| Description | Shares | Value | |||
| Short-Term Investments 107.6% | |||||
| Affiliated Mutual Fund 1.4% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 4.492%) (cost $42,665)(wb) | 42,665 | $42,665 | |||
| Options Purchased*~ 106.2% | |||||
| (cost $3,084,480) | 3,244,470 | ||||
| TOTAL INVESTMENTS, BEFORE OPTION WRITTEN 107.6% (cost $3,127,145) | 3,287,135 | ||||
| Option Written*~ (7.6)% | |||||
| (premiums received $122,374) | (232,519) | ||||
| TOTAL INVESTMENTS, NET OF OPTION WRITTEN 100.0% (cost $3,004,771) | 3,054,616 | ||||
| Liabilities in excess of other assets(z) (0.0)% | (1,056) | ||||
| Net Assets 100.0% | $3,053,560 | ||||
| Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings: |
| ETF—Exchange-Traded Fund | |
| S&P—Standard & Poor’s | |
| SPDR—Standard & Poor’s Depositary Receipts |
| * | Non-income producing security. |
| # | Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
| ~ | See tables subsequent to the Schedule of Investments for options detail. Options with maturity dates greater than one year from date of acquisition would be considered long-term investments. |
| (wb) | Represents an investment in a Fund affiliated with the Manager. |
| (z) | Includes net unrealized appreciation/(depreciation) and/or market value of the below holdings which are excluded from the Schedule of Investments: |
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| SPDR S&P 500 ETF Trust | Call | 05/29/26 | $11.79 | 51 | 5 | $3,148,029 | |||||||||
| SPDR S&P 500 ETF Trust | Put | 05/29/26 | $589.39 | 51 | 5 | 96,441 | |||||||||
| Total Options Purchased (cost $3,084,480) | $3,244,470 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| SPDR S&P 500 ETF Trust | Call | 05/29/26 | $634.77 | 51 | 5 | $(232,519) | |||||||||
| (premiums received $122,374) | |||||||||||||||