| Description | Shares | Value | |||
| Short-Term Investments 106.0% | |||||
| Affiliated Mutual Fund 0.8% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 4.492%) (cost $152,747)(wb) | 152,747 | $152,747 | |||
| Options Purchased*~ 105.2% | |||||
| (cost $18,517,340) | 19,383,870 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 106.0% (cost $18,670,087) | 19,536,617 | ||||
| Options Written*~ (6.0)% | |||||
| (premiums received $806,583) | (1,107,072) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $17,863,504) | 18,429,545 | ||||
| Liabilities in excess of other assets(z) (0.0)% | (6,661) | ||||
| Net Assets 100.0% | $18,422,884 | ||||
| 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 | $5.89 | 302 | 30 | $18,812,788 | |||||||||
| SPDR S&P 500 ETF Trust | Put | 05/29/26 | $589.39 | 302 | 30 | 571,082 | |||||||||
| Total Options Purchased (cost $18,517,340) | $19,383,870 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| SPDR S&P 500 ETF Trust | Call | 05/29/26 | $658.64 | 302 | 30 | $(929,133) | |||||||||
| SPDR S&P 500 ETF Trust | Put | 05/29/26 | $471.51 | 302 | 30 | (177,939) | |||||||||
| Total Options Written (premiums received $806,583) | $(1,107,072) | ||||||||||||||