| Description | Shares | Value | |||
| Short-Term Investments 103.5% | |||||
| Affiliated Mutual Fund 0.7% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 4.492%) (cost $37,380)(wb) | 37,380 | $37,380 | |||
| Options Purchased*~ 102.8% | |||||
| (cost $4,743,481) | 5,014,416 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 103.5% (cost $4,780,861) | 5,051,796 | ||||
| Options Written*~ (3.5)% | |||||
| (premiums received $253,330) | (172,229) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $4,527,531) | 4,879,567 | ||||
| Liabilities in excess of other assets(z) (0.0)% | (1,744) | ||||
| Net Assets 100.0% | $4,877,823 | ||||
| Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings: |
| ETF—Exchange-Traded Fund |
| * | 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 | |||||||||
| Invesco QQQ ETF Trust | Call | 12/31/25 | $5.11 | 88 | 9 | $4,922,808 | |||||||||
| Invesco QQQ ETF Trust | Put | 12/31/25 | $511.23 | 88 | 9 | 91,608 | |||||||||
| Total Options Purchased (cost $4,743,481) | $5,014,416 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| Invesco QQQ ETF Trust | Call | 12/31/25 | $598.55 | 88 | 9 | $(131,786) | |||||||||
| Invesco QQQ ETF Trust | Put | 12/31/25 | $449.88 | 88 | 9 | (40,443) | |||||||||
| Total Options Written (premiums received $253,330) | $(172,229) | ||||||||||||||