| Description | Shares | Value | |||
| Short-Term Investments 102.3% | |||||
| Affiliated Mutual Fund 1.5% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 4.492%) (cost $52,534)(wb) | 52,534 | $52,534 | |||
| Options Purchased*~ 100.8% | |||||
| (cost $3,370,335) | 3,548,384 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 102.3% (cost $3,422,869) | 3,600,918 | ||||
| Options Written*~ (2.3)% | |||||
| (premiums received $151,846) | (80,668) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $3,271,023) | 3,520,250 | ||||
| Liabilities in excess of other assets(z) (0.0)% | (1,142) | ||||
| Net Assets 100.0% | $3,519,108 | ||||
| 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 | 09/30/25 | $5.11 | 63 | 6 | $3,523,733 | |||||||||
| Invesco QQQ ETF Trust | Put | 09/30/25 | $511.23 | 63 | 6 | 24,651 | |||||||||
| Total Options Purchased (cost $3,370,335) | $3,548,384 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| Invesco QQQ ETF Trust | Call | 09/30/25 | $575.44 | 63 | 6 | $(73,468) | |||||||||
| Invesco QQQ ETF Trust | Put | 09/30/25 | $449.88 | 63 | 6 | (7,200) | |||||||||
| Total Options Written (premiums received $151,846) | $(80,668) | ||||||||||||||