| Description | Shares | Value | |||
| Short-Term Investments 107.3% | |||||
| Affiliated Mutual Fund 0.7% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 4.492%) (cost $55,048)(wb) | 55,048 | $55,048 | |||
| Options Purchased*~ 106.6% | |||||
| (cost $8,298,325) | 9,150,480 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 107.3% (cost $8,353,373) | 9,205,528 | ||||
| Options Written*~ (7.3)% | |||||
| (premiums received $306,898) | (622,512) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $8,046,475) | 8,583,016 | ||||
| Liabilities in excess of other assets(z) (0.0)% | (2,135) | ||||
| Net Assets 100.0% | $8,580,881 | ||||
| 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 | 04/30/26 | $5.55 | 144 | 14 | $8,972,640 | |||||||||
| SPDR S&P 500 ETF Trust | Put | 04/30/26 | $554.54 | 144 | 14 | 177,840 | |||||||||
| Total Options Purchased (cost $8,298,325) | $9,150,480 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| SPDR S&P 500 ETF Trust | Call | 04/30/26 | $642.71 | 144 | 14 | $(531,648) | |||||||||
| SPDR S&P 500 ETF Trust | Put | 04/30/26 | $488.00 | 144 | 14 | (90,864) | |||||||||
| Total Options Written (premiums received $306,898) | $(622,512) | ||||||||||||||