| Description | Shares | Value | |||
| Short-Term Investments 104.6% | |||||
| Affiliated Mutual Fund 0.9% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 4.492%) (cost $198,111)(wb) | 198,111 | $198,111 | |||
| Options Purchased*~ 103.7% | |||||
| (cost $22,639,229) | 22,924,686 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 104.6% (cost $22,837,340) | 23,122,797 | ||||
| Options Written*~ (4.6)% | |||||
| (premiums received $953,866) | (1,022,214) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $21,883,474) | 22,100,583 | ||||
| Liabilities in excess of other assets(z) (0.0)% | (6,657) | ||||
| Net Assets 100.0% | $22,093,926 | ||||
| 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 | 06/30/26 | $6.18 | 354 | 35 | $21,968,532 | |||||||||
| SPDR S&P 500 ETF Trust | Put | 06/30/26 | $617.85 | 354 | 35 | 956,154 | |||||||||
| Total Options Purchased (cost $22,639,229) | $22,924,686 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| SPDR S&P 500 ETF Trust | Call | 06/30/26 | $683.90 | 354 | 35 | $(729,636) | |||||||||
| SPDR S&P 500 ETF Trust | Put | 06/30/26 | $494.28 | 354 | 35 | (292,578) | |||||||||
| Total Options Written (premiums received $953,866) | $(1,022,214) | ||||||||||||||