| Description | Shares | Value | |||
| Short-Term Investments 107.0% | |||||
| Affiliated Mutual Fund 1.0% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 4.492%) (cost $101,110)(wb) | 101,110 | $101,110 | |||
| Options Purchased*~ 106.0% | |||||
| (cost $9,834,232) | 10,849,234 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 107.0% (cost $9,935,342) | 10,950,344 | ||||
| Options Written*~ (7.0)% | |||||
| (premiums received $371,646) | (711,581) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $9,563,696) | 10,238,763 | ||||
| Liabilities in excess of other assets(z) (0.0)% | (2,626) | ||||
| Net Assets 100.0% | $10,236,137 | ||||
| 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 | 03/31/26 | $5.59 | 171 | 17 | $10,645,653 | |||||||||
| SPDR S&P 500 ETF Trust | Put | 03/31/26 | $559.39 | 171 | 17 | 203,581 | |||||||||
| Total Options Purchased (cost $9,834,232) | $10,849,234 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| SPDR S&P 500 ETF Trust | Call | 03/31/26 | $638.66 | 171 | 17 | $(611,826) | |||||||||
| SPDR S&P 500 ETF Trust | Put | 03/31/26 | $492.26 | 171 | 17 | (99,755) | |||||||||
| Total Options Written (premiums received $371,646) | $(711,581) | ||||||||||||||