| Description | Shares | Value | |||
| Short-Term Investments 110.9% | |||||
| Affiliated Mutual Fund 2.3% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 4.492%) (cost $59,824)(wb) | 59,824 | $59,824 | |||
| Options Purchased*~ 108.6% | |||||
| (cost $2,522,069) | 2,791,616 | ||||
| TOTAL INVESTMENTS, BEFORE OPTION WRITTEN 110.9% (cost $2,581,893) | 2,851,440 | ||||
| Option Written*~ (10.9)% | |||||
| (premiums received $82,739) | (279,115) | ||||
| TOTAL INVESTMENTS, NET OF OPTION WRITTEN 100.0% (cost $2,499,154) | 2,572,325 | ||||
| Liabilities in excess of other assets(z) (0.0)% | (877) | ||||
| Net Assets 100.0% | $2,571,448 | ||||
| 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 | 44 | 4 | $2,739,233 | |||||||||
| SPDR S&P 500 ETF Trust | Put | 03/31/26 | $559.39 | 44 | 4 | 52,383 | |||||||||
| Total Options Purchased (cost $2,522,069) | $2,791,616 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| SPDR S&P 500 ETF Trust | Call | 03/31/26 | $600.23 | 44 | 4 | $(279,115) | |||||||||
| (premiums received $82,739) | |||||||||||||||