| Description | Shares | Value | |||
| Short-Term Investments 104.9% | |||||
| Affiliated Mutual Fund 2.8% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 4.492%) (cost $64,953)(wb) | 64,953 | $64,953 | |||
| Options Purchased*~ 102.1% | |||||
| (cost $2,281,060) | 2,311,550 | ||||
| TOTAL INVESTMENTS, BEFORE OPTION WRITTEN 104.9% (cost $2,346,013) | 2,376,503 | ||||
| Option Written*~ (4.9)% | |||||
| (premiums received $95,558) | (111,556) | ||||
| TOTAL INVESTMENTS, NET OF OPTION WRITTEN 100.0% (cost $2,250,455) | 2,264,947 | ||||
| Liabilities in excess of other assets(z) (0.0)% | (697) | ||||
| Net Assets 100.0% | $2,264,250 | ||||
| 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 | $12.36 | 36 | 4 | $2,214,314 | |||||||||
| SPDR S&P 500 ETF Trust | Put | 06/30/26 | $617.85 | 36 | 4 | 97,236 | |||||||||
| Total Options Purchased (cost $2,281,060) | $2,311,550 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| SPDR S&P 500 ETF Trust | Call | 06/30/26 | $662.61 | 36 | 4 | $(111,556) | |||||||||
| (premiums received $95,558) | |||||||||||||||