| Description | Shares | Value | |||
| Short-Term Investments 106.6% | |||||
| Affiliated Mutual Fund 0.9% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.805%) (cost $209,113)(wb) | 209,113 | $209,113 | |||
| Options Purchased*~ 105.7% | |||||
| (cost $22,850,297) | 22,957,341 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 106.6% (cost $23,059,410) | 23,166,454 | ||||
| Options Written*~ (6.6)% | |||||
| (premiums received $1,412,772) | (1,434,207) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $21,646,638) | 21,732,247 | ||||
| Liabilities in excess of other assets (0.0)% | (8,163) | ||||
| Net Assets 100.0% | $21,724,084 | ||||
| * | 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. |
| (wb) | Represents an investment in a Fund affiliated with the Manager. |
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| Invesco QQQ Trust, Series 1 | Call | 12/31/26 | $6.14 | 351 | 35 | $21,522,860 | |||||||||
| Invesco QQQ Trust, Series 1 | Put | 12/31/26 | $614.31 | 351 | 35 | 1,434,481 | |||||||||
| Total Options Purchased (cost $22,850,297) | $22,957,341 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| Invesco QQQ Trust, Series 1 | Call | 12/31/26 | $718.13 | 351 | 35 | $(672,913) | |||||||||
| Invesco QQQ Trust, Series 1 | Put | 12/31/26 | $540.59 | 351 | 35 | (761,294) | |||||||||
| Total Options Written (premiums received $1,412,772) | $(1,434,207) | ||||||||||||||