| Description | Shares | Value | |||
| Short-Term Investments 107.1% | |||||
| Affiliated Mutual Fund 1.1% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.777%) (cost $236,755)(wb) | 236,755 | $236,755 | |||
| Options Purchased*~ 106.0% | |||||
| (cost $24,262,200) | 23,267,774 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 107.1% (cost $24,498,955) | 23,504,529 | ||||
| Options Written*~ (7.1)% | |||||
| (premiums received $1,828,694) | (1,546,026) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $22,670,261) | 21,958,503 | ||||
| Liabilities in excess of other assets (0.0)% | (8,714) | ||||
| Net Assets 100.0% | $21,949,789 | ||||
| * | 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 | 06/30/27 | $7.36 | 309 | 31 | $20,945,837 | |||||||||
| Invesco QQQ Trust, Series 1 | Put | 06/30/27 | $736.40 | 309 | 31 | 2,321,937 | |||||||||
| Total Options Purchased (cost $24,262,200) | $23,267,774 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| Invesco QQQ Trust, Series 1 | Call | 06/30/27 | $905.92 | 309 | 31 | $(310,740) | |||||||||
| Invesco QQQ Trust, Series 1 | Put | 06/30/27 | $648.03 | 309 | 31 | (1,235,286) | |||||||||
| Total Options Written (premiums received $1,828,694) | $(1,546,026) | ||||||||||||||