PGIM US Large-Cap Buffer 12 ETF - February
Schedule of Investments (unaudited)
as of January 31, 2024
Description | Shares | Value | |||
Short-Term Investments 100.6% | |||||
Options Purchased*~ | |||||
(cost $2,021,835) | $2,021,669 | ||||
TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 100.6% (cost $2,021,835) | 2,021,669 | ||||
Options Written*~ (3.0)% | |||||
(premiums received $61,006) | (61,172) | ||||
TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 97.6% (cost $1,960,829) | 1,960,497 | ||||
Other assets in excess of liabilities(z) 2.4% | 49,196 | ||||
Net Assets 100.0% | $2,009,693 |
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. |
(z) | Includes net unrealized appreciation/(depreciation) and/or market value of the below holdings which are excluded from the Schedule of Investments: |
Options Purchased:
Exchange Traded | |||||||||||||||
Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
SPDR S&P 500 ETF Trust | Call | 01/31/25 | $4.83 | 41 | 4 | $1,931,797 | |||||||||
SPDR S&P 500 ETF Trust | Put | 01/31/25 | $482.88 | 41 | 4 | 89,872 | |||||||||
Total Options Purchased (cost $2,021,835) | $2,021,669 |
Options Written:
Exchange Traded | |||||||||||||||
Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
SPDR S&P 500 ETF Trust | Call | 01/31/25 | $555.31 | 41 | 4 | $(21,976) | |||||||||
SPDR S&P 500 ETF Trust | Put | 01/31/25 | $424.93 | 41 | 4 | (39,196) | |||||||||
Total Options Written (premiums received $61,006) | $(61,172) |
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PGIM US Large-Cap Buffer 12 ETF - February
Schedule of Investments (unaudited) (continued)
as of January 31, 2024
Other information regarding the Fund is available in the Fund’s most recent Report to Shareholders. This information is available on the Securities and Exchange Commission’s website (www.sec.gov).
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