PGIM US Large-Cap Buffer 12 ETF - January
Schedule of Investments (unaudited)
as of January 31, 2024
Description | Shares | Value | |||
Short-Term Investments 103.1% | |||||
Affiliated Mutual Fund 1.1% | |||||
PGIM Core Government Money Market Fund (7-day effective yield 5.560%) (cost $33,959)(wb) | 33,959 | $33,959 | |||
Options Purchased*~ 102.0% | |||||
(cost $3,059,101) | 3,098,344 | ||||
TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 103.1% (cost $3,093,060) | 3,132,303 | ||||
Options Written*~ (3.1)% | |||||
(premiums received $92,112) | (94,353) | ||||
TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $3,000,948) | 3,037,950 | ||||
Liabilities in excess of other assets(z) (0.0)% | (997) | ||||
Net Assets 100.0% | $3,036,953 |
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: |
Options Purchased:
Exchange Traded | |||||||||||||||
Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
SPDR S&P 500 ETF Trust | Call | 12/31/24 | $4.75 | 63 | 6 | $2,982,010 | |||||||||
SPDR S&P 500 ETF Trust | Put | 12/31/24 | $475.31 | 63 | 6 | 116,334 | |||||||||
Total Options Purchased (cost $3,059,101) | $3,098,344 |
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PGIM US Large-Cap Buffer 12 ETF - January
Schedule of Investments (unaudited) (continued)
as of January 31, 2024
Options Written:
Exchange Traded | |||||||||||||||
Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
SPDR S&P 500 ETF Trust | Call | 12/31/24 | $549.89 | 63 | 6 | $(41,633) | |||||||||
SPDR S&P 500 ETF Trust | Put | 12/31/24 | $418.27 | 63 | 6 | (52,720) | |||||||||
Total Options Written (premiums received $92,112) | $(94,353) |
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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