0001752724-24-011068.txt : 20240124 0001752724-24-011068.hdr.sgml : 20240124 20240124150343 ACCESSION NUMBER: 0001752724-24-011068 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20231130 FILED AS OF DATE: 20240124 DATE AS OF CHANGE: 20240124 PERIOD START: 20240831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PGIM ETF TRUST CENTRAL INDEX KEY: 0001727074 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23324 FILM NUMBER: 24556122 BUSINESS ADDRESS: STREET 1: 655 BROAD STREET STREET 2: 6TH FLOOR CITY: NEWARK STATE: NJ ZIP: 07102 BUSINESS PHONE: (973) 802-5032 MAIL ADDRESS: STREET 1: 655 BROAD STREET STREET 2: 6TH FLOOR CITY: NEWARK STATE: NJ ZIP: 07102 0001727074 S000079107 PGIM Portfolio Ballast ETF C000239961 PGIM Portfolio Ballast ETF PBL NPORT-P 1 primary_doc.xml NPORT-P false 0001727074 XXXXXXXX S000079107 C000239961 PGIM ETF Trust 811-23324 0001727074 549300OXS91LYTDQF355 655 Broad Street Newark 07102-4077 1-800-225-1852 PGIM Portfolio Ballast ETF S000079107 5493007O4L6R2HCSDH72 2024-08-31 2023-11-30 N 28483542.23 10378.97 28473163.26 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.93000000 USD N Blended Custom Benchmark N/A MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 S&P500 EMINI 000000000 50.00000000 NC USD 6533928.18000000 22.94767223555 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 S&P500 EMINI 000000000 0.00000000 NC USD 0.00000000 0.00000000 DE CORP US Long STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-12-15 0.00000000 USD 100.00000000 3970.00000000 USD 2027-12-07 XXXX 1564914.22000000 N N N (PIPA070) PGIM Core Government Money Market Fund N/A (PIPA070) PGIM Core Government Money Market Fund 000000000 1743932.93000000 NS USD 1743932.93000000 6.124830297482 Long STIV RF US N 1 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 US 2YR NOTE (CBT) 000000000 13.00000000 NC USD 8654.80000000 0.030396341709 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2024-03-28 2649337.39000000 USD 8654.80000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT) 000000000 2.00000000 NC USD 1497.06000000 0.005257793053 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2024-03-19 218096.69000000 USD 1497.06000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 S&P500 EMINI 000000000 4.00000000 NC USD 13123.32000000 0.046090137158 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-12-15 902226.68000000 USD 13123.32000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 United States Treasury Bill 912797GM3 20450000.00000000 PA USD 20244701.63000000 71.10099234544 Long DBT UST US N 2 2024-02-08 None 0.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 US 5YR NOTE (CBT) 000000000 127.00000000 NC USD 72763.76000000 0.255552076653 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2024-03-28 13497384.74000000 USD 72763.76000000 N N N 2024-01-17 PGIM ETF Trust Christian J. Kelly Christian J. Kelly Chief Financial Officer XXXX NPORT-EX 2 376491PRU113023.htm
PGIM Portfolio Ballast ETF
Schedule of Investments  (unaudited)
as of November 30, 2023
Description     Shares Value
Short-Term Investments 100.2%
Affiliated Mutual Fund 6.1%
PGIM Core Government Money Market Fund
(cost $1,743,933)(wb) 		    1,743,933  $1,743,933
    
  Interest
Rate 		  Maturity
Date 		Principal
Amount
(000)# 		 
U.S. Treasury Obligation(k)(n) 71.1%  
U.S. Treasury Bills
(cost $20,240,959) 		5.463 %   02/08/24   20,450 20,244,702
Option Purchased*~ 23.0%  
(cost $4,969,014) 6,533,928
   
TOTAL INVESTMENTS 100.2%
(cost $26,953,906) 		          28,522,563
Liabilities in excess of other assets(z) (0.2)% (49,400)
   
Net Assets 100.0% $28,473,163
Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings:
    
  S&P—Standard & Poor’s
    
* 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.
(k) Represents security, or a portion thereof, segregated as collateral for centrally cleared/exchange-traded derivatives.
(n) Rate shown reflects yield to maturity at purchased date.
(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:
Option Purchased:
Exchange Traded  
Description Call/
Put 		  Expiration
Date 		  Strike Contracts   Notional
Amount
(000)# 		  Value
S&P 500 Index (FLEX) Call   12/07/27     $3,970.00 50     5    $6,533,928
(cost $4,969,014)                          
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PGIM Portfolio Ballast ETF
Schedule of Investments  (unaudited) (continued)
as of November 30, 2023
Futures contracts outstanding at November 30, 2023:
Number
of
Contracts 		  Type   Expiration
Date 		  Current
Notional
Amount 		  Value /
Unrealized
Appreciation
(Depreciation)
Long Positions:
13   2 Year U.S. Treasury Notes   Mar. 2024    $2,657,992    $8,655
127   5 Year U.S. Treasury Notes   Mar. 2024   13,570,148   72,764
2   10 Year U.S. Treasury Notes   Mar. 2024   219,594   1,497
4   S&P 500 E-Mini Index   Dec. 2023   915,350   13,123
                $96,039
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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