0001752724-24-168270.txt : 20240729 0001752724-24-168270.hdr.sgml : 20240729 20240729134337 ACCESSION NUMBER: 0001752724-24-168270 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240531 FILED AS OF DATE: 20240729 DATE AS OF CHANGE: 20240729 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: 241150904 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 S000080947 PGIM AAA CLO ETF C000243576 PGIM AAA CLO ETF PAAA NPORT-P 1 primary_doc.xml NPORT-P false 0001727074 XXXXXXXX S000080947 C000243576 PGIM ETF Trust 811-23324 0001727074 549300OXS91LYTDQF355 655 Broad Street Newark 07102-4077 1-800-225-1852 PGIM AAA CLO ETF S000080947 5493000IJ4TGDWNHKI54 2024-08-31 2024-05-31 N 166124356.00 2527283.98 163597072.02 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2500000.00000000 0.00000000 0.00000000 26346.05000000 USD N Signal Peak CLO, LLC N/A Signal Peak CLO 8 Ltd 56845NAA8 750000.00000000 PA USD 752346.08000000 0.459877472567 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 6.85617000 N N N N N N Oaktree CLO Ltd N/A Oaktree CLO 2021-1 Ltd 67402JAA9 1875000.00000000 PA USD 1877736.94000000 1.147781507831 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.75017000 N N N N N N MP Clo VIII, LTD 549300D60LKSR31DKI65 MP CLO VIII Ltd 62481WAL1 750000.00000000 PA USD 752448.60000000 0.459940138725 Long ABS-CBDO CORP KY N 2 2034-04-28 Floating 6.78648000 N N N N N N Balboa Bay Loan Funding Ltd 549300G0EX8VHFWPJW18 Balboa Bay Loan Funding 2021-1 Ltd 05765XAA9 1000000.00000000 PA USD 1003957.40000000 0.613676875511 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.78617000 N N N N N N AGL CLO 5 Ltd 549300N06ILVP775P131 AGL CLO 5 Ltd 00119TAF1 3000000.00000000 PA USD 3007360.20000000 1.838272630962 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.74617000 N N N N N N TICP CLO Ltd N/A TICP CLO XII Ltd 87250FAL4 2500000.00000000 PA USD 2506732.00000000 1.532259696978 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.76017000 N N N N N N Oaktree CLO Ltd N/A Oaktree CLO 2020-1 Ltd 67402FAJ8 2210000.00000000 PA USD 2211923.58000000 1.352055726113 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.74017000 N N N N N N Wellfleet CLO Ltd 254900T94H3OWOGPUI54 Wellfleet CLO 2020-2 Ltd 94950AAN0 2500000.00000000 PA USD 2506446.50000000 1.532085182853 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.81017000 N N N N N N Bluemountain CLO Ltd N/A BlueMountain CLO XXXII Ltd 09631EAA5 1500000.00000000 PA USD 1500758.70000000 0.917350586700 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.76017000 N N N N N N CBAM CLO Management 254900YSCN4KH02DQ033 CBAM 2018-8 Ltd/KY 12478CAQ4 2250000.00000000 PA USD 2251575.00000000 1.376292969182 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 6.87700000 N N N N N N KKR Financial CLO Ltd N/A KKR CLO 46 Ltd 48255VAA0 1750000.00000000 PA USD 1755313.88000000 1.072949447277 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 7.17456000 N N N N N N Atlas Static Senior Loan Fund N/A Atlas Static Senior Loan Fund I Ltd 04942PAJ6 1525013.73000000 PA USD 1532505.66000000 0.936756166279 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 7.07856000 N N N N N N CIFC Funding Ltd 549300JZARV9CBLL1S14 CIFC Funding 2013-III-R Ltd 12552MAC2 818889.15950000 PA USD 819912.77000000 0.501178144496 Long ABS-CBDO CORP KY N 2 2031-04-24 Floating 6.56455000 N N N N N N Battalion CLO LTD 549300RRK5G3IT4Y7N27 Battalion CLO X Ltd 07132JBC7 1455000.00000000 PA USD 1457182.50000000 0.890714290914 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 6.75455000 N N N N N N Sound Point CLO LTD 5493001O6AOY43J70E72 Sound Point Clo XXI Ltd 83613HAL1 3000000.00000000 PA USD 2999796.00000000 1.833648954079 Long ABS-CBDO CORP KY N 2 2031-10-26 Floating 6.62445000 N N N N N N TCW CLO 2021-1, Ltd. 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N/A Marble Point CLO XXI Ltd 56606KAA3 1500000.00000000 PA USD 1504204.20000000 0.919456675738 Long ABS-CBDO CORP KY N 2 2034-10-17 Floating 6.81868000 N N N N N N Pikes Peak CLO 2549002NRPBIF0UZPU88 Pikes Peak Clo 4 72132WAJ8 1000000.00000000 PA USD 1002392.60000000 0.612720379174 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.79017000 N N N N N N Balboa Bay Loan Funding Ltd 549300N3EVICXRV85R74 Balboa Bay Loan Funding 2021-2 Ltd 05766GAA5 3000000.00000000 PA USD 3009367.80000000 1.839499792289 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 6.75617000 N N N N N N Cent CLO LP 5493007YZPNOMQEILE23 Columbia Cent CLO 31 Ltd 19737LAC7 2750000.00000000 PA USD 2759032.38000000 1.686480293279 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 6.78617000 N N N N N N 2024-07-26 PGIM ETF Trust Christian J. Kelly Christian J. Kelly Chief Financial Officer XXXX NPORT-EX 2 863160PRU053124.htm
PGIM AAA CLO ETF
Schedule of Investments  (unaudited)
as of May 31, 2024
Description Interest
Rate 		Maturity
Date 		Principal
Amount
(000)# 		Value
Long-Term Investments 98.7%
Asset-Backed Securities 
Collateralized Loan Obligations 
AGL CLO Ltd. (Cayman Islands),          
Series 2020-05A, Class A1R, 144A, 3 Month SOFR + 1.422% (Cap N/A, Floor 1.160%) 6.746 %(c) 07/20/34   3,000  $3,007,360
Series 2021-14A, Class A, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.150%) 6.736(c) 12/02/34   500 500,774
     
 
AGL Core CLO Ltd. (Cayman Islands),
Series 2021-15A, Class A1, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.150%) 		6.736(c) 01/20/35   537 538,420
Anchorage Capital CLO Ltd. (Cayman Islands),
Series 2015-07A, Class AR3, 144A 		—(p) 04/28/37   2,500 2,501,320
Ares CLO Ltd. (Cayman Islands),          
Series 2020-56A, Class AR, 144A, 3 Month SOFR + 1.422% (Cap N/A, Floor 1.422%) 6.745(c) 10/25/34   600 601,190
Series 2021-60A, Class A, 144A, 3 Month SOFR + 1.382% (Cap N/A, Floor 1.120%) 6.709(c) 07/18/34   460 461,403
     
 
Atlas Static Senior Loan Fund Ltd. (Cayman Islands),
Series 2022-01A, Class AR, 144A, 3 Month SOFR + 1.750% (Cap N/A, Floor 1.750%) 		7.079(c) 07/15/30   1,525 1,532,506
Bain Capital Credit CLO Ltd. (Cayman Islands),          
Series 2019-02A, Class AR, 144A, 3 Month SOFR + 1.362% (Cap N/A, Floor 1.100%) 6.679(c) 10/17/32   1,000 1,001,500
Series 2021-06A, Class A1, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.412%) 6.736(c) 10/21/34   1,000 1,001,560
Balboa Bay Loan Funding Ltd. (Cayman Islands),          
Series 2021-01A, Class A, 144A, 3 Month SOFR + 1.462% (Cap N/A, Floor 1.462%) 6.786(c) 07/20/34   1,000 1,003,957
Series 2021-02A, Class A1, 144A, 3 Month SOFR + 1.432% (Cap N/A, Floor 1.170%) 6.756(c) 01/20/35   3,000 3,009,368
Barrow Hanley CLO Ltd. (Cayman Islands),          
Series 2023-01A, Class A1, 144A, 3 Month SOFR + 2.300% (Cap N/A, Floor 2.300%) 7.625(c) 04/20/35   810 816,198
Series 2023-02A, Class A1, 144A, 3 Month SOFR + 2.050% (Cap N/A, Floor 2.050%) 7.375(c) 10/20/35   1,000 1,013,046
Series 2024-03A, Class A1, 144A, 3 Month SOFR + 1.620% (Cap N/A, Floor 1.620%) 6.944(c) 04/20/37   1,000 1,010,158
Battalion CLO Ltd. (Cayman Islands),          
Series 2016-10A, Class A1R2, 144A, 3 Month SOFR + 1.432% (Cap N/A, Floor 1.170%) 6.755(c) 01/25/35   1,455 1,457,182
1
PGIM AAA CLO ETF
Schedule of Investments  (unaudited) (continued)
as of May 31, 2024
Description Interest
Rate 		Maturity
Date 		Principal
Amount
(000)# 		Value
Asset-Backed Securities (Continued)
Collateralized Loan Obligations (cont’d.)
Battalion CLO Ltd. (Cayman Islands), (cont’d.)          
Series 2018-12A, Class A1, 144A, 3 Month SOFR + 1.332% (Cap N/A, Floor 1.070%) 6.661 %(c) 05/17/31   867  $867,879
Series 2019-14A, Class AR, 144A, 3 Month SOFR + 1.452% (Cap N/A, Floor 1.190%) 6.776(c) 01/20/35   2,500 2,506,631
Series 2020-15A, Class A1R, 144A, 3 Month SOFR + 1.300% (Cap N/A, Floor 1.300%) 6.617(c) 01/17/33   1,000 1,000,687
Benefit Street Partners CLO Ltd. (Cayman Islands),          
Series 2015-06BR, Class A, 144A, 3 Month SOFR + 1.452% (Cap N/A, Floor 1.190%) 6.776(c) 07/20/34   1,000 1,002,669
Series 2021-23A, Class A1, 144A, 3 Month SOFR + 1.342% (Cap N/A, Floor 1.080%) 6.665(c) 04/25/34   2,500 2,503,842
     
 
BlueMountain CLO Ltd. (Cayman Islands),
Series 2021-32A, Class A, 144A, 3 Month SOFR + 1.432% (Cap N/A, Floor 1.170%) 		6.760(c) 10/15/34   1,500 1,500,759
Broad River BSL Funding CLO Ltd. (Cayman Islands),
Series 2020-01A, Class AR, 144A, 3 Month SOFR + 1.432% (Cap N/A, Floor 1.170%) 		6.756(c) 07/20/34   4,250 4,252,322
CBAM Ltd. (Cayman Islands),          
Series 2018-08A, Class A1R, 144A, 3 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) 6.877(c) 07/15/37   2,250 2,251,575
Series 2020-12A, Class AR, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.442%) 6.766(c) 07/20/34   3,500 3,505,563
CIFC Funding Ltd. (Cayman Islands),          
Series 2013-03RA, Class A1, 144A, 3 Month SOFR + 1.242% (Cap N/A, Floor 0.980%) 6.565(c) 04/24/31   819 819,913
Series 2015-04A, Class A1A2, 144A, 3 Month SOFR + 1.332% (Cap N/A, Floor 1.332%) 6.656(c) 04/20/34   3,750 3,765,375
Series 2019-05A, Class A1R1, 144A, 3 Month SOFR + 1.402% (Cap N/A, Floor 1.140%) 6.730(c) 01/15/35   800 802,286
Series 2022-05A, Class A1R, 144A, 3 Month SOFR + 1.520% (Cap N/A, Floor 1.520%) 6.848(c) 01/16/37   1,000 1,001,349
     
 
Clover CLO LLC,
Series 2018-01A, Class A1RR, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) 		6.854(c) 04/20/37   3,000 3,002,647
Columbia Cent CLO Ltd. (Cayman Islands),
Series 2021-31A, Class A1, 144A, 3 Month SOFR + 1.462% (Cap N/A, Floor 1.200%) 		6.786(c) 04/20/34   2,750 2,759,032
2
PGIM AAA CLO ETF
Schedule of Investments  (unaudited) (continued)
as of May 31, 2024
Description Interest
Rate 		Maturity
Date 		Principal
Amount
(000)# 		Value
Asset-Backed Securities (Continued)
Collateralized Loan Obligations (cont’d.)
     
CQS US CLO Ltd. (United Kingdom),
Series 2023-03A, Class A1, 144A, 3 Month SOFR + 1.890% (Cap N/A, Floor 1.890%) 		7.214 %(c) 01/25/37   2,500  $2,500,390
Crown City CLO (Cayman Islands),          
Series 2020-01A, Class A1AR, 144A, 3 Month SOFR + 1.452% (Cap N/A, Floor 1.190%) 6.776(c) 07/20/34   250 250,503
Series 2021-01A, Class A1A, 144A, 3 Month SOFR + 1.432% (Cap N/A, Floor 1.170%) 6.756(c) 07/20/34   3,000 3,003,582
Series 2022-04A, Class A1R, 144A, 3 Month SOFR + 1.610% (Cap N/A, Floor 1.610%) 6.934(c) 04/20/37   1,500 1,513,291
     
 
Elevation CLO Ltd. (Cayman Islands),
Series 2021-13A, Class A1, 144A, 3 Month SOFR + 1.452% (Cap N/A, Floor 1.190%) 		6.780(c) 07/15/34   2,000 2,001,300
Elmwood CLO Ltd. (Cayman Islands),          
Series 2019-02A, Class AR, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.412%) 6.736(c) 04/20/34   500 500,950
Series 2020-02A, Class AR, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.150%) 6.736(c) 10/20/34   2,250 2,257,863
Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) 6.819(c) 04/17/37   2,000 2,011,310
Series 2024-05A, Class AR1, 144A, 3 Month SOFR + 1.520% (Cap N/A, Floor 1.520%) 6.841(c) 04/20/37   1,500 1,515,941
     
 
Galaxy CLO Ltd. (Cayman Islands),
Series 2018-25A, Class A1R, 144A, 3 Month SOFR + 1.420% (Cap N/A, Floor 1.420%) 		6.744(c) 04/25/36   2,500 2,501,623
Gallatin CLO Ltd. (Bermuda),          
Series 2023-01A, Class A1, 144A, 3 Month SOFR + 2.100% (Cap N/A, Floor 2.100%) 7.429(c) 10/14/35   1,000 1,013,194
Series 2023-01A, Class AJ, 144A, 3 Month SOFR + 2.550% (Cap N/A, Floor 2.550%) 7.879(c) 10/14/35   1,000 1,022,799
Generate CLO Ltd. (Cayman Islands),          
Series 07A, Class A1R, 144A, 3 Month SOFR + 1.620% (Cap N/A, Floor 1.620%) 6.919(c) 04/22/37   1,500 1,513,553
Series 07A, Class A2R, 144A, 3 Month SOFR + 2.000% (Cap N/A, Floor 2.000%) 7.299(c) 04/22/37   1,500 1,507,288
     
 
Greywolf CLO Ltd. (Cayman Islands),
Series 2018-02A, Class A1, 144A, 3 Month SOFR + 1.440% (Cap N/A, Floor 1.440%) 		6.765(c) 10/20/31   859 859,608
3
PGIM AAA CLO ETF
Schedule of Investments  (unaudited) (continued)
as of May 31, 2024
Description Interest
Rate 		Maturity
Date 		Principal
Amount
(000)# 		Value
Asset-Backed Securities (Continued)
Collateralized Loan Obligations (cont’d.)
     
Hayfin US Ltd. (Cayman Islands),
Series 2024-15A, Class A1, 144A, 3 Month SOFR + 1.640% (Cap N/A, Floor 1.640%) 		6.977 %(c) 04/28/37   2,250  $2,251,575
Jamestown CLO Ltd. (Cayman Islands),
Series 2019-14A, Class A1AR, 144A, 3 Month SOFR + 1.462% (Cap N/A, Floor 1.200%) 		6.786(c) 10/20/34   250 250,810
KKR CLO Ltd. (Cayman Islands),
Series 2023-46A, Class A1A, 144A, 3 Month SOFR + 1.850% (Cap N/A, Floor 1.850%) 		7.175(c) 04/20/35   1,750 1,755,314
Madison Park Funding Ltd. (Cayman Islands),          
Series 2019-34A, Class AR, 144A, 3 Month SOFR + 1.382% (Cap N/A, Floor 1.120%) 6.705(c) 04/25/32   350 350,700
Series 2019-37A, Class AR2, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) 6.852(c) 04/15/37   3,000 3,021,000
Series 2021-59A, Class A1R, 144A, 3 Month SOFR + 1.500% (Cap N/A, Floor 1.500%) 6.834(c) 04/18/37   1,500 1,501,053
     
 
Marble Point CLO Ltd. (Cayman Islands),
Series 2021-03A, Class A1, 144A, 3 Month SOFR + 1.502% (Cap N/A, Floor 1.240%) 		6.819(c) 10/17/34   1,500 1,504,204
MP CLO Ltd. (Cayman Islands),
Series 2015-02A, Class ARR, 144A, 3 Month SOFR + 1.462% (Cap N/A, Floor 1.200%) 		6.786(c) 04/28/34   750 752,449
Nassau Ltd. (United Kingdom),
Series 2022-01A, Class A1R, 144A, 3 Month SOFR + 1.170% (Cap N/A, Floor 1.170%) 		6.499(c) 01/15/31   1,285 1,285,618
Neuberger Berman CLO Ltd. (Cayman Islands),
Series 2017-16SA, Class AR, 144A, 3 Month SOFR + 1.302% (Cap N/A, Floor 1.040%) 		6.630(c) 04/15/34   1,000 1,002,000
Northwoods Capital Ltd. (Cayman Islands),
Series 2020-22A, Class A2RR, 144A, 3 Month SOFR + 2.000% (Cap N/A, Floor 2.000%) 		7.333(c) 03/16/37   1,500 1,505,374
Oaktree CLO Ltd. (Cayman Islands),          
Series 2020-01A, Class AR, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.150%) 6.740(c) 07/15/34   2,210 2,211,924
Series 2021-01A, Class A1, 144A, 3 Month SOFR + 1.422% (Cap N/A, Floor 1.160%) 6.750(c) 07/15/34   1,875 1,877,737
     
 
Ocean Trails CLO (Cayman Islands),
Series 2020-08A, Class A1R, 144A, 3 Month SOFR + 1.482% (Cap N/A, Floor 1.220%) 		6.810(c) 07/15/34   1,400 1,401,890
4
PGIM AAA CLO ETF
Schedule of Investments  (unaudited) (continued)
as of May 31, 2024
Description Interest
Rate 		Maturity
Date 		Principal
Amount
(000)# 		Value
Asset-Backed Securities (Continued)
Collateralized Loan Obligations (cont’d.)
     
Ocean Trails CLO Ltd. (United Kingdom),
Series 2024-15A, Class A, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) 		7.022 %(c) 01/15/37   3,000  $3,037,098
Octagon Investment Partners Ltd. (Cayman Islands),
Series 2021-01A, Class A, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.150%) 		6.736(c) 07/20/34   3,000 3,001,933
Pikes Peak CLO (Cayman Islands),
Series 2019-04A, Class AR, 144A, 3 Month SOFR + 1.462% (Cap N/A, Floor 1.200%) 		6.790(c) 07/15/34   1,000 1,002,393
PPM CLO Ltd. (Cayman Islands),          
Series 2019-02A, Class AR, 144A, 3 Month SOFR + 1.500% (Cap N/A, Floor 1.500%) 6.826(c) 04/16/37   1,000 1,002,963
Series 2021-05A, Class A, 144A, 3 Month SOFR + 1.462% (Cap N/A, Floor 1.200%) 6.789(c) 10/18/34   3,500 3,505,347
Rad CLO Ltd. (Cayman Islands),          
Series 2021-12A, Class A, 144A, 3 Month SOFR + 1.432% (Cap N/A, Floor 1.170%) 6.761(c) 10/30/34   3,000 3,004,653
Series 2021-14A, Class A, 144A, 3 Month SOFR + 1.432% (Cap N/A, Floor 1.170%) 6.760(c) 01/15/35   1,500 1,502,476
Series 2023-19A, Class A1, 144A, 3 Month SOFR + 2.000% (Cap N/A, Floor 2.000%) 7.325(c) 04/20/35   600 600,913
Regatta Funding Ltd. (Cayman Islands),          
Series 2016-01A, Class A1R2, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.150%) 6.744(c) 06/20/34   2,000 2,005,379
Series 2021-04A, Class A1, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.150%) 6.736(c) 01/20/35   1,000 1,002,000
Rockford Tower CLO Ltd. (Cayman Islands),          
Series 2018-02A, Class A, 144A, 3 Month SOFR + 1.422% (Cap N/A, Floor 1.160%) 6.746(c) 10/20/31   477 477,014
Series 2021-01A, Class A1, 144A, 3 Month SOFR + 1.432% (Cap N/A, Floor 1.170%) 6.756(c) 07/20/34   450 450,751
     
 
Shackleton CLO Ltd. (Cayman Islands),
Series 2017-11A, Class AR, 144A, 3 Month SOFR + 1.352% (Cap N/A, Floor 0.262%) 		6.674(c) 08/15/30   188 188,213
Signal Peak CLO Ltd.,
Series 2018-05A, Class A1R, 144A, 3 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) 		6.876(c) 04/25/37   1,500 1,506,697
5
PGIM AAA CLO ETF
Schedule of Investments  (unaudited) (continued)
as of May 31, 2024
Description Interest
Rate 		Maturity
Date 		Principal
Amount
(000)# 		Value
Asset-Backed Securities (Continued)
Collateralized Loan Obligations (cont’d.)
     
Signal Peak CLO Ltd. (Cayman Islands),
Series 2020-08A, Class A, 144A, 3 Month SOFR + 1.532% (Cap N/A, Floor 1.270%) 		6.856 %(c) 04/20/33   750  $752,346
Silver Rock CLO (Cayman Islands),
Series 2023-03A, Class A1, 144A, 3 Month SOFR + 1.880% (Cap N/A, Floor 1.880%) 		7.217(c) 01/20/36   2,000 2,015,498
Sound Point CLO Ltd. (Cayman Islands),          
Series 2018-03A, Class A1AR, 144A, 3 Month SOFR + 1.300% (Cap N/A, Floor 1.300%) 6.624(c) 10/26/31   3,000 2,999,796
Series 2019-01A, Class AR, 144A, 3 Month SOFR + 1.342% (Cap N/A, Floor 1.080%) 6.666(c) 01/20/32   1,000 1,000,742
TCW CLO Ltd. (Cayman Islands),          
Series 2019-01A, Class ASNR, 144A, 3 Month SOFR + 1.482% (Cap N/A, Floor 1.220%) 6.808(c) 08/16/34   1,250 1,253,750
Series 2021-01A, Class A, 144A, 3 Month SOFR + 1.432% (Cap N/A, Floor 1.170%) 6.756(c) 03/18/34   3,000 3,010,720
     
 
THL Credit Wind River CLO Ltd. (Cayman Islands),
Series 2019-01A, Class AR, 144A, 3 Month SOFR + 1.422% (Cap N/A, Floor 1.160%) 		6.746(c) 07/20/34   1,000 1,000,682
TICP CLO Ltd. (Cayman Islands),          
Series 2017-07A, Class ASR2, 144A, 3 Month SOFR + 1.300% (Cap N/A, Floor 1.300%) 6.629(c) 04/15/33   2,250 2,251,562
Series 2018-12A, Class AR, 144A, 3 Month SOFR + 1.432% (Cap N/A, Floor 1.170%) 6.760(c) 07/15/34   2,500 2,506,732
Tikehau US CLO Ltd. (Bermuda),          
Series 2022-02A, Class A1R, 144A, 3 Month SOFR + 1.870% (Cap N/A, Floor 1.870%) 7.195(c) 01/20/36   1,500 1,508,553
Series 2023-02A, Class A1, 144A, 3 Month SOFR + 1.950% (Cap N/A, Floor 1.950%) 7.311(c) 01/15/36   1,750 1,771,903
     
 
Tralee CLO Ltd. (Cayman Islands),
Series 2021-07A, Class A1, 144A, 3 Month SOFR + 1.582% (Cap N/A, Floor 1.320%) 		6.905(c) 04/25/34   3,000 3,004,198
Trinitas CLO Ltd. (Bermuda),          
Series 2023-22A, Class A1, 144A, 3 Month SOFR + 1.850% (Cap N/A, Floor 1.850%) 7.175(c) 07/20/36   2,000 2,026,251
Series 2023-26A, Class A1, 144A, 3 Month SOFR + 1.690% (Cap N/A, Floor 1.690%) 7.015(c) 01/20/35   2,000 2,017,401
     
 
6
PGIM AAA CLO ETF
Schedule of Investments  (unaudited) (continued)
as of May 31, 2024
Description Interest
Rate 		Maturity
Date 		Principal
Amount
(000)# 		Value
Asset-Backed Securities (Continued)
Collateralized Loan Obligations (cont’d.)
     
Trinitas CLO Ltd. (Cayman Islands),
Series 2022-20A, Class A1, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) 		6.855 %(c) 07/20/35   1,500  $1,501,748
Voya CLO Ltd. (Cayman Islands),
Series 2020-02A, Class A1R, 144A, 3 Month SOFR + 1.422% (Cap N/A, Floor 1.160%) 		6.748(c) 07/19/34   3,250 3,254,875
Warwick Capital CLO Ltd. (United Kingdom),
Series 2023-02A, Class A1, 144A, 3 Month SOFR + 1.950% (Cap N/A, Floor 1.950%) 		7.279(c) 01/15/37   1,500 1,518,797
Wellfleet CLO Ltd. (Cayman Islands),
Series 2020-02A, Class AR, 144A, 3 Month SOFR + 1.482% (Cap N/A, Floor 1.220%) 		6.810(c) 07/15/34   2,500 2,506,446
Whitebox CLO Ltd. (Cayman Islands),
Series 2020-02A, Class A1R, 144A, 3 Month SOFR + 1.482% (Cap N/A, Floor 1.220%) 		6.805(c) 10/24/34   1,600 1,601,644
Wind River CLO Ltd. (Cayman Islands),          
Series 2016-01KRA, Class A1R2, 144A, 3 Month SOFR + 1.472% (Cap N/A, Floor 1.210%) 6.800(c) 10/15/34   250 250,895
Series 2021-03A, Class A, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.150%) 6.736(c) 07/20/33   2,450 2,451,141
     
 
Z Capital Credit Partners BSL CLO Ltd. (Cayman Islands),
Series 2024-01A, Class A, 144A, 3 Month SOFR + 1.950% (Cap N/A, Floor 1.950%) 		7.281(c) 04/16/36   3,250 3,277,219
     
 
Total Asset-Backed Securities
(cost $160,054,871) 		161,414,043
 
Total Long-Term Investments
(cost $160,054,871) 		161,414,043
    
7
PGIM AAA CLO ETF
Schedule of Investments  (unaudited) (continued)
as of May 31, 2024
Description     Shares Value
Short-Term Investment 1.9%
Affiliated Mutual Fund           
PGIM Core Government Money Market Fund (7-day effective yield 5.550%)
(cost $3,131,965)(wb) 		    3,131,965  $3,131,965
 
TOTAL INVESTMENTS 100.6%
(cost $163,186,836) 		164,546,008
Liabilities in excess of other assets (0.6)% (1,007,116)
 
Net Assets 100.0% $163,538,892
Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings:
    
  144A—Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, pursuant to the requirements of Rule 144A, may not be resold except to qualified institutional buyers.
  CLO—Collateralized Loan Obligation
  SOFR—Secured Overnight Financing Rate
    
# Principal amount is shown in U.S. dollars unless otherwise stated.
(c) Variable rate instrument. The interest rate shown reflects the rate in effect at May 31, 2024.
(p) Represents a security with a delayed settlement and therefore the interest rate is not available until settlement which is after the period end.
(wb) Represents an investment in a Fund affiliated with the Manager.
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).
8