NPORT-EX 2 764803PRU013124.htm
PGIM US Large-Cap Buffer 20 ETF - February
Schedule of Investments  (unaudited)
as of January 31, 2024
Description     Shares Value
Short-Term Investments 97.0%
Options Purchased*~           
(cost $2,021,835)  $2,021,669
     
 
TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN97.0%
(cost $2,021,835)
        2,021,669
Options Written*~ (2.9)%
(premiums received $61,006) (61,172)
 
TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN94.1%
(cost $1,960,829)
1,960,497
Other assets in excess of liabilities(z) 5.9% 122,510
 
Net Assets 100.0% $2,083,007

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     $540.68   41       4  $(38,212)
SPDR S&P 500 ETF Trust   Put   01/31/25     $386.30   41       4 (22,960)
Total Options Written (premiums received $61,006)     $(61,172)
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PGIM US Large-Cap Buffer 20 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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