PGIM S&P 500 Buffer 12 ETF - September
Schedule of Investments  (unaudited)
as of July 31, 2026
Description     Shares Value
Long-Term Investments 102.7%
Options Purchased*~ 
(cost $23,447,767)  $25,263,056
     
 
 
Total Long-Term Investments, BEFORE OPTIONS WRITTEN 102.7%
(cost $23,447,767) 		25,263,056
Options Written*~ (3.2)%
(premiums received $963,414) (791,256)
     
 
TOTAL LONG-TERM INVESTMENTS, NET OF OPTIONS WRITTEN 99.5%
(cost $22,484,353) 		24,471,800
 
Short-Term Investment 0.5%
Affiliated Mutual Fund           
PGIM Core Government Money Market Fund (7-day effective yield 3.777%)
(cost $141,598)(wb) 		    141,598 141,598
 
TOTAL INVESTMENTS 100.0%
(cost $22,625,951) 		24,613,398
Liabilities in excess of other assets (0.0)% (10,179)
 
Net Assets 100.0% $24,603,219
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.  
(wb) Represents an investment in a Fund affiliated with the Manager. 
Options Purchased:
Exchange Traded  
Description Call/
Put 		  Expiration
Date 		  Strike Contracts   Notional
Amount
(000)# 		  Value
State Street SPDR S&P 500 ETF Trust Call   08/31/26     $6.45   341       34  $25,241,358  
State Street SPDR S&P 500 ETF Trust Put   08/31/26     $645.05   341       34 21,698  
Total Options Purchased (cost $23,447,767)     $25,263,056  
Options Written:
Exchange Traded  
Description Call/
Put 		  Expiration
Date 		  Strike Contracts   Notional
Amount
(000)# 		  Value
State Street SPDR S&P 500 ETF Trust Call   08/31/26     $732.33   341       34  $(784,119)  
State Street SPDR S&P 500 ETF Trust Put   08/31/26     $567.64   341       34 (7,137)  
Total Options Written (premiums received $963,414)     $(791,256)  
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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