{"ticker":"PBMY","name":"PGIM S&P 500 Buffer 20 ETF - May","page_url":null,"cite_as":"TickerInside, PGIM S&P 500 Buffer 20 ETF - May (PBMY), holdings and contracts from SEC Form N-PORT for the period ended 2026-07-31, filed 2026-09-29, https://tickerinside.com/api/v1/etf/pbmy.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/pbmy.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/pbmy.json)","identifiers":{"asset_type":"etf","exchange":"Cboe BZX","composite_figi":"BBG01MLXNHP4","share_class_figi":"BBG01MLXNJY0","cik":"0001992104","series_id":"S000083290","class_id":"C000246817"},"source_layer":"sec_nport_derivatives","category":{"id":"defined-outcome","label":"Defined Outcome","group":"options","group_label":"Option strategies","asset_class":"equity","rule":"In its filing for 2026-07-31, its options on SPY cap and buffer its return, and its name says so.","basis":"contracts","as_of":"2026-07-31","facets":{"underlying":"SPY"},"measured":{},"method":"https://tickerinside.com/etf/category/"},"as_of":null,"holdings_as_of":"2026-07-31","report_date":"2026-07-31","filed":"2026-09-29","filing_url":"https://www.sec.gov/Archives/edgar/data/1992104/000094040026038822/","net_assets":36325314,"multi_class":false,"stock_pct":0.0,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.5,"expense_ratio_gross":0.5,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2026-10-01","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/1992104/000199210426000463/","yield":null,"aum_b":null,"aum_source":null,"aum_date":null,"etf_class_net_assets_b":null,"etf_class_net_assets_as_of":null,"derivative_positions":8,"vol":null,"beta":null,"mdd3":null,"r1":null,"r3":null,"r5":null,"last_close":null,"last_close_date":null,"day_change_pct":null,"high_52w":null,"low_52w":null,"currency":null,"held_outright":{},"summary":"On 2026-07-31, PBMY held money market funds (0.9%), as percent of net assets. It carried options on SPY (108.8% in written calls, 78.2% in written puts, 1.0% in purchased calls and 97.7% in purchased puts), as notional exposure in percent of net assets.","composition":[{"kind":"money_market_funds","label":"Money market funds","pct":0.92}],"derivatives":[{"instrument":"option","description":"call option, written","underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","direction":"short","notional_pct":108.777,"value_pct":-3.4057,"positions":2,"option_type":"call","option_side":"written","expires_first":"2027-04-30","expires_last":"2027-04-30"},{"instrument":"option","description":"put option, purchased","underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","direction":"long","notional_pct":97.733,"value_pct":3.6318,"positions":2,"option_type":"put","option_side":"purchased","expires_first":"2027-04-30","expires_last":"2027-04-30"},{"instrument":"option","description":"put option, written","underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","direction":"short","notional_pct":78.1866,"value_pct":-1.0877,"positions":2,"option_type":"put","option_side":"written","expires_first":"2027-04-30","expires_last":"2027-04-30"},{"instrument":"option","description":"call option, purchased","underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","direction":"long","notional_pct":0.9778,"value_pct":99.9845,"positions":2,"option_type":"call","option_side":"purchased","expires_first":"2027-04-30","expires_last":"2027-04-30"}],"underlyings":[{"underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","long_pct":0.0,"short_pct":0.0,"options":{"written_puts_pct":78.19,"written_calls_pct":108.78,"purchased_calls_pct":0.98,"purchased_puts_pct":97.73},"instruments":["option"],"complete":true,"net_pct":0.0}],"exposure":{"stocks_pct":0.0,"swaps_futures_long_pct":0,"swaps_futures_short_pct":0,"options_notional_pct":285.67,"complete":true,"long_exposure_pct":null},"exposure_notes":[],"weekly":null,"weeks_end":null,"license":"CC BY 4.0","attribution":"Credit TickerInside with a link to the page the figure comes from (cite_as gives it) wherever the medium allows a link, and by name where it does not. How you mark the link is up to you.","source":"https://tickerinside.com/api/#derivative-funds"}