STATE STREET SPDR S&P 500 ETF TRUST

NPORT-P false 0001992104 XXXXXXXX S000083274 C000246801 PGIM Rock ETF Trust 811-23901 0001992104 52990099V6I8LAKJK031 655 BROAD ST NEWARK 07102-4077 888-247-8090 PGIM S&P 500 Buffer 12 ETF - October S000083274 529900QYM56KNKOEJV68 2026-10-31 2026-01-30 N 22821210.55 816273.99 22004936.56 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 1.00000000 N S&P 500 INDEX SPX Index CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 103.00000000 NC USD 264298.00000000 1.201085035075 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 666.18000000 USD 2026-09-30 XXXX -99738.47000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 103.00000000 NC USD 7003897.00000000 31.82875342949 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 6.66000000 USD 2026-09-30 XXXX 203011.53000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 45.00000000 NC USD 115470.00000000 0.524745889110 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 666.18000000 USD 2026-09-30 XXXX -42751.97000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -173.00000000 NC USD -205833.67000000 -0.93539769787 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 586.24000000 USD 2026-09-30 XXXX 106137.00000000 N N N (PIPA070) PGIM Core Government Money Market Fund N/A (PIPA070) PGIM Core Government Money Market Fund 000000000 169229.67000000 NS USD 169229.67000000 0.769053205577 Long STIV RF US N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -103.00000000 NC USD -122548.37000000 -0.55691308023 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 586.24000000 USD 2026-09-30 XXXX 63134.16000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 45.00000000 NC USD 3059955.00000000 13.90576606143 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 6.66000000 USD 2026-09-30 XXXX 100258.03000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -173.00000000 NC USD -229026.05000000 -1.04079395719 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 755.51000000 USD 2026-09-30 XXXX 13637.62000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -45.00000000 NC USD -59573.25000000 -0.27072675187 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 755.51000000 USD 2026-09-30 XXXX 2569.78000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -45.00000000 NC USD -53540.55000000 -0.24331153990 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 586.24000000 USD 2026-09-30 XXXX 27277.48000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 173.00000000 NC USD 443918.00000000 2.017356418136 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 666.18000000 USD 2026-09-30 XXXX -160891.33000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 173.00000000 NC USD 11763827.00000000 53.45994508061 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 6.66000000 USD 2026-09-30 XXXX 397161.67000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -103.00000000 NC USD -136356.55000000 -0.61966345428 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 755.51000000 USD 2026-09-30 XXXX 5525.98000000 N N N 2026-03-30 PGIM Rock ETF Trust Christian J. Kelly Christian J. Kelly Chief Financial Officer XXXX