STATE STREET SPDR S&P 500 ETF TRUST

NPORT-P false 0001992104 XXXXXXXX S000083271 C000246798 PGIM Rock ETF Trust 811-23901 0001992104 52990099V6I8LAKJK031 655 BROAD ST NEWARK 07102-4077 888-247-8090 PGIM S&P 500 Buffer 20 ETF - January S000083271 529900AXMYRAMNE9JK62 2026-10-31 2026-01-30 N 54745185.49 2608828.90 52136356.59 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 -125.00000000 NC USD -144125.00000000 -0.27643857267 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 545.54000000 USD 2026-12-31 XXXX 2620.12000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -635.00000000 NC USD -732155.00000000 -1.40430794916 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 545.54000000 USD 2026-12-31 XXXX 2905.70000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -125.00000000 NC USD -281625.00000000 -0.54017008172 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 753.04000000 USD 2026-12-31 XXXX -34004.88000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 125.00000000 NC USD 8475000.00000000 16.25545119435 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 6.82000000 USD 2026-12-31 XXXX 101870.12000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 635.00000000 NC USD 2282190.00000000 4.377348455602 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 681.92000000 USD 2026-12-31 XXXX -39931.30000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 125.00000000 NC USD 449250.00000000 0.861682766850 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 681.92000000 USD 2026-12-31 XXXX -19504.88000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -635.00000000 NC USD -1430655.00000000 -2.74406401515 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 753.04000000 USD 2026-12-31 XXXX -121193.30000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 635.00000000 NC USD 43053000.00000000 82.57769206730 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 6.82000000 USD 2026-12-31 XXXX 367604.70000000 N N N (PIPA070) PGIM Core Government Money Market Fund N/A (PIPA070) PGIM Core Government Money Market Fund 000000000 484244.16000000 NS USD 484244.16000000 0.928803222304 Long STIV RF US N 1 N N N 2026-03-30 PGIM Rock ETF Trust Christian J. Kelly Christian J. Kelly Chief Financial Officer XXXX