STATE STREET SPDR S&P 500 ETF TRUST

NPORT-P false 0001992104 XXXXXXXX S000083286 C000246813 PGIM Rock ETF Trust 811-23901 0001992104 52990099V6I8LAKJK031 655 BROAD ST NEWARK 07102-4077 888-247-8090 PGIM S&P 500 Buffer 20 ETF - September S000083286 529900AQG7SR3UA94N47 2026-10-31 2026-01-30 N 37128640.22 1857469.04 35271171.18 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 375.00000000 NC USD 25605337.50000000 72.59565430738 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 6.45000000 USD 2026-08-31 XXXX 1707195.25000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 128.00000000 NC USD 8739955.20000000 24.77931667025 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 6.45000000 USD 2026-08-31 XXXX 642669.00000000 N N N X-CHANGE FINANCIAL ACCESS LLC 549300OVQ8PL5DTHB273 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -23.00000000 NC USD -12062.81000000 -0.03420019692 N/A DE CORP US N 2 X-CHANGE FINANCIAL ACCESS LLC 549300OVQ8PL5DTHB273 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 516.04000000 USD 2026-08-31 XXXX 4729.18000000 N N N OLD MISSION MARKETS LLC 5493003UFGIEMN1POL71 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -128.00000000 NC USD -67132.16000000 -0.19033153069 N/A DE CORP US N 2 OLD MISSION MARKETS LLC 5493003UFGIEMN1POL71 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 516.04000000 USD 2026-08-31 XXXX 63805.64000000 N N N (PIPA070) PGIM Core Government Money Market Fund N/A (PIPA070) PGIM Core Government Money Market Fund 000000000 244910.19000000 NS USD 244910.19000000 0.694363645454 Long STIV RF US N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 128.00000000 NC USD 235322.88000000 0.667181928263 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 645.05000000 USD 2026-08-31 XXXX -189003.32000000 N N N X-CHANGE FINANCIAL ACCESS LLC 549300OVQ8PL5DTHB273 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -375.00000000 NC USD -196676.25000000 -0.55761190632 N/A DE CORP US N 2 X-CHANGE FINANCIAL ACCESS LLC 549300OVQ8PL5DTHB273 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 516.04000000 USD 2026-08-31 XXXX 180481.50000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 23.00000000 NC USD 42284.58000000 0.119884252734 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 645.05000000 USD 2026-08-31 XXXX -12357.43000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 23.00000000 NC USD 1570460.70000000 4.452533464186 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 6.45000000 USD 2026-08-31 XXXX 29132.69000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -375.00000000 NC USD -1116641.25000000 -3.16587516842 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 712.33000000 USD 2026-08-31 XXXX -417260.50000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 375.00000000 NC USD 689422.50000000 1.954634555460 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 645.05000000 USD 2026-08-31 XXXX -512969.75000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -23.00000000 NC USD -68487.33000000 -0.19417367699 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 712.33000000 USD 2026-08-31 XXXX -701.34000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -128.00000000 NC USD -381146.88000000 -1.08061872415 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 712.33000000 USD 2026-08-31 XXXX -169441.08000000 N N N 2026-03-30 PGIM Rock ETF Trust Christian J. Kelly Christian J. Kelly Chief Financial Officer XXXX