STATE STREET SPDR S&P 500 ETF TRUST

NPORT-P false 0001992104 XXXXXXXX S000083277 C000246804 PGIM Rock ETF Trust 811-23901 0001992104 52990099V6I8LAKJK031 655 BROAD ST NEWARK 07102-4077 888-247-8090 PGIM S&P 500 Buffer 12 ETF - July S000083277 529900D63DNC3Z9KU776 2026-10-31 2026-01-30 N 18507741.84 803090.76 17704651.08 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 -32.00000000 NC USD -81717.76000000 -0.46156097417 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 703.79000000 USD 2026-06-30 XXXX 6127.84000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -15.00000000 NC USD -6729.60000000 -0.03801035089 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 543.71000000 USD 2026-06-30 XXXX 8306.74000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 32.00000000 NC USD 32600.32000000 0.184134213392 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 617.85000000 USD 2026-06-30 XXXX -8521.08000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -10.00000000 NC USD -25536.80000000 -0.14423780443 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 703.79000000 USD 2026-06-30 XXXX -1627.24000000 N N N (PIPA070) PGIM Core Government Money Market Fund N/A (PIPA070) PGIM Core Government Money Market Fund 000000000 150178.45000000 NS USD 150178.45000000 0.848242923971 Long STIV RF US N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 15.00000000 NC USD 1023801.60000000 5.782670301571 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 6.18000000 USD 2026-06-30 XXXX 43263.94000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -223.00000000 NC USD -569470.64000000 -3.21650303881 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 703.79000000 USD 2026-06-30 XXXX -349262.75000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 223.00000000 NC USD 227183.48000000 1.283185299577 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 617.85000000 USD 2026-06-30 XXXX -514707.63000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -42.00000000 NC USD -18842.88000000 -0.10642898250 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 543.71000000 USD 2026-06-30 XXXX 8049.28000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 42.00000000 NC USD 2866644.48000000 16.19147684439 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 6.18000000 USD 2026-06-30 XXXX 29374.64000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 208.00000000 NC USD 14196715.52000000 80.18636151512 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 6.18000000 USD 2026-06-30 XXXX 1588437.23000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 10.00000000 NC USD 10187.60000000 0.057541941685 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 617.85000000 USD 2026-06-30 XXXX -10455.84000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -208.00000000 NC USD -93317.12000000 -0.52707686572 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 543.71000000 USD 2026-06-30 XXXX 253800.59000000 N N N 2026-03-31 PGIM Rock ETF Trust Christian J. Kelly Christian J. Kelly Chief Financial Officer XXXX