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 2025-10-31 2025-04-30 N 8994500.72 63082.99 8931417.73 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 X-CHANGE FINANCIAL ACCESS LLC 549300OVQ8PL5DTHB273 000000000 122.00000000 NC USD 6672926.64000000 74.71296093996 N/A DE CORP US N 2 X-CHANGE FINANCIAL ACCESS LLC 549300OVQ8PL5DTHB273 Call Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 5.44000000 USD 2025-06-30 XXXX -51677.23000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 36.00000000 NC USD 1969060.32000000 22.04644749048 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 5.44000000 USD 2025-06-30 XXXX 50240.63000000 N N N X-CHANGE FINANCIAL ACCESS LLC 549300OVQ8PL5DTHB273 000000000 -132.00000000 NC USD -44895.84000000 -0.50267316295 N/A DE CORP US N 2 X-CHANGE FINANCIAL ACCESS LLC 549300OVQ8PL5DTHB273 Put Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 478.91000000 USD 2025-06-30 XXXX 55108.94000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -26.00000000 NC USD -8843.12000000 -0.09901138058 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 478.91000000 USD 2025-06-30 XXXX 16725.94000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -36.00000000 NC USD -1309.68000000 -0.01466374140 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 628.96000000 USD 2025-06-30 XXXX 23113.94000000 N N N X-CHANGE FINANCIAL ACCESS LLC 549300OVQ8PL5DTHB273 000000000 122.00000000 NC USD 179348.54000000 2.008063505949 N/A DE CORP US N 2 X-CHANGE FINANCIAL ACCESS LLC 549300OVQ8PL5DTHB273 Put Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 544.22000000 USD 2025-06-30 XXXX -55957.36000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 36.00000000 NC USD 52922.52000000 0.592543329624 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 544.22000000 USD 2025-06-30 XXXX -29069.17000000 N N N X-CHANGE FINANCIAL ACCESS LLC 549300OVQ8PL5DTHB273 000000000 -122.00000000 NC USD -4438.36000000 -0.04969379032 N/A DE CORP US N 2 X-CHANGE FINANCIAL ACCESS LLC 549300OVQ8PL5DTHB273 Call Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 628.96000000 USD 2025-06-30 XXXX 88025.15000000 N N N (PIPA070) PGIM Core Government Money Market Fund N/A 000000000 119896.38000000 NS USD 119896.38000000 1.342411514325 Long STIV RF US N 1 N N N 2025-06-25 PGIM Rock ETF Trust Christian J. Kelly Christian J. Kelly Chief Financial Officer