# EDGAR Filing Document

**Accession Number:** 0001992104
**File Stem:** 0000940400-26-012566
**Filing Date:** 2026-3
**Character Count:** 11964
**Document Hash:** 198c50b65ea8aaa61b708e6745949c4d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012566.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000940400-26-012566

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PGIM Rock ETF Trust
- **CENTRAL INDEX KEY:** 0001992104

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23901
- **FILM NUMBER:** 26820097

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD ST
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** 862-302-9412

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD ST
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

## Series and Classes Contracts Data

### PGIM S&P 500 Buffer 12 ETF - February (Series ID: S000083283)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000246810 | PGIM S&P 500 Buffer 12 ETF - February | FEBP            |

## Nport-Ex

### PGIM S&P 500 Buffer 12 ETF - February

### Schedule of Investments (unaudited)
as of January 31, 2026

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **Short-Term Investments 104.2%** | **Short-Term Investments 104.2%** | **Short-Term Investments 104.2%** |
| **Affiliated Mutual Fund 0.4%** |  |  |
| PGIM Core Government Money Market Fund (7-day effective yield 3.805%)<br> (cost $58,789)(wb) | &nbsp;&nbsp;58789 | $58789 |
| **Options Purchased\*~ 103.8%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(cost $13,438,773) | &nbsp;&nbsp;&nbsp;&nbsp;(cost $13,438,773) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13438007 |
| **TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 104.2%<br> (cost $13,497,562)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13496796 |
| **Options Written\*~ (4.8)%** | **Options Written\*~ (4.8)%** | **Options Written\*~ (4.8)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $622,879) | &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $622,879) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(623645) |
| **TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 99.4%<br> (cost $12,874,683)** | **TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 99.4%<br> (cost $12,874,683)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12873151 |
| Other assets in excess of liabilities 0.6% | Other assets in excess of liabilities 0.6% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75579 |
| **Net Assets 100.0%** | **Net Assets 100.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12948730 |

---

------

Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings:

---

| |
|:---|
| ETF—Exchange-Traded Fund |
| S&P—Standard & Poor's |
| SPDR—Standard & Poor's Depositary Receipts |

---

---

| | |
|:---|:---|
| \* | Non-income producing security. |
| # | Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
| ~ | See tables subsequent to the Schedule of Investments for options detail. |
| (wb) | Represents an investment in a Fund affiliated with the Manager. |

---

#### Options Purchased :

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| State Street SPDR S&P 500 ETF Trust | &nbsp;&nbsp;Call | &nbsp;&nbsp;01/29/27 | &nbsp;&nbsp;&nbsp;$6.92 |  | &nbsp;&nbsp;187 |  | &nbsp;&nbsp;19 | &nbsp;&nbsp; $12703097 |
| State Street SPDR S&P 500 ETF Trust | &nbsp;&nbsp;&nbsp;Put | &nbsp;&nbsp;01/29/27 | &nbsp;&nbsp;$691.97 |  | &nbsp;&nbsp;187 |  | &nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734910 |
| **Total Options Purchased (cost $13,438,773)** | **Total Options Purchased (cost $13,438,773)** | **Total Options Purchased (cost $13,438,773)** | **Total Options Purchased (cost $13,438,773)** | **Total Options Purchased (cost $13,438,773)** | **Total Options Purchased (cost $13,438,773)** | **Total Options Purchased (cost $13,438,773)** |  | &nbsp;&nbsp;$13438007 |

---

#### Options Written :

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| State Street SPDR S&P 500 ETF Trust | &nbsp;&nbsp;Call | &nbsp;&nbsp;01/29/27 | &nbsp;&nbsp;$789.88 |  | &nbsp;&nbsp;187 |  | &nbsp;&nbsp;19 | &nbsp;&nbsp; $(243287) |
| State Street SPDR S&P 500 ETF Trust | &nbsp;&nbsp;&nbsp;Put | &nbsp;&nbsp;01/29/27 | &nbsp;&nbsp;$608.93 |  | &nbsp;&nbsp;187 |  | &nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;(380358) |
| **Total Options Written (premiums received $622,879)** | **Total Options Written (premiums received $622,879)** | **Total Options Written (premiums received $622,879)** | **Total Options Written (premiums received $622,879)** | **Total Options Written (premiums received $622,879)** | **Total Options Written (premiums received $622,879)** | **Total Options Written (premiums received $622,879)** |  | &nbsp;&nbsp;$(623645) |

---

*Other information regarding the Fund is available in the Fund's most recent Report to Shareholders. This information is available on the Securities and Exchange Commission's website (www.sec.gov).*

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** PGIM Rock ETF Trust

- **b. Investment Company Act file number:** 811-23901

- **c. CIK number of Registrant:** 0001992104

- **d. LEI of Registrant:** 52990099V6I8LAKJK031

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 655 BROAD ST

  - **City:** NEWARK

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 888-247-8090

**Item A.2. Information about the Series.**

- **a. Name of Series:** PGIM S&P 500 Buffer 12 ETF - February

- **b. EDGAR series identifier (if any):** S000083283

- **c. LEI of Series:** 5299005EX6FTGF0QQH20

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $12474484.51

**Total Liabilities:** $171246.37

**Net Assets:** $12303238.14

**Cash Not Reported:** $1.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000246810 | 0.82%                | 0.98%                | 1.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $0.00                                      |
| Month 2  | $0.00                    | $0.00                                      |
| Month 3  | $0.00                    | $0.00                                      |

**Designated Index Information**

- **Index Name:** S&P 500 INDEX

- **Index Identifier:** SPX Index

### Schedule of Portfolio Investments

| Name                                             | Title                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| X-CHANGE FINANCIAL ACCESS LLC                    | STATE STREET SPDR S&P 500 ETF TRUST              | CUSIP: 000000000<br>LEI: 549300OVQ8PL5DTHB273 | N/A              | DE               | CORP              | US        |       -38 | NC      | $-34770.00    | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| X-CHANGE FINANCIAL ACCESS LLC                    | STATE STREET SPDR S&P 500 ETF TRUST              | CUSIP: 000000000<br>LEI: 549300OVQ8PL5DTHB273 | N/A              | DE               | CORP              | US        |       138 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| X-CHANGE FINANCIAL ACCESS LLC                    | STATE STREET SPDR S&P 500 ETF TRUST              | CUSIP: 000000000<br>LEI: 549300OVQ8PL5DTHB273 | N/A              | DE               | CORP              | US        |      -138 | NC      | $-126270.00   | -1.03%            |  |  |  | No            |                  2 | On Loan: No      |
| X-CHANGE FINANCIAL ACCESS LLC                    | STATE STREET SPDR S&P 500 ETF TRUST              | CUSIP: 000000000<br>LEI: 549300OVQ8PL5DTHB273 | N/A              | DE               | CORP              | US        |       181 | NC      | $12415695.00  | 100.91%           |  |  |  | No            |                  2 | On Loan: No      |
| OLD MISSION MARKETS LLC                          | STATE STREET SPDR S&P 500 ETF TRUST              | CUSIP: 000000000<br>LEI: 5493003UFGIEMN1POL71 | N/A              | DE               | CORP              | US        |        -5 | NC      | $-4575.00     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| OLD MISSION MARKETS LLC                          | STATE STREET SPDR S&P 500 ETF TRUST              | CUSIP: 000000000<br>LEI: 5493003UFGIEMN1POL71 | N/A              | DE               | CORP              | US        |         5 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| X-CHANGE FINANCIAL ACCESS LLC                    | STATE STREET SPDR S&P 500 ETF TRUST              | CUSIP: 000000000<br>LEI: 549300OVQ8PL5DTHB273 | N/A              | DE               | CORP              | US        |        38 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| X-CHANGE FINANCIAL ACCESS LLC                    | STATE STREET SPDR S&P 500 ETF TRUST              | CUSIP: 000000000<br>LEI: 549300OVQ8PL5DTHB273 | N/A              | DE               | CORP              | US        |      -181 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund | (PIPA070) PGIM Core Government Money Market Fund | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     58554 | NS      | $58554.30     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** PGIM Rock ETF Trust

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Chief Financial Officer