# EDGAR Filing Document

**Accession Number:** 0001992104
**File Stem:** 0000940400-26-012580
**Filing Date:** 2026-3
**Character Count:** 13083
**Document Hash:** 0f6f0399fd808928db78372712f16d34
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012580.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000940400-26-012580

**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:** 26820110

**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 Nasdaq-100 Buffer 12 ETF - October (Series ID: S000089300)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000255817 | PGIM Nasdaq-100 Buffer 12 ETF - October | PQOC            |

## Nport-Ex

### PGIM Nasdaq-100 Buffer 12 ETF - October

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

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **Short-Term Investments 105.0%** | **Short-Term Investments 105.0%** | **Short-Term Investments 105.0%** |
| **Affiliated Mutual Fund 1.0%** |  |  |
| PGIM Core Government Money Market Fund (7-day effective yield 3.805%)<br> (cost $131,256)(wb) | &nbsp;&nbsp;131256 | $131256 |
| **Options Purchased\*~ 104.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(cost $12,826,887) | &nbsp;&nbsp;&nbsp;&nbsp;(cost $12,826,887) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12889308 |
| **TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 105.0%<br> (cost $12,958,143)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13020564 |
| **Options Written\*~ (5.0)%** | **Options Written\*~ (5.0)%** | **Options Written\*~ (5.0)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $776,011) | &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $776,011) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(617170) |
| **TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0%<br> (cost $12,182,132)** | **TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0%<br> (cost $12,182,132)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12403394 |
| Liabilities in excess of other assets (0.0)% | Liabilities in excess of other assets (0.0)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5257) |
| **Net Assets 100.0%** | **Net Assets 100.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12398137 |

---

------

---

| | |
|:---|:---|
| \* | 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** |  |
| Invesco QQQ Trust, Series 1 | &nbsp;&nbsp;Call | &nbsp;&nbsp;09/30/26 | &nbsp;&nbsp;&nbsp;$6.00 |  | &nbsp;&nbsp;200 |  | &nbsp;&nbsp;20 | &nbsp;&nbsp; $12284648 |
| Invesco QQQ Trust, Series 1 | &nbsp;&nbsp;&nbsp;Put | &nbsp;&nbsp;09/30/26 | &nbsp;&nbsp;$600.37 |  | &nbsp;&nbsp;200 |  | &nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604660 |
| **Total Options Purchased (cost $12,826,887)** | **Total Options Purchased (cost $12,826,887)** | **Total Options Purchased (cost $12,826,887)** | **Total Options Purchased (cost $12,826,887)** | **Total Options Purchased (cost $12,826,887)** | **Total Options Purchased (cost $12,826,887)** | **Total Options Purchased (cost $12,826,887)** |  | &nbsp;&nbsp;$12889308 |

---

#### 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** |  |
| Invesco QQQ Trust, Series 1 | &nbsp;&nbsp;Call | &nbsp;&nbsp;09/30/26 | &nbsp;&nbsp;$697.93 |  | &nbsp;&nbsp;200 |  | &nbsp;&nbsp;20 | &nbsp;&nbsp; $(322182) |
| Invesco QQQ Trust, Series 1 | &nbsp;&nbsp;&nbsp;Put | &nbsp;&nbsp;09/30/26 | &nbsp;&nbsp;$528.33 |  | &nbsp;&nbsp;200 |  | &nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;(294988) |
| **Total Options Written (premiums received $776,011)** | **Total Options Written (premiums received $776,011)** | **Total Options Written (premiums received $776,011)** | **Total Options Written (premiums received $776,011)** | **Total Options Written (premiums received $776,011)** | **Total Options Written (premiums received $776,011)** | **Total Options Written (premiums received $776,011)** |  | &nbsp;&nbsp;$(617170) |

---

*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 Nasdaq-100 Buffer 12 ETF - October

- **b. EDGAR series identifier (if any):** S000089300

- **c. LEI of Series:** 529900DG7UWKD54NEH43

**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:** $13020563.94

**Total Liabilities:** $622597.76

**Net Assets:** $12397966.18

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000255817 | -0.11%               | 0.32%                | 0.84%                |

**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:** Nasdaq 100 Index

- **Index Identifier:** NDX 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBOE GLOBAL MARKETS, INC.                        | INVESCO QQQ TRUST SERIES 1                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -190 | NC      | $-280238.60   | -2.26%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | INVESCO QQQ TRUST SERIES 1                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         5 | NC      | $15116.50     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | INVESCO QQQ TRUST SERIES 1                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       190 | NC      | $11670415.60  | 94.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | INVESCO QQQ TRUST SERIES 1                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         5 | NC      | $307116.20    | 2.48%             |  |  |  | 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        |    130815 | NS      | $130814.68    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | INVESCO QQQ TRUST SERIES 1                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        -5 | NC      | $-8054.55     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | INVESCO QQQ TRUST SERIES 1                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        -5 | NC      | $-8054.55     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | INVESCO QQQ TRUST SERIES 1                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         5 | NC      | $15116.50     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | INVESCO QQQ TRUST SERIES 1                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       190 | NC      | $574427.00    | 4.63%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | INVESCO QQQ TRUST SERIES 1                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        -5 | NC      | $-7374.70     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | INVESCO QQQ TRUST SERIES 1                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -190 | NC      | $-306072.90   | -2.47%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | INVESCO QQQ TRUST SERIES 1                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         5 | NC      | $307116.20    | 2.48%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | INVESCO QQQ TRUST SERIES 1                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        -5 | NC      | $-7374.70     | -0.06%            |  |  |  | No            |                  2 | 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