# EDGAR Filing Document

**Accession Number:** 0001992104
**File Stem:** 0000940400-26-012500
**Filing Date:** 2026-3
**Character Count:** 10286
**Document Hash:** 2c6c089d5e37c220f50398e945a8dba6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012500.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000940400-26-012500

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**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:** 26819901

**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 Max Buffer ETF - December (Series ID: S000089296)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000255813 | PGIM S&P 500 Max Buffer ETF - December | PMDE            |

## Nport-Ex

### PGIM S&P 500 Max Buffer ETF – December

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

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **Long-Term Investments 102.2%** | **Long-Term Investments 102.2%** | **Long-Term Investments 102.2%** |
| **Options Purchased\*~ 102.2%** | **Options Purchased\*~ 102.2%** | **Options Purchased\*~ 102.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;(cost $7,176,659) | &nbsp;&nbsp;&nbsp;&nbsp;(cost $7,176,659) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $7225328 |
| **Total Long-Term Investments, BEFORE OPTION WRITTEN 102.2%<br> (cost $7,176,659)** | **Total Long-Term Investments, BEFORE OPTION WRITTEN 102.2%<br> (cost $7,176,659)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7225328 |
| **Option Written\*~ (4.4)%** | **Option Written\*~ (4.4)%** | **Option Written\*~ (4.4)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $326,890) | &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $326,890) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(309486) |
| **TOTAL LONG-TERM INVESTMENTS, NET OF OPTION WRITTEN 97.8%<br> (cost $6,849,769)** | **TOTAL LONG-TERM INVESTMENTS, NET OF OPTION WRITTEN 97.8%<br> (cost $6,849,769)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6915842 |
| **Short-Term Investment 2.2%** | **Short-Term Investment 2.2%** | **Short-Term Investment 2.2%** |
| **Affiliated Mutual Fund** |  |  |
| PGIM Core Government Money Market Fund (7-day effective yield 3.805%)<br> (cost $153,546)(wb) | &nbsp;&nbsp;153546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153546 |
| **TOTAL INVESTMENTS 100.0%<br> (cost $7,003,315)** | **TOTAL INVESTMENTS 100.0%<br> (cost $7,003,315)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7069388 |
| 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;&nbsp;&nbsp;(2993) |
| **Net Assets 100.0%** | **Net Assets 100.0%** | $7066395 |

---

------

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

ETF—Exchange-Traded Fund <br> S&P—Standard & Poor's <br> SPDR—Standard & Poor's Depositary Receipts

---

| | |
|:---|:---|
| \* Non-income producing security. | \* Non-income producing security. |
| # Principal or notional amount is shown in U.S. dollars unless otherwise stated. | # Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
| ~ See tables subsequent to the Schedule of Investments for options detail. | ~ See tables subsequent to the Schedule of Investments for options detail. |
| (wb) Represents an investment in a Fund affiliated with the Manager. | (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;11/30/26 | &nbsp;&nbsp;$13.67 |  | &nbsp;&nbsp;102 |  | &nbsp;&nbsp;10 | &nbsp;&nbsp; $6879344 |
| State Street SPDR S&P 500 ETF Trust | &nbsp;&nbsp;&nbsp;Put | &nbsp;&nbsp;11/30/26 | &nbsp;&nbsp;$683.39 |  | &nbsp;&nbsp;102 |  | &nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345984 |
| **Total Options Purchased (cost $7,176,659)** | **Total Options Purchased (cost $7,176,659)** | **Total Options Purchased (cost $7,176,659)** | **Total Options Purchased (cost $7,176,659)** | **Total Options Purchased (cost $7,176,659)** | **Total Options Purchased (cost $7,176,659)** | **Total Options Purchased (cost $7,176,659)** |  | &nbsp;&nbsp;$7225328 |

---

#### Option Written :

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** |  |
| **Description** | **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 | 11/30/26 | &nbsp;&nbsp;$731.09 |  | &nbsp;&nbsp;102 |  | &nbsp;&nbsp;10 | &nbsp;&nbsp; $(309486) |
| &nbsp;&nbsp;&nbsp;(premiums received $326,890) |  |  |  |  |  |  |  |

---

*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 Max Buffer ETF - December

- **b. EDGAR series identifier (if any):** S000089296

- **c. LEI of Series:** 529900ZGW17C96BOTM16

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

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

- **b. Date as of which information is reported:** 2026-01-31

**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:** $7378873.86

**Total Liabilities:** $312575.49

**Net Assets:** $7066298.37

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000255813 |  | 0.49%                | 0.46%                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBOE GLOBAL MARKETS, INC.                        | STATE STREET SPDR S&P 500 ETF TRUST              | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -102 | NC      | $-309485.34   | -4.38%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | STATE STREET SPDR S&P 500 ETF TRUST              | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       102 | NC      | $6879344.10   | 97.35%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | STATE STREET SPDR S&P 500 ETF TRUST              | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       102 | NC      | $345984.00    | 4.90%             |  |  |  | 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        |    153035 | NS      | $153035.49    | 2.17%             |  |  |  | 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