# EDGAR Filing Document

**Accession Number:** 0001992104
**File Stem:** 0000940400-26-012032
**Filing Date:** 2026-3
**Character Count:** 13367
**Document Hash:** f8b6a9762e8aa514625321c482dd6915
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012032.hdr.sgml**: 20260330

**ACCESSION NUMBER**: 0000940400-26-012032

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260330

**DATE AS OF CHANGE**: 20260330

**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:** 26812308

**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 - October (Series ID: S000083274)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000246801 | PGIM S&P 500 Buffer 12 ETF - October | OCTP            |

## Nport-Ex

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

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

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **Short-Term Investments 103.7%** | **Short-Term Investments 103.7%** | **Short-Term Investments 103.7%** |
| **Affiliated Mutual Fund 0.8%** |  |  |
| PGIM Core Government Money Market Fund (7-day effective yield 3.805%)<br> (cost $169,845)(wb) | &nbsp;&nbsp;169845 | $169845 |
| **Options Purchased\*~ 102.9%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(cost $22,254,316) | &nbsp;&nbsp;&nbsp;&nbsp;(cost $22,254,316) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22651365 |
| **TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 103.7%<br> (cost $22,424,161)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22821210 |
| **Options Written\*~ (3.7)%** | **Options Written\*~ (3.7)%** | **Options Written\*~ (3.7)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $1,025,161) | &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $1,025,161) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(806879) |
| **TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0%<br> (cost $21,399,000)** | **TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0%<br> (cost $21,399,000)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22014331 |
| 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;(9092) |
| **Net Assets 100.0%** | **Net Assets 100.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$22005239 |

---

------

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;09/30/26 | &nbsp;&nbsp;&nbsp;$6.66 |  | &nbsp;&nbsp;321 |  | &nbsp;&nbsp;32 | &nbsp;&nbsp; $21827679 |
| State Street SPDR S&P 500 ETF Trust | &nbsp;&nbsp;&nbsp;Put | &nbsp;&nbsp;09/30/26 | &nbsp;&nbsp;$666.18 |  | &nbsp;&nbsp;321 |  | &nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823686 |
| **Total Options Purchased (cost $22,254,316)** | **Total Options Purchased (cost $22,254,316)** | **Total Options Purchased (cost $22,254,316)** | **Total Options Purchased (cost $22,254,316)** | **Total Options Purchased (cost $22,254,316)** | **Total Options Purchased (cost $22,254,316)** | **Total Options Purchased (cost $22,254,316)** |  | &nbsp;&nbsp;$22651365 |

---

#### 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;09/30/26 | &nbsp;&nbsp;$755.51 |  | &nbsp;&nbsp;321 |  | &nbsp;&nbsp;32 | &nbsp;&nbsp; $(424956) |
| State Street SPDR S&P 500 ETF Trust | &nbsp;&nbsp;&nbsp;Put | &nbsp;&nbsp;09/30/26 | &nbsp;&nbsp;$586.24 |  | &nbsp;&nbsp;321 |  | &nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;(381923) |
| **Total Options Written (premiums received $1,025,161)** | **Total Options Written (premiums received $1,025,161)** | **Total Options Written (premiums received $1,025,161)** | **Total Options Written (premiums received $1,025,161)** | **Total Options Written (premiums received $1,025,161)** | **Total Options Written (premiums received $1,025,161)** | **Total Options Written (premiums received $1,025,161)** |  | &nbsp;&nbsp;$(806879) |

---

*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 - October

- **b. EDGAR series identifier (if any):** S000083274

- **c. LEI of Series:** 529900QYM56KNKOEJV68

**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:** $22821210.55

**Total Liabilities:** $816273.99

**Net Assets:** $22004936.56

**Cash Not Reported:** $1.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000246801 | 0.53%                | 0.35%                | 1.01%                |

**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        |       103 | NC      | $264298.00    | 1.20%             |  |  |  | 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        |       103 | NC      | $7003897.00   | 31.83%            |  |  |  | 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        |        45 | NC      | $115470.00    | 0.52%             |  |  |  | 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        |      -173 | NC      | $-205833.67   | -0.94%            |  |  |  | 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        |    169230 | NS      | $169229.67    | 0.77%             |  |  |  | No            |                  1 | 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        |      -103 | NC      | $-122548.37   | -0.56%            |  |  |  | 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        |        45 | NC      | $3059955.00   | 13.91%            |  |  |  | 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        |      -173 | NC      | $-229026.05   | -1.04%            |  |  |  | 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        |       -45 | NC      | $-59573.25    | -0.27%            |  |  |  | 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        |       -45 | NC      | $-53540.55    | -0.24%            |  |  |  | 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        |       173 | NC      | $443918.00    | 2.02%             |  |  |  | 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        |       173 | NC      | $11763827.00  | 53.46%            |  |  |  | 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        |      -103 | NC      | $-136356.55   | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

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

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer