# EDGAR Filing Document

**Accession Number:** 0001992104
**File Stem:** 0000940400-26-025539
**Filing Date:** 2026-6
**Character Count:** 8369
**Document Hash:** f2bd0555003037b7bc0b38ebd4f6dfaa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-025539.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000940400-26-025539

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**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:** 261124778

**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 - August (Series ID: S000083276)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000246803 | PGIM S&P 500 Buffer 12 ETF - August | AUGP            |

## 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 - August

- **b. EDGAR series identifier (if any):** S000083276

- **c. LEI of Series:** 5299006TYAPHCIHDO967

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

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

- **b. Date as of which information is reported:** 2026-04-30

**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:** $19760706.66

**Total Liabilities:** $718498.49

**Net Assets:** $19042208.17

**Cash Not Reported:** $1.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000246803 | -0.07%               | -2.64%               | 5.75%                |

**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        |       -19 | NC      | $-3887.59     | -0.02%            |  |  |  | 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        |        19 | NC      | $9882.47      | 0.05%             |  |  |  | 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        |        19 | NC      | $1350381.30   | 7.09%             |  |  |  | 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      | $-243914.64   | -1.28%            |  |  |  | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund | (PIPA070) PGIM Core Government Money Market Fund | CUSIP: 74440W862<br>LEI: FDBJO5TMSRMHJL5YKP11 | Long             | STIV             | RF                | US        |    143928 | NS      | $143927.73    | 0.76%             |  |  |  | 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        |       153 | NC      | $10874123.10  | 57.11%            |  |  |  | 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      | $-20870.22    | -0.11%            |  |  |  | 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        |       153 | NC      | $79579.89     | 0.42%             |  |  |  | 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        |      -153 | NC      | $-31305.33    | -0.16%            |  |  |  | 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        |      -153 | NC      | $-365871.96   | -1.92%            |  |  |  | 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      | $53053.26     | 0.28%             |  |  |  | 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        |       -19 | NC      | $-45435.08    | -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        |       102 | NC      | $7249415.40   | 38.07%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-25

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

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer