NPORT-P false 0001992104 XXXXXXXX S000089298 C000255815 PGIM Rock ETF Trust 811-23901 0001992104 52990099V6I8LAKJK031 655 BROAD ST NEWARK 07102-4077 888-247-8090 PGIM Nasdaq-100 Buffer 12 ETF - April S000089298 529900O7DAAP5DW3XI45 2026-10-31 2026-07-31 N 29413715.71 3016827.22 26396888.49 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Nasdaq 100 Index NDX Index CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 419.00000000 NC USD 717453.70000000 2.717947989482 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased INVESCO QQQ TRUST, SERIES 1 INVESCO QQQ TRUST, SERIES 1 UNIT SER 1 100.00000000 577.18000000 USD 2027-03-31 XXXX -963927.22000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -419.00000000 NC USD -380975.75000000 -1.44326006508 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written INVESCO QQQ TRUST, SERIES 1 INVESCO QQQ TRUST, SERIES 1 UNIT SER 1 100.00000000 507.92000000 USD 2027-03-31 XXXX 480160.37000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 419.00000000 NC USD 28497095.04000000 107.9562655681 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased INVESCO QQQ TRUST, SERIES 1 INVESCO QQQ TRUST, SERIES 1 UNIT SER 1 100.00000000 5.77000000 USD 2027-03-31 XXXX 2720736.11000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -419.00000000 NC USD -2624322.70000000 -9.94178802927 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written INVESCO QQQ TRUST, SERIES 1 INVESCO QQQ TRUST, SERIES 1 UNIT SER 1 100.00000000 690.65000000 USD 2027-03-31 XXXX -1126789.32000000 N N N Prudential Government Money Market Fund Inc. FDBJO5TMSRMHJL5YKP11 74440W862 198499.73000000 NS USD 198499.73000000 0.751981545382 Long STIV RF US N 1 N N N 2026-09-28 PGIM Rock ETF Trust Christian J. Kelly Christian J. Kelly Chief Financial Officer XXXX