0001752724-24-067663.txt : 20240326 0001752724-24-067663.hdr.sgml : 20240326 20240326123248 ACCESSION NUMBER: 0001752724-24-067663 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240131 FILED AS OF DATE: 20240326 DATE AS OF CHANGE: 20240326 PERIOD START: 20241031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PGIM Rock ETF Trust CENTRAL INDEX KEY: 0001992104 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23901 FILM NUMBER: 24782307 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 0001992104 S000083270 PGIM US Large-Cap Buffer 20 ETF - February C000246797 PGIM US Large-Cap Buffer 20 ETF - February PBFB NPORT-P 1 primary_doc.xml NPORT-P false 0001992104 XXXXXXXX S000083270 C000246797 PGIM Rock ETF Trust 811-23901 0001992104 52990099V6I8LAKJK031 655 BROAD ST 6TH FLOOR NEWARK 07102 862-302-9412 PGIM US Large-Cap Buffer 20 ETF - February S000083270 529900SQQI76Q9N28M61 2024-10-31 2024-01-31 N 2010025.00 0.00 2010025.00 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 2010025.00000000 N 2024-03-25 PGIM Rock ETF Trust Christian J. Kelly Christian J. Kelly Chief Financial Officer XXXX NPORT-EX 2 764803PRU013124.htm
PGIM US Large-Cap Buffer 20 ETF - February
Schedule of Investments  (unaudited)
as of January 31, 2024
Description     Shares Value
Short-Term Investments 97.0%
Options Purchased*~           
(cost $2,021,835)  $2,021,669
     
 
TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 97.0%
(cost $2,021,835) 		        2,021,669
Options Written*~ (2.9)%
(premiums received $61,006) (61,172)
 
TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 94.1%
(cost $1,960,829) 		1,960,497
Other assets in excess of liabilities(z) 5.9% 122,510
 
Net Assets 100.0% $2,083,007
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. Options with maturity dates greater than one year from date of acquisition would be considered long-term investments.
(z) Includes net unrealized appreciation/(depreciation) and/or market value of the below holdings which are excluded from the Schedule of Investments:
Options Purchased:
Exchange Traded  
Description Call/
Put 		  Expiration
Date 		  Strike Contracts   Notional
Amount
(000)# 		  Value
SPDR S&P 500 ETF Trust Call   01/31/25     $4.83   41       4  $1,931,797  
SPDR S&P 500 ETF Trust Put   01/31/25     $482.88   41       4 89,872  
Total Options Purchased (cost $2,021,835)     $2,021,669  
Options Written:
Exchange Traded
Description   Call/
Put 		  Expiration
Date 		  Strike Contracts   Notional
Amount
(000)# 		  Value
SPDR S&P 500 ETF Trust   Call   01/31/25     $540.68   41       4  $(38,212)
SPDR S&P 500 ETF Trust   Put   01/31/25     $386.30   41       4 (22,960)
Total Options Written (premiums received $61,006)     $(61,172)
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PGIM US Large-Cap Buffer 20 ETF - February
Schedule of Investments  (unaudited) (continued)
as of January 31, 2024
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).
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