0001752724-24-142879.txt : 20240625 0001752724-24-142879.hdr.sgml : 20240625 20240625095548 ACCESSION NUMBER: 0001752724-24-142879 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240430 FILED AS OF DATE: 20240625 DATE AS OF CHANGE: 20240625 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: 241066554 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 S000083284 PGIM US Large-Cap Buffer 12 ETF - January C000246811 PGIM US Large-Cap Buffer 12 ETF - January JANP NPORT-P 1 primary_doc.xml NPORT-P false 0001992104 XXXXXXXX S000083284 C000246811 PGIM Rock ETF Trust 811-23901 0001992104 52990099V6I8LAKJK031 655 BROAD ST 6TH FLOOR NEWARK 07102 862-302-9412 PGIM US Large-Cap Buffer 12 ETF - January S000083284 529900BRM98JBWLZ6J94 2024-10-31 2024-04-30 N 3214065.42 90969.75 3123095.67 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 1.00000000 N S&P 500 INDEX SPX Index CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 63.00000000 NC USD 74185.02000000 2.375368155148 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 475.31000000 USD 2024-12-31 XXXX -62172.21000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -63.00000000 NC USD -29250.90000000 -0.93659955027 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 418.27000000 USD 2024-12-31 XXXX 30343.87000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -63.00000000 NC USD -60432.12000000 -1.93500700540 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 549.89000000 USD 2024-12-31 XXXX -27915.35000000 N N N (PIPA070) PGIM Core Government Money Market Fund N/A 000000000 30700.83000000 NS USD 30700.83000000 0.983025601646 Long STIV RF US N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 63.00000000 NC USD 3107897.73000000 99.51336937430 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 4.75000000 USD 2024-12-31 XXXX 185154.50000000 N N N 2024-06-24 PGIM Rock ETF Trust Christian J. Kelly Christian J. Kelly Chief Financial Officer