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                  <cusip value="78462F103"/>
                  <isin value="US78462F1030"/>
                  <ticker value="SPY"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>685.99000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2027-02-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-56678.04000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CBOE GLOBAL MARKETS, INC.</name>
        <lei>529900RLNSGA90UPEH54</lei>
        <title>STATE STREET SPDR S&amp;P 500 ETF TRUST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SPY 2 P548.79"/>
          <other otherDesc="INTERNAL" value="4SPY 270226P00548790"/>
        </identifiers>
        <balance>-482.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-224327.62000000</valUSD>
        <pctVal>-0.64944091398</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CBOE GLOBAL MARKETS, INC.</counterpartyName>
              <counterpartyLei>529900RLNSGA90UPEH54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SPDR S&amp;P 500 ETF TRUST</issuerName>
                <issueTitle>SPDR S&amp;P 500 ETF TRUST TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                  <isin value="US78462F1030"/>
                  <ticker value="SPY"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>548.79000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2027-02-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>393007.57000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CBOE GLOBAL MARKETS, INC.</name>
        <lei>529900RLNSGA90UPEH54</lei>
        <title>STATE STREET SPDR S&amp;P 500 ETF TRUST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SPY 2 C760.69"/>
          <other otherDesc="INTERNAL" value="4SPY 270226C00760690"/>
        </identifiers>
        <balance>-465.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1707917.10000000</valUSD>
        <pctVal>-4.94451482361</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CBOE GLOBAL MARKETS, INC.</counterpartyName>
              <counterpartyLei>529900RLNSGA90UPEH54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SPDR S&amp;P 500 ETF TRUST</issuerName>
                <issueTitle>SPDR S&amp;P 500 ETF TRUST TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                  <isin value="US78462F1030"/>
                  <ticker value="SPY"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>760.69000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2027-02-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-705265.76000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CBOE GLOBAL MARKETS, INC.</name>
        <lei>529900RLNSGA90UPEH54</lei>
        <title>STATE STREET SPDR S&amp;P 500 ETF TRUST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SPY 2 P685.99"/>
          <other otherDesc="INTERNAL" value="4SPY 270226P00685990"/>
        </identifiers>
        <balance>465.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>746506.35000000</valUSD>
        <pctVal>2.161177327340</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CBOE GLOBAL MARKETS, INC.</counterpartyName>
              <counterpartyLei>529900RLNSGA90UPEH54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SPDR S&amp;P 500 ETF TRUST</issuerName>
                <issueTitle>SPDR S&amp;P 500 ETF TRUST TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                  <isin value="US78462F1030"/>
                  <ticker value="SPY"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>685.99000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2027-02-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1167700.11000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Prudential Government Money Market Fund Inc.</name>
        <lei>FDBJO5TMSRMHJL5YKP11</lei>
        <title>Prudential Government Money Market Fund Inc. PGIM CORE GOVERN</title>
        <cusip>74440W862</cusip>
        <identifiers>
          <isin value="US74440W8626"/>
        </identifiers>
        <balance>252602.37000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>252602.37000000</valUSD>
        <pctVal>0.731297884976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
      
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2026-09-28</ncom:dateSigned>
      <ncom:nameOfApplicant>PGIM Rock ETF Trust</ncom:nameOfApplicant>
      <ncom:signature>Christian J. Kelly</ncom:signature>
      <ncom:signerName>Christian J. Kelly</ncom:signerName>
      <ncom:title>Chief Financial Officer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
