STATE STREET SPDR S&P 500 ETF TRUST

NPORT-P false 0001992104 XXXXXXXX S000083289 C000246816 PGIM Rock ETF Trust 811-23901 0001992104 52990099V6I8LAKJK031 655 BROAD ST NEWARK 07102-4077 888-247-8090 PGIM S&P 500 Buffer 20 ETF - June S000083289 529900GXGN1UM4RG8534 2026-10-31 2026-07-31 N 57414867.96 1764371.54 55650496.42 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 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -179.00000000 NC USD -221030.99000000 -0.39717703204 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 TR UNIT 100.00000000 847.79000000 USD 2027-05-28 XXXX 199234.80000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 179.00000000 NC USD 13159589.54000000 23.64685022876 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 TR UNIT 100.00000000 7.56000000 USD 2027-05-28 XXXX -177539.00000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 179.00000000 NC USD 696915.02000000 1.252306924165 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 TR UNIT 100.00000000 756.48000000 USD 2027-05-28 XXXX -50785.52000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 556.00000000 NC USD 2164719.28000000 3.889847205787 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 TR UNIT 100.00000000 756.48000000 USD 2027-05-28 XXXX -222254.13000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -556.00000000 NC USD -686554.36000000 -1.23368955205 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 TR UNIT 100.00000000 847.79000000 USD 2027-05-28 XXXX 448137.75000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -179.00000000 NC USD -202645.90000000 -0.36414032764 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 TR UNIT 100.00000000 605.18000000 USD 2027-05-28 XXXX 39876.55000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -556.00000000 NC USD -629447.60000000 -1.13107274955 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 TR UNIT 100.00000000 605.18000000 USD 2027-05-28 XXXX 130499.23000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 556.00000000 NC USD 40875596.56000000 73.45055154855 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 TR UNIT 100.00000000 7.56000000 USD 2027-05-28 XXXX -219013.85000000 N N N Prudential Government Money Market Fund Inc. FDBJO5TMSRMHJL5YKP11 Prudential Government Money Market Fund Inc. PGIM CORE GOVERN 74440W862 516324.15000000 NS USD 516324.15000000 0.927797923136 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