STATE STREET SPDR S&P 500 ETF TRUST

NPORT-P false 0001992104 XXXXXXXX S000083270 C000246797 PGIM Rock ETF Trust 811-23901 0001992104 52990099V6I8LAKJK031 655 BROAD ST NEWARK 07102-4077 888-247-8090 PGIM S&P 500 Buffer 20 ETF - February S000083270 529900SQQI76Q9N28M61 2026-10-31 2026-07-31 N 40314731.78 1779842.15 38534889.63 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 -30.00000000 NC USD -87098.70000000 -0.22602555978 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 765.66000000 USD 2027-01-29 XXXX -32787.66000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -503.00000000 NC USD -1460354.87000000 -3.78969521911 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 765.66000000 USD 2027-01-29 XXXX -420694.63000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -30.00000000 NC USD -12115.20000000 -0.03143956065 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 553.58000000 USD 2027-01-29 XXXX 28457.84000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 503.00000000 NC USD 761481.64000000 1.976083614904 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 691.97000000 USD 2027-01-29 XXXX -1175489.67000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 -503.00000000 NC USD -203131.52000000 -0.52713663371 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 553.58000000 USD 2027-01-29 XXXX 420366.20000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 503.00000000 NC USD 37051885.40000000 96.15152853884 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 6.92000000 USD 2027-01-29 XXXX 2744779.09000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 30.00000000 NC USD 2209854.00000000 5.734683610666 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 6.92000000 USD 2027-01-29 XXXX 192777.04000000 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 STATE STREET SPDR S&P 500 ETF TRUST 000000000 30.00000000 NC USD 45416.40000000 0.117857869676 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 691.97000000 USD 2027-01-29 XXXX -81442.56000000 N N N Prudential Government Money Market Fund Inc. FDBJO5TMSRMHJL5YKP11 Prudential Government Money Market Fund Inc. PGIM CORE GOVERN 74440W862 245147.83000000 NS USD 245147.83000000 0.636171096774 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