Holdings (Monthly) Guide ↗

PGIM S&P 500 Buffer 12 ETF - January

· PGIM Rock ETF Trust

Monthly Holdings $43M AUM 9 positions Period Jan 2026 Filed Mar 31, 2026 EDGAR ↗ ← All Funds

#	Name	Ticker	Since	Shares	Value	% Port	Cat
1	CBOE GLOBAL MARKETS, INC.	SPY 12 C6.	Jan 2026	525	$35.6M	86.36%	DE
2	CBOE GLOBAL MARKETS, INC.	SPY 12 C6.	Jan 2026	74	$5.0M	12.17%	DE
3	CBOE GLOBAL MARKETS, INC.	SPY 12 P68	Jan 2026	525	$1.9M	4.58%	DE
4	(PIPA070) PGIM Core Government Money Market Fund	000000000	Jan 2026	399,915	$400K	0.97%	STIV
5	CBOE GLOBAL MARKETS, INC.	SPY 12 P68	Jan 2026	74	$266K	0.65%	DE
6	CBOE GLOBAL MARKETS, INC.	SPY 12 C77	Jan 2026	-74	$-105844	-0.26%	DE
7	CBOE GLOBAL MARKETS, INC.	SPY 12 P60	Jan 2026	-74	$-132912	-0.32%	DE
8	CBOE GLOBAL MARKETS, INC.	SPY 12 C77	Jan 2026	-525	$-750918	-1.82%	DE
9	CBOE GLOBAL MARKETS, INC.	SPY 12 P60	Jan 2026	-525	$-942958	-2.29%	DE