Holdings (Monthly) Guide ↗

PGIM S&P 500 Buffer 12 ETF - October

· PGIM Rock ETF Trust

Monthly Holdings $23M AUM 13 positions Period Jan 2026 Filed Mar 30, 2026 EDGAR ↗ ← All Funds

#	Name	Ticker	Since	Shares	Value	% Port	Cat
1	CBOE GLOBAL MARKETS, INC.	SPY 9 C6.6	Jan 2026	173	$11.8M	53.46%	DE
2	CBOE GLOBAL MARKETS, INC.	SPY 9 C6.6	Jan 2026	103	$7.0M	31.83%	DE
3	CBOE GLOBAL MARKETS, INC.	SPY 9 C6.6	Jan 2026	45	$3.1M	13.91%	DE
4	CBOE GLOBAL MARKETS, INC.	SPY 9 P666	Jan 2026	173	$444K	2.02%	DE
5	CBOE GLOBAL MARKETS, INC.	SPY 9 P666	Jan 2026	103	$264K	1.20%	DE
6	(PIPA070) PGIM Core Government Money Market Fund	000000000	Jan 2026	169,230	$169K	0.77%	STIV
7	CBOE GLOBAL MARKETS, INC.	SPY 9 P666	Jan 2026	45	$115K	0.52%	DE
8	CBOE GLOBAL MARKETS, INC.	SPY 9 P586	Jan 2026	-45	$-53541	-0.24%	DE
9	CBOE GLOBAL MARKETS, INC.	SPY 9 C755	Jan 2026	-45	$-59573	-0.27%	DE
10	CBOE GLOBAL MARKETS, INC.	SPY 9 P586	Jan 2026	-103	$-122548	-0.56%	DE
11	CBOE GLOBAL MARKETS, INC.	SPY 9 C755	Jan 2026	-103	$-136357	-0.62%	DE
12	CBOE GLOBAL MARKETS, INC.	SPY 9 P586	Jan 2026	-173	$-205834	-0.94%	DE
13	CBOE GLOBAL MARKETS, INC.	SPY 9 C755	Jan 2026	-173	$-229026	-1.04%	DE