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PSF SMALL-CAP STOCK INDEX
PORTFOLIO
SCHEDULE OF INVESTMENTS | as of March 31, 2023 (unaudited) |
Shares | Value | |||||
Long-Term Investments — 99.0% | ||||||
Common Stocks — 97.6% | ||||||
Aerospace & Defense — 1.4% | ||||||
AAR Corp.*(a) | 28,861 | $1,574,368 | ||||
Aerojet Rocketdyne Holdings, Inc.* | 67,945 | 3,816,471 | ||||
AeroVironment, Inc.* | 22,194 | 2,034,302 | ||||
Kaman Corp. | 24,592 | 562,173 | ||||
Moog, Inc. (Class A Stock) | 25,314 | 2,550,385 | ||||
National Presto Industries, Inc. | 4,569 | 329,379 | ||||
Triumph Group, Inc.* | 57,060 | 661,325 | ||||
11,528,403 | ||||||
Air Freight & Logistics — 0.6% | ||||||
Forward Air Corp. | 23,426 | 2,524,386 | ||||
Hub Group, Inc. (Class A Stock)* | 28,770 | 2,414,954 | ||||
4,939,340 | ||||||
Automobile Components — 1.2% | ||||||
American Axle & Manufacturing Holdings, Inc.* | 100,530 | 785,139 | ||||
Dorman Products, Inc.* | 24,940 | 2,151,325 | ||||
Gentherm, Inc.* | 29,250 | 1,767,285 | ||||
LCI Industries(a) | 22,399 | 2,460,978 | ||||
Patrick Industries, Inc.(a) | 19,010 | 1,308,078 | ||||
Standard Motor Products, Inc. | 16,469 | 607,871 | ||||
XPEL, Inc.*(a) | 17,300 | 1,175,535 | ||||
10,256,211 | ||||||
Automobiles — 0.2% | ||||||
Winnebago Industries, Inc.(a) | 26,921 | 1,553,342 | ||||
Banks — 9.2% | ||||||
Ameris Bancorp | 57,460 | 2,101,887 | ||||
Atlantic Union Bankshares Corp.(a) | 65,850 | 2,308,043 | ||||
Axos Financial, Inc.*(a) | 47,060 | 1,737,455 | ||||
Banc of California, Inc.(a) | 48,180 | 603,695 | ||||
BancFirst Corp. | 15,370 | 1,277,247 | ||||
Bancorp, Inc. (The)* | 49,060 | 1,366,321 | ||||
BankUnited, Inc.(a) | 66,670 | 1,505,409 | ||||
Banner Corp. | 30,220 | 1,643,061 | ||||
Berkshire Hills Bancorp, Inc. | 39,130 | 980,598 | ||||
Brookline Bancorp, Inc. | 77,422 | 812,931 | ||||
Capitol Federal Financial, Inc. | 111,140 | 747,972 | ||||
Central Pacific Financial Corp. | 23,700 | 424,230 | ||||
City Holding Co.(a) | 13,114 | 1,191,800 | ||||
Community Bank System, Inc. | 47,366 | 2,486,241 | ||||
Customers Bancorp, Inc.*(a) | 26,720 | 494,854 | ||||
CVB Financial Corp.(a) | 115,790 | 1,931,377 | ||||
Dime Community Bancshares, Inc. | 28,618 | 650,201 | ||||
Eagle Bancorp, Inc. | 27,660 | 925,780 | ||||
FB Financial Corp. | 30,890 | 960,061 | ||||
First Bancorp(a) | 35,910 | 1,275,523 | ||||
First BanCorp. (Puerto Rico) | 160,952 | 1,838,072 | ||||
First Commonwealth Financial Corp.(a) | 90,630 | 1,126,531 | ||||
First Financial Bancorp(a) | 83,553 | 1,818,949 | ||||
First Hawaiian, Inc.(a) | 112,190 | 2,314,480 | ||||
Hanmi Financial Corp. | 26,776 | 497,230 | ||||
Heritage Financial Corp. | 31,020 | 663,828 | ||||
Hilltop Holdings, Inc. | 40,470 | 1,200,745 | ||||
HomeStreet, Inc. | 15,600 | 280,644 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Banks (cont’d.) | ||||||
Hope Bancorp, Inc. | 105,284 | $1,033,889 | ||||
Independent Bank Corp.(a) | 40,246 | 2,640,943 | ||||
Independent Bank Group, Inc. | 31,300 | 1,450,755 | ||||
Lakeland Financial Corp.(a) | 22,340 | 1,399,378 | ||||
National Bank Holdings Corp. (Class A Stock)(a) | 33,160 | 1,109,534 | ||||
NBT Bancorp, Inc.(a) | 37,770 | 1,273,227 | ||||
Northfield Bancorp, Inc. | 36,660 | 431,855 | ||||
Northwest Bancshares, Inc.(a) | 111,930 | 1,346,518 | ||||
OFG Bancorp (Puerto Rico) | 41,970 | 1,046,732 | ||||
Pacific Premier Bancorp, Inc. | 83,705 | 2,010,594 | ||||
Park National Corp.(a) | 12,750 | 1,511,768 | ||||
Pathward Financial, Inc. | 24,320 | 1,009,037 | ||||
Preferred Bank | 11,680 | 640,181 | ||||
Provident Financial Services, Inc.(a) | 66,340 | 1,272,401 | ||||
Renasant Corp. | 49,330 | 1,508,511 | ||||
S&T Bancorp, Inc.(a) | 34,373 | 1,081,031 | ||||
Seacoast Banking Corp. of Florida(a) | 73,710 | 1,746,927 | ||||
ServisFirst Bancshares, Inc.(a) | 43,090 | 2,354,007 | ||||
Simmons First National Corp. (Class A Stock)(a) | 111,906 | 1,957,236 | ||||
Southside Bancshares, Inc.(a) | 26,316 | 873,691 | ||||
Stellar Bancorp, Inc.(a) | 39,700 | 977,017 | ||||
Tompkins Financial Corp. | 11,094 | 734,534 | ||||
Triumph Financial, Inc.*(a) | 19,950 | 1,158,297 | ||||
TrustCo Bank Corp. | 16,677 | 532,663 | ||||
Trustmark Corp. | 53,730 | 1,327,131 | ||||
United Community Banks, Inc.(a) | 101,287 | 2,848,190 | ||||
Veritex Holdings, Inc. | 47,640 | 869,906 | ||||
Washington Federal, Inc.(a) | 57,650 | 1,736,418 | ||||
Westamerica BanCorp | 23,720 | 1,050,796 | ||||
WSFS Financial Corp.(a) | 54,310 | 2,042,599 | ||||
76,140,931 | ||||||
Beverages — 0.3% | ||||||
MGP Ingredients, Inc.(a) | 13,610 | 1,316,359 | ||||
National Beverage Corp.*(a) | 20,660 | 1,089,195 | ||||
2,405,554 | ||||||
Biotechnology — 2.2% | ||||||
Anika Therapeutics, Inc.*(a) | 12,820 | 368,190 | ||||
Arcus Biosciences, Inc.* | 45,750 | 834,480 | ||||
Avid Bioservices, Inc.*(a) | 54,700 | 1,026,172 | ||||
Catalyst Pharmaceuticals, Inc.*(a) | 84,350 | 1,398,523 | ||||
Coherus Biosciences, Inc.* | 56,640 | 387,418 | ||||
Cytokinetics, Inc.*(a) | 83,380 | 2,934,142 | ||||
Dynavax Technologies Corp.*(a) | 104,150 | 1,021,711 | ||||
Eagle Pharmaceuticals, Inc.* | 9,150 | 259,586 | ||||
Emergent BioSolutions, Inc.* | 38,950 | 403,522 | ||||
Enanta Pharmaceuticals, Inc.* | 17,340 | 701,230 | ||||
Ironwood Pharmaceuticals, Inc.*(a) | 117,550 | 1,236,626 | ||||
iTeos Therapeutics, Inc.* | 21,550 | 293,295 | ||||
Myriad Genetics, Inc.* | 71,390 | 1,658,390 | ||||
REGENXBIO, Inc.*(a) | 33,260 | 628,947 | ||||
uniQure NV (Netherlands)* | 36,140 | 727,860 | ||||
Vanda Pharmaceuticals, Inc.* | 49,850 | 338,481 | ||||
Vericel Corp.* | 41,600 | 1,219,712 | ||||
Vir Biotechnology, Inc.*(a) | 66,850 | 1,555,599 |
A1
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2023 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Biotechnology (cont’d.) | ||||||
Xencor, Inc.*(a) | 52,800 | $1,472,592 | ||||
18,466,476 | ||||||
Broadline Retail — 0.0% | ||||||
Big Lots, Inc.(a) | 25,410 | 278,494 | ||||
Building Products — 1.7% | ||||||
AAON, Inc. | 37,049 | 3,582,268 | ||||
American Woodmark Corp.* | 14,710 | 765,950 | ||||
Apogee Enterprises, Inc. | 19,598 | 847,613 | ||||
AZZ, Inc. | 21,872 | 902,001 | ||||
Gibraltar Industries, Inc.* | 27,308 | 1,324,438 | ||||
Griffon Corp. | 41,819 | 1,338,626 | ||||
Insteel Industries, Inc.(a) | 17,090 | 475,444 | ||||
Masterbrand, Inc.* | 112,550 | 904,902 | ||||
PGT Innovations, Inc.*(a) | 52,850 | 1,327,063 | ||||
Quanex Building Products Corp. | 29,158 | 627,772 | ||||
Resideo Technologies, Inc.* | 128,460 | 2,348,249 | ||||
14,444,326 | ||||||
Capital Markets — 1.0% | ||||||
Avantax, Inc.* | 35,155 | 925,280 | ||||
B. Riley Financial, Inc.(a) | 14,050 | 398,880 | ||||
Brightsphere Investment Group, Inc.(a) | 28,560 | 673,445 | ||||
Donnelley Financial Solutions, Inc.* | 22,097 | 902,883 | ||||
Piper Sandler Cos.(a) | 12,075 | 1,673,716 | ||||
StoneX Group, Inc.* | 15,510 | 1,605,750 | ||||
Virtus Investment Partners, Inc. | 5,970 | 1,136,628 | ||||
WisdomTree, Inc.(a) | 97,720 | 572,639 | ||||
7,889,221 | ||||||
Chemicals — 2.9% | ||||||
AdvanSix, Inc. | 24,210 | 926,517 | ||||
American Vanguard Corp. | 24,418 | 534,266 | ||||
Balchem Corp. | 28,313 | 3,581,028 | ||||
FutureFuel Corp. | 22,660 | 167,231 | ||||
Hawkins, Inc. | 16,730 | 732,439 | ||||
HB Fuller Co. | 47,408 | 3,245,078 | ||||
Innospec, Inc. | 21,820 | 2,240,259 | ||||
Koppers Holdings, Inc. | 18,320 | 640,650 | ||||
Livent Corp.*(a) | 158,030 | 3,432,412 | ||||
Mativ Holdings, Inc.(a) | 48,427 | 1,039,728 | ||||
Minerals Technologies, Inc. | 28,600 | 1,728,012 | ||||
Quaker Chemical Corp.(a) | 12,008 | 2,376,984 | ||||
Rayonier Advanced Materials, Inc.* | 56,120 | 351,872 | ||||
Stepan Co. | 18,630 | 1,919,449 | ||||
Trinseo PLC(a) | 30,880 | 643,848 | ||||
23,559,773 | ||||||
Commercial Services & Supplies — 2.1% | ||||||
ABM Industries, Inc. | 58,223 | 2,616,542 | ||||
Brady Corp. (Class A Stock) | 40,792 | 2,191,754 | ||||
CoreCivic, Inc.* | 101,400 | 932,880 | ||||
Deluxe Corp. | 37,840 | 605,440 | ||||
GEO Group, Inc. (The)*(a) | 108,970 | 859,773 | ||||
Harsco Corp.* | 69,770 | 476,529 | ||||
Healthcare Services Group, Inc.(a) | 65,020 | 901,827 | ||||
HNI Corp. | 36,511 | 1,016,466 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Commercial Services & Supplies (cont’d.) | ||||||
Interface, Inc. | 51,042 | $414,461 | ||||
KAR Auction Services, Inc.*(a) | 95,950 | 1,312,596 | ||||
Liquidity Services, Inc.* | 21,050 | 277,229 | ||||
Matthews International Corp. (Class A Stock)(a) | 26,830 | 967,490 | ||||
MillerKnoll, Inc.(a) | 66,600 | 1,361,970 | ||||
Pitney Bowes, Inc.(a) | 142,020 | 552,458 | ||||
UniFirst Corp. | 13,250 | 2,335,048 | ||||
Viad Corp.* | 18,117 | 377,558 | ||||
17,200,021 | ||||||
Communications Equipment — 1.6% | ||||||
ADTRAN Holdings, Inc. | 62,330 | 988,554 | ||||
Clearfield, Inc.*(a) | 11,180 | 520,764 | ||||
Comtech Telecommunications Corp. | 24,399 | 304,499 | ||||
Digi International, Inc.*(a) | 31,534 | 1,062,065 | ||||
Extreme Networks, Inc.*(a) | 113,790 | 2,175,665 | ||||
Harmonic, Inc.*(a) | 96,774 | 1,411,933 | ||||
NETGEAR, Inc.* | 25,366 | 469,525 | ||||
NetScout Systems, Inc.*(a) | 59,400 | 1,701,810 | ||||
Viasat, Inc.*(a) | 67,300 | 2,277,432 | ||||
Viavi Solutions, Inc.* | 198,030 | 2,144,665 | ||||
13,056,912 | ||||||
Construction & Engineering — 1.6% | ||||||
Arcosa, Inc. | 42,630 | 2,690,379 | ||||
Comfort Systems USA, Inc.(a) | 31,504 | 4,598,324 | ||||
Dycom Industries, Inc.* | 26,050 | 2,439,583 | ||||
Granite Construction, Inc.(a) | 38,530 | 1,582,812 | ||||
MYR Group, Inc.*(a) | 14,630 | 1,843,526 | ||||
13,154,624 | ||||||
Consumer Finance — 0.9% | ||||||
Bread Financial Holdings, Inc. | 43,950 | 1,332,564 | ||||
Encore Capital Group, Inc.*(a) | 20,640 | 1,041,288 | ||||
Enova International, Inc.* | 27,529 | 1,223,113 | ||||
EZCORP, Inc. (Class A Stock)*(a) | 46,211 | 397,415 | ||||
Green Dot Corp. (Class A Stock)* | 41,050 | 705,239 | ||||
LendingTree, Inc.* | 9,550 | 254,603 | ||||
PRA Group, Inc.* | 34,337 | 1,337,769 | ||||
PROG Holdings, Inc.* | 44,100 | 1,049,139 | ||||
World Acceptance Corp.*(a) | 3,002 | 250,037 | ||||
7,591,167 | ||||||
Consumer Staples Distribution & Retail — 0.7% | ||||||
Andersons, Inc. (The)(a) | 27,454 | 1,134,399 | ||||
Chefs’ Warehouse, Inc. (The)*(a) | 29,910 | 1,018,436 | ||||
PriceSmart, Inc. | 22,060 | 1,576,849 | ||||
SpartanNash Co. | 31,176 | 773,165 | ||||
United Natural Foods, Inc.*(a) | 52,730 | 1,389,435 | ||||
5,892,284 | ||||||
Containers & Packaging — 0.5% | ||||||
Myers Industries, Inc. | 32,210 | 690,260 | ||||
O-I Glass, Inc.* | 136,000 | 3,088,560 | ||||
3,778,820 |
A2
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2023 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Diversified Consumer Services — 1.0% | ||||||
Adtalem Global Education, Inc.*(a) | 40,050 | $1,546,731 | ||||
Frontdoor, Inc.*(a) | 71,800 | 2,001,784 | ||||
Mister Car Wash, Inc.*(a) | 69,600 | 599,952 | ||||
Perdoceo Education Corp.* | 58,970 | 791,967 | ||||
Strategic Education, Inc.(a) | 19,610 | 1,761,566 | ||||
Stride, Inc.*(a) | 36,100 | 1,416,925 | ||||
8,118,925 | ||||||
Diversified REITs — 0.9% | ||||||
Alexander & Baldwin, Inc. | 63,880 | 1,207,971 | ||||
American Assets Trust, Inc. | 45,830 | 851,980 | ||||
Armada Hoffler Properties, Inc. | 59,420 | 701,750 | ||||
Essential Properties Realty Trust, Inc.(a) | 125,430 | 3,116,935 | ||||
Global Net Lease, Inc.(a) | 91,460 | 1,176,176 | ||||
Star Holdings* | 11,659 | 202,743 | ||||
7,257,555 | ||||||
Diversified Telecommunication Services — 0.6% | ||||||
ATN International, Inc. | 9,400 | 384,648 | ||||
Cogent Communications Holdings, Inc. | 37,650 | 2,399,058 | ||||
Consolidated Communications Holdings, Inc.* | 64,820 | 167,236 | ||||
Lumen Technologies, Inc.(a) | 811,000 | 2,149,150 | ||||
5,100,092 | ||||||
Electric Utilities — 0.3% | ||||||
Otter Tail Corp.(a) | 36,700 | 2,652,309 | ||||
Electrical Equipment — 0.4% | ||||||
Encore Wire Corp.(a) | 16,161 | 2,995,118 | ||||
Powell Industries, Inc. | 8,092 | 344,638 | ||||
3,339,756 | ||||||
Electronic Equipment, Instruments & Components — 4.3% | ||||||
Advanced Energy Industries, Inc. | 32,957 | 3,229,786 | ||||
Arlo Technologies, Inc.* | 77,654 | 470,583 | ||||
Badger Meter, Inc. | 25,784 | 3,141,007 | ||||
Benchmark Electronics, Inc. | 31,050 | 735,575 | ||||
CTS Corp.(a) | 28,104 | 1,390,024 | ||||
ePlus, Inc.* | 23,720 | 1,163,229 | ||||
Fabrinet (Thailand)* | 32,250 | 3,830,010 | ||||
FARO Technologies, Inc.* | 16,464 | 405,179 | ||||
Insight Enterprises, Inc.* | 26,595 | 3,802,021 | ||||
Itron, Inc.*(a) | 39,820 | 2,208,019 | ||||
Knowles Corp.*(a) | 80,370 | 1,366,290 | ||||
Methode Electronics, Inc. | 31,836 | 1,396,964 | ||||
OSI Systems, Inc.* | 13,840 | 1,416,662 | ||||
PC Connection, Inc. | 10,040 | 451,398 | ||||
Plexus Corp.* | 24,420 | 2,382,659 | ||||
Rogers Corp.* | 16,571 | 2,708,199 | ||||
Sanmina Corp.* | 51,430 | 3,136,716 | ||||
ScanSource, Inc.* | 22,243 | 677,077 | ||||
TTM Technologies, Inc.* | 90,039 | 1,214,626 | ||||
35,126,024 | ||||||
Energy Equipment & Services — 2.0% | ||||||
Archrock, Inc.(a) | 117,900 | 1,151,883 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Energy Equipment & Services (cont’d.) | ||||||
Bristow Group, Inc.* | 20,657 | $462,717 | ||||
Core Laboratories NV | 41,110 | 906,475 | ||||
DMC Global, Inc.* | 16,290 | 357,891 | ||||
Dril-Quip, Inc.*(a) | 29,900 | 857,831 | ||||
Helix Energy Solutions Group, Inc.*(a) | 125,770 | 973,460 | ||||
Helmerich & Payne, Inc.(a) | 92,040 | 3,290,430 | ||||
Nabors Industries Ltd.*(a) | 7,926 | 966,259 | ||||
NexTier Oilfield Solutions, Inc.* | 140,250 | 1,114,987 | ||||
Oceaneering International, Inc.* | 88,340 | 1,557,434 | ||||
Oil States International, Inc.* | 56,070 | 467,063 | ||||
Patterson-UTI Energy, Inc.(a) | 191,000 | 2,234,700 | ||||
ProPetro Holding Corp.* | 84,430 | 607,052 | ||||
RPC, Inc.(a) | 73,020 | 561,524 | ||||
U.S. Silica Holdings, Inc.* | 66,440 | 793,294 | ||||
16,303,000 | ||||||
Entertainment — 0.2% | ||||||
Cinemark Holdings, Inc.*(a) | 94,430 | 1,396,620 | ||||
Marcus Corp. (The) | 21,418 | 342,688 | ||||
1,739,308 | ||||||
Financial Services — 1.5% | ||||||
EVERTEC, Inc. (Puerto Rico) | 57,440 | 1,938,600 | ||||
Mr. Cooper Group, Inc.* | 61,080 | 2,502,448 | ||||
NMI Holdings, Inc. (Class A Stock)* | 73,660 | 1,644,828 | ||||
Payoneer Global, Inc.* | 175,900 | 1,104,652 | ||||
Radian Group, Inc. | 138,400 | 3,058,640 | ||||
Walker & Dunlop, Inc.(a) | 27,060 | 2,061,160 | ||||
12,310,328 | ||||||
Food Products — 2.1% | ||||||
B&G Foods, Inc.(a) | 63,180 | 981,185 | ||||
Calavo Growers, Inc.(a) | 15,550 | 447,373 | ||||
Cal-Maine Foods, Inc. | 33,320 | 2,028,855 | ||||
Fresh Del Monte Produce, Inc. | 27,000 | 812,970 | ||||
Hain Celestial Group, Inc. (The)* | 78,800 | 1,351,420 | ||||
Hostess Brands, Inc.* | 117,950 | 2,934,596 | ||||
J & J Snack Foods Corp.(a) | 13,218 | 1,959,172 | ||||
John B. Sanfilippo & Son, Inc. | 7,980 | 773,422 | ||||
Seneca Foods Corp. (Class A Stock)* | 4,740 | 247,760 | ||||
Simply Good Foods Co. (The)* | 74,510 | 2,963,263 | ||||
Tootsie Roll Industries, Inc.(a) | 16,122 | 724,024 | ||||
TreeHouse Foods, Inc.* | 44,500 | 2,244,135 | ||||
17,468,175 | ||||||
Gas Utilities — 0.4% | ||||||
Chesapeake Utilities Corp.(a) | 15,630 | 2,000,484 | ||||
Northwest Natural Holding Co. | 30,935 | 1,471,268 | ||||
3,471,752 | ||||||
Ground Transportation — 0.7% | ||||||
ArcBest Corp.(a) | 21,375 | 1,975,478 | ||||
Heartland Express, Inc. | 40,898 | 651,096 | ||||
Marten Transport Ltd. | 50,755 | 1,063,317 | ||||
RXO, Inc.*(a) | 102,550 | 2,014,082 | ||||
5,703,973 |
A3
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2023 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Health Care Equipment & Supplies — 2.9% | ||||||
AngioDynamics, Inc.* | 34,320 | $354,869 | ||||
Artivion, Inc.* | 35,383 | 463,517 | ||||
Avanos Medical, Inc.* | 40,960 | 1,218,150 | ||||
Cardiovascular Systems, Inc.* | 38,050 | 755,673 | ||||
CONMED Corp.(a) | 26,889 | 2,792,692 | ||||
Cutera, Inc.*(a) | 15,660 | 369,889 | ||||
Embecta Corp.(a) | 50,400 | 1,417,248 | ||||
Glaukos Corp.*(a) | 42,030 | 2,105,703 | ||||
Heska Corp.*(a) | 9,010 | 879,556 | ||||
Inogen, Inc.* | 20,130 | 251,222 | ||||
Integer Holdings Corp.* | 29,204 | 2,263,310 | ||||
LeMaitre Vascular, Inc. | 17,080 | 879,108 | ||||
Merit Medical Systems, Inc.*(a) | 50,158 | 3,709,184 | ||||
Mesa Laboratories, Inc.(a) | 4,410 | 770,559 | ||||
NuVasive, Inc.* | 45,950 | 1,898,195 | ||||
OraSure Technologies, Inc.* | 63,750 | 385,688 | ||||
Orthofix Medical, Inc.* | 29,980 | 502,165 | ||||
Tandem Diabetes Care, Inc.*(a) | 56,750 | 2,304,618 | ||||
Varex Imaging Corp.* | 35,180 | 639,924 | ||||
Zynex, Inc.*(a) | 19,070 | 228,840 | ||||
24,190,110 | ||||||
Health Care Providers & Services — 3.1% | ||||||
AdaptHealth Corp.*(a) | 67,700 | 841,511 | ||||
Addus HomeCare Corp.* | 14,230 | 1,519,195 | ||||
Agiliti, Inc.* | 29,250 | 467,415 | ||||
AMN Healthcare Services, Inc.*(a) | 38,019 | 3,154,056 | ||||
Apollo Medical Holdings, Inc.*(a) | 34,660 | 1,264,050 | ||||
Community Health Systems, Inc.* | 109,930 | 538,657 | ||||
CorVel Corp.*(a) | 8,010 | 1,524,143 | ||||
Cross Country Healthcare, Inc.*(a) | 31,293 | 698,460 | ||||
Enhabit, Inc.* | 43,550 | 605,780 | ||||
Ensign Group, Inc. (The) | 49,110 | 4,691,969 | ||||
Fulgent Genetics, Inc.*(a) | 17,330 | 541,043 | ||||
ModivCare, Inc.* | 11,260 | 946,741 | ||||
NeoGenomics, Inc.* | 111,260 | 1,937,037 | ||||
Owens & Minor, Inc.*(a) | 66,880 | 973,104 | ||||
Pediatrix Medical Group, Inc.* | 72,180 | 1,076,204 | ||||
RadNet, Inc.* | 43,000 | 1,076,290 | ||||
Select Medical Holdings Corp. | 91,740 | 2,371,479 | ||||
U.S. Physical Therapy, Inc.(a) | 11,520 | 1,127,923 | ||||
25,355,057 | ||||||
Health Care REITs — 0.5% | ||||||
CareTrust REIT, Inc. | 87,675 | 1,716,677 | ||||
Community Healthcare Trust, Inc. | 20,650 | 755,790 | ||||
LTC Properties, Inc. | 35,706 | 1,254,352 | ||||
Universal Health Realty Income Trust | 11,230 | 540,275 | ||||
4,267,094 | ||||||
Health Care Technology — 0.7% | ||||||
Certara, Inc.*(a) | 92,800 | 2,237,408 | ||||
Computer Programs & Systems, Inc.* | 12,466 | 376,473 | ||||
HealthStream, Inc.* | 21,180 | 573,978 | ||||
NextGen Healthcare, Inc.* | 47,164 | 821,125 | ||||
Simulations Plus, Inc. | 14,170 | 622,630 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Health Care Technology (cont’d.) | ||||||
Veradigm, Inc.* | 96,240 | $1,255,932 | ||||
5,887,546 | ||||||
Hotel & Resort REITs — 1.1% | ||||||
Chatham Lodging Trust | 42,820 | 449,182 | ||||
DiamondRock Hospitality Co.(a) | 184,460 | 1,499,660 | ||||
Pebblebrook Hotel Trust(a) | 115,600 | 1,623,024 | ||||
Service Properties Trust(a) | 145,740 | 1,451,570 | ||||
Summit Hotel Properties, Inc.(a) | 93,810 | 656,670 | ||||
Sunstone Hotel Investors, Inc.(a) | 185,350 | 1,831,258 | ||||
Xenia Hotels & Resorts, Inc.(a) | 100,280 | 1,312,665 | ||||
8,824,029 | ||||||
Hotels, Restaurants & Leisure — 2.3% | ||||||
BJ’s Restaurants, Inc.* | 20,532 | 598,302 | ||||
Bloomin’ Brands, Inc. | 77,330 | 1,983,514 | ||||
Brinker International, Inc.*(a) | 38,810 | 1,474,780 | ||||
Cheesecake Factory, Inc. (The)(a) | 42,150 | 1,477,357 | ||||
Chuy’s Holdings, Inc.*(a) | 15,810 | 566,789 | ||||
Cracker Barrel Old Country Store, Inc.(a) | 19,560 | 2,222,016 | ||||
Dave & Buster’s Entertainment, Inc.*(a) | 37,050 | 1,363,069 | ||||
Dine Brands Global, Inc.(a) | 13,865 | 937,829 | ||||
El Pollo Loco Holdings, Inc. | 17,240 | 165,332 | ||||
Golden Entertainment, Inc.* | 19,350 | 841,919 | ||||
Jack in the Box, Inc. | 18,200 | 1,594,138 | ||||
Monarch Casino & Resort, Inc. | 11,771 | 872,820 | ||||
Ruth’s Hospitality Group, Inc.(a) | 26,618 | 437,068 | ||||
Sabre Corp.*(a) | 289,250 | 1,240,882 | ||||
Shake Shack, Inc. (Class A Stock)* | 32,880 | 1,824,511 | ||||
Six Flags Entertainment Corp.* | 65,200 | 1,741,492 | ||||
19,341,818 | ||||||
Household Durables — 2.9% | ||||||
Cavco Industries, Inc.* | 7,130 | 2,265,486 | ||||
Century Communities, Inc.(a) | 25,010 | 1,598,639 | ||||
Ethan Allen Interiors, Inc.(a) | 20,029 | 549,996 | ||||
Green Brick Partners, Inc.* | 23,850 | 836,181 | ||||
Installed Building Products, Inc.(a) | 20,660 | 2,355,860 | ||||
iRobot Corp.*(a) | 24,000 | 1,047,360 | ||||
La-Z-Boy, Inc.(a) | 38,021 | 1,105,651 | ||||
LGI Homes, Inc.*(a) | 18,060 | 2,059,382 | ||||
M/I Homes, Inc.* | 24,200 | 1,526,778 | ||||
MDC Holdings, Inc.(a) | 51,172 | 1,989,056 | ||||
Meritage Homes Corp. | 32,217 | 3,761,657 | ||||
Sonos, Inc.*(a) | 112,200 | 2,201,363 | ||||
Tri Pointe Homes, Inc.* | 88,900 | 2,250,948 | ||||
23,548,357 | ||||||
Household Products — 0.5% | ||||||
Central Garden & Pet Co.*(a) | 8,490 | 348,599 | ||||
Central Garden & Pet Co. (Class A Stock)* | 36,278 | 1,417,382 | ||||
WD-40 Co.(a) | 11,929 | 2,123,958 | ||||
3,889,939 |
A4
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2023 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Industrial REITs — 0.5% | ||||||
Innovative Industrial Properties, Inc.(a) | 24,740 | $1,879,992 | ||||
LXP Industrial Trust | 242,906 | 2,504,361 | ||||
4,384,353 | ||||||
Insurance — 2.4% | ||||||
Ambac Financial Group, Inc.* | 39,450 | 610,686 | ||||
American Equity Investment Life Holding Co. | 61,160 | 2,231,728 | ||||
AMERISAFE, Inc. | 16,894 | 826,961 | ||||
Assured Guaranty Ltd. | 52,910 | 2,659,786 | ||||
Employers Holdings, Inc. | 23,975 | 999,518 | ||||
Genworth Financial, Inc. (Class A Stock)* | 436,360 | 2,190,527 | ||||
HCI Group, Inc.(a) | 6,080 | 325,888 | ||||
Horace Mann Educators Corp. | 36,060 | 1,207,289 | ||||
James River Group Holdings Ltd. | 33,060 | 682,689 | ||||
Mercury General Corp. | 23,350 | 741,129 | ||||
Palomar Holdings, Inc.*(a) | 22,250 | 1,228,200 | ||||
ProAssurance Corp.(a) | 47,376 | 875,508 | ||||
Safety Insurance Group, Inc. | 13,020 | 970,250 | ||||
SiriusPoint Ltd. (Bermuda)* | 74,550 | 606,091 | ||||
Stewart Information Services Corp.(a) | 23,942 | 966,060 | ||||
Trupanion, Inc.*(a) | 31,000 | 1,329,590 | ||||
United Fire Group, Inc.(a) | 19,001 | 504,477 | ||||
Universal Insurance Holdings, Inc. | 24,080 | 438,738 | ||||
19,395,115 | ||||||
Interactive Media & Services — 0.6% | ||||||
Cars.com, Inc.*(a) | 54,600 | 1,053,780 | ||||
QuinStreet, Inc.* | 44,400 | 704,628 | ||||
Shutterstock, Inc.(a) | 21,150 | 1,535,490 | ||||
Yelp, Inc.* | 61,400 | 1,884,980 | ||||
5,178,878 | ||||||
IT Services — 0.3% | ||||||
Perficient, Inc.* | 30,514 | 2,202,806 | ||||
Leisure Products — 0.3% | ||||||
Sturm Ruger & Co., Inc. | 15,617 | 897,040 | ||||
Vista Outdoor, Inc.*(a) | 49,850 | 1,381,344 | ||||
2,278,384 | ||||||
Life Sciences Tools & Services — 0.1% | ||||||
BioLife Solutions, Inc.* | 30,230 | 657,502 | ||||
Machinery — 5.3% | ||||||
3D Systems Corp.*(a) | 115,560 | 1,238,803 | ||||
Alamo Group, Inc. | 9,070 | 1,670,331 | ||||
Albany International Corp. (Class A Stock) | 27,494 | 2,456,864 | ||||
Astec Industries, Inc. | 19,920 | 821,700 | ||||
Barnes Group, Inc. | 44,546 | 1,794,313 | ||||
CIRCOR International, Inc.* | 17,888 | 556,675 | ||||
Enerpac Tool Group Corp. | 50,184 | 1,279,692 | ||||
EnPro Industries, Inc. | 18,348 | 1,906,174 | ||||
ESCO Technologies, Inc. | 22,741 | 2,170,628 | ||||
Federal Signal Corp. | 53,450 | 2,897,524 | ||||
Franklin Electric Co., Inc. | 34,290 | 3,226,689 | ||||
Greenbrier Cos., Inc. (The)(a) | 28,910 | 930,035 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Machinery (cont’d.) | ||||||
Hillenbrand, Inc. | 61,228 | $2,910,167 | ||||
John Bean Technologies Corp. | 28,067 | 3,067,442 | ||||
Kennametal, Inc.(a) | 70,950 | 1,956,801 | ||||
Lindsay Corp. | 9,699 | 1,465,810 | ||||
Mueller Industries, Inc.(a) | 50,188 | 3,687,814 | ||||
Proto Labs, Inc.* | 23,820 | 789,633 | ||||
SPX Technologies, Inc.* | 39,900 | 2,816,142 | ||||
Standex International Corp. | 10,520 | 1,288,069 | ||||
Tennant Co. | 16,440 | 1,126,633 | ||||
Titan International, Inc.* | 44,650 | 467,932 | ||||
Trinity Industries, Inc. | 71,700 | 1,746,612 | ||||
Wabash National Corp.(a) | 42,050 | 1,034,010 | ||||
43,306,493 | ||||||
Marine Transportation — 0.2% | ||||||
Matson, Inc.(a) | 33,380 | 1,991,785 | ||||
Media — 0.4% | ||||||
AMC Networks, Inc. (Class A Stock)* | 24,580 | 432,116 | ||||
EW Scripps Co. (The) (Class A Stock)* | 50,871 | 478,696 | ||||
Gannett Co., Inc.*(a) | 128,220 | 239,771 | ||||
Scholastic Corp. | 26,090 | 892,800 | ||||
TechTarget, Inc.*(a) | 23,430 | 846,292 | ||||
Thryv Holdings, Inc.*(a) | 26,950 | 621,467 | ||||
3,511,142 | ||||||
Metals & Mining — 2.1% | ||||||
Arconic Corp.* | 89,400 | 2,344,962 | ||||
ATI, Inc.*(a) | 114,020 | 4,499,229 | ||||
Carpenter Technology Corp. | 42,730 | 1,912,595 | ||||
Century Aluminum Co.* | 44,893 | 448,930 | ||||
Compass Minerals International, Inc. | 30,100 | 1,032,129 | ||||
Haynes International, Inc. | 11,150 | 558,504 | ||||
Kaiser Aluminum Corp. | 14,100 | 1,052,283 | ||||
Materion Corp. | 18,088 | 2,098,208 | ||||
Olympic Steel, Inc. | 8,518 | 444,725 | ||||
SunCoke Energy, Inc. | 73,180 | 657,156 | ||||
TimkenSteel Corp.* | 34,730 | 636,948 | ||||
Tredegar Corp.(a) | 22,095 | 201,727 | ||||
Warrior Met Coal, Inc. | 45,530 | 1,671,406 | ||||
17,558,802 | ||||||
Mortgage Real Estate Investment Trusts (REITs) — 1.1% | ||||||
Apollo Commercial Real Estate Finance, Inc.(a) | 114,510 | 1,066,088 | ||||
ARMOUR Residential REIT, Inc.(a) | 142,980 | 750,645 | ||||
Ellington Financial, Inc.(a) | 55,732 | 680,488 | ||||
Franklin BSP Realty Trust, Inc.(a) | 72,376 | 863,446 | ||||
Invesco Mortgage Capital, Inc.(a) | 31,136 | 345,298 | ||||
KKR Real Estate Finance Trust, Inc.(a) | 50,950 | 580,320 | ||||
New York Mortgage Trust, Inc.(a) | 81,407 | 810,814 | ||||
PennyMac Mortgage Investment Trust(a) | 78,420 | 966,918 | ||||
Ready Capital Corp.(a) | 86,323 | 877,905 | ||||
Redwood Trust, Inc.(a) | 99,590 | 671,237 | ||||
Two Harbors Investment Corp.(a) | 85,062 | 1,251,262 | ||||
8,864,421 |
A5
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2023 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Multi-Utilities — 0.4% | ||||||
Avista Corp. | 64,933 | $2,756,406 | ||||
Unitil Corp. | 14,150 | 807,116 | ||||
3,563,522 | ||||||
Office REITs — 0.7% | ||||||
Brandywine Realty Trust | 150,580 | 712,243 | ||||
Easterly Government Properties, Inc.(a) | 79,690 | 1,094,941 | ||||
Hudson Pacific Properties, Inc.(a) | 112,650 | 749,122 | ||||
JBG SMITH Properties | 87,200 | 1,313,232 | ||||
Office Properties Income Trust(a) | 42,610 | 524,103 | ||||
Orion Office REIT, Inc.(a) | 49,700 | 332,990 | ||||
SL Green Realty Corp.(a) | 56,750 | 1,334,760 | ||||
6,061,391 | ||||||
Oil, Gas & Consumable Fuels — 2.5% | ||||||
Callon Petroleum Co.*(a) | 45,080 | 1,507,475 | ||||
Civitas Resources, Inc.(a) | 45,760 | 3,127,238 | ||||
Comstock Resources, Inc.(a) | 80,750 | 871,293 | ||||
CONSOL Energy, Inc. | 28,780 | 1,677,011 | ||||
CVR Energy, Inc.(a) | 25,700 | 842,446 | ||||
Dorian LPG Ltd. | 27,990 | 558,121 | ||||
Green Plains, Inc.*(a) | 52,260 | 1,619,537 | ||||
Northern Oil & Gas, Inc.(a) | 65,350 | 1,983,372 | ||||
Par Pacific Holdings, Inc.* | 48,880 | 1,427,296 | ||||
Ranger Oil Corp. (Class A Stock)(a) | 16,780 | 685,295 | ||||
REX American Resources Corp.* | 13,430 | 383,964 | ||||
SM Energy Co. | 108,200 | 3,046,912 | ||||
Talos Energy, Inc.* | 57,230 | 849,293 | ||||
Vital Energy, Inc.*(a) | 14,872 | 677,271 | ||||
World Fuel Services Corp. | 54,570 | 1,394,264 | ||||
20,650,788 | ||||||
Paper & Forest Products — 0.3% | ||||||
Clearwater Paper Corp.* | 14,700 | 491,274 | ||||
Mercer International, Inc. (Germany) | 35,420 | 346,230 | ||||
Sylvamo Corp.(a) | 28,150 | 1,302,219 | ||||
2,139,723 | ||||||
Passenger Airlines — 0.4% | ||||||
Allegiant Travel Co.*(a) | 13,804 | 1,269,692 | ||||
Hawaiian Holdings, Inc.* | 45,140 | 413,482 | ||||
SkyWest, Inc.* | 44,410 | 984,570 | ||||
Sun Country Airlines Holdings, Inc.* | 28,600 | 586,300 | ||||
3,254,044 | ||||||
Personal Care Products — 1.4% | ||||||
Edgewell Personal Care Co.(a) | 45,290 | 1,921,202 | ||||
elf Beauty, Inc.* | 44,640 | 3,676,104 | ||||
Inter Parfums, Inc. | 15,730 | 2,237,435 | ||||
Medifast, Inc.(a) | 9,630 | 998,342 | ||||
Nu Skin Enterprises, Inc. (Class A Stock)(a) | 43,550 | 1,711,951 | ||||
USANA Health Sciences, Inc.* | 9,890 | 622,081 | ||||
11,167,115 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Pharmaceuticals — 1.6% | ||||||
Amphastar Pharmaceuticals, Inc.*(a) | 33,250 | $1,246,875 | ||||
ANI Pharmaceuticals, Inc.* | 10,710 | 425,401 | ||||
Cara Therapeutics, Inc.* | 39,613 | 194,500 | ||||
Collegium Pharmaceutical, Inc.*(a) | 29,650 | 711,304 | ||||
Corcept Therapeutics, Inc.*(a) | 84,400 | 1,828,104 | ||||
Harmony Biosciences Holdings, Inc.* | 26,150 | 853,797 | ||||
Innoviva, Inc.*(a) | 55,110 | 619,988 | ||||
Ligand Pharmaceuticals, Inc.* | 14,160 | 1,041,610 | ||||
Nektar Therapeutics* | 164,950 | 115,943 | ||||
Pacira BioSciences, Inc.* | 40,430 | 1,649,948 | ||||
Phibro Animal Health Corp. (Class A Stock) | 17,850 | 273,462 | ||||
Prestige Consumer Healthcare, Inc.*(a) | 43,800 | 2,743,194 | ||||
Supernus Pharmaceuticals, Inc.*(a) | 47,630 | 1,725,635 | ||||
13,429,761 | ||||||
Professional Services — 1.2% | ||||||
CSG Systems International, Inc. | 26,504 | 1,423,265 | ||||
Forrester Research, Inc.* | 9,882 | 319,683 | ||||
Heidrick & Struggles International, Inc. | 17,454 | 529,904 | ||||
Kelly Services, Inc. (Class A Stock) | 30,369 | 503,822 | ||||
Korn Ferry | 46,460 | 2,403,840 | ||||
NV5 Global, Inc.*(a) | 10,970 | 1,140,551 | ||||
Resources Connection, Inc. | 28,020 | 478,021 | ||||
TrueBlue, Inc.* | 28,728 | 511,358 | ||||
TTEC Holdings, Inc. | 16,557 | 616,417 | ||||
Verra Mobility Corp.*(a) | 122,800 | 2,077,776 | ||||
10,004,637 | ||||||
Real Estate Management & Development — 0.7% | ||||||
Anywhere Real Estate, Inc.* | 96,090 | 507,355 | ||||
Cushman & Wakefield PLC*(a) | 143,200 | 1,509,328 | ||||
Douglas Elliman, Inc.(a) | 59,176 | 184,037 | ||||
Kennedy-Wilson Holdings, Inc.(a) | 103,200 | 1,712,088 | ||||
Marcus & Millichap, Inc.(a) | 21,790 | 699,677 | ||||
RE/MAX Holdings, Inc. (Class A Stock) | 16,010 | 300,348 | ||||
St. Joe Co. (The)(a) | 29,820 | 1,240,810 | ||||
6,153,643 | ||||||
Residential REITs — 0.5% | ||||||
Centerspace | 13,330 | 728,218 | ||||
Elme Communities(a) | 77,120 | 1,377,363 | ||||
NexPoint Residential Trust, Inc. | 20,050 | 875,583 | ||||
Veris Residential, Inc.* | 69,820 | 1,022,165 | ||||
4,003,329 | ||||||
Retail REITs — 1.4% | ||||||
Acadia Realty Trust | 83,655 | 1,166,987 | ||||
Getty Realty Corp.(a) | 37,464 | 1,349,828 | ||||
Retail Opportunity Investments Corp. | 109,740 | 1,531,970 | ||||
RPT Realty | 74,800 | 711,348 | ||||
Saul Centers, Inc. | 11,310 | 441,090 | ||||
SITE Centers Corp. | 161,590 | 1,984,325 | ||||
Tanger Factory Outlet Centers, Inc.(a) | 91,950 | 1,804,979 | ||||
Urban Edge Properties(a) | 103,450 | 1,557,957 | ||||
Urstadt Biddle Properties, Inc. (Class A Stock) | 25,440 | 446,981 |
A6
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2023 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Retail REITs (cont’d.) | ||||||
Whitestone REIT | 40,750 | $374,900 | ||||
11,370,365 | ||||||
Semiconductors & Semiconductor Equipment — 4.0% | ||||||
Alpha & Omega Semiconductor Ltd.* | 19,650 | 529,568 | ||||
Axcelis Technologies, Inc.* | 28,870 | 3,846,927 | ||||
CEVA, Inc.* | 20,350 | 619,250 | ||||
Cohu, Inc.* | 41,967 | 1,611,113 | ||||
Diodes, Inc.* | 40,110 | 3,720,604 | ||||
FormFactor, Inc.*(a) | 67,880 | 2,161,978 | ||||
Ichor Holdings Ltd.*(a) | 25,470 | 833,888 | ||||
Kulicke & Soffa Industries, Inc. (Singapore)(a) | 49,972 | 2,633,025 | ||||
MaxLinear, Inc.* | 63,830 | 2,247,454 | ||||
Onto Innovation, Inc.*(a) | 43,657 | 3,836,577 | ||||
PDF Solutions, Inc.* | 25,940 | 1,099,856 | ||||
Photronics, Inc.* | 54,420 | 902,284 | ||||
Rambus, Inc.*(a) | 94,790 | 4,858,935 | ||||
Semtech Corp.* | 56,250 | 1,357,875 | ||||
SMART Global Holdings, Inc.* | 43,200 | 744,768 | ||||
Ultra Clean Holdings, Inc.* | 40,110 | 1,330,048 | ||||
Veeco Instruments, Inc.* | 45,323 | 957,675 | ||||
33,291,825 | ||||||
Software — 2.8% | ||||||
8x8, Inc.*(a) | 99,220 | 413,747 | ||||
A10 Networks, Inc. | 56,600 | 876,734 | ||||
Adeia, Inc. | 92,215 | 817,025 | ||||
Agilysys, Inc.* | 17,592 | 1,451,516 | ||||
Alarm.com Holdings, Inc.* | 44,060 | 2,215,337 | ||||
Cerence, Inc.*(a) | 35,500 | 997,195 | ||||
Consensus Cloud Solutions, Inc.*(a) | 15,500 | 528,395 | ||||
Digital Turbine, Inc.* | 79,600 | 983,856 | ||||
DoubleVerify Holdings, Inc.*(a) | 76,950 | 2,320,042 | ||||
Ebix, Inc.(a) | 20,627 | 272,070 | ||||
InterDigital, Inc.(a) | 23,820 | 1,736,478 | ||||
LivePerson, Inc.* | 61,460 | 271,039 | ||||
LiveRamp Holdings, Inc.* | 57,000 | 1,250,010 | ||||
N-able, Inc.* | 55,000 | 726,000 | ||||
OneSpan, Inc.* | 31,000 | 542,500 | ||||
Progress Software Corp. | 38,117 | 2,189,822 | ||||
SPS Commerce, Inc.*(a) | 31,750 | 4,835,525 | ||||
Xperi, Inc.*(a) | 36,886 | 403,164 | ||||
22,830,455 | ||||||
Specialized REITs — 0.7% | ||||||
Four Corners Property Trust, Inc.(a) | 73,929 | 1,985,733 | ||||
iStar, Inc.(a) | 33,682 | 989,240 | ||||
Outfront Media, Inc.(a) | 128,700 | 2,088,801 | ||||
Uniti Group, Inc.(a) | 208,160 | 738,968 | ||||
5,802,742 | ||||||
Specialty Retail — 4.6% | ||||||
Aaron’s Co., Inc. (The) | 26,990 | 260,723 | ||||
Abercrombie & Fitch Co. (Class A Stock)*(a) | 43,200 | 1,198,800 | ||||
Academy Sports & Outdoors, Inc.(a) | 68,950 | 4,498,987 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Specialty Retail (cont’d.) | ||||||
American Eagle Outfitters, Inc.(a) | 153,550 | $2,063,712 | ||||
America’s Car-Mart, Inc.*(a) | 5,180 | 410,308 | ||||
Asbury Automotive Group, Inc.*(a) | 19,500 | 4,095,000 | ||||
Boot Barn Holdings, Inc.*(a) | 26,280 | 2,014,099 | ||||
Buckle, Inc. (The)(a) | 25,949 | 926,120 | ||||
Caleres, Inc.(a) | 31,464 | 680,566 | ||||
Chico’s FAS, Inc.*(a) | 109,750 | 603,625 | ||||
Children’s Place, Inc. (The)*(a) | 10,715 | 431,279 | ||||
Designer Brands, Inc. (Class A Stock) | 44,150 | 385,871 | ||||
Genesco, Inc.* | 10,502 | 387,314 | ||||
Group 1 Automotive, Inc. | 12,864 | 2,912,667 | ||||
Guess?, Inc.(a) | 26,750 | 520,555 | ||||
Haverty Furniture Cos., Inc.(a) | 11,601 | 370,188 | ||||
Hibbett, Inc.(a) | 11,246 | 663,289 | ||||
Leslie’s, Inc.*(a) | 131,050 | 1,442,860 | ||||
MarineMax, Inc.* | 19,162 | 550,908 | ||||
Monro, Inc.(a) | 27,682 | 1,368,321 | ||||
National Vision Holdings, Inc.*(a) | 69,550 | 1,310,322 | ||||
ODP Corp. (The)* | 35,535 | 1,598,364 | ||||
PetMed Express, Inc.(a) | 18,491 | 300,294 | ||||
Sally Beauty Holdings, Inc.*(a) | 94,570 | 1,473,401 | ||||
Shoe Carnival, Inc.(a) | 14,790 | 379,364 | ||||
Signet Jewelers Ltd.(a) | 40,040 | 3,114,311 | ||||
Sleep Number Corp.*(a) | 19,290 | 586,609 | ||||
Sonic Automotive, Inc. (Class A Stock)(a) | 14,727 | 800,265 | ||||
Upbound Group, Inc.(a) | 44,170 | 1,082,607 | ||||
Urban Outfitters, Inc.*(a) | 52,800 | 1,463,616 | ||||
Zumiez, Inc.*(a) | 13,670 | 252,075 | ||||
38,146,420 | ||||||
Technology Hardware, Storage & Peripherals — 0.2% | ||||||
Avid Technology, Inc.*(a) | 29,300 | 937,014 | ||||
Corsair Gaming, Inc.*(a) | 35,300 | 647,755 | ||||
1,584,769 | ||||||
Textiles, Apparel & Luxury Goods — 1.2% | ||||||
G-III Apparel Group Ltd.* | 37,510 | 583,280 | ||||
Hanesbrands, Inc. | 307,750 | 1,618,765 | ||||
Kontoor Brands, Inc.(a) | 43,500 | 2,104,965 | ||||
Movado Group, Inc. | 13,767 | 396,077 | ||||
Oxford Industries, Inc.(a) | 13,056 | 1,378,583 | ||||
Steven Madden Ltd. | 64,525 | 2,322,900 | ||||
Wolverine World Wide, Inc.(a) | 69,394 | 1,183,168 | ||||
9,587,738 | ||||||
Tobacco — 0.3% | ||||||
Universal Corp. | 21,550 | 1,139,779 | ||||
Vector Group Ltd.(a) | 115,902 | 1,391,983 | ||||
2,531,762 | ||||||
Trading Companies & Distributors — 1.5% | ||||||
Applied Industrial Technologies, Inc. | 34,008 | 4,833,557 | ||||
Boise Cascade Co. | 34,760 | 2,198,570 | ||||
DXP Enterprises, Inc.* | 13,850 | 372,842 | ||||
GMS, Inc.* | 36,770 | 2,128,616 | ||||
NOW, Inc.* | 97,300 | 1,084,895 |
A7
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2023 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Trading Companies & Distributors (cont’d.) | ||||||
Veritiv Corp. | 11,880 | $1,605,463 | ||||
12,223,943 | ||||||
Water Utilities — 1.1% | ||||||
American States Water Co.(a) | 32,592 | 2,897,103 | ||||
California Water Service Group | 48,310 | 2,811,642 | ||||
Middlesex Water Co. | 15,600 | 1,218,672 | ||||
SJW Group(a) | 23,550 | 1,792,861 | ||||
8,720,278 | ||||||
Wireless Telecommunication Services — 0.3% | ||||||
Gogo, Inc.* | 57,250 | 830,125 | ||||
Shenandoah Telecommunications Co. | 43,960 | 836,119 | ||||
Telephone & Data Systems, Inc.(a) | 88,000 | 924,880 | ||||
2,591,124 | ||||||
Total Common Stocks (cost $576,560,491) | 804,470,101 | |||||
Exchange-Traded Fund — 1.4% | ||||||
iShares Core S&P Small-Cap ETF(a) | 118,820 | 11,489,894 | ||||
(cost $11,011,548) | ||||||
Total Long-Term Investments (cost $587,572,039) | 815,959,995 | |||||
Short-Term Investments — 34.6% | ||||||
Affiliated Mutual Funds — 34.5% | ||||||
PGIM Core Ultra Short Bond Fund(wa) | 6,943,102 | 6,943,102 | ||||
PGIM Institutional Money Market Fund (cost $276,966,363; includes $275,719,562 of cash collateral for securities on loan)(b)(wa) | 277,355,351 | 277,216,674 | ||||
Total Affiliated Mutual Funds (cost $283,909,465) | 284,159,776 |
Interest Rate | Maturity Date | Principal Amount (000)# | |||||
U.S. Treasury Obligation(k)(n) — 0.1% | |||||||
U.S. Treasury Bills | |||||||
4.552% | 06/15/23 | 600 | 594,358 | ||||
(cost $594,375) | |||||||
Total Short-Term Investments (cost $284,503,840) | 284,754,134 | ||||||
TOTAL INVESTMENTS—133.6% (cost $872,075,879) | 1,100,714,129 | ||||||
Liabilities in excess of other assets(z) — (33.6)% | (277,001,477) | ||||||
Net Assets — 100.0% | $823,712,652 |
Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings: | |
ETF | Exchange-Traded Fund |
REITs | Real Estate Investment Trust |
S&P | Standard & Poor’s |
SPAC | Special Purpose Acquisition Company |
* | Non-income producing security. |
# | Principal amount is shown in U.S. dollars unless otherwise stated. |
^ | Indicates a Level 3 instrument. The aggregate value of Level 3 instruments is $(19,884) and (0.0)% of net assets. |
(a) | All or a portion of security is on loan. The aggregate market value of such securities, including those sold and pending settlement, is $275,386,666; cash collateral of $275,719,562 (included in liabilities) was received with which the Portfolio purchased highly liquid short-term investments. In the event of significant appreciation in value of securities on loan on the last business day of the reporting period, the Portfolio may reflect a collateral value that is less than the market value of the loaned securities and such shortfall is remedied the following business day. |
(b) | Represents security, or portion thereof, purchased with cash collateral received for securities on loan and includes dividend reinvestment. |
(k) | Represents security, or a portion thereof, segregated as collateral for centrally cleared/exchange-traded derivatives. |
(n) | Rate shown reflects yield to maturity at purchased date. |
(wa) | PGIM Investments LLC, the manager of the Portfolio, also serves as manager of the PGIM Core Ultra Short Bond Fund and PGIM Institutional Money Market Fund, if applicable. |
(z) | Includes net unrealized appreciation/(depreciation) and/or market value of the below holdings which are excluded from the Schedule of Investments: |
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PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2023 (unaudited) |
Unfunded commitment with a SPAC outstanding at March
31, 2023:
Issuer | Shares | Unfunded commitment amount | Current Value | Unrealized Depreciation | ||||
OmniAb, Inc.^(a) | 5,596 | $9,943 | $1 | $(9,942) | ||||
OmniAb, Inc.^(a) | 5,596 | 9,943 | 1 | (9,942) | ||||
$19,886 | $2 | $(19,884) |
Futures contracts outstanding at March 31, 2023: | ||||||||
Number of Contracts | Type | Expiration Date | Current Notional Amount | Value / Unrealized Appreciation (Depreciation) | ||||
Long Position: | ||||||||
81 | Russell 2000 E-Mini Index | Jun. 2023 | $7,344,675 | $139,302 |
Other information
regarding the Portfolio is available in the Portfolio’s most recent Report to Shareholders. This information is available on the Securities and Exchange Commission’s website (www.sec.gov).
A9