Free signup for more
- Track your favorite companies
- Receive email alerts for new filings
- Personalized dashboard of news and more
- Access all data and search results
Filing tables
Filing exhibits
Prudential Series Fund similar filings
- 24 Nov 23 PSF PGIM Government Income Portfolio (Sep 2023 report)
- 24 Nov 23 PSF Stock Index Portfolio (Sep 2023 report)
- 24 Nov 23 PSF PGIM Total Return Bond Portfolio (Sep 2023 report)
- 24 Nov 23 PSF Small-Cap Stock Index Portfolio (Sep 2023 report)
- 24 Nov 23 PSF PGIM Jennison Blend Portfolio (Sep 2023 report)
- 24 Nov 23 PSF Global Portfolio (Sep 2023 report)
- 24 Nov 23 PSF Natural Resources Portfolio (Sep 2023 report)
Filing view
External links
PSF SMALL-CAP STOCK INDEX
PORTFOLIO
SCHEDULE OF INVESTMENTS | as of September 30, 2023 (unaudited) |
Shares | Value | |||||
Long-Term Investments — 99.4% | ||||||
Common Stocks — 98.9% | ||||||
Aerospace & Defense — 1.2% | ||||||
AAR Corp.* | 35,731 | $2,127,066 | ||||
AeroVironment, Inc.* | 28,233 | 3,148,826 | ||||
Kaman Corp. | 30,423 | 597,812 | ||||
Mercury Systems, Inc.* | 55,200 | 2,047,368 | ||||
Moog, Inc. (Class A Stock) | 30,934 | 3,494,305 | ||||
National Presto Industries, Inc. | 5,607 | 406,283 | ||||
Triumph Group, Inc.* | 82,751 | 633,873 | ||||
12,455,533 | ||||||
Air Freight & Logistics — 0.4% | ||||||
Forward Air Corp.(a) | 27,601 | 1,897,293 | ||||
Hub Group, Inc. (Class A Stock)* | 33,790 | 2,653,866 | ||||
4,551,159 | ||||||
Automobile Components — 1.5% | ||||||
American Axle & Manufacturing Holdings, Inc.* | 126,250 | 916,575 | ||||
Dana, Inc. | 138,550 | 2,032,528 | ||||
Dorman Products, Inc.* | 30,471 | 2,308,483 | ||||
Gentherm, Inc.* | 35,469 | 1,924,548 | ||||
LCI Industries | 27,268 | 3,201,809 | ||||
Patrick Industries, Inc.(a) | 22,407 | 1,681,869 | ||||
Phinia, Inc. | 50,700 | 1,358,253 | ||||
Standard Motor Products, Inc. | 20,173 | 678,216 | ||||
XPEL, Inc.*(a) | 22,852 | 1,762,118 | ||||
15,864,399 | ||||||
Automobiles — 0.2% | ||||||
Winnebago Industries, Inc.(a) | 32,496 | 1,931,887 | ||||
Banks — 8.7% | ||||||
Ameris Bancorp | 69,952 | 2,685,457 | ||||
Atlantic Union Bankshares Corp.(a) | 80,868 | 2,327,381 | ||||
Axos Financial, Inc.* | 56,580 | 2,142,119 | ||||
Banc of California, Inc.(a) | 56,496 | 699,420 | ||||
BancFirst Corp. | 15,527 | 1,346,657 | ||||
Bancorp, Inc. (The)* | 58,526 | 2,019,147 | ||||
Bank of Hawaii Corp.(a) | 42,750 | 2,124,247 | ||||
BankUnited, Inc. | 80,237 | 1,821,380 | ||||
Banner Corp. | 36,937 | 1,565,390 | ||||
Berkshire Hills Bancorp, Inc. | 47,473 | 951,834 | ||||
Brookline Bancorp, Inc. | 95,611 | 871,016 | ||||
Capitol Federal Financial, Inc.(a) | 136,581 | 651,491 | ||||
Cathay General Bancorp | 78,150 | 2,716,494 | ||||
Central Pacific Financial Corp. | 29,184 | 486,789 | ||||
City Holding Co.(a) | 16,078 | 1,452,647 | ||||
Community Bank System, Inc.(a) | 57,636 | 2,432,816 | ||||
Customers Bancorp, Inc.*(a) | 30,346 | 1,045,420 | ||||
CVB Financial Corp.(a) | 142,523 | 2,361,606 | ||||
Dime Community Bancshares, Inc. | 37,690 | 752,292 | ||||
Eagle Bancorp, Inc. | 32,235 | 691,441 | ||||
FB Financial Corp. | 37,855 | 1,073,568 | ||||
First Bancorp | 44,312 | 1,246,940 | ||||
First BanCorp. (Puerto Rico) | 191,961 | 2,583,795 | ||||
First Commonwealth Financial Corp. | 110,432 | 1,348,375 | ||||
First Financial Bancorp | 102,574 | 2,010,450 | ||||
First Hawaiian, Inc. | 137,632 | 2,484,258 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Banks (cont’d.) | ||||||
Fulton Financial Corp. | 176,900 | $2,142,259 | ||||
Hanmi Financial Corp. | 32,902 | 533,999 | ||||
Heritage Financial Corp. | 37,786 | 616,290 | ||||
Hilltop Holdings, Inc. | 49,859 | 1,414,001 | ||||
Hope Bancorp, Inc. | 129,445 | 1,145,588 | ||||
Independent Bank Corp. | 47,485 | 2,331,039 | ||||
Independent Bank Group, Inc. | 38,614 | 1,527,184 | ||||
Lakeland Financial Corp.(a) | 27,328 | 1,296,987 | ||||
National Bank Holdings Corp. (Class A Stock) | 40,669 | 1,210,309 | ||||
NBT Bancorp, Inc.(a) | 50,917 | 1,613,560 | ||||
Northfield Bancorp, Inc. | 42,708 | 403,591 | ||||
Northwest Bancshares, Inc. | 137,073 | 1,402,257 | ||||
OFG Bancorp (Puerto Rico) | 50,806 | 1,517,067 | ||||
Pacific Premier Bancorp, Inc. | 103,225 | 2,246,176 | ||||
PacWest Bancorp(a) | 127,816 | 1,011,025 | ||||
Park National Corp. | 15,405 | 1,456,081 | ||||
Pathward Financial, Inc. | 28,203 | 1,299,876 | ||||
Preferred Bank(a) | 13,998 | 871,375 | ||||
Provident Financial Services, Inc.(a) | 81,459 | 1,245,508 | ||||
Renasant Corp. | 60,545 | 1,585,673 | ||||
S&T Bancorp, Inc. | 41,229 | 1,116,481 | ||||
Seacoast Banking Corp. of Florida | 91,557 | 2,010,592 | ||||
ServisFirst Bancshares, Inc.(a) | 52,721 | 2,750,455 | ||||
Simmons First National Corp. (Class A Stock) | 136,149 | 2,309,087 | ||||
Southside Bancshares, Inc.(a) | 31,293 | 898,109 | ||||
Stellar Bancorp, Inc. | 50,592 | 1,078,621 | ||||
Tompkins Financial Corp. | 13,363 | 654,653 | ||||
Triumph Financial, Inc.* | 23,245 | 1,506,044 | ||||
TrustCo Bank Corp. | 20,530 | 560,264 | ||||
Trustmark Corp. | 65,683 | 1,427,292 | ||||
United Community Banks, Inc.(a) | 127,958 | 3,251,413 | ||||
Veritex Holdings, Inc. | 58,510 | 1,050,254 | ||||
Washington Federal, Inc. | 69,791 | 1,788,045 | ||||
Westamerica BanCorp | 28,655 | 1,239,329 | ||||
WSFS Financial Corp. | 65,710 | 2,398,415 | ||||
92,801,329 | ||||||
Beverages — 0.3% | ||||||
MGP Ingredients, Inc. | 16,853 | 1,777,655 | ||||
National Beverage Corp.* | 25,053 | 1,177,992 | ||||
2,955,647 | ||||||
Biotechnology — 1.5% | ||||||
Arcus Biosciences, Inc.*(a) | 57,873 | 1,038,820 | ||||
Avid Bioservices, Inc.*(a) | 67,648 | 638,597 | ||||
Catalyst Pharmaceuticals, Inc.* | 108,069 | 1,263,327 | ||||
Cytokinetics, Inc.*(a) | 103,400 | 3,046,164 | ||||
Dynavax Technologies Corp.*(a) | 138,910 | 2,051,701 | ||||
Ironwood Pharmaceuticals, Inc.* | 148,077 | 1,425,981 | ||||
iTeos Therapeutics, Inc.* | 28,540 | 312,513 | ||||
Myriad Genetics, Inc.* | 88,294 | 1,416,236 | ||||
REGENXBIO, Inc.* | 43,618 | 717,952 | ||||
Vericel Corp.*(a) | 51,386 | 1,722,459 | ||||
Vir Biotechnology, Inc.*(a) | 92,667 | 868,290 |
A1
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of September 30, 2023 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Biotechnology (cont’d.) | ||||||
Xencor, Inc.*(a) | 65,355 | $1,316,903 | ||||
15,818,943 | ||||||
Building Products — 2.0% | ||||||
AAON, Inc.(a) | 72,860 | 4,143,548 | ||||
American Woodmark Corp.* | 17,570 | 1,328,468 | ||||
Apogee Enterprises, Inc. | 23,695 | 1,115,561 | ||||
AZZ, Inc. | 26,861 | 1,224,324 | ||||
Gibraltar Industries, Inc.* | 32,733 | 2,209,805 | ||||
Griffon Corp. | 44,155 | 1,751,629 | ||||
Hayward Holdings, Inc.* | 135,400 | 1,909,140 | ||||
Insteel Industries, Inc. | 20,943 | 679,810 | ||||
Masterbrand, Inc.* | 137,687 | 1,672,897 | ||||
PGT Innovations, Inc.* | 62,905 | 1,745,614 | ||||
Quanex Building Products Corp. | 35,527 | 1,000,795 | ||||
Resideo Technologies, Inc.* | 158,957 | 2,511,520 | ||||
21,293,111 | ||||||
Capital Markets — 1.5% | ||||||
Artisan Partners Asset Management, Inc. (Class A Stock)(a) | 73,700 | 2,757,854 | ||||
Avantax, Inc.* | 39,658 | 1,014,452 | ||||
B. Riley Financial, Inc.(a) | 17,761 | 728,023 | ||||
Brightsphere Investment Group, Inc.(a) | 34,931 | 677,312 | ||||
Donnelley Financial Solutions, Inc.* | 26,786 | 1,507,516 | ||||
Moelis & Co. (Class A Stock)(a) | 71,700 | 3,235,821 | ||||
Piper Sandler Cos. | 16,162 | 2,348,500 | ||||
StoneX Group, Inc.* | 19,167 | 1,857,666 | ||||
Virtus Investment Partners, Inc. | 7,333 | 1,481,193 | ||||
WisdomTree, Inc.(a) | 123,198 | 862,386 | ||||
16,470,723 | ||||||
Chemicals — 2.7% | ||||||
AdvanSix, Inc. | 29,343 | 911,980 | ||||
American Vanguard Corp. | 29,400 | 321,342 | ||||
Balchem Corp. | 34,725 | 4,307,289 | ||||
Hawkins, Inc. | 20,584 | 1,211,368 | ||||
HB Fuller Co.(a) | 57,978 | 3,977,871 | ||||
Ingevity Corp.* | 36,250 | 1,725,863 | ||||
Innospec, Inc. | 26,779 | 2,736,814 | ||||
Koppers Holdings, Inc. | 22,419 | 886,671 | ||||
Livent Corp.*(a) | 193,545 | 3,563,163 | ||||
Mativ Holdings, Inc.(a) | 58,995 | 841,269 | ||||
Minerals Technologies, Inc. | 35,021 | 1,917,750 | ||||
Quaker Chemical Corp.(a) | 14,945 | 2,391,200 | ||||
Sensient Technologies Corp. | 45,400 | 2,654,992 | ||||
Stepan Co. | 22,779 | 1,707,742 | ||||
29,155,314 | ||||||
Commercial Services & Supplies — 2.1% | ||||||
ABM Industries, Inc. | 71,312 | 2,853,193 | ||||
Brady Corp. (Class A Stock) | 49,430 | 2,714,696 | ||||
CoreCivic, Inc.* | 122,523 | 1,378,384 | ||||
Deluxe Corp.(a) | 47,034 | 888,472 | ||||
Enviri Corp.* | 86,026 | 621,108 | ||||
GEO Group, Inc. (The)*(a) | 136,017 | 1,112,619 | ||||
Healthcare Services Group, Inc. | 79,989 | 834,285 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Commercial Services & Supplies (cont’d.) | ||||||
HNI Corp. | 50,197 | $1,738,322 | ||||
Interface, Inc. | 62,650 | 614,596 | ||||
Liquidity Services, Inc.* | 24,141 | 425,364 | ||||
Matthews International Corp. (Class A Stock)(a) | 32,857 | 1,278,466 | ||||
MillerKnoll, Inc. | 81,617 | 1,995,536 | ||||
OPENLANE, Inc.*(a) | 118,037 | 1,761,112 | ||||
Pitney Bowes, Inc.(a) | 165,175 | 498,829 | ||||
UniFirst Corp. | 16,263 | 2,651,032 | ||||
Viad Corp.* | 22,516 | 589,919 | ||||
21,955,933 | ||||||
Communications Equipment — 1.2% | ||||||
ADTRAN Holdings, Inc. | 76,360 | 628,443 | ||||
Clearfield, Inc.*(a) | 14,000 | 401,240 | ||||
Digi International, Inc.*(a) | 38,798 | 1,047,546 | ||||
Extreme Networks, Inc.* | 137,578 | 3,330,763 | ||||
Harmonic, Inc.* | 120,708 | 1,162,418 | ||||
NetScout Systems, Inc.* | 76,087 | 2,131,958 | ||||
Viasat, Inc.*(a) | 80,265 | 1,481,692 | ||||
Viavi Solutions, Inc.* | 239,887 | 2,192,567 | ||||
12,376,627 | ||||||
Construction & Engineering — 1.6% | ||||||
Arcosa, Inc. | 52,463 | 3,772,090 | ||||
Comfort Systems USA, Inc. | 38,537 | 6,567,090 | ||||
Dycom Industries, Inc.* | 31,508 | 2,804,212 | ||||
Granite Construction, Inc.(a) | 47,374 | 1,801,160 | ||||
MYR Group, Inc.* | 17,990 | 2,424,332 | ||||
17,368,884 | ||||||
Consumer Finance — 1.0% | ||||||
Bread Financial Holdings, Inc. | 54,180 | 1,852,956 | ||||
Encore Capital Group, Inc.*(a) | 25,233 | 1,205,128 | ||||
Enova International, Inc.* | 33,103 | 1,683,950 | ||||
EZCORP, Inc. (Class A Stock)* | 56,182 | 463,502 | ||||
Green Dot Corp. (Class A Stock)* | 48,536 | 676,106 | ||||
Navient Corp. | 94,400 | 1,625,568 | ||||
PRA Group, Inc.* | 42,343 | 813,409 | ||||
PROG Holdings, Inc.* | 49,279 | 1,636,556 | ||||
World Acceptance Corp.*(a) | 3,674 | 466,818 | ||||
10,423,993 | ||||||
Consumer Staples Distribution & Retail — 0.6% | ||||||
Andersons, Inc. (The) | 33,878 | 1,745,056 | ||||
Chefs’ Warehouse, Inc. (The)*(a) | 38,077 | 806,471 | ||||
PriceSmart, Inc. | 27,699 | 2,061,636 | ||||
SpartanNash Co. | 37,490 | 824,780 | ||||
United Natural Foods, Inc.* | 63,186 | 893,450 | ||||
6,331,393 | ||||||
Containers & Packaging — 0.3% | ||||||
Myers Industries, Inc. | 39,672 | 711,319 | ||||
O-I Glass, Inc.* | 166,975 | 2,793,492 | ||||
3,504,811 |
A2
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of September 30, 2023 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Diversified Consumer Services — 0.9% | ||||||
Adtalem Global Education, Inc.* | 44,690 | $1,914,966 | ||||
Frontdoor, Inc.* | 86,502 | 2,646,096 | ||||
Mister Car Wash, Inc.*(a) | 97,756 | 538,636 | ||||
Perdoceo Education Corp. | 70,756 | 1,209,928 | ||||
Strategic Education, Inc. | 23,655 | 1,780,039 | ||||
Stride, Inc.*(a) | 43,550 | 1,961,056 | ||||
10,050,721 | ||||||
Diversified REITs — 0.8% | ||||||
Alexander & Baldwin, Inc. | 78,305 | 1,310,043 | ||||
American Assets Trust, Inc.(a) | 52,402 | 1,019,219 | ||||
Armada Hoffler Properties, Inc. | 73,254 | 750,121 | ||||
Essential Properties Realty Trust, Inc.(a) | 167,935 | 3,632,434 | ||||
Global Net Lease, Inc.(a) | 209,560 | 2,013,871 | ||||
8,725,688 | ||||||
Diversified Telecommunication Services — 0.5% | ||||||
ATN International, Inc. | 11,424 | 360,541 | ||||
Cogent Communications Holdings, Inc.(a) | 46,796 | 2,896,672 | ||||
Consolidated Communications Holdings, Inc.* | 80,490 | 275,276 | ||||
Lumen Technologies, Inc.*(a) | 1,087,018 | 1,543,566 | ||||
5,076,055 | ||||||
Electric Utilities — 0.3% | ||||||
Otter Tail Corp.(a) | 44,899 | 3,408,732 | ||||
Electrical Equipment — 0.4% | ||||||
Encore Wire Corp.(a) | 18,116 | 3,305,445 | ||||
Powell Industries, Inc. | 9,770 | 809,933 | ||||
SunPower Corp.*(a) | 92,600 | 571,342 | ||||
4,686,720 | ||||||
Electronic Equipment, Instruments & Components — 4.1% | ||||||
Advanced Energy Industries, Inc. | 40,506 | 4,176,979 | ||||
Arlo Technologies, Inc.* | 101,438 | 1,044,811 | ||||
Badger Meter, Inc. | 31,583 | 4,543,846 | ||||
Benchmark Electronics, Inc. | 38,465 | 933,161 | ||||
CTS Corp. | 33,726 | 1,407,723 | ||||
ePlus, Inc.* | 28,954 | 1,839,158 | ||||
Fabrinet (Thailand)* | 39,101 | 6,515,009 | ||||
Insight Enterprises, Inc.* | 32,571 | 4,739,080 | ||||
Itron, Inc.* | 48,910 | 2,962,968 | ||||
Knowles Corp.* | 98,299 | 1,455,808 | ||||
Methode Electronics, Inc. | 38,848 | 887,677 | ||||
OSI Systems, Inc.* | 16,592 | 1,958,520 | ||||
PC Connection, Inc. | 12,062 | 643,869 | ||||
Plexus Corp.* | 29,522 | 2,744,955 | ||||
Rogers Corp.* | 18,025 | 2,369,747 | ||||
Sanmina Corp.* | 61,538 | 3,340,283 | ||||
ScanSource, Inc.* | 26,831 | 813,248 | ||||
TTM Technologies, Inc.* | 112,042 | 1,443,101 | ||||
43,819,943 | ||||||
Energy Equipment & Services — 2.5% | ||||||
Archrock, Inc.(a) | 148,527 | 1,871,440 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Energy Equipment & Services (cont’d.) | ||||||
Bristow Group, Inc.* | 25,850 | $728,195 | ||||
Core Laboratories, Inc.(a) | 50,348 | 1,208,855 | ||||
Dril-Quip, Inc.* | 36,868 | 1,038,572 | ||||
Helix Energy Solutions Group, Inc.*(a) | 152,875 | 1,707,614 | ||||
Helmerich & Payne, Inc. | 106,986 | 4,510,530 | ||||
Liberty Energy, Inc. | 167,050 | 3,093,766 | ||||
Nabors Industries Ltd.* | 9,674 | 1,191,256 | ||||
Oceaneering International, Inc.* | 108,498 | 2,790,569 | ||||
Oil States International, Inc.* | 68,914 | 576,810 | ||||
Patterson-UTI Energy, Inc. | 345,323 | 4,779,270 | ||||
ProPetro Holding Corp.* | 93,645 | 995,446 | ||||
RPC, Inc.(a) | 91,817 | 820,844 | ||||
U.S. Silica Holdings, Inc.* | 83,155 | 1,167,496 | ||||
26,480,663 | ||||||
Entertainment — 0.5% | ||||||
Cinemark Holdings, Inc.*(a) | 116,721 | 2,141,830 | ||||
Madison Square Garden Sports Corp. | 17,930 | 3,161,059 | ||||
Marcus Corp. (The)(a) | 26,559 | 411,665 | ||||
5,714,554 | ||||||
Financial Services — 1.9% | ||||||
EVERTEC, Inc. (Puerto Rico) | 69,682 | 2,590,777 | ||||
Jackson Financial, Inc. (Class A Stock) | 78,480 | 2,999,506 | ||||
Mr. Cooper Group, Inc.* | 71,911 | 3,851,553 | ||||
NMI Holdings, Inc. (Class A Stock)* | 88,607 | 2,400,364 | ||||
Payoneer Global, Inc.* | 278,868 | 1,706,672 | ||||
Radian Group, Inc.(a) | 169,569 | 4,257,877 | ||||
Walker & Dunlop, Inc. | 35,885 | 2,664,102 | ||||
20,470,851 | ||||||
Food Products — 1.9% | ||||||
B&G Foods, Inc.(a) | 77,957 | 770,995 | ||||
Calavo Growers, Inc. | 19,157 | 483,331 | ||||
Cal-Maine Foods, Inc. | 43,777 | 2,119,682 | ||||
Fresh Del Monte Produce, Inc. | 36,326 | 938,664 | ||||
Hain Celestial Group, Inc. (The)* | 96,434 | 1,000,021 | ||||
Hostess Brands, Inc.* | 143,125 | 4,767,494 | ||||
J & J Snack Foods Corp. | 16,612 | 2,718,554 | ||||
John B. Sanfilippo & Son, Inc.(a) | 9,558 | 944,330 | ||||
Simply Good Foods Co. (The)* | 97,555 | 3,367,599 | ||||
Tootsie Roll Industries, Inc. | 18,777 | 560,681 | ||||
TreeHouse Foods, Inc.* | 55,228 | 2,406,836 | ||||
20,078,187 | ||||||
Gas Utilities — 0.3% | ||||||
Chesapeake Utilities Corp. | 19,157 | 1,872,597 | ||||
Northwest Natural Holding Co. | 38,900 | 1,484,424 | ||||
3,357,021 | ||||||
Ground Transportation — 0.7% | ||||||
ArcBest Corp. | 25,866 | 2,629,279 | ||||
Heartland Express, Inc. | 49,434 | 726,186 | ||||
Marten Transport Ltd. | 62,266 | 1,227,263 | ||||
RXO, Inc.* | 126,169 | 2,489,314 | ||||
7,072,042 |
A3
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of September 30, 2023 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Health Care Equipment & Supplies — 2.5% | ||||||
Artivion, Inc.* | 42,034 | $637,235 | ||||
Avanos Medical, Inc.* | 50,548 | 1,022,080 | ||||
CONMED Corp.(a) | 33,015 | 3,329,563 | ||||
Embecta Corp. | 61,812 | 930,271 | ||||
Glaukos Corp.*(a) | 52,364 | 3,940,391 | ||||
Integer Holdings Corp.*(a) | 35,823 | 2,809,598 | ||||
LeMaitre Vascular, Inc. | 21,283 | 1,159,498 | ||||
Merit Medical Systems, Inc.* | 62,070 | 4,284,071 | ||||
Omnicell, Inc.* | 48,650 | 2,191,196 | ||||
OraSure Technologies, Inc.* | 79,173 | 469,496 | ||||
Orthofix Medical, Inc.* | 39,596 | 509,205 | ||||
STAAR Surgical Co.*(a) | 52,200 | 2,097,396 | ||||
Tandem Diabetes Care, Inc.* | 69,994 | 1,453,775 | ||||
UFP Technologies, Inc.* | 7,580 | 1,223,791 | ||||
Varex Imaging Corp.* | 43,582 | 818,906 | ||||
26,876,472 | ||||||
Health Care Providers & Services — 3.1% | ||||||
AdaptHealth Corp.*(a) | 88,065 | 801,391 | ||||
Addus HomeCare Corp.* | 17,391 | 1,481,539 | ||||
Agiliti, Inc.*(a) | 38,069 | 247,068 | ||||
AMN Healthcare Services, Inc.*(a) | 40,853 | 3,479,859 | ||||
Apollo Medical Holdings, Inc.*(a) | 45,365 | 1,399,510 | ||||
Community Health Systems, Inc.* | 137,224 | 397,950 | ||||
CorVel Corp.* | 9,778 | 1,922,844 | ||||
Cross Country Healthcare, Inc.*(a) | 36,306 | 900,026 | ||||
Enhabit, Inc.* | 54,029 | 607,826 | ||||
Ensign Group, Inc. (The)(a) | 60,485 | 5,620,871 | ||||
Fulgent Genetics, Inc.*(a) | 21,932 | 586,462 | ||||
ModivCare, Inc.* | 13,329 | 419,997 | ||||
NeoGenomics, Inc.* | 137,605 | 1,692,541 | ||||
Owens & Minor, Inc.* | 82,544 | 1,333,911 | ||||
Pediatrix Medical Group, Inc.* | 89,232 | 1,134,139 | ||||
Premier, Inc. (Class A Stock) | 128,200 | 2,756,300 | ||||
Privia Health Group, Inc.* | 109,900 | 2,527,700 | ||||
RadNet, Inc.*(a) | 65,032 | 1,833,252 | ||||
Select Medical Holdings Corp. | 112,237 | 2,836,229 | ||||
U.S. Physical Therapy, Inc.(a) | 16,044 | 1,471,716 | ||||
33,451,131 | ||||||
Health Care REITs — 0.5% | ||||||
CareTrust REIT, Inc.(a) | 107,085 | 2,195,242 | ||||
Community Healthcare Trust, Inc. | 26,643 | 791,297 | ||||
LTC Properties, Inc. | 44,658 | 1,434,862 | ||||
Universal Health Realty Income Trust | 13,600 | 549,848 | ||||
4,971,249 | ||||||
Health Care Technology — 0.7% | ||||||
Certara, Inc.*(a) | 115,445 | 1,678,570 | ||||
HealthStream, Inc. | 26,121 | 563,691 | ||||
NextGen Healthcare, Inc.* | 58,535 | 1,389,036 | ||||
Schrodinger, Inc.*(a) | 58,850 | 1,663,689 | ||||
Simulations Plus, Inc. | 17,081 | 712,278 | ||||
Veradigm, Inc.* | 117,826 | 1,548,234 | ||||
7,555,498 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Hotel & Resort REITs — 1.2% | ||||||
Apple Hospitality REIT, Inc.(a) | 229,150 | $3,515,161 | ||||
Chatham Lodging Trust | 52,701 | 504,348 | ||||
DiamondRock Hospitality Co.(a) | 226,054 | 1,815,214 | ||||
Pebblebrook Hotel Trust(a) | 129,931 | 1,765,762 | ||||
Service Properties Trust | 178,440 | 1,372,204 | ||||
Summit Hotel Properties, Inc. | 115,999 | 672,794 | ||||
Sunstone Hotel Investors, Inc.(a) | 223,442 | 2,089,183 | ||||
Xenia Hotels & Resorts, Inc.(a) | 115,655 | 1,362,416 | ||||
13,097,082 | ||||||
Hotels, Restaurants & Leisure — 2.0% | ||||||
BJ’s Restaurants, Inc.* | 25,425 | 596,471 | ||||
Bloomin’ Brands, Inc.(a) | 93,718 | 2,304,526 | ||||
Brinker International, Inc.* | 47,754 | 1,508,549 | ||||
Cheesecake Factory, Inc. (The)(a) | 50,885 | 1,541,815 | ||||
Chuy’s Holdings, Inc.*(a) | 19,466 | 692,600 | ||||
Cracker Barrel Old Country Store, Inc.(a) | 23,766 | 1,597,075 | ||||
Dave & Buster’s Entertainment, Inc.*(a) | 37,049 | 1,373,406 | ||||
Dine Brands Global, Inc.(a) | 16,677 | 824,678 | ||||
Golden Entertainment, Inc. | 23,346 | 797,966 | ||||
Jack in the Box, Inc. | 21,600 | 1,491,696 | ||||
Monarch Casino & Resort, Inc. | 14,339 | 890,452 | ||||
Papa John’s International, Inc.(a) | 35,200 | 2,401,344 | ||||
Sabre Corp.* | 358,406 | 1,609,243 | ||||
Shake Shack, Inc. (Class A Stock)* | 40,339 | 2,342,486 | ||||
Six Flags Entertainment Corp.* | 77,221 | 1,815,466 | ||||
21,787,773 | ||||||
Household Durables — 3.0% | ||||||
Cavco Industries, Inc.* | 8,680 | 2,305,929 | ||||
Century Communities, Inc. | 30,641 | 2,046,206 | ||||
Ethan Allen Interiors, Inc.(a) | 24,623 | 736,228 | ||||
Green Brick Partners, Inc.*(a) | 27,284 | 1,132,559 | ||||
Installed Building Products, Inc. | 25,393 | 3,171,332 | ||||
iRobot Corp.* | 29,734 | 1,126,918 | ||||
La-Z-Boy, Inc. | 46,667 | 1,441,077 | ||||
LGI Homes, Inc.*(a) | 21,990 | 2,187,785 | ||||
M/I Homes, Inc.*(a) | 29,883 | 2,511,367 | ||||
MDC Holdings, Inc.(a) | 64,131 | 2,644,121 | ||||
Meritage Homes Corp.(a) | 39,608 | 4,847,623 | ||||
Newell Brands, Inc. | 410,400 | 3,705,912 | ||||
Sonos, Inc.*(a) | 138,293 | 1,785,363 | ||||
Tri Pointe Homes, Inc.* | 106,605 | 2,915,647 | ||||
32,558,067 | ||||||
Household Products — 0.7% | ||||||
Central Garden & Pet Co.* | 10,166 | 448,727 | ||||
Central Garden & Pet Co. (Class A Stock)* | 44,129 | 1,769,132 | ||||
Energizer Holdings, Inc.(a) | 71,700 | 2,297,268 | ||||
WD-40 Co. | 14,606 | 2,968,523 | ||||
7,483,650 | ||||||
Industrial REITs — 0.5% | ||||||
Innovative Industrial Properties, Inc.(a) | 30,122 | 2,279,031 |
A4
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of September 30, 2023 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Industrial REITs (cont’d.) | ||||||
LXP Industrial Trust | 315,537 | $2,808,279 | ||||
5,087,310 | ||||||
Insurance — 2.8% | ||||||
Ambac Financial Group, Inc.* | 48,840 | 589,010 | ||||
American Equity Investment Life Holding Co. | 68,642 | 3,681,957 | ||||
AMERISAFE, Inc. | 20,597 | 1,031,292 | ||||
Assured Guaranty Ltd. | 59,865 | 3,623,030 | ||||
Employers Holdings, Inc. | 28,010 | 1,119,000 | ||||
Genworth Financial, Inc. (Class A Stock)* | 498,713 | 2,922,458 | ||||
Goosehead Insurance, Inc. (Class A Stock)*(a) | 25,650 | 1,911,694 | ||||
HCI Group, Inc.(a) | 6,464 | 350,931 | ||||
Horace Mann Educators Corp. | 44,061 | 1,294,512 | ||||
James River Group Holdings Ltd. | 40,570 | 622,750 | ||||
Lincoln National Corp. | 182,750 | 4,512,097 | ||||
Mercury General Corp. | 28,685 | 804,041 | ||||
Palomar Holdings, Inc.* | 26,589 | 1,349,392 | ||||
ProAssurance Corp. | 56,144 | 1,060,560 | ||||
Safety Insurance Group, Inc. | 15,834 | 1,079,720 | ||||
SiriusPoint Ltd. (Bermuda)* | 95,443 | 970,655 | ||||
Stewart Information Services Corp. | 29,376 | 1,286,669 | ||||
Trupanion, Inc.*(a) | 38,365 | 1,081,893 | ||||
United Fire Group, Inc. | 22,848 | 451,248 | ||||
29,742,909 | ||||||
Interactive Media & Services — 0.9% | ||||||
Cargurus, Inc.* | 93,600 | 1,639,872 | ||||
Cars.com, Inc.* | 66,650 | 1,123,719 | ||||
QuinStreet, Inc.* | 55,426 | 497,171 | ||||
Shutterstock, Inc.(a) | 26,091 | 992,763 | ||||
TripAdvisor, Inc.* | 116,000 | 1,923,280 | ||||
Yelp, Inc.* | 73,982 | 3,076,911 | ||||
9,253,716 | ||||||
IT Services — 0.2% | ||||||
Perficient, Inc.*(a) | 37,429 | 2,165,642 | ||||
Leisure Products — 0.3% | ||||||
Sturm Ruger & Co., Inc. | 19,024 | 991,531 | ||||
Vista Outdoor, Inc.*(a) | 62,563 | 2,072,086 | ||||
3,063,617 | ||||||
Life Sciences Tools & Services — 0.4% | ||||||
BioLife Solutions, Inc.* | 37,047 | 511,619 | ||||
Cytek Biosciences, Inc.* | 107,357 | 592,611 | ||||
Fortrea Holdings, Inc.* | 95,400 | 2,727,486 | ||||
Mesa Laboratories, Inc.(a) | 5,518 | 579,776 | ||||
4,411,492 | ||||||
Machinery — 5.0% | ||||||
3D Systems Corp.*(a) | 143,943 | 706,760 | ||||
Alamo Group, Inc. | 11,135 | 1,924,796 | ||||
Albany International Corp. (Class A Stock) | 33,519 | 2,892,019 | ||||
Astec Industries, Inc. | 24,415 | 1,150,191 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Machinery (cont’d.) | ||||||
Barnes Group, Inc. | 54,573 | $1,853,845 | ||||
CIRCOR International, Inc.* | 23,039 | 1,284,424 | ||||
Enerpac Tool Group Corp. | 60,496 | 1,598,909 | ||||
EnPro Industries, Inc.(a) | 22,507 | 2,727,623 | ||||
ESCO Technologies, Inc.(a) | 27,768 | 2,900,090 | ||||
Federal Signal Corp. | 65,653 | 3,921,454 | ||||
Franklin Electric Co., Inc.(a) | 42,785 | 3,817,705 | ||||
Greenbrier Cos., Inc. (The) | 33,281 | 1,331,240 | ||||
Hillenbrand, Inc. | 75,209 | 3,182,093 | ||||
John Bean Technologies Corp. | 34,290 | 3,605,251 | ||||
Kennametal, Inc.(a) | 85,755 | 2,133,584 | ||||
Lindsay Corp. | 11,872 | 1,397,097 | ||||
Mueller Industries, Inc. | 61,150 | 4,596,034 | ||||
Proto Labs, Inc.* | 28,154 | 743,266 | ||||
SPX Technologies, Inc.* | 49,090 | 3,995,926 | ||||
Standex International Corp. | 12,781 | 1,862,064 | ||||
Tennant Co. | 19,945 | 1,478,922 | ||||
Titan International, Inc.* | 55,476 | 745,043 | ||||
Trinity Industries, Inc. | 88,253 | 2,148,960 | ||||
Wabash National Corp.(a) | 50,685 | 1,070,467 | ||||
53,067,763 | ||||||
Marine Transportation — 0.3% | ||||||
Matson, Inc. | 37,938 | 3,365,859 | ||||
Media — 0.6% | ||||||
AMC Networks, Inc. (Class A Stock)* | 32,811 | 386,514 | ||||
DISH Network Corp. (Class A Stock)*(a) | 267,600 | 1,568,136 | ||||
EW Scripps Co. (The) (Class A Stock)* | 63,379 | 347,317 | ||||
John Wiley & Sons, Inc. (Class A Stock) | 45,900 | 1,706,103 | ||||
Scholastic Corp. | 30,069 | 1,146,832 | ||||
TechTarget, Inc.*(a) | 27,315 | 829,283 | ||||
Thryv Holdings, Inc.*(a) | 32,825 | 616,125 | ||||
6,600,310 | ||||||
Metals & Mining — 1.9% | ||||||
ATI, Inc.* | 138,456 | 5,697,464 | ||||
Carpenter Technology Corp. | 52,262 | 3,512,529 | ||||
Century Aluminum Co.* | 55,818 | 401,331 | ||||
Compass Minerals International, Inc. | 36,368 | 1,016,486 | ||||
Haynes International, Inc. | 13,619 | 633,556 | ||||
Kaiser Aluminum Corp. | 17,161 | 1,291,537 | ||||
Materion Corp. | 22,218 | 2,264,236 | ||||
Olympic Steel, Inc. | 10,545 | 592,734 | ||||
SunCoke Energy, Inc. | 90,326 | 916,809 | ||||
TimkenSteel Corp.* | 41,733 | 906,441 | ||||
Warrior Met Coal, Inc. | 56,006 | 2,860,787 | ||||
20,093,910 | ||||||
Mortgage Real Estate Investment Trusts (REITs) — 2.0% | ||||||
Apollo Commercial Real Estate Finance, Inc. | 140,246 | 1,420,692 | ||||
Arbor Realty Trust, Inc.(a) | 200,850 | 3,048,903 | ||||
ARMOUR Residential REIT, Inc.(a) | 246,232 | 1,046,486 | ||||
Blackstone Mortgage Trust, Inc. (Class A Stock)(a) | 185,650 | 4,037,887 |
A5
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of September 30, 2023 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Mortgage Real Estate Investment Trusts (REITs) (cont’d.) | ||||||
Ellington Financial, Inc.(a) | 72,130 | $899,461 | ||||
Franklin BSP Realty Trust, Inc.(a) | 88,675 | 1,174,057 | ||||
Hannon Armstrong Sustainable Infrastructure Capital, Inc.(a) | 115,300 | 2,444,360 | ||||
Invesco Mortgage Capital, Inc. | 48,099 | 481,471 | ||||
KKR Real Estate Finance Trust, Inc.(a) | 62,608 | 743,157 | ||||
New York Mortgage Trust, Inc.(a) | 98,430 | 835,671 | ||||
PennyMac Mortgage Investment Trust(a) | 93,556 | 1,160,094 | ||||
Ready Capital Corp.(a) | 170,383 | 1,722,572 | ||||
Redwood Trust, Inc.(a) | 123,113 | 877,796 | ||||
Two Harbors Investment Corp.(a) | 103,729 | 1,373,372 | ||||
21,265,979 | ||||||
Multi-Utilities — 0.3% | ||||||
Avista Corp. | 82,504 | 2,670,655 | ||||
Unitil Corp. | 17,261 | 737,217 | ||||
3,407,872 | ||||||
Office REITs — 1.1% | ||||||
Brandywine Realty Trust(a) | 185,611 | 842,674 | ||||
Douglas Emmett, Inc.(a) | 179,800 | 2,294,248 | ||||
Easterly Government Properties, Inc. | 100,718 | 1,151,207 | ||||
Highwoods Properties, Inc. | 113,750 | 2,344,387 | ||||
Hudson Pacific Properties, Inc.(a) | 136,787 | 909,634 | ||||
JBG SMITH Properties(a) | 101,511 | 1,467,849 | ||||
SL Green Realty Corp.(a) | 69,443 | 2,590,224 | ||||
11,600,223 | ||||||
Oil, Gas & Consumable Fuels — 2.9% | ||||||
California Resources Corp. | 69,800 | 3,909,498 | ||||
Callon Petroleum Co.*(a) | 60,257 | 2,357,254 | ||||
Comstock Resources, Inc.(a) | 99,129 | 1,093,393 | ||||
CONSOL Energy, Inc.(a) | 30,950 | 3,246,964 | ||||
CVR Energy, Inc. | 31,430 | 1,069,563 | ||||
Dorian LPG Ltd. | 36,612 | 1,051,863 | ||||
Green Plains, Inc.*(a) | 64,067 | 1,928,417 | ||||
Northern Oil & Gas, Inc.(a) | 90,154 | 3,626,895 | ||||
Par Pacific Holdings, Inc.* | 60,596 | 2,177,820 | ||||
REX American Resources Corp.* | 16,293 | 663,451 | ||||
SM Energy Co. | 127,802 | 5,067,349 | ||||
Talos Energy, Inc.*(a) | 108,370 | 1,781,603 | ||||
Vital Energy, Inc.* | 17,931 | 993,736 | ||||
World Kinect Corp. | 64,920 | 1,456,156 | ||||
30,423,962 | ||||||
Paper & Forest Products — 0.3% | ||||||
Clearwater Paper Corp.* | 18,009 | 652,826 | ||||
Mercer International, Inc. (Germany)(a) | 47,371 | 406,443 | ||||
Sylvamo Corp.(a) | 38,272 | 1,681,672 | ||||
2,740,941 | ||||||
Passenger Airlines — 0.5% | ||||||
Allegiant Travel Co. | 16,196 | 1,244,825 | ||||
Hawaiian Holdings, Inc.*(a) | 55,665 | 352,359 | ||||
JetBlue Airways Corp.* | 358,500 | 1,649,100 | ||||
SkyWest, Inc.* | 45,286 | 1,899,295 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Passenger Airlines (cont’d.) | ||||||
Sun Country Airlines Holdings, Inc.* | 43,471 | $645,110 | ||||
5,790,689 | ||||||
Personal Care Products — 1.3% | ||||||
Edgewell Personal Care Co.(a) | 54,815 | 2,025,962 | ||||
elf Beauty, Inc.*(a) | 58,647 | 6,441,200 | ||||
Inter Parfums, Inc. | 19,247 | 2,585,642 | ||||
Medifast, Inc.(a) | 11,654 | 872,302 | ||||
Nu Skin Enterprises, Inc. (Class A Stock) | 53,881 | 1,142,816 | ||||
USANA Health Sciences, Inc.* | 11,963 | 701,152 | ||||
13,769,074 | ||||||
Pharmaceuticals — 1.5% | ||||||
Amphastar Pharmaceuticals, Inc.* | 41,008 | 1,885,958 | ||||
ANI Pharmaceuticals, Inc.* | 17,180 | 997,471 | ||||
Collegium Pharmaceutical, Inc.* | 37,469 | 837,432 | ||||
Corcept Therapeutics, Inc.* | 97,192 | 2,647,996 | ||||
Harmony Biosciences Holdings, Inc.* | 36,229 | 1,187,224 | ||||
Innoviva, Inc.* | 61,756 | 802,210 | ||||
Ligand Pharmaceuticals, Inc.* | 17,471 | 1,046,862 | ||||
Pacira BioSciences, Inc.*(a) | 50,068 | 1,536,086 | ||||
Phibro Animal Health Corp. (Class A Stock) | 21,950 | 280,302 | ||||
Prestige Consumer Healthcare, Inc.* | 53,330 | 3,049,943 | ||||
Supernus Pharmaceuticals, Inc.* | 58,850 | 1,622,495 | ||||
15,893,979 | ||||||
Professional Services — 1.1% | ||||||
CSG Systems International, Inc. | 32,681 | 1,670,653 | ||||
Forrester Research, Inc.* | 12,454 | 359,921 | ||||
Heidrick & Struggles International, Inc. | 21,556 | 539,331 | ||||
Kelly Services, Inc. (Class A Stock) | 34,584 | 629,083 | ||||
Korn Ferry | 57,682 | 2,736,434 | ||||
NV5 Global, Inc.*(a) | 13,610 | 1,309,690 | ||||
Resources Connection, Inc. | 34,492 | 514,276 | ||||
TrueBlue, Inc.* | 33,448 | 490,682 | ||||
TTEC Holdings, Inc. | 20,461 | 536,487 | ||||
Verra Mobility Corp.*(a) | 182,713 | 3,416,733 | ||||
12,203,290 | ||||||
Real Estate Management & Development — 0.8% | ||||||
Anywhere Real Estate, Inc.* | 119,173 | 766,282 | ||||
Cushman & Wakefield PLC*(a) | 181,257 | 1,381,178 | ||||
eXp World Holdings, Inc.(a) | 82,800 | 1,344,672 | ||||
Kennedy-Wilson Holdings, Inc.(a) | 127,767 | 1,883,286 | ||||
Marcus & Millichap, Inc.(a) | 25,730 | 754,918 | ||||
St. Joe Co. (The) | 38,287 | 2,080,133 | ||||
8,210,469 | ||||||
Residential REITs — 0.4% | ||||||
Centerspace | 16,043 | 966,751 | ||||
Elme Communities | 94,709 | 1,291,831 | ||||
NexPoint Residential Trust, Inc. | 24,645 | 793,076 | ||||
Veris Residential, Inc. | 86,379 | 1,425,254 | ||||
4,476,912 |
A6
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of September 30, 2023 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Retail REITs — 1.9% | ||||||
Acadia Realty Trust | 102,676 | $1,473,401 | ||||
Getty Realty Corp.(a) | 49,561 | 1,374,327 | ||||
Macerich Co. (The)(a) | 231,750 | 2,528,392 | ||||
Phillips Edison & Co., Inc.(a) | 126,400 | 4,239,456 | ||||
Retail Opportunity Investments Corp. | 135,889 | 1,682,306 | ||||
RPT Realty | 86,092 | 909,131 | ||||
Saul Centers, Inc. | 13,928 | 491,241 | ||||
SITE Centers Corp. | 194,097 | 2,393,216 | ||||
Tanger Factory Outlet Centers, Inc.(a) | 113,248 | 2,559,405 | ||||
Urban Edge Properties(a) | 126,866 | 1,935,975 | ||||
Whitestone REIT | 50,737 | 488,597 | ||||
20,075,447 | ||||||
Semiconductors & Semiconductor Equipment — 4.2% | ||||||
Alpha & Omega Semiconductor Ltd.* | 24,145 | 720,487 | ||||
Axcelis Technologies, Inc.* | 35,360 | 5,765,448 | ||||
CEVA, Inc.* | 25,493 | 494,309 | ||||
Cohu, Inc.* | 51,352 | 1,768,563 | ||||
Diodes, Inc.* | 49,250 | 3,882,870 | ||||
FormFactor, Inc.* | 83,593 | 2,920,740 | ||||
Ichor Holdings Ltd.* | 31,551 | 976,819 | ||||
Kulicke & Soffa Industries, Inc. (Singapore)(a) | 60,784 | 2,955,926 | ||||
MaxLinear, Inc.* | 79,305 | 1,764,536 | ||||
Onto Innovation, Inc.*(a) | 52,837 | 6,737,775 | ||||
PDF Solutions, Inc.* | 32,918 | 1,066,543 | ||||
Photronics, Inc.* | 67,421 | 1,362,578 | ||||
Rambus, Inc.* | 117,479 | 6,554,154 | ||||
Semtech Corp.* | 68,796 | 1,771,497 | ||||
SiTime Corp.*(a) | 18,400 | 2,102,200 | ||||
SMART Global Holdings, Inc.* | 53,980 | 1,314,413 | ||||
Ultra Clean Holdings, Inc.* | 48,200 | 1,430,094 | ||||
Veeco Instruments, Inc.* | 60,749 | 1,707,654 | ||||
45,296,606 | ||||||
Software — 2.7% | ||||||
A10 Networks, Inc. | 75,146 | 1,129,444 | ||||
Adeia, Inc. | 115,109 | 1,229,364 | ||||
Agilysys, Inc.* | 21,793 | 1,441,825 | ||||
Alarm.com Holdings, Inc.* | 53,739 | 3,285,603 | ||||
Cerence, Inc.*(a) | 43,503 | 886,156 | ||||
Consensus Cloud Solutions, Inc.* | 19,607 | 493,704 | ||||
Digital Turbine, Inc.* | 97,583 | 590,377 | ||||
DoubleVerify Holdings, Inc.* | 135,239 | 3,779,930 | ||||
Ebix, Inc.(a) | 26,320 | 260,042 | ||||
InterDigital, Inc.(a) | 28,355 | 2,275,205 | ||||
LiveRamp Holdings, Inc.* | 71,244 | 2,054,677 | ||||
N-able, Inc.* | 74,788 | 964,765 | ||||
OneSpan, Inc.* | 38,814 | 417,251 | ||||
Progress Software Corp. | 46,662 | 2,453,488 | ||||
SPS Commerce, Inc.*(a) | 39,483 | 6,736,195 | ||||
Xperi, Inc.* | 46,684 | 460,304 | ||||
28,458,330 | ||||||
Specialized REITs — 0.5% | ||||||
Four Corners Property Trust, Inc.(a) | 97,475 | 2,162,970 | ||||
Outfront Media, Inc.(a) | 156,647 | 1,582,135 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Specialized REITs (cont’d.) | ||||||
Safehold, Inc.(a) | 48,283 | $859,438 | ||||
Uniti Group, Inc. | 257,431 | 1,215,074 | ||||
5,819,617 | ||||||
Specialty Retail — 4.7% | ||||||
Abercrombie & Fitch Co. (Class A Stock)* | 53,882 | 3,037,328 | ||||
Academy Sports & Outdoors, Inc. | 82,260 | 3,888,430 | ||||
Advance Auto Parts, Inc.(a) | 64,000 | 3,579,520 | ||||
American Eagle Outfitters, Inc. | 199,879 | 3,319,990 | ||||
America’s Car-Mart, Inc.*(a) | 6,336 | 576,513 | ||||
Asbury Automotive Group, Inc.*(a) | 22,146 | 5,095,130 | ||||
Boot Barn Holdings, Inc.*(a) | 32,257 | 2,618,946 | ||||
Buckle, Inc. (The) | 32,127 | 1,072,721 | ||||
Caleres, Inc.(a) | 36,777 | 1,057,706 | ||||
Chico’s FAS, Inc.* | 133,145 | 995,925 | ||||
Designer Brands, Inc. (Class A Stock)(a) | 53,127 | 672,588 | ||||
Foot Locker, Inc.(a) | 88,100 | 1,528,535 | ||||
Group 1 Automotive, Inc. | 15,129 | 4,065,314 | ||||
Guess?, Inc.(a) | 29,425 | 636,757 | ||||
Haverty Furniture Cos., Inc.(a) | 14,469 | 416,418 | ||||
Hibbett, Inc. | 13,665 | 649,224 | ||||
Leslie’s, Inc.*(a) | 198,441 | 1,123,176 | ||||
MarineMax, Inc.* | 21,509 | 705,925 | ||||
Monro, Inc. | 33,905 | 941,542 | ||||
National Vision Holdings, Inc.* | 84,308 | 1,364,103 | ||||
ODP Corp. (The)* | 36,437 | 1,681,568 | ||||
Sally Beauty Holdings, Inc.* | 116,211 | 973,848 | ||||
Shoe Carnival, Inc. | 19,449 | 467,359 | ||||
Signet Jewelers Ltd.(a) | 48,880 | 3,510,073 | ||||
Sleep Number Corp.*(a) | 22,736 | 559,078 | ||||
Sonic Automotive, Inc. (Class A Stock)(a) | 17,086 | 816,027 | ||||
Upbound Group, Inc.(a) | 49,499 | 1,457,746 | ||||
Urban Outfitters, Inc.* | 60,855 | 1,989,350 | ||||
Victoria’s Secret & Co.*(a) | 83,200 | 1,387,776 | ||||
50,188,616 | ||||||
Technology Hardware, Storage & Peripherals — 0.3% | ||||||
Avid Technology, Inc.*(a) | 37,670 | 1,012,193 | ||||
Corsair Gaming, Inc.* | 46,552 | 676,401 | ||||
Xerox Holdings Corp.(a) | 121,850 | 1,911,826 | ||||
3,600,420 | ||||||
Textiles, Apparel & Luxury Goods — 0.9% | ||||||
G-III Apparel Group Ltd.* | 43,756 | 1,090,400 | ||||
Hanesbrands, Inc.(a) | 377,306 | 1,494,132 | ||||
Kontoor Brands, Inc.(a) | 53,780 | 2,361,480 | ||||
Movado Group, Inc. | 16,828 | 460,246 | ||||
Oxford Industries, Inc.(a) | 15,850 | 1,523,660 | ||||
Steven Madden Ltd.(a) | 76,347 | 2,425,544 | ||||
Wolverine World Wide, Inc. | 85,754 | 691,177 | ||||
10,046,639 | ||||||
Tobacco — 0.3% | ||||||
Universal Corp.(a) | 26,490 | 1,250,593 |
A7
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of September 30, 2023 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Tobacco (cont’d.) | ||||||
Vector Group Ltd.(a) | 142,934 | $1,520,818 | ||||
2,771,411 | ||||||
Trading Companies & Distributors — 1.7% | ||||||
Applied Industrial Technologies, Inc. | 41,644 | 6,438,579 | ||||
Boise Cascade Co. | 42,594 | 4,388,886 | ||||
DXP Enterprises, Inc.* | 14,812 | 517,531 | ||||
GMS, Inc.* | 43,869 | 2,806,300 | ||||
NOW, Inc.* | 115,083 | 1,366,035 | ||||
Veritiv Corp.(a) | 14,917 | 2,519,481 | ||||
18,036,812 | ||||||
Water Utilities — 0.9% | ||||||
American States Water Co.(a) | 39,802 | 3,131,621 | ||||
California Water Service Group | 62,127 | 2,939,229 | ||||
Middlesex Water Co. | 19,057 | 1,262,526 | ||||
SJW Group(a) | 31,085 | 1,868,519 | ||||
9,201,895 | ||||||
Wireless Telecommunication Services — 0.4% | ||||||
Gogo, Inc.*(a) | 66,644 | 795,063 | ||||
Shenandoah Telecommunications Co. | 54,188 | 1,116,815 | ||||
Telephone & Data Systems, Inc. | 105,560 | 1,932,803 | ||||
3,844,681 | ||||||
Total Common Stocks (cost $821,261,899) | 1,055,958,177 | |||||
Unaffiliated Exchange-Traded Fund — 0.5% | ||||||
iShares Core S&P Small-Cap ETF(a) | 49,420 | 4,661,788 | ||||
(cost $4,218,517) | ||||||
Total Long-Term Investments (cost $825,480,416) | 1,060,619,965 | |||||
Short-Term Investments — 25.3% | ||||||
Affiliated Mutual Funds — 25.3% | ||||||
PGIM Core Ultra Short Bond Fund(wb) | 3,545,986 | 3,545,986 | ||||
PGIM Institutional Money Market Fund (cost $266,140,003; includes $264,964,721 of cash collateral for securities on loan)(b)(wb) | 266,516,140 | 266,356,230 | ||||
Total Affiliated Mutual Funds (cost $269,685,989) | 269,902,216 |
Interest Rate | Maturity Date | Principal Amount (000)# | Value | ||||
U.S. Treasury Obligation(k)(n) — 0.0% | |||||||
U.S. Treasury Bills | |||||||
5.330% | 12/14/23 | 600 | $593,548 | ||||
(cost $593,519) | |||||||
Total Short-Term Investments (cost $270,279,508) | 270,495,764 | ||||||
TOTAL INVESTMENTS—124.7% (cost $1,095,759,924) | 1,331,115,729 | ||||||
Liabilities in excess of other assets(z) — (24.7)% | (263,527,787) | ||||||
Net Assets — 100.0% | $1,067,587,942 |
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 |
* | Non-income producing security. |
# | Principal amount is shown in U.S. dollars unless otherwise stated. |
(a) | All or a portion of security is on loan. The aggregate market value of such securities, including those sold and pending settlement, is $258,177,265; cash collateral of $264,964,721 (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. |
(wb) | Represents an investment in a Fund affiliated with the Manager. |
(z) | Includes net unrealized appreciation/(depreciation) and/or market value of the below holdings which are excluded from the Schedule of Investments: |
Futures contracts outstanding at September 30, 2023: | ||||||||
Number of Contracts | Type | Expiration Date | Current Notional Amount | Value / Unrealized Appreciation (Depreciation) | ||||
Long Position: | ||||||||
72 | Russell 2000 E-Mini Index | Dec. 2023 | $6,474,960 | $(164,271) |
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).
A8