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PSF SMALL-CAP STOCK INDEX
PORTFOLIO
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Shares | Value | |||||
Long-Term Investments — 99.4% | ||||||
Common Stocks — 99.2% | ||||||
Aerospace & Defense — 1.3% | ||||||
AAR Corp.* | 34,181 | $2,046,417 | ||||
AeroVironment, Inc.* | 28,823 | 4,417,989 | ||||
Kaman Corp. | 29,423 | 1,349,633 | ||||
Mercury Systems, Inc.* | 53,650 | 1,582,675 | ||||
Moog, Inc. (Class A Stock) | 29,614 | 4,727,875 | ||||
National Presto Industries, Inc. | 5,457 | 457,297 | ||||
Triumph Group, Inc.*(a) | 80,151 | 1,205,471 | ||||
15,787,357 | ||||||
Air Freight & Logistics — 0.3% | ||||||
Forward Air Corp. | 31,701 | 986,218 | ||||
Hub Group, Inc. (Class A Stock) | 64,230 | 2,776,021 | ||||
3,762,239 | ||||||
Automobile Components — 1.4% | ||||||
American Axle & Manufacturing Holdings, Inc.* | 122,100 | 898,656 | ||||
Dana, Inc. | 134,000 | 1,701,800 | ||||
Dorman Products, Inc.* | 29,171 | 2,811,793 | ||||
Gentherm, Inc.* | 33,669 | 1,938,661 | ||||
LCI Industries(a) | 26,078 | 3,209,158 | ||||
Patrick Industries, Inc.(a) | 21,427 | 2,559,884 | ||||
Phinia, Inc. | 48,000 | 1,844,640 | ||||
Standard Motor Products, Inc. | 19,473 | 653,319 | ||||
XPEL, Inc.*(a) | 22,152 | 1,196,651 | ||||
16,814,562 | ||||||
Automobiles — 0.2% | ||||||
Winnebago Industries, Inc.(a) | 30,096 | 2,227,104 | ||||
Banks — 8.5% | ||||||
Ameris Bancorp | 66,602 | 3,222,205 | ||||
Atlantic Union Bankshares Corp.(a) | 77,268 | 2,728,333 | ||||
Axos Financial, Inc.* | 52,130 | 2,817,105 | ||||
Banc of California, Inc.(a) | 142,750 | 2,171,228 | ||||
BancFirst Corp. | 14,777 | 1,300,819 | ||||
Bancorp, Inc. (The)* | 55,176 | 1,846,189 | ||||
Bank of Hawaii Corp.(a) | 40,900 | 2,551,751 | ||||
BankUnited, Inc. | 76,587 | 2,144,436 | ||||
Banner Corp.(a) | 35,187 | 1,688,976 | ||||
Berkshire Hills Bancorp, Inc. | 44,723 | 1,025,051 | ||||
Brookline Bancorp, Inc. | 92,661 | 922,904 | ||||
Capitol Federal Financial, Inc.(a) | 128,181 | 763,959 | ||||
Cathay General Bancorp | 74,800 | 2,829,684 | ||||
Central Pacific Financial Corp. | 28,184 | 556,634 | ||||
City Holding Co.(a) | 15,168 | 1,580,809 | ||||
Community Bank System, Inc. | 54,886 | 2,636,175 | ||||
Customers Bancorp, Inc.* | 29,046 | 1,541,181 | ||||
CVB Financial Corp.(a) | 136,323 | 2,432,002 | ||||
Dime Community Bancshares, Inc. | 36,890 | 710,501 | ||||
Eagle Bancorp, Inc. | 31,185 | 732,536 | ||||
FB Financial Corp. | 36,605 | 1,378,544 | ||||
First Bancorp | 42,862 | 1,548,175 | ||||
First BanCorp. (Puerto Rico) | 173,461 | 3,042,506 | ||||
First Commonwealth Financial Corp. | 104,882 | 1,459,957 | ||||
First Financial Bancorp | 97,974 | 2,196,577 | ||||
First Hawaiian, Inc. | 131,432 | 2,886,247 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Banks (cont’d.) | ||||||
Fulton Financial Corp.(a) | 168,700 | $2,680,643 | ||||
Hanmi Financial Corp. | 32,002 | 509,472 | ||||
Heritage Financial Corp. | 36,886 | 715,220 | ||||
Hilltop Holdings, Inc. | 47,509 | 1,487,982 | ||||
Hope Bancorp, Inc. | 125,245 | 1,441,570 | ||||
Independent Bank Corp. | 44,135 | 2,295,903 | ||||
Independent Bank Group, Inc. | 36,864 | 1,682,842 | ||||
Lakeland Financial Corp.(a) | 26,078 | 1,729,493 | ||||
National Bank Holdings Corp. (Class A Stock) | 39,369 | 1,420,040 | ||||
NBT Bancorp, Inc. | 48,317 | 1,772,268 | ||||
Northfield Bancorp, Inc. | 41,808 | 406,374 | ||||
Northwest Bancshares, Inc. | 132,573 | 1,544,475 | ||||
OFG Bancorp (Puerto Rico) | 48,306 | 1,778,144 | ||||
Pacific Premier Bancorp, Inc. | 98,775 | 2,370,600 | ||||
Park National Corp. | 14,755 | 2,004,467 | ||||
Pathward Financial, Inc. | 26,253 | 1,325,251 | ||||
Preferred Bank(a) | 12,998 | 997,856 | ||||
Provident Financial Services, Inc.(a) | 78,759 | 1,147,519 | ||||
Renasant Corp. | 57,845 | 1,811,705 | ||||
S&T Bancorp, Inc. | 39,879 | 1,279,318 | ||||
Seacoast Banking Corp. of Florida | 86,857 | 2,205,299 | ||||
ServisFirst Bancshares, Inc.(a) | 50,421 | 3,345,938 | ||||
Simmons First National Corp. (Class A Stock) | 128,949 | 2,509,348 | ||||
Southside Bancshares, Inc.(a) | 29,893 | 873,772 | ||||
Stellar Bancorp, Inc. | 48,892 | 1,191,009 | ||||
Tompkins Financial Corp. | 13,163 | 661,967 | ||||
Triumph Financial, Inc.* | 22,195 | 1,760,507 | ||||
TrustCo Bank Corp. | 19,830 | 558,413 | ||||
Trustmark Corp. | 62,683 | 1,762,019 | ||||
United Community Banks, Inc. | 122,558 | 3,225,727 | ||||
Veritex Holdings, Inc. | 56,660 | 1,160,963 | ||||
WaFd, Inc. | 69,941 | 2,030,387 | ||||
Westamerica BanCorp | 27,755 | 1,356,664 | ||||
WSFS Financial Corp. | 62,360 | 2,814,930 | ||||
104,572,569 | ||||||
Beverages — 0.2% | ||||||
MGP Ingredients, Inc.(a) | 15,973 | 1,375,755 | ||||
National Beverage Corp.* | 24,303 | 1,153,420 | ||||
2,529,175 | ||||||
Biotechnology — 1.5% | ||||||
Alkermes PLC*(a) | 171,900 | 4,653,333 | ||||
Arcus Biosciences, Inc.* | 56,223 | 1,061,490 | ||||
Catalyst Pharmaceuticals, Inc.* | 115,519 | 1,841,373 | ||||
Dynavax Technologies Corp.*(a) | 134,810 | 1,672,992 | ||||
Ironwood Pharmaceuticals, Inc.*(a) | 143,277 | 1,247,943 | ||||
Myriad Genetics, Inc.*(a) | 91,194 | 1,944,256 | ||||
REGENXBIO, Inc.* | 42,218 | 889,533 | ||||
Vericel Corp.* | 49,136 | 2,556,055 | ||||
Vir Biotechnology, Inc.*(a) | 89,767 | 909,340 | ||||
Xencor, Inc.* | 63,505 | 1,405,365 | ||||
18,181,680 |
A1
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Broadline Retail — 0.3% | ||||||
Kohl’s Corp.(a) | 114,000 | $3,323,100 | ||||
Building Products — 2.6% | ||||||
AAON, Inc.(a) | 69,460 | 6,119,426 | ||||
American Woodmark Corp.* | 16,470 | 1,674,340 | ||||
Apogee Enterprises, Inc. | 22,595 | 1,337,624 | ||||
Armstrong World Industries, Inc. | 45,510 | 5,653,252 | ||||
AZZ, Inc. | 25,811 | 1,995,448 | ||||
Gibraltar Industries, Inc.* | 31,333 | 2,523,247 | ||||
Griffon Corp. | 39,355 | 2,886,296 | ||||
Hayward Holdings, Inc.*(a) | 129,700 | 1,985,707 | ||||
Insteel Industries, Inc. | 20,293 | 775,599 | ||||
Masterbrand, Inc.* | 130,537 | 2,446,263 | ||||
Quanex Building Products Corp. | 34,377 | 1,321,108 | ||||
Resideo Technologies, Inc.* | 150,457 | 3,373,246 | ||||
32,091,556 | ||||||
Capital Markets — 1.9% | ||||||
Artisan Partners Asset Management, Inc. (Class A Stock)(a) | 70,650 | 3,233,651 | ||||
B. Riley Financial, Inc.(a) | 17,661 | 373,883 | ||||
BGC Group, Inc. (Class A Stock) | 398,400 | 3,095,568 | ||||
Brightsphere Investment Group, Inc. | 33,731 | 770,416 | ||||
Donnelley Financial Solutions, Inc.* | 25,386 | 1,574,186 | ||||
Moelis & Co. (Class A Stock)(a) | 68,650 | 3,897,260 | ||||
Piper Sandler Cos. | 15,692 | 3,114,705 | ||||
PJT Partners, Inc. (Class A Stock)(a) | 22,960 | 2,164,210 | ||||
StoneX Group, Inc.* | 27,950 | 1,963,767 | ||||
Virtus Investment Partners, Inc. | 6,923 | 1,716,766 | ||||
WisdomTree, Inc.(a) | 115,148 | 1,058,210 | ||||
22,962,622 | ||||||
Chemicals — 2.4% | ||||||
AdvanSix, Inc. | 28,093 | 803,460 | ||||
Balchem Corp. | 33,205 | 5,145,115 | ||||
Hawkins, Inc. | 19,734 | 1,515,571 | ||||
HB Fuller Co. | 55,828 | 4,451,725 | ||||
Ingevity Corp.* | 34,550 | 1,648,035 | ||||
Innospec, Inc. | 25,609 | 3,302,025 | ||||
Koppers Holdings, Inc. | 21,219 | 1,170,652 | ||||
Mativ Holdings, Inc. | 56,495 | 1,059,281 | ||||
Minerals Technologies, Inc. | 33,521 | 2,523,461 | ||||
Quaker Chemical Corp.(a) | 14,265 | 2,927,891 | ||||
Sensient Technologies Corp. | 43,500 | 3,009,765 | ||||
Stepan Co. | 21,829 | 1,965,483 | ||||
29,522,464 | ||||||
Commercial Services & Supplies — 2.2% | ||||||
ABM Industries, Inc. | 64,712 | 2,887,449 | ||||
Brady Corp. (Class A Stock) | 46,130 | 2,734,586 | ||||
CoreCivic, Inc.* | 117,073 | 1,827,510 | ||||
Deluxe Corp.(a) | 45,534 | 937,545 | ||||
Enviri Corp.* | 83,276 | 761,975 | ||||
GEO Group, Inc. (The)*(a) | 127,267 | 1,797,010 | ||||
Healthcare Services Group, Inc.* | 77,039 | 961,447 | ||||
HNI Corp. | 47,947 | 2,163,848 | ||||
Interface, Inc.(a) | 60,600 | 1,019,292 | ||||
Liquidity Services, Inc.* | 23,341 | 434,143 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Commercial Services & Supplies (cont’d.) | ||||||
Matthews International Corp. (Class A Stock) | 31,757 | $987,008 | ||||
MillerKnoll, Inc. | 74,967 | 1,856,183 | ||||
OPENLANE, Inc.* | 111,387 | 1,926,995 | ||||
Pitney Bowes, Inc.(a) | 160,025 | 692,908 | ||||
UniFirst Corp. | 15,563 | 2,699,091 | ||||
Vestis Corp. | 136,350 | 2,627,465 | ||||
Viad Corp.* | 21,816 | 861,514 | ||||
27,175,969 | ||||||
Communications Equipment — 1.0% | ||||||
ADTRAN Holdings, Inc. | 73,860 | 401,799 | ||||
Calix, Inc.* | 60,350 | 2,001,206 | ||||
Digi International, Inc.*(a) | 37,498 | 1,197,311 | ||||
Extreme Networks, Inc.* | 132,578 | 1,529,950 | ||||
Harmonic, Inc.* | 117,008 | 1,572,588 | ||||
NetScout Systems, Inc.* | 73,037 | 1,595,128 | ||||
Viasat, Inc.*(a) | 77,915 | 1,409,482 | ||||
Viavi Solutions, Inc.* | 229,237 | 2,083,764 | ||||
11,791,228 | ||||||
Construction & Engineering — 1.2% | ||||||
Arcosa, Inc. | 50,213 | 4,311,288 | ||||
Dycom Industries, Inc.* | 30,218 | 4,337,190 | ||||
Granite Construction, Inc.(a) | 45,224 | 2,583,647 | ||||
MYR Group, Inc.* | 17,210 | 3,041,867 | ||||
14,273,992 | ||||||
Consumer Finance — 0.9% | ||||||
Bread Financial Holdings, Inc. | 50,730 | 1,889,185 | ||||
Encore Capital Group, Inc.* | 24,033 | 1,096,145 | ||||
Enova International, Inc.* | 29,953 | 1,881,947 | ||||
EZCORP, Inc. (Class A Stock)*(a) | 54,332 | 615,582 | ||||
Green Dot Corp. (Class A Stock)* | 48,136 | 449,109 | ||||
Navient Corp.(a) | 84,550 | 1,471,170 | ||||
PRA Group, Inc.* | 40,893 | 1,066,489 | ||||
PROG Holdings, Inc. | 45,879 | 1,580,073 | ||||
World Acceptance Corp.*(a) | 3,544 | 513,809 | ||||
10,563,509 | ||||||
Consumer Staples Distribution & Retail — 0.6% | ||||||
Andersons, Inc. (The)(a) | 32,428 | 1,860,394 | ||||
Chefs’ Warehouse, Inc. (The)*(a) | 36,227 | 1,364,309 | ||||
PriceSmart, Inc. | 25,749 | 2,162,916 | ||||
SpartanNash Co. | 36,090 | 729,379 | ||||
United Natural Foods, Inc.* | 61,936 | 711,645 | ||||
6,828,643 | ||||||
Containers & Packaging — 0.7% | ||||||
Myers Industries, Inc. | 38,372 | 889,079 | ||||
O-I Glass, Inc.* | 159,375 | 2,644,031 | ||||
Sealed Air Corp.(a) | 148,750 | 5,533,500 | ||||
9,066,610 | ||||||
Diversified Consumer Services — 0.9% | ||||||
Adtalem Global Education, Inc.* | 40,340 | 2,073,476 | ||||
Frontdoor, Inc.* | 82,002 | 2,671,625 |
A2
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Diversified Consumer Services (cont’d.) | ||||||
Mister Car Wash, Inc.*(a) | 95,006 | $736,297 | ||||
Perdoceo Education Corp. | 68,506 | 1,202,965 | ||||
Strategic Education, Inc.(a) | 22,405 | 2,332,809 | ||||
Stride, Inc.*(a) | 40,950 | 2,581,897 | ||||
11,599,069 | ||||||
Diversified REITs — 0.7% | ||||||
Alexander & Baldwin, Inc. | 75,655 | 1,246,038 | ||||
American Assets Trust, Inc. | 50,652 | 1,109,785 | ||||
Armada Hoffler Properties, Inc. | 70,304 | 731,162 | ||||
Essential Properties Realty Trust, Inc. | 162,735 | 4,338,515 | ||||
Global Net Lease, Inc.(a) | 201,410 | 1,564,956 | ||||
8,990,456 | ||||||
Diversified Telecommunication Services — 0.5% | ||||||
ATN International, Inc. | 11,074 | 348,886 | ||||
Cogent Communications Holdings, Inc. | 43,296 | 2,828,528 | ||||
Consolidated Communications Holdings, Inc.*(a) | 77,740 | 335,837 | ||||
Lumen Technologies, Inc.*(a) | 1,052,368 | 1,641,694 | ||||
Shenandoah Telecommunications Co. | 52,388 | 909,979 | ||||
6,064,924 | ||||||
Electric Utilities — 0.5% | ||||||
MGE Energy, Inc.(a) | 37,250 | 2,932,320 | ||||
Otter Tail Corp.(a) | 42,949 | 3,710,794 | ||||
6,643,114 | ||||||
Electrical Equipment — 0.8% | ||||||
Encore Wire Corp.(a) | 16,246 | 4,269,124 | ||||
Powell Industries, Inc. | 9,520 | 1,354,696 | ||||
SunPower Corp.*(a) | 91,850 | 275,550 | ||||
Sunrun, Inc.* | 213,500 | 2,813,930 | ||||
Vicor Corp.* | 23,500 | 898,640 | ||||
9,611,940 | ||||||
Electronic Equipment, Instruments & Components — 3.9% | ||||||
Advanced Energy Industries, Inc. | 38,356 | 3,911,545 | ||||
Arlo Technologies, Inc.* | 98,688 | 1,248,403 | ||||
Badger Meter, Inc. | 30,223 | 4,890,384 | ||||
Benchmark Electronics, Inc. | 37,215 | 1,116,822 | ||||
CTS Corp.(a) | 32,476 | 1,519,552 | ||||
ePlus, Inc.*(a) | 27,404 | 2,152,310 | ||||
Fabrinet (Thailand)* | 37,401 | 7,069,537 | ||||
Insight Enterprises, Inc.*(a) | 28,521 | 5,291,216 | ||||
Itron, Inc.*(a) | 46,860 | 4,335,487 | ||||
Knowles Corp.* | 91,749 | 1,477,159 | ||||
Methode Electronics, Inc. | 37,548 | 457,335 | ||||
OSI Systems, Inc.* | 16,142 | 2,305,400 | ||||
PC Connection, Inc. | 11,462 | 755,690 | ||||
Plexus Corp.* | 28,352 | 2,688,337 | ||||
Rogers Corp.* | 17,255 | 2,047,996 | ||||
Sanmina Corp.* | 57,438 | 3,571,495 | ||||
ScanSource, Inc.* | 26,031 | 1,146,405 | ||||
TTM Technologies, Inc.* | 106,642 | 1,668,947 | ||||
47,654,020 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Energy Equipment & Services — 1.9% | ||||||
Archrock, Inc.(a) | 141,427 | $2,781,869 | ||||
Bristow Group, Inc.* | 25,050 | 681,360 | ||||
Core Laboratories, Inc.(a) | 48,698 | 831,762 | ||||
Dril-Quip, Inc.*(a) | 35,618 | 802,473 | ||||
Helix Energy Solutions Group, Inc.* | 147,775 | 1,601,881 | ||||
Helmerich & Payne, Inc.(a) | 101,786 | 4,281,119 | ||||
Liberty Energy, Inc.(a) | 156,200 | 3,236,464 | ||||
Nabors Industries Ltd.* | 8,994 | 774,653 | ||||
Oceaneering International, Inc.*(a) | 103,748 | 2,427,703 | ||||
Patterson-UTI Energy, Inc. | 330,973 | 3,951,818 | ||||
ProPetro Holding Corp.* | 89,695 | 724,736 | ||||
RPC, Inc.(a) | 88,717 | 686,670 | ||||
U.S. Silica Holdings, Inc.* | 80,455 | 998,446 | ||||
23,780,954 | ||||||
Entertainment — 0.4% | ||||||
Cinemark Holdings, Inc.* | 109,271 | 1,963,600 | ||||
Madison Square Garden Sports Corp.*(a) | 17,250 | 3,182,970 | ||||
Marcus Corp. (The) | 26,259 | 374,453 | ||||
5,521,023 | ||||||
Financial Services — 2.2% | ||||||
EVERTEC, Inc. (Puerto Rico)(a) | 66,532 | 2,654,627 | ||||
Jackson Financial, Inc. (Class A Stock) | 72,880 | 4,820,283 | ||||
Mr. Cooper Group, Inc.* | 66,511 | 5,184,533 | ||||
NCR Atleos Corp.* | 69,750 | 1,377,563 | ||||
NMI Holdings, Inc. (Class A Stock)* | 83,507 | 2,700,616 | ||||
Payoneer Global, Inc.* | 271,718 | 1,320,550 | ||||
Radian Group, Inc.(a) | 157,769 | 5,280,528 | ||||
Walker & Dunlop, Inc.(a) | 34,455 | 3,482,022 | ||||
26,820,722 | ||||||
Food Products — 1.3% | ||||||
B&G Foods, Inc.(a) | 82,007 | 938,160 | ||||
Calavo Growers, Inc. | 18,507 | 514,680 | ||||
Cal-Maine Foods, Inc.(a) | 41,827 | 2,461,519 | ||||
Fresh Del Monte Produce, Inc. | 35,126 | 910,115 | ||||
Hain Celestial Group, Inc. (The)* | 93,534 | 735,177 | ||||
J & J Snack Foods Corp. | 16,092 | 2,326,259 | ||||
John B. Sanfilippo & Son, Inc.(a) | 9,358 | 991,199 | ||||
Simply Good Foods Co. (The)* | 93,555 | 3,183,677 | ||||
Tootsie Roll Industries, Inc. | 18,774 | 601,325 | ||||
TreeHouse Foods, Inc.* | 51,778 | 2,016,753 | ||||
WK Kellogg Co. | 68,750 | 1,292,500 | ||||
15,971,364 | ||||||
Gas Utilities — 0.3% | ||||||
Chesapeake Utilities Corp. | 22,897 | 2,456,848 | ||||
Northwest Natural Holding Co. | 37,850 | 1,408,777 | ||||
3,865,625 | ||||||
Ground Transportation — 0.6% | ||||||
ArcBest Corp. | 24,366 | 3,472,155 | ||||
Heartland Express, Inc.(a) | 47,784 | 570,541 | ||||
Marten Transport Ltd. | 60,216 | 1,112,792 |
A3
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Ground Transportation (cont’d.) | ||||||
RXO, Inc.* | 120,519 | $2,635,750 | ||||
7,791,238 | ||||||
Health Care Equipment & Supplies — 2.7% | ||||||
Artivion, Inc.* | 40,634 | 859,815 | ||||
Avanos Medical, Inc.* | 48,798 | 971,568 | ||||
CONMED Corp. | 31,655 | 2,534,932 | ||||
Embecta Corp. | 59,762 | 793,042 | ||||
Glaukos Corp.* | 50,264 | 4,739,393 | ||||
ICU Medical, Inc.* | 20,850 | 2,237,622 | ||||
Inari Medical, Inc.* | 50,200 | 2,408,596 | ||||
Integer Holdings Corp.*(a) | 34,323 | 4,004,808 | ||||
LeMaitre Vascular, Inc. | 20,233 | 1,342,662 | ||||
Merit Medical Systems, Inc.* | 59,470 | 4,504,852 | ||||
Omnicell, Inc.* | 46,650 | 1,363,580 | ||||
OraSure Technologies, Inc.* | 77,673 | 477,689 | ||||
STAAR Surgical Co.*(a) | 50,200 | 1,921,656 | ||||
Tandem Diabetes Care, Inc.*(a) | 67,094 | 2,375,799 | ||||
UFP Technologies, Inc.* | 7,210 | 1,818,362 | ||||
Varex Imaging Corp.* | 42,282 | 765,304 | ||||
33,119,680 | ||||||
Health Care Providers & Services — 3.3% | ||||||
AdaptHealth Corp.* | 85,365 | 982,551 | ||||
Addus HomeCare Corp.* | 16,441 | 1,699,013 | ||||
Agiliti, Inc.* | 36,569 | 370,078 | ||||
AMN Healthcare Services, Inc.* | 38,903 | 2,431,827 | ||||
Astrana Health, Inc.*(a) | 43,315 | 1,818,797 | ||||
CorVel Corp.* | 9,328 | 2,452,891 | ||||
Cross Country Healthcare, Inc.* | 34,906 | 653,440 | ||||
Enhabit, Inc.* | 52,279 | 609,050 | ||||
Ensign Group, Inc. (The)(a) | 57,895 | 7,203,297 | ||||
Fulgent Genetics, Inc.*(a) | 21,282 | 461,819 | ||||
ModivCare, Inc.* | 12,879 | 302,013 | ||||
National HealthCare Corp.(a) | 13,760 | 1,300,458 | ||||
NeoGenomics, Inc.*(a) | 131,155 | 2,061,757 | ||||
Owens & Minor, Inc.* | 78,744 | 2,181,996 | ||||
Patterson Cos., Inc. | 84,950 | 2,348,867 | ||||
Pediatrix Medical Group, Inc.* | 86,382 | 866,411 | ||||
Premier, Inc. (Class A Stock) | 123,400 | 2,727,140 | ||||
Privia Health Group, Inc.*(a) | 105,800 | 2,072,622 | ||||
RadNet, Inc.* | 66,932 | 3,256,911 | ||||
Select Medical Holdings Corp. | 108,287 | 3,264,853 | ||||
U.S. Physical Therapy, Inc.(a) | 15,434 | 1,742,036 | ||||
40,807,827 | ||||||
Health Care REITs — 0.7% | ||||||
CareTrust REIT, Inc. | 131,385 | 3,201,852 | ||||
Community Healthcare Trust, Inc. | 24,943 | 662,237 | ||||
LTC Properties, Inc. | 43,158 | 1,403,067 | ||||
Medical Properties Trust, Inc.(a) | 617,000 | 2,899,900 | ||||
Universal Health Realty Income Trust | 13,250 | 486,407 | ||||
8,653,463 | ||||||
Health Care Technology — 0.4% | ||||||
Certara, Inc.*(a) | 110,295 | 1,972,074 | ||||
HealthStream, Inc. | 24,921 | 664,394 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Health Care Technology (cont’d.) | ||||||
Schrodinger, Inc.*(a) | 56,250 | $1,518,750 | ||||
Simulations Plus, Inc.(a) | 16,631 | 684,366 | ||||
4,839,584 | ||||||
Hotel & Resort REITs — 1.1% | ||||||
Apple Hospitality REIT, Inc.(a) | 219,150 | 3,589,677 | ||||
Chatham Lodging Trust | 50,951 | 515,115 | ||||
DiamondRock Hospitality Co.(a) | 215,904 | 2,074,837 | ||||
Pebblebrook Hotel Trust(a) | 124,031 | 1,911,318 | ||||
Service Properties Trust | 172,890 | 1,172,194 | ||||
Summit Hotel Properties, Inc. | 112,199 | 730,415 | ||||
Sunstone Hotel Investors, Inc. | 214,292 | 2,387,213 | ||||
Xenia Hotels & Resorts, Inc. | 108,355 | 1,626,409 | ||||
14,007,178 | ||||||
Hotels, Restaurants & Leisure — 2.0% | ||||||
BJ’s Restaurants, Inc.* | 24,225 | 876,460 | ||||
Bloomin’ Brands, Inc.(a) | 89,418 | 2,564,508 | ||||
Brinker International, Inc.* | 45,454 | 2,258,155 | ||||
Cheesecake Factory, Inc. (The)(a) | 47,935 | 1,732,850 | ||||
Chuy’s Holdings, Inc.* | 17,716 | 597,561 | ||||
Cracker Barrel Old Country Store, Inc.(a) | 22,716 | 1,652,135 | ||||
Dave & Buster’s Entertainment, Inc.*(a) | 33,099 | 2,071,997 | ||||
Dine Brands Global, Inc. | 15,727 | 730,991 | ||||
Golden Entertainment, Inc. | 22,346 | 823,003 | ||||
Jack in the Box, Inc.(a) | 20,100 | 1,376,448 | ||||
Monarch Casino & Resort, Inc. | 13,889 | 1,041,536 | ||||
Papa John’s International, Inc.(a) | 33,700 | 2,244,420 | ||||
Sabre Corp.*(a) | 395,806 | 957,851 | ||||
Shake Shack, Inc. (Class A Stock)*(a) | 38,619 | 4,017,535 | ||||
Six Flags Entertainment Corp.* | 74,921 | 1,971,921 | ||||
24,917,371 | ||||||
Household Durables — 3.6% | ||||||
Cavco Industries, Inc.*(a) | 7,990 | 3,188,489 | ||||
Century Communities, Inc. | 29,091 | 2,807,282 | ||||
Ethan Allen Interiors, Inc. | 23,823 | 823,561 | ||||
Green Brick Partners, Inc.* | 25,984 | 1,565,016 | ||||
Installed Building Products, Inc.(a) | 24,143 | 6,246,518 | ||||
La-Z-Boy, Inc. | 44,067 | 1,657,801 | ||||
LGI Homes, Inc.*(a) | 21,110 | 2,456,571 | ||||
M/I Homes, Inc.* | 28,683 | 3,909,206 | ||||
MDC Holdings, Inc. | 62,281 | 3,918,098 | ||||
Meritage Homes Corp. | 37,538 | 6,586,417 | ||||
Newell Brands, Inc. | 392,500 | 3,151,775 | ||||
Sonos, Inc.* | 127,543 | 2,430,970 | ||||
Tri Pointe Homes, Inc.* | 99,955 | 3,864,260 | ||||
Worthington Enterprises, Inc.(a) | 31,300 | 1,947,799 | ||||
44,553,763 | ||||||
Household Products — 0.7% | ||||||
Central Garden & Pet Co.*(a) | 9,916 | 424,702 | ||||
Central Garden & Pet Co. (Class A Stock)* | 55,752 | 2,058,364 | ||||
Energizer Holdings, Inc.(a) | 69,350 | 2,041,664 |
A4
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Household Products (cont’d.) | ||||||
WD-40 Co.(a) | 13,966 | $3,537,728 | ||||
8,062,458 | ||||||
Independent Power & Renewable Electricity Producers — 0.2% | ||||||
Clearway Energy, Inc. (Class A Stock) | 35,100 | 755,001 | ||||
Clearway Energy, Inc. (Class C Stock)(a) | 84,650 | 1,951,182 | ||||
2,706,183 | ||||||
Industrial REITs — 0.5% | ||||||
Innovative Industrial Properties, Inc.(a) | 28,872 | 2,989,407 | ||||
LXP Industrial Trust | 301,437 | 2,718,962 | ||||
5,708,369 | ||||||
Insurance — 2.8% | ||||||
Ambac Financial Group, Inc.* | 47,740 | 746,176 | ||||
American Equity Investment Life Holding Co.* | 65,092 | 3,659,472 | ||||
AMERISAFE, Inc. | 19,997 | 1,003,250 | ||||
Assured Guaranty Ltd. | 55,965 | 4,882,946 | ||||
Employers Holdings, Inc. | 26,810 | 1,216,906 | ||||
Genworth Financial, Inc. (Class A Stock)* | 464,563 | 2,987,140 | ||||
Goosehead Insurance, Inc. (Class A Stock)*(a) | 25,150 | 1,675,493 | ||||
HCI Group, Inc.(a) | 7,014 | 814,185 | ||||
Horace Mann Educators Corp. | 42,561 | 1,574,331 | ||||
Lincoln National Corp. | 174,750 | 5,579,768 | ||||
Mercury General Corp. | 27,185 | 1,402,746 | ||||
Palomar Holdings, Inc.* | 25,439 | 2,132,551 | ||||
ProAssurance Corp. | 53,844 | 692,434 | ||||
Safety Insurance Group, Inc. | 15,134 | 1,243,863 | ||||
SiriusPoint Ltd. (Bermuda)* | 94,643 | 1,202,913 | ||||
Stewart Information Services Corp. | 28,076 | 1,826,625 | ||||
Trupanion, Inc.*(a) | 37,265 | 1,028,887 | ||||
United Fire Group, Inc. | 22,098 | 481,073 | ||||
34,150,759 | ||||||
Interactive Media & Services — 0.9% | ||||||
Cargurus, Inc.* | 88,150 | 2,034,502 | ||||
Cars.com, Inc.* | 64,250 | 1,103,815 | ||||
QuinStreet, Inc.* | 54,076 | 954,982 | ||||
Shutterstock, Inc.(a) | 24,441 | 1,119,642 | ||||
TripAdvisor, Inc.* | 111,350 | 3,094,417 | ||||
Yelp, Inc.* | 70,532 | 2,778,961 | ||||
11,086,319 | ||||||
IT Services — 0.5% | ||||||
DXC Technology Co.* | 188,350 | 3,994,903 | ||||
Perficient, Inc.*(a) | 35,779 | 2,014,000 | ||||
6,008,903 | ||||||
Leisure Products — 0.4% | ||||||
Sturm Ruger & Co., Inc. | 18,174 | 838,730 | ||||
Topgolf Callaway Brands Corp.* | 146,300 | 2,365,671 | ||||
Vista Outdoor, Inc.* | 59,763 | 1,959,031 | ||||
5,163,432 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Life Sciences Tools & Services — 0.5% | ||||||
BioLife Solutions, Inc.* | 36,747 | $681,657 | ||||
Cytek Biosciences, Inc.* | 103,207 | 692,519 | ||||
Fortrea Holdings, Inc.* | 91,450 | 3,670,803 | ||||
Mesa Laboratories, Inc. | 5,338 | 585,739 | ||||
5,630,718 | ||||||
Machinery — 5.0% | ||||||
3D Systems Corp.*(a) | 141,043 | 626,231 | ||||
Alamo Group, Inc. | 10,635 | 2,428,289 | ||||
Albany International Corp. (Class A Stock) | 32,119 | 3,003,448 | ||||
Astec Industries, Inc. | 23,715 | 1,036,583 | ||||
Barnes Group, Inc. | 52,123 | 1,936,369 | ||||
Enerpac Tool Group Corp. | 55,746 | 1,987,902 | ||||
Enpro, Inc. | 21,527 | 3,633,112 | ||||
ESCO Technologies, Inc. | 26,538 | 2,840,893 | ||||
Federal Signal Corp. | 62,753 | 5,325,847 | ||||
Franklin Electric Co., Inc. | 40,855 | 4,363,722 | ||||
Greenbrier Cos., Inc. (The) | 31,831 | 1,658,395 | ||||
Hillenbrand, Inc. | 72,259 | 3,633,905 | ||||
John Bean Technologies Corp.(a) | 32,790 | 3,439,343 | ||||
Kennametal, Inc. | 81,655 | 2,036,476 | ||||
Lindsay Corp. | 11,482 | 1,350,972 | ||||
Mueller Industries, Inc. | 116,900 | 6,304,417 | ||||
Proto Labs, Inc.* | 26,904 | 961,818 | ||||
SPX Technologies, Inc.*(a) | 47,020 | 5,789,573 | ||||
Standex International Corp. | 12,221 | 2,226,911 | ||||
Tennant Co. | 19,235 | 2,339,168 | ||||
Titan International, Inc.* | 53,476 | 666,311 | ||||
Trinity Industries, Inc.(a) | 84,303 | 2,347,839 | ||||
Wabash National Corp.(a) | 46,735 | 1,399,246 | ||||
61,336,770 | ||||||
Marine Transportation — 0.3% | ||||||
Matson, Inc. | 35,978 | 4,043,927 | ||||
Media — 0.5% | ||||||
AMC Networks, Inc. (Class A Stock)*(a) | 32,211 | 390,719 | ||||
EchoStar Corp. (Class A Stock)* | 124,050 | 1,767,713 | ||||
EW Scripps Co. (The) (Class A Stock)*(a) | 61,379 | 241,219 | ||||
John Wiley & Sons, Inc. (Class A Stock) | 43,400 | 1,654,842 | ||||
Scholastic Corp. | 27,019 | 1,018,887 | ||||
TechTarget, Inc.*(a) | 27,065 | 895,310 | ||||
Thryv Holdings, Inc.* | 32,575 | 724,142 | ||||
6,692,832 | ||||||
Metals & Mining — 2.5% | ||||||
Alpha Metallurgical Resources, Inc.(a) | 12,170 | 4,030,339 | ||||
Arch Resources, Inc.(a) | 18,920 | 3,042,147 | ||||
ATI, Inc.* | 131,406 | 6,724,045 | ||||
Carpenter Technology Corp. | 50,862 | 3,632,564 | ||||
Century Aluminum Co.* | 53,968 | 830,568 | ||||
Compass Minerals International, Inc. | 35,168 | 553,544 | ||||
Haynes International, Inc. | 13,269 | 797,732 | ||||
Kaiser Aluminum Corp. | 16,261 | 1,453,083 |
A5
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Metals & Mining (cont’d.) | ||||||
Materion Corp.(a) | 21,258 | $2,800,741 | ||||
Metallus, Inc.* | 40,033 | 890,734 | ||||
Olympic Steel, Inc. | 10,195 | 722,622 | ||||
SunCoke Energy, Inc. | 87,326 | 984,164 | ||||
Warrior Met Coal, Inc. | 53,556 | 3,250,849 | ||||
Worthington Steel, Inc.(a) | 30,900 | 1,107,765 | ||||
30,820,897 | ||||||
Mortgage Real Estate Investment Trusts (REITs) — 1.6% | ||||||
Apollo Commercial Real Estate Finance, Inc.(a) | 135,646 | 1,511,096 | ||||
Arbor Realty Trust, Inc.(a) | 194,150 | 2,572,488 | ||||
ARMOUR Residential REIT, Inc.(a) | 50,446 | 997,317 | ||||
Blackstone Mortgage Trust, Inc. (Class A Stock)(a) | 177,450 | 3,533,030 | ||||
Ellington Financial, Inc.(a) | 81,880 | 967,003 | ||||
Franklin BSP Realty Trust, Inc. | 85,575 | 1,143,282 | ||||
Hannon Armstrong Sustainable Infrastructure Capital, Inc.(a) | 114,500 | 3,251,800 | ||||
KKR Real Estate Finance Trust, Inc.(a) | 60,708 | 610,722 | ||||
New York Mortgage Trust, Inc.(a) | 95,830 | 689,976 | ||||
PennyMac Mortgage Investment Trust | 90,506 | 1,328,628 | ||||
Ready Capital Corp.(a) | 165,183 | 1,508,121 | ||||
Redwood Trust, Inc. | 135,413 | 862,581 | ||||
Two Harbors Investment Corp. | 100,329 | 1,328,356 | ||||
20,304,400 | ||||||
Multi-Utilities — 0.3% | ||||||
Avista Corp.(a) | 79,654 | 2,789,483 | ||||
Unitil Corp. | 16,761 | 877,438 | ||||
3,666,921 | ||||||
Office REITs — 1.1% | ||||||
Brandywine Realty Trust(a) | 177,311 | 851,093 | ||||
Douglas Emmett, Inc.(a) | 171,750 | 2,382,172 | ||||
Easterly Government Properties, Inc.(a) | 98,118 | 1,129,338 | ||||
Highwoods Properties, Inc.(a) | 108,850 | 2,849,693 | ||||
Hudson Pacific Properties, Inc.(a) | 132,287 | 853,251 | ||||
JBG SMITH Properties | 90,811 | 1,457,517 | ||||
SL Green Realty Corp.(a) | 66,643 | 3,674,029 | ||||
13,197,093 | ||||||
Oil, Gas & Consumable Fuels — 2.9% | ||||||
California Resources Corp.(a) | 66,400 | 3,658,640 | ||||
Comstock Resources, Inc.(a) | 95,829 | 889,293 | ||||
CONSOL Energy, Inc. | 27,400 | 2,295,024 | ||||
CVR Energy, Inc.(a) | 30,380 | 1,083,351 | ||||
Dorian LPG Ltd.(a) | 35,562 | 1,367,714 | ||||
Green Plains, Inc.*(a) | 66,967 | 1,548,277 | ||||
Magnolia Oil & Gas Corp. (Class A Stock)(a) | 190,800 | 4,951,260 | ||||
Northern Oil & Gas, Inc.(a) | 94,004 | 3,730,079 | ||||
Par Pacific Holdings, Inc.* | 57,296 | 2,123,390 | ||||
Peabody Energy Corp. | 113,400 | 2,751,084 | ||||
REX American Resources Corp.* | 15,843 | 930,143 | ||||
SM Energy Co.(a) | 119,152 | 5,939,727 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Oil, Gas & Consumable Fuels (cont’d.) | ||||||
Talos Energy, Inc.* | 138,820 | $1,933,763 | ||||
Vital Energy, Inc.*(a) | 25,331 | 1,330,891 | ||||
World Kinect Corp. | 61,970 | 1,639,106 | ||||
36,171,742 | ||||||
Paper & Forest Products — 0.3% | ||||||
Clearwater Paper Corp.* | 16,909 | 739,431 | ||||
Mercer International, Inc. (Germany) | 46,871 | 466,366 | ||||
Sylvamo Corp. | 36,372 | 2,245,607 | ||||
3,451,404 | ||||||
Passenger Airlines — 1.0% | ||||||
Alaska Air Group, Inc.* | 129,850 | 5,582,251 | ||||
Allegiant Travel Co.(a) | 14,746 | 1,109,047 | ||||
JetBlue Airways Corp.*(a) | 343,300 | 2,547,286 | ||||
SkyWest, Inc.* | 42,136 | 2,910,755 | ||||
Sun Country Airlines Holdings, Inc.* | 41,171 | 621,270 | ||||
12,770,609 | ||||||
Personal Care Products — 0.5% | ||||||
Edgewell Personal Care Co. | 51,415 | 1,986,676 | ||||
Inter Parfums, Inc. | 18,447 | 2,591,988 | ||||
Medifast, Inc.(a) | 11,354 | 435,085 | ||||
Nu Skin Enterprises, Inc. (Class A Stock) | 52,231 | 722,355 | ||||
USANA Health Sciences, Inc.* | 11,213 | 543,830 | ||||
6,279,934 | ||||||
Pharmaceuticals — 1.8% | ||||||
Amphastar Pharmaceuticals, Inc.*(a) | 38,358 | 1,684,300 | ||||
ANI Pharmaceuticals, Inc.* | 15,330 | 1,059,763 | ||||
Collegium Pharmaceutical, Inc.* | 34,019 | 1,320,618 | ||||
Corcept Therapeutics, Inc.*(a) | 94,092 | 2,370,177 | ||||
Harmony Biosciences Holdings, Inc.*(a) | 34,179 | 1,147,731 | ||||
Innoviva, Inc.*(a) | 58,806 | 896,203 | ||||
Ligand Pharmaceuticals, Inc.*(a) | 16,771 | 1,225,960 | ||||
Organon & Co.(a) | 263,300 | 4,950,040 | ||||
Pacira BioSciences, Inc.* | 47,668 | 1,392,859 | ||||
Phibro Animal Health Corp. (Class A Stock) | 21,950 | 283,814 | ||||
Prestige Consumer Healthcare, Inc.* | 51,130 | 3,709,993 | ||||
Supernus Pharmaceuticals, Inc.*(a) | 56,150 | 1,915,276 | ||||
21,956,734 | ||||||
Professional Services — 1.0% | ||||||
CSG Systems International, Inc. | 29,081 | 1,498,835 | ||||
Heidrick & Struggles International, Inc. | 20,956 | 705,379 | ||||
Kelly Services, Inc. (Class A Stock) | 33,334 | 834,683 | ||||
Korn Ferry | 54,082 | 3,556,432 | ||||
NV5 Global, Inc.*(a) | 12,960 | 1,270,210 | ||||
Resources Connection, Inc. | 33,392 | 439,439 | ||||
TTEC Holdings, Inc. | 20,261 | 210,106 | ||||
Verra Mobility Corp.*(a) | 171,313 | 4,277,686 | ||||
12,792,770 |
A6
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Real Estate Management & Development — 0.6% | ||||||
Anywhere Real Estate, Inc.* | 115,223 | $712,078 | ||||
Cushman & Wakefield PLC* | 173,307 | 1,812,791 | ||||
eXp World Holdings, Inc.(a) | 80,200 | 828,466 | ||||
Kennedy-Wilson Holdings, Inc.(a) | 123,567 | 1,060,205 | ||||
Marcus & Millichap, Inc. | 24,830 | 848,441 | ||||
St. Joe Co. (The) | 36,637 | 2,123,847 | ||||
7,385,828 | ||||||
Residential REITs — 0.3% | ||||||
Centerspace | 15,693 | 896,698 | ||||
Elme Communities | 91,609 | 1,275,197 | ||||
NexPoint Residential Trust, Inc. | 23,795 | 765,961 | ||||
Veris Residential, Inc. | 83,679 | 1,272,758 | ||||
4,210,614 | ||||||
Retail REITs — 1.8% | ||||||
Acadia Realty Trust(a) | 99,426 | 1,691,236 | ||||
Getty Realty Corp. | 50,561 | 1,382,843 | ||||
Macerich Co. (The)(a) | 222,450 | 3,832,814 | ||||
Phillips Edison & Co., Inc.(a) | 125,650 | 4,507,066 | ||||
Retail Opportunity Investments Corp. | 129,839 | 1,664,536 | ||||
Saul Centers, Inc. | 13,628 | 524,542 | ||||
SITE Centers Corp. | 185,397 | 2,716,066 | ||||
Tanger, Inc.(a) | 110,898 | 3,274,818 | ||||
Urban Edge Properties(a) | 122,716 | 2,119,305 | ||||
Whitestone REIT | 49,137 | 616,669 | ||||
22,329,895 | ||||||
Semiconductors & Semiconductor Equipment — 2.8% | ||||||
Alpha & Omega Semiconductor Ltd.* | 23,445 | 516,728 | ||||
Axcelis Technologies, Inc.* | 33,660 | 3,753,763 | ||||
CEVA, Inc.* | 24,543 | 557,371 | ||||
Cohu, Inc.* | 48,802 | 1,626,571 | ||||
Diodes, Inc.* | 47,300 | 3,334,650 | ||||
FormFactor, Inc.* | 80,143 | 3,656,925 | ||||
Ichor Holdings Ltd.* | 30,651 | 1,183,742 | ||||
Kulicke & Soffa Industries, Inc. (Singapore) | 58,034 | 2,919,690 | ||||
MaxLinear, Inc.* | 77,405 | 1,445,151 | ||||
PDF Solutions, Inc.* | 31,918 | 1,074,679 | ||||
Photronics, Inc.* | 64,471 | 1,825,819 | ||||
Semtech Corp.*(a) | 66,946 | 1,840,346 | ||||
SiTime Corp.* | 18,000 | 1,678,140 | ||||
SMART Global Holdings, Inc.* | 53,580 | 1,410,226 | ||||
SolarEdge Technologies, Inc.*(a) | 58,500 | 4,152,329 | ||||
Ultra Clean Holdings, Inc.* | 46,150 | 2,120,131 | ||||
Veeco Instruments, Inc.* | 57,999 | 2,039,825 | ||||
35,136,086 | ||||||
Software — 3.8% | ||||||
A10 Networks, Inc. | 72,696 | 995,208 | ||||
ACI Worldwide, Inc.* | 111,950 | 3,717,859 | ||||
Adeia, Inc. | 111,759 | 1,220,408 | ||||
Agilysys, Inc.* | 20,743 | 1,747,805 | ||||
Alarm.com Holdings, Inc.*(a) | 51,489 | 3,731,408 | ||||
BlackLine, Inc.*(a) | 52,350 | 3,380,763 | ||||
Box, Inc. (Class A Stock)* | 147,900 | 4,188,528 |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Software (cont’d.) | ||||||
Cerence, Inc.*(a) | 42,053 | $662,335 | ||||
DoubleVerify Holdings, Inc.*(a) | 143,539 | 5,046,831 | ||||
Envestnet, Inc.*(a) | 51,200 | 2,964,992 | ||||
InterDigital, Inc.(a) | 26,475 | 2,818,529 | ||||
LiveRamp Holdings, Inc.* | 68,344 | 2,357,868 | ||||
N-able, Inc.* | 72,488 | 947,418 | ||||
NCR Voyix Corp.* | 138,300 | 1,746,729 | ||||
Progress Software Corp. | 45,412 | 2,420,914 | ||||
Sprinklr, Inc. (Class A Stock)* | 121,800 | 1,494,486 | ||||
SPS Commerce, Inc.* | 37,803 | 6,989,775 | ||||
Xperi, Inc.* | 45,334 | 546,728 | ||||
46,978,584 | ||||||
Specialized REITs — 0.6% | ||||||
Four Corners Property Trust, Inc.(a) | 93,275 | 2,282,439 | ||||
Outfront Media, Inc. | 149,597 | 2,511,734 | ||||
Safehold, Inc.(a) | 46,683 | 961,670 | ||||
Uniti Group, Inc.(a) | 248,931 | 1,468,693 | ||||
7,224,536 | ||||||
Specialty Retail — 5.0% | ||||||
Abercrombie & Fitch Co. (Class A Stock)* | 51,922 | 6,507,384 | ||||
Academy Sports & Outdoors, Inc. | 76,360 | 5,157,354 | ||||
Advance Auto Parts, Inc. | 60,850 | 5,177,727 | ||||
American Eagle Outfitters, Inc.(a) | 191,229 | 4,931,796 | ||||
Asbury Automotive Group, Inc.*(a) | 21,196 | 4,997,593 | ||||
Boot Barn Holdings, Inc.*(a) | 31,207 | 2,969,346 | ||||
Buckle, Inc. (The)(a) | 30,077 | 1,211,201 | ||||
Caleres, Inc.(a) | 34,227 | 1,404,334 | ||||
Designer Brands, Inc. (Class A Stock)(a) | 43,977 | 480,669 | ||||
Foot Locker, Inc.(a) | 84,350 | 2,403,975 | ||||
Group 1 Automotive, Inc. | 13,679 | 3,997,414 | ||||
Guess?, Inc.(a) | 28,475 | 896,108 | ||||
Haverty Furniture Cos., Inc.(a) | 13,919 | 474,916 | ||||
Hibbett, Inc. | 12,115 | 930,553 | ||||
Leslie’s, Inc.* | 191,941 | 1,247,617 | ||||
MarineMax, Inc.*(a) | 21,009 | 698,759 | ||||
Monro, Inc.(a) | 30,755 | 970,013 | ||||
National Vision Holdings, Inc.*(a) | 80,508 | 1,784,057 | ||||
ODP Corp. (The)* | 34,187 | 1,813,620 | ||||
Sally Beauty Holdings, Inc.*(a) | 108,011 | 1,341,497 | ||||
Shoe Carnival, Inc.(a) | 18,799 | 688,795 | ||||
Signet Jewelers Ltd.(a) | 45,620 | 4,565,193 | ||||
Sonic Automotive, Inc. (Class A Stock)(a) | 15,486 | 881,773 | ||||
Upbound Group, Inc. | 46,399 | 1,633,709 | ||||
Urban Outfitters, Inc.* | 58,255 | 2,529,432 | ||||
Victoria’s Secret & Co.*(a) | 80,600 | 1,562,028 | ||||
61,256,863 | ||||||
Technology Hardware, Storage & Peripherals — 0.2% | ||||||
Corsair Gaming, Inc.* | 45,102 | 556,559 | ||||
Xerox Holdings Corp.(a) | 116,350 | 2,082,665 | ||||
2,639,224 |
A7
PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Shares | Value | |||||
Common Stocks (continued) | ||||||
Textiles, Apparel & Luxury Goods — 1.0% | ||||||
G-III Apparel Group Ltd.* | 42,406 | $1,230,198 | ||||
Hanesbrands, Inc.*(a) | 360,356 | 2,090,065 | ||||
Kontoor Brands, Inc.(a) | 51,480 | 3,101,670 | ||||
Movado Group, Inc. | 16,678 | 465,817 | ||||
Oxford Industries, Inc.(a) | 15,120 | 1,699,488 | ||||
Steven Madden Ltd.(a) | 72,197 | 3,052,489 | ||||
Wolverine World Wide, Inc.(a) | 82,954 | 929,914 | ||||
12,569,641 | ||||||
Tobacco — 0.2% | ||||||
Universal Corp. | 25,190 | 1,302,827 | ||||
Vector Group Ltd. | 138,234 | 1,515,044 | ||||
2,817,871 | ||||||
Trading Companies & Distributors — 1.7% | ||||||
Air Lease Corp.(a) | 106,350 | 5,470,644 | ||||
Boise Cascade Co.(a) | 40,774 | 6,253,508 | ||||
DNOW, Inc.* | 110,883 | 1,685,422 | ||||
DXP Enterprises, Inc.* | 13,612 | 731,373 | ||||
GMS, Inc.* | 40,969 | 3,987,922 | ||||
Rush Enterprises, Inc. (Class A Stock)(a) | 63,450 | 3,395,844 | ||||
21,524,713 | ||||||
Water Utilities — 0.7% | ||||||
American States Water Co. | 38,052 | 2,748,876 | ||||
California Water Service Group(a) | 59,427 | 2,762,167 | ||||
Middlesex Water Co. | 18,557 | 974,243 | ||||
SJW Group(a) | 29,835 | 1,688,363 | ||||
8,173,649 | ||||||
Wireless Telecommunication Services — 0.2% | ||||||
Gogo, Inc.*(a) | 64,494 | 566,257 | ||||
Telephone & Data Systems, Inc. | 102,810 | 1,647,016 | ||||
2,213,273 | ||||||
Total Common Stocks (cost $843,107,487) | 1,223,151,645 | |||||
Unaffiliated Exchange-Traded Fund — 0.2% | ||||||
iShares Core S&P Small-Cap ETF(a) | 20,820 | 2,301,027 | ||||
(cost $1,457,151) | ||||||
Total Long-Term Investments (cost $844,564,638) | 1,225,452,672 | |||||
Short-Term Investments — 26.0% | ||||||
Affiliated Mutual Funds — 25.9% | ||||||
PGIM Core Ultra Short Bond Fund(wb) | 3,149,176 | 3,149,176 | ||||
PGIM Institutional Money Market Fund (7-day effective yield 5.664%) (cost $316,279,330; includes $314,748,090 of cash collateral for securities on loan)(b)(wb) | 316,678,483 | 316,520,144 | ||||
Total Affiliated Mutual Funds (cost $319,428,506) | 319,669,320 |
Interest Rate | Maturity Date | Principal Amount (000)# | Value | ||||
U.S. Treasury Obligation(k)(n) — 0.1% | |||||||
U.S. Treasury Bills | |||||||
5.270% | 06/20/24 | 600 | $593,044 | ||||
(cost $593,076) | |||||||
Total Short-Term Investments (cost $320,021,582) | 320,262,364 | ||||||
TOTAL INVESTMENTS—125.4% (cost $1,164,586,220) | 1,545,715,036 | ||||||
Liabilities in excess of other assets(z) — (25.4)% | (313,488,378) | ||||||
Net Assets — 100.0% | $1,232,226,658 |
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 $310,724,708; cash collateral of $314,748,090 (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: |
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PSF SMALL-CAP STOCK INDEX
PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS | as of March 31, 2024 (unaudited) |
Futures contracts outstanding at March 31, 2024: | ||||||||
Number of Contracts | Type | Expiration Date | Current Notional Amount | Value / Unrealized Appreciation (Depreciation) | ||||
Long Position: | ||||||||
39 | Russell 2000 E-Mini Index | Jun. 2024 | $4,184,505 | $72,628 |
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).
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