The Prudential Series Fund Portfolio Holdings...The Prudential Series Fund Portfolio Holdings As of 02/29/2020 Holdings subject to change without notice. Portfolio holdings are unaudited

The Prudential Series Fund

Portfolio Holdings

As of 02/29/2020

Holdings subject to change without notice.

Portfolio holdings are unaudited and may differ from theholdings that appear in the portfolio's periodic reports.Please refer to the portfolio's semi-annual or annual reportfor audited holdings information.

1008162-00001-00 Ed. 10/2018

Portfolios are only available for investment in variable annuities issued by Pruco Life Insurance Company (in New York, by Pruco LifeInsurance Company of New Jersey), Newark, NJ (main office), or by Prudential Annuities Life Assurance Corporation, Shelton, CT (mainoffice) and distributed by Prudential Annuities Distributors, Inc., Shelton, CT. All are Prudential Financial companies and each is solelyresponsible for its own financial condition and contractual obligations. Prudential Annuities is a business of Prudential Financial Inc.

These materials are being provided for informational or educational purposes only and do not take into account the investment objectives orfinancial situation of any client or prospective clients. The information is not intended as investment advice and is not a recommendation aboutmanaging or investing your retirement savings. Clients seeking information regarding their particular investment needs should contact afinancial professional.

This material must be preceded or accompanied by a current variable annuity product prospectus and the Applicable variable annuitysummary card.

© 2014 Prudential Annuities, Prudential, the Prudential logo, the Rock symbol, and Bring Your Challenges are service marks of Prudential, Inc.and its related entities, registered in many jurisdictions worldwide.

PSF Conservative Balanced Portfolio

Security % of PortfolioPGIM Core Ultra Short Bond 12/01/2099 8.35%US 5YR NOTE (CBT) 6/30/2020 2.77%PGIM Institutional Money Ma 12/01/2099 2.67%MICROSOFT CORP 2.23%APPLE INC 2.06%US ULTRA BOND CBT 6/19/2020 1.97%AMAZON.COM INC 1.42%US 10YR ULTRA FUT 6/19/2020 1.16%FANNIE MAE OR FREDDIE MAC 4/01/2050 0.90%S&P500 EMINI FUT 3/20/2020 0.84%FACEBOOK INC 0.84%ALPHABET INC 0.73%BERKSHIRE HATHAWAY INC 0.73%ALPHABET INC 0.72%JPMORGAN CHASE & CO 0.66%JOHNSON & JOHNSON 0.64%FANNIE MAE POOL 8/01/2049 0.61%FANNIE MAE OR FREDDIE MAC 5/01/2050 0.57%VISA INC 0.56%PROCTER & GAMBLE CO/THE 0.51%US LONG BOND(CBT) 6/19/2020 0.47%S&P 500 FUTURE 3/19/2020 0.47%MASTERCARD INC 0.47%UNITED STATES TREASURY STRI 11/15/2043 0.46%AT&T INC 0.46%INTEL CORP 0.44%UNITEDHEALTH GROUP INC 0.44%HOME DEPOT INC/THE 0.43%FANNIE MAE OR FREDDIE MAC 4/01/2050 0.42%BANK OF AMERICA CORP 0.42%VERIZON COMMUNICATIONS INC 0.40%EXXON MOBIL CORP 0.39%WALT DISNEY CO/THE 0.38%FORD CREDIT FLOORPLAN MASTE 3/15/2025 0.38%COCA-COLA CO/THE 0.37%MORGAN STANLEY CAPITAL I TR 7/01/2052 0.36%MERCK & CO INC 0.35%FANNIE MAE-ACES 12/01/2026 0.34%FANNIE MAE OR FREDDIE MAC 5/01/2035 0.34%PEPSICO INC 0.33%PFIZER INC 0.33%COMCAST CORP 0.33%CHEVRON CORP 0.32%SWAP VM CITI USD 12/31/2060 0.31%CISCO SYSTEMS INC 0.30%ADOBE INC 0.30%NVIDIA CORP 0.30%WELLS FARGO COMMERCIAL MORT 3/01/2052 0.30%NETFLIX INC 0.29%WELLS FARGO & CO 0.29%ISHARES CORE S&P 500 ETF 0.29%TRIMARAN CAVU 2019-1 LTD 7/20/2032 0.28%WALMART INC 0.27%SALESFORCE.COM INC 0.27%

Security % of PortfolioFREDDIE MAC MULTIFAMILY STR 4/01/2028 0.27%BOEING CO/THE 0.26%MCDONALD'S CORP 0.26%FREDDIE MAC POOL 9/01/2049 0.26%CIFC FUNDING 2014-V LTD 10/17/2031 0.26%OCP CLO 20 LTD 7/20/2032 0.26%ICG US CLO 2015-1 LTD 10/19/2028 0.26%CITIGROUP INC 0.25%GINNIE MAE II POOL 9/01/2047 0.25%BRISTOL-MYERS SQUIBB CO 0.25%MORGAN STANLEY CAPITAL I TR 8/01/2049 0.25%ABBOTT LABORATORIES 0.24%MEDTRONIC PLC 0.24%FANNIE MAE-ACES 5/01/2027 0.24%FANNIE MAE OR FREDDIE MAC 5/01/2035 0.23%ABBVIE INC 0.23%FREDDIE MAC POOL 10/01/2049 0.23%PHILIP MORRIS INTERNATIONAL 0.23%GINNIE MAE II POOL 7/01/2046 0.23%PAYPAL HOLDINGS INC 0.23%FREDDIE MAC MULTIFAMILY STR 7/01/2028 0.22%COSTCO WHOLESALE CORP 0.22%NEXTERA ENERGY INC 0.22%JPMCC COMMERCIAL MORTGAGE S 7/01/2050 0.22%AMGEN INC 0.22%FREDDIE MAC MULTIFAMILY STR 11/01/2027 0.22%THERMO FISHER SCIENTIFIC IN 0.21%HONEYWELL INTERNATIONAL INC 0.21%GINNIE MAE II POOL 7/01/2048 0.21%INTERNATIONAL BUSINESS MACH 0.21%ACCENTURE PLC 0.21%MORGAN STANLEY CAPITAL I TR 6/01/2052 0.20%UBS COMMERCIAL MORTGAGE TRU 11/01/2050 0.20%MORGAN STANLEY CAPITAL I TR 12/01/2048 0.20%UNION PACIFIC CORP 0.20%COMM 2014-LC17 MORTGAGE TRU 10/01/2047 0.20%BANK OF AMERICA CORP 3/03/2026 0.20%NIKE INC 0.20%BROADCOM INC 0.20%ORACLE CORP 0.20%TEXAS INSTRUMENTS INC 0.19%ELI LILLY & CO 0.19%GS MORTGAGE SECURITIES TRUS 10/01/2048 0.19%UNITED TECHNOLOGIES CORP 0.19%JPMBB COMMERCIAL MORTGAGE S 2/01/2048 0.19%GINNIE MAE II POOL 7/01/2046 0.19%PALMER SQUARE CLO 2015-2 LT 7/20/2030 0.19%LINDE PLC 0.19%FEDERAL NATIONAL MORTGAGE A 1/15/2030 0.18%AMERICAN TOWER CORP 0.18%BVRT_19-1F 9/15/2021 0.18%JAMESTOWN CLO XII LTD 4/20/2032 0.18%WELLS FARGO COMMERCIAL MORT 11/01/2049 0.18%CITIBANK CREDIT CARD ISSUAN 10/13/2030 0.18%

PSF Portfolio Holdings

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PSF Conservative Balanced Portfolio (continued)

Security % of PortfolioUNITED STATES TREASURY STRI 8/15/2044 0.17%FREDDIE MAC MULTIFAMILY STR 3/01/2027 0.17%GENERAL ELECTRIC CO 0.17%FREDDIE MAC MULTIFAMILY STR 8/01/2027 0.17%STARBUCKS CORP 0.17%DANAHER CORP 0.17%BBCMS MORTGAGE TRUST 2018-C 12/01/2051 0.17%LOCKHEED MARTIN CORP 0.17%CITIGROUP COMMERCIAL MORTGA 4/01/2050 0.16%QUALCOMM INC 0.16%GS MORTGAGE SECURITIES TRUS 10/01/2049 0.16%FANNIE MAE POOL 1/01/2042 0.16%GS MORTGAGE SECURITIES TRUS 11/01/2049 0.16%AT&T INC 3/01/2039 0.16%FORD CREDIT AUTO OWNER TRUS 3/15/2029 0.16%GILEAD SCIENCES INC 0.16%JEFFERSON MILL CLO LTD 10/20/2031 0.16%FORD CREDIT AUTO OWNER TRUS 7/15/2030 0.16%3M CO 0.15%FIDELITY NATIONAL INFORMATI 0.15%CSAIL 2017-C8 COMMERCIAL MO 6/01/2050 0.15%BENCHMARK 2018-B3 MORTGAGE 4/01/2051 0.15%FREDDIE MAC MULTIFAMILY STR 5/01/2028 0.15%LOWE'S COS INC 0.15%ONEMAIN DIRECT AUTO RECEIVA 12/16/2024 0.14%FREDDIE MAC MULTIFAMILY STR 9/01/2027 0.14%ONEMAIN DIRECT AUTO RECEIVA 9/14/2027 0.14%CHARTER COMMUNICATIONS INC 0.14%JPMORGAN CHASE & CO 9/10/2024 0.14%WELLFLEET CLO 2018-2 LTD 10/20/2031 0.14%FANNIE MAE POOL 11/01/2047 0.14%FREDDIE MAC MULTIFAMILY STR 5/01/2033 0.14%DOLLAR TREE INC 5/15/2025 0.14%CVS HEALTH CORP 0.14%MONDELEZ INTERNATIONAL INC 0.14%ALTRIA GROUP INC 0.14%AMERICAN EXPRESS CO 0.13%WELLS FARGO COMMERCIAL MORT 7/01/2050 0.13%FANNIE MAE POOL 9/01/2049 0.13%FANNIE MAE POOL 11/01/2049 0.13%FANNIE MAE POOL 11/01/2047 0.13%BOOKING HOLDINGS INC 0.13%CENTRAL PARK FUNDING TRUST 11/01/2023 0.13%TJX COS INC/THE 0.13%CME GROUP INC 0.13%MIDOCEAN CREDIT CLO III 4/21/2031 0.13%MORGAN STANLEY 9/08/2026 0.13%FANNIE MAE-ACES 3/01/2028 0.13%INTUIT INC 0.13%UBS COMMERCIAL MORTGAGE TRU 12/01/2051 0.13%CATERPILLAR INC 0.13%GINNIE MAE II POOL 2/01/2049 0.13%NAVIENT PRIVATE EDUCATION R 2/18/2042 0.12%CIGNA CORP 0.12%

Security % of PortfolioASSURANT COMMERCIAL MORTGAG 5/01/2049 0.12%FANNIE MAE-ACES 11/01/2025 0.12%AUTOMATIC DATA PROCESSING I 0.12%DUKE ENERGY CORP 0.12%ANTHEM INC 0.12%US BANCORP 0.12%GS MORTGAGE SECURITIES TRUS 2/01/2048 0.12%CHUBB LTD 0.12%S&P GLOBAL INC 0.12%BECTON DICKINSON AND CO 0.12%GOLDMAN SACHS GROUP INC/THE 0.12%DOMINION ENERGY INC 0.12%SOUTHERN CO/THE 0.11%UNITED PARCEL SERVICE INC 0.11%ALLERGAN PLC 0.11%ZOETIS INC 0.11%INTUITIVE SURGICAL INC 0.11%FREDDIE MAC MULTIFAMILY STR 8/01/2028 0.11%STRYKER CORP 0.11%FISERV INC 0.11%OZLM VI LTD 4/17/2031 0.11%PROLOGIS INC 0.11%TRUIST FINANCIAL CORP 0.11%WELLS FARGO & CO 2/11/2031 0.11%SERVICENOW INC 0.11%FREDDIE MAC MULTIFAMILY STR 2/01/2028 0.11%FORD CREDIT AUTO OWNER TRUS 7/15/2031 0.11%CITIGROUP COMMERCIAL MORTGA 5/01/2049 0.11%GOLDMAN SACHS GROUP INC/THE 1/26/2027 0.11%FORD MOTOR CREDIT CO LLC 11/01/2022 0.11%CROWN CASTLE INTERNATIONAL 0.11%VERTEX PHARMACEUTICALS INC 0.10%MICRON TECHNOLOGY INC 0.10%BAT CAPITAL CORP 8/15/2024 0.10%BIOGEN INC 0.10%COLGATE-PALMOLIVE CO 0.10%AVIS BUDGET RENTAL CAR FUND 3/20/2026 0.10%FANNIE MAE POOL 10/01/2041 0.10%SOFI PROFESSIONAL LOAN PROG 6/15/2048 0.10%CNAC HK FINBRIDGE CO LTD 7/19/2022 0.10%CSAIL 2015-C4 COMMERCIAL MO 11/01/2048 0.10%FANNIE MAE POOL 2/01/2033 0.10%MORGAN STANLEY 0.10%PENTAIR FINANCE SARL 7/01/2029 0.10%CSX CORP 0.10%PNC FINANCIAL SERVICES GROU 0.10%JPMORGAN CHASE & CO 11/15/2048 0.10%BLACKROCK INC 0.10%UBS COMMERCIAL MORTGAGE TRU 8/01/2050 0.10%CFCRE COMMERCIAL MORTGAGE T 5/01/2058 0.10%GLOBAL PAYMENTS INC 0.10%JPMDB COMMERCIAL MORTGAGE S 6/01/2049 0.10%APPLIED MATERIALS INC 0.10%ABU DHABI GOVERNMENT INTERN 10/11/2027 0.10%


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Security % of PortfolioMARSH & MCLENNAN COS INC 0.10%CONOCOPHILLIPS 0.10%NISOURCE INC 5/15/2027 0.10%RAYTHEON CO 0.10%FORD CREDIT AUTO OWNER TRUS 8/15/2031 0.10%TARGET CORP 0.09%UNITED STATES TREASURY STRI 8/15/2039 0.09%NORTHROP GRUMMAN CORP 0.09%FANNIE MAE POOL 9/01/2044 0.09%STATE OF ILLINOIS 11/01/2022 0.09%DOMINION ENERGY INC 4/01/2021 0.09%ADVANCED MICRO DEVICES INC 0.09%MPLX LP 6/01/2025 0.09%HPS LOAN MANAGEMENT 19 LTD 7/22/2032 0.09%CANYON CAPITAL CLO 2015-1 L 4/15/2029 0.09%OZLM XXIV LTD 7/20/2032 0.09%ANCHORAGE CAPITAL CLO 11 LT 7/22/2032 0.09%MOUNTAIN VIEW CLO 2015-9 LT 7/15/2031 0.09%BOSTON SCIENTIFIC CORP 0.09%EXELON CORP 6/01/2022 0.09%FANNIE MAE POOL 3/01/2043 0.09%ILLINOIS TOOL WORKS INC 0.09%INTERCONTINENTAL EXCHANGE I 0.09%AON PLC 0.09%DEERE & CO 0.09%INDIANA MICHIGAN POWER CO 5/15/2028 0.09%EQUINIX INC 0.09%AIR PRODUCTS & CHEMICALS IN 0.09%FANNIE MAE POOL 5/01/2048 0.09%AMERICREDIT AUTOMOBILE RECE 7/18/2025 0.09%NORFOLK SOUTHERN CORP 0.09%FORD CREDIT AUTO OWNER TRUS 1/15/2030 0.09%PIEDMONT NATURAL GAS CO INC 6/01/2029 0.09%HARLEY-DAVIDSON FINANCIAL S 1/15/2021 0.09%BAY AREA TOLL AUTHORITY 4/01/2049 0.08%SOFI PROFESSIONAL LOAN PROG 8/25/2047 0.08%CHARLES SCHWAB CORP/THE 0.08%FANNIE MAE POOL 5/01/2042 0.08%FANNIE MAE POOL 7/01/2046 0.08%CHARTER COMMUNICATIONS OPER 10/23/2035 0.08%TH MSRISSUER TRUST 6/25/2024 0.08%COMM 2014-CCRE18 MORTGAGE T 7/01/2047 0.08%CONTINENTAL RESOURCES INC/O 4/15/2023 0.08%ECOLAB INC 0.08%MMAF EQUIPMENT FINANCE LLC 6/15/2040 0.08%TOYOTA AUTO LOAN EXTENDED N 11/25/2031 0.08%AMERICAN AIRLINES 2015-1 CL 5/01/2027 0.08%ACTIVISION BLIZZARD INC 0.08%KIMBERLY-CLARK CORP 0.08%AMERICAN ELECTRIC POWER CO 0.08%AVIS BUDGET RENTAL CAR FUND 9/22/2025 0.08%CIGNA CORP 10/15/2028 0.08%HUMANA INC 0.08%FREDDIE MAC MULTIFAMILY STR 4/01/2028 0.08%

Security % of PortfolioWASTE MANAGEMENT INC 0.08%L3HARRIS TECHNOLOGIES INC 0.08%FANNIE MAE POOL 11/01/2036 0.08%ALLERGAN FUNDING SCS 3/15/2035 0.08%SHERWIN-WILLIAMS CO/THE 0.08%PROGRESSIVE CORP/THE 0.08%GINNIE MAE II POOL 8/01/2048 0.08%EDWARDS LIFESCIENCES CORP 0.08%FREDDIE MAC GOLD POOL 7/01/2043 0.08%NEWELL BRANDS INC 4/01/2026 0.08%LAM RESEARCH CORP 0.08%BAXTER INTERNATIONAL INC 0.08%TFS_L 8-3-AL 2.90 16-MAR-20 3/16/2023 0.08%AUTODESK INC 0.08%UBS COMMERCIAL MORTGAGE TRU 3/01/2051 0.08%STATE OF CALIFORNIA 10/01/2039 0.08%AUTOZONE INC 4/18/2029 0.08%LAUREL ROAD PRIME STUDENT L 5/26/2043 0.08%CAPITAL ONE FINANCIAL CORP 0.08%CIM TRUST 2017-3 1/01/2057 0.07%YORK CLO-6 LTD 7/22/2032 0.07%CIM TRUST 2017-6 6/01/2057 0.07%EXELON CORP 0.07%WELLFLEET CLO 2017-3 LTD 1/17/2031 0.07%TOWD POINT MORTGAGE TRUST 2 10/01/2057 0.07%ONEMAIN DIRECT AUTO RECEIVA 11/14/2023 0.07%ANALOG DEVICES INC 0.07%TOWD POINT MORTGAGE TRUST 2 2/25/2057 0.07%ESTEE LAUDER COS INC/THE 0.07%GINNIE MAE II POOL 3/01/2046 0.07%FANNIE MAE POOL 9/01/2047 0.07%MOODY'S CORP 0.07%SEMPRA ENERGY 0.07%FREDDIE MAC GOLD POOL 7/01/2041 0.07%ROSS STORES INC 0.07%ILLUMINA INC 0.07%FANNIE MAE POOL 11/01/2046 0.07%UNITED STATES TREASURY BILL 3/19/2020 0.07%GINNIE MAE II POOL 11/01/2048 0.07%ABBVIE INC 5/14/2035 0.07%EMERSON ELECTRIC CO 0.07%FANNIE MAE POOL 1/01/2046 0.07%DOLLAR GENERAL CORP 0.07%SIMON PROPERTY GROUP INC 0.07%PARK AVENUE FUNDING TRUST 11/27/2020 0.07%BANK OF AMERICA CORP 1/22/2025 0.07%GENERAL MOTORS CO 0.07%TELOS CLO 2013-3 LTD 7/17/2026 0.07%GENERAL DYNAMICS CORP 0.07%CIM TRUST 2017-8 12/01/2065 0.07%EATON CORP PLC 0.07%FREDDIE MAC MULTIFAMILY STR 4/01/2028 0.07%FANNIE MAE POOL 9/01/2042 0.07%WALT DISNEY CO/THE 11/30/2028 0.07%


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Security % of PortfolioFANNIE MAE POOL 1/01/2047 0.07%GINNIE MAE II POOL 12/01/2045 0.07%SCHLUMBERGER LTD 0.07%GOLDMAN SACHS GROUP INC/THE 11/10/2167 0.07%FANNIE MAE POOL 2/01/2047 0.07%GENERAL MOTORS FINANCIAL CO 4/13/2024 0.07%ROYAL BANK OF SCOTLAND GROU 5/08/2030 0.07%INDONESIA GOVERNMENT INTERN 7/18/2024 0.07%KINDER MORGAN INC/DE 0.07%SOUTHWEST AIRLINES CO 2/10/2030 0.07%AT&T INC 5/15/2025 0.07%ROPER TECHNOLOGIES INC 0.07%CITIGROUP INC 1/12/2026 0.07%AMERICAN INTERNATIONAL GROU 0.07%SOFI PROFESSIONAL LOAN PROG 5/15/2046 0.07%EOG RESOURCES INC 0.07%NEW JERSEY TURNPIKE AUTHORI 1/01/2040 0.07%REGENERON PHARMACEUTICALS I 0.07%OCEAN TRAILS CLO VII 4/17/2030 0.07%PETROLEOS MEXICANOS 1/23/2050 0.07%ONEMAIN FINANCIAL ISSUANCE 9/14/2032 0.07%SOFI PROFESSIONAL LOAN PROG 11/16/2048 0.06%TRINITAS CLO VII LTD 1/25/2031 0.06%TIAA CLO I LTD 7/20/2031 0.06%EXELON GENERATION CO LLC 10/01/2039 0.06%HELMERICH & PAYNE INC 3/15/2025 0.06%PETROLEOS MEXICANOS 9/21/2047 0.06%NEWMONT CORP 0.06%ENEL FINANCE INTERNATIONAL 9/14/2025 0.06%TEACHERS INSURANCE & ANNUIT 5/15/2047 0.06%UNITED STATES TREASURY STRI 5/15/2039 0.06%CIM TRUST 2017-2 12/01/2057 0.06%FANNIE MAE-ACES 1/01/2025 0.06%CSMC 2018-RPL9 TRUST 9/01/2057 0.06%MONONGAHELA POWER CO 4/15/2024 0.06%FANNIE MAE-ACES 10/01/2026 0.06%ALLSTATE CORP/THE 0.06%COMCAST CORP 10/15/2028 0.06%MMAF EQUIPMENT FINANCE LLC 11/12/2041 0.06%COMCAST CABLE HOLDINGS LLC 6/15/2022 0.06%CITIGROUP INC 9/29/2027 0.06%INTERNATIONAL PAPER CO 11/15/2041 0.06%HCA HEALTHCARE INC 0.06%ABBVIE INC 11/21/2049 0.06%FEDEX CORP 0.06%FREDDIE MAC STRUCTURED AGEN 3/25/2030 0.06%MMAF EQUIPMENT FINANCE LLC 11/12/2041 0.06%MARRIOTT INTERNATIONAL INC/ 0.06%WALGREENS BOOTS ALLIANCE IN 0.06%BRISTOL-MYERS SQUIBB CO 10/26/2049 0.06%COGNIZANT TECHNOLOGY SOLUTI 0.06%SYSCO CORP 0.06%PHILLIPS 66 0.06%BANK OF NEW YORK MELLON COR 0.06%

Security % of PortfolioMETLIFE INC 0.06%BOEING CO/THE 2/01/2050 0.06%GINNIE MAE II POOL 4/01/2045 0.06%CITIGROUP INC 2/15/2169 0.06%VIACOMCBS INC 4/01/2044 0.06%XCEL ENERGY INC 0.06%VERIZON COMMUNICATIONS INC 12/03/2029 0.06%FREDDIE MAC MULTIFAMILY STR 12/01/2027 0.06%FANNIE MAE POOL 12/01/2042 0.06%SEASONED CREDIT RISK TRANSF 8/01/2058 0.06%UBS-BARCLAYS COMMERCIAL MOR 4/01/2046 0.06%NAVIENT PRIVATE EDUCATION R 5/15/2068 0.06%SIERRA TIMESHARE 2019-2 REC 5/20/2036 0.06%DUPONT DE NEMOURS INC 0.06%JPMORGAN CHASE & CO 4/23/2029 0.06%CHICAGO O'HARE INTERNATIONA 1/01/2040 0.06%INGERSOLL-RAND PLC 0.06%AFLAC INC 0.06%HSBC HOLDINGS PLC 5/18/2021 0.06%PUBLIC STORAGE 0.06%COMMONBOND STUDENT LOAN TRU 9/25/2042 0.06%VISTRA OPERATIONS CO LLC 7/15/2024 0.06%INDONESIA GOVERNMENT INTERN 7/30/2025 0.06%SBA COMMUNICATIONS CORP 0.06%TRAVELERS COS INC/THE 0.06%CENTENE CORP 0.06%MARATHON PETROLEUM CORP 0.06%WELLTOWER INC 0.06%DAIMLER FINANCE NORTH AMERI 5/04/2021 0.06%NEW YORK CITY TRANSITIONAL 8/01/2036 0.05%MORGAN STANLEY DEAN WITTER 9/25/2032 0.05%MEXICO CITY AIRPORT TRUST 7/31/2047 0.05%GINNIE MAE II POOL 4/01/2047 0.05%NAVIENT PRIVATE EDUCATION R 2/15/2068 0.05%ANHEUSER-BUSCH COS LLC / AN 2/01/2036 0.05%SOFI PROFESSIONAL LOAN PROG 8/17/2048 0.05%FANNIE MAE POOL 7/01/2048 0.05%AMERICREDIT AUTOMOBILE RECE 4/18/2025 0.05%DOW INC 0.05%UBS-BARCLAYS COMMERCIAL MOR 12/01/2045 0.05%JAPAN FINANCE ORGANIZATION 4/20/2022 0.05%FANNIE MAE POOL 2/01/2027 0.05%HP INC 0.05%FORD CREDIT FLOORPLAN MASTE 9/15/2024 0.05%GENERAL MILLS INC 0.05%MORGAN STANLEY 1/24/2029 0.05%WEC ENERGY GROUP INC 0.05%ELECTRONIC ARTS INC 0.05%DEUTSCHE BANK AG/NEW YORK N 2/14/2022 0.05%FANNIE MAE POOL 12/01/2046 0.05%CNOOC FINANCE 2013 LTD 9/30/2029 0.05%CONSTELLATION BRANDS INC 0.05%MOTOROLA SOLUTIONS INC 0.05%OCCIDENTAL PETROLEUM CORP 0.05%


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Security % of PortfolioFANNIE MAE POOL 8/01/2039 0.05%AVIS BUDGET RENTAL CAR FUND 9/20/2024 0.05%JOHNSON CONTROLS INTERNATIO 0.05%T-MOBILE US INC 0.05%AVALONBAY COMMUNITIES INC 0.05%ZIMMER BIOMET HOLDINGS INC 0.05%EVERSOURCE ENERGY 0.05%T ROWE PRICE GROUP INC 0.05%O'REILLY AUTOMOTIVE INC 0.05%GINNIE MAE II POOL 8/01/2046 0.05%MARS INC 4/01/2049 0.05%FREDDIE MAC GOLD POOL 10/01/2039 0.05%WESTERN MIDSTREAM OPERATING 7/01/2022 0.05%STATE BANK OF INDIA/LONDON 1/24/2024 0.05%HILTON WORLDWIDE HOLDINGS I 0.05%AVIS BUDGET RENTAL CAR FUND 8/20/2026 0.05%TRANSDIGM GROUP INC 0.05%AMPHENOL CORP 0.05%IHS MARKIT LTD 0.05%YUM! BRANDS INC 0.05%ONEOK INC 0.05%TE CONNECTIVITY LTD 0.05%SANTANDER DRIVE AUTO RECEIV 10/15/2025 0.05%SAUDI GOVERNMENT INTERNATIO 3/04/2023 0.05%KRAFT HEINZ FOODS CO 10/01/2049 0.05%VALERO ENERGY CORP 0.05%AT&T INC 2/15/2027 0.05%EBAY INC 0.05%DTE ELECTRIC CO 5/15/2048 0.05%DELTA AIR LINES INC 3/13/2020 0.05%GINNIE MAE II POOL 12/01/2042 0.05%FEDERAL HOME LOAN BANKS 7/15/2036 0.05%FORD MOTOR CO 0.05%DELTA AIR LINES INC 0.05%CHARTER COMMUNICATIONS OPER 10/23/2045 0.05%FANNIE MAE POOL 11/01/2046 0.05%EQUITY RESIDENTIAL 0.05%PSEG POWER LLC 6/15/2021 0.05%GOLDMAN SACHS GROUP INC/THE 2/25/2026 0.05%FORD AUTO SECURITIZATION TR 10/15/2023 0.05%MSCI EAFE 3/20/2020 0.05%TURKEY GOVERNMENT INTERNATI 6/05/2020 0.05%MCKESSON CORP 0.05%JPMORGAN CHASE & CO 4/01/2168 0.05%DEUTSCHE BANK AG 5/12/2021 0.05%PUBLIC SERVICE ENTERPRISE G 0.05%PEOPLE'S UNITED FINANCIAL I 12/06/2022 0.05%ROMANIAN GOVERNMENT INTERNA 3/11/2039 0.05%LIBERTY MUTUAL GROUP INC 10/15/2050 0.05%ICG US CLO 2017-2 LTD 10/23/2029 0.05%MILL CITY MORTGAGE LOAN TRU 1/01/2061 0.05%AMERICREDIT AUTOMOBILE RECE 1/18/2024 0.05%SAN DIEGO GAS & ELECTRIC CO 5/15/2048 0.05%CONSOLIDATED EDISON INC 0.05%

Security % of PortfolioFANNIE MAE POOL 9/01/2047 0.05%GINNIE MAE II POOL 12/01/2046 0.05%ZAIS CLO 6 LTD 7/15/2029 0.05%MSCI INC 0.05%JACKSON MILL CLO LTD 4/15/2027 0.05%AUTOZONE INC 0.05%NAVIENT PRIVATE EDUCATION R 6/16/2042 0.05%TOKYO METROPOLITAN GOVERNME 6/08/2022 0.05%FREDDIE MAC MULTIFAMILY STR 12/01/2027 0.05%OCCIDENTAL PETROLEUM CORP 9/15/2036 0.05%IQVIA HOLDINGS INC 0.05%DH EUROPE FINANCE II SARL 9/18/2039 0.05%TWITTER INC 0.05%GINNIE MAE II POOL 5/01/2048 0.05%NEW RESIDENTIAL MORTGAGE LO 12/01/2057 0.05%MPLX LP 2/15/2025 0.05%CELANESE US HOLDINGS LLC 6/15/2021 0.05%STATE STREET CORP 0.05%PPG INDUSTRIES INC 0.05%VERISK ANALYTICS INC 0.04%PAYCHEX INC 0.04%FEDERAL NATIONAL MORTGAGE A 11/15/2030 0.04%CVS HEALTH CORP 7/20/2045 0.04%NORTHERN STATES POWER CO/MN 9/15/2047 0.04%WILLIS TOWERS WATSON PLC 0.04%AVIS BUDGET RENTAL CAR FUND 3/20/2025 0.04%KLA CORP 0.04%WILLIAMS COS INC/THE 1/15/2045 0.04%DIGITAL REALTY TRUST INC 0.04%EDISON INTERNATIONAL 0.04%MORGAN STANLEY 1/22/2047 0.04%PARKER-HANNIFIN CORP 0.04%BANK OF AMERICA CORP 12/20/2168 0.04%COMMONBOND STUDENT LOAN TRU 2/25/2044 0.04%CUMMINS INC 0.04%AGILENT TECHNOLOGIES INC 0.04%GINNIE MAE II POOL 10/01/2046 0.04%FIRSTENERGY CORP 0.04%ENTERPRISE PRODUCTS OPERATI 2/15/2025 0.04%VF CORP 0.04%MONSTER BEVERAGE CORP 0.04%REALTY INCOME CORP 0.04%CSMC 2018-RPL8 TRUST 7/01/2058 0.04%MORGAN STANLEY 7/22/2028 0.04%OPORTUN FUNDING X LLC 10/08/2024 0.04%RESMED INC 0.04%SINOPEC GROUP OVERSEAS DEVE 8/08/2049 0.04%PACCAR INC 0.04%BANK OF AMERICA CORP 7/23/2030 0.04%BANK OF AMERICA NA 10/15/2036 0.04%NAVIENT PRIVATE EDUCATION R 1/15/2069 0.04%MORGAN STANLEY BANK OF AMER 12/01/2048 0.04%EL PASO ELECTRIC CO 5/15/2035 0.04%FLEETCOR TECHNOLOGIES INC 0.04%


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Security % of PortfolioXYLEM INC/NY 10/01/2021 0.04%LAUREL ROAD PRIME STUDENT L 11/25/2042 0.04%WILLIAMS COS INC/THE 0.04%ROCHE HOLDING AG 0.04%ENTERGY CORP 0.04%BALL CORP 0.04%PPL CAPITAL FUNDING INC 9/15/2047 0.04%FREDDIE MAC GOLD POOL 2/01/2047 0.04%CINTAS CORP 0.04%FANNIE MAE POOL 8/01/2042 0.04%AVISTA CORP 6/01/2048 0.04%CREDIT SUISSE GROUP AG 1/09/2028 0.04%SOUTHWEST AIRLINES CO 0.04%CERNER CORP 0.04%CITIGROUP COMMERCIAL MORTGA 5/01/2047 0.04%UNITED STATES TREASURY STRI 2/15/2039 0.04%MICROCHIP TECHNOLOGY INC 0.04%IDEXX LABORATORIES INC 0.04%KROGER CO/THE 0.04%UNITED TECHNOLOGIES CORP 11/16/2028 0.04%ROCKWELL AUTOMATION INC 0.04%AMERICAN WATER WORKS CO INC 0.04%FORD CREDIT FLOORPLAN MASTE 4/15/2026 0.04%VERIZON COMMUNICATIONS INC 8/10/2033 0.04%ENERPAC TOOL GROUP CORP 6/15/2022 0.04%STANLEY BLACK & DECKER INC 0.04%FREDDIE MAC GOLD POOL 8/01/2048 0.04%LAUREL ROAD PRIME STUDENT L 10/25/2048 0.04%FREDDIE MAC GOLD POOL 9/01/2040 0.04%HERSHEY CO/THE 0.04%SALLY HOLDINGS LLC / SALLY 12/01/2025 0.04%AECOM 3/15/2027 0.04%JAPAN FINANCE ORGANIZATION 10/25/2023 0.04%ABBVIE INC 5/14/2025 0.04%BRISTOL-MYERS SQUIBB CO 8/15/2045 0.04%LEGACY MORTGAGE ASSET TRUST 5/25/2059 0.04%SYNOPSYS INC 0.04%PPL CORP 0.04%XILINX INC 0.04%ARCHER-DANIELS-MIDLAND CO 0.04%ANSYS INC 0.04%DTE ENERGY CO 0.04%NEW YORK LIFE INSURANCE CO 11/15/2039 0.04%ALEXION PHARMACEUTICALS INC 0.04%ERAC USA FINANCE LLC 11/01/2046 0.04%DISCOVER FINANCIAL SERVICES 0.04%ABBVIE INC 5/14/2045 0.04%FANNIE MAE POOL 1/01/2049 0.04%GREENWOOD PARK CLO LTD 4/15/2031 0.04%SINOPEC GROUP OVERSEAS DEVE 4/28/2020 0.04%PIONEER NATURAL RESOURCES C 0.04%ENERGY TRANSFER OPERATING L 5/15/2050 0.04%ABBOTT LABORATORIES 11/30/2046 0.04%AXIS SPECIALTY FINANCE LLC 6/01/2020 0.04%

Security % of PortfolioBROOKSIDE MILL CLO LTD 2013 1/17/2028 0.04%TICP CLO VII LTD 7/15/2029 0.04%BENEFIT STREET PARTNERS CLO 7/15/2029 0.04%UBS-BARCLAYS COMMERCIAL MOR 3/01/2046 0.04%APTIV PLC 0.04%BURLINGTON NORTHERN SANTA F 8/01/2028 0.04%SAUDI GOVERNMENT INTERNATIO 10/26/2021 0.04%VERISIGN INC 0.04%CHIPOTLE MEXICAN GRILL INC 0.04%FANNIE MAE POOL 7/01/2031 0.04%JPMORGAN CHASE & CO 10/30/2168 0.04%TYSON FOODS INC 0.04%LINCOLN NATIONAL CORP 10/09/2037 0.04%CSX CORP 5/01/2037 0.04%CLOROX CO/THE 0.04%PUBLIC SERVICE ELECTRIC & G 5/01/2028 0.04%DOLLAR TREE INC 0.04%FANNIE MAE POOL 8/01/2030 0.04%VECTOR GROUP LTD 2/01/2025 0.04%CITIGROUP INC 5/15/2168 0.04%AMEREN CORP 0.04%VENTAS INC 0.04%SIERRA TIMESHARE 2018-2 REC 6/20/2035 0.04%REGIONAL TRANSPORTATION DIS 11/01/2050 0.04%DISCOVER FINANCIAL SERVICES 11/21/2022 0.04%CORTEVA INC 0.04%CHARTER COMMUNICATIONS OPER 3/01/2050 0.04%FORTIVE CORP 0.04%GOSFORTH FUNDING 2018-1 PLC 8/25/2060 0.04%HSBC HOLDINGS PLC 3/08/2021 0.03%FASTENAL CO 0.03%AMETEK INC 0.03%FREDDIE MAC MULTIFAMILY STR 12/01/2028 0.03%REPUBLIC SERVICES INC 0.03%CENOVUS ENERGY INC 6/15/2047 0.03%VENTURE XXI CLO LTD 7/15/2027 0.03%WEYERHAEUSER CO 0.03%NORTHERN TRUST CORP 0.03%NOVARTIS AG 0.03%GINNIE MAE I POOL 3/01/2045 0.03%AVIS BUDGET RENTAL CAR FUND 7/20/2021 0.03%STATION PLACE SECURITIZATIO 8/25/2052 0.03%BOSTON PROPERTIES INC 0.03%DRIVE AUTO RECEIVABLES TRUS 2/15/2024 0.03%LAS VEGAS SANDS CORP 0.03%FANNIE MAE POOL 7/01/2039 0.03%LYONDELLBASELL INDUSTRIES N 0.03%FANNIE MAE POOL 3/01/2047 0.03%CADENCE DESIGN SYSTEMS INC 0.03%FREDDIE MAC REMICS 3/01/2044 0.03%M&T BANK CORP 0.03%FEDERAL HOME LOAN MORTGAGE 9/15/2029 0.03%AMERIPRISE FINANCIAL INC 0.03%ESSEX PROPERTY TRUST INC 0.03%


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Security % of PortfolioMCCORMICK & CO INC/MD 0.03%QATAR GOVERNMENT INTERNATIO 4/23/2048 0.03%HARTFORD FINANCIAL SERVICES 0.03%ENERGY TRANSFER OPERATING L 6/15/2028 0.03%FREDDIE MAC GOLD POOL 10/01/2042 0.03%CBRE GROUP INC 0.03%VIDEOTRON LTD 7/15/2022 0.03%LABORATORY CORP OF AMERICA 0.03%ARTHUR J GALLAGHER & CO 0.03%NORTH AMERICAN DEVELOPMENT 10/26/2022 0.03%CORNING INC 0.03%FEDERAL NATIONAL MORTGAGE A 5/15/2029 0.03%DR HORTON INC 0.03%BEST BUY CO INC 0.03%GINNIE MAE II POOL 11/01/2045 0.03%FREDDIE MAC GOLD POOL 1/01/2032 0.03%FANNIE MAE POOL 4/01/2043 0.03%INDONESIA GOVERNMENT INTERN 1/15/2024 0.03%ALEXANDRIA REAL ESTATE EQUI 0.03%AMSTED INDUSTRIES INC 7/01/2027 0.03%FANNIE MAE POOL 7/01/2042 0.03%NOVA CHEMICALS CORP 6/01/2024 0.03%QATAR GOVERNMENT INTERNATIO 4/23/2023 0.03%BANCO SANTANDER SA 4/12/2023 0.03%FEDERAL HOME LOAN MORTGAGE 3/15/2031 0.03%GINNIE MAE II POOL 2/01/2041 0.03%KEYSIGHT TECHNOLOGIES INC 0.03%BROADCOM INC 4/15/2021 0.03%KAISER FOUNDATION HOSPITALS 5/01/2047 0.03%METTLER-TOLEDO INTERNATIONA 0.03%SKYWORKS SOLUTIONS INC 0.03%EMBRAER OVERSEAS LTD 9/16/2023 0.03%CMS ENERGY CORP 0.03%EQUIFAX INC 0.03%PETROLEOS MEXICANOS 8/04/2026 0.03%GENERAL MOTORS CO 10/02/2043 0.03%FREDDIE MAC MULTIFAMILY STR 9/01/2027 0.03%MARRIOTT INTERNATIONAL INC/ 9/15/2022 0.03%CF INDUSTRIES INC 3/15/2044 0.03%COPART INC 0.03%SYNCHRONY FINANCIAL 0.03%OPORTUN FUNDING XII LLC 12/09/2024 0.03%FIRST REPUBLIC BANK/CA 0.03%HOLMES MASTER ISSUER PLC 10/15/2054 0.03%GENERAL MOTORS FINANCIAL CO 4/09/2021 0.03%LENNAR CORP 0.03%GINNIE MAE II POOL 11/01/2046 0.03%FIFTH THIRD BANCORP 0.03%CHURCH & DWIGHT CO INC 0.03%GLP CAPITAL LP / GLP FINANC 4/15/2026 0.03%VERIZON COMMUNICATIONS INC 8/21/2046 0.03%BANK OF AMERICA CORP 8/26/2024 0.03%FANNIE MAE POOL 11/01/2047 0.03%BARCLAYS PLC 5/16/2029 0.03%

Security % of PortfolioSAUDI GOVERNMENT INTERNATIO 4/17/2025 0.03%WESTERN DIGITAL CORP 0.03%CDW CORP/DE 0.03%HCA INC 2/01/2029 0.03%BAYER US FINANCE II LLC 6/25/2021 0.03%STATE STREET CORP 3/16/2168 0.03%TELEFLEX INC 0.03%FREDDIE MAC GOLD POOL 1/01/2047 0.03%EXPORT-IMPORT BANK OF INDIA 2/01/2028 0.03%FREDDIE MAC MULTIFAMILY STR 5/01/2028 0.03%TOWD POINT MORTGAGE TRUST 2 6/01/2057 0.03%FREDDIE MAC GOLD POOL 1/01/2043 0.03%VULCAN MATERIALS CO 0.03%FANNIE MAE POOL 8/01/2031 0.03%COOPER COS INC/THE 0.03%CENTURYLINK INC 2/15/2027 0.03%ALIGN TECHNOLOGY INC 0.03%FANNIE MAE POOL 2/01/2047 0.03%GALAXY XXIX CLO LTD 11/15/2026 0.03%LANARK MASTER ISSUER PLC 12/22/2069 0.03%BALTIMORE GAS & ELECTRIC CO 10/01/2036 0.03%TENNESSEE VALLEY AUTHORITY 5/01/2030 0.03%HCA INC 6/15/2039 0.03%HEWLETT PACKARD ENTERPRISE 0.03%DUKE ENERGY CAROLINAS LLC 4/15/2038 0.03%DISCOVERY COMMUNICATIONS LL 9/20/2037 0.03%NESTLE SA 0.03%MPLX LP 4/15/2048 0.03%PENNSYLVANIA TURNPIKE COMMI 12/01/2045 0.03%UNITED RENTALS NORTH AMERIC 1/15/2028 0.03%EVERGY INC 0.03%JPMBB COMMERCIAL MORTGAGE S 11/01/2047 0.03%MID-AMERICA APARTMENT COMMU 0.03%OZLM XI LTD 10/30/2030 0.03%HUNGARY GOVERNMENT INTERNAT 3/29/2021 0.03%KEYCORP 0.03%ULTA BEAUTY INC 0.03%MAXIM INTEGRATED PRODUCTS I 0.03%ONEOK INC 7/13/2047 0.03%HEALTHPEAK PROPERTIES INC 0.03%PUBLIC SERVICE ELECTRIC & G 5/01/2037 0.03%CARDINAL HEALTH INC 0.03%KRAFT HEINZ CO/THE 0.03%FORTINET INC 0.03%MILL CITY MORTGAGE LOAN TRU 10/01/2069 0.03%TOYOTA MOTOR CORP 0.03%AMERICREDIT AUTOMOBILE RECE 2/18/2025 0.03%PUBLIC SERVICE ELECTRIC & G 5/15/2027 0.03%SOUTHERN CALIFORNIA EDISON 2/01/2045 0.03%PETROBRAS GLOBAL FINANCE BV 3/19/2049 0.03%KANSAS CITY SOUTHERN 0.03%QUEST DIAGNOSTICS INC 0.03%LYB INTERNATIONAL FINANCE B 3/15/2044 0.03%DOVER CORP 0.03%


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Security % of PortfolioCITIGROUP INC 10/21/2026 0.03%CARMAX INC 0.03%WESTROCK RKT LLC 3/01/2022 0.03%OMNICOM GROUP INC 0.03%KELLOGG CO 0.03%HESS CORP 0.03%FREDDIE MAC GOLD POOL 6/01/2029 0.03%MEDNAX INC 12/01/2023 0.03%CITIGROUP INC 2/15/2169 0.03%HALLIBURTON CO 0.03%FREDDIE MAC STRUCTURED AGEN 7/25/2029 0.03%FANNIE MAE POOL 1/01/2028 0.03%MARTIN MARIETTA MATERIALS I 0.03%AMCOR PLC 0.03%TIFFANY & CO 0.03%FREEPORT-MCMORAN INC 0.03%TOWD POINT MORTGAGE TRUST 2 7/01/2058 0.03%GINNIE MAE II POOL 11/01/2046 0.03%AKAMAI TECHNOLOGIES INC 0.03%PETROBRAS GLOBAL FINANCE BV 2/01/2029 0.03%GENERAL MOTORS CO 4/01/2036 0.03%GINNIE MAE II POOL 12/01/2046 0.03%GINNIE MAE II POOL 11/01/2045 0.03%UNITED AIRLINES HOLDINGS IN 0.03%GINNIE MAE II POOL 12/01/2042 0.03%BANK OF AMERICA CORP 1/20/2028 0.03%EXPEDIA GROUP INC 0.03%ROYAL CARIBBEAN CRUISES LTD 0.03%CINCINNATI FINANCIAL CORP 0.03%SWP: USD 1.829960 15-JUN-20 6/15/2021 0.03%STERIS PLC 0.03%CONCHO RESOURCES INC 0.03%INTERNATIONAL PAPER CO 0.02%FANNIE MAE POOL 10/01/2043 0.02%FANNIE MAE POOL 10/01/2035 0.02%AETNA INC 6/15/2036 0.02%COLOMBIA GOVERNMENT INTERNA 9/18/2037 0.02%FREDDIE MAC GOLD POOL 10/01/2039 0.02%FLIR SYSTEMS INC 6/15/2021 0.02%BROADCOM INC 10/15/2022 0.02%DISCOVER BANK 3/13/2026 0.02%XYLEM INC/NY 0.02%LEIDOS HOLDINGS INC 0.02%INCYTE CORP 0.02%PAYCOM SOFTWARE INC 0.02%GINNIE MAE II POOL 4/01/2045 0.02%BARCLAYS PLC 3/16/2025 0.02%MORGAN STANLEY 2/25/2023 0.02%TAYLOR MORRISON COMMUNITIES 3/01/2024 0.02%CITIZENS FINANCIAL GROUP IN 0.02%CARNIVAL CORP 0.02%UDR INC 0.02%LAMB WESTON HOLDINGS INC 0.02%FANNIE MAE-ACES 9/01/2026 0.02%

Security % of PortfolioEXTRA SPACE STORAGE INC 0.02%MORGAN STANLEY 7/15/2168 0.02%ISRAEL ELECTRIC CORP LTD 8/14/2028 0.02%CBOE GLOBAL MARKETS INC 0.02%TOKYO METROPOLITAN GOVERNME 6/01/2023 0.02%NOBLE ENERGY INC 11/15/2044 0.02%CITIGROUP INC 7/15/2039 0.02%SASOL FINANCING USA LLC 3/27/2024 0.02%VIACOMCBS INC 0.02%AMERISOURCEBERGEN CORP 0.02%GENERAL MOTORS FINANCIAL CO 4/09/2021 0.02%VALERO ENERGY CORP 4/01/2029 0.02%VERIZON COMMUNICATIONS INC 8/15/2046 0.02%PPL CAPITAL FUNDING INC 3/15/2044 0.02%GENUINE PARTS CO 0.02%ENERGY TRANSFER OPERATING L 6/01/2021 0.02%STATE OF OREGON DEPARTMENT 11/15/2034 0.02%WATERS CORP 0.02%TAKE-TWO INTERACTIVE SOFTWA 0.02%MARKETAXESS HOLDINGS INC 0.02%WW GRAINGER INC 0.02%PETROBRAS GLOBAL FINANCE BV 1/15/2030 0.02%CITRIX SYSTEMS INC 0.02%AMERICREDIT AUTOMOBILE RECE 2/18/2025 0.02%GINNIE MAE II POOL 6/01/2044 0.02%CITIGROUP INC 1/10/2028 0.02%SPRINT SPECTRUM CO LLC / SP 9/20/2021 0.02%GLAXOSMITHKLINE PLC 0.02%REGIONS FINANCIAL CORP 0.02%CONAGRA BRANDS INC 0.02%UNION CARBIDE CORP 6/01/2025 0.02%ATMOS ENERGY CORP 0.02%FORD MOTOR CO 12/08/2046 0.02%WESTINGHOUSE AIR BRAKE TECH 0.02%FANNIE MAE POOL 12/01/2049 0.02%MORGAN STANLEY 1/27/2026 0.02%EXPEDITORS INTERNATIONAL OF 0.02%QORVO INC 0.02%ONEMAIN DIRECT AUTO RECEIVA 7/15/2024 0.02%EMBRAER NETHERLANDS FINANCE 6/15/2025 0.02%INTERNATIONAL FLAVORS & FRA 0.02%GOLDMAN SACHS GROUP INC/THE 11/10/2168 0.02%XCEL ENERGY INC 9/15/2041 0.02%METLIFE SECURITIZATION TRUS 3/01/2057 0.02%COMM 2014-CCRE15 MORTGAGE T 2/01/2047 0.02%OHIO STATE UNIVERSITY/THE 6/01/2040 0.02%CELANESE CORP 0.02%FANNIE MAE POOL 4/01/2043 0.02%HOLOGIC INC 0.02%JEFFERIES GROUP LLC 1/20/2043 0.02%NVR INC 0.02%MGM RESORTS INTERNATIONAL 0.02%BROADRIDGE FINANCIAL SOLUTI 0.02%ALLIANT ENERGY CORP 0.02%


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Security % of PortfolioIBERDROLA SA 0.02%ENEL SPA 0.02%JACOBS ENGINEERING GROUP IN 0.02%DARDEN RESTAURANTS INC 0.02%SONY CORP 0.02%STATE OF CALIFORNIA 4/01/2034 0.02%HUNTINGTON BANCSHARES INC/O 0.02%ERAC USA FINANCE LLC 10/15/2037 0.02%NUCOR CORP 0.02%IDEX CORP 0.02%BRITISH AMERICAN TOBACCO PL 0.02%LOEWS CORP 0.02%FMC CORP 0.02%JM SMUCKER CO/THE 0.02%JACK HENRY & ASSOCIATES INC 0.02%GARMIN LTD 0.02%NASDAQ INC 0.02%GARTNER INC 0.02%CWABS INC ASSET-BACKED CERT 3/25/2034 0.02%FANNIE MAE POOL 10/01/2046 0.02%OHIO POWER CO 6/01/2049 0.02%GINNIE MAE I POOL 4/01/2040 0.02%VARIAN MEDICAL SYSTEMS INC 0.02%OLD DOMINION FREIGHT LINE I 0.02%SVB FINANCIAL GROUP 0.02%AT&T INC 2/15/2030 0.02%CENTURYLINK INC 0.02%CITIGROUP INC 5/18/2046 0.02%ZEBRA TECHNOLOGIES CORP 0.02%BRITISH TELECOMMUNICATIONS 12/15/2030 0.02%HORMEL FOODS CORP 0.02%CENTERPOINT ENERGY INC 0.02%JPMORGAN CHASE & CO 2/01/2169 0.02%GINNIE MAE II POOL 9/01/2046 0.02%MASCO CORP 0.02%SOFI PROFESSIONAL LOAN PROG 8/25/2047 0.02%CITIGROUP CAPITAL XIII 10/30/2040 0.02%UNITED STATES TREASURY STRI 11/15/2044 0.02%PRINCIPAL FINANCIAL GROUP I 0.02%FANNIE MAE POOL 6/01/2039 0.02%L BRANDS INC 10/15/2023 0.02%DUKE REALTY CORP 0.02%UNIVERSITY OF VIRGINIA 9/01/2117 0.02%FLORIDA POWER & LIGHT CO 10/01/2033 0.02%UNILEVER NV 0.02%ALLEGION PLC 0.02%SEAGATE TECHNOLOGY PLC 0.02%DENTSPLY SIRONA INC 0.02%MMAF EQUIPMENT FINANCE LLC 3/10/2042 0.02%TRACTOR SUPPLY CO 0.02%EVEREST RE GROUP LTD 0.02%MORGAN STANLEY 1/23/2030 0.02%OCCIDENTAL PETROLEUM CORP 10/10/2036 0.02%GINNIE MAE II POOL 3/01/2047 0.02%

Security % of PortfolioBROWN-FORMAN CORP 0.02%COLOMBIA GOVERNMENT INTERNA 6/15/2045 0.02%FORD MOTOR CREDIT CO LLC 3/18/2021 0.02%NETAPP INC 0.02%JP MORGAN CHASE COMMERCIAL 4/01/2046 0.02%AES CORP/VA 0.02%GINNIE MAE II POOL 1/01/2041 0.02%FANNIE MAE POOL 9/01/2042 0.02%E*TRADE FINANCIAL CORP 0.02%WYNN RESORTS LTD 0.02%ARCONIC INC 0.02%ARISTA NETWORKS INC 0.02%URUGUAY GOVERNMENT INTERNAT 4/20/2055 0.02%VISTRA OPERATIONS CO LLC 7/31/2027 0.02%PARK AVENUE INSTITUTIONAL A 11/14/2029 0.02%FREDDIE MAC GOLD POOL 3/01/2030 0.02%ARROWMARK COLORADO HOLDINGS 7/15/2029 0.02%URUGUAY GOVERNMENT INTERNAT 6/18/2050 0.02%FOX CORP 0.02%HOST HOTELS & RESORTS INC 0.02%RAYMOND JAMES FINANCIAL INC 0.02%AVERY DENNISON CORP 0.02%UNITED RENTALS INC 0.02%ANTERO RESOURCES CORP 3/01/2025 0.02%DISCOVER BANK 4/15/2020 0.02%NORTONLIFELOCK INC 0.02%GOLDMAN SACHS GROUP INC/THE 4/23/2029 0.02%CORP ANDINA DE FOMENTO 9/27/2021 0.02%CDP FINANCIAL INC 7/24/2024 0.02%UNIVERSAL HEALTH SERVICES I 0.02%MITSUBISHI UFJ FINANCIAL GR 0.02%PULTEGROUP INC 0.02%UNITED STATES TREASURY STRI 2/15/2044 0.02%GAZPROM PJSC VIA GAZ CAPITA 3/07/2022 0.02%FREDDIE MAC GOLD POOL 7/01/2037 0.02%FANNIE MAE POOL 3/01/2041 0.02%PINNACLE WEST CAPITAL CORP 0.02%BERKSHIRE HATHAWAY ENERGY C 5/15/2037 0.02%DCP MIDSTREAM OPERATING LP 3/15/2020 0.02%STACR TRUST 2018-DNA3 9/25/2048 0.02%NISOURCE INC 0.02%GLOBE LIFE INC 0.02%ADVANCE AUTO PARTS INC 0.02%BAKER HUGHES CO 0.02%KDDI CORP 0.02%BNP PARIBAS SA 0.02%MICROSOFT CORP 2/12/2055 0.02%PERKINELMER INC 0.02%CH ROBINSON WORLDWIDE INC 0.02%LINCOLN NATIONAL CORP 0.02%TAYLOR MORRISON COMMUNITIES 6/15/2027 0.02%CENTERPOINT ENERGY HOUSTON 3/15/2033 0.02%REGENCY CENTERS CORP 0.02%WESTERN UNION CO/THE 0.02%


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Security % of PortfolioHUNTINGTON INGALLS INDUSTRI 0.02%FREDDIE MAC GOLD POOL 10/01/2041 0.02%BAY AREA TOLL AUTHORITY 4/01/2031 0.02%DIAMONDBACK ENERGY INC 0.02%FREDDIE MAC GOLD POOL 6/01/2026 0.02%SASOL FINANCING USA LLC 9/27/2028 0.02%RIO TINTO PLC 0.02%HASBRO INC 0.02%APACHE CORP 0.02%FRESENIUS MEDICAL CARE US F 10/15/2020 0.02%KAZMUNAYGAS NATIONAL CO JSC 4/24/2025 0.02%MOLSON COORS BEVERAGE CO 0.02%WR BERKLEY CORP 0.02%FREDDIE MAC GOLD POOL 3/01/2038 0.02%PACKAGING CORP OF AMERICA 0.02%FREDDIE MAC GOLD POOL 2/01/2038 0.02%DOW CHEMICAL CO/THE 11/15/2041 0.02%FREDDIE MAC MULTIFAMILY STR 5/01/2022 0.02%PANAMA GOVERNMENT INTERNATI 9/22/2024 0.02%ING GROEP NV 4/09/2024 0.02%STATE OF CALIFORNIA 4/01/2039 0.02%GINNIE MAE II POOL 3/01/2041 0.02%PETROLEOS MEXICANOS 2/12/2048 0.02%COMMONBOND STUDENT LOAN TRU 2/25/2046 0.02%NEW RESIDENTIAL MORTGAGE LO 1/25/2048 0.02%NEW YORK AND PRESBYTERIAN H 8/01/2045 0.02%FINNVERA OYJ 6/04/2025 0.02%PANAMA GOVERNMENT INTERNATI 4/16/2050 0.02%FREDDIE MAC GOLD POOL 8/01/2041 0.02%TEXTRON INC 0.02%LKQ CORP 0.02%ALBEMARLE CORP 0.02%DISCOVERY INC 0.02%HENRY SCHEIN INC 0.02%VORNADO REALTY TRUST 0.02%COLOMBIA GOVERNMENT INTERNA 7/12/2021 0.02%WESTROCK CO 0.02%FORTUNE BRANDS HOME & SECUR 0.02%FREDDIE MAC GOLD POOL 12/01/2040 0.02%SNAP-ON INC 0.02%FREDDIE MAC STACR TRUST 201 2/25/2049 0.02%ENGIE ENERGIA CHILE SA 1/28/2030 0.02%BANCO SANTANDER SA 4/12/2023 0.01%DISH NETWORK CORP 0.01%BECTON DICKINSON AND CO 12/15/2024 0.01%AMC NETWORKS INC 4/01/2024 0.01%MYLAN NV 0.01%SPRINT COMMUNICATIONS INC 3/01/2020 0.01%NRG ENERGY INC 0.01%IRON MOUNTAIN INC 0.01%CORP ANDINA DE FOMENTO 1/06/2023 0.01%GINNIE MAE II POOL 5/01/2043 0.01%JB HUNT TRANSPORT SERVICES 0.01%CF INDUSTRIES HOLDINGS INC 0.01%

Security % of PortfolioSOUTHERN CALIFORNIA EDISON 4/01/2047 0.01%EASTMAN CHEMICAL CO 0.01%LVMH MOET HENNESSY LOUIS VU 0.01%INDONESIA GOVERNMENT INTERN 1/08/2026 0.01%BANCO BILBAO VIZCAYA ARGENT 0.01%MEDTRONIC GLOBAL HOLDINGS S 3/07/2039 0.01%WHIRLPOOL CORP 0.01%INDUSTRIA DE DISENO TEXTIL 0.01%INDONESIA GOVERNMENT INTERN 2/11/2024 0.01%FREDDIE MAC GOLD POOL 12/01/2047 0.01%COMERICA INC 0.01%ASTELLAS PHARMA INC 0.01%FEDERAL REALTY INVESTMENT T 0.01%SKANDINAVISKA ENSKILDA BANK 0.01%NIPPON TELEGRAPH & TELEPHON 0.01%ANTHEM INC 5/15/2042 0.01%ATLAS COPCO AB 0.01%FREDDIE MAC GOLD POOL 6/01/2042 0.01%FREDDIE MAC GOLD POOL 6/01/2042 0.01%HERMES INTERNATIONAL 0.01%CK HUTCHISON HOLDINGS LTD 0.01%NORWEGIAN CRUISE LINE HOLDI 0.01%FUJIFILM HOLDINGS CORP 0.01%FERGUSON PLC 0.01%DAVITA INC 0.01%LIVE NATION ENTERTAINMENT I 0.01%FREDDIE MAC GOLD POOL 10/01/2028 0.01%PETROLEOS MEXICANOS 1/23/2027 0.01%ASSURANT INC 0.01%OAKTOWN RE III LTD 7/25/2029 0.01%BARCLAYS PLC 1/12/2026 0.01%AMERICAN AIRLINES GROUP INC 0.01%BAYER US FINANCE II LLC 6/25/2021 0.01%MERCK KGAA 0.01%STATE OF CALIFORNIA 3/01/2040 0.01%CAMPBELL SOUP CO 0.01%MOHAWK INDUSTRIES INC 0.01%BMW US CAPITAL LLC 4/12/2021 0.01%NOVO NORDISK A/S 0.01%ABIOMED INC 0.01%WOOLWORTHS GROUP LTD 0.01%GINNIE MAE II POOL 1/01/2047 0.01%ALSTOM SA 0.01%FIRSTENERGY TRANSMISSION LL 7/15/2044 0.01%INTERPUBLIC GROUP OF COS IN 0.01%JUNIPER NETWORKS INC 0.01%TOTAL SA 0.01%DNB ASA 0.01%F5 NETWORKS INC 0.01%LEGRAND SA 0.01%NOBLE ENERGY INC 0.01%ESSITY AB 0.01%LEGAL & GENERAL GROUP PLC 0.01%UNITED OVERSEAS BANK LTD 0.01%


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Security % of PortfolioNATIONAL OILWELL VARCO INC 0.01%GINNIE MAE I POOL 12/01/2034 0.01%FANNIE MAE POOL 8/01/2042 0.01%ANGLO AMERICAN PLC 0.01%INGENICO GROUP SA 0.01%BRISTOL-MYERS SQUIBB CO 6/15/2039 0.01%OHIO WATER DEVELOPMENT AUTH 12/01/2034 0.01%SL GREEN REALTY CORP 0.01%COCA-COLA EUROPEAN PARTNERS 0.01%WH GROUP LTD 0.01%APARTMENT INVESTMENT & MANA 0.01%BOC HONG KONG HOLDINGS LTD 0.01%BRASKEM NETHERLANDS FINANCE 1/31/2050 0.01%FANNIE MAE POOL 1/01/2034 0.01%BARCLAYS PLC 1/10/2023 0.01%NOMURA HOLDINGS INC 0.01%ZIONS BANCORP NA 0.01%FANNIE MAE POOL 3/01/2043 0.01%SWISS LIFE HOLDING AG 0.01%3I GROUP PLC 0.01%KIMCO REALTY CORP 0.01%ARISTOCRAT LEISURE LTD 0.01%BHP BILLITON FINANCE USA LT 10/19/2075 0.01%GOLDMAN SACHS GROUP INC/THE 10/01/2037 0.01%UNUM GROUP 9/15/2020 0.01%BERKELEY GROUP HOLDINGS PLC 0.01%ROYAL DUTCH SHELL PLC 0.01%ALLIANZ SE 0.01%GM FINANCIAL CONSUMER AUTOM 6/17/2024 0.01%TIME WARNER CABLE LLC 9/01/2041 0.01%PERRIGO CO PLC 0.01%TAPESTRY INC 0.01%RECRUIT HOLDINGS CO LTD 0.01%DEUTSCHE POST AG 0.01%HENDERSON LAND DEVELOPMENT 0.01%FREDDIE MAC MULTIFAMILY STR 3/01/2026 0.01%BANK OF AMERICA CORP 9/10/2168 0.01%CSL LTD 0.01%OBAYASHI CORP 0.01%NIELSEN HOLDINGS PLC 0.01%SWIRE PACIFIC LTD 0.01%STANDARD INDUSTRIES INC/NJ 1/15/2028 0.01%FANNIE MAE POOL 11/01/2042 0.01%MARATHON OIL CORP 0.01%CONTINENTAL AIRLINES 2010-1 1/12/2021 0.01%CREDIT AGRICOLE SA 0.01%GINNIE MAE II POOL 8/01/2044 0.01%ADVANTEST CORP 0.01%FREDDIE MAC STRUCTURED AGEN 3/25/2029 0.01%CONTINENTAL AIRLINES 2012-2 10/29/2024 0.01%BORGWARNER INC 0.01%PENTAIR PLC 0.01%SHIMIZU CORP 0.01%BELLEMEADE RE 2018-2 LTD 8/25/2028 0.01%

Security % of PortfolioGINNIE MAE II POOL 12/01/2044 0.01%MAGELLAN FINANCIAL GROUP LT 0.01%PRIVATE EXPORT FUNDING CORP 7/15/2024 0.01%JPMORGAN CHASE & CO 2/01/2028 0.01%FIAT CHRYSLER AUTOMOBILES N 0.01%CHUBU ELECTRIC POWER CO INC 0.01%OCCIDENTAL PETROLEUM CORP 3/15/2021 0.01%NN GROUP NV 0.01%SUMITOMO MITSUI FINANCIAL G 0.01%DEVON ENERGY CORP 0.01%ALASKA AIR GROUP INC 0.01%ROBERT HALF INTERNATIONAL I 0.01%KOHL'S CORP 0.01%FREDDIE MAC GOLD POOL 5/01/2034 0.01%WOLTERS KLUWER NV 0.01%PEUGEOT SA 0.01%GINNIE MAE II POOL 3/01/2043 0.01%FANNIE MAE POOL 10/01/2033 0.01%PRIVATE EXPORT FUNDING CORP 6/15/2025 0.01%UNITED RENTALS NORTH AMERIC 1/15/2030 0.01%ROYAL DUTCH SHELL PLC 0.01%ARKEMA SA 0.01%FREDDIE MAC GOLD POOL 7/01/2041 0.01%BELLEMEADE RE 2018-2 LTD 8/25/2028 0.01%SAP SE 0.01%PVH CORP 0.01%SIEMENS AG 0.01%ORIGIN ENERGY LTD 0.01%DXC TECHNOLOGY CO 0.01%TECHNIPFMC PLC 0.01%MEDIPAL HOLDINGS CORP 0.01%NTT DOCOMO INC 0.01%WEST JAPAN RAILWAY CO 0.01%AT&T INC 7/15/2025 0.01%ICE: (CDX.NA.IG.33.V1) 12/20/2029 0.01%OVINTIV INC 2/01/2038 0.01%CABOT OIL & GAS CORP 0.01%GAZPROM PJSC VIA GAZ CAPITA 7/19/2022 0.01%SANTOS LTD 0.01%AO SMITH CORP 0.01%EXPORT-IMPORT BANK OF KOREA 6/29/2020 0.01%UNITED STATES TREASURY STRI 2/15/2037 0.01%MOSAIC CO/THE 0.01%DOLLAR TREE INC 4/17/2020 0.01%OMV AG 0.01%RALPH LAUREN CORP 0.01%XEROX HOLDINGS CORP 0.01%SUZUKEN CO LTD/AICHI JAPAN 0.01%JD SPORTS FASHION PLC 0.01%CYBERARK SOFTWARE LTD 0.01%LEVEL 3 FINANCING INC 3/01/2027 0.01%NOMURA RESEARCH INSTITUTE L 0.01%HOME RE 2019-1 LTD 5/25/2029 0.01%FANNIE MAE POOL 2/01/2035 0.01%


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Security % of PortfolioPROVINCE OF ONTARIO CANADA 10/17/2023 0.01%FLIR SYSTEMS INC 0.01%AT&T INC 5/15/2035 0.01%FRANKLIN RESOURCES INC 0.01%SIEMENS HEALTHINEERS AG 0.01%AMADA HOLDINGS CO LTD 0.01%QATAR GOVERNMENT INTERNATIO 3/14/2049 0.01%PEOPLE'S UNITED FINANCIAL I 0.01%DEVON ENERGY CORP 7/15/2041 0.01%BHP GROUP PLC 0.01%ISRAEL CHEMICALS LTD 0.01%HIGHBRIDGE LOAN MANAGEMENT 2/05/2031 0.01%CVS HEALTH CORP 3/25/2038 0.01%ROLLINS INC 0.01%DIAGEO PLC 0.01%HOLLYFRONTIER CORP 0.01%MEDTRONIC GLOBAL HOLDINGS S 3/07/2031 0.01%FANNIE MAE POOL 3/01/2034 0.01%NEWELL BRANDS INC 0.01%FLOWSERVE CORP 0.01%TOYOTA TSUSHO CORP 0.01%WILLIAMS COS INC/THE 3/01/2048 0.01%ASAHI GROUP HOLDINGS LTD 0.01%PETROLEOS MEXICANOS 3/13/2027 0.01%OAKTOWN RE II LTD 7/25/2028 0.01%PROVINCE OF MANITOBA CANADA 4/16/2024 0.01%STATE OF ILLINOIS 6/01/2033 0.01%L BRANDS INC 0.01%ISHARES MSCI EAFE ETF 0.01%FREDDIE MAC GOLD POOL 1/01/2037 0.01%COLOMBIA GOVERNMENT INTERNA 2/26/2024 0.01%QUANTA SERVICES INC 0.01%AEGON NV 0.01%UNUM GROUP 0.01%FANNIE MAE POOL 9/01/2033 0.01%INVESCO LTD 0.01%CVS HEALTH CORP 12/05/2043 0.01%KONINKLIJKE AHOLD DELHAIZE 0.01%BHP GROUP LTD 0.01%HANKYU HANSHIN HOLDINGS INC 0.01%TDK CORP 0.01%FUJITSU LTD 0.01%DELTA AIR LINES 2007-1 CLAS 8/10/2022 0.01%JPMORGAN CHASE & CO 10/01/2168 0.01%IPG PHOTONICS CORP 0.01%ALABAMA ECONOMIC SETTLEMENT 9/15/2032 0.01%JAPAN BANK FOR INTERNATIONA 10/31/2023 0.01%BANC OF AMERICA FUNDING 201 1/03/2030 0.01%VODAFONE GROUP PLC 0.01%LEGGETT & PLATT INC 0.01%JAPAN FINANCE ORGANIZATION 3/12/2024 0.01%FSWP: USD 1.381210 15-SEP-2 9/15/2021 0.01%GINNIE MAE I POOL 8/01/2032 0.01%PETROLEOS MEXICANOS 1/21/2021 0.01%

Security % of PortfolioUNILEVER PLC 0.01%FREDDIE MAC GOLD POOL 8/01/2041 0.01%GINNIE MAE I POOL 8/01/2033 0.01%VOLKSWAGEN AG 0.01%GINNIE MAE I POOL 8/01/2033 0.01%CHASE MORTGAGE FINANCE TRUS 2/01/2037 0.01%HANESBRANDS INC 0.01%SEALED AIR CORP 0.01%FOX CORP 0.01%HARLEY-DAVIDSON INC 0.01%MARKEL CORP 3/30/2043 0.01%CONSOLIDATED EDISON CO OF N 12/01/2039 0.01%HELMERICH & PAYNE INC 0.01%FREDDIE MAC GOLD POOL 7/01/2034 0.01%FANNIE MAE POOL 7/01/2034 0.01%NEWS CORP 0.01%ZURICH INSURANCE GROUP AG 0.01%MACY'S INC 0.01%IBERDROLA INTERNATIONAL BV 9/15/2033 0.01%ALLIANCE DATA SYSTEMS CORP 0.01%TOWD POINT MORTGAGE TRUST 2 3/01/2058 0.01%DEUTSCHE TELEKOM AG 0.01%TEACHERS INSURANCE & ANNUIT 12/16/2039 0.01%BASF SE 0.01%FANNIE MAE POOL 12/01/2034 0.01%LEGACY MORTGAGE ASSET TRUST 4/25/2059 0.01%MUENCHENER RUECKVERSICHERUN 0.01%H&R BLOCK INC 0.01%FANNIE MAE POOL 1/01/2035 0.01%GINNIE MAE I POOL 3/01/2034 0.01%LEGACY MORTGAGE ASSET TRUST 1/25/2059 0.01%BAE SYSTEMS PLC 0.01%MACY'S RETAIL HOLDINGS INC 1/15/2022 0.01%ONEOK PARTNERS LP 10/01/2036 0.01%ACS ACTIVIDADES DE CONSTRUC 0.01%CONCHO RESOURCES INC 10/01/2047 0.01%NORDSTROM INC 0.01%VIVENDI SA 0.01%LABORATORY CORP OF AMERICA 2/01/2022 0.01%FREDDIE MAC GOLD POOL 3/01/2032 0.01%FREDDIE MAC GOLD POOL 10/01/2041 0.01%EUR/USD FWD 20200303 00908 3/03/2020 0.01%LONG BEACH MORTGAGE LOAN TR 6/25/2034 0.01%UNITED RENTALS NORTH AMERIC 9/15/2026 0.01%FREDDIE MAC STRUCTURED AGEN 11/25/2028 0.01%BELLEMEADE RE 2018-1 LTD 4/25/2028 0.01%CAPRI HOLDINGS LTD 0.01%DISCOVERY INC 0.01%SCHLUMBERGER HOLDINGS CORP 12/21/2025 0.01%FREDDIE MAC GOLD POOL 9/01/2026 0.01%CIMAREX ENERGY CO 0.01%FREDDIE MAC GOLD POOL 9/01/2039 0.01%CMS CAP 0.135 - BOAML 9/13/2021 0.01%FREDDIE MAC GOLD POOL 1/01/2042 0.01%


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Security % of PortfolioFANNIE MAE POOL 3/01/2036 0.01%UBS GROUP AG 0.01%AERCAP HOLDINGS NV 0.01%STRUCTURED ADJUSTABLE RATE 2/01/2034 0.01%HSBC HOLDINGS PLC 0.01%SHIONOGI & CO LTD 0.01%AT&T INC 9/01/2040 0.01%BAYER AG 0.01%LEGACY MORTGAGE ASSET TRUST 12/28/2054 0.01%SHIN-ETSU CHEMICAL CO LTD 0.01%NORFOLK SOUTHERN CORP 5/17/2025 0.01%CMS CAP 0.15 - BOAML 8/20/2021 0.01%FREDDIE MAC GOLD POOL 8/01/2041 0.01%ENERGY TRANSFER OPERATING L 12/15/2045 0.01%TELEFONICA DEUTSCHLAND HOLD 0.01%GAP INC/THE 0.01%NINTENDO CO LTD 0.01%PRINCIPAL FINANCIAL GROUP I 9/15/2042 < 0.01%FANNIE MAE POOL 5/01/2036 < 0.01%HIKARI TSUSHIN INC < 0.01%FREDDIE MAC MULTIFAMILY STR 6/01/2022 < 0.01%FSWP: USD 1.479510 15-SEP-2 9/15/2021 < 0.01%FREDDIE MAC GOLD POOL 12/01/2039 < 0.01%SOFTBANK CORP < 0.01%ESSILORLUXOTTICA SA < 0.01%FREDDIE MAC GOLD POOL 8/01/2031 < 0.01%FANNIE MAE POOL 10/01/2033 < 0.01%INTESA SANPAOLO SPA < 0.01%LSTAR SECURITIES INVESTMENT 4/01/2024 < 0.01%TOKYO ELECTRON LTD < 0.01%FANNIE MAE POOL 7/01/2035 < 0.01%GINNIE MAE II POOL 6/01/2034 < 0.01%HOYA CORP < 0.01%UNITED STATES TREASURY STRI 5/15/2042 < 0.01%TRSWAP: CMBS AGG INDEX 10/01/2020 < 0.01%FANNIE MAE POOL 1/01/2037 < 0.01%TOPPAN PRINTING CO LTD < 0.01%PERNOD RICARD SA < 0.01%FREDDIE MAC GOLD POOL 7/01/2038 < 0.01%L'OREAL SA < 0.01%AIA GROUP LTD < 0.01%FSWP: OIS 2.173160 31-MAR-2 3/31/2021 < 0.01%BARCLAYS PLC < 0.01%HEIDELBERGCEMENT AG < 0.01%FANNIE MAE POOL 2/01/2036 < 0.01%GINNIE MAE I POOL 12/01/2033 < 0.01%FSWP: USD 1.604200 15-SEP-2 9/15/2021 < 0.01%NXP SEMICONDUCTORS NV < 0.01%GINNIE MAE I POOL 4/01/2036 < 0.01%ENGIE SA < 0.01%FANNIE MAE POOL 9/01/2033 < 0.01%MURATA MANUFACTURING CO LTD < 0.01%KANSAI ELECTRIC POWER CO IN < 0.01%DAIKIN INDUSTRIES LTD < 0.01%

Security % of PortfolioITOCHU CORP < 0.01%FANNIE MAE POOL 4/01/2033 < 0.01%UNDER ARMOUR INC < 0.01%M&G PLC < 0.01%UNITED STATES TREASURY STRI 11/15/2041 < 0.01%AMADEUS IT GROUP SA < 0.01%COTY INC < 0.01%FANNIE MAE POOL 4/01/2037 < 0.01%WESFARMERS LTD < 0.01%GIVAUDAN SA < 0.01%REPSOL SA < 0.01%TESCO PLC < 0.01%MACQUARIE GROUP LTD < 0.01%BANC OF AMERICA MORTGAGE 20 2/01/2035 < 0.01%GINNIE MAE II POOL 10/01/2037 < 0.01%FANNIE MAE POOL 11/01/2035 < 0.01%FERRARI NV < 0.01%CRH PLC < 0.01%ASX LTD < 0.01%VINCI SA < 0.01%UNDER ARMOUR INC < 0.01%FANNIE MAE POOL 6/01/2035 < 0.01%E.ON SE < 0.01%GINNIE MAE I POOL 7/01/2034 < 0.01%IMPERIAL BRANDS PLC < 0.01%UNICREDIT SPA < 0.01%INFINEON TECHNOLOGIES AG < 0.01%TOWD POINT MORTGAGE TRUST 2 5/01/2058 < 0.01%BELLEMEADE RE 2017-1 LTD 10/25/2027 < 0.01%JP MORGAN MORTGAGE TRUST 20 7/01/2035 < 0.01%FREDDIE MAC GOLD POOL 2/01/2039 < 0.01%FANNIE MAE POOL 9/01/2032 < 0.01%ORIX JREIT INC < 0.01%FREDDIE MAC GOLD POOL 6/01/2034 < 0.01%CHUGAI PHARMACEUTICAL CO LT < 0.01%KLEPIERRE SA < 0.01%GINNIE MAE I POOL 9/01/2033 < 0.01%FORTESCUE METALS GROUP LTD < 0.01%NEWFIELD EXPLORATION CO 1/30/2022 < 0.01%FANNIE MAE POOL 2/01/2035 < 0.01%OVERSEA-CHINESE BANKING COR < 0.01%JAPAN TOBACCO INC < 0.01%GINNIE MAE I POOL 6/01/2040 < 0.01%FANNIE MAE POOL 10/01/2033 < 0.01%VOLVO AB < 0.01%FANNIE MAE POOL 9/01/2035 < 0.01%LAFARGEHOLCIM LTD < 0.01%CDC MORTGAGE CAPITAL TRUST 3/25/2033 < 0.01%ORIENTAL LAND CO LTD/JAPAN < 0.01%SOCIETE GENERALE SA < 0.01%FANNIE MAE POOL 2/01/2037 < 0.01%KONE OYJ < 0.01%FANNIE MAE POOL 10/01/2034 < 0.01%GINNIE MAE I POOL 1/01/2034 < 0.01%


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Security % of PortfolioFANNIE MAE POOL 1/01/2035 < 0.01%HITACHI HIGH-TECH CORP < 0.01%FANNIE MAE POOL 2/01/2034 < 0.01%RIO TINTO LTD < 0.01%FANNIE MAE POOL 9/01/2032 < 0.01%FANNIE MAE POOL 5/01/2038 < 0.01%BP PLC < 0.01%FANNIE MAE POOL 9/01/2034 < 0.01%CK ASSET HOLDINGS LTD < 0.01%CMS CAP 0.145 - BOAML 8/16/2021 < 0.01%GINNIE MAE II POOL 5/01/2041 < 0.01%MITSUBISHI ESTATE CO LTD < 0.01%RWE AG < 0.01%LINK REIT < 0.01%WESTERN MIDSTREAM OPERATING 3/01/2048 < 0.01%ASML HOLDING NV < 0.01%FREDDIE MAC GOLD POOL 8/01/2039 < 0.01%SANOFI < 0.01%ASSICURAZIONI GENERALI SPA < 0.01%GINNIE MAE I POOL 7/01/2035 < 0.01%FANNIE MAE POOL 7/01/2032 < 0.01%TATE & LYLE PLC < 0.01%FREDDIE MAC GOLD POOL 5/01/2039 < 0.01%CENTRAL JAPAN RAILWAY CO < 0.01%FANNIE MAE POOL 9/01/2036 < 0.01%SANDVIK AB < 0.01%GEBERIT AG < 0.01%STMICROELECTRONICS NV < 0.01%SECOM CO LTD < 0.01%TYM0P 132 PIT 5/22/2020 < 0.01%ASTRAZENECA PLC < 0.01%AVIVA PLC < 0.01%WIRECARD AG < 0.01%FANNIE MAE POOL 9/01/2032 < 0.01%TELECOM ITALIA SPA/MILANO < 0.01%NEWS CORP < 0.01%ALTICE EUROPE NV < 0.01%BOLLORE SA < 0.01%GINNIE MAE I POOL 9/01/2036 < 0.01%FREDDIE MAC GOLD POOL 11/01/2036 < 0.01%FANNIE MAE POOL 12/01/2033 < 0.01%FANNIE MAE POOL 5/01/2036 < 0.01%FRESENIUS MEDICAL CARE AG & < 0.01%FREDDIE MAC GOLD POOL 12/01/2033 < 0.01%KBC GROUP NV < 0.01%KIRIN HOLDINGS CO LTD < 0.01%KERING SA < 0.01%MS&AD INSURANCE GROUP HOLDI < 0.01%FREDDIE MAC GOLD POOL 5/01/2037 < 0.01%FANNIE MAE POOL 7/01/2033 < 0.01%DOMINION ENERGY GAS HOLDING 12/15/2044 < 0.01%OTSUKA HOLDINGS CO LTD < 0.01%FANNIE MAE POOL 11/01/2033 < 0.01%DAIWA HOUSE INDUSTRY CO LTD < 0.01%

Security % of PortfolioDOW CHEMICAL CO/THE 5/15/2039 < 0.01%DAI-ICHI LIFE HOLDINGS INC < 0.01%FANNIE MAE POOL 3/01/2034 < 0.01%FREDDIE MAC GOLD POOL 12/01/2033 < 0.01%FANNIE MAE POOL 1/01/2034 < 0.01%FANNIE MAE POOL 7/01/2032 < 0.01%CARLSBERG A/S < 0.01%ALFRESA HOLDINGS CORP < 0.01%DBS GROUP HOLDINGS LTD < 0.01%JAPAN POST HOLDINGS CO LTD < 0.01%FREDDIE MAC GOLD POOL 1/01/2037 < 0.01%FREDDIE MAC GOLD POOL 5/01/2038 < 0.01%FREDDIE MAC GOLD POOL 1/01/2034 < 0.01%GINNIE MAE I POOL 1/01/2024 < 0.01%NESTE OYJ < 0.01%FANNIE MAE POOL 8/01/2033 < 0.01%TOSHIBA CORP < 0.01%FANNIE MAE POOL 7/01/2036 < 0.01%FANNIE MAE POOL 1/01/2037 < 0.01%GINNIE MAE I POOL 7/01/2032 < 0.01%JARDINE MATHESON HOLDINGS L < 0.01%NEWCREST MINING LTD < 0.01%ATLAS COPCO AB < 0.01%SANDS CHINA LTD < 0.01%SEKISUI HOUSE LTD < 0.01%GINNIE MAE I POOL 6/01/2035 < 0.01%DASSAULT SYSTEMES SE < 0.01%FANNIE MAE POOL 10/01/2037 < 0.01%CHECK POINT SOFTWARE TECHNO < 0.01%NITORI HOLDINGS CO LTD < 0.01%GINNIE MAE I POOL 2/01/2032 < 0.01%SCENTRE GROUP < 0.01%UCB SA < 0.01%SUMITOMO MITSUI TRUST HOLDI < 0.01%TECHTRONIC INDUSTRIES CO LT < 0.01%QBE INSURANCE GROUP LTD < 0.01%PUBLICIS GROUPE SA < 0.01%DEUTSCHE WOHNEN SE < 0.01%GINNIE MAE I POOL 1/01/2034 < 0.01%HANNOVER RUECK SE < 0.01%NIPPON BUILDING FUND INC < 0.01%SUMITOMO REALTY & DEVELOPME < 0.01%CAD/USD FWD 20200417 00908 4/17/2020 < 0.01%FANNIE MAE POOL 11/01/2034 < 0.01%NEXT PLC < 0.01%OBIC CO LTD < 0.01%AENA SME SA < 0.01%FANNIE MAE POOL 10/01/2033 < 0.01%COLES GROUP LTD < 0.01%FANNIE MAE POOL 2/01/2032 < 0.01%MARUBENI CORP < 0.01%ASAHI KASEI CORP < 0.01%BANDAI NAMCO HOLDINGS INC < 0.01%MITSUBISHI HEAVY INDUSTRIES < 0.01%


16 of 79


Security % of PortfolioBARRATT DEVELOPMENTS PLC < 0.01%JAPAN REAL ESTATE INVESTMEN < 0.01%ASSOCIATED BRITISH FOODS PL < 0.01%SNAM SPA < 0.01%KINGSPAN GROUP PLC < 0.01%SWEDISH MATCH AB < 0.01%ENAGAS SA < 0.01%MORGAN STANLEY DEAN WITTER 7/25/2032 < 0.01%FISHER & PAYKEL HEALTHCARE < 0.01%TERNA RETE ELETTRICA NAZION < 0.01%INPEX CORP < 0.01%ARCELORMITTAL SA < 0.01%SWISS PRIME SITE AG < 0.01%HALMA PLC < 0.01%FANNIE MAE POOL 3/01/2034 < 0.01%CMS CAP 0.11250 - BARC 7/12/2021 < 0.01%STANDARD LIFE ABERDEEN PLC < 0.01%HENKEL AG & CO KGAA < 0.01%KAMIGUMI CO LTD < 0.01%CMS CAP 0.11250 - BARC 7/13/2021 < 0.01%FANNIE MAE POOL 5/01/2037 < 0.01%ADYEN NV < 0.01%NITTO DENKO CORP < 0.01%GINNIE MAE I POOL 8/01/2032 < 0.01%GINNIE MAE I POOL 8/01/2034 < 0.01%AGEAS < 0.01%EIFFAGE SA < 0.01%ELISA OYJ < 0.01%AGL ENERGY LTD < 0.01%FLUTTER ENTERTAINMENT PLC < 0.01%SODEXO SA < 0.01%QIAGEN NV < 0.01%TOKYO GAS CO LTD < 0.01%ONO PHARMACEUTICAL CO LTD < 0.01%TAYLOR WIMPEY PLC < 0.01%FANNIE MAE POOL 10/01/2036 < 0.01%BOEING CO CDS 20211220 12/20/2021 < 0.01%OLYMPUS CORP < 0.01%UNITED STATES TREASURY STRI 11/15/2042 < 0.01%LAND SECURITIES GROUP PLC < 0.01%SEVERN TRENT PLC < 0.01%MPLX LP 3/01/2047 < 0.01%GINNIE MAE I POOL 1/01/2024 < 0.01%CMS 2Y 10Y 0.205 - BARC 11/09/2021 < 0.01%FREDDIE MAC GOLD POOL 5/01/2037 < 0.01%ORICA LTD < 0.01%Euro < 0.01%SKANSKA AB < 0.01%ATOS SE < 0.01%PAN PACIFIC INTERNATIONAL H < 0.01%GINNIE MAE I POOL 12/01/2033 < 0.01%STOCKLAND < 0.01%TREND MICRO INC/JAPAN < 0.01%NATURGY ENERGY GROUP SA < 0.01%

Security % of PortfolioSAFRAN SA < 0.01%ALFA LAVAL AB < 0.01%GINNIE MAE I POOL 6/01/2032 < 0.01%FANNIE MAE POOL 11/01/2036 < 0.01%TAISEI CORP < 0.01%FANNIE MAE POOL 11/01/2033 < 0.01%SKF AB < 0.01%LEHMAN BROTHERS 12/31/2020 < 0.01%PUMA SE < 0.01%GINNIE MAE I POOL 1/01/2034 < 0.01%JARDINE STRATEGIC HOLDINGS < 0.01%BRENNTAG AG < 0.01%WHEELOCK & CO LTD < 0.01%BAYERISCHE MOTOREN WERKE AG < 0.01%FANNIE MAE POOL 6/01/2032 < 0.01%FANNIE MAE POOL 8/01/2022 < 0.01%ALTERNATIVE LOAN TRUST 20CB 9/25/2020 < 0.01%RANDSTAD NV < 0.01%ORKLA ASA < 0.01%FREDDIE MAC GOLD POOL 5/01/2034 < 0.01%AURIZON HOLDINGS LTD < 0.01%DAI NIPPON PRINTING CO LTD < 0.01%NISSAN CHEMICAL CORP < 0.01%TOBU RAILWAY CO LTD < 0.01%DAITO TRUST CONSTRUCTION CO < 0.01%MEDIOBANCA BANCA DI CREDITO < 0.01%HONGKONG LAND HOLDINGS LTD < 0.01%BOLIDEN AB < 0.01%BRITISH LAND CO PLC/THE < 0.01%WASHINGTON MUTUAL MORTGAGE 3/01/2020 < 0.01%T&D HOLDINGS INC < 0.01%EVONIK INDUSTRIES AG < 0.01%VOLKSWAGEN AG < 0.01%FANNIE MAE POOL 4/01/2033 < 0.01%WM MORRISON SUPERMARKETS PL < 0.01%FANNIE MAE POOL 8/01/2037 < 0.01%SARTORIUS STEDIM BIOTECH < 0.01%WHARF REAL ESTATE INVESTMEN < 0.01%KYUSHU RAILWAY CO < 0.01%CARNIVAL PLC < 0.01%UNITED URBAN INVESTMENT COR < 0.01%EAGLE RE 2019-1 LTD 4/25/2029 < 0.01%OTSUKA CORP < 0.01%JAPAN RETAIL FUND INVESTMEN < 0.01%FANNIE MAE POOL 11/01/2033 < 0.01%FANNIE MAE POOL 5/01/2032 < 0.01%SQUARE ENIX HOLDINGS CO LTD < 0.01%SONIC HEALTHCARE LTD < 0.01%SES SA < 0.01%KEISEI ELECTRIC RAILWAY CO < 0.01%AEROPORTS DE PARIS < 0.01%LUNDIN PETROLEUM AB < 0.01%J SAINSBURY PLC < 0.01%GINNIE MAE I POOL 5/01/2024 < 0.01%


17 of 79


Security % of PortfolioSCHINDLER HOLDING AG < 0.01%EPIROC AB < 0.01%Australian Dollar < 0.01%RECORDATI SPA < 0.01%AMUNDI SA < 0.01%GEA GROUP AG < 0.01%NEC CORP < 0.01%GINNIE MAE I POOL 10/01/2024 < 0.01%FREDDIE MAC GOLD POOL 6/01/2031 < 0.01%LEONARDO SPA < 0.01%KOBAYASHI PHARMACEUTICAL CO < 0.01%NIPPON EXPRESS CO LTD < 0.01%CONTINENTAL AIRLINES 2001-1 6/15/2021 < 0.01%MELCO RESORTS & ENTERTAINME < 0.01%SOHGO SECURITY SERVICES CO < 0.01%GINNIE MAE I POOL 1/01/2024 < 0.01%PROXIMUS SADP < 0.01%SINO LAND CO LTD < 0.01%ANTOFAGASTA PLC < 0.01%Z HOLDINGS CORP < 0.01%AVEVA GROUP PLC < 0.01%COMMONWEALTH BANK OF AUSTRA < 0.01%TELECOM ITALIA SPA/MILANO < 0.01%JAPAN POST BANK CO LTD < 0.01%COCA-COLA AMATIL LTD < 0.01%HULIC CO LTD < 0.01%FAURECIA SE < 0.01%TOSOH CORP < 0.01%JAPAN POST INSURANCE CO LTD < 0.01%KEIKYU CORP < 0.01%CASIO COMPUTER CO LTD < 0.01%FREDDIE MAC GOLD POOL 5/01/2031 < 0.01%TUI AG < 0.01%TOYO SUISAN KAISHA LTD < 0.01%GINNIE MAE I POOL 12/01/2031 < 0.01%AP MOLLER - MAERSK A/S < 0.01%WILMAR INTERNATIONAL LTD < 0.01%NOMURA REAL ESTATE HOLDINGS < 0.01%DEUTSCHE LUFTHANSA AG < 0.01%FANNIE MAE POOL 5/01/2021 < 0.01%KAKAKU.COM INC < 0.01%ALUMINA LTD < 0.01%MAPLETREE COMMERCIAL TRUST < 0.01%FANNIE MAE POOL 10/01/2033 < 0.01%GINNIE MAE I POOL 4/01/2024 < 0.01%KURITA WATER INDUSTRIES LTD < 0.01%GINNIE MAE I POOL 1/01/2024 < 0.01%GINNIE MAE I POOL 2/01/2024 < 0.01%MEBUKI FINANCIAL GROUP INC < 0.01%SG HOLDINGS CO LTD < 0.01%FRAPORT AG FRANKFURT AIRPOR < 0.01%GINNIE MAE I POOL 1/01/2024 < 0.01%QANTAS AIRWAYS LTD < 0.01%COLRUYT SA < 0.01%

Security % of PortfolioYANGZIJIANG SHIPBUILDING HO < 0.01%SHINSEI BANK LTD < 0.01%CHIBA BANK LTD/THE < 0.01%ESC LEHMAN BRTH HLD 12/31/2020 < 0.01%Singapore Dollar < 0.01%HOCHTIEF AG < 0.01%Canadian Dollar < 0.01%CREDIT SAISON CO LTD < 0.01%GINNIE MAE I POOL 8/01/2032 < 0.01%GINNIE MAE I POOL 4/01/2033 < 0.01%EASYJET PLC < 0.01%FREDDIE MAC GOLD POOL 10/01/2035 < 0.01%FREDDIE MAC GOLD POOL 10/01/2031 < 0.01%Swedish Krona < 0.01%Hong Kong Dollar < 0.01%GINNIE MAE I POOL 8/01/2032 < 0.01%FANNIE MAE POOL 6/01/2033 < 0.01%OJI HOLDINGS CORP < 0.01%GINNIE MAE I POOL 1/01/2024 < 0.01%FANNIE MAE POOL 11/01/2033 < 0.01%BLUESCOPE STEEL LTD < 0.01%GINNIE MAE I POOL 2/01/2024 < 0.01%GINNIE MAE I POOL 8/01/2031 < 0.01%GINNIE MAE I POOL 4/01/2024 < 0.01%New Israeli Sheqel < 0.01%GINNIE MAE I POOL 2/01/2024 < 0.01%GINNIE MAE I POOL 8/01/2032 < 0.01%MICRO FOCUS INTERNATIONAL P < 0.01%GINNIE MAE I POOL 11/01/2028 < 0.01%RAIFFEISEN BANK INTERNATION < 0.01%AT&T INC 3/09/2049 < 0.01%GINNIE MAE I POOL 2/01/2024 < 0.01%FREDDIE MAC GOLD POOL 2/01/2038 < 0.01%SHOWA DENKO KK < 0.01%EUR/USD FWD 20200303 00816 3/03/2020 < 0.01%BAYERISCHE MOTOREN WERKE AG < 0.01%GINNIE MAE I POOL 5/01/2024 < 0.01%FREDDIE MAC GOLD POOL 7/01/2020 < 0.01%TYM0P 126 PIT 5/22/2020 < 0.01%GINNIE MAE I POOL 2/01/2024 < 0.01%FANNIE MAE POOL 10/01/2034 < 0.01%FANNIE MAE POOL 2/01/2035 < 0.01%GINNIE MAE I POOL 5/01/2024 < 0.01%SWATCH GROUP AG/THE < 0.01%GINNIE MAE I POOL 3/01/2024 < 0.01%GINNIE MAE I POOL 12/01/2023 < 0.01%GINNIE MAE I POOL 1/01/2024 < 0.01%FANNIE MAE POOL 11/01/2034 < 0.01%FANNIE MAE POOL 6/01/2038 < 0.01%Norwegian Krone < 0.01%ACS ACTIVIDADES DE CONSTRUC 3/04/2020 < 0.01%FANNIE MAE POOL 3/01/2035 < 0.01%GINNIE MAE I POOL 2/01/2024 < 0.01%GINNIE MAE I POOL 4/01/2024 < 0.01%


18 of 79


Security % of PortfolioFANNIE MAE POOL 9/01/2032 < 0.01%FANNIE MAE POOL 1/01/2035 < 0.01%GINNIE MAE I POOL 4/01/2024 < 0.01%FANNIE MAE POOL 1/01/2034 < 0.01%GINNIE MAE I POOL 4/01/2024 < 0.01%GINNIE MAE I POOL 3/01/2024 < 0.01%FANNIE MAE POOL 4/01/2035 < 0.01%GINNIE MAE I POOL 3/01/2024 < 0.01%Danish Krone < 0.01%GINNIE MAE I POOL 1/01/2024 < 0.01%GINNIE MAE I POOL 10/01/2023 < 0.01%FANNIE MAE POOL 6/01/2037 < 0.01%FANNIE MAE POOL 8/01/2034 < 0.01%GINNIE MAE I POOL 1/01/2024 < 0.01%FANNIE MAE POOL 9/01/2037 < 0.01%GINNIE MAE I POOL 7/01/2024 < 0.01%GINNIE MAE I POOL 4/01/2024 < 0.01%GINNIE MAE I POOL 11/01/2023 < 0.01%Swiss Franc < 0.01%FANNIE MAE POOL 8/01/2037 < 0.01%GINNIE MAE I POOL 5/01/2032 < 0.01%FSWP: USD 1.875500 30-APR-2 4/30/2026 < 0.01%FSWP: OIS 1.611270 15-AUG-2 8/15/2029 < 0.01%RECV OIS 2.35303 5/31/2022 < 0.01%TYM0P 129 PIT 5/22/2020 < 0.01%RECV IRS 2.65876 USD 11/1 11/15/2043 < 0.01%CitiGroup Futures Collatera < 0.01%RECV OIS 1.96451 2/15/2027 < 0.01%FSWP: OIS 0.050000 11-MAY-2 5/11/2024 < 0.01%RECV OIS 1.89861 02152027 2/15/2027 < 0.01%RECV OIS 2.454 2/28/2025 < 0.01%SWAP VM CITI EUR 12/31/2060 < 0.01%EUR/USD FWD 20200402 00908 4/02/2020 -0.01%FSWP: OIS 1.253220 15-NOV-2 11/15/2045 -0.01%FSWP: OIS 1.100000 11-MAY-2 5/11/2039 -0.01%SWP: OIS 1.507500 09-AUG-20 8/09/2049 -0.01%RECV OIS 2.06749 2/15/2027 -0.01%RECV OIS 2.801500 31 7/31/2025 -0.01%FSWP: OIS 2.2688000 31-JAN- 1/31/2026 -0.01%RECV OIS 1.82354 USD 0215 2/15/2027 -0.02%RECV IRS CTI USD 3.104 31 7/31/2025 -0.02%RECV IRS USD 2.998400 31 5/31/2025 -0.02%RECV IRS 2.33353 USD 11/1 11/15/2024 -0.02%PAYB OIS 2.4075 2 2/12/2025 -0.02%RECV IRS 2.8354 15 8/15/2028 -0.02%RECV IRS 2.17 08152024 8/15/2024 -0.03%SWP: OIS 1.948500 29-MAR-20 3/29/2024 -0.04%RECV IRS MS USD 3.109 31J 7/31/2025 -0.05%PAYB OIS1.4275 8/15/2028 -0.08%US Dollar -0.09%EURO-BUND FUTURE 6/08/2020 -0.19%US 2YR NOTE (CBT) 6/30/2020 -1.93%US 10YR NOTE (CBT) 6/19/2020 -2.62%


19 of 79

PSF Diversified Bond Portfolio

Security % of PortfolioUS 5YR NOTE (CBT) 6/30/2020 35.02%US 10YR NOTE (CBT) 6/19/2020 9.35%US ULTRA BOND CBT 6/19/2020 8.93%US 10YR ULTRA FUT 6/19/2020 2.34%PGIM Institutional Money Ma 12/01/2099 1.98%SWAP VM CITI USD 12/31/2060 1.88%UNITED STATES TREASURY NOTE 5/15/2045 1.64%PORTUGAL GOVERNMENT INTERNA 10/15/2024 1.06%MIDOCEAN CREDIT CLO III 4/21/2031 0.70%UNITED STATES TREASURY NOTE 2/15/2043 0.68%BVRT_19-1F 9/15/2021 0.68%ZAIS CLO 8 LTD 4/15/2029 0.61%ATRIUM XII 4/22/2027 0.60%CANTOR COMMERCIAL REAL ESTA 11/01/2052 0.58%MOUNTAIN VIEW CLO 2013-1 LT 10/12/2030 0.58%MRA ISSUANCE TRUST 2020-1 11/24/2020 0.57%CATAMARAN CLO 2014-1 LTD 4/22/2030 0.56%VOYA CLO 2013-1 LTD 10/15/2030 0.54%ELEVATION CLO 2014-2 LTD 10/15/2029 0.54%SOFI ALTERNATIVE TRUST 2019 6/15/2050 0.49%GS MORTGAGE SECURITIES TRUS 2/01/2052 0.48%Euro 0.48%WELLFLEET CLO 2017-3 LTD 1/17/2031 0.47%CDS: (CDX.EM.32.V1) 12/20/2024 0.47%JP MORGAN CHASE COMMERCIAL 7/01/2031 0.45%UBS COMMERCIAL MORTGAGE TRU 12/01/2050 0.45%PGIM Core Ultra Short Bond 12/01/2099 0.45%BANK OF AMERICA CORP 1/11/2023 0.45%MORGAN STANLEY CAPITAL I 20 12/01/2050 0.44%GREENWOOD PARK CLO LTD 4/15/2031 0.44%MOUNTAIN VIEW CLO 2015-9 LT 7/15/2031 0.43%TICP CLO I LTD 7/20/2027 0.43%SOFI ALTERNATIVE TRUST 2019 1/16/2046 0.42%REPUBLIC OF ITALY GOVERNMEN 6/15/2033 0.42%SOUND POINT CLO XVII 10/20/2030 0.42%MARINER CLO 5 LTD 4/25/2031 0.42%ABBVIE INC 11/21/2039 0.41%CENTRAL PARK FUNDING TRUST 11/01/2023 0.39%CAPITAL ONE FINANCIAL CORP 4/30/2021 0.39%COMM 2015-DC1 MORTGAGE TRUS 2/01/2048 0.38%ELEVATION CLO 2017-7 LTD 7/15/2030 0.38%AT&T INC 3/01/2039 0.37%SOFI ALTERNATIVE TRUST 2019 2/15/2045 0.37%CIFC FUNDING 2015-III LTD 4/19/2029 0.36%TRINITAS CLO III LTD 7/15/2027 0.36%SHACKLETON 2014-V-R CLO LTD 5/07/2031 0.36%COMM 2017-COR2 MORTGAGE TRU 9/01/2050 0.36%WELLS FARGO COMMERCIAL MORT 7/01/2048 0.35%BANK 2017-BNK5 6/01/2060 0.35%UBS COMMERCIAL MORTGAGE TRU 8/01/2050 0.35%SOFI RR FUNDING II TRUST 20 11/29/2024 0.34%VENTURE XXI CLO LTD 7/15/2027 0.34%MORGAN STANLEY BANK OF AMER 7/01/2046 0.34%CANTOR COMMERCIAL REAL ESTA 5/01/2052 0.33%

Security % of PortfolioWELLS FARGO COMMERCIAL MORT 8/01/2050 0.33%GOLDMAN SACHS GROUP INC/THE 1/24/2022 0.33%BENEFIT STREET PARTNERS CLO 10/15/2030 0.33%GOLDMAN SACHS GROUP INC/THE 9/29/2025 0.31%TFS_L 8-3-AL 2.90 16-MAR-20 3/16/2023 0.31%UNITED STATES TREASURY STRI 5/15/2039 0.31%CIGNA CORP 2/25/2026 0.30%PARK AVENUE FUNDING TRUST 2 5/27/2021 0.30%HELLENIC REPUBLIC GOVERNMEN 1/30/2028 0.30%BANK OF AMERICA CORP 1/22/2024 0.30%SHIRE ACQUISITIONS INVESTME 9/23/2026 0.29%CARLYLE US CLO 2017-4 LTD 1/15/2030 0.29%HPS LOAN MANAGEMENT 19 LTD 7/22/2032 0.29%CSMC_20-WL1 12/25/2059 0.29%OZLM XXIV LTD 7/20/2032 0.29%PALMER SQUARE CLO 2014-1 LT 1/17/2031 0.29%ANCHORAGE CAPITAL CLO 11 LT 7/22/2032 0.29%TRINITAS CLO VII LTD 1/25/2031 0.29%HIGHBRIDGE LOAN MANAGEMENT 2/05/2031 0.29%MIDOCEAN CREDIT CLO VIII 2/20/2031 0.29%MOUNTAIN VIEW CLO 2017-2 LL 1/16/2031 0.29%ROMARK WM-R LTD 4/20/2031 0.29%INDONESIA GOVERNMENT INTERN 7/30/2025 0.29%COMM 2014-UBS5 MORTGAGE TRU 9/01/2047 0.28%JPMDB COMMERCIAL MORTGAGE S 10/01/2050 0.28%BENCHMARK 2019-B9 MORTGAGE 3/01/2052 0.28%FORD MOTOR CREDIT CO LLC 11/01/2022 0.28%CD 2017-CD5 MORTGAGE TRUST 8/01/2050 0.28%FORD CREDIT FLOORPLAN MASTE 11/15/2030 0.27%LYONDELLBASELL INDUSTRIES N 11/15/2021 0.27%AMERICAN EXPRESS CO 5/17/2021 0.27%FREDDIE MAC MULTIFAMILY STR 12/01/2025 0.27%KENTUCKY UTILITIES CO 10/01/2045 0.27%ONEMAIN DIRECT AUTO RECEIVA 9/14/2027 0.27%CIFC FUNDING 2015-I LTD 1/22/2031 0.27%GS MORTGAGE SECURITIES TRUS 5/01/2050 0.27%NEW JERSEY TURNPIKE AUTHORI 1/01/2040 0.26%WELLS FARGO & CO 2/11/2031 0.26%UNION CARBIDE CORP 4/01/2023 0.26%BANK OF AMERICA CORP 1/20/2028 0.25%PARK AVENUE INSTITUTIONAL A 11/14/2029 0.25%MADISON PARK FUNDING XXI LT 10/15/2032 0.25%GREYWOLF CLO VI LTD 4/26/2031 0.25%CITIGROUP INC 10/21/2026 0.25%TELOS CLO 2013-4 LTD 1/17/2030 0.25%SOUND POINT CLO II LTD 1/26/2031 0.25%CCO HOLDINGS LLC / CCO HOLD 5/01/2026 0.25%COMM 2014-UBS4 MORTGAGE TRU 8/01/2047 0.25%REPUBLIC OF ITALY GOVERNMEN 8/04/2028 0.25%JPMBB COMMERCIAL MORTGAGE S 8/01/2047 0.24%CHARTER COMMUNICATIONS OPER 10/23/2035 0.24%JPMORGAN CHASE & CO 6/15/2026 0.24%ELEVEN MADISON TRUST 20MD M 9/01/2035 0.23%GS MORTGAGE SECURITIES TRUS 5/01/2050 0.23%


20 of 79

PSF Diversified Bond Portfolio (continued)

Security % of PortfolioUNITED STATES TREASURY NOTE 11/15/2043 0.23%CALPINE CORP 1/15/2025 0.22%UBS GROUP AG 5/23/2023 0.22%EL PASO ELECTRIC CO 5/15/2035 0.22%JP MORGAN CHASE COMMERCIAL 8/01/2049 0.22%DBJPM 17-C6 MORTGAGE TRUST 6/01/2050 0.22%OPORTUN FUNDING VII LLC 10/10/2023 0.22%MORGAN STANLEY CAPITAL I TR 6/01/2050 0.22%NEUBERGER BERMAN CLO XVI-S 1/15/2028 0.22%ANCHORAGE CREDIT OPPORTUNIT 1/20/2032 0.22%UNITED STATES TREASURY NOTE 8/15/2043 0.22%TICP CLO IX LTD 1/20/2031 0.22%JPMORGAN CHASE & CO 10/30/2168 0.22%LAUREL ROAD PRIME STUDENT L 2/25/2043 0.22%VOYA CLO 2013-2 LTD 4/25/2031 0.22%BATTALION CLO XII LTD 5/17/2031 0.22%CITIGROUP INC 9/29/2027 0.21%CITIBANK CREDIT CARD ISSUAN 10/13/2030 0.21%BAT CAPITAL CORP 8/15/2024 0.21%COX COMMUNICATIONS INC 8/15/2024 0.21%STATE OF ILLINOIS 11/01/2022 0.21%MORGAN STANLEY 7/27/2026 0.21%NXP BV / NXP FUNDING LLC 6/01/2023 0.21%LAUREL ROAD PRIME STUDENT L 8/25/2043 0.21%PARK AVENUE FUNDING TRUST 11/27/2020 0.21%LAUREL ROAD PRIME STUDENT L 11/25/2043 0.20%TEACHERS INSURANCE & ANNUIT 5/15/2047 0.20%DOMINION ENERGY INC 4/01/2021 0.20%BANK OF AMERICA CORP 4/23/2040 0.20%HELLENIC REPUBLIC GOVERNMEN 1/30/2033 0.20%WELLFLEET CLO 2018-2 LTD 10/20/2031 0.20%OZLM IX LTD 10/20/2031 0.20%AETNA INC 12/15/2037 0.20%COMM 2016-COR1 MORTGAGE TRU 10/01/2049 0.19%WELLS FARGO COMMERCIAL MORT 6/01/2049 0.19%DOMINION ENERGY SOUTH CAROL 6/15/2043 0.19%HUNGARY GOVERNMENT INTERNAT 11/22/2023 0.19%CREDIT SUISSE MORTGAGE CAPI 5/15/2036 0.19%STANDARD INDUSTRIES INC/NJ 11/15/2024 0.19%UBS COMMERCIAL MORTGAGE TRU 5/01/2051 0.18%STATE OF CALIFORNIA 10/01/2039 0.18%BENEFIT STREET PARTNERS CLO 10/15/2032 0.18%BALLYROCK CLO 2016-1 LTD 10/15/2028 0.18%ICG US CLO 2014-3 LTD 4/25/2031 0.18%BROOKSIDE MILL CLO LTD 2013 1/17/2028 0.18%ENTERPRISE PRODUCTS OPERATI 5/15/2046 0.18%CITYLINE COMMERCIAL MORTGAG 11/01/2031 0.18%BANC OF AMERICA COMMERCIAL 7/01/2049 0.18%GOLDMAN SACHS GROUP INC/THE 6/15/2020 0.18%WELLS FARGO COMMERCIAL MORT 1/01/2059 0.18%ALLERGAN FUNDING SCS 3/15/2035 0.18%EXELON GENERATION CO LLC 10/01/2039 0.17%UNITED STATES TREASURY STRI 11/15/2044 0.17%FANNIE MAE REMICS 11/01/2041 0.17%

Security % of PortfolioANHEUSER-BUSCH COS LLC / AN 2/01/2046 0.17%AMERICAN INTERNATIONAL GROU 7/10/2025 0.17%HELLENIC REPUBLIC GOVERNMEN 7/17/2034 0.17%HERTZ VEHICLE FINANCING II 12/26/2025 0.17%FREDDIE MAC MULTIFAMILY STR 1/01/2025 0.16%TOWD POINT MORTGAGE TRUST 2 10/01/2057 0.16%MYLAN INC 4/15/2048 0.16%UNITED STATES TREASURY NOTE 11/15/2049 0.16%FANNIE MAE POOL 8/01/2040 0.16%MORGAN STANLEY 7/28/2021 0.16%CHICAGO O'HARE INTERNATIONA 1/01/2040 0.16%SERBIA INTERNATIONAL BOND 9/28/2021 0.16%JPMDB COMMERCIAL MORTGAGE S 3/01/2050 0.16%FREDDIE MAC MULTIFAMILY STR 1/01/2023 0.16%CIM TRUST 2017-8 12/01/2065 0.16%LENDMARK FUNDING TRUST 2019 12/20/2027 0.16%BAY AREA TOLL AUTHORITY 10/01/2050 0.16%PHILLIPS 66 PARTNERS LP 2/15/2045 0.16%BANK 2017-BNK8 11/01/2050 0.15%MORGAN STANLEY BANK OF AMER 9/01/2049 0.15%UBS COMMERCIAL MORTGAGE TRU 10/01/2052 0.15%COMCAST CORP 10/15/2028 0.15%KRAFT HEINZ FOODS CO 10/01/2049 0.15%DOLLAR TREE INC 5/15/2028 0.15%MORGAN STANLEY 1/24/2029 0.15%UNIVERSITY OF CALIFORNIA 5/15/2043 0.15%XYLEM INC/NY 10/01/2021 0.15%WALT DISNEY CO/THE 11/30/2028 0.15%ABBVIE INC 5/14/2035 0.15%DISCOVER BANK 4/15/2020 0.15%HCA INC 2/01/2025 0.15%STRUCTURED ADJUSTABLE RATE 12/01/2034 0.15%NEW JERSEY TURNPIKE AUTHORI 1/01/2041 0.15%YORK CLO-2 LTD 1/22/2031 0.14%MORGAN STANLEY 1/25/2021 0.14%UNITED STATES TREASURY STRI 11/15/2043 0.14%TOWD POINT MORTGAGE TRUST 2 6/01/2057 0.14%INTER-AMERICAN DEVELOPMENT 8/01/2026 0.14%BROADCOM INC 4/15/2021 0.14%PUERTO RICO SALES TAX FINAN 7/01/2058 0.14%BANK OF AMERICA CORP 3/03/2026 0.14%ANHEUSER-BUSCH INBEV WORLDW 1/23/2049 0.14%UPFIELD BV 7/02/2025 0.14%GOLDMAN SACHS GROUP INC/THE 11/10/2167 0.14%GOLDMAN SACHS GROUP INC/THE 1/26/2027 0.14%SOMPO INTERNATIONAL HOLDING 7/15/2034 0.14%GCAT 2019-4 LLC 11/26/2049 0.14%UNITED STATES TREASURY STRI 11/15/2035 0.14%UNITED STATES TREASURY NOTE 8/15/2024 0.14%FREDDIE MAC REMICS 9/01/2045 0.14%CITIGROUP INC 1/10/2028 0.14%MICROSOFT CORP 2/12/2045 0.14%FANNIE MAE REMICS 4/01/2042 0.14%FREDDIE MAC GOLD POOL 2/01/2047 0.14%


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Security % of PortfolioCITIGROUP INC 7/15/2039 0.13%JBS USA LUX SA / JBS USA FI 6/15/2025 0.13%JPMORGAN CHASE & CO 10/01/2026 0.13%MEXICO CITY AIRPORT TRUST 7/31/2047 0.13%TOWD POINT MORTGAGE TRUST 2 3/01/2058 0.13%EMBARQ CORP 6/01/2036 0.13%PETROBRAS GLOBAL FINANCE BV 3/19/2049 0.13%BOMBARDIER INC 4/15/2027 0.13%GAZPROM PJSC VIA GAZ CAPITA 3/07/2022 0.13%HSBC HOLDINGS PLC 5/18/2021 0.13%KOREA GAS CORP 11/02/2020 0.13%PEOPLE'S UNITED FINANCIAL I 12/06/2022 0.13%DAIMLER FINANCE NORTH AMERI 5/04/2021 0.13%CITIGROUP COMMERCIAL MORTGA 4/01/2049 0.13%HELLENIC REPUBLIC GOVERNMEN 2/24/2032 0.13%L BRANDS INC 10/15/2023 0.12%UNITED STATES TREASURY STRI 8/15/2040 0.12%BANK OF AMERICA CORP 12/20/2168 0.12%ONEOK PARTNERS LP 10/15/2037 0.12%HELMERICH & PAYNE INC 3/15/2025 0.12%BANK 2019-BNK18 5/01/2062 0.12%ASHLAND LLC 5/15/2043 0.12%INDONESIA GOVERNMENT INTERN 6/14/2028 0.12%AMERICAN AIRLINES 2016-1 CL 1/15/2028 0.12%GENERAL MOTORS CO 10/02/2043 0.12%PETROLEOS MEXICANOS 1/23/2027 0.12%BOMBARDIER INC 12/01/2024 0.12%BBCMS 2016-ETC MORTGAGE TRU 8/05/2036 0.12%ENERGY TRANSFER OPERATING L 4/15/2049 0.12%BOEING CO/THE 8/01/2059 0.12%EGYPT GOVERNMENT INTERNATIO 4/16/2026 0.12%LABORATORY CORP OF AMERICA 9/01/2024 0.12%MORGAN STANLEY BANK OF AMER 12/01/2048 0.11%IBERDROLA INTERNATIONAL BV 9/15/2033 0.11%SASOL FINANCING INTERNATION 11/14/2022 0.11%JPMORGAN CHASE & CO 1/23/2029 0.11%SANTANDER UK GROUP HOLDINGS 10/16/2020 0.11%MORGAN STANLEY 1/23/2030 0.11%JPMORGAN CHASE & CO 4/01/2168 0.11%DOMINICAN REPUBLIC INTERNAT 5/06/2021 0.11%ROCKWELL AUTOMATION INC 1/15/2098 0.11%BX COMMERCIAL MORTGAGE TRUS 10/15/2036 0.11%BROADCOM INC 10/15/2022 0.11%BANK OF AMERICA CORP 7/28/2168 0.11%TURKEY GOVERNMENT INTERNATI 6/05/2020 0.11%LKQ ITALIA BONDCO SPA 4/01/2024 0.11%BOMBARDIER INC 3/15/2025 0.11%BX COMMERCIAL MORTGAGE TRUS 12/15/2029 0.11%DBWF 20T MORTGAGE TRUST 12/01/2036 0.11%CIGNA CORP 10/15/2028 0.11%BRISTOL-MYERS SQUIBB CO 2/20/2048 0.11%WELLS FARGO COMMERCIAL MORT 10/01/2050 0.11%PARK_20-1 8/27/2021 0.11%MORTGAGE INSURANCE-LINKED N 2/25/2030 0.11%

Security % of PortfolioCIFC FUNDING 2013-III-R LTD 4/24/2031 0.11%SECURITIZED ASSET BACKED RE 2/25/2034 0.11%LEGACY MORTGAGE ASSET TRUST 5/25/2059 0.11%TRINITAS CLO VII LTD 1/25/2031 0.11%INTERNATIONAL PAPER CO 11/15/2039 0.11%GENERAL MOTORS CO 10/02/2023 0.11%LENDMARK FUNDING TRUST 2018 4/20/2027 0.11%HELLENIC REPUBLIC GOVERNMEN 2/24/2023 0.11%OPORTUN FUNDING X LLC 10/08/2024 0.10%UBS-BARCLAYS COMMERCIAL MOR 3/01/2046 0.10%OPORTUN FUNDING XIII LLC 8/08/2025 0.10%DEUTSCHE BANK AG/NEW YORK N 2/14/2022 0.10%PETROLEOS MEXICANOS 2/21/2028 0.10%LEGACY MORTGAGE ASSET TRUST 10/25/2059 0.10%HELLENIC REPUBLIC GOVERNMEN 2/24/2039 0.10%INDONESIA GOVERNMENT INTERN 7/08/2021 0.10%BRAZIL MINAS SPE VIA STATE 2/15/2028 0.10%SPRINT CAPITAL CORP 3/15/2032 0.10%CITIBANK NA 5/01/2020 0.10%DH EUROPE FINANCE II SARL 9/18/2039 0.10%UKRAINE GOVERNMENT INTERNAT 1/27/2030 0.10%ALLERGAN SALES LLC 2/15/2021 0.10%GSMSC RESECURITIZATION TRUS 1/26/2037 0.10%CHESAPEAKE ENERGY CORP 6/24/2024 0.10%STRUCTURED ASSET INVESTMENT 8/25/2034 0.10%MARRIOTT INTERNATIONAL INC/ 9/15/2022 0.10%CITIGROUP INC 2/15/2169 0.10%UNITED RENTALS NORTH AMERIC 1/15/2028 0.10%JPMORGAN CHASE & CO 4/23/2029 0.10%PETROLEOS MEXICANOS 1/23/2050 0.10%PETROLEOS MEXICANOS 2/26/2029 0.10%ERAC USA FINANCE LLC 6/01/2034 0.10%GINNIE MAE II POOL 2/01/2049 0.10%HELLENIC REPUBLIC GOVERNMEN 2/24/2029 0.10%AMERIQUEST MORTGAGE SECURIT 1/25/2033 0.10%CLEAR CHANNEL WORLDWIDE HOL 2/15/2024 0.10%UNITED TECHNOLOGIES CORP 11/16/2028 0.09%NATIONSTAR MORTGAGE HOLDING 7/15/2023 0.09%ESKOM HOLDINGS SOC LTD 1/26/2021 0.09%REGIONAL TRANSPORTATION DIS 11/01/2050 0.09%CSAIL 2019-C16 COMMERCIAL M 6/01/2052 0.09%MORGAN STANLEY CAPITAL I TR 11/01/2052 0.09%WILLIAMS COS INC/THE 1/15/2045 0.09%AMERICAN INTERNATIONAL GROU 7/16/2044 0.09%CDS: (CDX.EM.32.V1) 12/20/2024 0.09%WELLS FARGO COMMERCIAL MORT 12/01/2052 0.09%CIM TRUST 2017-3 1/01/2057 0.09%CSMC 2018-RPL8 TRUST 7/01/2058 0.09%CSMC SERIES 2019-6R 10/25/2046 0.09%PETROLEOS MEXICANOS 3/13/2027 0.09%DISCOVER BANK 3/13/2026 0.09%NIDDA HEALTHCARE HOLDING 8/21/2026 0.09%FEDERAL HOME LOAN MORTGAGE 7/15/2032 0.09%KAZMUNAYGAS NATIONAL CO JSC 4/24/2025 0.09%


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Security % of PortfolioUNITED STATES TREASURY STRI 2/15/2039 0.09%STATE OF CALIFORNIA 3/01/2040 0.09%CONTINENTAL AIRLINES 2007-1 4/19/2022 0.09%CITIGROUP INC 1/29/2031 0.09%UNITED STATES TREASURY STRI 11/15/2038 0.09%CORP ANDINA DE FOMENTO 9/27/2021 0.09%SINOPEC GROUP OVERSEAS DEVE 4/28/2020 0.09%ICG US CLO 2017-2 LTD 10/23/2029 0.09%OPORTUN FUNDING VI LLC 6/08/2023 0.09%OZLM XI LTD 10/30/2030 0.09%SOUTHERN CO GAS CAPITAL COR 6/01/2043 0.09%MORGAN STANLEY 1/23/2023 0.09%GREYSTAR REAL ESTATE PARTNE 12/01/2025 0.09%BBCMS 2016-ETC MORTGAGE TRU 8/05/2036 0.09%ROMANIAN GOVERNMENT INTERNA 10/29/2035 0.09%ROMANIAN GOVERNMENT INTERNA 10/29/2035 0.09%BPCE SA 3/15/2025 0.09%OPORTUN FUNDING IX LLC 7/08/2024 0.09%NIELSEN FINANCE LLC / NIELS 4/15/2022 0.09%CITIGROUP CAPITAL XIII 10/30/2040 0.09%FREDDIE MAC STACR REMIC TRU 2/25/2050 0.09%BANK OF AMERICA CORP 1/22/2025 0.09%FISERV INC 10/01/2022 0.09%VERIZON COMMUNICATIONS INC 8/10/2033 0.09%UKRAINE GOVERNMENT INTERNAT 9/01/2022 0.09%PENNSYLVANIA TURNPIKE COMMI 12/01/2045 0.09%PNMAC GMSR ISSUER TRUST 201 8/25/2025 0.09%FEDERAL NATIONAL MORTGAGE A 1/15/2030 0.09%KEYCORP 3/24/2021 0.09%CIM TRUST 2017-2 12/01/2057 0.09%JPMORGAN CHASE & CO 11/15/2048 0.09%DELTA AIR LINES INC 3/13/2020 0.09%HUNGARY GOVERNMENT INTERNAT 3/29/2021 0.09%AMERICAN AXLE & MANUFACTURI 4/01/2027 0.09%NEW RESIDENTIAL MORTGAGE LO 12/01/2057 0.09%GOLDMAN SACHS GROUP INC/THE 4/23/2029 0.08%EGYPT GOVERNMENT INTERNATIO 4/11/2031 0.08%AT&T INC 2/15/2027 0.08%OPORTUN FUNDING VIII LLC 3/08/2024 0.08%DISCOVERY COMMUNICATIONS LL 9/20/2037 0.08%CIM TRUST 2017-6 6/01/2057 0.08%LIBERTY MUTUAL GROUP INC 10/15/2050 0.08%ERAC USA FINANCE LLC 10/15/2037 0.08%AMERIGAS PARTNERS LP / AMER 8/20/2026 0.08%TAYLOR MORRISON COMMUNITIES 7/15/2027 0.08%HSBC HOLDINGS PLC 6/19/2029 0.08%MORGAN STANLEY 1/22/2047 0.08%JPMDB COMMERCIAL MORTGAGE S 6/01/2049 0.08%UNITED STATES TREASURY NOTE 5/15/2046 0.08%UBS GROUP AG 8/15/2023 0.08%CREDIT SUISSE AG/NEW YORK N 9/09/2024 0.08%OCCIDENTAL PETROLEUM CORP 9/15/2036 0.08%NOVA CHEMICALS CORP 6/01/2024 0.08%CITIGROUP INC 5/15/2168 0.08%

Security % of PortfolioUNIVISION COMMUNICATIONS IN 2/15/2025 0.08%EUR/USD FWD 20200303 00642 3/03/2020 0.08%ABBVIE INC 5/14/2025 0.08%CHARTER COMMUNICATIONS OPER 10/23/2045 0.08%CENOVUS ENERGY INC 6/15/2047 0.08%LITHUANIA GOVERNMENT INTERN 2/01/2022 0.08%NEW RESIDENTIAL MORTGAGE LO 1/25/2048 0.08%CNH INDUSTRIAL CAPITAL LLC 4/01/2021 0.08%BRISTOL-MYERS SQUIBB CO 8/15/2021 0.08%AT&T INC 5/15/2025 0.08%PULTEGROUP INC 1/15/2027 0.08%JPMORGAN CHASE & CO 2/01/2028 0.08%UNITED STATES TREASURY STRI 8/15/2029 0.08%FREDDIE MAC REMICS 7/01/2048 0.08%PNC FINANCIAL SERVICES GROU 4/29/2024 0.08%SENSATA TECHNOLOGIES BV 10/01/2025 0.08%JAPAN BANK FOR INTERNATIONA 5/23/2024 0.08%COMCAST CORP 2/01/2050 0.08%REFINITIV US HOLDINGS INC 11/15/2026 0.08%PETROBRAS GLOBAL FINANCE BV 1/16/2034 0.08%British Pound Sterling 0.08%BANK OF AMERICA CORP 7/23/2029 0.08%OCCIDENTAL PETROLEUM CORP 10/10/2036 0.08%QATAR GOVERNMENT INTERNATIO 4/23/2048 0.08%NUTRIEN LTD 6/01/2043 0.08%CCO HOLDINGS LLC / CCO HOLD 6/01/2029 0.08%MAGELLAN MIDSTREAM PARTNERS 3/15/2045 0.08%BELLEMEADE RE 2018-3 LTD 10/25/2028 0.07%DAIMLER FINANCE NORTH AMERI 5/04/2020 0.07%OPORTUN FUNDING XII LLC 12/09/2024 0.07%JAPAN FINANCE ORGANIZATION 4/20/2022 0.07%BRISTOL-MYERS SQUIBB CO 8/15/2045 0.07%COOPER-STANDARD AUTOMOTIVE 11/15/2026 0.07%DEUTSCHE BANK AG/NEW YORK N 2/04/2021 0.07%LENDMARK FUNDING TRUST 2019 4/20/2028 0.07%UNITED RENTALS NORTH AMERIC 5/15/2027 0.07%METLIFE SECURITIZATION TRUS 3/01/2057 0.07%BROOKFIELD RESIDENTIAL PROP 7/01/2022 0.07%REPUBLIC OF ITALY GOVERNMEN 10/17/2024 0.07%BANK 2017-BNK6 7/01/2060 0.07%UKRAINE GOVERNMENT INTERNAT 9/01/2022 0.07%WELLFLEET CLO 2017-2 LTD 10/20/2029 0.07%EGYPT GOVERNMENT INTERNATIO 4/11/2025 0.07%KEURIG DR PEPPER INC 5/25/2021 0.07%ZAIS CLO 6 LTD 7/15/2029 0.07%TCI COMMUNICATIONS INC 2/15/2026 0.07%OHIO STATE UNIVERSITY/THE 6/01/2040 0.07%PETROLEOS MEXICANOS 9/21/2047 0.07%TAYLOR MORRISON COMMUNITIES 6/15/2027 0.07%MPLX LP 4/15/2038 0.07%AT&T INC 3/15/2042 0.07%MORGAN STANLEY 7/15/2168 0.07%DEUTSCHE BANK AG/NEW YORK N 2/04/2021 0.07%TRUIST FINANCIAL CORP 3/01/2168 0.07%


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Security % of PortfolioEAGLE RE 2018-1 LTD 11/25/2028 0.07%DEVON ENERGY CORP 7/15/2041 0.07%GHANA GOVERNMENT INTERNATIO 2/11/2027 0.07%LEGACY MORTGAGE ASSET TRUST 1/25/2059 0.07%AMC ENTERTAINMENT HOLDINGS 11/15/2026 0.07%CHARTER COMMUNICATIONS OPER 3/01/2050 0.07%ONEMAIN FINANCIAL ISSUANCE 3/14/2029 0.07%ARGENT SECURITIES INC ASSET 10/25/2034 0.07%FANNIE MAE POOL 8/01/2049 0.07%CALPINE CORP 3/15/2028 0.07%STATE STREET CORP 3/16/2168 0.07%GOLDEN ENTERTAINMENT INC 4/15/2026 0.07%SWAP VM CITI ZAR 12/31/2060 0.07%FREDDIE MAC MULTIFAMILY STR 3/01/2026 0.07%CHEMOURS CO/THE 5/15/2025 0.07%LIBERTY MUTUAL FINANCE EURO 3/27/2024 0.07%ICE: (CDX.NA.IG.33.V1) 12/20/2024 0.07%MORGAN STANLEY BANK OF AMER 8/01/2045 0.07%DIAMOND SPORTS GROUP LLC / 8/15/2026 0.07%FEDERAL HOME LOAN MORTGAGE 3/15/2031 0.07%CITYLINE COMMERCIAL MORTGAG 11/01/2031 0.07%BNP PARIBAS SA 1/10/2024 0.07%DEUTSCHE BANK AG 5/12/2021 0.07%LEGACY MORTGAGE ASSET TRUST 1/25/2059 0.07%CENTURYLINK INC 9/15/2039 0.07%DANA FINANCING LUXEMBOURG S 4/15/2025 0.07%STATE OF OREGON DEPARTMENT 11/15/2034 0.07%COMM 2015-LC21 MORTGAGE TRU 7/01/2048 0.07%AT&T INC 3/09/2049 0.06%HELLENIC REPUBLIC GOVERNMEN 2/24/2034 0.06%PROVINCIA DE BUENOS AIRES/G 6/09/2021 0.06%ARGENTINE REPUBLIC GOVERNME 4/22/2021 0.06%BARRICK GOLD CORP 4/01/2042 0.06%ONEMAIN DIRECT AUTO RECEIVA 11/14/2028 0.06%US Dollar 0.06%MORGAN STANLEY 9/08/2026 0.06%NEWMONT CORP 6/09/2021 0.06%FREDDIE MAC STRUCTURED AGEN 4/25/2029 0.06%AT&T INC 3/01/2037 0.06%BRISTOL-MYERS SQUIBB CO 10/26/2049 0.06%HELLENIC REPUBLIC GOVERNMEN 2/24/2031 0.06%ENERGY TRANSFER OPERATING L 5/15/2168 0.06%PETROBRAS GLOBAL FINANCE BV 2/01/2029 0.06%JEFFERIES GROUP LLC 1/20/2043 0.06%PENN NATIONAL GAMING INC 1/15/2027 0.06%EVERI PAYMENTS INC 12/15/2025 0.06%RANGE RESOURCES CORP 2/01/2026 0.06%FREDDIE MAC REMICS 1/01/2044 0.06%BANK OF AMERICA CORP 7/21/2028 0.06%COMM 2015-PC1 MORTGAGE TRUS 7/01/2050 0.06%DELTA AIR LINES 2007-1 CLAS 8/10/2022 0.06%UNITED STATES TREASURY STRI 5/15/2031 0.06%SRI LANKA GOVERNMENT INTERN 1/18/2022 0.06%CVS HEALTH CORP 3/25/2048 0.06%

Security % of PortfolioJAPAN FINANCE ORGANIZATION 9/08/2020 0.06%FEDERAL NATIONAL MORTGAGE A 11/15/2030 0.06%BARCLAYS PLC 5/09/2028 0.06%CF INDUSTRIES INC 3/15/2044 0.06%PETROLEOS MEXICANOS 2/12/2048 0.06%FEDERAL HOME LOAN MORTGAGE 9/15/2029 0.06%CNOOC FINANCE 2013 LTD 5/09/2023 0.06%BELLEMEADE RE 2019-2 LTD 4/25/2029 0.06%BANK OF AMERICA CORP 2/07/2030 0.06%KRAFT HEINZ FOODS CO 7/15/2035 0.06%FSWP: USD 1.604200 15-SEP-2 9/15/2021 0.06%FEDERAL NATIONAL MORTGAGE A 5/15/2029 0.06%ISRAEL ELECTRIC CORP LTD 8/14/2028 0.05%CIGNA HOLDING CO 12/15/2020 0.05%OCP CLO 20 LTD 7/15/2030 0.05%BELLEMEADE RE 2018-1 LTD 4/25/2028 0.05%BARCLAYS PLC 3/16/2025 0.05%CAESARS RESORT COLLECTION L 10/15/2025 0.05%PNMAC GMSR ISSUER TRUST 201 2/25/2023 0.05%COMCAST CORP 10/15/2030 0.05%SAUDI GOVERNMENT INTERNATIO 4/17/2025 0.05%ICE: (CDX.NA.IG.33.V1) 12/20/2029 0.05%SWP: USD 1.829960 15-JUN-20 6/15/2021 0.05%CNX RESOURCES CORP 3/14/2027 0.05%MARINER FINANCE ISSUANCE TR 7/20/2032 0.05%CF INDUSTRIES INC 6/01/2043 0.05%PETROLEOS MEXICANOS 4/21/2027 0.05%ARGENTINE REPUBLIC GOVERNME 1/11/2023 0.05%BELLEMEADE RE 2019-4 LTD 10/25/2029 0.05%BELLEMEADE RE 2019-4 LTD 10/25/2029 0.05%NEWELL BRANDS INC 4/01/2026 0.05%TRANSOCEAN INC 2/01/2027 0.05%CVS HEALTH CORP 7/20/2045 0.05%ASSET BACKED SECURITIES COR 6/15/2033 0.05%LEGACY MORTGAGE ASSET TRUST 6/25/2059 0.05%MICHAELS STORES INC 7/15/2027 0.05%ADIENT GLOBAL HOLDINGS LTD 8/15/2024 0.05%THERMO FISHER SCIENTIFIC IN 10/01/2039 0.05%ANTERO RESOURCES CORP 6/01/2023 0.05%MEXICO CITY AIRPORT TRUST 10/31/2026 0.05%JAPAN FINANCE ORGANIZATION 9/27/2023 0.05%UNIVERSITY OF VIRGINIA 9/01/2117 0.05%UBS COMMERCIAL MORTGAGE TRU 10/01/2052 0.05%JAPAN FINANCE ORGANIZATION 3/12/2024 0.05%LSTAR SECURITIES INVESTMENT 4/01/2024 0.05%STRYKER CORP 11/30/2027 0.05%BANCO SANTANDER SA 4/12/2023 0.05%DOMINICAN REPUBLIC INTERNAT 7/19/2028 0.05%LINCOLN NATIONAL CORP 6/15/2040 0.05%CAMERON INTERNATIONAL CORP 7/15/2038 0.05%TAKEDA PHARMACEUTICAL CO LT 11/26/2021 0.05%TENET HEALTHCARE CORP 11/01/2027 0.05%KRAFT HEINZ FOODS CO 10/01/2039 0.05%TENET HEALTHCARE CORP 8/01/2025 0.04%


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Security % of PortfolioTOKYO METROPOLITAN GOVERNME 6/08/2022 0.04%LUKOIL INTERNATIONAL FINANC 11/09/2020 0.04%VISTRA OPERATIONS CO LLC 2/15/2027 0.04%US CONCRETE INC 6/01/2024 0.04%GENERAL MOTORS FINANCIAL CO 4/09/2021 0.04%JAPAN FINANCE ORGANIZATION 9/05/2024 0.04%JPMORGAN CHASE & CO 10/15/2020 0.04%FREDDIE MAC GOLD POOL 10/01/2033 0.04%NUTRIEN LTD 1/15/2041 0.04%FREDDIE MAC MULTIFAMILY STR 5/01/2022 0.04%ESKOM HOLDINGS SOC LTD 8/10/2028 0.04%OAKTOWN RE III LTD 7/25/2029 0.04%BMW US CAPITAL LLC 4/12/2021 0.04%BALTIMORE GAS & ELECTRIC CO 7/01/2023 0.04%SPRINT CORP 2/15/2025 0.04%STACR TRUST 2018-DNA3 9/25/2048 0.04%LEGACY MORTGAGE ASSET TRUST 12/28/2054 0.04%SPRINT CORP 9/15/2023 0.04%L BRANDS INC 4/01/2021 0.04%MORGAN STANLEY CAPITAL I TR 11/01/2036 0.04%BARRICK NORTH AMERICA FINAN 5/01/2043 0.04%SCDS: (ARGENT) 6/20/2021 0.04%UNITED RENTALS NORTH AMERIC 1/15/2030 0.04%AT&T INC 2/15/2030 0.04%MICROSOFT CORP 2/12/2055 0.04%EG AMERICA LLC 4/20/2026 0.04%GINNIE MAE I POOL 11/01/2034 0.04%MASONITE INTERNATIONAL CORP 2/01/2028 0.04%BARCLAYS PLC 5/16/2029 0.04%MEG ENERGY CORP 2/01/2027 0.04%HELLENIC REPUBLIC GOVERNMEN 1/30/2037 0.04%AT&T INC 9/01/2040 0.04%UAL 2007-1 PASS THROUGH TRU 7/02/2022 0.04%MERRILL LYNCH MORTGAGE INVE 6/25/2035 0.04%ARGENTINE REPUBLIC GOVERNME 12/31/2033 0.04%FIRSTENERGY TRANSMISSION LL 7/15/2044 0.04%TEXAS PRIVATE ACTIVITY BOND 12/31/2049 0.04%FREDDIE MAC REMICS 6/01/2038 0.04%FSWP: USD 1.479510 15-SEP-2 9/15/2021 0.04%CORP ANDINA DE FOMENTO 6/15/2022 0.04%BBCMS 2016-ETC MORTGAGE TRU 8/05/2036 0.04%MARS INC 4/01/2039 0.04%UKRAINE GOVERNMENT INTERNAT 9/01/2020 0.04%NUTRIEN LTD 1/15/2045 0.04%LEGACY MORTGAGE ASSET TRUST 1/28/2070 0.04%ONEOK INC 7/13/2047 0.04%ESKOM HOLDINGS SOC LTD 1/26/2021 0.04%WESTERN MIDSTREAM OPERATING 4/01/2044 0.04%TOWD POINT MORTGAGE TRUST 2 7/01/2058 0.04%MCAFEE LLC 9/30/2024 0.04%ENCOMPASS HEALTH CORP 2/01/2030 0.04%OPORTUN FUNDING IX LLC 7/08/2024 0.04%BRISTOL-MYERS SQUIBB CO 6/15/2039 0.04%UNUM GROUP 9/15/2020 0.04%

Security % of PortfolioFANNIE MAE CONNECTICUT AVEN 3/25/2031 0.04%ONEMAIN FINANCIAL ISSUANCE 9/14/2032 0.04%TURKEY GOVERNMENT INTERNATI 3/30/2021 0.04%ONEMAIN FINANCIAL ISSUANCE 9/14/2032 0.04%ATLAS SENIOR LOAN FUND V LT 7/16/2029 0.04%MORTGAGE INSURANCE-LINKED N 2/25/2030 0.04%DUPONT DE NEMOURS INC 11/15/2020 0.04%JPMORGAN CHASE & CO 10/01/2168 0.04%BARCLAYS PLC 1/10/2023 0.04%PETROBRAS GLOBAL FINANCE BV 1/14/2025 0.04%PETROBRAS GLOBAL FINANCE BV 1/17/2027 0.04%JPMORGAN CHASE & CO 1/25/2023 0.04%ASCENT RESOURCES UTICA HOLD 4/01/2022 0.04%HELLENIC REPUBLIC GOVERNMEN 2/24/2026 0.04%GINNIE MAE II POOL 1/01/2048 0.04%PANAMA GOVERNMENT INTERNATI 3/16/2025 0.04%MARS INC 4/01/2059 0.03%UKRAINE GOVERNMENT INTERNAT 11/01/2028 0.03%SHERWIN-WILLIAMS CO/THE 8/01/2025 0.03%HUNGARY GOVERNMENT INTERNAT 2/21/2023 0.03%JPMORGAN CHASE & CO 10/01/2027 0.03%BNP PARIBAS SA 8/14/2028 0.03%CITIGROUP MORTGAGE LOAN TRU 9/01/2047 0.03%POWER FINANCE CORP LTD 12/06/2028 0.03%GENERAL MOTORS FINANCIAL CO 4/09/2021 0.03%VERIZON COMMUNICATIONS INC 9/15/2048 0.03%SCIENTIFIC GAMES INTERNATIO 11/15/2029 0.03%PETROLEOS MEXICANOS 2/21/2024 0.03%LEGACY MORTGAGE ASSET TRUST 4/25/2059 0.03%TPC GROUP INC 8/01/2024 0.03%VISTRA OPERATIONS CO LLC 7/31/2027 0.03%THERMO FISHER SCIENTIFIC IN 10/01/2049 0.03%ANTHEM INC 1/15/2043 0.03%FIDELITY NATIONAL INFORMATI 5/21/2023 0.03%BELLEMEADE RE 2018-2 LTD 8/25/2028 0.03%SANDS CHINA LTD 8/08/2025 0.03%BBCMS 2016-ETC MORTGAGE TRU 8/05/2036 0.03%PETSMART INC 6/01/2025 0.03%MCAFEE LLC 9/29/2025 0.03%SCDS: (ARGENT) 6/20/2022 0.03%INDONESIA GOVERNMENT INTERN 9/18/2026 0.03%BPCE SA 4/01/2026 0.03%IRAQ INTERNATIONAL BOND 1/15/2028 0.03%FERMACA ENTERPRISES S DE RL 3/30/2038 0.03%BMW US CAPITAL LLC 4/12/2021 0.03%MARKEL CORP 3/30/2043 0.03%MORGAN STANLEY 2/25/2023 0.03%BELLEMEADE RE 2018-2 LTD 8/25/2028 0.03%DOMINICAN REPUBLIC INTERNAT 5/06/2021 0.03%GAZPROM PJSC VIA GAZ CAPITA 7/19/2022 0.03%EG FINCO LTD 4/20/2026 0.03%STRUCTURED ADJUSTABLE RATE 2/01/2034 0.03%SOUTHERN COPPER CORP 4/16/2040 0.03%ENDO DAC / ENDO FINANCE LLC 7/15/2023 0.03%


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Security % of PortfolioSWAP VM CITI AUD 12/31/2060 0.03%HOME RE 2019-1 LTD 5/25/2029 0.03%BANCO SANTANDER SA 4/12/2023 0.03%HERTZ VEHICLE FINANCING II 3/25/2021 0.03%JPMORGAN CHASE & CO 8/01/2168 0.03%IRAQ INTERNATIONAL BOND 3/09/2023 0.03%SASOL FINANCING USA LLC 3/27/2024 0.03%BANK OF AMERICA CORP 5/17/2022 0.03%TENET HEALTHCARE CORP 2/01/2027 0.03%ESKOM HOLDINGS SOC LTD 2/11/2025 0.03%NRG ENERGY INC 6/15/2029 0.03%GSMSC RESECURITIZATION TRUS 1/26/2037 0.03%MEDTRONIC GLOBAL HOLDINGS S 3/07/2039 0.03%FERRELLGAS PARTNERS LP / FE 6/15/2020 0.03%FREDDIE MAC STRUCTURED AGEN 3/25/2029 0.03%FREDDIE MAC MULTIFAMILY STR 6/01/2022 0.03%NISOURCE INC 2/15/2044 0.03%MICROSOFT CORP 11/03/2045 0.03%GINNIE MAE II POOL 6/01/2034 0.03%PETROBRAS GLOBAL FINANCE BV 1/15/2030 0.03%LAUREL ROAD PRIME STUDENT L 10/25/2048 0.03%RADNOR RE 2018-1 LTD 3/25/2028 0.03%TOWD POINT MORTGAGE TRUST 2 3/01/2058 0.03%ARGENTINE REPUBLIC GOVERNME 12/31/2033 0.03%BAUSCH HEALTH AMERICAS INC 1/31/2027 0.03%UNITED STATES TREASURY NOTE 2/15/2048 0.03%FSWP: OIS 2.173160 31-MAR-2 3/31/2021 0.03%CITIGROUP INC 7/30/2168 0.03%FSWP: USD 1.381210 15-SEP-2 9/15/2021 0.02%SCIENTIFIC GAMES INTERNATIO 5/15/2028 0.02%GMR HYDERABAD INTERNATIONAL 10/27/2027 0.02%FERRELLGAS PARTNERS LP / FE 6/15/2020 0.02%FRESENIUS MEDICAL CARE US F 10/15/2020 0.02%ROMANIAN GOVERNMENT INTERNA 3/11/2039 0.02%BAUSCH HEALTH COS INC 4/15/2025 0.02%IMT TRUST 2017-APTS 6/01/2034 0.02%HUNGARY GOVERNMENT INTERNAT 3/25/2024 0.02%BPCE SA 10/23/2027 0.02%DISCOVERY COMMUNICATIONS LL 5/15/2049 0.02%CPUK FINANCE LTD 8/28/2022 0.02%PROVINCE OF ONTARIO CANADA 10/17/2023 0.02%UNITED RENTALS NORTH AMERIC 7/15/2030 0.02%CVS HEALTH CORP 3/25/2038 0.02%DOLLAR TREE INC 4/17/2020 0.02%MOHAWK INDUSTRIES INC 2/01/2023 0.02%ARGENTINE REPUBLIC GOVERNME 12/31/2033 0.02%TAYLOR MORRISON COMMUNITIES 1/31/2025 0.02%REPUBLIC OF ITALY GOVERNMEN 9/27/2023 0.02%TEACHERS INSURANCE & ANNUIT 12/16/2039 0.02%CHARTER COMMUNICATIONS OPER 10/23/2055 0.02%EAGLE RE 2019-1 LTD 4/25/2029 0.02%DISCOVER BANK 7/27/2026 0.02%BAUSCH HEALTH COS INC 1/30/2030 0.02%BAUSCH HEALTH COS INC 1/30/2028 0.02%

Security % of PortfolioMORGAN STANLEY ABS CAPITAL 10/25/2033 0.02%CONSOLIDATED EDISON CO OF N 12/01/2056 0.02%MEG ENERGY CORP 3/31/2024 0.02%ENERGY TRANSFER OPERATING L 5/15/2050 0.02%NATIONSTAR MORTGAGE HOLDING 1/15/2027 0.02%HOME RE 2018-1 LTD 10/25/2028 0.02%AMERICAN AXLE & MANUFACTURI 10/15/2022 0.02%FORD MOTOR CO 12/08/2046 0.02%COLOMBIA GOVERNMENT INTERNA 2/26/2024 0.02%KOREA HYDRO & NUCLEAR POWER 7/13/2021 0.02%RADNOR RE 2019-2 LTD 6/25/2029 0.02%GINNIE MAE I POOL 9/01/2032 0.02%FREDDIE MAC STACR TRUST 201 1/25/2049 0.02%UNITEDHEALTH GROUP INC 10/15/2042 0.02%ARROWMARK COLORADO HOLDINGS 7/15/2029 0.02%NGPL PIPECO LLC 8/15/2027 0.02%COLOMBIA GOVERNMENT INTERNA 6/15/2045 0.02%GENERAL MOTORS CO 4/01/2036 0.02%LABORATORY CORP OF AMERICA 2/01/2022 0.02%MEDTRONIC GLOBAL HOLDINGS S 3/07/2031 0.02%LEVEL 3 FINANCING INC 3/01/2027 0.02%OAKTOWN RE II LTD 7/25/2028 0.02%WILLIAM LYON HOMES INC 8/15/2022 0.02%FANNIE MAE POOL 10/01/2033 0.02%CONTINENTAL AIRLINES 2010-1 1/12/2021 0.02%YPF SA 3/23/2021 0.02%OVINTIV INC 2/01/2038 0.02%GINNIE MAE I POOL 6/01/2033 0.02%UKRAINE GOVERNMENT INTERNAT 2/01/2024 0.02%UKRAINE GOVERNMENT INTERNAT 2/01/2024 0.02%KAZMUNAYGAS NATIONAL CO JSC 4/19/2027 0.02%SCDS: (ARGENT) 6/20/2021 0.02%ASCENT RESOURCES UTICA HOLD 11/01/2026 0.02%DIAMOND SPORTS GROUP LLC / 8/15/2027 0.02%RITE AID CORP 4/01/2023 0.02%RADNOR RE 2018-1 LTD 3/25/2028 0.02%FLOATING RATE MORTGAGE PASS 10/25/2031 0.02%FANNIE MAE POOL 2/01/2035 0.02%FREDDIE MAC STRUCTURED AGEN 10/25/2024 0.02%HERTZ VEHICLE FINANCING II 5/25/2025 0.02%UNITED STATES TREASURY NOTE 10/31/2021 0.02%SCDS: (CHINA) 12/20/2024 0.02%GINNIE MAE I POOL 5/01/2033 0.02%MARKEL CORP 9/17/2050 0.01%CONCHO RESOURCES INC 10/01/2047 0.01%ECUADOR GOVERNMENT INTERNAT 3/24/2020 0.01%PRINCIPAL FINANCIAL GROUP I 9/15/2042 0.01%FREDDIE MAC STRUCTURED AGEN 11/25/2028 0.01%CMS CAP 0.135 - BOAML 9/13/2021 0.01%MOSAIC CO/THE 11/15/2043 0.01%SWP: BRL DI OIS JAN 25 6.67 1/02/2025 0.01%FANNIE MAE POOL 9/01/2032 0.01%ADIENT US LLC 5/15/2026 0.01%FANNIE MAE POOL 4/01/2033 0.01%


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Security % of PortfolioMERRILL LYNCH MORTGAGE INVE 8/25/2035 0.01%CMS CAP 0.15 - BOAML 8/20/2021 0.01%HCA INC 2/01/2029 0.01%AVANTOR FUNDING INC 11/21/2024 0.01%FREDDIE MAC MULTIFAMILY STR 10/01/2022 0.01%TOWD POINT MORTGAGE TRUST 2 5/01/2058 0.01%UKRAINE GOVERNMENT INTERNAT 9/01/2021 0.01%GBP/USD FWD 20200303 00642 3/03/2020 0.01%DEUTSCHE BANK AG/LONDON 5/30/2024 0.01%GINNIE MAE I POOL 9/01/2032 0.01%FREDDIE MAC GOLD POOL 11/01/2033 0.01%AT&T INC 7/15/2025 0.01%GINNIE MAE I POOL 11/01/2033 0.01%CPUK FINANCE LTD 8/28/2025 0.01%SHOPS AT CRYSTALS TRUST 201 7/01/2036 0.01%UKRAINE GOVERNMENT INTERNAT 9/01/2020 0.01%SWAP COLLATERAL CITI USD 12/31/2060 0.01%SWP: CNY 2.901000 28-JUN-20 6/28/2024 0.01%CENTEX HOME EQUITY LOAN TRU 3/01/2034 0.01%ENTERPRISE PRODUCTS OPERATI 1/31/2060 0.01%GINNIE MAE I POOL 5/01/2033 0.01%FANNIE MAE POOL 8/01/2032 0.01%TH MSRISSUER TRUST 6/25/2024 0.01%VERIZON COMMUNICATIONS INC 12/03/2029 0.01%BAUSCH HEALTH COS INC 8/15/2027 0.01%GOLDMAN SACHS GROUP INC/THE 2/25/2026 0.01%GINNIE MAE I POOL 12/01/2032 0.01%SWAP VM CITI GBP 12/31/2060 0.01%ONEMAIN FINANCIAL ISSUANCE 2/20/2029 0.01%CITGO HOLDING INC 8/01/2024 0.01%ENTERPRISE PRODUCTS OPERATI 1/31/2051 0.01%LIMA METRO LINE 2 FINANCE L 7/05/2034 0.01%ARGENTINE REPUBLIC GOVERNME 12/31/2038 0.01%ENERGY TRANSFER OPERATING L 4/15/2047 0.01%SWP: AUD 1.210000 13-FEB-20 2/13/2030 0.01%MPLX LP 3/01/2047 0.01%FREDDIE MAC GOLD POOL 9/01/2032 0.01%PNMAC FMSR ISSUER TRUST 201 4/25/2023 0.01%FANNIE MAE POOL 9/01/2032 0.01%BAUSCH HEALTH COS INC 5/30/2029 0.01%FANNIE MAE POOL 10/01/2032 0.01%FREDDIE MAC GOLD POOL 6/01/2034 0.01%SWP: OIS 2.328000 25-APR-20 4/25/2020 0.01%PETROLEOS MEXICANOS 1/23/2030 0.01%BELLEMEADE RE 2017-1 LTD 10/25/2027 0.01%ENERGY TRANSFER OPERATING L 12/15/2045 0.01%PETROLEOS MEXICANOS 1/23/2029 0.01%GINNIE MAE I POOL 9/01/2033 0.01%CitiGroup Futures Collatera 0.01%EARNEST STUDENT LOAN PROGRA 1/25/2041 0.01%CMS CAP 0.145 - BOAML 8/16/2021 0.01%RADNOR RE 2019-1 LTD 2/25/2029 0.01%INGLES MARKETS INC 6/15/2023 0.01%SCDS: (MGS) 12/20/2024 0.01%

Security % of PortfolioGINNIE MAE I POOL 1/01/2033 0.01%SWP: BRL DI OIS JAN 02 6.67 1/02/2025 0.01%GINNIE MAE I POOL 11/01/2033 < 0.01%FANNIE MAE POOL 3/01/2034 < 0.01%GINNIE MAE I POOL 7/01/2035 < 0.01%FANNIE MAE POOL 5/01/2032 < 0.01%FANNIE MAE POOL 11/01/2036 < 0.01%SWP: BRL DI OIS JAN 25 6.64 1/02/2025 < 0.01%FREDDIE MAC GOLD POOL 5/01/2034 < 0.01%SUNOCO LOGISTICS PARTNERS O 10/01/2047 < 0.01%ENERGY TRANSFER OPERATING L 3/15/2045 < 0.01%SWP: CNY 2.940000 19-SEP-20 9/19/2024 < 0.01%GBP/USD FWD 20200402 00908 4/02/2020 < 0.01%FANNIE MAE POOL 3/01/2033 < 0.01%EAGLE RE 2019-1 LTD 4/25/2029 < 0.01%NGPL PIPECO LLC 8/15/2022 < 0.01%SWP: CNY 2.900000 14-JUN-20 6/14/2024 < 0.01%GINNIE MAE I POOL 2/01/2033 < 0.01%FREDDIE MAC GOLD POOL 8/01/2032 < 0.01%FREDDIE MAC GOLD POOL 8/01/2032 < 0.01%PROVINCIA DE BUENOS AIRES/G 2/15/2023 < 0.01%SWP: CNY 2.860000 10-OCT-20 10/10/2024 < 0.01%SCDS: (ADGB) 12/20/2024 < 0.01%FREDDIE MAC GOLD POOL 9/01/2032 < 0.01%SCDS: (QATAR) 12/20/2024 < 0.01%CDS 1% 6/20/2023 < 0.01%FANNIE MAE POOL 3/01/2033 < 0.01%SCDS: (PHILIP) 12/20/2024 < 0.01%FANNIE MAE POOL 6/01/2034 < 0.01%FREDDIE MAC GOLD POOL 8/01/2032 < 0.01%SCDS: (CHINA) 12/20/2024 < 0.01%SWP: NZD 1.522500 14-FEB-20 2/14/2030 < 0.01%CMS CAP 0.11250 - BARC 7/12/2021 < 0.01%SCDS: (RUSSIA) 12/20/2024 < 0.01%FANNIE MAE POOL 4/01/2033 < 0.01%GINNIE MAE I POOL 9/01/2032 < 0.01%FANNIE MAE POOL 7/01/2033 < 0.01%BOEING CO CDS 20211220 12/20/2021 < 0.01%ESC LEHMAN BRTH HLD 12/31/2020 < 0.01%FANNIE MAE POOL 4/01/2033 < 0.01%CMS 2Y 10Y 0.205 - BARC 11/09/2021 < 0.01%FANNIE MAE POOL 2/01/2034 < 0.01%SCDS: (PERU) 12/20/2024 < 0.01%SCDS: (PANAMA) 12/20/2024 < 0.01%FANNIE MAE POOL 4/01/2033 < 0.01%FANNIE MAE POOL 4/01/2034 < 0.01%FANNIE MAE POOL 7/01/2033 < 0.01%WASHINGTON MUTUAL MORTGAGE 3/01/2020 < 0.01%SCDS: (CHILE) 12/20/2024 < 0.01%ALTERNATIVE LOAN TRUST 20CB 9/25/2020 < 0.01%SWP: HUF 1.802700 18-FEB-20 2/18/2030 < 0.01%CCO HOLDINGS LLC / CCO HOLD 5/01/2027 < 0.01%FANNIE MAE POOL 3/01/2033 < 0.01%FANNIE MAE POOL 2/01/2033 < 0.01%


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Security % of PortfolioFREDDIE MAC GOLD POOL 7/01/2032 < 0.01%STATE OF ILLINOIS 10/01/2022 < 0.01%AMERIQUEST MORTGAGE SECURIT 9/25/2034 < 0.01%AUD/USD FWD 20200417 229 4/17/2020 < 0.01%FREDDIE MAC GOLD POOL 7/01/2032 < 0.01%NBCUNIVERSAL MEDIA LLC 1/15/2043 < 0.01%FANNIE MAE POOL 8/01/2033 < 0.01%FANNIE MAE POOL 2/01/2033 < 0.01%SWAP VM CITI MXN 12/31/2060 < 0.01%SCDS: (MGS) 12/20/2024 < 0.01%SWP: OIS 2.405000 12-MAR-20 3/12/2020 < 0.01%GINNIE MAE I POOL 1/01/2034 < 0.01%SCDS: (KSA) 12/20/2024 < 0.01%CDS 1.5 USD 5/11/2063 < 0.01%SWAP VM CITI CHF 12/31/2060 < 0.01%SCDS: (ADGB) 12/20/2024 < 0.01%FANNIE MAE POOL 6/01/2032 < 0.01%SCDS: (QATAR) 12/20/2024 < 0.01%SCDS: (PHILIP) 12/20/2024 < 0.01%SCDS: (RUSSIA) 12/20/2024 < 0.01%FREDDIE MAC GOLD POOL 6/01/2034 < 0.01%South African Rand < 0.01%SCDS: (BBDBCN) 6/20/2020 < 0.01%SCDS: (PERU) 12/20/2024 < 0.01%FANNIE MAE POOL 4/01/2033 < 0.01%SCDS: (PANAMA) 12/20/2024 < 0.01%SCDS: (CHILE) 12/20/2024 < 0.01%EUR/USD FWD 20200402 955 4/02/2020 < 0.01%SWP: BRL DI OIS JAN 25 5.90 1/02/2025 < 0.01%SCDS: (ITALY) 12/20/2020 < 0.01%SCDS: (GE) 6/20/2020 < 0.01%SCDS: (GE) 6/20/2020 < 0.01%FANNIE MAE POOL 10/01/2033 < 0.01%SWP: HUF 1.605000 14-FEB-20 2/14/2030 < 0.01%FANNIE MAE POOL 11/01/2033 < 0.01%EUR/USD FWD 20200402 00908 4/02/2020 < 0.01%SCDS: (BACR) 6/20/2020 < 0.01%SCDS: (KSA) 6/20/2024 < 0.01%Japanese Yen < 0.01%SCDS: (T) 6/20/2020 < 0.01%SCDS: (KSA) 12/20/2024 < 0.01%SCDS: (INDON) 12/20/2024 < 0.01%SWP: OIS COP 4.565000 21-FE 2/21/2025 < 0.01%SCDS: (MEX) 3/20/2020 < 0.01%SCDS: (MEX) 12/20/2024 < 0.01%SCDS: (MEX) 12/20/2024 < 0.01%SCDS: (GE) 3/20/2020 < 0.01%SCDS: (INDON) 12/20/2024 < 0.01%CONTINENTAL AIRLINES 2001-1 6/15/2021 < 0.01%SCDS: (PETBRA) 3/20/2020 < 0.01%SCDS: (BBDBCN) 3/20/2020 < 0.01%FREDDIE MAC MULTIFAMILY STR 6/01/2020 < 0.01%New Zealand Dollar < 0.01%Swiss Franc < 0.01%

Security % of PortfolioCanadian Dollar < 0.01%New Israeli Sheqel < 0.01%Singapore Dollar < 0.01%Australian Dollar < 0.01%Swedish Krona < 0.01%New Turkish Lira < 0.01%Romanian New Leu < 0.01%Mexican Peso < 0.01%Polish Zloty < 0.01%Norwegian Krone < 0.01%Czech Koruna < 0.01%Hungarian Forint < 0.01%SWP: HUF 1.595000 13-FEB-20 2/13/2030 < 0.01%SWAP VM CITI HUF 12/31/2060 < 0.01%SCDS: (MEX) 6/20/2023 < 0.01%CDS USD 1 CITI 6/20/2023 < 0.01%CDS 1 USD 6/20/2023 < 0.01%CDS 1.0 6/20/2023 < 0.01%FSWP: OIS COP 5.081400 18-F 2/18/2030 < 0.01%FSWP: OIS COP 4.505000 18-F 2/18/2025 < 0.01%FSWP: OIS COP 5.072000 18-F 2/18/2030 < 0.01%CDS: (CDX.BEIJING 1Y 30% - 12/20/2020 < 0.01%SWP: ZAR 7.481000 11-FEB-20 2/11/2030 < 0.01%SCDS: (ASSGEN) 12/20/2020 < 0.01%SCDS: (PEMEX) 6/20/2023 < 0.01%SCDS: (COLOM) 12/20/2024 < 0.01%SWP: OIS COP 5.078000 24-FE 2/24/2030 < 0.01%CDS 1 USD 6/20/2023 < 0.01%SCDS: (MEX) 6/20/2023 < 0.01%CDS USD 1 CITI 6/20/2023 < 0.01%CDS USD 1 CITI 6/20/2023 < 0.01%CDS 1 USD 6/20/2023 < 0.01%CDS 1 USD 6/20/2023 < 0.01%CDX.NA.HY.33.V2 5YR RTP @ 1 3/18/2020 < 0.01%SCDS: (MEX) 12/20/2024 < 0.01%SCDS: (ILS) 6/20/2024 < 0.01%SCDS: (PEMEX) 12/20/2024 < 0.01%CDS 1.0 USD 06202024 6/20/2024 < 0.01%RECV IRS JPY0.015 171220 12/17/2020 < 0.01%SCDS: (PEMEX) 12/20/2024 < 0.01%CDS .5 11/17/2059 < 0.01%TRS IOS.FN30.450 - CSFB 1/12/2041 < 0.01%SCDS: (COLOM) 12/20/2024 < 0.01%CDS 1 USD 6/20/2023 < 0.01%SCDS: (PEMEX) 6/20/2023 < 0.01%CDX.NA.HY.33.V1 5YR RTP @ 9 6/17/2020 < 0.01%FSWP: OIS -0.300000 11-MAY- 5/11/2021 < 0.01%SWP:OIS 1.200000 08-MAY-203 5/08/2034 < 0.01%FSWP: OIS 0.680400 22-OCT-2 10/22/2028 < 0.01%CitiGroup Futures Collatera < 0.01%SCDS: (BRAZIL) 12/20/2024 < 0.01%SCDS: (MEX) 12/20/2024 < 0.01%CDS 1% 6/20/2023 < 0.01%GBP/USD FWD 20200303 00908 3/03/2020 < 0.01%


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Security % of PortfolioCDS 1.0% 12/20/2025 < 0.01%FSWP: OIS -0.250000 11-MAY- 5/11/2022 < 0.01%FSWP: OIS -0.100000 11-MAY- 5/11/2023 -0.01%FSWP: OIS 0.100000 11-MAY-2 5/11/2025 -0.01%SCDS: (PEMEX) 6/20/2023 -0.01%SCDS: (SOAF) 12/20/2024 -0.01%FSWP: OIS 0.050000 11-MAY-2 5/11/2024 -0.01%CDX.NA.HY.33.V2 5YR RTP @ 1 6/17/2020 -0.01%SWAP VM CITI JPY 12/31/2060 -0.01%RECV IRSOIS 1.38 9/27/2046 -0.01%SWP: OIS 1.382170 14-FEB-20 2/14/2030 -0.01%SWAP VM CITI CAD 12/31/2060 -0.01%PAYB OIS 1.8076 05152024 5/15/2024 -0.01%RECV IRS 2.65876 USD 11/1 11/15/2043 -0.01%SWP: BMA 2.402500 05-MAR-20 3/05/2049 -0.01%SWP: OIS 1.100000 08-MAY-20 5/08/2030 -0.01%RECV IRSOIS1.36871 021542 2/15/2042 -0.01%RECV OIS 2.35303 5/31/2022 -0.01%PAYB OIS 2.36 9/27/2022 -0.01%SCDS: (BRAZIL) 12/20/2024 -0.01%FSWP: OIS 0.250000 11-MAY-2 5/11/2026 -0.01%RECV IRS 3.019 2/28/2025 -0.01%RECV OIS 1.96451 2/15/2027 -0.01%SCDS: (ARGENT) 6/20/2024 -0.02%RECV OIS 1.82314 05152027 5/15/2027 -0.02%FSWP: OIS 0.950000 11-MAY-2 5/11/2036 -0.02%SWAP VM CITI NZD 12/31/2060 -0.02%SCDS: (TURKEY) 12/20/2024 -0.02%RECV IRS 2.15053 USD 0215 2/15/2024 -0.02%RECV OIS 2.801500 31 7/31/2025 -0.02%SCDS: (LEBAN) 12/20/2024 -0.02%FSWP: USD 2.405710 31-JAN-2 1/31/2026 -0.02%RECV IRS 2.627 5/08/2048 -0.02%RECV USD 2.545 04092048 4/09/2048 -0.02%SCDS: (ARGENT) 6/20/2024 -0.03%SCDS: (SOAF) 12/20/2024 -0.03%RECV OIS 1.89861 02152027 2/15/2027 -0.04%RECV OIS 2.454 2/28/2025 -0.04%SCDS: (ARGENT) 6/20/2024 -0.04%RECV IRS 2.16833 08152024 8/15/2024 -0.04%CDX.NA.HY.33.V2 5YR RTP @ 9 5/20/2020 -0.04%SWP: OIS 2.290000 12-MAR-20 3/12/2026 -0.04%SCDS: (ARGENT) 12/20/2024 -0.05%RECV OIS 2.06749 2/15/2027 -0.05%RECV IRS 2.18309 USD 0215 2/15/2024 -0.07%FSWP: USD 1.875500 30-APR-2 4/30/2026 -0.07%RECV IRS CTI USD 3.104 31 7/31/2025 -0.07%EUR/USD FWD 20200402 00642 4/02/2020 -0.08%RECV OIS 1.82354 USD 0215 2/15/2027 -0.08%RECV IRS 2.8354 15 8/15/2028 -0.10%SWAP VM CITI EUR 12/31/2060 -0.10%SCDS: (TURKEY) 12/20/2024 -0.10%SCDS: (LEBAN) 12/20/2024 -0.11%RECV IRS 2.17558 08152024 8/15/2024 -0.12%

Security % of PortfolioRECV IRS 2.33353 USD 11/1 11/15/2024 -0.16%CitiGroup Futures Collatera -0.17%PAYB OIS1.4275 8/15/2028 -0.17%FSWP: OIS 2.2688000 31-JAN- 1/31/2026 -0.17%RECV IRS MS USD 3.109 31J 7/31/2025 -0.22%SCDS: (ARGENT) 12/20/2024 -0.23%RECV IRS USD 2.998400 31 5/31/2025 -0.32%RECV IRS 2.17 08152024 8/15/2024 -0.34%EURO-BUND FUTURE 6/08/2020 -1.72%US LONG BOND(CBT) 6/19/2020 -1.79%US 2YR NOTE (CBT) 6/30/2020 -43.34%


29 of 79

PSF Equity Portfolio

Security % of PortfolioMICROSOFT CORP 4.19%PGIM Institutional Money Ma 12/01/2099 4.08%APPLE INC 3.94%AMAZON.COM INC 3.51%ALPHABET INC 2.61%ASTRAZENECA PLC 2.52%JPMORGAN CHASE & CO 2.20%NETFLIX INC 2.20%MASTERCARD INC 2.17%SALESFORCE.COM INC 2.00%NVIDIA CORP 1.97%ALIBABA GROUP HOLDING LTD 1.95%AMERICAN ELECTRIC POWER CO 1.93%ELI LILLY & CO 1.81%VISA INC 1.77%ADOBE INC 1.76%ALPHABET INC 1.75%PGIM Core Ultra Short Bond 12/01/2099 1.74%BANK OF AMERICA CORP 1.74%TESLA INC 1.67%FACEBOOK INC 1.64%WALMART INC 1.50%LULULEMON ATHLETICA INC 1.45%ADYEN NV 1.38%BROADCOM INC 1.36%ZIMMER BIOMET HOLDINGS INC 1.28%CHEVRON CORP 1.23%SHOPIFY INC 1.23%LINDE PLC 1.18%CHUBB LTD 1.16%PNC FINANCIAL SERVICES GROU 1.12%CITIGROUP INC 1.11%VERIZON COMMUNICATIONS INC 1.10%LABORATORY CORP OF AMERICA 1.09%MONDELEZ INTERNATIONAL INC 1.09%NIKE INC 1.08%TRUIST FINANCIAL CORP 1.01%ESTEE LAUDER COS INC/THE 0.99%UNION PACIFIC CORP 0.97%KERING SA 0.96%METLIFE INC 0.94%UNITED TECHNOLOGIES CORP 0.93%SAFRAN SA 0.92%WALT DISNEY CO/THE 0.91%BOEING CO/THE 0.90%COSTCO WHOLESALE CORP 0.89%UBER TECHNOLOGIES INC 0.84%LOWE'S COS INC 0.83%FMC CORP 0.83%CAPITAL ONE FINANCIAL CORP 0.82%SAP SE 0.81%GOLDMAN SACHS GROUP INC/THE 0.80%JOHNSON CONTROLS INTERNATIO 0.80%COMCAST CORP 0.80%

Security % of PortfolioDEXCOM INC 0.78%PAYPAL HOLDINGS INC 0.74%COUPA SOFTWARE INC 0.74%ADIDAS AG 0.73%ROSS STORES INC 0.73%MCDONALD'S CORP 0.73%TEXAS INSTRUMENTS INC 0.72%PEPSICO INC 0.72%TWILIO INC 0.72%BRISTOL-MYERS SQUIBB CO 0.69%AMERICAN TOWER CORP 0.66%DOMINION ENERGY INC 0.66%BOSTON PROPERTIES INC 0.65%AIRBUS SE 0.61%WORKDAY INC 0.61%CONAGRA BRANDS INC 0.57%SLM CORP 0.57%INTUITIVE SURGICAL INC 0.55%EMERSON ELECTRIC CO 0.54%FLEETCOR TECHNOLOGIES INC 0.52%QUALCOMM INC 0.51%UNITED RENTALS INC 0.47%ROYAL DUTCH SHELL PLC 0.46%ILLUMINA INC 0.45%SCHLUMBERGER LTD 0.41%SQUARE INC 0.32%NOBLE ENERGY INC 0.30%ADVANCE AUTO PARTS INC 0.28%US Dollar 0.09%


30 of 79

PSF Flexible Managed Portfolio

Security % of PortfolioMICROSOFT CORP 3.32%APPLE INC 3.10%US 5YR NOTE (CBT) 6/30/2020 2.55%US ULTRA BOND CBT 6/19/2020 2.18%PGIM Institutional Money Ma 12/01/2099 1.81%PGIM Core Ultra Short Bond 12/01/2099 1.61%FACEBOOK INC 1.40%US 10YR ULTRA FUT 6/19/2020 1.38%AMAZON.COM INC 1.19%FANNIE MAE OR FREDDIE MAC 4/01/2050 1.03%INTEL CORP 0.94%BANK OF AMERICA CORP 0.93%PROCTER & GAMBLE CO/THE 0.92%AT&T INC 0.91%MERCK & CO INC 0.78%ALPHABET INC 0.72%CITIGROUP INC 0.70%VERIZON COMMUNICATIONS INC 0.70%VISA INC 0.66%ALPHABET INC 0.64%BRISTOL-MYERS SQUIBB CO 0.63%GENERAL ELECTRIC CO 0.61%ABBVIE INC 0.60%INTERNATIONAL BUSINESS MACH 0.57%ACCENTURE PLC 0.55%ORACLE CORP 0.55%ADOBE INC 0.53%COCA-COLA CO/THE 0.53%MEDTRONIC PLC 0.52%FANNIE MAE OR FREDDIE MAC 5/01/2050 0.51%TARGET CORP 0.50%3M CO 0.50%LOWE'S COS INC 0.49%JOHNSON & JOHNSON 0.49%FANNIE MAE POOL 8/01/2049 0.48%ALTRIA GROUP INC 0.48%CVS HEALTH CORP 0.48%GOLDMAN SACHS GROUP INC/THE 0.47%MORGAN STANLEY 0.47%ARCONIC INC 0.45%APPLIED MATERIALS INC 0.45%DOMINION ENERGY INC 0.44%LOCKHEED MARTIN CORP 0.43%VERTEX PHARMACEUTICALS INC 0.43%CAPITAL ONE FINANCIAL CORP 0.43%MICRON TECHNOLOGY INC 0.42%EXELON CORP 0.42%QUALCOMM INC 0.42%METLIFE INC 0.41%NORTHROP GRUMMAN CORP 0.41%JPMORGAN CHASE & CO 0.40%CIGNA CORP 0.40%EDWARDS LIFESCIENCES CORP 0.40%COGNIZANT TECHNOLOGY SOLUTI 0.40%

Security % of PortfolioKINDER MORGAN INC/DE 0.39%BROADCOM INC 0.39%SHERWIN-WILLIAMS CO/THE 0.38%ALLSTATE CORP/THE 0.38%SEMPRA ENERGY 0.38%UNITEDHEALTH GROUP INC 0.38%GILEAD SCIENCES INC 0.37%AMERICAN INTERNATIONAL GROU 0.37%BERKSHIRE HATHAWAY INC 0.37%BOOKING HOLDINGS INC 0.36%ELECTRONIC ARTS INC 0.36%HCA HEALTHCARE INC 0.36%ANTHEM INC 0.36%INTUIT INC 0.35%CROWN CASTLE INTERNATIONAL 0.35%FANNIE MAE OR FREDDIE MAC 4/01/2050 0.34%FIRSTENERGY CORP 0.34%TYSON FOODS INC 0.34%FORD CREDIT FLOORPLAN MASTE 3/15/2025 0.33%MORGAN STANLEY CAPITAL I TR 7/01/2052 0.33%KEURIG DR PEPPER INC 0.33%BECTON DICKINSON AND CO 0.32%CISCO SYSTEMS INC 0.32%LAM RESEARCH CORP 0.32%VALERO ENERGY CORP 0.31%LKQ CORP 0.31%SWAP VM CITI USD 12/31/2060 0.31%DUPONT DE NEMOURS INC 0.31%FORD MOTOR CO 0.31%DENTSPLY SIRONA INC 0.31%FANNIE MAE-ACES 12/01/2026 0.30%PHILLIPS 66 0.30%JOHNSON CONTROLS INTERNATIO 0.30%FANNIE MAE OR FREDDIE MAC 5/01/2035 0.29%LEIDOS HOLDINGS INC 0.29%LENNAR CORP 0.29%UGI CORP 0.28%BAXTER INTERNATIONAL INC 0.28%STRYKER CORP 0.28%WALGREENS BOOTS ALLIANCE IN 0.28%MCDONALD'S CORP 0.27%UNITED STATES TREASURY STRI 8/15/2039 0.27%UNITED TECHNOLOGIES CORP 0.27%IQVIA HOLDINGS INC 0.26%MORGAN STANLEY CAPITAL I TR 8/01/2049 0.26%GENERAL MOTORS CO 0.26%GENERAL DYNAMICS CORP 0.25%CIGNA CORP 10/15/2028 0.25%WALMART INC 0.25%ELI LILLY & CO 0.25%PROGRESSIVE CORP/THE 0.25%FREDDIE MAC POOL 9/01/2049 0.24%BIOGEN INC 0.24%OCP CLO 20 LTD 7/20/2032 0.24%


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PSF Flexible Managed Portfolio (continued)

Security % of PortfolioICG US CLO 2015-1 LTD 10/19/2028 0.24%AMERIPRISE FINANCIAL INC 0.23%CIFC FUNDING 2014-V LTD 10/17/2031 0.23%MORGAN STANLEY 1/24/2029 0.23%FREDDIE MAC GOLD POOL 7/01/2048 0.23%BANK OF AMERICA CORP 3/03/2026 0.23%FANNIE MAE OR FREDDIE MAC 5/01/2035 0.22%NETFLIX INC 0.22%FANNIE MAE-ACES 5/01/2027 0.22%OSHKOSH CORP 0.21%DISCOVERY INC 0.21%AUTONATION INC 0.21%PARK AVENUE INSTITUTIONAL A 10/20/2031 0.21%VIACOMCBS INC 0.21%LINDE PLC 0.20%GINNIE MAE II POOL 3/01/2046 0.20%WELLS FARGO COMMERCIAL MORT 11/01/2049 0.20%KRAFT HEINZ CO/THE 0.20%CAPRI HOLDINGS LTD 0.20%GINNIE MAE II POOL 7/01/2046 0.20%FREDDIE MAC MULTIFAMILY STR 7/01/2028 0.20%STARBUCKS CORP 0.20%FREDDIE MAC MULTIFAMILY STR 11/01/2027 0.19%WELLS FARGO COMMERCIAL MORT 1/01/2052 0.19%AT&T INC 3/01/2039 0.19%AFFILIATED MANAGERS GROUP I 0.19%WELLS FARGO & CO 0.19%VISTRA ENERGY CORP COM 0.19%FREDDIE MAC MULTIFAMILY STR 8/01/2026 0.18%BENCHMARK 2018-B8 MORTGAGE 1/01/2052 0.18%HOLOGIC INC 0.18%OZLM IX LTD 10/20/2031 0.18%SOUTHERN CO/THE 0.18%UBS COMMERCIAL MORTGAGE TRU 11/01/2050 0.18%WHIRLPOOL CORP 0.17%FREDDIE MAC POOL 10/01/2049 0.17%BANK 2017-BNK4 5/01/2050 0.17%EMCOR GROUP INC 0.17%CITIGROUP COMMERCIAL MORTGA 4/01/2049 0.17%DOW INC 0.17%BVRT_19-1F 9/15/2021 0.16%HUNTSMAN CORP 0.16%FANNIE MAE POOL 6/01/2045 0.16%GINNIE MAE II POOL 9/01/2047 0.16%CITIBANK CREDIT CARD ISSUAN 10/13/2030 0.16%CITIGROUP INC 1/12/2026 0.16%ARCHER-DANIELS-MIDLAND CO 0.16%CITIGROUP INC 9/29/2027 0.16%JEFFERSON MILL CLO LTD 10/20/2031 0.16%COMM 2015-CCRE27 MORTGAGE T 10/01/2048 0.16%BUNGE LTD 0.16%FREDDIE MAC MULTIFAMILY STR 3/01/2027 0.16%FANNIE MAE POOL 1/01/2042 0.15%SYNNEX CORP 0.15%

Security % of PortfolioUNITED STATES TREASURY STRI 11/15/2043 0.15%DISCOVERY INC 0.15%CONOCOPHILLIPS 0.15%PEPSICO INC 0.15%FORD CREDIT AUTO OWNER TRUS 7/15/2030 0.15%FREDDIE MAC GOLD POOL 1/01/2047 0.15%GINNIE MAE II POOL 8/01/2048 0.15%GS MORTGAGE SECURITIES TRUS 7/01/2048 0.15%BBCMS MORTGAGE TRUST 2018-C 12/01/2051 0.15%FREDDIE MAC MULTIFAMILY STR 8/01/2027 0.15%JPMBB COMMERCIAL MORTGAGE S 2/01/2048 0.15%VULCAN MATERIALS CO 0.15%CITIGROUP COMMERCIAL MORTGA 4/01/2050 0.14%GS MORTGAGE SECURITIES TRUS 10/01/2049 0.14%GINNIE MAE II POOL 7/01/2048 0.14%GMF FLOORPLAN OWNER REVOLVI 4/15/2026 0.14%AMERICAN TOWER CORP 0.14%GS MORTGAGE SECURITIES TRUS 11/01/2049 0.14%NRG ENERGY INC 0.14%ONEMAIN DIRECT AUTO RECEIVA 9/14/2027 0.14%FANNIE MAE POOL 6/01/2048 0.14%JAMESTOWN CLO XII LTD 4/20/2032 0.14%WELLFLEET CLO 2018-2 LTD 10/20/2031 0.14%CSAIL 2017-C8 COMMERCIAL MO 6/01/2050 0.14%EASTMAN CHEMICAL CO 0.14%GINNIE MAE II POOL 7/01/2046 0.13%BENCHMARK 2018-B3 MORTGAGE 4/01/2051 0.13%FANNIE MAE POOL 11/01/2049 0.13%FREDDIE MAC MULTIFAMILY STR 5/01/2028 0.13%AUTOMATIC DATA PROCESSING I 0.13%FEDERAL NATIONAL MORTGAGE A 1/15/2030 0.13%MOLSON COORS BEVERAGE CO 0.13%FREDDIE MAC MULTIFAMILY STR 9/01/2027 0.13%UNIVERSAL FOREST PRODUCTS I 0.13%GINNIE MAE II POOL 2/01/2049 0.13%COMM 2014-CCRE20 MORTGAGE T 11/01/2047 0.13%CITIGROUP COMMERCIAL MORTGA 5/01/2049 0.13%COTY INC 0.13%ONEMAIN DIRECT AUTO RECEIVA 12/16/2024 0.13%BANK OF AMERICA CORP 1/22/2024 0.12%RYMAN HOSPITALITY PROPERTIE 0.12%PILGRIM'S PRIDE CORP 0.12%HONEYWELL INTERNATIONAL INC 0.12%DOLLAR TREE INC 5/15/2025 0.12%UNITED STATES TREASURY STRI 5/15/2039 0.12%FREDDIE MAC MULTIFAMILY STR 5/01/2033 0.12%JEFFERIES FINANCIAL GROUP I 0.12%WELLS FARGO COMMERCIAL MORT 7/01/2050 0.12%ONEMAIN DIRECT AUTO RECEIVA 11/14/2023 0.12%UNITED PARCEL SERVICE INC 0.12%UBS COMMERCIAL MORTGAGE TRU 12/01/2051 0.11%CSX CORP 0.11%FANNIE MAE-ACES 3/01/2028 0.11%HARLEY-DAVIDSON FINANCIAL S 1/15/2021 0.11%


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Security % of PortfolioCENTRAL PARK FUNDING TRUST 11/01/2023 0.11%NAVIENT PRIVATE EDUCATION R 2/18/2042 0.11%SYNOPSYS INC 0.11%POPULAR INC 0.11%CVS HEALTH CORP 3/25/2048 0.11%BALLYROCK CLO 2016-1 LTD 10/15/2028 0.11%THERMO FISHER SCIENTIFIC IN 0.11%BANK OF NEW YORK MELLON COR 0.11%ATKORE INTERNATIONAL GROUP 0.11%BARCLAYS PLC 5/16/2029 0.10%GOLDMAN SACHS GROUP INC/THE 1/23/2025 0.10%EBAY INC 0.10%MONSTER BEVERAGE CORP 0.10%MORGAN STANLEY 9/08/2026 0.10%GS MORTGAGE SECURITIES TRUS 2/01/2048 0.10%FORD MOTOR CREDIT CO LLC 11/01/2022 0.10%WELLS FARGO & CO 2/11/2031 0.10%SS&C TECHNOLOGIES HOLDINGS 0.10%FANNIE MAE-ACES 11/01/2025 0.10%ASSURANT COMMERCIAL MORTGAG 5/01/2049 0.10%APPLE HOSPITALITY REIT INC 0.10%FANNIE MAE POOL 9/01/2049 0.10%AVIS BUDGET RENTAL CAR FUND 3/20/2026 0.10%JPMORGAN CHASE & CO 9/10/2024 0.10%FORD CREDIT AUTO OWNER TRUS 7/15/2031 0.10%FREDDIE MAC MULTIFAMILY STR 8/01/2028 0.10%FREDDIE MAC MULTIFAMILY STR 2/01/2028 0.10%SOFI PROFESSIONAL LOAN PROG 6/15/2048 0.10%NORWEGIAN CRUISE LINE HOLDI 0.10%TOWD POINT MORTGAGE TRUST 2 6/01/2057 0.10%TICP CLO III-2 LTD 4/20/2028 0.09%GREYWOLF CLO VI LTD 4/26/2031 0.09%KBR INC 0.09%MERITAGE HOMES CORP 0.09%DISH NETWORK CORP 0.09%JPMORGAN CHASE & CO 11/15/2048 0.09%BAT CAPITAL CORP 8/15/2024 0.09%JPMORGAN CHASE & CO 12/05/2029 0.09%CNAC HK FINBRIDGE CO LTD 7/19/2022 0.09%UBS COMMERCIAL MORTGAGE TRU 8/01/2050 0.09%HPS LOAN MANAGEMENT 19 LTD 7/22/2032 0.09%OZLM XXIV LTD 7/20/2032 0.09%ANCHORAGE CAPITAL CLO 11 LT 7/22/2032 0.09%FORD CREDIT AUTO OWNER TRUS 8/15/2031 0.09%TAKE-TWO INTERACTIVE SOFTWA 0.09%MPLX LP 6/01/2025 0.09%EXELON CORP 6/01/2022 0.09%ABU DHABI GOVERNMENT INTERN 10/11/2027 0.09%NISOURCE INC 5/15/2027 0.09%BEST BUY CO INC 0.08%EXXON MOBIL CORP 0.08%STATE OF ILLINOIS 11/01/2022 0.08%AMERICREDIT AUTOMOBILE RECE 7/18/2025 0.08%WELLFLEET CLO 2018-1 LTD 7/17/2031 0.08%

Security % of PortfolioFANNIE MAE POOL 10/01/2041 0.08%GEO GROUP INC/THE 0.08%GAMING AND LEISURE PROPERTI 0.08%NUCOR CORP 0.08%M/I HOMES INC 0.08%PERSPECTA INC 0.08%CBRE GROUP INC 0.08%INDIANA MICHIGAN POWER CO 5/15/2028 0.08%GINNIE MAE II POOL 11/01/2048 0.08%HOLLYFRONTIER CORP 0.08%DOMINION ENERGY INC 4/01/2021 0.08%CSAIL 2015-C4 COMMERCIAL MO 11/01/2048 0.08%TH MSRISSUER TRUST 6/25/2024 0.08%SOFI PROFESSIONAL LOAN PROG 8/25/2047 0.08%AVIS BUDGET RENTAL CAR FUND 9/22/2025 0.08%FORD CREDIT AUTO OWNER TRUS 1/15/2030 0.08%MARATHON PETROLEUM CORP 0.08%GOLDMAN SACHS GROUP INC/THE 1/26/2027 0.08%SERVICE PROPERTIES TRUST 0.08%FANNIE MAE POOL 5/01/2042 0.07%FANNIE MAE POOL 3/01/2043 0.07%FANNIE MAE POOL 11/01/2047 0.07%TOYOTA AUTO LOAN EXTENDED N 11/25/2031 0.07%AMERICAN WOODMARK CORP 0.07%KROGER CO/THE 0.07%CANYON CAPITAL CLO 2015-1 L 4/15/2029 0.07%FREDDIE MAC MULTIFAMILY STR 4/01/2028 0.07%TRIMARAN CAVU 2019-1 LTD 7/20/2032 0.07%STIFEL FINANCIAL CORP 0.07%COMM 2014-CCRE18 MORTGAGE T 7/01/2047 0.07%GENERAL MOTORS FINANCIAL CO 4/13/2024 0.07%MMAF EQUIPMENT FINANCE LLC 6/15/2040 0.07%CONCHO RESOURCES INC 0.07%FANNIE MAE POOL 9/01/2044 0.07%TFS_L 8-3-AL 2.90 16-MAR-20 3/16/2023 0.07%UBS COMMERCIAL MORTGAGE TRU 3/01/2051 0.07%CIM TRUST 2017-6 6/01/2057 0.07%ABBVIE INC 11/21/2049 0.07%FANNIE MAE POOL 11/01/2036 0.07%TOWD POINT MORTGAGE TRUST 2 2/25/2057 0.07%JABIL INC 0.07%LAUREL ROAD PRIME STUDENT L 5/26/2043 0.07%OCEAN TRAILS CLO VII 4/17/2030 0.07%TOWD POINT MORTGAGE TRUST 2 10/01/2057 0.07%WELLFLEET CLO 2017-3 LTD 1/17/2031 0.07%CIM TRUST 2017-3 1/01/2057 0.06%FANNIE MAE POOL 1/01/2047 0.06%COMCAST CORP 0.06%AMERICAN AIRLINES 2015-1 CL 5/01/2027 0.06%PARK AVENUE FUNDING TRUST 11/27/2020 0.06%BMC STOCK HOLDINGS INC 0.06%MMAF EQUIPMENT FINANCE LLC 11/12/2041 0.06%PACCAR INC 0.06%DELUXE CORP 0.06%


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Security % of PortfolioCIM TRUST 2017-2 12/01/2057 0.06%ALLERGAN FUNDING SCS 3/15/2035 0.06%SOFI PROFESSIONAL LOAN PROG 11/16/2048 0.06%FORD CREDIT AUTO OWNER TRUS 3/15/2029 0.06%GINNIE MAE II POOL 2/01/2047 0.06%FREDDIE MAC MULTIFAMILY STR 4/01/2028 0.06%CIM TRUST 2017-8 12/01/2065 0.06%DEUTSCHE BANK AG/NEW YORK N 2/14/2022 0.06%CITIGROUP COMMERCIAL MORTGA 7/01/2047 0.06%ENEL FINANCE INTERNATIONAL 9/14/2025 0.06%TRINITAS CLO VII LTD 1/25/2031 0.06%ONEMAIN FINANCIAL ISSUANCE 9/14/2032 0.06%SOFI PROFESSIONAL LOAN PROG 5/15/2046 0.06%UNITED STATES TREASURY STRI 8/15/2044 0.06%TELOS CLO 2013-4 LTD 1/17/2030 0.06%MMAF EQUIPMENT FINANCE LLC 11/12/2041 0.06%INDONESIA GOVERNMENT INTERN 7/18/2024 0.06%FANNIE MAE POOL 5/01/2033 0.06%JPMORGAN CHASE & CO 4/23/2029 0.06%UNUM GROUP 0.06%FLUOR CORP 0.06%RETAIL PROPERTIES OF AMERIC 0.06%RLJ LODGING TRUST 0.06%WORLD FUEL SERVICES CORP 0.06%MIDOCEAN CREDIT CLO III 4/21/2031 0.06%MONONGAHELA POWER CO 4/15/2024 0.06%FANNIE MAE POOL 5/01/2048 0.06%PALMER SQUARE CLO 2018-2 LT 7/16/2031 0.06%ALLISON TRANSMISSION HOLDIN 0.06%BOEING CO/THE 2/01/2050 0.06%FANNIE MAE-ACES 10/01/2026 0.06%BAY AREA TOLL AUTHORITY 4/01/2049 0.06%CSMC 2018-RPL9 TRUST 9/01/2057 0.05%GINNIE MAE II POOL 4/01/2045 0.05%SIERRA TIMESHARE 2019-2 REC 5/20/2036 0.05%FREDDIE MAC MULTIFAMILY STR 12/01/2027 0.05%CHARTER COMMUNICATIONS OPER 4/01/2038 0.05%ABBVIE INC 5/14/2035 0.05%ANNALY CAPITAL MANAGEMENT I 0.05%PETROLEOS MEXICANOS 1/23/2050 0.05%HELMERICH & PAYNE INC 3/15/2025 0.05%CITIGROUP INC 2/15/2169 0.05%GOLDMAN SACHS GROUP INC/THE 11/10/2167 0.05%VERIZON COMMUNICATIONS INC 12/03/2029 0.05%VISTRA OPERATIONS CO LLC 7/15/2024 0.05%NAVIENT PRIVATE EDUCATION R 2/15/2068 0.05%MORGAN STANLEY CAPITAL I TR 12/01/2051 0.05%CHEVRON CORP 0.05%SOFI PROFESSIONAL LOAN PROG 8/17/2048 0.05%NAVIENT PRIVATE EDUCATION R 5/15/2068 0.05%BANK OF AMERICA CORP 1/22/2025 0.05%APARTMENT INVESTMENT & MANA 0.05%PETROLEOS MEXICANOS 9/21/2047 0.05%STEELCASE INC 0.05%

Security % of PortfolioHSBC HOLDINGS PLC 5/18/2021 0.05%ANHEUSER-BUSCH INBEV WORLDW 11/15/2039 0.05%ORBIA ADVANCE CORP SAB DE C 9/19/2022 0.05%UNITED STATES TREASURY STRI 5/15/2028 0.05%FANNIE MAE POOL 7/01/2048 0.05%MPLX LP 3/15/2028 0.05%INTERNATIONAL PAPER CO 11/15/2041 0.05%FREDDIE MAC GOLD POOL 7/01/2043 0.05%MARS INC 4/01/2049 0.05%COMMONBOND STUDENT LOAN TRU 9/25/2042 0.05%FANNIE MAE POOL 9/01/2047 0.05%NAVIENT CORP 0.05%CORECIVIC INC 0.05%STATE OF CALIFORNIA 10/01/2039 0.05%STATE BANK OF INDIA/LONDON 1/24/2024 0.05%AMERICREDIT AUTOMOBILE RECE 4/18/2025 0.05%GINNIE MAE II POOL 6/01/2048 0.05%JAPAN FINANCE ORGANIZATION 4/20/2022 0.05%GMS INC 0.05%DAIMLER FINANCE NORTH AMERI 5/04/2021 0.05%FREDDIE MAC STRUCTURED AGEN 3/25/2030 0.05%CNOOC FINANCE 2013 LTD 9/30/2029 0.05%FREDDIE MAC GOLD POOL 7/01/2041 0.05%GREENWOOD PARK CLO LTD 4/15/2031 0.05%WESCO INTERNATIONAL INC 0.05%CITIGROUP INC 10/21/2026 0.05%DELTA AIR LINES INC 3/13/2020 0.05%AT&T INC 5/15/2025 0.05%MASSACHUSETTS INSTITUTE OF 7/01/2116 0.05%FORD CREDIT FLOORPLAN MASTE 9/15/2024 0.05%GINNIE MAE II POOL 12/01/2042 0.05%PRIVATE EXPORT FUNDING CORP 2/16/2021 0.05%SANTANDER DRIVE AUTO RECEIV 10/15/2025 0.05%MSCI EAFE 3/20/2020 0.05%MORGAN STANLEY DEAN WITTER 9/25/2032 0.05%INDONESIA GOVERNMENT INTERN 7/30/2025 0.05%FANNIE MAE POOL 11/01/2046 0.05%FANNIE MAE POOL 12/01/2042 0.04%COMMONWEALTH EDISON CO 8/15/2047 0.04%NEW JERSEY TURNPIKE AUTHORI 1/01/2040 0.04%FORD AUTO SECURITIZATION TR 10/15/2023 0.04%UBS-BARCLAYS COMMERCIAL MOR 4/01/2046 0.04%GINNIE MAE II POOL 10/01/2046 0.04%HILLENBRAND INC 0.04%AVIS BUDGET RENTAL CAR FUND 8/20/2026 0.04%HOME DEPOT INC/THE 0.04%TOKYO METROPOLITAN GOVERNME 6/08/2022 0.04%ROCHE HOLDING AG 0.04%NORTHERN STATES POWER CO/MN 9/15/2047 0.04%FANNIE MAE POOL 12/01/2046 0.04%SAUDI GOVERNMENT INTERNATIO 3/04/2023 0.04%ROMANIAN GOVERNMENT INTERNA 3/11/2039 0.04%DTE ELECTRIC CO 5/15/2048 0.04%FREDDIE MAC GOLD POOL 12/01/2047 0.04%


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Security % of PortfolioEXELON GENERATION CO LLC 10/01/2039 0.04%GINNIE MAE II POOL 12/01/2045 0.04%FANNIE MAE POOL 2/01/2047 0.04%PSEG POWER LLC 6/15/2021 0.04%CHARTER COMMUNICATIONS OPER 10/23/2045 0.04%DH EUROPE FINANCE II SARL 9/18/2039 0.04%KANSAS CITY SOUTHERN 0.04%NEWELL BRANDS INC 4/01/2026 0.04%AVIS BUDGET RENTAL CAR FUND 7/20/2021 0.04%UBS-BARCLAYS COMMERCIAL MOR 12/01/2045 0.04%TEACHERS INSURANCE & ANNUIT 5/15/2047 0.04%NAVIENT PRIVATE EDUCATION R 6/16/2042 0.04%FANNIE MAE POOL 9/01/2042 0.04%AVIS BUDGET RENTAL CAR FUND 3/20/2025 0.04%ZAIS CLO 6 LTD 7/15/2029 0.04%MILL CITY MORTGAGE LOAN TRU 1/01/2061 0.04%SAN DIEGO GAS & ELECTRIC CO 5/15/2048 0.04%FREDDIE MAC GOLD POOL 10/01/2039 0.04%ABBVIE INC 5/14/2045 0.04%TURKEY GOVERNMENT INTERNATI 6/05/2020 0.04%VIACOMCBS INC 4/01/2044 0.04%AVIS BUDGET RENTAL CAR FUND 9/20/2024 0.04%FREDDIE MAC MULTIFAMILY STR 12/01/2027 0.04%BANK OF AMERICA CORP 12/20/2168 0.04%GINNIE MAE II POOL 11/01/2045 0.04%NEW RESIDENTIAL MORTGAGE LO 12/01/2057 0.04%CONAGRA BRANDS INC 0.04%DEUTSCHE BANK AG 5/12/2021 0.04%AMERICREDIT AUTOMOBILE RECE 1/18/2024 0.04%FANNIE MAE POOL 3/01/2041 0.04%GINNIE MAE II POOL 3/01/2045 0.04%FEDERAL HOME LOAN BANKS 7/15/2036 0.04%SINOPEC GROUP OVERSEAS DEVE 8/08/2049 0.04%OPORTUN FUNDING X LLC 10/08/2024 0.04%CHICAGO O'HARE INTERNATIONA 1/01/2040 0.04%NAVIENT PRIVATE EDUCATION R 1/15/2069 0.04%FANNIE MAE POOL 6/01/2047 0.04%COMMONBOND STUDENT LOAN TRU 2/25/2044 0.04%MYLAN INC 4/15/2048 0.04%SWP: USD 1.829960 15-JUN-20 6/15/2021 0.04%QURATE RETAIL INC 0.04%FORD CREDIT FLOORPLAN MASTE 4/15/2026 0.04%FANNIE MAE POOL 2/01/2027 0.04%XEROX HOLDINGS CORP 0.04%BRISTOL-MYERS SQUIBB CO 2/20/2048 0.04%FREDDIE MAC MULTIFAMILY STR 12/01/2028 0.04%CELANESE US HOLDINGS LLC 6/15/2021 0.04%UNITED STATES TREASURY STRI 2/15/2039 0.04%ACTIVISION BLIZZARD INC 0.04%MASCO CORP 0.04%UNITED STATES TREASURY STRI 11/15/2038 0.04%TRIPADVISOR INC 0.04%NOVARTIS AG 0.04%EPR PROPERTIES 0.04%

Security % of PortfolioSTATION PLACE SECURITIZATIO 8/25/2052 0.04%PPL CAPITAL FUNDING INC 9/15/2047 0.04%MPLX LP 2/15/2025 0.04%PEOPLE'S UNITED FINANCIAL I 12/06/2022 0.04%FREDDIE MAC MULTIFAMILY STR 12/01/2028 0.04%NEW YORK CITY TRANSITIONAL 8/01/2036 0.04%GINNIE MAE II POOL 5/01/2048 0.04%CREDIT SUISSE GROUP AG 1/09/2028 0.04%CONSTELLATION BRANDS INC 5/01/2023 0.04%DOVER CORP 0.04%BROOKSIDE MILL CLO LTD 2013 1/17/2028 0.04%BENEFIT STREET PARTNERS CLO 7/15/2029 0.04%OZLM XI LTD 10/30/2030 0.04%PALMER SQUARE CLO 2014-1 LT 1/17/2031 0.04%AVISTA CORP 6/01/2048 0.04%UNITED TECHNOLOGIES CORP 11/16/2028 0.04%LAUREL ROAD PRIME STUDENT L 11/25/2042 0.04%VERIZON COMMUNICATIONS INC 8/10/2033 0.04%MICROSOFT CORP 2/12/2045 0.03%ENTERPRISE PRODUCTS OPERATI 2/15/2025 0.03%PUBLIC SERVICE ELECTRIC & G 5/01/2028 0.03%LAUREL ROAD PRIME STUDENT L 10/25/2048 0.03%ENERGY TRANSFER OPERATING L 5/15/2050 0.03%JAPAN FINANCE ORGANIZATION 10/25/2023 0.03%BRISTOL-MYERS SQUIBB CO 10/26/2049 0.03%FREDDIE MAC GOLD POOL 2/01/2047 0.03%PETROLEOS MEXICANOS 2/12/2048 0.03%FANNIE MAE POOL 4/01/2043 0.03%CITIGROUP COMMERCIAL MORTGA 5/01/2047 0.03%DRIVE AUTO RECEIVABLES TRUS 2/15/2024 0.03%GOSFORTH FUNDING 2018-1 PLC 8/25/2060 0.03%ONEMAIN DIRECT AUTO RECEIVA 7/15/2024 0.03%CITIGROUP INC 5/15/2168 0.03%VECTOR GROUP LTD 2/01/2025 0.03%MORGAN STANLEY BANK OF AMER 12/01/2048 0.03%SALLY HOLDINGS LLC / SALLY 12/01/2025 0.03%FANNIE MAE POOL 7/01/2046 0.03%LEGACY MORTGAGE ASSET TRUST 5/25/2059 0.03%GINNIE MAE II POOL 1/01/2041 0.03%FEDERAL HOME LOAN MORTGAGE 9/15/2029 0.03%MORGAN STANLEY 7/22/2028 0.03%CHARTER COMMUNICATIONS OPER 3/01/2050 0.03%JPMORGAN CHASE & CO 4/01/2168 0.03%OCCIDENTAL PETROLEUM CORP 9/15/2036 0.03%FANNIE MAE POOL 3/01/2047 0.03%FANNIE MAE POOL 2/01/2033 0.03%FEDERAL NATIONAL MORTGAGE A 5/15/2029 0.03%LIBERTY MUTUAL GROUP INC 10/15/2050 0.03%CDW CORP/DE 0.03%FANNIE MAE POOL 1/01/2049 0.03%SAUDI GOVERNMENT INTERNATIO 10/26/2021 0.03%BROADCOM INC 4/15/2021 0.03%XYLEM INC/NY 10/01/2021 0.03%MORGAN STANLEY 1/22/2047 0.03%


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Security % of PortfolioFANNIE MAE POOL 8/01/2031 0.03%SEASONED CREDIT RISK TRANSF 8/01/2058 0.03%CENOVUS ENERGY INC 6/15/2047 0.03%WINTRUST FINANCIAL CORP 0.03%BAY AREA TOLL AUTHORITY 4/01/2031 0.03%FREDDIE MAC REMICS 3/01/2044 0.03%GINNIE MAE II POOL 11/01/2045 0.03%FANNIE MAE POOL 7/01/2044 0.03%NESTLE SA 0.03%KRAFT HEINZ FOODS CO 10/01/2049 0.03%SIERRA TIMESHARE 2018-2 REC 6/20/2035 0.03%AMSTED INDUSTRIES INC 7/01/2027 0.03%URUGUAY GOVERNMENT INTERNAT 4/20/2055 0.03%GENERAL MILLS INC 0.03%ABBVIE INC 5/14/2025 0.03%SEALED AIR CORP 0.03%NOVA CHEMICALS CORP 6/01/2024 0.03%SONIC AUTOMOTIVE INC 0.03%OCP CLO 20 LTD 7/15/2030 0.03%ICG US CLO 2017-2 LTD 10/23/2029 0.03%TICP CLO VII LTD 7/15/2029 0.03%FANNIE MAE POOL 12/01/2042 0.03%NATIONAL OILWELL VARCO INC 0.03%GINNIE MAE II POOL 12/01/2046 0.03%ENERGY TRANSFER OPERATING L 6/15/2028 0.03%PUBLIC SERVICE ELECTRIC & G 5/15/2027 0.03%UNITED RENTALS NORTH AMERIC 1/15/2028 0.03%QATAR GOVERNMENT INTERNATIO 4/23/2048 0.03%ENERPAC TOOL GROUP CORP 6/15/2022 0.03%UBS-BARCLAYS COMMERCIAL MOR 3/01/2046 0.03%HUNTINGTON INGALLS INDUSTRI 0.03%PETROBRAS GLOBAL FINANCE BV 3/19/2049 0.03%BELLEMEADE RE 2019-3 LTD 7/25/2029 0.03%TOYOTA MOTOR CORP 0.03%FREDDIE MAC GOLD POOL 1/01/2047 0.03%FIFTH THIRD BANCORP 0.03%CSMC 2018-RPL8 TRUST 7/01/2058 0.03%UNITED STATES TREASURY STRI 2/15/2037 0.03%GLP CAPITAL LP / GLP FINANC 4/15/2026 0.03%KAISER FOUNDATION HOSPITALS 5/01/2047 0.03%QATAR GOVERNMENT INTERNATIO 4/23/2023 0.03%FREDDIE MAC MULTIFAMILY STR 9/01/2027 0.03%AT&T INC 2/15/2027 0.03%GINNIE MAE I POOL 3/01/2045 0.03%CENTURYLINK INC 2/15/2027 0.03%CHARTER COMMUNICATIONS OPER 10/23/2035 0.03%BELLEMEADE RE 2019-3 LTD 7/25/2029 0.03%REGIONAL TRANSPORTATION DIS 11/01/2050 0.03%VERIZON COMMUNICATIONS INC 8/21/2046 0.03%FANNIE MAE POOL 11/01/2047 0.03%CF INDUSTRIES INC 3/15/2044 0.03%OPORTUN FUNDING XII LLC 12/09/2024 0.03%HOLMES MASTER ISSUER PLC 10/15/2054 0.03%ERAC USA FINANCE LLC 11/01/2046 0.03%

Security % of PortfolioSAUDI GOVERNMENT INTERNATIO 4/17/2025 0.03%NORTH AMERICAN DEVELOPMENT 10/26/2022 0.03%CIT GROUP INC 0.03%LANARK MASTER ISSUER PLC 12/22/2069 0.03%BAYER US FINANCE II LLC 6/25/2021 0.03%EXPORT-IMPORT BANK OF INDIA 2/01/2028 0.03%FORD MOTOR CO 12/08/2046 0.03%GENERAL MOTORS CO 10/02/2043 0.03%FANNIE MAE POOL 12/01/2036 0.03%UNITED STATES TREASURY STRI 5/15/2042 0.03%GOLDMAN SACHS GROUP INC/THE 2/25/2026 0.03%TELOS CLO 2013-3 LTD 7/17/2026 0.03%MILL CITY MORTGAGE LOAN TRU 10/01/2069 0.03%FREDDIE MAC MULTIFAMILY STR 5/01/2028 0.03%GINNIE MAE II POOL 11/01/2046 0.03%FANNIE MAE POOL 8/01/2042 0.03%AECOM 3/15/2027 0.03%ONEOK INC 7/13/2047 0.03%WILLIAMS COS INC/THE 1/15/2045 0.03%INDONESIA GOVERNMENT INTERN 1/15/2024 0.03%FREDDIE MAC GOLD POOL 3/01/2032 0.03%DISCOVER BANK 3/13/2026 0.03%VIDEOTRON LTD 7/15/2022 0.03%LINCOLN NATIONAL CORP 10/09/2037 0.03%WESTLAKE CHEMICAL CORP 0.03%MARTIN MARIETTA MATERIALS I 0.03%REGENERON PHARMACEUTICALS I 0.03%GENERAL MOTORS FINANCIAL CO 4/09/2021 0.03%BANCO SANTANDER SA 4/12/2023 0.03%FREDDIE MAC GOLD POOL 1/01/2043 0.03%FANNIE MAE POOL 1/01/2028 0.03%TIMKEN CO/THE 0.03%MEDNAX INC 12/01/2023 0.02%BANK OF AMERICA CORP 1/20/2028 0.02%NORTONLIFELOCK INC 0.02%AMERICREDIT AUTOMOBILE RECE 2/18/2025 0.02%HSBC HOLDINGS PLC 3/08/2021 0.02%OCCIDENTAL PETROLEUM CORP 10/10/2036 0.02%EMBRAER OVERSEAS LTD 9/16/2023 0.02%BROADCOM INC 10/15/2022 0.02%GINNIE MAE II POOL 3/01/2047 0.02%AXIS SPECIALTY FINANCE LLC 6/01/2020 0.02%CITIGROUP INC 5/18/2046 0.02%AMERICREDIT AUTOMOBILE RECE 2/18/2025 0.02%NEW YORK LIFE INSURANCE CO 11/15/2039 0.02%FREDDIE MAC POOL 10/01/2032 0.02%FANNIE MAE POOL 9/01/2042 0.02%MARRIOTT INTERNATIONAL INC/ 9/15/2022 0.02%MORGAN STANLEY 2/25/2023 0.02%CSX CORP 5/01/2037 0.02%FANNIE MAE POOL 10/01/2043 0.02%ROMARK CLO II LTD 7/25/2031 0.02%FREDDIE MAC STRUCTURED AGEN 4/25/2029 0.02%EMBRAER NETHERLANDS FINANCE 6/15/2025 0.02%


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Security % of PortfolioJPMORGAN CHASE & CO 10/01/2168 0.02%HILTON GRAND VACATIONS INC 0.02%CHARTER COMMUNICATIONS INC 0.02%FANNIE MAE POOL 7/01/2031 0.02%DIAMONDROCK HOSPITALITY CO 0.02%JPMORGAN CHASE & CO 10/30/2168 0.02%IBERDROLA SA 0.02%FREDDIE MAC GOLD POOL 8/01/2048 0.02%HUNGARY GOVERNMENT INTERNAT 3/29/2021 0.02%FANNIE MAE POOL 8/01/2030 0.02%BRITISH AMERICAN TOBACCO PL 0.02%FREDDIE MAC STRUCTURED AGEN 7/25/2029 0.02%JPMBB COMMERCIAL MORTGAGE S 11/01/2047 0.02%GLAXOSMITHKLINE PLC 0.02%PETROBRAS GLOBAL FINANCE BV 2/01/2029 0.02%DISCOVER FINANCIAL SERVICES 11/21/2022 0.02%FREDDIE MAC GOLD POOL 1/01/2032 0.02%GINNIE MAE II POOL 12/01/2046 0.02%FREDDIE MAC MULTIFAMILY STR 3/01/2026 0.02%VENTURE XXI CLO LTD 7/15/2027 0.02%CABOT CORP 0.02%GINNIE MAE II POOL 6/01/2044 0.02%SONY CORP 0.02%COLOMBIA GOVERNMENT INTERNA 9/18/2037 0.02%FLIR SYSTEMS INC 6/15/2021 0.02%CORP ANDINA DE FOMENTO 9/27/2021 0.02%SOUTHERN CALIFORNIA EDISON 2/01/2045 0.02%ENEL SPA 0.02%FANNIE MAE POOL 7/01/2039 0.02%BANK OF AMERICA CORP 7/28/2168 0.02%BARCLAYS PLC 3/16/2025 0.02%BURLINGTON NORTHERN SANTA F 8/01/2028 0.02%FANNIE MAE POOL 10/01/2046 0.02%CSMC_20-WL1 12/25/2059 0.02%GENERAL MOTORS CO 4/01/2036 0.02%NOBLE ENERGY INC 11/15/2044 0.02%CENTERPOINT ENERGY HOUSTON 3/15/2033 0.02%FREDDIE MAC GOLD POOL 6/01/2029 0.02%EL PASO ELECTRIC CO 5/15/2035 0.02%BRISTOL-MYERS SQUIBB CO 8/15/2045 0.02%UNILEVER NV 0.02%SPRINT SPECTRUM CO LLC / SP 9/20/2021 0.02%FREDDIE MAC GOLD POOL 10/01/2039 0.02%PPL CAPITAL FUNDING INC 3/15/2044 0.02%VERIZON COMMUNICATIONS INC 8/15/2046 0.02%ALLIANCE DATA SYSTEMS CORP 0.02%GINNIE MAE II POOL 2/01/2041 0.02%MEXICO CITY AIRPORT TRUST 7/31/2047 0.02%GINNIE MAE II POOL 4/01/2045 0.02%KRAFT HEINZ FOODS CO 7/15/2035 0.02%TAYLOR MORRISON COMMUNITIES 3/01/2024 0.02%PETROBRAS GLOBAL FINANCE BV 1/15/2030 0.02%FANNIE MAE-ACES 9/01/2026 0.02%TOKYO METROPOLITAN GOVERNME 6/01/2023 0.02%

Security % of PortfolioMMAF EQUIPMENT FINANCE LLC 3/10/2042 0.02%PFIZER INC 0.02%FANNIE MAE POOL 7/01/2042 0.02%WESTROCK RKT LLC 3/01/2022 0.02%METLIFE SECURITIZATION TRUS 3/01/2057 0.02%MORGAN STANLEY 7/15/2168 0.02%FEDERAL NATIONAL MORTGAGE A 11/15/2030 0.02%PENNSYLVANIA TURNPIKE COMMI 12/01/2045 0.02%GENERAL MOTORS FINANCIAL CO 4/09/2021 0.02%NUTRIEN LTD 10/01/2022 0.02%L BRANDS INC 10/15/2023 0.02%BALTIMORE GAS & ELECTRIC CO 10/01/2036 0.02%BANCO SANTANDER SA 4/12/2023 0.02%DUKE ENERGY CAROLINAS LLC 4/15/2038 0.02%COMM 2014-CCRE15 MORTGAGE T 2/01/2047 0.02%MITSUBISHI UFJ FINANCIAL GR 0.02%PROVIDENCE ST JOSEPH HEALTH 10/01/2029 0.02%COMCAST CORP 5/15/2038 0.02%GOLDMAN SACHS GROUP INC/THE 11/10/2168 0.02%LEGACY MORTGAGE ASSET TRUST 1/25/2059 0.02%STATE OF CALIFORNIA 4/01/2034 0.02%UNITED STATES TREASURY NOTE 11/15/2028 0.02%HCA INC 2/01/2029 0.02%JPMORGAN CHASE & CO 2/01/2028 0.02%KDDI CORP 0.02%PUBLIC SERVICE ELECTRIC & G 5/01/2037 0.02%GE CAPITAL INTERNATIONAL FU 11/15/2020 0.02%FEDERAL HOME LOAN MORTGAGE 3/15/2031 0.02%FRONTDOOR INC 0.02%ANHEUSER-BUSCH COS LLC / AN 2/01/2046 0.02%BNP PARIBAS SA 0.02%ZURICH INSURANCE GROUP AG 0.02%GINNIE MAE II POOL 3/01/2043 0.02%AMERICAN EQUITY INVESTMENT 0.02%SPRINT COMMUNICATIONS INC 3/01/2020 0.02%COLOMBIA GOVERNMENT INTERNA 6/15/2045 0.02%UNIVERSITY OF VIRGINIA 9/01/2117 0.02%MORGAN STANLEY 1/27/2026 0.02%CVS HEALTH CORP 7/20/2045 0.02%SOFI PROFESSIONAL LOAN PROG 8/25/2047 0.02%SASOL FINANCING USA LLC 3/27/2024 0.02%SASOL FINANCING USA LLC 9/27/2028 0.02%VISTRA OPERATIONS CO LLC 7/31/2027 0.02%RIO TINTO PLC 0.02%UNITED STATES TREASURY STRI 11/15/2041 0.02%PETROLEOS MEXICANOS 8/04/2026 0.02%MEXICO CITY AIRPORT TRUST 4/30/2028 0.02%ANTERO RESOURCES CORP 3/01/2025 0.02%STANDARD INDUSTRIES INC/NJ 1/15/2028 0.02%DCP MIDSTREAM OPERATING LP 3/15/2020 0.02%AETNA INC 6/15/2036 0.02%GINNIE MAE I POOL 4/01/2040 0.02%JEFFERIES GROUP LLC 1/20/2043 0.02%AT&T INC 2/15/2030 0.02%


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Security % of PortfolioUNITED STATES TREASURY STRI 11/15/2040 0.02%FANNIE MAE POOL 8/01/2039 0.02%ENERGY TRANSFER OPERATING L 6/01/2021 0.02%CITIGROUP INC 2/15/2169 0.02%FORD MOTOR CREDIT CO LLC 3/18/2021 0.02%URUGUAY GOVERNMENT INTERNAT 6/18/2050 0.02%DUKE ENERGY CAROLINAS LLC 9/30/2042 0.02%GINNIE MAE II POOL 12/01/2042 0.02%FANNIE MAE POOL 6/01/2039 0.02%NEW RESIDENTIAL MORTGAGE LO 1/25/2048 0.02%INGENICO GROUP SA 0.02%JP MORGAN CHASE COMMERCIAL 4/01/2046 0.02%ASBURY AUTOMOTIVE GROUP INC 0.02%SOUTHERN CALIFORNIA EDISON 4/01/2047 0.02%STATE OF OREGON DEPARTMENT 11/15/2034 0.02%LVMH MOET HENNESSY LOUIS VU 0.02%STACR TRUST 2018-DNA3 9/25/2048 0.02%BANCO BILBAO VIZCAYA ARGENT 0.02%OHIO STATE UNIVERSITY/THE 6/01/2040 0.02%FREDDIE MAC GOLD POOL 3/01/2042 0.02%FRESENIUS MEDICAL CARE US F 10/15/2020 0.02%QATAR GOVERNMENT INTERNATIO 3/14/2049 0.02%INDUSTRIA DE DISENO TEXTIL 0.02%ASTELLAS PHARMA INC 0.02%COMMONBOND STUDENT LOAN TRU 2/25/2046 0.02%SKANDINAVISKA ENSKILDA BANK 0.02%WOLTERS KLUWER NV 0.02%ATLAS COPCO AB 0.01%FREDDIE MAC GOLD POOL 10/01/2045 0.01%NIPPON TELEGRAPH & TELEPHON 0.01%GAZPROM PJSC VIA GAZ CAPITA 3/07/2022 0.01%FANNIE MAE POOL 11/01/2042 0.01%HERMES INTERNATIONAL 0.01%HCA INC 2/01/2025 0.01%CK HUTCHISON HOLDINGS LTD 0.01%ANHEUSER-BUSCH INBEV WORLDW 1/23/2049 0.01%ERAC USA FINANCE LLC 6/01/2034 0.01%TOWD POINT MORTGAGE TRUST 2 7/01/2058 0.01%FERGUSON PLC 0.01%INDONESIA GOVERNMENT INTERN 1/08/2026 0.01%FUJIFILM HOLDINGS CORP 0.01%NTT DOCOMO INC 0.01%INTEGER HOLDINGS CORP 0.01%AMC NETWORKS INC 4/01/2024 0.01%BARCLAYS PLC 1/10/2023 0.01%FANNIE MAE POOL 10/01/2035 0.01%KAZMUNAYGAS NATIONAL CO JSC 4/24/2025 0.01%DOW CHEMICAL CO/THE 5/15/2039 0.01%MORGAN STANLEY 1/23/2030 0.01%CITIGROUP CAPITAL XIII 10/30/2040 0.01%FRANKLIN STREET PROPERTIES 0.01%XCEL ENERGY INC 9/15/2041 0.01%OAKTOWN RE III LTD 7/25/2029 0.01%GOLDMAN SACHS GROUP INC/THE 4/23/2029 0.01%

Security % of PortfolioMERCK KGAA 0.01%LEGAL & GENERAL GROUP PLC 0.01%FANNIE MAE POOL 4/01/2035 0.01%LEGRAND SA 0.01%PANAMA GOVERNMENT INTERNATI 4/16/2050 0.01%OCCIDENTAL PETROLEUM CORP 3/15/2021 0.01%NOVO NORDISK A/S 0.01%FANNIE MAE POOL 4/01/2043 0.01%TAYLOR MORRISON COMMUNITIES 6/15/2027 0.01%DEUTSCHE POST AG 0.01%BANK OF AMERICA CORP 7/23/2029 0.01%SOUTHERN COPPER CORP 4/16/2040 0.01%UNITED STATES TREASURY STRI 11/15/2044 0.01%FANNIE MAE POOL 9/01/2047 0.01%TOTAL SA 0.01%DNB ASA 0.01%DISCOVER BANK 4/15/2020 0.01%ESSITY AB 0.01%BANK OF AMERICA NA 10/15/2036 0.01%ANGLO AMERICAN PLC 0.01%ERAC USA FINANCE LLC 10/15/2037 0.01%UNION CARBIDE CORP 6/01/2025 0.01%WILLIAMS COS INC/THE 9/15/2045 0.01%PANAMA GOVERNMENT INTERNATI 9/22/2024 0.01%NEW YORK AND PRESBYTERIAN H 8/01/2045 0.01%WH GROUP LTD 0.01%INDONESIA GOVERNMENT INTERN 2/11/2024 0.01%GINNIE MAE II POOL 9/01/2046 0.01%NOMURA HOLDINGS INC 0.01%FREDDIE MAC GOLD POOL 1/01/2037 0.01%UNITED STATES TREASURY STRI 2/15/2041 0.01%COCA-COLA EUROPEAN PARTNERS 0.01%FREDDIE MAC STACR TRUST 201 2/25/2049 0.01%3I GROUP PLC 0.01%ROYAL DUTCH SHELL PLC 0.01%ARISTOCRAT LEISURE LTD 0.01%SIMMONS FIRST NATIONAL CORP 0.01%UNITED OVERSEAS BANK LTD 0.01%BERKELEY GROUP HOLDINGS PLC 0.01%CONTINENTAL AIRLINES 2012-2 10/29/2024 0.01%GM FINANCIAL CONSUMER AUTOM 6/17/2024 0.01%ISRAEL ELECTRIC CORP LTD 8/14/2028 0.01%ALLIANZ SE 0.01%LSTAR SECURITIES INVESTMENT 4/01/2024 0.01%CDP FINANCIAL INC 7/24/2024 0.01%HENDERSON LAND DEVELOPMENT 0.01%FREDDIE MAC GOLD POOL 12/01/2039 0.01%FREDDIE MAC GOLD POOL 6/01/2026 0.01%FREDDIE MAC MULTIFAMILY STR 5/01/2022 0.01%COLOMBIA GOVERNMENT INTERNA 7/12/2021 0.01%MEDTRONIC GLOBAL HOLDINGS S 3/07/2039 0.01%SWIRE PACIFIC LTD 0.01%OBAYASHI CORP 0.01%BECTON DICKINSON AND CO 12/15/2024 0.01%


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Security % of PortfolioBAYER US FINANCE II LLC 6/25/2021 0.01%WOOLWORTHS GROUP LTD 0.01%ADVANTEST CORP 0.01%BANK OF AMERICA CORP 9/10/2168 0.01%CSL LTD 0.01%LEGACY MORTGAGE ASSET TRUST 12/28/2054 0.01%FREDDIE MAC GOLD POOL 3/01/2030 0.01%ARROWMARK COLORADO HOLDINGS 7/15/2029 0.01%BRISTOL-MYERS SQUIBB CO 6/15/2039 0.01%PRIVATE EXPORT FUNDING CORP 7/15/2024 0.01%SHIMIZU CORP 0.01%MAGELLAN FINANCIAL GROUP LT 0.01%BMW US CAPITAL LLC 4/12/2021 0.01%FIAT CHRYSLER AUTOMOBILES N 0.01%FREDDIE MAC GOLD POOL 7/01/2037 0.01%PETROLEOS MEXICANOS 1/23/2027 0.01%FANNIE MAE POOL 9/01/2039 0.01%CHUBU ELECTRIC POWER CO INC 0.01%CREDIT AGRICOLE SA 0.01%BOC HONG KONG HOLDINGS LTD 0.01%BRASKEM NETHERLANDS FINANCE 1/31/2050 0.01%WEST JAPAN RAILWAY CO 0.01%FIRSTENERGY TRANSMISSION LL 7/15/2044 0.01%KONINKLIJKE AHOLD DELHAIZE 0.01%TOYOTA TSUSHO CORP 0.01%PEUGEOT SA 0.01%MARKEL CORP 9/17/2050 0.01%FANNIE MAE POOL 11/01/2032 0.01%UNIFIRST CORP/MA 0.01%ROYAL DUTCH SHELL PLC 0.01%NOMURA RESEARCH INSTITUTE L 0.01%CYBERARK SOFTWARE LTD 0.01%Euro 0.01%SUZUKEN CO LTD/AICHI JAPAN 0.01%SIEMENS AG 0.01%MEDIPAL HOLDINGS CORP 0.01%ORIGIN ENERGY LTD 0.01%ANTHEM INC 5/15/2042 0.01%FREDDIE MAC GOLD POOL 10/01/2041 0.01%SANTOS LTD 0.01%MPLX LP 2/15/2049 0.01%FREDDIE MAC GOLD POOL 8/01/2041 0.01%BHP BILLITON FINANCE USA LT 10/19/2075 0.01%FREDDIE MAC GOLD POOL 2/01/2038 0.01%BERKSHIRE HATHAWAY ENERGY C 5/15/2037 0.01%RECRUIT HOLDINGS CO LTD 0.01%JAPAN FINANCE ORGANIZATION 3/12/2024 0.01%STATE OF CALIFORNIA 4/01/2039 0.01%UNITED STATES TREASURY NOTE 11/15/2049 0.01%AMADA HOLDINGS CO LTD 0.01%FINNVERA OYJ 6/04/2025 0.01%TIME WARNER CABLE LLC 9/01/2041 0.01%AEGON NV 0.01%FREDDIE MAC STRUCTURED AGEN 3/25/2029 0.01%

Security % of PortfolioGINNIE MAE II POOL 11/01/2046 0.01%ICE: (CDX.NA.IG.33.V1) 12/20/2029 0.01%FLORIDA POWER & LIGHT CO 10/01/2033 0.01%ISRAEL CHEMICALS LTD 0.01%ANHEUSER-BUSCH INBEV WORLDW 1/15/2039 0.01%BHP GROUP PLC 0.01%BIG LOTS INC 0.01%UNITED RENTALS NORTH AMERIC 1/15/2030 0.01%FREDDIE MAC GOLD POOL 12/01/2040 0.01%EXPORT-IMPORT BANK OF KOREA 6/29/2020 0.01%ENGIE ENERGIA CHILE SA 1/28/2030 0.01%OVINTIV INC 8/15/2034 0.01%GINNIE MAE II POOL 5/01/2043 0.01%SAP SE 0.01%GREIF INC 0.01%FREDDIE MAC GOLD POOL 7/01/2038 0.01%STATE OF ILLINOIS 6/01/2033 0.01%ALSTOM SA 0.01%HOME RE 2019-1 LTD 5/25/2029 0.01%STATE OF CALIFORNIA 3/01/2040 0.01%FREDDIE MAC GOLD POOL 6/01/2042 0.01%VODAFONE GROUP PLC 0.01%OHIO WATER DEVELOPMENT AUTH 12/01/2034 0.01%GAZPROM PJSC VIA GAZ CAPITA 7/19/2022 0.01%MEDTRONIC GLOBAL HOLDINGS S 3/07/2031 0.01%DOLLAR TREE INC 4/17/2020 0.01%GINNIE MAE I POOL 4/01/2034 0.01%HEIDELBERGCEMENT AG 0.01%ASAHI GROUP HOLDINGS LTD 0.01%CVS HEALTH CORP 3/25/2038 0.01%JD SPORTS FASHION PLC 0.01%BHP GROUP LTD 0.01%PRIVATE EXPORT FUNDING CORP 6/15/2025 0.01%FREDDIE MAC GOLD POOL 10/01/2028 0.01%TDK CORP 0.01%SIEMENS HEALTHINEERS AG 0.01%UNUM GROUP 9/15/2020 0.01%FANNIE MAE POOL 11/01/2046 0.01%CONTINENTAL AIRLINES 2010-1 1/12/2021 0.01%FREDDIE MAC GOLD POOL 4/01/2034 0.01%VOLKSWAGEN AG 0.01%PETROLEOS MEXICANOS 3/13/2027 0.01%NBCUNIVERSAL MEDIA LLC 1/15/2023 0.01%TOWD POINT MORTGAGE TRUST 2 3/01/2058 0.01%FANNIE MAE POOL 8/01/2042 0.01%UNILEVER PLC 0.01%BARCLAYS PLC 0.01%AMGEN INC 0.01%DEVON ENERGY CORP 7/15/2041 0.01%MUENCHENER RUECKVERSICHERUN 0.01%TRINSEO SA 0.01%PETROLEOS MEXICANOS 1/21/2021 0.01%WILLIAMS COS INC/THE 3/01/2048 0.01%FANNIE MAE POOL 3/01/2043 0.01%


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Security % of PortfolioFREDDIE MAC GOLD POOL 1/01/2038 0.01%DIAGEO PLC 0.01%CORP ANDINA DE FOMENTO 1/06/2023 0.01%FREDDIE MAC GOLD POOL 10/01/2046 0.01%ISHARES MSCI EAFE ETF 0.01%OAKTOWN RE II LTD 7/25/2028 0.01%DEUTSCHE TELEKOM AG 0.01%LEVEL 3 FINANCING INC 3/01/2027 0.01%UNITED STATES TREASURY STRI 11/15/2042 0.01%GINNIE MAE II POOL 5/01/2041 0.01%BASF SE 0.01%NN GROUP NV 0.01%CVS HEALTH CORP 12/05/2043 0.01%OVINTIV INC 2/01/2038 0.01%ITOCHU CORP 0.01%GINNIE MAE II POOL 8/01/2044 0.01%CONSOLIDATED EDISON CO OF N 12/01/2039 0.01%FREDDIE MAC GOLD POOL 9/01/2039 0.01%FUJITSU LTD 0.01%EAGLE RE 2019-1 LTD 4/25/2029 0.01%KLEPIERRE SA 0.01%BELLEMEADE RE 2018-2 LTD 8/25/2028 0.01%AT&T INC 7/15/2025 0.01%HANKYU HANSHIN HOLDINGS INC 0.01%AERCAP HOLDINGS NV 0.01%FREDDIE MAC GOLD POOL 7/01/2041 0.01%JPMORGAN CHASE & CO 8/01/2168 0.01%FANNIE MAE POOL 8/01/2037 0.01%MICROSOFT CORP 11/03/2045 0.01%FANNIE MAE POOL 1/01/2034 0.01%ALABAMA ECONOMIC SETTLEMENT 9/15/2032 0.01%ACS ACTIVIDADES DE CONSTRUC 0.01%VIVENDI SA 0.01%FANNIE MAE POOL 7/01/2043 0.01%FSWP: USD 1.381210 15-SEP-2 9/15/2021 0.01%BELLEMEADE RE 2018-2 LTD 8/25/2028 0.01%BANC OF AMERICA FUNDING 201 1/03/2030 0.01%BANC OF AMERICA MORTGAGE 20 2/01/2035 0.01%FREDDIE MAC GOLD POOL 9/01/2026 0.01%ASX LTD 0.01%UNITED STATES TREASURY STRI 2/15/2044 0.01%JAPAN TOBACCO INC 0.01%HIGHBRIDGE LOAN MANAGEMENT 2/05/2031 0.01%CHUGAI PHARMACEUTICAL CO LT 0.01%FANNIE MAE POOL 3/01/2034 0.01%SHIONOGI & CO LTD 0.01%HIKARI TSUSHIN INC 0.01%SUMITOMO MITSUI FINANCIAL G 0.01%MARKEL CORP 3/30/2043 0.01%CATAMARAN CLO 2014-2 LTD 10/18/2026 0.01%UBS GROUP AG 0.01%FANNIE MAE POOL 10/01/2033 0.01%FANNIE MAE POOL 5/01/2037 0.01%HSBC HOLDINGS PLC 0.01%

Security % of PortfolioBAYER AG 0.01%NINTENDO CO LTD 0.01%M&G PLC 0.01%CONCHO RESOURCES INC 10/01/2047 0.01%FREDDIE MAC GOLD POOL 5/01/2034 0.01%DELTA AIR LINES 2007-1 CLAS 8/10/2022 0.01%FANNIE MAE POOL 2/01/2035 0.01%GINNIE MAE I POOL 8/01/2032 0.01%KONE OYJ 0.01%FANNIE MAE POOL 8/01/2033 0.01%EUR/USD FWD 20200303 00908 3/03/2020 0.01%FREDDIE MAC GOLD POOL 8/01/2041 0.01%ESSILORLUXOTTICA SA 0.01%CHASE MORTGAGE FINANCE TRUS 2/01/2037 0.01%FREDDIE MAC STRUCTURED AGEN 11/25/2028 0.01%CMS CAP 0.135 - BOAML 9/13/2021 < 0.01%FANNIE MAE POOL 5/01/2038 < 0.01%ENERGY TRANSFER OPERATING L 12/15/2045 < 0.01%INTESA SANPAOLO SPA < 0.01%SWISS LIFE HOLDING AG < 0.01%MACY'S RETAIL HOLDINGS INC 1/15/2022 < 0.01%JAPAN FINANCE ORGANIZATION 4/13/2021 < 0.01%SCHLUMBERGER HOLDINGS CORP 12/21/2025 < 0.01%IBERDROLA INTERNATIONAL BV 9/15/2033 < 0.01%SHIN-ETSU CHEMICAL CO LTD < 0.01%CMS CAP 0.15 - BOAML 8/20/2021 < 0.01%PERNOD RICARD SA < 0.01%LABORATORY CORP OF AMERICA 2/01/2022 < 0.01%MEBUKI FINANCIAL GROUP INC < 0.01%L'OREAL SA < 0.01%ARKEMA SA < 0.01%HOYA CORP < 0.01%TEACHERS INSURANCE & ANNUIT 12/16/2039 < 0.01%OMV AG < 0.01%DAIKIN INDUSTRIES LTD < 0.01%PUBLICIS GROUPE SA < 0.01%ONEOK PARTNERS LP 10/01/2036 < 0.01%COLOMBIA GOVERNMENT INTERNA 2/26/2024 < 0.01%TOKYO ELECTRON LTD < 0.01%GINNIE MAE I POOL 10/01/2034 < 0.01%LEGACY MORTGAGE ASSET TRUST 4/25/2059 < 0.01%NXP SEMICONDUCTORS NV < 0.01%IMPERIAL BRANDS PLC < 0.01%GINNIE MAE I POOL 7/01/2034 < 0.01%GINNIE MAE I POOL 8/01/2033 < 0.01%FREDDIE MAC GOLD POOL 6/01/2034 < 0.01%FSWP: OIS 2.173160 31-MAR-2 3/31/2021 < 0.01%DBS GROUP HOLDINGS LTD < 0.01%AIA GROUP LTD < 0.01%MURATA MANUFACTURING CO LTD < 0.01%TRSWAP: CMBS AGG INDEX 10/01/2020 < 0.01%AMADEUS IT GROUP SA < 0.01%SOFTBANK CORP < 0.01%ENGIE SA < 0.01%


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Security % of PortfolioFERRARI NV < 0.01%WESFARMERS LTD < 0.01%GINNIE MAE I POOL 6/01/2040 < 0.01%PRINCIPAL FINANCIAL GROUP I 9/15/2042 < 0.01%GIVAUDAN SA < 0.01%SECOM CO LTD < 0.01%SAFRAN SA < 0.01%FREDDIE MAC GOLD POOL 3/01/2032 < 0.01%TESCO PLC < 0.01%FREDDIE MAC GOLD POOL 10/01/2041 < 0.01%FREDDIE MAC MULTIFAMILY STR 6/01/2022 < 0.01%MACQUARIE GROUP LTD < 0.01%ONEMAIN HOLDINGS INC < 0.01%TOWD POINT MORTGAGE TRUST 2 5/01/2058 < 0.01%FREDDIE MAC GOLD POOL 1/01/2042 < 0.01%AT&T INC 3/09/2049 < 0.01%LONG BEACH MORTGAGE LOAN TR 6/25/2034 < 0.01%CRH PLC < 0.01%UNITED STATES TREASURY STRI 5/15/2031 < 0.01%FORTESCUE METALS GROUP LTD < 0.01%HITACHI HIGH-TECH CORP < 0.01%E.ON SE < 0.01%UNITED STATES TREASURY BILL 3/19/2020 < 0.01%FANNIE MAE POOL 12/01/2034 < 0.01%GOLDMAN SACHS GROUP INC/THE 10/01/2037 < 0.01%FANNIE MAE POOL 7/01/2035 < 0.01%UNICREDIT SPA < 0.01%INFINEON TECHNOLOGIES AG < 0.01%FREDDIE MAC GOLD POOL 8/01/2041 < 0.01%FANNIE MAE POOL 6/01/2035 < 0.01%BAE SYSTEMS PLC < 0.01%FANNIE MAE POOL 7/01/2042 < 0.01%UNITED RENTALS NORTH AMERIC 9/15/2026 < 0.01%FANNIE MAE POOL 9/01/2036 < 0.01%OVERSEA-CHINESE BANKING COR < 0.01%FSWP: USD 1.479510 15-SEP-2 9/15/2021 < 0.01%KANSAI ELECTRIC POWER CO IN < 0.01%VOLVO AB < 0.01%FANNIE MAE POOL 1/01/2035 < 0.01%LAFARGEHOLCIM LTD < 0.01%SOCIETE GENERALE SA < 0.01%GINNIE MAE I POOL 2/01/2036 < 0.01%TATE & LYLE PLC < 0.01%GINNIE MAE II POOL 10/01/2037 < 0.01%KAMIGUMI CO LTD < 0.01%FANNIE MAE POOL 10/01/2033 < 0.01%FANNIE MAE POOL 4/01/2036 < 0.01%FANNIE MAE POOL 2/01/2033 < 0.01%ORIENTAL LAND CO LTD/JAPAN < 0.01%BELLEMEADE RE 2017-1 LTD 10/25/2027 < 0.01%FREDDIE MAC GOLD POOL 6/01/2034 < 0.01%FSWP: USD 1.604200 15-SEP-2 9/15/2021 < 0.01%FANNIE MAE POOL 1/01/2037 < 0.01%KERING SA < 0.01%

Security % of PortfolioRIO TINTO LTD < 0.01%FANNIE MAE POOL 2/01/2035 < 0.01%BP PLC < 0.01%NORFOLK SOUTHERN CORP 5/17/2025 < 0.01%JONES LANG LASALLE INC < 0.01%DASSAULT SYSTEMES SE < 0.01%STRUCTURED ADJUSTABLE RATE 2/01/2034 < 0.01%FANNIE MAE POOL 2/01/2034 < 0.01%RWE AG < 0.01%MITSUBISHI ESTATE CO LTD < 0.01%LINK REIT < 0.01%GINNIE MAE I POOL 12/01/2033 < 0.01%ASML HOLDING NV < 0.01%TELEFONICA DEUTSCHLAND HOLD < 0.01%ASSICURAZIONI GENERALI SPA < 0.01%WESTERN MIDSTREAM OPERATING 3/01/2048 < 0.01%CK ASSET HOLDINGS LTD < 0.01%SANDVIK AB < 0.01%GEBERIT AG < 0.01%FANNIE MAE POOL 11/01/2035 < 0.01%STMICROELECTRONICS NV < 0.01%FANNIE MAE POOL 7/01/2035 < 0.01%ORIX JREIT INC < 0.01%AT&T INC 9/01/2040 < 0.01%GINNIE MAE I POOL 8/01/2033 < 0.01%ARCELORMITTAL SA < 0.01%ASTRAZENECA PLC < 0.01%AVIVA PLC < 0.01%FANNIE MAE POOL 12/01/2035 < 0.01%CMS CAP 0.145 - BOAML 8/16/2021 < 0.01%NESTE OYJ < 0.01%JP MORGAN MORTGAGE TRUST 20 7/01/2035 < 0.01%FRESENIUS MEDICAL CARE AG & < 0.01%GINNIE MAE I POOL 9/01/2033 < 0.01%KBC GROUP NV < 0.01%SANOFI < 0.01%REPSOL SA < 0.01%KIRIN HOLDINGS CO LTD < 0.01%TELECOM ITALIA SPA/MILANO < 0.01%TYM0P 132 PIT 5/22/2020 < 0.01%FANNIE MAE POOL 9/01/2035 < 0.01%MS&AD INSURANCE GROUP HOLDI < 0.01%TOPPAN PRINTING CO LTD < 0.01%FREDDIE MAC GOLD POOL 10/01/2038 < 0.01%WIRECARD AG < 0.01%ALFRESA HOLDINGS CORP < 0.01%DAI-ICHI LIFE HOLDINGS INC < 0.01%OTSUKA HOLDINGS CO LTD < 0.01%FANNIE MAE POOL 2/01/2036 < 0.01%GINNIE MAE II POOL 6/01/2034 < 0.01%CARLSBERG A/S < 0.01%AT&T INC 3/01/2037 < 0.01%GINNIE MAE I POOL 11/01/2032 < 0.01%JAPAN POST HOLDINGS CO LTD < 0.01%


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Security % of PortfolioFREDDIE MAC GOLD POOL 5/01/2038 < 0.01%FANNIE MAE POOL 2/01/2037 < 0.01%GINNIE MAE I POOL 10/01/2033 < 0.01%DOMINION ENERGY GAS HOLDING 12/15/2044 < 0.01%TOSHIBA CORP < 0.01%FANNIE MAE POOL 1/01/2037 < 0.01%CHECK POINT SOFTWARE TECHNO < 0.01%NEWCREST MINING LTD < 0.01%WYETH LLC 2/01/2024 < 0.01%ATLAS COPCO AB < 0.01%JARDINE MATHESON HOLDINGS L < 0.01%FANNIE MAE POOL 4/01/2033 < 0.01%FREDDIE MAC GOLD POOL 9/01/2038 < 0.01%SEKISUI HOUSE LTD < 0.01%SANDS CHINA LTD < 0.01%TECHTRONIC INDUSTRIES CO LT < 0.01%UCB SA < 0.01%NITORI HOLDINGS CO LTD < 0.01%FANNIE MAE POOL 1/01/2035 < 0.01%SCENTRE GROUP < 0.01%ALTICE EUROPE NV < 0.01%GINNIE MAE I POOL 7/01/2035 < 0.01%FANNIE MAE POOL 7/01/2032 < 0.01%FREDDIE MAC GOLD POOL 6/01/2039 < 0.01%QBE INSURANCE GROUP LTD < 0.01%SUMITOMO MITSUI TRUST HOLDI < 0.01%CDC MORTGAGE CAPITAL TRUST 3/25/2033 < 0.01%HANNOVER RUECK SE < 0.01%GINNIE MAE I POOL 2/01/2033 < 0.01%NEXT PLC < 0.01%FREDDIE MAC GOLD POOL 9/01/2038 < 0.01%BOLIDEN AB < 0.01%NIPPON BUILDING FUND INC < 0.01%AENA SME SA < 0.01%ASAHI KASEI CORP < 0.01%SNAM SPA < 0.01%FANNIE MAE POOL 9/01/2034 < 0.01%SUMITOMO REALTY & DEVELOPME < 0.01%MARUBENI CORP < 0.01%COLES GROUP LTD < 0.01%FREDDIE MAC GOLD POOL 9/01/2038 < 0.01%FANNIE MAE POOL 12/01/2033 < 0.01%ASSOCIATED BRITISH FOODS PL < 0.01%FANNIE MAE POOL 3/01/2036 < 0.01%FREDDIE MAC GOLD POOL 12/01/2033 < 0.01%MITSUBISHI HEAVY INDUSTRIES < 0.01%BARRATT DEVELOPMENTS PLC < 0.01%DOW CHEMICAL CO/THE 11/15/2041 < 0.01%SWEDISH MATCH AB < 0.01%KINGSPAN GROUP PLC < 0.01%CAD/USD FWD 20200417 00908 4/17/2020 < 0.01%JAPAN REAL ESTATE INVESTMEN < 0.01%BANDAI NAMCO HOLDINGS INC < 0.01%FREDDIE MAC GOLD POOL 5/01/2037 < 0.01%

Security % of PortfolioFANNIE MAE POOL 10/01/2033 < 0.01%TERNA RETE ELETTRICA NAZION < 0.01%FANNIE MAE POOL 7/01/2033 < 0.01%INPEX CORP < 0.01%SWISS PRIME SITE AG < 0.01%FISHER & PAYKEL HEALTHCARE < 0.01%STANDARD LIFE ABERDEEN PLC < 0.01%HALMA PLC < 0.01%HENKEL AG & CO KGAA < 0.01%FANNIE MAE POOL 10/01/2034 < 0.01%ADYEN NV < 0.01%FANNIE MAE POOL 1/01/2034 < 0.01%CENTRAL JAPAN RAILWAY CO < 0.01%FANNIE MAE POOL 10/01/2032 < 0.01%OBIC CO LTD < 0.01%RED ELECTRICA CORP SA < 0.01%SONIC HEALTHCARE LTD < 0.01%FANNIE MAE POOL 9/01/2032 < 0.01%FREDDIE MAC GOLD POOL 8/01/2039 < 0.01%EIFFAGE SA < 0.01%FLUTTER ENTERTAINMENT PLC < 0.01%FANNIE MAE POOL 9/01/2033 < 0.01%AGL ENERGY LTD < 0.01%SODEXO SA < 0.01%AGEAS < 0.01%GINNIE MAE I POOL 7/01/2032 < 0.01%TAYLOR WIMPEY PLC < 0.01%FREDDIE MAC GOLD POOL 10/01/2031 < 0.01%QIAGEN NV < 0.01%FANNIE MAE POOL 5/01/2036 < 0.01%GINNIE MAE I POOL 1/01/2024 < 0.01%GINNIE MAE I POOL 9/01/2033 < 0.01%ELISA OYJ < 0.01%NITTO DENKO CORP < 0.01%SEVERN TRENT PLC < 0.01%TOKYO GAS CO LTD < 0.01%FANNIE MAE POOL 1/01/2037 < 0.01%FANNIE MAE POOL 9/01/2032 < 0.01%ONO PHARMACEUTICAL CO LTD < 0.01%CMS CAP 0.11250 - BARC 7/12/2021 < 0.01%MPLX LP 3/01/2047 < 0.01%CMS CAP 0.11250 - BARC 7/13/2021 < 0.01%FANNIE MAE POOL 11/01/2036 < 0.01%ATOS SE < 0.01%SKANSKA AB < 0.01%GINNIE MAE I POOL 6/01/2035 < 0.01%PAN PACIFIC INTERNATIONAL H < 0.01%DEUTSCHE WOHNEN SE < 0.01%STOCKLAND < 0.01%GINNIE MAE I POOL 12/01/2033 < 0.01%TAISEI CORP < 0.01%DAITO TRUST CONSTRUCTION CO < 0.01%NATURGY ENERGY GROUP SA < 0.01%ALFA LAVAL AB < 0.01%


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Security % of PortfolioBOEING CO CDS 20211220 12/20/2021 < 0.01%FANNIE MAE POOL 10/01/2036 < 0.01%OLYMPUS CORP < 0.01%TREND MICRO INC/JAPAN < 0.01%BRENNTAG AG < 0.01%SKF AB < 0.01%FANNIE MAE POOL 4/01/2037 < 0.01%GINNIE MAE I POOL 1/01/2034 < 0.01%WHEELOCK & CO LTD < 0.01%FREDDIE MAC GOLD POOL 2/01/2034 < 0.01%JARDINE STRATEGIC HOLDINGS < 0.01%FREDDIE MAC GOLD POOL 10/01/2036 < 0.01%FREDDIE MAC GOLD POOL 9/01/2035 < 0.01%PUMA SE < 0.01%COMMONWEALTH BANK OF AUSTRA < 0.01%CMS 2Y 10Y 0.205 - BARC 11/09/2021 < 0.01%ANTOFAGASTA PLC < 0.01%RANDSTAD NV < 0.01%ORKLA ASA < 0.01%LAND SECURITIES GROUP PLC < 0.01%FANNIE MAE POOL 2/01/2032 < 0.01%FANNIE MAE POOL 3/01/2034 < 0.01%AURIZON HOLDINGS LTD < 0.01%EAGLE RE 2019-1 LTD 4/25/2029 < 0.01%FREDDIE MAC GOLD POOL 10/01/2032 < 0.01%FREDDIE MAC GOLD POOL 12/01/2037 < 0.01%ZALANDO SE < 0.01%FANNIE MAE POOL 11/01/2033 < 0.01%MEDIOBANCA BANCA DI CREDITO < 0.01%DAI NIPPON PRINTING CO LTD < 0.01%FANNIE MAE POOL 3/01/2034 < 0.01%FREDDIE MAC GOLD POOL 6/01/2031 < 0.01%ENAGAS SA < 0.01%BAYERISCHE MOTOREN WERKE AG < 0.01%BRITISH LAND CO PLC/THE < 0.01%COMMERZBANK AG < 0.01%TOBU RAILWAY CO LTD < 0.01%HONGKONG LAND HOLDINGS LTD < 0.01%GINNIE MAE I POOL 8/01/2032 < 0.01%VOLKSWAGEN AG < 0.01%LUNDIN PETROLEUM AB < 0.01%WILMAR INTERNATIONAL LTD < 0.01%T&D HOLDINGS INC < 0.01%SARTORIUS STEDIM BIOTECH < 0.01%MORGAN STANLEY DEAN WITTER 7/25/2032 < 0.01%CARNIVAL PLC < 0.01%KYUSHU RAILWAY CO < 0.01%EVONIK INDUSTRIES AG < 0.01%NISSAN CHEMICAL CORP < 0.01%ORICA LTD < 0.01%FANNIE MAE POOL 6/01/2037 < 0.01%FANNIE MAE POOL 11/01/2033 < 0.01%DAIWA HOUSE INDUSTRY CO LTD < 0.01%SSE PLC < 0.01%

Security % of PortfolioUNITED URBAN INVESTMENT COR < 0.01%WHARF REAL ESTATE INVESTMEN < 0.01%SES SA < 0.01%JAPAN RETAIL FUND INVESTMEN < 0.01%AEROPORTS DE PARIS < 0.01%NEC CORP < 0.01%OTSUKA CORP < 0.01%GINNIE MAE I POOL 2/01/2024 < 0.01%KEISEI ELECTRIC RAILWAY CO < 0.01%J SAINSBURY PLC < 0.01%RECORDATI SPA < 0.01%EPIROC AB < 0.01%FANNIE MAE POOL 11/01/2034 < 0.01%SCHINDLER HOLDING AG < 0.01%Australian Dollar < 0.01%GEA GROUP AG < 0.01%FREDDIE MAC GOLD POOL 5/01/2037 < 0.01%FREDDIE MAC GOLD POOL 5/01/2034 < 0.01%LEONARDO SPA < 0.01%SQUARE ENIX HOLDINGS CO LTD < 0.01%FREDDIE MAC GOLD POOL 1/01/2031 < 0.01%CK INFRASTRUCTURE HOLDINGS < 0.01%NIPPON EXPRESS CO LTD < 0.01%FREDDIE MAC GOLD POOL 8/01/2035 < 0.01%GINNIE MAE I POOL 1/01/2034 < 0.01%FANNIE MAE POOL 11/01/2033 < 0.01%AMUNDI SA < 0.01%PROXIMUS SADP < 0.01%BLUESCOPE STEEL LTD < 0.01%FREDDIE MAC GOLD POOL 2/01/2039 < 0.01%GINNIE MAE I POOL 1/01/2032 < 0.01%OJI HOLDINGS CORP < 0.01%SINO LAND CO LTD < 0.01%KOBAYASHI PHARMACEUTICAL CO < 0.01%LEHMAN BROTHERS 12/31/2020 < 0.01%JAPAN POST BANK CO LTD < 0.01%AVEVA GROUP PLC < 0.01%ASSA ABLOY AB < 0.01%GINNIE MAE I POOL 4/01/2033 < 0.01%FAURECIA SE < 0.01%WM MORRISON SUPERMARKETS PL < 0.01%TOSOH CORP < 0.01%AP MOLLER - MAERSK A/S < 0.01%JAPAN POST INSURANCE CO LTD < 0.01%DISCO CORP < 0.01%KEIKYU CORP < 0.01%TUI AG < 0.01%FANNIE MAE POOL 4/01/2035 < 0.01%TOYO SUISAN KAISHA LTD < 0.01%British Pound Sterling < 0.01%CASIO COMPUTER CO LTD < 0.01%HULIC CO LTD < 0.01%COCA-COLA AMATIL LTD < 0.01%GINNIE MAE I POOL 2/01/2032 < 0.01%


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Security % of PortfolioSOHGO SECURITY SERVICES CO < 0.01%DEUTSCHE LUFTHANSA AG < 0.01%MAPLETREE COMMERCIAL TRUST < 0.01%FANNIE MAE POOL 9/01/2037 < 0.01%ALTERNATIVE LOAN TRUST 20CB 9/25/2020 < 0.01%RAIFFEISEN BANK INTERNATION < 0.01%FANNIE MAE POOL 5/01/2021 < 0.01%ALUMINA LTD < 0.01%BOLLORE SA < 0.01%SHOWA DENKO KK < 0.01%FANNIE MAE POOL 6/01/2036 < 0.01%KAKAKU.COM INC < 0.01%MICRO FOCUS INTERNATIONAL P < 0.01%FANNIE MAE POOL 5/01/2032 < 0.01%GINNIE MAE I POOL 9/01/2033 < 0.01%BAYERISCHE MOTOREN WERKE AG < 0.01%ITOCHU TECHNO-SOLUTIONS COR < 0.01%FANNIE MAE POOL 6/01/2032 < 0.01%FRAPORT AG FRANKFURT AIRPOR < 0.01%SG HOLDINGS CO LTD < 0.01%QANTAS AIRWAYS LTD < 0.01%FREDDIE MAC GOLD POOL 1/01/2038 < 0.01%CHIBA BANK LTD/THE < 0.01%HOCHTIEF AG < 0.01%Singapore Dollar < 0.01%NOMURA REAL ESTATE HOLDINGS < 0.01%COLRUYT SA < 0.01%UOL GROUP LTD < 0.01%GINNIE MAE I POOL 10/01/2024 < 0.01%GINNIE MAE I POOL 1/01/2024 < 0.01%FANNIE MAE POOL 9/01/2032 < 0.01%FREDDIE MAC GOLD POOL 5/01/2037 < 0.01%SHINSEI BANK LTD < 0.01%H LUNDBECK A/S < 0.01%FUCHS PETROLUB SE < 0.01%FANNIE MAE POOL 8/01/2033 < 0.01%EASYJET PLC < 0.01%FANNIE MAE POOL 3/01/2034 < 0.01%CREDIT SAISON CO LTD < 0.01%DAICEL CORP < 0.01%GINNIE MAE I POOL 5/01/2024 < 0.01%Canadian Dollar < 0.01%KURITA WATER INDUSTRIES LTD < 0.01%GINNIE MAE I POOL 12/01/2033 < 0.01%GINNIE MAE I POOL 2/01/2024 < 0.01%Swedish Krona < 0.01%AIB GROUP PLC < 0.01%New Israeli Sheqel < 0.01%TELECOM ITALIA SPA/MILANO < 0.01%GINNIE MAE I POOL 4/01/2024 < 0.01%GINNIE MAE I POOL 1/01/2024 < 0.01%GINNIE MAE I POOL 2/01/2024 < 0.01%WASHINGTON MUTUAL MORTGAGE 3/01/2020 < 0.01%TELENET GROUP HOLDING NV < 0.01%

Security % of PortfolioACOM CO LTD < 0.01%FREDDIE MAC GOLD POOL 12/01/2036 < 0.01%GINNIE MAE I POOL 5/01/2024 < 0.01%ESC LEHMAN BRTH HLD 12/31/2020 < 0.01%NIPPON PAINT HOLDINGS CO LT < 0.01%YANGZIJIANG SHIPBUILDING HO < 0.01%MELCO RESORTS & ENTERTAINME < 0.01%GINNIE MAE I POOL 8/01/2032 < 0.01%GINNIE MAE I POOL 7/01/2035 < 0.01%GINNIE MAE I POOL 12/01/2030 < 0.01%GINNIE MAE I POOL 2/01/2024 < 0.01%GINNIE MAE I POOL 1/01/2024 < 0.01%GINNIE MAE I POOL 2/01/2024 < 0.01%SWATCH GROUP AG/THE < 0.01%GINNIE MAE I POOL 6/01/2035 < 0.01%GINNIE MAE I POOL 8/01/2032 < 0.01%EUR/USD FWD 20200303 00816 3/03/2020 < 0.01%TYM0P 126 PIT 5/22/2020 < 0.01%FANNIE MAE POOL 12/01/2039 < 0.01%Norwegian Krone < 0.01%GINNIE MAE I POOL 4/01/2025 < 0.01%ACS ACTIVIDADES DE CONSTRUC 3/04/2020 < 0.01%FREDDIE MAC GOLD POOL 1/01/2038 < 0.01%FREDDIE MAC GOLD POOL 7/01/2036 < 0.01%FREDDIE MAC GOLD POOL 9/01/2031 < 0.01%GINNIE MAE I POOL 1/01/2024 < 0.01%FREDDIE MAC GOLD POOL 7/01/2020 < 0.01%FANNIE MAE POOL 2/01/2035 < 0.01%GINNIE MAE I POOL 2/01/2024 < 0.01%GINNIE MAE I POOL 4/01/2024 < 0.01%GINNIE MAE I POOL 12/01/2023 < 0.01%FANNIE MAE POOL 1/01/2035 < 0.01%FANNIE MAE POOL 3/01/2034 < 0.01%GINNIE MAE I POOL 2/01/2024 < 0.01%GINNIE MAE I POOL 2/01/2033 < 0.01%GINNIE MAE I POOL 4/01/2024 < 0.01%GINNIE MAE I POOL 2/01/2024 < 0.01%Hong Kong Dollar < 0.01%GINNIE MAE I POOL 4/01/2024 < 0.01%GINNIE MAE I POOL 4/01/2024 < 0.01%GINNIE MAE I POOL 1/01/2024 < 0.01%GINNIE MAE I POOL 4/01/2024 < 0.01%Danish Krone < 0.01%GINNIE MAE I POOL 1/01/2024 < 0.01%FANNIE MAE POOL 9/01/2032 < 0.01%GINNIE MAE I POOL 10/01/2023 < 0.01%GINNIE MAE I POOL 4/01/2024 < 0.01%Swiss Franc < 0.01%New Zealand Dollar < 0.01%GINNIE MAE I POOL 2/01/2024 < 0.01%GINNIE MAE I POOL 2/01/2024 < 0.01%RECV OIS 2.35303 5/31/2022 < 0.01%PAYB OIS 1.8076 05152024 5/15/2024 < 0.01%TYM0P 129 PIT 5/22/2020 < 0.01%


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Security % of PortfolioRECV IRS 2.65876 USD 11/1 11/15/2043 < 0.01%RECV OIS 1.96451 2/15/2027 < 0.01%FSWP: OIS 0.050000 11-MAY-2 5/11/2024 < 0.01%RECV OIS 1.82314 05152027 5/15/2027 < 0.01%RECV OIS 1.89861 02152027 2/15/2027 < 0.01%CitiGroup Futures Collatera < 0.01%SWAP VM CITI EUR 12/31/2060 < 0.01%FSWP: OIS 1.253220 15-NOV-2 11/15/2045 < 0.01%EUR/USD FWD 20200402 00908 4/02/2020 -0.01%FSWP: OIS 1.100000 11-MAY-2 5/11/2039 -0.01%SWP: OIS 1.507500 09-AUG-20 8/09/2049 -0.01%RECV OIS 2.801500 31 7/31/2025 -0.01%RECV OIS 2.454 2/28/2025 -0.01%RECV OIS 2.06749 2/15/2027 -0.01%FSWP: OIS 2.2688000 31-JAN- 1/31/2026 -0.01%RECV IRS CTI USD 3.104 31 7/31/2025 -0.01%RECV OIS 1.82354 USD 0215 2/15/2027 -0.01%RECV IRS USD 2.998400 31 5/31/2025 -0.02%RECV IRS 2.33353 USD 11/1 11/15/2024 -0.02%PAYB OIS 2.4075 2 2/12/2025 -0.02%RECV IRS 2.17 08152024 8/15/2024 -0.03%RECV IRS 2.8354 15 8/15/2028 -0.04%SWP: OIS 1.948500 29-MAR-20 3/29/2024 -0.04%US Dollar -0.04%RECV IRS MS USD 3.109 31J 7/31/2025 -0.04%US LONG BOND(CBT) 6/19/2020 -0.07%PAYB OIS1.4275 8/15/2028 -0.09%EURO-BUND FUTURE 6/08/2020 -0.10%US 10YR NOTE (CBT) 6/19/2020 -2.35%US 2YR NOTE (CBT) 6/30/2020 -2.38%


45 of 79

PSF Global Portfolio

Security % of PortfolioPGIM Core Ultra Short Bond 12/01/2099 3.39%MICROSOFT CORP 2.26%PGIM Institutional Money Ma 12/01/2099 2.03%ZOETIS INC 1.46%AMAZON.COM INC 1.44%SBA COMMUNICATIONS CORP 1.43%MASTERCARD INC 1.37%ALPHABET INC 1.36%THERMO FISHER SCIENTIFIC IN 1.34%DEXCOM INC 1.25%ALIBABA GROUP HOLDING LTD 1.24%AUTODESK INC 1.23%INTUITIVE SURGICAL INC 1.19%ELECTRONIC ARTS INC 1.09%JPMORGAN CHASE & CO 1.08%SHERWIN-WILLIAMS CO/THE 1.08%ROPER TECHNOLOGIES INC 1.06%PAYPAL HOLDINGS INC 1.02%INTUIT INC 1.01%WELLS FARGO & CO 1.00%ESTEE LAUDER COS INC/THE 0.93%SALESFORCE.COM INC 0.93%CINTAS CORP 0.92%TJX COS INC/THE 0.91%GENERAL ELECTRIC CO 0.91%FORTIVE CORP 0.90%GENPACT LTD 0.90%EDWARDS LIFESCIENCES CORP 0.88%NXP SEMICONDUCTORS NV 0.87%DANAHER CORP 0.84%SOUTHERN CO/THE 0.82%COSTCO WHOLESALE CORP 0.80%BROWN-FORMAN CORP 0.79%AMPHENOL CORP 0.78%MORGAN STANLEY 0.75%L3HARRIS TECHNOLOGIES INC 0.73%ILLUMINA INC 0.72%CHUBB LTD 0.71%MEDTRONIC PLC 0.70%TOTAL SA 0.70%ADOBE INC 0.69%JOHNSON & JOHNSON 0.68%QUALCOMM INC 0.67%AMERICAN INTERNATIONAL GROU 0.67%TC ENERGY CORP 0.61%VERIZON COMMUNICATIONS INC 0.59%TYSON FOODS INC 0.55%ROCHE HOLDING AG 0.53%TAIWAN SEMICONDUCTOR MANUFA 0.51%FIFTH THIRD BANCORP 0.50%UNITED PARCEL SERVICE INC 0.50%AIA GROUP LTD 0.49%CVS HEALTH CORP 0.49%APPLIED MATERIALS INC 0.48%

Security % of PortfolioPHILIP MORRIS INTERNATIONAL 0.47%NEXTERA ENERGY INC 0.45%BOEING CO/THE 0.45%LONZA GROUP AG 0.45%PFIZER INC 0.44%BROOKFIELD ASSET MANAGEMENT 0.44%MARSH & MCLENNAN COS INC 0.43%LVMH MOET HENNESSY LOUIS VU 0.43%KEYENCE CORP 0.42%EXXON MOBIL CORP 0.42%KIMBERLY-CLARK CORP 0.42%TENCENT HOLDINGS LTD 0.41%CISCO SYSTEMS INC 0.40%EDISON INTERNATIONAL 0.40%ABBVIE INC 0.40%WEYERHAEUSER CO 0.39%CSL LTD 0.39%CANADIAN NATIONAL RAILWAY C 0.39%EXPERIAN PLC 0.39%WALMART INC 0.38%BWX TECHNOLOGIES INC 0.38%SAFRAN SA 0.37%COMCAST CORP 0.37%OCCIDENTAL PETROLEUM CORP 0.37%TEXAS INSTRUMENTS INC 0.36%METLIFE INC 0.36%INTERNATIONAL PAPER CO 0.35%NOVO NORDISK A/S 0.35%DUPONT DE NEMOURS INC 0.34%KINGSPAN GROUP PLC 0.34%AIRBUS SE 0.34%LONDON STOCK EXCHANGE GROUP 0.34%ATLAS COPCO AB 0.34%COLOPLAST A/S 0.34%BECTON DICKINSON AND CO 0.33%MACQUARIE GROUP LTD 0.33%ORSTED A/S 0.32%RELX PLC 0.32%CHINA MERCHANTS BANK CO LTD 0.32%INFINEON TECHNOLOGIES AG 0.32%TORONTO-DOMINION BANK/THE 0.32%SANOFI 0.32%SOUTHWEST AIRLINES CO 0.31%PARTNERS GROUP HOLDING AG 0.31%STATE STREET CORP 0.31%RAYTHEON CO 0.30%NETEASE INC 0.30%SAP SE 0.30%HEXAGON AB 0.29%KONINKLIJKE PHILIPS NV 0.29%FOX CORP 0.29%AMADEUS IT GROUP SA 0.28%DAIKIN INDUSTRIES LTD 0.28%HOLOGIC INC 0.28%


46 of 79

PSF Global Portfolio (continued)

Security % of PortfolioCONAGRA BRANDS INC 0.28%CAPGEMINI SE 0.27%CF INDUSTRIES HOLDINGS INC 0.27%SEGRO PLC 0.27%ILLINOIS TOOL WORKS INC 0.27%HOYA CORP 0.27%HDFC BANK LTD 0.26%GILEAD SCIENCES INC 0.26%SMC CORP/JAPAN 0.26%TAL EDUCATION GROUP 0.26%COMPASS GROUP PLC 0.26%SIKA AG 0.25%TEMENOS AG 0.25%TOTAL SA 0.25%GLAXOSMITHKLINE PLC 0.25%DIAGEO PLC 0.24%SL GREEN REALTY CORP 0.24%ZIMMER BIOMET HOLDINGS INC 0.24%WALT DISNEY CO/THE 0.24%PIONEER NATURAL RESOURCES C 0.24%PERRIGO CO PLC 0.24%NIPPON TELEGRAPH & TELEPHON 0.23%CHECK POINT SOFTWARE TECHNO 0.23%BUNGE LTD 0.23%SHISEIDO CO LTD 0.23%ADYEN NV 0.23%EQUITABLE HOLDINGS INC 0.23%RELIANCE INDUSTRIES LTD 0.22%JOHNSON CONTROLS INTERNATIO 0.21%SEMPRA ENERGY 1/15/2021 0.21%GALAXY ENTERTAINMENT GROUP 0.21%ASTELLAS PHARMA INC 0.20%PEPSICO INC 0.20%ENEL SPA 0.20%KDDI CORP 0.20%CARNIVAL CORP 0.20%SIGNATURE BANK/NEW YORK NY 0.20%ACS ACTIVIDADES DE CONSTRUC 0.20%FORTUNE BRANDS HOME & SECUR 0.19%KONINKLIJKE AHOLD DELHAIZE 0.19%CHARLES SCHWAB CORP/THE 0.19%NEWS CORP 0.19%ALLIANZ SE 0.19%MAGNA INTERNATIONAL INC 0.19%LAS VEGAS SANDS CORP 0.19%TE CONNECTIVITY LTD 0.18%NIELSEN HOLDINGS PLC 0.18%RATIONAL AG 0.18%VOLVO AB 0.18%ARISTOCRAT LEISURE LTD 0.18%BAE SYSTEMS PLC 0.17%CENTERPOINT ENERGY INC 0.17%BRITISH AMERICAN TOBACCO PL 0.17%DOLLARAMA INC 0.16%

Security % of PortfolioITOCHU CORP 0.16%CITIGROUP INC 0.16%SEMPRA ENERGY 0.16%ZURICH INSURANCE GROUP AG 0.16%COGNIZANT TECHNOLOGY SOLUTI 0.16%DEUTSCHE POST AG 0.16%STERICYCLE INC 0.15%US Dollar 0.15%VOLKSWAGEN AG 0.15%TESCO PLC 0.15%ELANCO ANIMAL HEALTH INC 0.14%DSV PANALPINA A/S 0.13%SWISS LIFE HOLDING AG 0.13%SUMITOMO CORP 0.13%CREDIT SUISSE GROUP AG 0.13%ST JAMES'S PLACE PLC 0.13%3I GROUP PLC 0.13%ROYAL DUTCH SHELL PLC 0.13%SOUTHERN CO/THE 8/01/2022 0.13%OMV AG 0.12%UCB SA 0.12%CK HUTCHISON HOLDINGS LTD 0.12%RESONA HOLDINGS INC 0.12%SIGNIFY NV 0.12%ENGIE SA 0.12%FRANKLIN RESOURCES INC 0.12%REPSOL SA 0.11%MITSUBISHI UFJ FINANCIAL GR 0.11%SUMITOMO MITSUI FINANCIAL G 0.11%WH GROUP LTD 0.11%CHINA RESOURCES CEMENT HOLD 0.11%FORTESCUE METALS GROUP LTD 0.11%MUENCHENER RUECKVERSICHERUN 0.11%TATE & LYLE PLC 0.11%AXA SA 0.11%SKF AB 0.11%MITSUI & CO LTD 0.11%SOMPO HOLDINGS INC 0.11%AGC INC/JAPAN 0.10%RIO TINTO LTD 0.10%J SAINSBURY PLC 0.10%Australian Dollar 0.10%SOPRA STERIA GROUP 0.10%IMPERIAL BRANDS PLC 0.10%ARKEMA SA 0.10%DNB ASA 0.10%MARUBENI CORP 0.10%BNP PARIBAS SA 0.10%BP PLC 0.10%MAPFRE SA 0.10%UBS GROUP AG 0.09%TEIJIN LTD 0.09%BOUYGUES SA 0.09%DBS GROUP HOLDINGS LTD 0.09%


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Security % of PortfolioLLOYDS BANKING GROUP PLC 0.09%FERRARI NV 0.09%QANTAS AIRWAYS LTD 0.09%Swiss Franc 0.09%MITSUBISHI GAS CHEMICAL CO 0.09%ORIX CORP 0.09%TOYOTA MOTOR CORP 0.09%SWISS RE AG 0.09%CIE GENERALE DES ETABLISSEM 0.09%LEGAL & GENERAL GROUP PLC 0.09%NESTE OYJ 0.09%LULULEMON ATHLETICA INC 0.09%TENARIS SA 0.09%COVESTRO AG 0.09%LEONARDO SPA 0.09%MIZUHO FINANCIAL GROUP INC 0.09%VALMET OYJ 0.08%BAYERISCHE MOTOREN WERKE AG 0.08%BALOISE HOLDING AG 0.08%A2A SPA 0.08%DANSKE BANK A/S 0.08%NN GROUP NV 0.08%SMURFIT KAPPA GROUP PLC 0.08%CREDIT AGRICOLE SA 0.08%MITSUBISHI UFJ LEASE & FINA 0.08%INTERNATIONAL CONSOLIDATED 0.08%LEROY SEAFOOD GROUP ASA 0.08%MITSUI CHEMICALS INC 0.08%EVONIK INDUSTRIES AG 0.08%KOHL'S CORP 0.08%HITACHI LTD 0.08%MERCK & CO INC 0.08%ASAHI INTECC CO LTD 0.08%JAPAN AIRLINES CO LTD 0.08%KINGFISHER PLC 0.07%DAIWA HOUSE INDUSTRY CO LTD 0.07%GO-AHEAD GROUP PLC/THE 0.07%HONDA MOTOR CO LTD 0.07%EQUINOR ASA 0.07%TELEFONICA SA 0.07%OBAYASHI CORP 0.07%RHEINMETALL AG 0.07%SILTRONIC AG 0.07%CREST NICHOLSON HOLDINGS PL 0.07%BT GROUP PLC 0.07%AGL ENERGY LTD 0.07%VENTURE CORP LTD 0.07%ADECCO GROUP AG 0.07%LEE & MAN PAPER MANUFACTURI 0.07%New Israeli Sheqel 0.07%SOCIETE GENERALE SA 0.07%MEDIOBANCA BANCA DI CREDITO 0.07%BECTON DICKINSON AND CO 5/01/2020 0.07%SIEMENS AG 0.07%

Security % of PortfolioMATSUMOTOKIYOSHI HOLDINGS C 0.07%ASHTEAD GROUP PLC 0.07%TONGDA GROUP HOLDINGS LTD 0.07%ELECTROLUX AB 0.07%ING GROEP NV 0.06%SANDVIK AB 0.06%REDROW PLC 0.06%AVIVA PLC 0.06%SUMITOMO FORESTRY CO LTD 0.06%BANCO SANTANDER SA 0.06%BOLIDEN AB 0.06%AEGON NV 0.06%DAIMLER AG 0.06%JAPAN AVIATION ELECTRONICS 0.06%ISUZU MOTORS LTD 0.06%YOKOHAMA RUBBER CO LTD/THE 0.06%HITACHI CAPITAL CORP 0.06%BARCLAYS PLC 0.06%TOYODA GOSEI CO LTD 0.06%KEIHIN CORP 0.06%YUE YUEN INDUSTRIAL HOLDING 0.06%DEUTSCHE LUFTHANSA AG 0.06%ABCAM PLC 0.06%SUMITOMO HEAVY INDUSTRIES L 0.06%TAYLOR WIMPEY PLC 0.06%AIR NEW ZEALAND LTD 0.06%WIENERBERGER AG 0.06%CNP ASSURANCES 0.06%NTT DOCOMO INC 0.06%US BANCORP 0.06%METCASH LTD 0.06%NORDEA BANK ABP 0.06%NISSHIN OILLIO GROUP LTD/TH 0.06%MATTEL INC 0.06%BELLWAY PLC 0.06%LANDIS+GYR GROUP AG 0.06%SKY PERFECT JSAT HOLDINGS I 0.06%VISTRY GROUP PLC 0.05%BABCOCK INTERNATIONAL GROUP 0.05%UNIPOLSAI ASSICURAZIONI SPA 0.05%LINTEC CORP 0.05%NATIONAL EXPRESS GROUP PLC 0.05%SOCIETE BIC SA 0.05%HAZAMA ANDO CORP 0.05%PARAGON BANKING GROUP PLC 0.05%ABN AMRO BANK NV 0.05%KOMATSU LTD 0.05%HELVETIA HOLDING AG 0.05%CREDIT SAISON CO LTD 0.05%STOCKLAND 0.05%NEXITY SA 0.05%BARRATT DEVELOPMENTS PLC 0.05%BROTHER INDUSTRIES LTD 0.05%NATIXIS SA 0.05%


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Security % of PortfolioPEUGEOT SA 0.05%INGHAMS GROUP LTD 0.05%NOMURA REAL ESTATE HOLDINGS 0.05%KINGBOARD HOLDINGS LTD 0.05%MARKS & SPENCER GROUP PLC 0.05%SUPER RETAIL GROUP LTD 0.05%ALTRI SGPS SA 0.05%MITSUBISHI CHEMICAL HOLDING 0.05%TOWA PHARMACEUTICAL CO LTD 0.05%UBE INDUSTRIES LTD 0.05%METRO AG 0.05%ST BARBARA LTD 0.05%SEMPRA ENERGY 7/15/2021 0.04%SAWAI PHARMACEUTICAL CO LTD 0.04%AURUBIS AG 0.04%ULVAC INC 0.04%DIALOG SEMICONDUCTOR PLC 0.04%JTEKT CORP 0.04%INCHCAPE PLC 0.04%BEKAERT SA 0.04%HARVEY NORMAN HOLDINGS LTD 0.04%PAX GLOBAL TECHNOLOGY LTD 0.04%AISIN SEIKI CO LTD 0.04%NIKON CORP 0.04%TSUBAKIMOTO CHAIN CO 0.04%BEACH ENERGY LTD 0.04%VESUVIUS PLC 0.04%CENTRICA PLC 0.04%EDION CORP 0.04%INVESTEC PLC 0.03%QINETIQ GROUP PLC 0.03%KELLER GROUP PLC 0.03%KANEKA CORP 0.03%AISAN INDUSTRY CO LTD 0.03%DFDS A/S 0.03%VOESTALPINE AG 0.03%MAZDA MOTOR CORP 0.03%PERENTI GLOBAL LTD 0.03%EQT CORP 0.03%RENAULT SA 0.03%KEIYO BANK LTD/THE 0.03%SWEDBANK AB 0.02%TOAGOSEI CO LTD 0.02%MICRO FOCUS INTERNATIONAL P 0.02%NISHI-NIPPON FINANCIAL HOLD 0.02%SKYWORTH GROUP LTD 0.02%EQUITRANS MIDSTREAM CORP 0.02%ROYAL MAIL PLC 0.02%Hong Kong Dollar 0.02%TOHO HOLDINGS CO LTD 0.02%COCA-COLA AMATIL LTD 0.02%Taiwan Dollar 0.02%VALEO SA 0.02%Norwegian Krone 0.01%

Security % of PortfolioPREMIER FOODS PLC 0.01%British Pound Sterling 0.01%ELANCO ANIMAL HEALTH INC 2/01/2023 0.01%New Zealand Dollar 0.01%South African Rand 0.01%ACS ACTIVIDADES DE CONSTRUC 3/04/2020 < 0.01%Euro < 0.01%AUD/SGD SPOT 20200302 WPACA 3/02/2020 < 0.01%AUD/JPY SPOT 20200302 WPACA 3/02/2020 < 0.01%Japanese Yen < 0.01%Danish Krone < 0.01%Swedish Krona < 0.01%


49 of 79

PSF Government Income Portfolio

Security % of PortfolioUS 5YR NOTE (CBT) 6/30/2020 32.48%UNITED STATES TREASURY NOTE 11/15/2043 8.04%US 10YR ULTRA FUT 6/19/2020 4.85%UNITED STATES TREASURY NOTE 8/15/2043 3.29%PGIM CORE SHORT-TERM BOND F 12/01/2099 2.84%UNITED STATES TREASURY NOTE 5/15/2043 2.53%SWAP VM CITI USD 12/31/2060 1.67%CD 2019-CD8 MORTGAGE TRUST 8/01/2057 1.64%OZLM XI LTD 10/30/2030 1.46%BARCLAYS COMMERCIAL MORTGAG 8/01/2052 1.23%UNITED STATES TREASURY STRI 11/15/2043 1.11%FREDDIE MAC POOL 10/01/2049 1.08%FREDDIE MAC POOL 12/01/2049 1.01%UNITED STATES TREASURY STRI 2/15/2042 1.00%FREDDIE MAC MULTIFAMILY STR 10/01/2034 0.99%BATTALION CLO XV LTD 1/17/2033 0.97%TRIMARAN CAVU 2019-1 LTD 7/20/2032 0.97%UNITED STATES TREASURY STRI 8/15/2039 0.92%UNITED STATES TREASURY STRI 8/15/2027 0.92%FANNIE MAE-ACES 9/01/2026 0.87%FREDDIE MAC MULTIFAMILY STR 7/01/2028 0.87%UNITED STATES TREASURY STRI 8/15/2041 0.84%FREDDIE MAC MULTIFAMILY STR 10/01/2026 0.83%UNITED STATES TREASURY STRI 2/15/2039 0.83%FREDDIE MAC MULTIFAMILY STR 5/01/2033 0.80%PARK AVENUE INSTITUTIONAL A 5/15/2032 0.78%MOUNTAIN VIEW CLO XIV LTD 4/15/2029 0.78%CATAMARAN CLO 2014-1 LTD 4/22/2030 0.78%WELLFLEET CLO 2017-2 LTD 10/20/2029 0.78%ELEVATION CLO 2017-7 LTD 7/15/2030 0.78%FANNIE MAE POOL 5/01/2040 0.76%RESOLUTION FUNDING CORP PRI 4/15/2030 0.76%FREDDIE MAC MULTIFAMILY STR 8/01/2027 0.74%UNITED STATES TREASURY STRI 5/15/2044 0.72%FANNIE MAE POOL 6/01/2045 0.70%GINNIE MAE II POOL 7/01/2046 0.69%FANNIE MAE-ACES 4/01/2027 0.69%FREDDIE MAC MULTIFAMILY STR 8/01/2028 0.68%GINNIE MAE II POOL 7/01/2048 0.67%PRIVATE EXPORT FUNDING CORP 2/16/2021 0.65%FANNIE MAE POOL 6/01/2049 0.65%FREDDIE MAC MULTIFAMILY STR 11/01/2028 0.64%FANNIE MAE-ACES 11/01/2025 0.63%FANNIE MAE POOL 12/01/2048 0.62%FREDDIE MAC GOLD POOL 3/01/2048 0.62%FANNIE MAE POOL 6/01/2028 0.60%FREDDIE MAC MULTIFAMILY STR 10/01/2028 0.59%FANNIE MAE POOL 10/01/2047 0.59%BATTALION CLO XII LTD 5/17/2031 0.58%GINNIE MAE II POOL 4/01/2047 0.56%FANNIE MAE POOL 9/01/2040 0.55%GINNIE MAE I POOL 3/01/2045 0.54%GINNIE MAE II POOL 9/01/2046 0.54%FREDDIE MAC GOLD POOL 9/01/2039 0.53%

Security % of PortfolioGINNIE MAE II POOL 2/01/2049 0.52%PRIVATE EXPORT FUNDING CORP 12/15/2021 0.52%UNITED STATES TREASURY STRI 5/15/2041 0.51%GINNIE MAE II POOL 7/01/2046 0.50%FANNIE MAE-ACES 7/01/2026 0.49%FANNIE MAE-ACES 9/01/2028 0.49%FANNIE MAE POOL 12/01/2047 0.49%FREDDIE MAC MULTIFAMILY STR 4/01/2028 0.48%FREDDIE MAC MULTIFAMILY STR 3/01/2027 0.48%GINNIE MAE II POOL 4/01/2049 0.46%FEDERAL HOME LOAN BANKS 11/16/2028 0.46%FREDDIE MAC GOLD POOL 8/01/2043 0.46%FANNIE MAE POOL 9/01/2044 0.45%GINNIE MAE II POOL 4/01/2046 0.45%FREDDIE MAC GOLD POOL 10/01/2042 0.41%FREDDIE MAC MULTIFAMILY STR 5/01/2028 0.41%FANNIE MAE POOL 6/01/2042 0.40%FANNIE MAE POOL 7/01/2043 0.40%FANNIE MAE-ACES 8/01/2028 0.40%GINNIE MAE II POOL 1/01/2043 0.40%FANNIE MAE POOL 12/01/2049 0.39%SOUND POINT CLO VII-R LTD 10/23/2031 0.39%REGATTA VIII FUNDING LTD 10/17/2030 0.39%SOUND POINT CLO XXII LTD 1/20/2032 0.39%FANNIE MAE POOL 12/01/2046 0.38%FANNIE MAE POOL 7/01/2031 0.38%FREDDIE MAC MULTIFAMILY STR 3/01/2029 0.38%GINNIE MAE II POOL 12/01/2048 0.38%UNITED STATES TREASURY STRI 8/15/2030 0.36%FANNIE MAE POOL 3/01/2043 0.36%FANNIE MAE POOL 2/01/2031 0.36%FREDDIE MAC MULTIFAMILY STR 3/01/2029 0.36%FANNIE MAE POOL 12/01/2049 0.35%FANNIE MAE POOL 7/01/2046 0.35%FREDDIE MAC GOLD POOL 1/01/2048 0.34%FANNIE MAE POOL 10/01/2045 0.33%UNITED STATES TREASURY STRI 5/15/2039 0.33%FANNIE MAE POOL 7/01/2042 0.33%FANNIE MAE POOL 7/01/2043 0.33%FREDDIE MAC MULTIFAMILY STR 12/01/2030 0.33%BLUEMOUNTAIN CLO 2015-1 LTD 4/13/2027 0.33%GINNIE MAE II POOL 3/01/2045 0.32%GINNIE MAE II POOL 11/01/2046 0.32%UNITED STATES TREASURY STRI 2/15/2022 0.32%TENNESSEE VALLEY AUTHORITY 5/01/2030 0.31%FANNIE MAE POOL 8/01/2028 0.31%UNITED STATES TREASURY STRI 11/15/2035 0.31%FANNIE MAE POOL 6/01/2042 0.31%FREDDIE MAC MULTIFAMILY STR 6/01/2028 0.31%FREDDIE MAC MULTIFAMILY STR 10/01/2028 0.30%PGIM Core Ultra Short Bond 12/01/2099 0.30%FREDDIE MAC GOLD POOL 1/01/2037 0.29%GINNIE MAE II POOL 1/01/2049 0.29%CARLYLE GLOBAL MARKET STRAT 1/20/2032 0.29%


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PSF Government Income Portfolio (continued)

Security % of PortfolioFREDDIE MAC MULTIFAMILY STR 9/01/2028 0.29%FREDDIE MAC GOLD POOL 8/01/2048 0.29%FANNIE MAE POOL 6/01/2034 0.28%FANNIE MAE POOL 9/01/2044 0.28%FANNIE MAE POOL 11/01/2047 0.28%FREDDIE MAC MULTIFAMILY STR 1/01/2026 0.28%FREDDIE MAC GOLD POOL 11/01/2043 0.28%FANNIE MAE POOL 4/01/2042 0.28%FANNIE MAE POOL 11/01/2036 0.27%GINNIE MAE II POOL 9/01/2047 0.27%GINNIE MAE II POOL 4/01/2045 0.27%GINNIE MAE II POOL 8/01/2046 0.26%FANNIE MAE POOL 12/01/2046 0.26%TENNESSEE VALLEY AUTHORITY 11/01/2025 0.26%FANNIE MAE-ACES 1/01/2025 0.26%FANNIE MAE POOL 4/01/2045 0.26%FREDDIE MAC POOL 12/01/2032 0.26%FANNIE MAE POOL 7/01/2045 0.26%FEDERAL NATIONAL MORTGAGE A 11/15/2030 0.26%UNITED STATES TREASURY STRI 2/15/2037 0.25%FREDDIE MAC GOLD POOL 7/01/2042 0.25%FREDDIE MAC MULTIFAMILY STR 6/01/2028 0.24%FREDDIE MAC MULTIFAMILY STR 1/01/2029 0.23%UNITED STATES TREASURY STRI 8/15/2040 0.22%FANNIE MAE POOL 7/01/2047 0.22%GOVERNMENT NATIONAL MORTGAG 10/01/2045 0.21%FREDDIE MAC GOLD POOL 10/01/2045 0.21%FANNIE MAE POOL 7/01/2042 0.20%FANNIE MAE POOL 6/01/2047 0.20%FANNIE MAE OR FREDDIE MAC 4/01/2050 0.20%ISRAEL GOVERNMENT AID BOND 5/15/2025 0.20%UNITED STATES TREASURY STRI 2/15/2044 0.20%GINNIE MAE II POOL 2/01/2041 0.20%FREDDIE MAC GOLD POOL 6/01/2045 0.20%FREDDIE MAC POOL 9/01/2049 0.20%UNITED STATES TREASURY STRI 5/15/2029 0.20%UNITED STATES TREASURY STRI 2/15/2028 0.20%ICG US CLO 2017-2 LTD 10/23/2029 0.19%FREDDIE MAC GOLD POOL 3/01/2030 0.19%BATTALION CLO X LTD 1/24/2029 0.19%GINNIE MAE II POOL 4/01/2043 0.19%FREDDIE MAC MULTIFAMILY STR 4/01/2028 0.19%FREDDIE MAC GOLD POOL 2/01/2047 0.19%FANNIE MAE POOL 2/01/2049 0.19%FANNIE MAE POOL 1/01/2049 0.19%FREDDIE MAC GOLD POOL 9/01/2045 0.18%FREDDIE MAC MULTIFAMILY STR 4/01/2030 0.18%GINNIE MAE II POOL 11/01/2048 0.18%FANNIE MAE POOL 4/01/2042 0.18%FANNIE MAE POOL 11/01/2035 0.18%UNITED STATES TREASURY STRI 8/15/2029 0.17%ISRAEL GOVERNMENT AID BOND 9/18/2033 0.17%GINNIE MAE II POOL 3/01/2041 0.17%UNITED STATES TREASURY STRI 5/15/2031 0.17%

Security % of PortfolioFANNIE MAE POOL 11/01/2046 0.17%FREDDIE MAC MULTIFAMILY STR 10/01/2022 0.16%RESOLUTION FUNDING CORP INT 4/15/2030 0.16%GINNIE MAE II POOL 11/01/2046 0.16%ISRAEL GOVERNMENT AID BOND 11/15/2025 0.16%FANNIE MAE POOL 12/01/2046 0.16%GINNIE MAE II POOL 9/01/2046 0.16%FANNIE MAE POOL 11/01/2047 0.16%FREDDIE MAC GOLD POOL 12/01/2040 0.16%ISRAEL GOVERNMENT AID BOND 5/15/2026 0.16%FANNIE MAE POOL 2/01/2047 0.15%FREDDIE MAC GOLD POOL 12/01/2040 0.15%FREDDIE MAC MULTIFAMILY STR 3/01/2022 0.15%FREDDIE MAC GOLD POOL 9/01/2040 0.15%FANNIE MAE POOL 9/01/2049 0.14%ISRAEL GOVERNMENT AID BOND 11/15/2026 0.14%FREDDIE MAC GOLD POOL 6/01/2029 0.14%FANNIE MAE POOL 11/01/2035 0.14%TENNESSEE VALLEY AUTHORITY 4/01/2036 0.14%GINNIE MAE II POOL 10/01/2046 0.13%UNITED STATES TREASURY STRI 11/15/2036 0.13%UNITED STATES TREASURY STRI 11/15/2045 0.13%FANNIE MAE POOL 3/01/2034 0.13%GINNIE MAE II POOL 6/01/2044 0.13%FANNIE MAE PRINCIPAL STRIP 10/08/2027 0.12%ISRAEL GOVERNMENT AID BOND 2/15/2026 0.12%FANNIE MAE POOL 10/01/2046 0.12%FREDDIE MAC MULTIFAMILY STR 10/01/2028 0.11%FREDDIE MAC GOLD POOL 6/01/2033 0.11%GINNIE MAE I POOL 3/01/2034 0.11%FREDDIE MAC GOLD POOL 1/01/2032 0.11%GINNIE MAE II POOL 10/01/2048 0.11%FREDDIE MAC GOLD POOL 5/01/2034 0.11%FANNIE MAE POOL 6/01/2039 0.10%FANNIE MAE POOL 8/01/2031 0.10%FANNIE MAE POOL 10/01/2035 0.10%FANNIE MAE POOL 10/01/2032 0.10%FANNIE MAE POOL 2/01/2035 0.10%UNITED STATES TREASURY STRI 11/15/2038 0.10%GINNIE MAE II POOL 12/01/2046 0.10%RESOLUTION FUNDING CORP INT 1/15/2029 0.10%ATLAS SENIOR LOAN FUND LTD 1/16/2030 0.10%OCP CLO 20 LTD 7/15/2030 0.10%UNITED STATES TREASURY STRI 2/15/2046 0.10%FANNIE MAE POOL 2/01/2034 0.09%FREDDIE MAC MULTIFAMILY STR 12/01/2028 0.09%FREDDIE MAC MULTIFAMILY STR 12/01/2028 0.09%FANNIE MAE POOL 9/01/2034 0.09%FREDDIE MAC MULTIFAMILY STR 6/01/2022 0.09%GINNIE MAE I POOL 9/01/2033 0.08%FREDDIE MAC MULTIFAMILY STR 5/01/2028 0.08%FSWP: USD 1.604200 15-SEP-2 9/15/2021 0.08%FANNIE MAE POOL 2/01/2033 0.08%FANNIE MAE POOL 7/01/2032 0.08%


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Security % of PortfolioTENNESSEE VALLEY AUTHORITY 2/01/2027 0.08%FREDDIE MAC MULTIFAMILY STR 5/01/2022 0.07%FANNIE MAE POOL 2/01/2043 0.07%FREDDIE MAC GOLD POOL 2/01/2038 0.07%RESOLUTION FUNDING CORP INT 4/15/2028 0.07%FREDDIE MAC GOLD POOL 9/01/2026 0.07%US Dollar 0.07%GINNIE MAE I POOL 6/01/2040 0.07%FANNIE MAE POOL 6/01/2035 0.06%GINNIE MAE I POOL 7/01/2033 0.06%FANNIE MAE POOL 11/01/2035 0.06%RESOLUTION FUNDING CORP PRI 1/15/2030 0.05%FANNIE MAE POOL 10/01/2037 0.05%FANNIE MAE-ACES 2/01/2022 0.05%FANNIE MAE POOL 6/01/2035 0.05%SWP: USD 1.829960 15-JUN-20 6/15/2021 0.05%RESOLUTION FUNDING CORP INT 1/15/2030 0.05%FANNIE MAE POOL 2/01/2034 0.05%FANNIE MAE POOL 10/01/2034 0.04%FANNIE MAE POOL 9/01/2035 0.04%FSWP: USD 1.381210 15-SEP-2 9/15/2021 0.04%GINNIE MAE II POOL 1/01/2047 0.04%FANNIE MAE POOL 5/01/2036 0.04%FSWP: USD 1.479510 15-SEP-2 9/15/2021 0.04%GINNIE MAE I POOL 8/01/2032 0.04%FREDDIE MAC GOLD POOL 1/01/2037 0.03%GINNIE MAE I POOL 4/01/2034 0.03%FANNIE MAE POOL 12/01/2031 0.03%FREDDIE MAC GOLD POOL 9/01/2034 0.03%FANNIE MAE POOL 8/01/2032 0.03%FREDDIE MAC GOLD POOL 5/01/2038 0.03%CMS CAP 0.135 - BOAML 9/13/2021 0.03%FANNIE MAE POOL 7/01/2035 0.03%FANNIE MAE POOL 3/01/2024 0.03%CMS CAP 0.15 - BOAML 8/20/2021 0.03%FANNIE MAE POOL 1/01/2036 0.03%FREDDIE MAC GOLD POOL 8/01/2039 0.03%STRUCTURED ADJUSTABLE RATE 2/01/2034 0.03%GINNIE MAE I POOL 3/01/2036 0.03%FREDDIE MAC GOLD POOL 9/01/2038 0.02%FREDDIE MAC GOLD POOL 5/01/2037 0.02%FEDERAL HOME LOAN MORTGAGE 7/15/2032 0.02%FREDDIE MAC GOLD POOL 6/01/2026 0.02%FANNIE MAE POOL 5/01/2038 0.02%GINNIE MAE I POOL 9/01/2024 0.02%FSWP: OIS 2.173160 31-MAR-2 3/31/2021 0.02%FANNIE MAE POOL 9/01/2035 0.02%GINNIE MAE I POOL 1/01/2024 0.02%FANNIE MAE POOL 6/01/2035 0.02%GINNIE MAE I POOL 8/01/2028 0.02%CMS CAP 0.145 - BOAML 8/16/2021 0.01%GINNIE MAE I POOL 5/01/2024 0.01%FANNIE MAE POOL 12/01/2031 0.01%GINNIE MAE I POOL 12/01/2025 0.01%

Security % of PortfolioFREDDIE MAC GOLD POOL 9/01/2032 0.01%TYM0P 132 PIT 5/22/2020 0.01%FANNIE MAE POOL 1/01/2035 0.01%FANNIE MAE POOL 1/01/2036 0.01%GINNIE MAE I POOL 7/01/2032 0.01%CMS CAP 0.11250 - BARC 7/12/2021 0.01%CMS CAP 0.11250 - BARC 7/13/2021 0.01%MERRILL LYNCH MORTGAGE INVE 10/25/2028 0.01%CMS 2Y 10Y 0.205 - BARC 11/09/2021 0.01%GINNIE MAE I POOL 8/01/2032 0.01%FANNIE MAE POOL 12/01/2033 < 0.01%GINNIE MAE I POOL 7/01/2023 < 0.01%FANNIE MAE POOL 2/01/2025 < 0.01%GINNIE MAE I POOL 6/01/2023 < 0.01%GINNIE MAE I POOL 11/01/2023 < 0.01%FANNIE MAE POOL 5/01/2021 < 0.01%GINNIE MAE I POOL 4/01/2025 < 0.01%GINNIE MAE I POOL 2/01/2026 < 0.01%GINNIE MAE I POOL 8/01/2023 < 0.01%FANNIE MAE POOL 4/01/2025 < 0.01%GINNIE MAE I POOL 8/01/2032 < 0.01%GINNIE MAE I POOL 6/01/2023 < 0.01%GINNIE MAE I POOL 12/01/2025 < 0.01%GINNIE MAE I POOL 5/01/2023 < 0.01%GINNIE MAE I POOL 11/01/2023 < 0.01%GINNIE MAE I POOL 8/01/2032 < 0.01%GINNIE MAE I POOL 10/01/2023 < 0.01%GINNIE MAE I POOL 10/01/2023 < 0.01%GINNIE MAE I POOL 8/01/2023 < 0.01%TYM0P 126 PIT 5/22/2020 < 0.01%FANNIE MAE POOL 11/01/2034 < 0.01%FANNIE MAE POOL 11/01/2024 < 0.01%GINNIE MAE I POOL 9/01/2023 < 0.01%FANNIE MAE POOL 12/01/2034 < 0.01%FANNIE MAE POOL 9/01/2024 < 0.01%GINNIE MAE I POOL 6/01/2023 < 0.01%FANNIE MAE POOL 11/01/2034 < 0.01%FANNIE MAE POOL 12/01/2031 < 0.01%FANNIE MAE POOL 8/01/2034 < 0.01%FREDDIE MAC MULTIFAMILY STR 6/01/2020 < 0.01%GINNIE MAE I POOL 7/01/2023 < 0.01%FANNIE MAE POOL 1/01/2026 < 0.01%FANNIE MAE POOL 10/01/2023 < 0.01%TYM0P 129 PIT 5/22/2020 < 0.01%RECV IRS 2.65876 USD 11/1 11/15/2043 -0.02%RECV OIS 1.96451 2/15/2027 -0.02%RECV OIS 2.454 2/28/2025 -0.02%RECV OIS 1.89861 02152027 2/15/2027 -0.02%FSWP: USD 1.875500 30-APR-2 4/30/2026 -0.03%SWP: OIS 1.507500 09-AUG-20 8/09/2049 -0.04%RECV OIS 2.06749 2/15/2027 -0.05%RECV IRS CTI USD 3.104 31 7/31/2025 -0.06%RECV OIS 1.82354 USD 0215 2/15/2027 -0.06%FSWP: OIS 2.2688000 31-JAN- 1/31/2026 -0.07%


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Security % of PortfolioRECV IRS USD 2.998400 31 5/31/2025 -0.07%RECV IRS 2.33353 USD 11/1 11/15/2024 -0.12%PAYB OIS 2.4075 2 2/12/2025 -0.12%SWP: OIS 1.948500 29-MAR-20 3/29/2024 -0.16%RECV IRS 2.8354 15 8/15/2028 -0.20%RECV IRS MS USD 3.109 31J 7/31/2025 -0.22%RECV IRS 2.17 08152024 8/15/2024 -0.34%PAYB OIS1.4275 8/15/2028 -0.45%US ULTRA BOND CBT 6/19/2020 -3.39%US 10YR NOTE (CBT) 6/19/2020 -5.93%US 2YR NOTE (CBT) 6/30/2020 -10.03%US LONG BOND(CBT) 6/19/2020 -13.18%


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PSF Government Money Market Portfolio

Security % of PortfolioTRI-PARTY BOFA SECURITIES I 3/02/2020 6.10%UNITED STATES TREASURY BILL 3/17/2020 5.65%UNITED STATES TREASURY BILL 3/12/2020 3.49%FEDERAL HOME LOAN BANK DISC 3/06/2020 3.16%FEDERAL HOME LOAN BANK DISC 4/17/2020 3.15%UNITED STATES TREASURY BILL 4/14/2020 2.66%UNITED STATES TREASURY BILL 4/16/2020 2.66%FEDERAL HOME LOAN BANK DISC 3/20/2020 2.33%FEDERAL HOME LOAN BANKS 1/22/2021 2.16%FEDERAL HOME LOAN MORTGAGE 7/10/2020 2.16%UNITED STATES TREASURY BILL 4/09/2020 2.16%FEDERAL HOME LOAN BANKS 5/22/2020 2.00%FEDERAL HOME LOAN BANK DISC 4/24/2020 1.82%FEDERAL HOME LOAN BANKS 5/08/2020 1.66%FEDERAL HOME LOAN BANK DISC 4/29/2020 1.66%FEDERAL HOME LOAN BANKS 8/14/2020 1.50%FEDERAL HOME LOAN BANKS 6/05/2020 1.50%FEDERAL FARM CREDIT BANKS F 4/14/2020 1.33%FEDERAL HOME LOAN BANKS 4/05/2021 1.33%FEDERAL FARM CREDIT BANKS F 2/09/2021 1.33%FEDERAL HOME LOAN BANKS 7/14/2020 1.33%FEDERAL HOME LOAN BANKS 5/10/2021 1.33%FEDERAL HOME LOAN MORTGAGE 5/22/2020 1.33%FEDERAL HOME LOAN BANKS 8/12/2020 1.33%FEDERAL HOME LOAN BANK DISC 5/08/2020 1.33%FEDERAL FARM CREDIT BANKS F 7/21/2020 1.16%FEDERAL HOME LOAN MORTGAGE 2/26/2021 1.16%FEDERAL HOME LOAN BANKS 9/04/2020 1.16%FEDERAL HOME LOAN MORTGAGE 2/24/2021 1.16%FEDERAL FARM CREDIT BANKS F 2/03/2021 1.16%FEDERAL HOME LOAN BANKS 3/02/2020 1.16%FEDERAL HOME LOAN BANKS 4/15/2020 1.16%FEDERAL FARM CREDIT BANKS F 5/18/2020 1.16%FEDERAL FARM CREDIT BANKS F 6/25/2020 1.16%FEDERAL HOME LOAN BANKS 4/22/2020 1.16%FEDERAL HOME LOAN BANKS 6/22/2020 1.16%UNITED STATES TREASURY BILL 3/10/2020 1.16%UNITED STATES TREASURY BILL 3/31/2020 1.16%FANNIE MAE DISCOUNT NOTES 4/01/2020 1.16%FEDERAL HOME LOAN BANK DISC 4/08/2020 1.16%FEDERAL HOME LOAN BANK DISC 5/01/2020 1.16%UNITED STATES TREASURY BILL 5/07/2020 1.16%FEDERAL HOME LOAN BANKS 11/03/2020 1.00%FEDERAL HOME LOAN BANKS 5/06/2020 1.00%FEDERAL HOME LOAN MORTGAGE 9/10/2020 1.00%FEDERAL HOME LOAN BANKS 3/25/2020 1.00%FEDERAL FARM CREDIT BANKS F 8/12/2020 1.00%FEDERAL FARM CREDIT BANKS F 5/29/2020 1.00%FEDERAL FARM CREDIT BANKS F 3/25/2021 1.00%FEDERAL HOME LOAN MORTGAGE 2/05/2021 1.00%FREDDIE MAC DISCOUNT NOTES 3/18/2020 1.00%FEDERAL HOME LOAN BANK DISC 4/22/2020 1.00%FEDERAL HOME LOAN BANKS 4/24/2020 0.91%FEDERAL HOME LOAN BANKS 8/26/2020 0.91%

Security % of PortfolioTRI-PARTY CREDIT AGRICOLE C 3/03/2020 0.83%FEDERAL HOME LOAN BANKS 3/06/2020 0.83%TRI-PARTY HSBC SECURITIES ( 3/03/2020 0.83%FEDERAL FARM CREDIT BANKS F 7/28/2020 0.83%FEDERAL HOME LOAN BANKS 3/12/2020 0.83%FEDERAL FARM CREDIT BANKS F 7/09/2020 0.83%FEDERAL HOME LOAN MORTGAGE 2/19/2021 0.83%FEDERAL HOME LOAN BANKS 8/25/2020 0.75%FEDERAL FARM CREDIT BANKS F 9/25/2020 0.75%FEDERAL HOME LOAN BANKS 5/08/2020 0.67%FEDERAL HOME LOAN BANKS 7/01/2020 0.50%FEDERAL HOME LOAN MORTGAGE 8/27/2021 0.50%FEDERAL HOME LOAN BANKS 10/07/2020 0.42%FEDERAL FARM CREDIT BANKS F 5/11/2020 0.36%FEDERAL HOME LOAN BANKS 7/17/2020 0.33%FEDERAL NATIONAL MORTGAGE A 7/30/2020 0.33%FEDERAL HOME LOAN BANKS 9/28/2020 0.33%FEDERAL HOME LOAN MORTGAGE 5/20/2020 0.33%FEDERAL FARM CREDIT BANKS F 1/14/2021 0.25%FEDERAL FARM CREDIT BANKS F 6/01/2020 0.25%FEDERAL HOME LOAN BANKS 6/10/2020 0.23%FEDERAL HOME LOAN BANKS 3/27/2020 0.17%US Dollar < 0.01%


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PSF High Yield Bond Portfolio

Security % of PortfolioPGIM Institutional Money Ma 12/01/2099 10.70%US 2YR NOTE (CBT) 6/30/2020 5.42%US 10YR NOTE (CBT) 6/19/2020 3.66%PGIM Core Ultra Short Bond 12/01/2099 2.41%US 5YR NOTE (CBT) 6/30/2020 1.55%CLEAR CHANNEL WORLDWIDE HOL 2/15/2024 1.16%EMBARQ CORP 6/01/2036 1.13%CALPINE CORP 1/15/2025 0.82%NATIONSTAR MORTGAGE HOLDING 7/15/2026 0.79%INFOR US INC 5/15/2022 0.79%CATHEDRAL LAKE CLO 2016-4 L 10/20/2028 0.78%REGATTA FUNDING LP 2013-2A 1/15/2029 0.78%RISERVA CLO LTD 10/18/2028 0.78%TICP CLO I-2 LTD 4/26/2028 0.78%SOUND POINT CLO XV LTD 1/23/2029 0.78%JMP CREDIT ADVISORS CLO IV 7/17/2029 0.78%TRINITAS CLO VI LTD 7/25/2029 0.78%UNITED RENTALS NORTH AMERIC 1/15/2028 0.75%BALLYROCK CLO 2016-1 LTD 10/15/2028 0.65%MOUNTAIN VIEW CLO XIV LTD 4/15/2029 0.65%CALPINE CORP 3/15/2028 0.65%ZAYO GROUP LLC / ZAYO CAPIT 1/15/2027 0.61%XPLORNET COMMUNICATIONS INC 6/01/2022 0.60%BOMBARDIER INC 4/15/2027 0.59%REGIONALCARE HOSPITAL PARTN 12/01/2026 0.57%BANFF MERGER SUB INC 9/01/2026 0.56%SWAP VM CITI USD 12/31/2060 0.55%INTELSAT JACKSON HOLDINGS S 7/15/2025 0.55%DIAMOND SPORTS GROUP LLC / 8/15/2027 0.53%SCIENTIFIC GAMES INTERNATIO 5/15/2021 0.52%HCA INC 2/01/2025 0.52%INTRADO CORP 10/15/2025 0.51%FORD MOTOR CO 12/08/2046 0.51%BOMBARDIER INC 12/01/2024 0.51%CHESAPEAKE ENERGY CORP 6/24/2024 0.51%SPRINGLEAF FINANCE CORP 3/15/2026 0.51%DIGICEL LTD 3/01/2023 0.47%DISH DBS CORP 7/01/2026 0.45%MCAFEE LLC 9/29/2025 0.44%XPO LOGISTICS INC 8/15/2024 0.44%SPRINT CAPITAL CORP 3/15/2032 0.43%BOMBARDIER INC 12/01/2021 0.43%US LONG BOND(CBT) 6/19/2020 0.42%NAVISTAR INTERNATIONAL CORP 11/01/2025 0.42%SALLY HOLDINGS LLC / SALLY 12/01/2025 0.41%TICP CLO VI 2016-2 LTD 1/15/2029 0.39%BAUSCH HEALTH COS INC 4/15/2025 0.39%SOUND POINT CLO XII LTD 10/20/2028 0.39%CCO HOLDINGS LLC / CCO HOLD 3/01/2030 0.38%GENON HLDGS CLASS A 0.38%VISTRA OPERATIONS CO LLC 2/15/2027 0.38%LAUREATE EDUCATION INC 5/01/2025 0.37%ROCKIES EXPRESS PIPELINE LL 4/15/2040 0.36%AMERICAN AXLE & MANUFACTURI 3/15/2026 0.36%

Security % of PortfolioJBS USA LUX SA / JBS USA FO 1/15/2030 0.35%PILGRIM'S PRIDE CORP 9/30/2027 0.35%SPRINT CORP 2/15/2025 0.34%MCAFEE LLC 9/30/2024 0.34%CITGO HOLDING INC 8/01/2024 0.33%PLAYTIKA HOLDING CORP 12/10/2024 0.33%TENET HEALTHCARE CORP 11/15/2031 0.33%AECOM 3/15/2027 0.33%PETSMART INC 6/01/2025 0.32%GOLDEN NUGGET INC 10/01/2025 0.32%US CONCRETE INC 6/01/2024 0.32%ASHLAND LLC 5/15/2043 0.32%TAYLOR MORRISON COMMUNITIES 7/15/2027 0.32%COMMSCOPE TECHNOLOGIES LLC 6/15/2025 0.31%OZLM XIII LTD 7/30/2027 0.31%POST HOLDINGS INC 12/15/2029 0.31%WELLFLEET CLO 2015-1 LTD 7/20/2029 0.31%CCO HOLDINGS LLC / CCO HOLD 2/01/2028 0.31%CLOUD CRANE LLC 8/01/2024 0.31%NABORS INDUSTRIES INC 2/01/2025 0.31%NOVA CHEMICALS CORP 6/01/2027 0.30%CEC ENTERTAINMENT INC 2/15/2022 0.30%HERITAGE POWER LLC 7/09/2026 0.30%GREYSTAR REAL ESTATE PARTNE 12/01/2025 0.29%ADIENT GLOBAL HOLDINGS LTD 8/15/2026 0.29%DANA FINANCING LUXEMBOURG S 6/01/2026 0.29%ALLIED UNIVERSAL HOLDCO LLC 7/15/2027 0.29%VECTOR GROUP LTD 2/01/2025 0.29%ORBCOMM INC 4/01/2024 0.29%POLARIS INTERMEDIATE CORP 12/01/2022 0.29%TIBCO SOFTWARE INC 12/01/2021 0.29%SOLENIS INTERNATIONAL LP 6/26/2026 0.28%TALLGRASS ENERGY PARTNERS L 1/15/2028 0.28%GOLDEN ENTERTAINMENT INC 4/15/2026 0.28%ATOTECH ALPHA 2 BV 6/01/2023 0.28%AMC ENTERTAINMENT HOLDINGS 11/15/2026 0.28%HUNT COS INC 2/15/2026 0.28%CLEVELAND-CLIFFS INC 6/01/2027 0.27%ASCENT RESOURCES UTICA HOLD 4/01/2022 0.27%RADIATE HOLDCO LLC / RADIAT 2/15/2023 0.27%CAESARS RESORT COLLECTION L 10/15/2025 0.27%NOVELIS CORP 9/30/2026 0.27%MICHAELS STORES INC 7/15/2027 0.26%VERSCEND ESCROW CORP 8/15/2026 0.26%UNIVISION COMMUNICATIONS IN 2/15/2025 0.26%STARFRUIT FINCO BV / STARFR 10/01/2026 0.26%TENET HEALTHCARE CORP 6/15/2023 0.25%TERRIER MEDIA BUYER INC 12/15/2027 0.25%NATIONAL CINEMEDIA LLC 8/15/2026 0.25%INTELSAT JACKSON HOLDINGS S 8/01/2023 0.25%RP CROWN PARENT LLC 10/15/2024 0.25%TRONOX FINANCE PLC 10/01/2025 0.25%AMC ENTERTAINMENT HOLDINGS 6/15/2025 0.25%BEAZER HOMES USA INC 10/15/2027 0.24%


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PSF High Yield Bond Portfolio (continued)

Security % of PortfolioTAYLOR MORRISON COMMUNITIES 1/31/2025 0.24%SWAP COLLATERAL CITI USD 12/31/2060 0.24%TRANSOCEAN INC 11/01/2025 0.24%ALERIS INTL INC 2/27/2023 0.24%CENTURY COMMUNITIES INC 6/01/2027 0.24%SOLENIS INTERNATIONAL LP 6/26/2025 0.24%AMERIGAS PARTNERS LP / AMER 5/20/2027 0.24%TAYLOR MORRISON COMMUNITIES 6/15/2027 0.24%BROOKFIELD RESIDENTIAL PROP 5/15/2025 0.24%HCA INC 2/01/2029 0.23%DIGICEL LTD 4/15/2021 0.23%TOPBUILD CORP 5/01/2026 0.23%AMERIGAS PARTNERS LP / AMER 5/20/2025 0.23%FIVE POINT OPERATING CO LP 11/15/2025 0.23%FIRST QUANTUM MINERALS LTD 4/01/2025 0.23%CHEMOURS CO/THE 5/15/2027 0.23%MERITAGE HOMES CORP 6/06/2027 0.23%MERITAGE HOMES CORP 6/01/2025 0.22%LPL HOLDINGS INC 9/15/2025 0.22%ASHTON WOODS USA LLC / ASHT 8/01/2025 0.22%ANTERO RESOURCES CORP 3/01/2025 0.22%IAMGOLD CORP 4/15/2025 0.22%ELDORADO GOLD CORP 6/01/2024 0.22%JACOBS ENTERTAINMENT INC 2/01/2024 0.22%HEXION INC 7/15/2027 0.22%GRAY TELEVISION INC 7/15/2026 0.22%JBS USA LUX SA / JBS USA FI 6/15/2025 0.21%CHESAPEAKE ENERGY CORP 1/01/2025 0.21%RITE AID CORP 4/01/2023 0.21%ASHTON WOODS USA LLC / ASHT 4/01/2027 0.20%MPT OPERATING PARTNERSHIP L 10/15/2027 0.20%CNX RESOURCES CORP 4/15/2022 0.20%CHEMOURS CO/THE 5/15/2025 0.20%SCIENTIFIC GAMES INTERNATIO 3/15/2026 0.20%ANTERO MIDSTREAM PARTNERS L 1/15/2028 0.20%IHEARTCOMMUNICATIONS INC 5/01/2027 0.19%FLATIRON CLO 2015-1 LTD 4/15/2027 0.19%ADAMS MILL CLO LTD 7/15/2026 0.19%TAYLOR MORRISON COMMUNITIES 4/15/2023 0.19%SPRINGLEAF FINANCE CORP 1/15/2028 0.19%ENDEAVOR ENERGY RESOURCES L 1/30/2028 0.19%CNX RESOURCES CORP 3/14/2027 0.19%SPRINGLEAF FINANCE CORP 3/15/2025 0.19%FERRELLGAS PARTNERS LP / FE 6/15/2020 0.19%GOLDEN NUGGET INC 10/15/2024 0.19%MGM GROWTH PROPERTIES OPERA 1/15/2028 0.19%CONSTELLIUM SE 2/15/2026 0.19%SUBURBAN PROPANE PARTNERS L 6/01/2024 0.18%TENET HEALTHCARE CORP 2/01/2027 0.18%CIT GROUP INC 3/09/2028 0.18%TRONOX INC 4/15/2026 0.18%BOXER PARENT CO INC 10/02/2025 0.18%STANDARD INDUSTRIES INC/NJ 1/15/2028 0.18%SUPERIOR PLUS LP / SUPERIOR 7/15/2026 0.18%

Security % of PortfolioASCENT RESOURCES UTICA HOLD 11/01/2026 0.18%RAIN CII CARBON LLC / CII C 4/01/2025 0.18%BOMBARDIER INC 3/15/2025 0.18%BAUSCH HEALTH COS INC 5/30/2029 0.18%PRECISION DRILLING CORP 1/15/2026 0.18%EG GLOBAL FINANCE PLC 10/30/2025 0.17%CONSTELLIUM SE 3/01/2025 0.17%BEAZER HOMES USA INC 10/15/2029 0.17%TENET HEALTHCARE CORP 8/01/2025 0.17%NATIONSTAR MORTGAGE HOLDING 1/15/2027 0.17%AMERICAN AXLE & MANUFACTURI 4/01/2025 0.17%UNITED RENTALS NORTH AMERIC 1/15/2030 0.17%INTERNATIONAL GAME TECHNOLO 2/15/2025 0.16%VENATOR FINANCE SARL / VENA 7/15/2025 0.16%COOPER-STANDARD AUTOMOTIVE 11/15/2026 0.16%CORNERSTONE BUILDING BRANDS 4/15/2026 0.16%SSL ROBOTICS LLC 12/31/2023 0.16%TPC GROUP INC 8/01/2024 0.16%HILCORP ENERGY I LP / HILCO 10/01/2025 0.16%ALMONDE INC 6/13/2025 0.16%VISTRA OPERATIONS CO LLC 9/01/2026 0.16%AMERIGAS PARTNERS LP / AMER 8/20/2026 0.16%PENN NATIONAL GAMING INC 1/15/2027 0.16%NEW GOLD INC 5/15/2025 0.16%CORNERSTONE CHEMICAL CO 8/15/2024 0.16%NRG ENERGY INC 1/15/2028 0.15%WPX ENERGY INC 10/15/2027 0.15%B&G FOODS INC 9/15/2027 0.15%GLOBAL PARTNERS LP / GLP FI 6/15/2023 0.15%MATTAMY GROUP CORP 3/01/2030 0.15%FORD MOTOR CO 1/15/2043 0.15%ARD FINANCE SA 6/30/2027 0.15%TRANSOCEAN INC 1/15/2026 0.15%SILVERMORE CLO LTD 5/15/2026 0.15%DIAMOND SPORTS GROUP LLC / 8/15/2026 0.15%EVERI PAYMENTS INC 12/15/2025 0.15%TEMPO ACQUISITION LLC / TEM 6/01/2025 0.14%NGPL PIPECO LLC 12/15/2037 0.14%VICI PROPERTIES LP / VICI N 12/01/2026 0.14%ENTERCOM MEDIA CORP 5/01/2027 0.14%TWIN RIVER WORLDWIDE HOLDIN 6/01/2027 0.14%REYNOLDS GROUP ISSUER INC / 7/15/2024 0.14%CUMULUS MEDIA NEW HOLDINGS 7/01/2026 0.14%WYNN MACAU LTD 12/15/2029 0.14%RADIATE HOLDCO LLC / RADIAT 2/15/2025 0.14%COMMSCOPE INC 3/01/2027 0.14%M/I HOMES INC 2/01/2028 0.14%ENDO DAC / ENDO FINANCE LLC 2/01/2025 0.14%KB HOME 6/15/2027 0.14%BEAZER HOMES USA INC 3/15/2025 0.14%TIBCO SOFTWARE INC 2/14/2028 0.14%TITAN INTERNATIONAL INC 11/30/2023 0.13%SUNOCO LP / SUNOCO FINANCE 2/15/2026 0.13%DIGICEL INTERNATIONAL FINAN 5/25/2024 0.13%


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Security % of PortfolioDIGICEL GROUP ONE LTD 12/30/2022 0.13%VISTRA ENERGY CORP COM 0.13%CITGO PETROLEUM CORP 3/27/2024 0.13%CONNECT FINCO SARL / CONNEC 10/01/2026 0.13%C&W SENIOR FINANCING DAC 9/15/2027 0.13%GRIFFON CORP 3/01/2028 0.13%VISTRA OPERATIONS CO LLC 7/31/2027 0.13%GLP CAPITAL LP / GLP FINANC 4/15/2026 0.13%FAIRSTONE FINANCIAL INC 7/15/2024 0.13%FERRELLGAS LP / FERRELLGAS 1/15/2022 0.13%NEW GOLD INC 11/15/2022 0.13%TALLGRASS ENERGY PARTNERS L 9/15/2024 0.13%FORESTAR GROUP INC 4/15/2024 0.13%VALARIS PLC 2/01/2026 0.13%ANIXTER INC 12/01/2025 0.13%SURGERY CENTER HOLDINGS INC 4/15/2027 0.13%MEDNAX INC 1/15/2027 0.12%ALLIANCE DATA SYSTEMS CORP 12/15/2024 0.12%PATRICK INDUSTRIES INC 10/15/2027 0.12%ANTERO RESOURCES CORP 6/01/2023 0.12%VICI PROPERTIES LP / VICI N 12/01/2029 0.12%FERRELLGAS PARTNERS LP / FE 6/15/2020 0.12%TRANSOCEAN INC 2/01/2027 0.12%KB HOME 5/15/2023 0.12%ENERGY TRANSFER OPERATING L 5/15/2168 0.11%CALPINE CORP 1/15/2024 0.11%BAUSCH HEALTH COS INC 1/30/2030 0.11%BAUSCH HEALTH COS INC 1/30/2028 0.11%FERRELLGAS LP / FERRELLGAS 6/15/2023 0.11%JBS USA LUX SA / JBS USA FO 4/15/2029 0.11%NEW HOME CO INC/THE 4/01/2022 0.11%DIAMOND OFFSHORE DRILLING I 8/15/2025 0.11%INTELSAT LUXEMBOURG SA 6/01/2023 0.11%EXTRACTION OIL & GAS INC 2/01/2026 0.11%TARGA RESOURCES PARTNERS LP 3/15/2024 0.11%RANGE RESOURCES CORP 7/01/2022 0.11%UNITED RENTALS NORTH AMERIC 5/15/2027 0.11%SPRINT CORP 6/15/2024 0.11%MATTAMY GROUP CORP 10/01/2025 0.10%FORD MOTOR CREDIT CO LLC 3/18/2024 0.10%BROOKFIELD RESIDENTIAL PROP 2/15/2030 0.10%KEYCON PWR HLDGS LLC 0.10%CITGO PETROLEUM CORP 7/29/2021 0.10%MEG ENERGY CORP 2/01/2027 0.10%HILCORP ENERGY I LP / HILCO 11/01/2028 0.10%SCOTTS MIRACLE-GRO CO/THE 10/15/2029 0.10%NATIONAL CINEMEDIA LLC 4/15/2028 0.10%TRANSDIGM INC 7/15/2024 0.10%ANTERO RESOURCES CORP 11/01/2021 0.10%HCA INC 9/01/2028 0.10%ATS AUTOMATION TOOLING SYST 6/15/2023 0.10%FXI HOLDINGS INC 11/01/2024 0.10%BAUSCH HEALTH COS INC 1/15/2028 0.10%HECLA MINING CO 2/15/2028 0.10%

Security % of PortfolioCCO HOLDINGS LLC / CCO HOLD 5/01/2023 0.09%RANGE RESOURCES CORP 3/15/2023 0.09%NOURYON USA LLC 10/01/2025 0.09%RANGE RESOURCES CORP 2/01/2026 0.09%MPH ACQUISITION HOLDINGS 6/07/2023 0.09%AMSTED INDUSTRIES INC 5/15/2030 0.09%AECOM 10/15/2024 0.09%SURGERY CENTER HOLDINGS INC 7/01/2025 0.09%CNX MIDSTREAM PARTNERS LP / 3/15/2026 0.09%NABORS INDUSTRIES LTD 1/15/2028 0.09%MATTAMY GROUP CORP 12/15/2027 0.09%FERRELLGAS LP / FERRELLGAS 5/01/2021 0.08%WPX ENERGY INC 9/15/2024 0.08%KRONOS INC/MA 11/01/2024 0.08%PRECISION DRILLING CORP 12/15/2023 0.08%UNITED RENTALS NORTH AMERIC 7/15/2030 0.08%KEYSTONE POWER PASS-THROUGH 6/01/2024 0.08%SCIENTIFIC GAMES INTERNATIO 11/15/2029 0.08%SPRINT CAPITAL CORP 11/15/2028 0.08%RITE AID CORP 7/01/2025 0.08%MEG ENERGY CORP 3/31/2024 0.08%H&E EQUIPMENT SERVICES INC 9/01/2025 0.08%FRONT RANGE BIDCO INC 3/01/2028 0.08%FORESTAR GROUP INC 3/01/2028 0.08%DANA FINANCING LUXEMBOURG S 4/15/2025 0.08%RANGE RESOURCES CORP 5/15/2025 0.08%INFORMATICA LLC 2/14/2025 0.08%FIRST QUANTUM MINERALS LTD 3/01/2024 0.08%ANTERO RESOURCES CORP 12/01/2022 0.08%UNITED RENTALS NORTH AMERIC 12/15/2026 0.08%INTERNATIONAL GAME TECHNOLO 1/15/2027 0.07%CHEMOURS CO/THE 5/15/2023 0.07%MASONITE INTERNATIONAL CORP 2/01/2028 0.07%ALLIED UNIVERSAL HOLDCO LLC 7/15/2026 0.07%ENVIVA PARTNERS LP / ENVIVA 1/15/2026 0.07%MALLINCKRODT INTERNATIONAL 9/24/2024 0.07%ITRON INC 1/15/2026 0.07%ATOTECH ALPHA 3 BV / ALPHA 2/01/2025 0.07%EG AMERICA LLC 4/20/2026 0.07%WYNN RESORTS FINANCE LLC / 10/01/2029 0.07%WEST CLO 2014-1 LTD 7/18/2026 0.07%AMSTED INDUSTRIES INC 7/01/2027 0.07%TIBCO SOFTWARE INC 6/30/2026 0.07%PULTEGROUP INC 3/01/2026 0.07%SABRA HEALTH CARE LP 8/15/2026 0.07%M/I HOMES INC 8/01/2025 0.07%QUEBECOR MEDIA INC 1/15/2023 0.07%SPRINGLEAF FINANCE CORP 11/15/2029 0.07%SUMMIT MATERIALS LLC / SUMM 3/15/2027 0.07%WYNDHAM DESTINATIONS INC 3/01/2030 0.07%CLEVELAND-CLIFFS INC 3/01/2025 0.07%SCIENTIFIC GAMES INTERNATIO 8/14/2024 0.06%SPRINT COMMUNICATIONS INC 8/15/2020 0.06%ELEMENT SOLUTIONS INC 12/01/2025 0.06%


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Security % of PortfolioCash Collateral held FCM Ci 0.06%TAYLOR MORRISON COMMUNITIES 9/01/2023 0.06%BROOKFIELD RESIDENTIAL PROP 9/15/2027 0.06%CENTENE CORP 12/15/2027 0.06%PULTEGROUP INC 1/15/2027 0.06%DIGICEL GROUP TWO LTD 4/01/2024 0.06%HADRIAN MERGER SUB INC 5/01/2026 0.06%AMN HEALTHCARE INC 10/01/2027 0.06%VECTOR GROUP LTD 11/01/2026 0.06%KB HOME 11/15/2029 0.06%CENTENNIAL RESOURCE PRODUCT 1/15/2026 0.06%CSC HOLDINGS LLC 2/01/2028 0.06%GRAY TELEVISION INC 5/15/2027 0.06%WPX ENERGY INC 8/01/2023 0.06%TRIMAS CORP 10/15/2025 0.05%SCIENTIFIC GAMES INTERNATIO 5/15/2028 0.05%TRANSDIGM INC 6/15/2026 0.05%EXTRACTION OIL & GAS INC 5/15/2024 0.05%TRANSOCEAN PONTUS LTD 8/01/2025 0.05%CROWNROCK LP / CROWNROCK FI 10/15/2025 0.05%VALVOLINE INC 2/15/2030 0.05%SCRIPPS ESCROW INC 7/15/2027 0.05%AMC NETWORKS INC 8/01/2025 0.05%GOLDMAN SACHS GROUP INC/THE 2/10/2169 0.05%NINE ENERGY SERVICE INC 11/01/2023 0.05%MIDCONTINENT COMMUNICATIONS 8/15/2027 0.05%CSC HOLDINGS LLC 4/01/2028 0.05%DENBURY RESOURCES INC 5/15/2021 0.05%DUN & BRADSTREET CORP/THE 8/15/2026 0.05%ZAYO GROUP LLC / ZAYO CAPIT 4/01/2023 0.05%DIGICEL GROUP TWO LTD 9/30/2022 0.05%TAYLOR MORRISON COMMUNITIES 3/01/2024 0.05%SINCLAIR TELEVISION GROUP I 3/15/2026 0.04%TENET HEALTHCARE CORP 11/01/2027 0.04%ANTERO MIDSTREAM PARTNERS L 9/15/2024 0.04%WPX ENERGY INC 6/01/2026 0.04%GLOBAL PARTNERS LP / GLP FI 8/01/2027 0.04%NCR CORP 9/01/2027 0.04%MOOD MEDIA BORROWER LLC / M 7/01/2024 0.04%AMERIGAS PARTNERS LP / AMER 5/20/2024 0.04%HEXION HOLDINGS CORP 0.04%ALLISON TRANSMISSION INC 6/01/2029 0.04%AMERICAN AXLE & MANUFACTURI 4/01/2027 0.04%NRG ENERGY INC 6/15/2029 0.04%OWENS-BROCKWAY GLASS CONTAI 8/15/2025 0.03%OCEAN TRAILS CLO IV 8/13/2025 0.03%CCO HOLDINGS LLC / CCO HOLD 6/01/2029 0.03%TRANSDIGM UK HOLDINGS PLC 5/15/2026 0.03%DCP MIDSTREAM OPERATING LP 11/03/2036 0.03%SPECTRUM BRANDS INC 10/01/2029 0.03%IHO VERWALTUNGS GMBH 9/15/2026 0.03%NGPL PIPECO LLC 8/15/2027 0.03%WILLIAM LYON HOMES INC 8/15/2022 0.03%BRINKER INTERNATIONAL INC 10/01/2024 0.03%

Security % of PortfolioTRANSDIGM INC 5/15/2025 0.03%BAUSCH HEALTH COS INC 8/15/2027 0.03%DANA INC 11/15/2027 0.03%ALLISON TRANSMISSION INC 10/01/2027 0.03%SUBURBAN PROPANE PARTNERS L 3/01/2025 0.03%CENTURYLINK INC 9/15/2039 0.03%KEYSTONE 9 12/01/2023 0.03%BAUSCH HEALTH AMERICAS INC 1/31/2027 0.03%MATTEL INC 12/15/2027 0.02%MALLINCKRODT INTERNATIONAL 2/24/2025 0.02%SUBURBAN PROPANE PARTNERS L 3/01/2027 0.02%GENERAL MOTORS CO 4/01/2045 0.02%B&G FOODS INC 4/01/2025 0.02%GENERAL MOTORS CO 10/01/2028 0.02%VALARIS PLC 10/01/2044 0.02%WEST CORP 10/10/2024 0.02%NORTHWESTERN BELL TELEPHONE 5/01/2030 0.02%SUNOCO LP / SUNOCO FINANCE 3/15/2028 0.02%ENCOMPASS HEALTH CORP 2/01/2030 0.02%LENNAR CORP 6/01/2026 0.01%MGM RESORTS INTERNATIONAL 9/01/2026 0.01%BOMBARDIER INC 5/01/2034 0.01%BAUSCH HEALTH COS INC 5/15/2023 0.01%HILCORP ENERGY I LP / HILCO 12/01/2024 0.01%VIDEOTRON LTD 7/15/2022 0.01%FRONTERA ENERGY CORP 0.01%VALARIS PLC 6/15/2025 0.01%AMERICAN HOME MORTGAGE ASSE 10/25/2046 < 0.01%CITIGROUP MORTGAGE LOAN TRU 9/01/2037 < 0.01%RALI SERIES 2006-QA2 TRUST 2/01/2036 < 0.01%JP MORGAN MORTGAGE TRUST 20 8/01/2037 < 0.01%ALTA MESA HOLDINGS LP / ALT 12/15/2024 < 0.01%New Millenium < 0.01%BANC OF AMERICA FUNDING 200 3/01/2036 < 0.01%INDYMAC INDX MORTGAGE LOAN 9/25/2046 < 0.01%ADJUSTABLE RATE MORTGAGE TR 10/01/2035 < 0.01%HARBORVIEW MORTGAGE LOAN TR 7/19/2046 < 0.01%WAMU MORTGAGE PASS-THROUGH 2/01/2037 < 0.01%MASTR ADJUSTABLE RATE MORTG 4/25/2046 < 0.01%ALTERNATIVE LOAN TRUST 2006 7/20/2046 < 0.01%ALTERNATIVE LOAN TRUST 2006 2/01/2037 < 0.01%RESIDENTIAL ASSET SECURITIZ 5/01/2037 < 0.01%WAMU MORTGAGE PASS-THROUGH 2/01/2037 < 0.01%ALTERNATIVE LOAN TRUST 20 10/01/2035 < 0.01%ASCENT RESOURCES CS CL A < 0.01%AMERICAN HOME MORTGAGE INVE 9/01/2045 < 0.01%SOUTHERN ENERGY ESCROW 7/15/2049 < 0.01%MOOD MEDIA CORP < 0.01%MOOD MEDIA CORP RS < 0.01%ASCENT RES 2ND LIEN A WT 3/30/2023 < 0.01%SEVENTY SEVEN ENERGY INC 7/15/2022 < 0.01%ASCENT RES 2ND LIEN B WT 3/30/2023 < 0.01%ESCROW PFD ADELPHIA < 0.01%US Dollar -0.14%


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Security % of PortfolioICE: (CDX.NA.HY.33.V1) - JP 12/20/2024 -0.37%US ULTRA BOND CBT 6/19/2020 -0.39%


59 of 79

PSF Jennison 20/20 Focus Portfolio

Security % of PortfolioMICROSOFT CORP 6.39%ALPHABET INC 5.27%PGIM Institutional Money Ma 12/01/2099 4.71%AMAZON.COM INC 3.84%ASTRAZENECA PLC 3.73%AMERICAN ELECTRIC POWER CO 3.71%APPLE INC 3.59%NVIDIA CORP 3.47%JPMORGAN CHASE & CO 3.03%WALMART INC 2.87%NETFLIX INC 2.86%ADOBE INC 2.85%ALIBABA GROUP HOLDING LTD 2.82%MASTERCARD INC 2.82%SALESFORCE.COM INC 2.81%PNC FINANCIAL SERVICES GROU 2.64%MONDELEZ INTERNATIONAL INC 2.61%ADYEN NV 2.58%TEXAS INSTRUMENTS INC 2.47%LULULEMON ATHLETICA INC 2.45%TESLA INC 2.42%PGIM Core Ultra Short Bond 12/01/2099 2.36%METLIFE INC 2.33%ZIMMER BIOMET HOLDINGS INC 2.16%UNITED TECHNOLOGIES CORP 2.16%KERING SA 2.10%ESTEE LAUDER COS INC/THE 2.08%UBER TECHNOLOGIES INC 1.98%CHUBB LTD 1.89%NIKE INC 1.80%FLEETCOR TECHNOLOGIES INC 1.74%ELI LILLY & CO 1.73%LINDE PLC 1.55%COMCAST CORP 1.33%LOWE'S COS INC 1.30%AIRBUS SE 0.98%ROYAL DUTCH SHELL PLC 0.77%DOMINION ENERGY INC 0.77%SCHLUMBERGER LTD 0.67%NOBLE ENERGY INC 0.29%US Dollar 0.09%


60 of 79

PSF Natural Resources Portfolio

Security % of PortfolioPGIM Institutional Money Ma 12/01/2099 7.39%PGIM Core Ultra Short Bond 12/01/2099 4.59%BHP GROUP LTD 3.28%LINDE PLC 2.91%CHEVRON CORP 2.77%INVESCO SOLAR ETF 2.73%BP PLC 2.65%RIO TINTO PLC 2.41%ECOLAB INC 2.32%TOTAL SA 2.21%AIR PRODUCTS & CHEMICALS IN 2.05%OCCIDENTAL PETROLEUM CORP 2.01%VANECK VECTORS GOLD MINERS 1.94%AIR LIQUIDE SA 1.94%PIONEER NATURAL RESOURCES C 1.82%VALERO ENERGY CORP 1.62%EOG RESOURCES INC 1.60%SCHLUMBERGER LTD 1.58%SHERWIN-WILLIAMS CO/THE 1.52%CONOCOPHILLIPS 1.45%LUNDIN MINING CORP 1.42%SUNCOR ENERGY INC 1.39%KINDER MORGAN INC/DE 1.38%NESTE OYJ 1.38%ONEOK INC 1.35%US Dollar 1.32%MARATHON PETROLEUM CORP 1.31%FMC CORP 1.27%FIRST QUANTUM MINERALS LTD 1.26%WILLIAMS COS INC/THE 1.22%FREEPORT-MCMORAN INC 1.20%BALL CORP 1.18%TC ENERGY CORP 1.14%CROWN HOLDINGS INC 1.14%CONCHO RESOURCES INC 1.13%NEXTERA ENERGY INC 1.11%KANSAS CITY SOUTHERN 1.08%ORSTED A/S 1.04%UNION PACIFIC CORP 1.01%SAMSUNG SDI CO LTD 1.00%VESTAS WIND SYSTEMS A/S 0.98%SHIN-ETSU CHEMICAL CO LTD 0.98%CHART INDUSTRIES INC 0.96%SOLAREDGE TECHNOLOGIES INC 0.96%UMICORE SA 0.96%EATON CORP PLC 0.96%ITRON INC 0.95%HESS CORP 0.95%ROYAL DUTCH SHELL PLC 0.93%ENPHASE ENERGY INC 0.93%AMETEK INC 0.92%ROYAL DUTCH SHELL PLC 0.92%ANTOFAGASTA PLC 0.91%DIAMONDBACK ENERGY INC 0.90%

Security % of PortfolioPPG INDUSTRIES INC 0.90%EQUINOR ASA 0.86%LG CHEM LTD 0.85%SUNRUN INC 0.83%ENEL SPA 0.80%SOCIEDAD QUIMICA Y MINERA D 0.79%SCATEC SOLAR ASA 0.66%HANNON ARMSTRONG SUSTAINABL 0.63%CRH PLC 0.62%SUNNOVA ENERGY INTERNATIONA 0.60%WPX ENERGY INC 0.58%NEC CORP 0.56%TAIHEIYO CEMENT CORP 0.54%RENEWABLE ENERGY GROUP INC 0.53%VARTA AG 0.53%AXALTA COATING SYSTEMS LTD 0.46%PANASONIC CORP 0.46%NEL ASA 0.45%AUD/USD SPOT 20200302 00009 3/02/2020 0.01%Canadian Dollar < 0.01%British Pound Sterling < 0.01%Norwegian Krone < 0.01%PLATMIN LTD < 0.01%NOK/USD SPOT 20200302 00009 3/02/2020 < 0.01%


61 of 79

PSF SP International Growth Portfolio

Security % of PortfolioALIBABA GROUP HOLDING LTD 3.29%PGIM Institutional Money Ma 12/01/2099 2.46%AIA GROUP LTD 2.29%LVMH MOET HENNESSY LOUIS VU 2.13%ADYEN NV 2.03%EXPERIAN PLC 1.85%SAP SE 1.79%BLCKRCK LIQ FDFND-INST 12/01/2099 1.64%ASML HOLDING NV 1.51%SAFRAN SA 1.48%FERRARI NV 1.44%AIRBUS SE 1.44%SARTORIUS AG 1.44%DASSAULT SYSTEMES SE 1.33%GIVAUDAN SA 1.31%STRAUMANN HOLDING AG 1.30%WUXI BIOLOGICS CAYMAN INC 1.26%PERNOD RICARD SA 1.25%LONZA GROUP AG 1.24%NOVO NORDISK A/S 1.24%L'OREAL SA 1.18%RELX PLC 1.15%MERCADOLIBRE INC 1.14%CHECK POINT SOFTWARE TECHNO 1.13%KEYENCE CORP 1.12%LULULEMON ATHLETICA INC 1.10%LONDON STOCK EXCHANGE GROUP 1.04%TAIWAN SEMICONDUCTOR MANUFA 1.04%INFINEON TECHNOLOGIES AG 1.00%PARTNERS GROUP HOLDING AG 0.98%SHOPIFY INC 0.95%DAIKIN INDUSTRIES LTD 0.95%NOVARTIS AG 0.94%ALCON INC 0.94%COMPASS GROUP PLC 0.92%MEITUAN DIANPING 0.91%HOYA CORP 0.89%BROOKFIELD ASSET MANAGEMENT 0.88%TENCENT HOLDINGS LTD 0.83%ADIDAS AG 0.80%KERING SA 0.80%CSL LTD 0.79%CANADIAN NATIONAL RAILWAY C 0.79%BRUNELLO CUCINELLI SPA 0.78%DIAGEO PLC 0.77%PGIM Core Ultra Short Bond 12/01/2099 0.76%ASHTEAD GROUP PLC 0.76%SEA LTD 0.73%ASTRAZENECA PLC 0.70%ATLASSIAN CORP PLC 0.70%KINGSPAN GROUP PLC 0.69%ATLAS COPCO AB 0.69%COLOPLAST A/S 0.68%ROCHE HOLDING AG 0.67%

Security % of PortfolioMACQUARIE GROUP LTD 0.66%ORSTED A/S 0.65%CHINA MERCHANTS BANK CO LTD 0.65%TORONTO-DOMINION BANK/THE 0.64%ST JAMES'S PLACE PLC 0.64%COCHLEAR LTD 0.63%KWEICHOW MOUTAI CO LTD 0.63%JIANGSU HENGRUI MEDICINE CO 0.62%TECHTRONIC INDUSTRIES CO LT 0.61%NETEASE INC 0.60%SONOVA HOLDING AG 0.60%HEXAGON AB 0.59%KONINKLIJKE PHILIPS NV 0.59%SAP SE 0.59%AMADEUS IT GROUP SA 0.58%KERRY GROUP PLC 0.57%HEINEKEN NV 0.56%BUNZL PLC 0.56%CAPGEMINI SE 0.55%SEGRO PLC 0.55%GERRESHEIMER AG 0.54%SMC CORP/JAPAN 0.53%AON PLC 0.53%TAL EDUCATION GROUP 0.52%SIKA AG 0.51%TEMENOS AG 0.51%MENICON CO LTD 0.51%BAWAG GROUP AG 0.50%RECKITT BENCKISER GROUP PLC 0.49%HDFC BANK LTD 0.48%SHISEIDO CO LTD 0.47%CRH PLC 0.46%RELIANCE INDUSTRIES LTD 0.45%FERGUSON PLC 0.44%SAMSONITE INTERNATIONAL SA 0.43%TOTAL SA 0.43%CTS EVENTIM AG & CO KGAA 0.43%SIG COMBIBLOC GROUP AG 0.42%SENSATA TECHNOLOGIES HOLDIN 0.42%PRUDENTIAL PLC 0.42%TELEPERFORMANCE 0.42%GALAXY ENTERTAINMENT GROUP 0.42%DBS GROUP HOLDINGS LTD 0.41%SHIONOGI & CO LTD 0.41%TOYOTA MOTOR CORP 0.40%ACS ACTIVIDADES DE CONSTRUC 0.39%GMO PAYMENT GATEWAY INC 0.39%DCC PLC 0.37%RATIONAL AG 0.36%ALIMENTATION COUCHE-TARD IN 0.36%ARISTOCRAT LEISURE LTD 0.36%NEXI SPA 0.35%JULIUS BAER GROUP LTD 0.35%SGS SA 0.35%


62 of 79

PSF SP International Growth Portfolio (continued)

Security % of PortfolioELECTROCOMPONENTS PLC 0.35%RENTOKIL INITIAL PLC 0.33%SANWA HOLDINGS CORP 0.33%FREEE KK 0.33%SCOUT24 AG 0.33%DOLLARAMA INC 0.33%KBC GROUP NV 0.32%FEVERTREE DRINKS PLC 0.32%UBS GROUP AG 0.31%BRENNTAG AG 0.31%AERCAP HOLDINGS NV 0.31%SUNCOR ENERGY INC 0.31%BRIDGESTONE CORP 0.31%ASSA ABLOY AB 0.31%DEUTSCHE BOERSE AG 0.31%SPECTRIS PLC 0.30%CONTINENTAL AG 0.27%QIAGEN NV 0.27%DSV PANALPINA A/S 0.27%AIR LIQUIDE SA 0.27%REMY COINTREAU SA 0.26%TERUMO CORP 0.23%NXP SEMICONDUCTORS NV 0.23%KAO CORP 0.21%PERSOL HOLDINGS CO LTD 0.20%TRAINLINE PLC 0.19%GALP ENERGIA SGPS SA 0.19%BARRATT DEVELOPMENTS PLC 0.18%NESTE OYJ 0.18%TENARIS SA 0.18%INSURANCE AUSTRALIA GROUP L 0.16%SWEDBANK AB 0.15%ASAHI INTECC CO LTD 0.15%SCHNEIDER ELECTRIC SE 0.15%ARKEMA SA 0.14%ABCAM PLC 0.12%QIAGEN NV 0.08%Swiss Franc 0.08%BUDWEISER BREWING CO APAC L 0.06%ACS ACTIVIDADES DE CONSTRUC 3/04/2020 0.01%EUR/USD SPOT 20200302 BNYM 3/02/2020 < 0.01%British Pound Sterling < 0.01%Swedish Krona < 0.01%Japanese Yen < 0.01%Indian Rupee < 0.01%HKD/USD SPOT 20200302 BNYM 3/02/2020 < 0.01%GBP/USD SPOT 20200302 BNYM 3/02/2020 < 0.01%US Dollar -0.20%


63 of 79

PSF SP Prudential US Emerging Growth Portfolio

Security % of PortfolioPGIM Institutional Money Ma 12/01/2099 9.98%PGIM Core Ultra Short Bond 12/01/2099 4.14%GLOBAL PAYMENTS INC 2.82%ADVANCED MICRO DEVICES INC 2.60%FISERV INC 2.32%O'REILLY AUTOMOTIVE INC 2.16%LAM RESEARCH CORP 1.85%INGERSOLL-RAND PLC 1.52%DEXCOM INC 1.44%WASTE CONNECTIONS INC 1.39%BOOZ ALLEN HAMILTON HOLDING 1.37%CENTENE CORP 1.34%BALL CORP 1.33%ZEBRA TECHNOLOGIES CORP 1.29%LULULEMON ATHLETICA INC 1.26%SYNOPSYS INC 1.23%KEYSIGHT TECHNOLOGIES INC 1.20%AMPHENOL CORP 1.19%IHS MARKIT LTD 1.18%TRADE DESK INC/THE 1.17%HILTON WORLDWIDE HOLDINGS I 1.17%RESMED INC 1.16%VULCAN MATERIALS CO 1.12%TELADOC HEALTH INC 1.12%ROSS STORES INC 1.11%AMETEK INC 1.10%COPART INC 1.08%TAKE-TWO INTERACTIVE SOFTWA 1.02%SPLUNK INC 1.01%DOLLAR GENERAL CORP 0.98%CBRE GROUP INC 0.97%SPOTIFY TECHNOLOGY SA 0.97%AVERY DENNISON CORP 0.96%RINGCENTRAL INC 0.94%GENERAC HOLDINGS INC 0.92%TRACTOR SUPPLY CO 0.91%XILINX INC 0.91%CARLISLE COS INC 0.89%FORTUNE BRANDS HOME & SECUR 0.89%BURLINGTON STORES INC 0.89%STANLEY BLACK & DECKER INC 0.88%COSTAR GROUP INC 0.87%MSCI INC 0.87%FIRST REPUBLIC BANK/CA 0.86%PROGRESSIVE CORP/THE 0.85%EXACT SCIENCES CORP 0.85%INSULET CORP 0.84%NORDSON CORP 0.82%HEICO CORP 0.81%INTUIT INC 0.81%NVR INC 0.80%OLD DOMINION FREIGHT LINE I 0.80%GARMIN LTD 0.79%FLEETCOR TECHNOLOGIES INC 0.79%

Security % of PortfolioCADENCE DESIGN SYSTEMS INC 0.78%KLA CORP 0.77%JAZZ PHARMACEUTICALS PLC 0.77%NASDAQ INC 0.76%VEEVA SYSTEMS INC 0.75%S&P GLOBAL INC 0.75%MARKETAXESS HOLDINGS INC 0.71%OKTA INC 0.70%ARISTA NETWORKS INC 0.69%NEW YORK TIMES CO/THE 0.69%ENPHASE ENERGY INC 0.69%TESLA INC 0.67%NATIONAL VISION HOLDINGS IN 0.67%SERVICENOW INC 0.66%BRIGHT HORIZONS FAMILY SOLU 0.62%THOR INDUSTRIES INC 0.62%FTI CONSULTING INC 0.59%CHIPOTLE MEXICAN GRILL INC 0.57%CROWDSTRIKE HOLDINGS INC 0.57%ELANCO ANIMAL HEALTH INC 0.56%MICROCHIP TECHNOLOGY INC 0.56%EXELIXIS INC 0.56%ALNYLAM PHARMACEUTICALS INC 0.56%MONGODB INC 0.53%ANAPLAN INC 0.52%CONCHO RESOURCES INC 0.49%PARKER-HANNIFIN CORP 0.47%SHOPIFY INC 0.46%CATALENT INC 0.46%RED ROCK RESORTS INC 0.45%TD AMERITRADE HOLDING CORP 0.43%BLACK KNIGHT INC 0.43%ENTEGRIS INC 0.43%FIDELITY NATIONAL INFORMATI 0.41%ILLUMINA INC 0.39%SQUARE INC 0.39%MEDALLIA INC 0.38%AGIOS PHARMACEUTICALS INC 0.38%EAST WEST BANCORP INC 0.38%ACADIA HEALTHCARE CO INC 0.37%FAIR ISAAC CORP 0.36%FLIR SYSTEMS INC 0.36%LYFT INC 0.35%ZSCALER INC 0.33%INTERCEPT PHARMACEUTICALS I 0.32%GARDNER DENVER HOLDINGS INC 0.31%BIOMARIN PHARMACEUTICAL INC 0.29%SAGE THERAPEUTICS INC 0.21%SLACK TECHNOLOGIES INC 0.21%US Dollar 0.05%


64 of 79

PSF SP Small Cap Value Portfolio

Security % of PortfolioPGIM Institutional Money Ma 12/01/2099 4.91%ISHARES RUSSELL 2000 VALUE 1.63%PORTLAND GENERAL ELECTRIC C 1.26%HEALTHCARE REALTY TRUST INC 1.02%STAG INDUSTRIAL INC 0.97%REXNORD CORP 0.97%LUMENTUM HOLDINGS INC 0.94%KBR INC 0.92%GLACIER BANCORP INC 0.88%INDEPENDENT BANK CORP 0.87%PGIM Core Ultra Short Bond 12/01/2099 0.86%CYRUSONE INC 0.85%COLUMBIA BANKING SYSTEM INC 0.85%ALLETE INC 0.84%COMMUNITY BANK SYSTEM INC 0.83%SAIA INC 0.83%NATIONAL HEALTH INVESTORS I 0.82%KENNAMETAL INC 0.82%PS BUSINESS PARKS INC 0.81%ONE GAS INC 0.81%SYNEOS HEALTH INC 0.79%UNITED COMMUNITY BANKS INC/ 0.78%REDWOOD TRUST INC 0.77%STIFEL FINANCIAL CORP 0.75%ACADIA REALTY TRUST 0.75%PERSPECTA INC 0.75%VIPER ENERGY PARTNERS LP 0.75%FIRST MERCHANTS CORP 0.75%CENTERSTATE BANK CORP 0.75%CVB FINANCIAL CORP 0.75%PNM RESOURCES INC 0.74%MARRIOTT VACATIONS WORLDWID 0.74%ATLANTIC UNION BANKSHARES C 0.71%PEBBLEBROOK HOTEL TRUST 0.71%MGIC INVESTMENT CORP 0.70%BANNER CORP 0.70%RENASANT CORP 0.70%SELECTIVE INSURANCE GROUP I 0.69%SKYWEST INC 0.67%BEACON ROOFING SUPPLY INC 0.66%BANCORPSOUTH BANK 0.64%AMERIS BANCORP 0.64%WASHINGTON FEDERAL INC 0.64%GROUP 1 AUTOMOTIVE INC 0.63%NEXSTAR MEDIA GROUP INC 0.63%KINSALE CAPITAL GROUP INC 0.62%COLUMBIA PROPERTY TRUST INC 0.62%RLJ LODGING TRUST 0.60%CHESAPEAKE UTILITIES CORP 0.60%PENNYMAC MORTGAGE INVESTMEN 0.60%KB HOME 0.59%VISHAY INTERTECHNOLOGY INC 0.56%CALLAWAY GOLF CO 0.56%SAFEHOLD INC 0.55%

Security % of PortfolioHOULIHAN LOKEY INC 0.55%LAKELAND FINANCIAL CORP 0.55%RLI CORP 0.54%MFA FINANCIAL INC 0.52%FIRST FINANCIAL BANKSHARES 0.52%HUDSON PACIFIC PROPERTIES I 0.52%RH 0.51%SOUTH STATE CORP 0.51%TWO HARBORS INVESTMENT CORP 0.50%TRIMAS CORP 0.50%EMCOR GROUP INC 0.50%GREAT WESTERN BANCORP INC 0.50%KENNEDY-WILSON HOLDINGS INC 0.50%CACTUS INC 0.50%MACOM TECHNOLOGY SOLUTIONS 0.50%GOLAR LNG LTD 0.49%IDACORP INC 0.49%SYNNEX CORP 0.48%WATTS WATER TECHNOLOGIES IN 0.48%SYNAPTICS INC 0.48%KAMAN CORP 0.47%PARK HOTELS & RESORTS INC 0.47%AVANOS MEDICAL INC 0.47%TOPBUILD CORP 0.47%NETSCOUT SYSTEMS INC 0.47%VERINT SYSTEMS INC 0.46%OCEANFIRST FINANCIAL CORP 0.46%TTM TECHNOLOGIES INC 0.46%WPX ENERGY INC 0.46%LIFE STORAGE INC 0.45%ENSTAR GROUP LTD 0.45%ONTO INNOVATION INC 0.45%MERITAGE HOMES CORP 0.45%AMN HEALTHCARE SERVICES INC 0.44%LIVERAMP HOLDINGS INC 0.44%EMERGENT BIOSOLUTIONS INC 0.44%PRESTIGE CONSUMER HEALTHCAR 0.44%DECKERS OUTDOOR CORP 0.43%ALTRA INDUSTRIAL MOTION COR 0.43%FEDERAL SIGNAL CORP 0.43%PRIMERICA INC 0.43%VIAVI SOLUTIONS INC 0.43%ALLSCRIPTS HEALTHCARE SOLUT 0.43%APERGY CORP 0.42%FB FINANCIAL CORP 0.42%COMMERCIAL METALS CO 0.42%HOSTESS BRANDS INC 0.42%CONMED CORP 0.42%PINNACLE FINANCIAL PARTNERS 0.42%NVENT ELECTRIC PLC 0.41%FIRST MIDWEST BANCORP INC/I 0.41%URBAN EDGE PROPERTIES 0.41%ASGN INC 0.40%LIBERTY LATIN AMERICA LTD 0.40%


65 of 79

PSF SP Small Cap Value Portfolio (continued)

Security % of PortfolioNOMAD FOODS LTD 0.40%HB FULLER CO 0.39%TRICO BANCSHARES 0.39%KEMPER CORP 0.39%AEROJET ROCKETDYNE HOLDINGS 0.38%SUMMIT MATERIALS INC 0.38%SIMPLY GOOD FOODS CO/THE 0.38%PACIFIC PREMIER BANCORP INC 0.38%LAUREATE EDUCATION INC 0.37%KNOWLES CORP 0.37%DARLING INGREDIENTS INC 0.37%ACADIA HEALTHCARE CO INC 0.36%PATRICK INDUSTRIES INC 0.36%GRAY TELEVISION INC 0.36%TRIUMPH GROUP INC 0.36%WERNER ENTERPRISES INC 0.36%PROVIDENT FINANCIAL SERVICE 0.36%BOTTOMLINE TECHNOLOGIES DE 0.35%CONNECTONE BANCORP INC 0.35%US Dollar 0.35%BROOKLINE BANCORP INC 0.35%LUMINEX CORP 0.34%HOME BANCSHARES INC/AR 0.33%ABM INDUSTRIES INC 0.33%WENDY'S CO/THE 0.33%FARO TECHNOLOGIES INC 0.33%CARPENTER TECHNOLOGY CORP 0.32%BURLINGTON STORES INC 0.32%CROCS INC 0.32%HERC HOLDINGS INC 0.32%AMERISAFE INC 0.32%CIRCOR INTERNATIONAL INC 0.32%SEMTECH CORP 0.32%NMI HOLDINGS INC 0.32%POLYONE CORP 0.32%ANIXTER INTERNATIONAL INC 0.32%CONSTELLIUM SE 0.31%HERITAGE FINANCIAL CORP/WA 0.31%ENTEGRIS INC 0.31%INTEGRA LIFESCIENCES HOLDIN 0.31%CTS CORP 0.30%H&E EQUIPMENT SERVICES INC 0.29%ICF INTERNATIONAL INC 0.29%GRIFFON CORP 0.29%ENERPAC TOOL GROUP CORP 0.28%PALOMAR HOLDINGS INC 0.28%TOWNE BANK/PORTSMOUTH VA 0.28%BRIGHAM MINERALS INC 0.28%UNIVAR SOLUTIONS INC 0.28%BOYD GAMING CORP 0.28%SJW GROUP 0.27%EURONAV NV 0.27%CHEGG INC 0.27%COLUMBUS MCKINNON CORP/NY 0.27%

Security % of PortfolioPAPA JOHN'S INTERNATIONAL I 0.27%HMS HOLDINGS CORP 0.26%PERFORMANCE FOOD GROUP CO 0.26%VISTEON CORP 0.25%SILICON LABORATORIES INC 0.25%DINE BRANDS GLOBAL INC 0.25%NAVISTAR INTERNATIONAL CORP 0.24%AIR TRANSPORT SERVICES GROU 0.24%SONIC AUTOMOTIVE INC 0.23%BANK OF HAWAII CORP 0.23%RATTLER MIDSTREAM LP 0.22%PJT PARTNERS INC 0.22%BRYN MAWR BANK CORP 0.22%SANDY SPRING BANCORP INC 0.22%FIRSTCASH INC 0.21%GERMAN AMERICAN BANCORP INC 0.21%MARTEN TRANSPORT LTD 0.21%COHU INC 0.21%PROSPERITY BANCSHARES INC 0.20%BELLRING BRANDS INC 0.20%VIRTU FINANCIAL INC 0.19%WARRIOR MET COAL INC 0.19%COMMVAULT SYSTEMS INC 0.19%AMERICAN WOODMARK CORP 0.19%PDC ENERGY INC 0.19%ELDORADO RESORTS INC 0.18%GRANITE POINT MORTGAGE TRUS 0.18%SANDSTORM GOLD LTD 0.18%CARS.COM INC 0.18%ZUMIEZ INC 0.18%DELEK US HOLDINGS INC 0.18%GRANITE CONSTRUCTION INC 0.17%ONESPAWORLD HOLDINGS LTD 0.17%INNOSPEC INC 0.17%VOCERA COMMUNICATIONS INC 0.16%AVAYA HOLDINGS CORP 0.16%MATADOR RESOURCES CO 0.16%QUAKER CHEMICAL CORP 0.16%CHATHAM LODGING TRUST 0.15%AARON'S INC 0.15%TCF FINANCIAL CORP 0.14%PREFERRED APARTMENT COMMUNI 0.14%HUB GROUP INC 0.13%HELEN OF TROY LTD 0.13%CNO FINANCIAL GROUP INC 0.13%G-III APPAREL GROUP LTD 0.13%CENTRAL GARDEN & PET CO 0.12%FALCON MINERALS CORP 0.12%OPORTUN FINANCIAL CORP 0.11%SHOE CARNIVAL INC 0.11%II-VI INC 0.11%AMALGAMATED BANK 0.11%PROASSURANCE CORP 0.11%DUCOMMUN INC 0.11%


66 of 79

PSF SP Small Cap Value Portfolio (continued)

Security % of PortfolioKAISER ALUMINUM CORP 0.10%GUESS? INC 0.10%BRP GROUP INC 0.09%CURTISS-WRIGHT CORP 0.09%DANA INC 0.09%JACK IN THE BOX INC 0.09%DORMAN PRODUCTS INC 0.09%FIRST OF LONG ISLAND CORP/T 0.08%FOUNDATION BUILDING MATERIA 0.08%AMERICAN AXLE & MANUFACTURI 0.08%COEUR MINING INC 0.08%ALERUS FINANCIAL CORP 0.07%WW INTERNATIONAL INC 0.07%GROCERY OUTLET HOLDING CORP 0.07%FLUSHING FINANCIAL CORP 0.06%TENNECO INC 0.05%SIGNET JEWELERS LTD 0.05%LIVE NATION ENTERTAINMENT I 0.05%GENESCO INC 0.05%RENT-A-CENTER INC/TX 0.05%TEGNA INC 0.05%KRATON CORP 0.04%ALLEGHENY TECHNOLOGIES INC 0.03%COLUMBIA SPORTSWEAR CO 0.02%


67 of 79

PSF Small Capitalization Stock Portfolio

Security % of PortfolioPGIM Institutional Money Ma 12/01/2099 13.62%EXPONENT INC 0.48%LHC GROUP INC 0.46%AEROJET ROCKETDYNE HOLDINGS 0.45%AMN HEALTHCARE SERVICES INC 0.44%TOPBUILD CORP 0.44%OMNICELL INC 0.43%STRATEGIC EDUCATION INC 0.41%MOMENTA PHARMACEUTICALS INC 0.41%SIMPSON MANUFACTURING CO IN 0.41%GLACIER BANCORP INC 0.41%NEOGEN CORP 0.40%AVISTA CORP 0.40%COMMUNITY BANK SYSTEM INC 0.40%JOHN BEAN TECHNOLOGIES CORP 0.39%AGREE REALTY CORP 0.39%COGENT COMMUNICATIONS HOLDI 0.39%BALCHEM CORP 0.39%VIAVI SOLUTIONS INC 0.38%NEOGENOMICS INC 0.38%INTEGER HOLDINGS CORP 0.37%ANIXTER INTERNATIONAL INC 0.37%UNIVERSAL FOREST PRODUCTS I 0.37%UNIFIRST CORP/MA 0.36%AMERICAN STATES WATER CO 0.36%EL PASO ELECTRIC CO 0.35%LITHIA MOTORS INC 0.34%CONMED CORP 0.34%OLD NATIONAL BANCORP/IN 0.34%QUALYS INC 0.34%ITRON INC 0.34%IRIDIUM COMMUNICATIONS INC 0.33%WATTS WATER TECHNOLOGIES IN 0.33%E-MINI RUSS 2000 3/20/2020 0.33%INVESCO MORTGAGE CAPITAL IN 0.33%EMERGENT BIOSOLUTIONS INC 0.33%SELECT MEDICAL HOLDINGS COR 0.33%LEXINGTON REALTY TRUST 0.33%POWER INTEGRATIONS INC 0.33%BARNES GROUP INC 0.32%EXLSERVICE HOLDINGS INC 0.32%STEVEN MADDEN LTD 0.32%KINSALE CAPITAL GROUP INC 0.32%SOUTH JERSEY INDUSTRIES INC 0.32%BROOKS AUTOMATION INC 0.32%WINGSTOP INC 0.32%MOOG INC 0.32%MEDPACE HOLDINGS INC 0.31%CVB FINANCIAL CORP 0.31%FOX FACTORY HOLDING CORP 0.31%SIMMONS FIRST NATIONAL CORP 0.31%LCI INDS COM 0.31%J&J SNACK FOODS CORP 0.31%COLUMBIA BANKING SYSTEM INC 0.30%

Security % of PortfolioEHEALTH INC 0.30%WD-40 CO 0.30%ESCO TECHNOLOGIES INC 0.30%BRADY CORP 0.30%PROTO LABS INC 0.30%INDEPENDENT BANK CORP 0.29%APOLLO COMMERCIAL REAL ESTA 0.29%CALIFORNIA WATER SERVICE GR 0.29%AMERICAN EQUITY INVESTMENT 0.29%STAMPS.COM INC 0.29%SKYWEST INC 0.29%MERITAGE HOMES CORP 0.29%APPLIED INDUSTRIAL TECHNOLO 0.29%ADVANCED ENERGY INDUSTRIES 0.29%SAIA INC 0.29%AMERIS BANCORP 0.28%AAON INC 0.28%ENSIGN GROUP INC/THE 0.28%ABM INDUSTRIES INC 0.28%WASHINGTON REAL ESTATE INVE 0.27%ROGERS CORP 0.27%WOLVERINE WORLD WIDE INC 0.27%INNOSPEC INC 0.27%SHENANDOAH TELECOMMUNICATIO 0.26%ARCOSA INC 0.26%NEW YORK MORTGAGE TRUST INC 0.26%PENNYMAC MORTGAGE INVESTMEN 0.26%QUAKER CHEMICAL CORP 0.26%FIRST FINANCIAL BANCORP 0.26%VONAGE HOLDINGS CORP 0.26%FABRINET 0.26%CHART INDUSTRIES INC 0.26%HMS HOLDINGS CORP 0.26%MANTECH INTERNATIONAL CORP/ 0.26%ESSENTIAL PROPERTIES REALTY 0.26%NORTHWEST NATURAL HOLDING C 0.25%NATIONAL STORAGE AFFILIATES 0.25%HB FULLER CO 0.25%CARETRUST REIT INC 0.25%FIRST MIDWEST BANCORP INC/I 0.25%FRANKLIN ELECTRIC CO INC 0.25%MERIT MEDICAL SYSTEMS INC 0.25%AMERICAN ASSETS TRUST INC 0.25%ACADIA REALTY TRUST 0.25%FOUR CORNERS PROPERTY TRUST 0.25%INSIGHT ENTERPRISES INC 0.25%MDC HOLDINGS INC 0.25%ALBANY INTERNATIONAL CORP 0.25%UNITED COMMUNITY BANKS INC/ 0.25%PLEXUS CORP 0.25%KORN FERRY 0.25%REDWOOD TRUST INC 0.24%UNITI GROUP INC COM 0.24%MONRO INC 0.24%


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PSF Small Capitalization Stock Portfolio (continued)

Security % of PortfolioWALKER & DUNLOP INC 0.24%8X8 INC 0.24%SPX CORP 0.24%SHAKE SHACK INC 0.23%PDC ENERGY INC 0.23%SANMINA CORP 0.23%SPS COMMERCE INC 0.23%DIAMONDROCK HOSPITALITY CO 0.23%DIODES INC 0.23%PACIRA BIOSCIENCES INC 0.23%CADENCE BANCORP 0.23%CROCS INC 0.23%ALLEGIANT TRAVEL CO 0.23%LTC PROPERTIES INC 0.23%DORMAN PRODUCTS INC 0.23%EVERTEC INC 0.22%PRA GROUP INC 0.22%EASTERLY GOVERNMENT PROPERT 0.22%ISHARES CORE S&P SMALL-CAP 0.22%STEPAN CO 0.22%ALARM.COM HOLDINGS INC 0.22%BADGER METER INC 0.22%FEDERAL SIGNAL CORP 0.22%WINNEBAGO INDUSTRIES INC 0.22%CAVCO INDUSTRIES INC 0.22%RETAIL OPPORTUNITY INVESTME 0.22%HILLENBRAND INC 0.22%FIRST BANCORP/PUERTO RICO 0.22%MOBILE MINI INC 0.22%ASBURY AUTOMOTIVE GROUP INC 0.22%PGIM Core Ultra Short Bond 12/01/2099 0.22%CUBIC CORP 0.22%BANNER CORP 0.22%FORMFACTOR INC 0.22%BOTTOMLINE TECHNOLOGIES DE 0.21%XENIA HOTELS & RESORTS INC 0.21%MERITOR INC 0.21%PROGRESS SOFTWARE CORP 0.21%FORWARD AIR CORP 0.21%GLOBAL NET LEASE INC 0.21%GIBRALTAR INDUSTRIES INC 0.21%LIVEPERSON INC 0.21%GREEN DOT CORP 0.21%HORACE MANN EDUCATORS CORP 0.20%XENCOR INC 0.20%CALLAWAY GOLF CO 0.20%MUELLER INDUSTRIES INC 0.20%SERVISFIRST BANCSHARES INC 0.20%NMI HOLDINGS INC 0.20%KONTOOR BRANDS INC 0.20%WESTAMERICA BANCORPORATION 0.20%CLEVELAND-CLIFFS INC 0.20%SPX FLOW INC 0.20%INNOVATIVE INDUSTRIAL PROPE 0.20%

Security % of PortfolioBLOOMIN' BRANDS INC 0.20%RAMBUS INC 0.20%COMFORT SYSTEMS USA INC 0.20%KAMAN CORP 0.20%HOPE BANCORP INC 0.20%HUB GROUP INC 0.20%PACIFIC PREMIER BANCORP INC 0.19%GREAT WESTERN BANCORP INC 0.19%KEMET CORP 0.19%LGI HOMES INC 0.19%KAISER ALUMINUM CORP 0.19%ONTO INNOVATION INC 0.19%SUNRUN INC 0.19%FGL HOLDINGS 0.19%GROUP 1 AUTOMOTIVE INC 0.19%NBT BANCORP INC 0.19%PROASSURANCE CORP 0.19%CSG SYSTEMS INTERNATIONAL I 0.19%BIOTELEMETRY INC 0.18%KULICKE & SOFFA INDUSTRIES 0.18%KNOWLES CORP 0.18%MATSON INC 0.18%INSTALLED BUILDING PRODUCTS 0.18%OFFICE PROPERTIES INCOME TR 0.18%NORTHWEST BANCSHARES INC 0.18%OSI SYSTEMS INC 0.18%BOISE CASCADE CO 0.18%DINE BRANDS GLOBAL INC 0.18%UNIVERSAL HEALTH REALTY INC 0.17%IROBOT CORP 0.17%KITE REALTY GROUP TRUST 0.17%INDUSTRIAL LOGISTICS PROPER 0.17%GENTHERM INC 0.17%PERFICIENT INC 0.17%VECTOR GROUP LTD 0.17%US PHYSICAL THERAPY INC 0.17%AXOS FINANCIAL INC 0.17%LA-Z-BOY INC 0.17%CARDIOVASCULAR SYSTEMS INC 0.17%VIRTUSA CORP 0.17%CARDTRONICS PLC 0.17%MAGELLAN HEALTH INC 0.17%TENNANT CO 0.17%MYRIAD GENETICS INC 0.17%AMERICAN WOODMARK CORP 0.17%LIVENT CORP 0.17%CORCEPT THERAPEUTICS INC 0.16%DRIL-QUIP INC 0.16%OFFICE DEPOT INC 0.16%SEACOAST BANKING CORP OF FL 0.16%COOPER TIRE & RUBBER CO 0.16%TTM TECHNOLOGIES INC 0.16%ALEXANDER & BALDWIN INC 0.16%S&T BANCORP INC 0.16%


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Security % of PortfolioAMERISAFE INC 0.16%EAGLE BANCORP INC 0.16%REGENXBIO INC 0.16%SLEEP NUMBER CORP 0.16%PRICESMART INC 0.16%JAMES RIVER GROUP HOLDINGS 0.16%UNIVERSAL CORP/VA 0.16%EMPLOYERS HOLDINGS INC 0.16%NIC INC 0.16%SYKES ENTERPRISES INC 0.16%SIGNET JEWELERS LTD 0.15%INDEPENDENCE REALTY TRUST I 0.15%PROVIDENT FINANCIAL SERVICE 0.15%CALAVO GROWERS INC 0.15%PATRICK INDUSTRIES INC 0.15%FIRST COMMONWEALTH FINANCIA 0.15%SAFETY INSURANCE GROUP INC 0.15%ENERPAC TOOL GROUP CORP 0.15%CITY HOLDING CO 0.15%METHODE ELECTRONICS INC 0.14%AAR CORP 0.14%VERITEX HOLDINGS INC 0.14%META FINANCIAL GROUP INC 0.14%ENPRO INDUSTRIES INC 0.14%MICROSTRATEGY INC 0.14%PIPER SANDLER COS 0.14%ENDO INTERNATIONAL PLC 0.14%AEROVIRONMENT INC 0.14%TANGER FACTORY OUTLET CENTE 0.14%BROOKLINE BANCORP INC 0.14%TABULA RASA HEALTHCARE INC 0.14%FLAGSTAR BANCORP INC 0.14%3D SYSTEMS CORP 0.14%COVETRUS INC 0.14%ALAMO GROUP INC 0.14%LINDSAY CORP 0.14%US ECOLOGY INC 0.14%ARMOUR RESIDENTIAL REIT INC 0.14%INTER PARFUMS INC 0.13%REALOGY HOLDINGS CORP 0.13%CAL-MAINE FOODS INC 0.13%BERKSHIRE HILLS BANCORP INC 0.13%M/I HOMES INC 0.13%PERDOCEO EDUCATION CORP 0.13%CORE-MARK HOLDING CO INC 0.13%RENT-A-CENTER INC/TX 0.13%GCP APPLIED TECHNOLOGIES IN 0.13%OCEANEERING INTERNATIONAL I 0.13%SCHWEITZER-MAUDUIT INTERNAT 0.13%RPT REALTY 0.13%ADDUS HOMECARE CORP 0.13%LUMINEX CORP 0.13%RENEWABLE ENERGY GROUP INC 0.13%OXFORD INDUSTRIES INC 0.13%

Security % of PortfolioENCORE WIRE CORP 0.13%RAVEN INDUSTRIES INC 0.13%ENCORE CAPITAL GROUP INC 0.13%EPLUS INC 0.13%SOUTHSIDE BANCSHARES INC 0.13%BENCHMARK ELECTRONICS INC 0.13%VIAD CORP 0.13%DAVE & BUSTER'S ENTERTAINME 0.13%CENTRAL GARDEN & PET CO 0.13%MAXLINEAR INC 0.13%NEXPOINT RESIDENTIAL TRUST 0.13%FARO TECHNOLOGIES INC 0.13%SCHOLASTIC CORP 0.13%TOMPKINS FINANCIAL CORP 0.12%NEENAH INC 0.12%SUMMIT HOTEL PROPERTIES INC 0.12%HAWAIIAN HOLDINGS INC 0.12%GETTY REALTY CORP 0.12%WADDELL & REED FINANCIAL IN 0.12%MESA LABORATORIES INC 0.12%MEDIFAST INC 0.12%AZZ INC 0.12%CRYOLIFE INC 0.12%GMS INC 0.12%G-III APPAREL GROUP LTD 0.12%TACTILE SYSTEMS TECHNOLOGY 0.12%TIVO CORP 0.12%NATIONAL BANK HOLDINGS CORP 0.12%TRIUMPH GROUP INC 0.12%FERRO CORP 0.12%GRANITE CONSTRUCTION INC 0.12%HELIX ENERGY SOLUTIONS GROU 0.12%B&G FOODS INC 0.12%CENTURY COMMUNITIES INC 0.12%SUPERNUS PHARMACEUTICALS IN 0.12%HARSCO CORP 0.12%ARMADA HOFFLER PROPERTIES I 0.12%MATTHEWS INTERNATIONAL CORP 0.12%MATERION CORP 0.12%COCA-COLA CONSOLIDATED INC 0.12%NATUS MEDICAL INC 0.12%COMMUNITY HEALTHCARE TRUST 0.11%WARRIOR MET COAL INC 0.11%GRANITE POINT MORTGAGE TRUS 0.11%INNOVIVA INC 0.11%CHILDREN'S PLACE INC/THE 0.11%ARCHROCK INC 0.11%ISTAR INC 0.11%VAREX IMAGING CORP 0.11%STANDARD MOTOR PRODUCTS INC 0.11%CALLON PETROLEUM CO 0.11%PGT INNOVATIONS INC 0.11%BOOT BARN HOLDINGS INC 0.11%AMBAC FINANCIAL GROUP INC 0.11%


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Security % of PortfolioHANGER INC 0.11%TRINSEO SA 0.11%STEWART INFORMATION SERVICE 0.11%OFG BANCORP 0.11%RADNET INC 0.11%BLUCORA INC 0.11%CTS CORP 0.11%HERITAGE FINANCIAL CORP/WA 0.11%XPERI CORP COM 0.11%INTERFACE INC 0.11%ASTEC INDUSTRIES INC 0.11%COHU INC 0.11%INOGEN INC 0.11%PHOTRONICS INC 0.11%HEARTLAND EXPRESS INC 0.11%USANA HEALTH SCIENCES INC 0.11%ULTRA CLEAN HOLDINGS INC 0.11%FRESH DEL MONTE PRODUCE INC 0.11%ABERCROMBIE & FITCH CO 0.10%CYTOKINETICS INC 0.10%GLU MOBILE INC 0.10%UNITED FIRE GROUP INC 0.10%ENANTA PHARMACEUTICALS INC 0.10%INVESTORS REAL ESTATE TRUST 0.10%VIRTUS INVESTMENT PARTNERS 0.10%BOSTON PRIVATE FINANCIAL HO 0.10%APOGEE ENTERPRISES INC 0.10%UNISYS CORP 0.10%STURM RUGER & CO INC 0.10%VICOR CORP 0.10%STANDEX INTERNATIONAL CORP 0.10%TRIUMPH BANCORP INC 0.10%GREENBRIER COS INC/THE 0.10%CHEFS' WAREHOUSE INC/THE 0.10%AXCELIS TECHNOLOGIES INC 0.10%SOUTHWESTERN ENERGY CO 0.10%FRANKLIN STREET PROPERTIES 0.10%MARTEN TRANSPORT LTD 0.10%MARCUS & MILLICHAP INC 0.09%DESIGNER BRANDS INC 0.09%INTL. FCSTONE INC 0.09%GRIFFON CORP 0.09%SHUTTERSTOCK INC 0.09%VALARIS PLC 0.09%AK STEEL HOLDING CORP 0.09%PROPETRO HOLDING CORP 0.09%SCANSOURCE INC 0.09%CIRCOR INTERNATIONAL INC 0.09%MTS SYSTEMS CORP 0.09%THIRD POINT REINSURANCE LTD 0.09%PENNANT GROUP INC/THE 0.09%AMERICAN AXLE & MANUFACTURI 0.09%PROVIDENCE SERVICE CORP/THE 0.09%PREFERRED BANK/LOS ANGELES 0.09%

Security % of PortfolioSM ENERGY CO 0.09%ATLAS AIR WORLDWIDE HOLDING 0.09%GUESS? INC 0.09%BANC OF CALIFORNIA INC 0.09%COMTECH TELECOMMUNICATIONS 0.09%SAFEHOLD INC 0.09%SONIC AUTOMOTIVE INC 0.09%CENTRAL PACIFIC FINANCIAL C 0.09%HESKA CORP 0.09%ORTHOFIX MEDICAL INC 0.09%CAPSTEAD MORTGAGE CORP 0.09%TRUSTCO BANK CORP NY 0.08%TTEC HOLDINGS INC 0.08%HOMESTREET INC 0.08%SEACOR HOLDINGS INC 0.08%AGILYSYS INC 0.08%CINCINNATI BELL INC 0.08%CHATHAM LODGING TRUST 0.08%VEECO INSTRUMENTS INC 0.08%ICHOR HOLDINGS LTD 0.08%ENOVA INTERNATIONAL INC 0.08%EW SCRIPPS CO/THE 0.08%BUCKLE INC/THE 0.08%ALLEGIANCE BANCSHARES INC 0.08%BJ'S RESTAURANTS INC 0.08%NEXTGEN HEALTHCARE INC 0.08%UNIVERSAL INSURANCE HOLDING 0.08%PH GLATFELTER CO 0.08%AMERICA'S CAR-MART INC/TX 0.08%CEVA INC 0.08%CORVEL CORP 0.08%HEALTHSTREAM INC 0.08%BIG LOTS INC 0.08%ST JOE CO/THE 0.08%URSTADT BIDDLE PROPERTIES I 0.08%JOHN B SANFILIPPO & SON INC 0.08%MARCUS CORP/THE 0.08%EXTREME NETWORKS INC 0.08%PAR PACIFIC HOLDINGS INC 0.08%NORTHFIELD BANCORP INC 0.08%LANTHEUS HOLDINGS INC 0.08%ANIKA THERAPEUTICS INC 0.08%ANDERSONS INC/THE 0.08%QUINSTREET INC 0.08%WABASH NATIONAL CORP 0.08%NABORS INDUSTRIES LTD 0.08%UNIVERSAL ELECTRONICS INC 0.07%EBIX INC 0.07%ATN INTERNATIONAL INC 0.07%VANDA PHARMACEUTICALS INC 0.07%CUSTOMERS BANCORP INC 0.07%PITNEY BOWES INC 0.07%COMMUNITY HEALTH SYSTEMS IN 0.07%TRUEBLUE INC 0.07%


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Security % of PortfolioRANGE RESOURCES CORP 0.07%NETGEAR INC 0.07%MONARCH CASINO & RESORT INC 0.07%AEGION CORP 0.07%QUANEX BUILDING PRODUCTS CO 0.07%HARMONIC INC 0.07%KELLY SERVICES INC 0.07%TIVITY HEALTH INC COM 0.07%ZUMIEZ INC 0.07%DIEBOLD NIXDORF INC 0.07%ONESPAN INC 0.07%QEP RESOURCES INC 0.07%PETMED EXPRESS INC 0.07%DMC GLOBAL INC 0.07%TECHTARGET INC 0.07%AMPHASTAR PHARMACEUTICALS I 0.07%RE/MAX HOLDINGS INC 0.07%GARRETT MOTION INC 0.07%RUTH'S HOSPITALITY GROUP IN 0.07%DIME COMMUNITY BANCSHARES I 0.07%GANNETT CO INC 0.07%OPUS BANK 0.07%PHIBRO ANIMAL HEALTH CORP 0.06%WASHINGTON PRIME GROUP INC 0.06%READY CAPITAL CORP 0.06%SAUL CENTERS INC 0.06%ARCBEST CORP 0.06%ECHO GLOBAL LOGISTICS INC 0.06%WHITESTONE REIT 0.06%GENESCO INC 0.06%NATIONAL BEVERAGE CORP 0.06%HANMI FINANCIAL CORP 0.06%MYERS INDUSTRIES INC 0.06%OIL STATES INTERNATIONAL IN 0.06%WISDOMTREE INVESTMENTS INC 0.06%KKR REAL ESTATE FINANCE TRU 0.06%OASIS PETROLEUM INC 0.06%CHICO'S FAS INC 0.06%SURMODICS INC 0.06%CALERES INC 0.06%LEMAITRE VASCULAR INC 0.06%EAGLE PHARMACEUTICALS INC/D 0.06%DXP ENTERPRISES INC/TX 0.06%KOPPERS HOLDINGS INC 0.06%SPARTANNASH CO 0.06%FRANKLIN FINANCIAL NETWORK 0.06%CLEARWATER PAPER CORP 0.06%PC CONNECTION INC 0.06%PLANTRONICS INC 0.06%ANI PHARMACEUTICALS INC 0.06%CONSOLIDATED COMMUNICATIONS 0.06%WORLD ACCEPTANCE CORP 0.06%ANGIODYNAMICS INC 0.05%OWENS & MINOR INC 0.05%

Security % of PortfolioUS CONCRETE INC 0.05%HEIDRICK & STRUGGLES INTERN 0.05%VISTA OUTDOOR INC 0.05%MYR GROUP INC 0.05%TREDEGAR CORP 0.05%HERSHA HOSPITALITY TRUST 0.05%AMERICAN VANGUARD CORP 0.05%PROGENICS PHARMACEUTICALS I 0.05%GREEN PLAINS INC 0.05%PDF SOLUTIONS INC 0.05%NATIONAL PRESTO INDUSTRIES 0.05%ADVANSIX INC 0.05%SUNCOKE ENERGY INC 0.05%REX AMERICAN RESOURCES CORP 0.05%TEAM INC 0.05%FORRESTER RESEARCH INC 0.05%ADTRAN INC 0.05%MGP INGREDIENTS INC 0.05%RESOURCES CONNECTION INC 0.05%DIGI INTERNATIONAL INC 0.05%DENBURY RESOURCES INC 0.05%ORASURE TECHNOLOGIES INC 0.05%INSTEEL INDUSTRIES INC 0.05%MARINEMAX INC 0.05%RED ROBIN GOURMET BURGERS I 0.05%CHUY'S HOLDINGS INC 0.05%SMART GLOBAL HOLDINGS INC 0.04%CUTERA INC 0.04%MERCER INTERNATIONAL INC 0.04%CATO CORP/THE 0.04%CROSS COUNTRY HEALTHCARE IN 0.04%HIBBETT SPORTS INC 0.04%UNITED NATURAL FOODS INC 0.04%AMERICAN PUBLIC EDUCATION I 0.04%HAWKINS INC 0.04%MERIDIAN BIOSCIENCE INC 0.04%US SILICA HOLDINGS INC 0.04%COMPUTER PROGRAMS & SYSTEMS 0.04%CALAMP CORP 0.04%MATRIX SERVICE CO 0.04%MICHAELS COS INC/THE 0.04%ETHAN ALLEN INTERIORS INC 0.04%SPECTRUM PHARMACEUTICALS IN 0.04%DORIAN LPG LTD 0.04%KRATON CORP 0.04%MOTORCAR PARTS OF AMERICA I 0.04%HAYNES INTERNATIONAL INC 0.04%NEWPARK RESOURCES INC 0.04%UNIFI INC 0.04%DSP GROUP INC 0.04%REGIS CORP 0.04%BONANZA CREEK ENERGY INC 0.04%HAVERTY FURNITURE COS INC 0.04%POWELL INDUSTRIES INC 0.04%


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Security % of PortfolioCOOPER-STANDARD HOLDINGS IN 0.04%LANNETT CO INC 0.04%CENTURY ALUMINUM CO 0.04%TALOS ENERGY INC 0.04%LUMBER LIQUIDATORS HOLDINGS 0.04%FOUNDATION BUILDING MATERIA 0.03%DONNELLEY FINANCIAL SOLUTIO 0.03%HCI GROUP INC 0.03%SHOE CARNIVAL INC 0.03%PARK AEROSPACE CORP 0.03%CENTRAL GARDEN & PET CO 0.03%FUTUREFUEL CORP 0.03%AMAG PHARMACEUTICALS INC 0.03%INVACARE CORP 0.03%EZCORP INC 0.03%EL POLLO LOCO HOLDINGS INC 0.03%EXPRESS INC 0.03%ARLO TECHNOLOGIES INC 0.03%MOVADO GROUP INC 0.03%SENECA FOODS CORP 0.03%UNITED STATES TREASURY BILL 3/19/2020 0.03%GAMESTOP CORP 0.03%CEDAR REALTY TRUST INC 0.03%GREENHILL & CO INC 0.03%FOSSIL GROUP INC 0.03%PENN VIRGINIA CORP 0.03%LYDALL INC 0.03%FIESTA RESTAURANT GROUP INC 0.03%JC PENNEY CO INC 0.03%TIMKENSTEEL CORP 0.03%DIAMOND OFFSHORE DRILLING I 0.03%UNITED INSURANCE HOLDINGS C 0.02%ERA GROUP INC 0.02%VERA BRADLEY INC 0.02%LAREDO PETROLEUM INC 0.02%DAKTRONICS INC 0.02%SPOK HOLDINGS INC 0.02%RPC INC 0.02%NOBLE CORP PLC 0.02%APPLIED OPTOELECTRONICS INC 0.02%WHITING PETROLEUM CORP 0.02%GEOSPACE TECHNOLOGIES CORP 0.02%TAILORED BRANDS INC 0.02%TETRA TECHNOLOGIES INC 0.02%CONN'S INC 0.02%VERITIV CORP 0.02%CONSOL ENERGY INC 0.02%PENNSYLVANIA REAL ESTATE IN 0.02%EXTERRAN CORP 0.02%TUPPERWARE BRANDS CORP 0.02%BRIGGS & STRATTON CORP 0.02%RR DONNELLEY & SONS CO 0.02%BARNES & NOBLE EDUCATION IN 0.02%RAYONIER ADVANCED MATERIALS 0.02%

Security % of PortfolioGULFPORT ENERGY CORP 0.02%BEL FUSE INC 0.01%AKORN INC 0.01%TITAN INTERNATIONAL INC 0.01%OLYMPIC STEEL INC 0.01%LIQUIDITY SERVICES INC 0.01%CBL & ASSOCIATES PROPERTIES 0.01%RING ENERGY INC 0.01%HIGHPOINT RESOURCES CORP 0.01%ACORDA THERAPEUTICS INC 0.01%US Dollar 0.01%KLX ENERGY SERVICES HOLDING 0.01%LSB INDUSTRIES INC < 0.01%SCHULMAN A INC CVR < 0.01%


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PSF Stock Index Portfolio

Security % of PortfolioMICROSOFT CORP 4.62%APPLE INC 4.26%PGIM Institutional Money Ma 12/01/2099 4.11%AMAZON.COM INC 2.93%PGIM Core Ultra Short Bond 12/01/2099 2.02%FACEBOOK INC 1.73%BERKSHIRE HATHAWAY INC 1.51%ALPHABET INC 1.50%ALPHABET INC 1.49%JPMORGAN CHASE & CO 1.36%JOHNSON & JOHNSON 1.32%S&P500 EMINI FUT 3/20/2020 1.24%VISA INC 1.16%PROCTER & GAMBLE CO/THE 1.05%AT&T INC 0.96%MASTERCARD INC 0.96%UNITEDHEALTH GROUP INC 0.90%INTEL CORP 0.90%HOME DEPOT INC/THE 0.89%BANK OF AMERICA CORP 0.86%S&P 500 FUTURE 3/19/2020 0.85%VERIZON COMMUNICATIONS INC 0.84%EXXON MOBIL CORP 0.81%WALT DISNEY CO/THE 0.79%COCA-COLA CO/THE 0.77%MERCK & CO INC 0.73%PFIZER INC 0.69%PEPSICO INC 0.69%COMCAST CORP 0.68%CHEVRON CORP 0.66%CISCO SYSTEMS INC 0.63%ADOBE INC 0.63%NVIDIA CORP 0.62%NETFLIX INC 0.60%WELLS FARGO & CO 0.59%WALMART INC 0.57%SALESFORCE.COM INC 0.56%MCDONALD'S CORP 0.55%BOEING CO/THE 0.55%CITIGROUP INC 0.52%BRISTOL-MYERS SQUIBB CO 0.52%ABBOTT LABORATORIES 0.51%MEDTRONIC PLC 0.50%PHILIP MORRIS INTERNATIONAL 0.48%ABBVIE INC 0.47%PAYPAL HOLDINGS INC 0.47%COSTCO WHOLESALE CORP 0.46%NEXTERA ENERGY INC 0.46%AMGEN INC 0.44%THERMO FISHER SCIENTIFIC IN 0.44%HONEYWELL INTERNATIONAL INC 0.43%INTERNATIONAL BUSINESS MACH 0.43%ACCENTURE PLC 0.43%NIKE INC 0.42%

Security % of PortfolioUNION PACIFIC CORP 0.41%BROADCOM INC 0.41%ORACLE CORP 0.40%TEXAS INSTRUMENTS INC 0.40%ELI LILLY & CO 0.40%UNITED TECHNOLOGIES CORP 0.40%LINDE PLC 0.38%AMERICAN TOWER CORP 0.37%GENERAL ELECTRIC CO 0.35%DANAHER CORP 0.35%STARBUCKS CORP 0.35%LOCKHEED MARTIN CORP 0.34%QUALCOMM INC 0.33%GILEAD SCIENCES INC 0.33%3M CO 0.32%FIDELITY NATIONAL INFORMATI 0.32%LOWE'S COS INC 0.30%CHARTER COMMUNICATIONS INC 0.29%CVS HEALTH CORP 0.29%MONDELEZ INTERNATIONAL INC 0.28%ALTRIA GROUP INC 0.28%AMERICAN EXPRESS CO 0.28%TJX COS INC/THE 0.27%BOOKING HOLDINGS INC 0.27%CME GROUP INC 0.27%INTUIT INC 0.26%CATERPILLAR INC 0.26%CIGNA CORP 0.26%AUTOMATIC DATA PROCESSING I 0.25%DUKE ENERGY CORP 0.25%US BANCORP 0.25%CHUBB LTD 0.25%ANTHEM INC 0.24%S&P GLOBAL INC 0.24%DOMINION ENERGY INC 0.24%BECTON DICKINSON AND CO 0.24%GOLDMAN SACHS GROUP INC/THE 0.24%ZOETIS INC 0.24%UNITED PARCEL SERVICE INC 0.24%SOUTHERN CO/THE 0.24%ISHARES CORE S&P 500 ETF 0.24%ALLERGAN PLC 0.23%FISERV INC 0.23%PROLOGIS INC 0.23%INTUITIVE SURGICAL INC 0.23%TRUIST FINANCIAL CORP 0.23%STRYKER CORP 0.23%SERVICENOW INC 0.23%CROWN CASTLE INTERNATIONAL 0.22%MICRON TECHNOLOGY INC 0.22%COLGATE-PALMOLIVE CO 0.22%VERTEX PHARMACEUTICALS INC 0.22%BIOGEN INC 0.21%MORGAN STANLEY 0.21%


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PSF Stock Index Portfolio (continued)

Security % of PortfolioPNC FINANCIAL SERVICES GROU 0.21%GLOBAL PAYMENTS INC 0.21%CSX CORP 0.20%BLACKROCK INC 0.20%APPLIED MATERIALS INC 0.20%CONOCOPHILLIPS 0.20%MARSH & MCLENNAN COS INC 0.20%RAYTHEON CO 0.20%ADVANCED MICRO DEVICES INC 0.20%TARGET CORP 0.19%BOSTON SCIENTIFIC CORP 0.19%NORTHROP GRUMMAN CORP 0.19%INTERCONTINENTAL EXCHANGE I 0.19%DEERE & CO 0.19%ILLINOIS TOOL WORKS INC 0.18%AON PLC 0.18%EQUINIX INC 0.18%AIR PRODUCTS & CHEMICALS IN 0.18%NORFOLK SOUTHERN CORP 0.18%CHARLES SCHWAB CORP/THE 0.17%ECOLAB INC 0.17%KIMBERLY-CLARK CORP 0.17%ACTIVISION BLIZZARD INC 0.17%AMERICAN ELECTRIC POWER CO 0.16%L3HARRIS TECHNOLOGIES INC 0.16%WASTE MANAGEMENT INC 0.16%HUMANA INC 0.16%EDWARDS LIFESCIENCES CORP 0.16%PROGRESSIVE CORP/THE 0.16%SHERWIN-WILLIAMS CO/THE 0.16%LAM RESEARCH CORP 0.16%BAXTER INTERNATIONAL INC 0.16%AUTODESK INC 0.16%EXELON CORP 0.16%CAPITAL ONE FINANCIAL CORP 0.15%ESTEE LAUDER COS INC/THE 0.15%ANALOG DEVICES INC 0.15%SEMPRA ENERGY 0.15%ROSS STORES INC 0.15%EMERSON ELECTRIC CO 0.15%MOODY'S CORP 0.15%ILLUMINA INC 0.15%GENERAL MOTORS CO 0.14%DOLLAR GENERAL CORP 0.14%SIMON PROPERTY GROUP INC 0.14%EATON CORP PLC 0.14%GENERAL DYNAMICS CORP 0.14%SCHLUMBERGER LTD 0.14%KINDER MORGAN INC/DE 0.14%EOG RESOURCES INC 0.14%AMERICAN INTERNATIONAL GROU 0.14%NEWMONT CORP 0.14%ROPER TECHNOLOGIES INC 0.14%REGENERON PHARMACEUTICALS I 0.13%

Security % of PortfolioALLSTATE CORP/THE 0.13%WALGREENS BOOTS ALLIANCE IN 0.13%HCA HEALTHCARE INC 0.13%SYSCO CORP 0.13%FEDEX CORP 0.13%BANK OF NEW YORK MELLON COR 0.13%MARRIOTT INTERNATIONAL INC/ 0.13%METLIFE INC 0.13%COGNIZANT TECHNOLOGY SOLUTI 0.13%PHILLIPS 66 0.12%XCEL ENERGY INC 0.12%DUPONT DE NEMOURS INC 0.12%AFLAC INC 0.12%PUBLIC STORAGE 0.12%TRAVELERS COS INC/THE 0.12%INGERSOLL-RAND PLC 0.12%CENTENE CORP 0.12%HP INC 0.11%MARATHON PETROLEUM CORP 0.11%WELLTOWER INC 0.11%DOW INC 0.11%SBA COMMUNICATIONS CORP 0.11%ELECTRONIC ARTS INC 0.11%GENERAL MILLS INC 0.11%OCCIDENTAL PETROLEUM CORP 0.11%CONSTELLATION BRANDS INC 0.11%WEC ENERGY GROUP INC 0.11%IHS MARKIT LTD 0.11%JOHNSON CONTROLS INTERNATIO 0.11%T-MOBILE US INC 0.11%MOTOROLA SOLUTIONS INC 0.11%ZIMMER BIOMET HOLDINGS INC 0.11%O'REILLY AUTOMOTIVE INC 0.10%AVALONBAY COMMUNITIES INC 0.10%TRANSDIGM GROUP INC 0.10%TE CONNECTIVITY LTD 0.10%EVERSOURCE ENERGY 0.10%T ROWE PRICE GROUP INC 0.10%ONEOK INC 0.10%HILTON WORLDWIDE HOLDINGS I 0.10%AMPHENOL CORP 0.10%VALERO ENERGY CORP 0.10%FORD MOTOR CO 0.10%YUM! BRANDS INC 0.10%EBAY INC 0.10%DELTA AIR LINES INC 0.10%EQUITY RESIDENTIAL 0.10%UNITED STATES TREASURY BILL 3/19/2020 0.10%CONSOLIDATED EDISON INC 0.10%PUBLIC SERVICE ENTERPRISE G 0.10%MCKESSON CORP 0.10%TWITTER INC 0.10%VERISK ANALYTICS INC 0.09%STATE STREET CORP 0.09%


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Security % of PortfolioIQVIA HOLDINGS INC 0.09%AUTOZONE INC 0.09%DIGITAL REALTY TRUST INC 0.09%MSCI INC 0.09%PAYCHEX INC 0.09%PPG INDUSTRIES INC 0.09%WILLIS TOWERS WATSON PLC 0.09%KLA CORP 0.09%MONSTER BEVERAGE CORP 0.09%EDISON INTERNATIONAL 0.09%AGILENT TECHNOLOGIES INC 0.09%FIRSTENERGY CORP 0.09%PARKER-HANNIFIN CORP 0.09%SPDR S&P 500 ETF TRUST 0.09%REALTY INCOME CORP 0.09%VF CORP 0.09%FLEETCOR TECHNOLOGIES INC 0.09%ENTERGY CORP 0.09%CUMMINS INC 0.09%BALL CORP 0.09%PACCAR INC 0.09%WILLIAMS COS INC/THE 0.09%RESMED INC 0.09%CINTAS CORP 0.08%KROGER CO/THE 0.08%AMERICAN WATER WORKS CO INC 0.08%IDEXX LABORATORIES INC 0.08%STANLEY BLACK & DECKER INC 0.08%SOUTHWEST AIRLINES CO 0.08%CERNER CORP 0.08%MICROCHIP TECHNOLOGY INC 0.08%PPL CORP 0.08%DTE ENERGY CO 0.08%HERSHEY CO/THE 0.08%ROCKWELL AUTOMATION INC 0.08%XILINX INC 0.08%ARCHER-DANIELS-MIDLAND CO 0.08%ALEXION PHARMACEUTICALS INC 0.08%DISCOVER FINANCIAL SERVICES 0.08%ANSYS INC 0.08%SYNOPSYS INC 0.08%PIONEER NATURAL RESOURCES C 0.08%CORTEVA INC 0.08%FORTIVE CORP 0.08%CLOROX CO/THE 0.08%VENTAS INC 0.07%TYSON FOODS INC 0.07%CHIPOTLE MEXICAN GRILL INC 0.07%APTIV PLC 0.07%LAS VEGAS SANDS CORP 0.07%AMETEK INC 0.07%VERISIGN INC 0.07%FASTENAL CO 0.07%DOLLAR TREE INC 0.07%

Security % of PortfolioAMEREN CORP 0.07%WEYERHAEUSER CO 0.07%REPUBLIC SERVICES INC 0.07%M&T BANK CORP 0.07%ESSEX PROPERTY TRUST INC 0.07%CBRE GROUP INC 0.07%NORTHERN TRUST CORP 0.07%CADENCE DESIGN SYSTEMS INC 0.07%BOSTON PROPERTIES INC 0.07%LYONDELLBASELL INDUSTRIES N 0.07%AMERIPRISE FINANCIAL INC 0.07%ALEXANDRIA REAL ESTATE EQUI 0.07%CORNING INC 0.07%ARTHUR J GALLAGHER & CO 0.07%DR HORTON INC 0.07%MCCORMICK & CO INC/MD 0.07%HARTFORD FINANCIAL SERVICES 0.07%KEYSIGHT TECHNOLOGIES INC 0.07%FIFTH THIRD BANCORP 0.07%BEST BUY CO INC 0.07%SYNCHRONY FINANCIAL 0.07%LABORATORY CORP OF AMERICA 0.07%SKYWORKS SOLUTIONS INC 0.06%COPART INC 0.06%METTLER-TOLEDO INTERNATIONA 0.06%EQUIFAX INC 0.06%LENNAR CORP 0.06%CMS ENERGY CORP 0.06%CHURCH & DWIGHT CO INC 0.06%FIRST REPUBLIC BANK/CA 0.06%HEWLETT PACKARD ENTERPRISE 0.06%KEYCORP 0.06%WESTERN DIGITAL CORP 0.06%CDW CORP/DE 0.06%COOPER COS INC/THE 0.06%VULCAN MATERIALS CO 0.06%CARDINAL HEALTH INC 0.06%ALIGN TECHNOLOGY INC 0.06%TELEFLEX INC 0.06%HEALTHPEAK PROPERTIES INC 0.06%KRAFT HEINZ CO/THE 0.06%EVERGY INC 0.06%OMNICOM GROUP INC 0.06%AMCOR PLC 0.06%KELLOGG CO 0.06%MAXIM INTEGRATED PRODUCTS I 0.06%KANSAS CITY SOUTHERN 0.06%DOVER CORP 0.06%HALLIBURTON CO 0.06%MID-AMERICA APARTMENT COMMU 0.06%INTERNATIONAL PAPER CO 0.06%FORTINET INC 0.06%ULTA BEAUTY INC 0.05%HESS CORP 0.05%


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Security % of PortfolioCARMAX INC 0.05%TIFFANY & CO 0.05%FREEPORT-MCMORAN INC 0.05%QUEST DIAGNOSTICS INC 0.05%MARTIN MARIETTA MATERIALS I 0.05%CINCINNATI FINANCIAL CORP 0.05%LEIDOS HOLDINGS INC 0.05%AKAMAI TECHNOLOGIES INC 0.05%XYLEM INC/NY 0.05%PAYCOM SOFTWARE INC 0.05%CITIZENS FINANCIAL GROUP IN 0.05%ROYAL CARIBBEAN CRUISES LTD 0.05%EXPEDIA GROUP INC 0.05%STERIS PLC 0.05%CONCHO RESOURCES INC 0.05%UNITED AIRLINES HOLDINGS IN 0.05%REGIONS FINANCIAL CORP 0.05%INCYTE CORP 0.05%CARNIVAL CORP 0.05%VIACOMCBS INC 0.05%AMERISOURCEBERGEN CORP 0.05%UDR INC 0.05%EXTRA SPACE STORAGE INC 0.05%CITRIX SYSTEMS INC 0.05%CONAGRA BRANDS INC 0.05%GENUINE PARTS CO 0.05%WATERS CORP 0.05%CBOE GLOBAL MARKETS INC 0.05%HUNTINGTON BANCSHARES INC/O 0.05%GARMIN LTD 0.05%INTERNATIONAL FLAVORS & FRA 0.05%NVR INC 0.05%HOLOGIC INC 0.05%LAMB WESTON HOLDINGS INC 0.05%NUCOR CORP 0.05%WW GRAINGER INC 0.05%MGM RESORTS INTERNATIONAL 0.05%WESTINGHOUSE AIR BRAKE TECH 0.05%JACOBS ENGINEERING GROUP IN 0.05%ALLIANT ENERGY CORP 0.05%MARKETAXESS HOLDINGS INC 0.05%OLD DOMINION FREIGHT LINE I 0.05%ATMOS ENERGY CORP 0.05%FMC CORP 0.05%TAKE-TWO INTERACTIVE SOFTWA 0.05%QORVO INC 0.05%BROADRIDGE FINANCIAL SOLUTI 0.05%EXPEDITORS INTERNATIONAL OF 0.05%MASCO CORP 0.05%DARDEN RESTAURANTS INC 0.04%LOEWS CORP 0.04%DUKE REALTY CORP 0.04%CENTURYLINK INC 0.04%JM SMUCKER CO/THE 0.04%

Security % of PortfolioNASDAQ INC 0.04%ARCONIC INC 0.04%JACK HENRY & ASSOCIATES INC 0.04%GARTNER INC 0.04%HORMEL FOODS CORP 0.04%PRINCIPAL FINANCIAL GROUP I 0.04%CENTERPOINT ENERGY INC 0.04%CELANESE CORP 0.04%ZEBRA TECHNOLOGIES CORP 0.04%VARIAN MEDICAL SYSTEMS INC 0.04%IDEX CORP 0.04%SEAGATE TECHNOLOGY PLC 0.04%BROWN-FORMAN CORP 0.04%AES CORP/VA 0.04%NORTONLIFELOCK INC 0.04%SVB FINANCIAL GROUP 0.04%DENTSPLY SIRONA INC 0.04%NETAPP INC 0.04%FOX CORP 0.04%ALLEGION PLC 0.04%RAYMOND JAMES FINANCIAL INC 0.04%E*TRADE FINANCIAL CORP 0.04%TRACTOR SUPPLY CO 0.04%ARISTA NETWORKS INC 0.04%HOST HOTELS & RESORTS INC 0.04%WYNN RESORTS LTD 0.04%BAKER HUGHES CO 0.04%UNIVERSAL HEALTH SERVICES I 0.04%UNITED RENTALS INC 0.04%PULTEGROUP INC 0.04%PINNACLE WEST CAPITAL CORP 0.04%EVEREST RE GROUP LTD 0.04%NISOURCE INC 0.04%DIAMONDBACK ENERGY INC 0.04%HASBRO INC 0.04%WR BERKLEY CORP 0.04%PERKINELMER INC 0.04%REGENCY CENTERS CORP 0.04%AVERY DENNISON CORP 0.04%TEXTRON INC 0.04%WESTERN UNION CO/THE 0.04%ADVANCE AUTO PARTS INC 0.04%CH ROBINSON WORLDWIDE INC 0.04%APACHE CORP 0.04%MOLSON COORS BEVERAGE CO 0.04%LINCOLN NATIONAL CORP 0.04%LKQ CORP 0.03%GLOBE LIFE INC 0.03%HENRY SCHEIN INC 0.03%MYLAN NV 0.03%HUNTINGTON INGALLS INDUSTRI 0.03%FORTUNE BRANDS HOME & SECUR 0.03%IRON MOUNTAIN INC 0.03%DISCOVERY INC 0.03%


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Security % of PortfolioNRG ENERGY INC 0.03%ALBEMARLE CORP 0.03%VORNADO REALTY TRUST 0.03%PACKAGING CORP OF AMERICA 0.03%DISH NETWORK CORP 0.03%LIVE NATION ENTERTAINMENT I 0.03%WESTROCK CO 0.03%EASTMAN CHEMICAL CO 0.03%INTERPUBLIC GROUP OF COS IN 0.03%CF INDUSTRIES HOLDINGS INC 0.03%JB HUNT TRANSPORT SERVICES 0.03%WHIRLPOOL CORP 0.03%FEDERAL REALTY INVESTMENT T 0.03%SNAP-ON INC 0.03%CAMPBELL SOUP CO 0.03%NORWEGIAN CRUISE LINE HOLDI 0.03%COMERICA INC 0.03%NOBLE ENERGY INC 0.03%AMERICAN AIRLINES GROUP INC 0.03%MOHAWK INDUSTRIES INC 0.03%F5 NETWORKS INC 0.03%APARTMENT INVESTMENT & MANA 0.03%DAVITA INC 0.03%KIMCO REALTY CORP 0.03%ASSURANT INC 0.03%NATIONAL OILWELL VARCO INC 0.03%JUNIPER NETWORKS INC 0.03%ZIONS BANCORP NA 0.03%ABIOMED INC 0.03%PERRIGO CO PLC 0.03%MARATHON OIL CORP 0.03%TAPESTRY INC 0.03%PENTAIR PLC 0.03%BORGWARNER INC 0.02%SL GREEN REALTY CORP 0.02%NIELSEN HOLDINGS PLC 0.02%DEVON ENERGY CORP 0.02%KOHL'S CORP 0.02%ALASKA AIR GROUP INC 0.02%FRANKLIN RESOURCES INC 0.02%TECHNIPFMC PLC 0.02%NEWELL BRANDS INC 0.02%DXC TECHNOLOGY CO 0.02%PEOPLE'S UNITED FINANCIAL I 0.02%ROBERT HALF INTERNATIONAL I 0.02%XEROX HOLDINGS CORP 0.02%CABOT OIL & GAS CORP 0.02%MOSAIC CO/THE 0.02%FLIR SYSTEMS INC 0.02%INVESCO LTD 0.02%RALPH LAUREN CORP 0.02%QUANTA SERVICES INC 0.02%PVH CORP 0.02%AO SMITH CORP 0.02%

Security % of PortfolioFLOWSERVE CORP 0.02%LEGGETT & PLATT INC 0.02%ROLLINS INC 0.02%L BRANDS INC 0.02%FOX CORP 0.02%HOLLYFRONTIER CORP 0.02%UNUM GROUP 0.02%SEALED AIR CORP 0.02%HARLEY-DAVIDSON INC 0.02%IPG PHOTONICS CORP 0.02%NEWS CORP 0.02%HANESBRANDS INC 0.02%H&R BLOCK INC 0.02%DISCOVERY INC 0.02%MACY'S INC 0.02%HELMERICH & PAYNE INC 0.01%NORDSTROM INC 0.01%CAPRI HOLDINGS LTD 0.01%ALLIANCE DATA SYSTEMS CORP 0.01%CIMAREX ENERGY CO 0.01%GAP INC/THE 0.01%COTY INC 0.01%UNDER ARMOUR INC 0.01%UNDER ARMOUR INC 0.01%NEWS CORP 0.01%US Dollar -0.11%


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PSF Value Portfolio

Security % of PortfolioJPMORGAN CHASE & CO 4.42%PGIM Institutional Money Ma 12/01/2099 4.10%BANK OF AMERICA CORP 2.77%AMERICAN ELECTRIC POWER CO 2.58%WALMART INC 2.54%CHEVRON CORP 2.52%CHUBB LTD 2.28%CITIGROUP INC 2.18%LINDE PLC 2.16%VERIZON COMMUNICATIONS INC 2.08%PGIM Core Ultra Short Bond 12/01/2099 2.02%PROCTER & GAMBLE CO/THE 2.00%ZIMMER BIOMET HOLDINGS INC 1.90%TRUIST FINANCIAL CORP 1.85%MONDELEZ INTERNATIONAL INC 1.85%UNION PACIFIC CORP 1.83%CAPITAL ONE FINANCIAL CORP 1.80%WALT DISNEY CO/THE 1.79%PNC FINANCIAL SERVICES GROU 1.75%AMEREN CORP 1.73%MICROSOFT CORP 1.71%ROSS STORES INC 1.66%UNITED TECHNOLOGIES CORP 1.62%LABORATORY CORP OF AMERICA 1.62%MCDONALD'S CORP 1.56%ASTRAZENECA PLC 1.56%PEPSICO INC 1.54%ALPHABET INC 1.50%PFIZER INC 1.50%METLIFE INC 1.49%COMCAST CORP 1.49%ELI LILLY & CO 1.48%FMC CORP 1.48%JOHNSON CONTROLS INTERNATIO 1.47%GOLDMAN SACHS GROUP INC/THE 1.47%LOWE'S COS INC 1.36%SUNCOR ENERGY INC 1.27%AT&T INC 1.25%BROADCOM INC 1.25%APPLE INC 1.24%BRISTOL-MYERS SQUIBB CO 1.24%SLM CORP 1.22%AMERICAN TOWER CORP 1.14%BOSTON PROPERTIES INC 1.14%TEXAS INSTRUMENTS INC 1.12%CIGNA CORP 1.11%QUALCOMM INC 1.10%AIRBUS SE 1.09%SAP SE 1.01%DOMINION ENERGY INC 0.99%UNITED RENTALS INC 0.99%MERCK & CO INC 0.97%AMERICAN CAMPUS COMMUNITIES 0.95%EMERSON ELECTRIC CO 0.94%

Security % of PortfolioWELLS FARGO & CO 0.90%BOEING CO/THE 0.89%DOW INC 0.89%CONAGRA BRANDS INC 0.87%WILLIAMS COS INC/THE 0.78%DANONE SA 0.75%SCHLUMBERGER LTD 0.74%ROYAL DUTCH SHELL PLC 0.68%ELANCO ANIMAL HEALTH INC 0.65%ADVANCE AUTO PARTS INC 0.61%NOBLE ENERGY INC 0.60%BRIGHTHOUSE FINANCIAL INC 0.48%CISCO SYSTEMS INC 0.48%US Dollar -0.03%


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Documents

The Prudential Series Fund Portfolio Holdings...The Prudential Series Fund Portfolio Holdings As of 02/29/2020 Holdings subject to change without notice. Portfolio holdings are unaudited