NPORT-EX 2 PI62350PRU033124.htm
PSF PGIM GOVERNMENT INCOME PORTFOLIO
SCHEDULE OF INVESTMENTS as of March 31, 2024 (unaudited)
Interest
Rate 		  Maturity
Date 		  Principal
Amount
(000)# 		  Value
Long-Term Investments — 99.5%
Asset-Backed Securities — 10.5%
Collateralized Loan Obligations
AGL Core CLO Ltd. (Cayman Islands),
Series 2019-02A, Class A1, 144A, 3 Month SOFR + 1.652% (Cap N/A, Floor 1.390%)
6.969%(c)   04/20/32     1,000   $1,000,683
Apidos CLO Ltd. (United Kingdom),
Series 2023-44A, Class A1, 144A, 3 Month SOFR + 2.000% (Cap N/A, Floor 2.000%)
7.324%(c)   04/26/35     1,750   1,756,468
Bain Capital Credit CLO Ltd. (Cayman Islands),
Series 2019-02A, Class AR, 144A, 3 Month SOFR + 1.362% (Cap N/A, Floor 1.100%)
6.678%(c)   10/17/32     500   501,028
Balboa Bay Loan Funding Ltd. (Cayman Islands),
Series 2021-01A, Class A, 144A, 3 Month SOFR + 1.462% (Cap N/A, Floor 1.462%)
6.779%(c)   07/20/34     2,000   2,003,586
Jamestown CLO Ltd. (Cayman Islands),
Series 2019-14A, Class A1AR, 144A, 3 Month SOFR + 1.462% (Cap N/A, Floor 1.200%)
6.779%(c)   10/20/34     500   499,750
OZLM Ltd. (Cayman Islands),
Series 2015-11A, Class A1R, 144A, 3 Month SOFR + 1.512% (Cap N/A, Floor 0.000%)
6.829%(c)   10/30/30     1,544   1,545,128
Regatta VII Funding Ltd. (Cayman Islands),
Series 2016-01A, Class A1R2, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.150%)
6.744%(c)   06/20/34     3,250   3,251,167
TCW CLO Ltd. (Cayman Islands),
Series 2017-01A, Class A1RR, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.180%)
6.761%(c)   10/29/34     500   500,545
Trimaran Cavu Ltd.,
Series 2019-01A, Class A1, 144A, 3 Month SOFR + 1.722% (Cap N/A, Floor 1.460%)
7.039%(c)   07/20/32     2,500   2,502,419
Venture CLO Ltd. (Cayman Islands),
Series 2021-43A, Class A1, 144A, 3 Month SOFR + 1.502% (Cap N/A, Floor 1.240%)
6.816%(c)   04/15/34     2,250   2,245,421
Wellfleet CLO Ltd. (Cayman Islands),
Series 2017-02A, Class A1R, 144A, 3 Month SOFR + 1.322% (Cap N/A, Floor 0.000%)
6.639%(c)   10/20/29     279   279,132
Wind River CLO Ltd. (Cayman Islands),
Series 2016-01KRA, Class A1R2, 144A, 3 Month SOFR + 1.472% (Cap N/A, Floor 1.210%)
6.786%(c)   10/15/34     500   499,575
 
Total Asset-Backed Securities

(cost $16,494,620)
  16,584,902
Commercial Mortgage-Backed Securities — 7.4%
Barclays Commercial Mortgage Securities Trust,
Series 2019-C04, Class A4
2.661%   08/15/52     3,000   2,734,595
Interest
Rate 		  Maturity
Date 		  Principal
Amount
(000)# 		  Value
 
Commercial Mortgage-Backed Securities
(continued)
CD Mortgage Trust,
Series 2019-CD08, Class A3
2.657%   08/15/57     2,000   $1,773,840
Fannie Mae-Aces,
Series 2019-M22, Class A2
2.522%   08/25/29     1,782   1,600,283
Series 2022-M03, Class A2
1.707%(cc)   11/25/31     4,000   3,247,098
Series 2022-M13, Class A2
2.593%(cc)   06/25/32     2,000   1,716,332
FHLMC Multifamily Structured Pass-Through Certificates,
Series K0151, Class A3
3.511%   04/25/30     400   374,928
Series K0152, Class A2
3.080%   01/25/31     140   127,226
 
Total Commercial Mortgage-Backed Securities

(cost $12,718,811)
  11,574,302
Corporate Bonds — 0.6%
Diversified Financial Services — 0.5%
Private Export Funding Corp.,
U.S. Gov’t. Gtd. Notes, Series PP
1.400%   07/15/28     885   780,788
Multi-National — 0.1%
International Bank for Reconstruction & Development (Supranational Bank),
Unsec’d. Notes, MTN
4.472%(s)   09/17/30     235   171,860
 
Total Corporate Bonds

(cost $1,060,256)
  952,648
Residential Mortgage-Backed Security — 0.1%
Government National Mortgage Assoc.,
Series 2015-143, Class WA
4.000%   10/20/45     148   140,973
(cost $154,613)        
U.S. Government Agency Obligations — 50.3%
Fannie Mae Interest Strips
4.264%(s)   05/15/30     75   56,225
Federal Agricultural Mortgage Corp., MTN
1.440%   09/25/35     45   30,383
Federal Farm Credit Bank
1.230%   07/29/30     185   149,722
1.240%   08/11/31     75   58,588
1.670%   03/03/31     85   69,478
1.730%   09/22/31     115   92,898
1.770%   02/04/31     125   102,617
2.040%   03/19/40     240   154,226
2.150%   12/01/31     1,110   920,087
2.170%   10/29/29     70   61,044
2.200%   12/09/31     355   299,544
2.350%   03/10/36     115   85,842
2.460%   02/05/35     90   70,146
2.490%   05/19/36     140   107,337
2.750%   02/02/37     100   76,556
3.300%   03/23/32     112   100,813
A1
PSF PGIM GOVERNMENT INCOME PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS as of March 31, 2024 (unaudited)
Interest
Rate 		  Maturity
Date 		  Principal
Amount
(000)# 		  Value
 
U.S. Government Agency Obligations (continued)
5.480%   06/27/42     500   $485,317
Federal Home Loan Bank
1.000%(cc)   05/27/31     200   173,735
1.150%(cc)   02/10/31     100   80,605
1.240%   08/19/30     50   40,417
1.250%   12/30/30     140   111,832
1.410%   10/14/32     150   113,996
1.500%(cc)   05/27/31     100   86,764
1.500%   09/30/33     115   84,820
1.750%   06/20/31     90   73,048
1.790%   12/21/35     185   131,545
2.000%(cc)   05/27/31     100   87,306
2.050%   05/12/31     105   87,258
2.050%   03/19/35     153   113,897
2.090%   02/22/36     110   79,414
4.250%   09/10/32     210   205,403
5.500%   07/15/36     885   970,770
Federal Home Loan Mortgage Corp.
1.500%   11/01/50     400   301,459
2.000%   01/01/32     95   87,651
2.000%   12/01/50     1,651   1,313,220
2.500%   03/01/30     142   133,865
2.500%   11/01/46     236   202,238
2.500%   04/01/51     2,402   1,996,537
3.000%   06/01/29     101   96,702
3.000%   01/01/37     236   216,994
3.000%   06/01/45     88   79,097
3.000%   01/01/48     195   171,548
3.000%   10/01/49     67   58,242
3.000%   04/01/52     473   407,825
3.000%   05/01/52     715   615,665
3.000%   06/01/52     458   394,607
3.500%   12/01/32     195   187,638
3.500%   07/01/42     217   199,886
3.500%   10/01/42     332   304,576
3.500%   08/01/43     410   376,815
3.500%   09/01/45     135   123,254
3.500%   10/01/45     122   111,572
3.500%   02/01/47     159   145,331
3.500%   07/01/47     245   224,187
3.500%   03/01/48     339   309,161
3.500%   02/01/52     879   788,068
4.000%   06/01/26     6   5,838
4.000%   09/01/26     23   22,540
4.000%   11/01/37     498   482,625
4.000%   09/01/40     110   104,412
4.000%   12/01/40     115   109,141
4.000%   12/01/40     137   130,381
4.000%   11/01/43     243   230,464
4.000%   09/01/48     5   4,910
4.000%   05/01/52     454   421,413
4.500%   09/01/39     413   405,075
4.500%   08/01/48     117   113,284
4.500%   08/01/52     497   473,473
5.000%   06/01/33     111   111,568
5.000%   05/01/34     54   53,255
5.000%   09/01/52     917   895,705
Interest
Rate 		  Maturity
Date 		  Principal
Amount
(000)# 		  Value
 
U.S. Government Agency Obligations (continued)
5.500%   05/01/37     21   $21,120
5.500%   02/01/38     68   69,847
5.500%   05/01/38     29   29,490
5.500%   10/01/52     1,152   1,148,383
6.000%   09/01/34     36   36,830
6.000%   01/01/37     17   17,083
6.000%   09/01/38     20   21,188
6.000%   08/01/39     23   24,174
6.250%   07/15/32     315   358,155
6.500%   09/01/32     10   10,385
6.750%   03/15/31     190   217,582
Federal Home Loan Mortgage Corp., MTN
1.220%   08/19/30     95   76,882
1.899%(s)   11/15/38     425   209,540
Federal National Mortgage Assoc.
0.875%   08/05/30     75   60,801
1.500%   11/01/50     1,236   933,086
1.500%   12/01/50     787   593,195
2.000%   08/01/31     97   89,341
2.000%   05/01/36     689   612,128
2.000%   06/01/40     294   249,503
2.000%   07/01/40     313   264,960
2.000%   02/01/41     597   504,179
2.000%   05/01/41     1,727   1,457,385
2.000%   09/01/50     2,229   1,777,446
2.000%   10/01/50     1,441   1,148,118
2.000%   12/01/50     366   291,512
2.000%   02/01/51(k)     3,267   2,602,626
2.500%   TBA(tt)     500   413,230
2.500%   06/01/28     428   408,526
2.500%   05/01/41     908   780,950
2.500%   02/01/43     85   73,000
2.500%   12/01/46     305   260,950
2.500%   01/01/50     621   517,998
2.500%   03/01/50     196   163,463
2.500%   05/01/50     778   649,501
2.500%   08/01/50     1,938   1,614,224
2.500%   09/01/50     1,343   1,139,343
2.500%   10/01/50     2,169   1,806,837
2.500%   04/01/51     476   395,669
2.500%   04/01/51     967   814,805
2.500%   05/01/52     870   729,470
3.000%   02/01/31     194   184,258
3.000%   11/01/36     179   164,195
3.000%   03/01/43     312   278,276
3.000%   07/01/43     396   353,645
3.000%   07/01/43     535   477,277
3.000%   09/01/46     276   242,934
3.000%   11/01/46     127   111,410
3.000%   11/01/46     166   146,371
3.000%   11/01/46     707   622,963
3.000%   12/01/47     377   333,456
3.000%   02/01/50     157   137,012
3.000%   06/01/50     272   236,865
3.000%   11/01/51     843   728,081
3.000%   02/01/52     518   446,084
3.000%   04/01/52     873   763,618
 
A2
PSF PGIM GOVERNMENT INCOME PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS as of March 31, 2024 (unaudited)
Interest
Rate 		  Maturity
Date 		  Principal
Amount
(000)# 		  Value
 
U.S. Government Agency Obligations (continued)
3.000%   04/01/52     894   $772,697
3.000%   04/01/52     898   773,334
3.500%   07/01/31     238   230,296
3.500%   02/01/33     47   45,286
3.500%   06/01/39     113   105,370
3.500%   04/01/42     186   171,192
3.500%   06/01/42     283   260,661
3.500%   07/01/42     141   130,017
3.500%   07/01/42     376   345,552
3.500%   06/01/45     479   437,422
3.500%   07/01/46     150   136,435
3.500%   12/01/46     150   136,543
3.500%   12/01/46     353   325,237
3.500%   11/01/48     257   234,500
4.000%   07/01/37     315   304,752
4.000%   09/01/40     426   404,231
4.000%   06/01/42     281   265,833
4.000%   09/01/44     174   164,398
4.000%   09/01/44     312   295,975
4.000%   04/01/45     162   153,499
4.000%   07/01/45     111   105,650
4.000%   10/01/45     198   187,739
4.000%   10/01/46     61   58,234
4.000%   02/01/47     54   50,908
4.000%   06/01/47     97   91,042
4.000%   07/01/47     100   94,689
4.000%   10/01/47     315   296,222
4.000%   11/01/47     79   74,810
4.000%   11/01/47     110   104,687
4.000%   05/01/52     897   832,261
4.500%   05/01/40     432   420,153
4.500%   04/01/42     246   241,180
4.500%   07/01/52     923   879,165
4.500%   01/01/53     407   387,872
5.000%   12/01/31     19   18,307
5.000%   03/01/34     120   120,161
5.000%   06/01/35     51   51,459
5.000%   07/01/35     27   27,625
5.000%   05/01/36     35   35,479
5.000%   07/01/52     446   435,288
5.000%   08/01/52     572   558,515
5.500%   02/01/34     75   76,978
5.500%   09/01/34     80   81,831
5.500%   02/01/35     95   96,592
5.500%   06/01/35     29   29,056
5.500%   06/01/35     47   47,618
5.500%   09/01/35     26   25,871
5.500%   09/01/35     58   58,835
5.500%   10/01/35     92   93,724
5.500%   11/01/35     36   36,283
5.500%   11/01/35     47   47,775
5.500%   11/01/35     176   180,008
6.000%   12/01/33     8   7,638
6.000%   02/01/34     42   43,456
6.000%   08/01/34     —(r)   170
6.000%   11/01/34     —(r)   207
6.000%   01/01/36     48   49,327
Interest
Rate 		  Maturity
Date 		  Principal
Amount
(000)# 		  Value
 
U.S. Government Agency Obligations (continued)
6.000%   05/01/38     17   $17,303
6.500%   07/01/32     69   71,878
6.500%   08/01/32     23   23,298
6.500%   10/01/32     82   85,224
6.500%   10/01/37     70   73,080
6.625%   11/15/30     2,535   2,865,504
7.000%   12/01/31     17   17,763
7.000%   01/01/36     10   10,698
8.000%   09/01/24     —(r)   75
8.000%   11/01/24     —(r)   163
9.000%   02/01/25     —(r)   356
9.000%   04/01/25     —(r)   154
4.336%(s)   03/17/31     315   229,036
Freddie Mac Coupon Strips, Notes
5.245%(s)   03/15/31     105   74,659
Freddie Mac Strips
5.078%(s)   07/15/32     330   225,452
Government National Mortgage Assoc.
2.000%   09/20/51     287   235,389
2.000%   10/20/51     1,412   1,156,710
2.500%   12/20/46     79   68,499
2.500%   05/20/51     898   765,533
2.500%   08/20/51     1,350   1,150,312
3.000%   03/15/45     342   304,144
3.000%   07/20/46     316   282,795
3.000%   09/20/46     341   304,459
3.000%   10/20/46     86   76,775
3.000%   04/20/47     401   358,742
3.000%   12/20/48     263   234,565
3.000%   04/20/49     243   216,477
3.000%   07/20/49     62   55,560
3.000%   12/20/49     266   236,507
3.000%   09/20/51     931   822,153
3.500%   01/20/43     382   354,464
3.500%   04/20/43     180   167,123
3.500%   03/20/45     222   205,569
3.500%   04/20/45     179   165,787
3.500%   04/20/46     299   275,877
3.500%   07/20/46     435   401,854
3.500%   07/20/48     353   325,056
3.500%   11/20/48     93   85,712
3.500%   01/20/49     164   150,709
3.500%   05/20/49     305   280,427
4.000%   06/15/40     57   54,023
4.000%   08/20/46     180   170,881
4.000%   11/20/46     110   105,055
4.000%   09/20/47     143   135,566
4.000%   06/20/48     220   207,395
4.000%   02/20/49     194   183,957
4.500%   02/20/41     173   170,111
4.500%   03/20/41     145   143,209
4.500%   06/20/44     112   109,735
4.500%   09/20/46     127   122,541
4.500%   11/20/46     220   216,356
4.500%   01/20/47     28   28,002
4.500%   05/20/52     476   458,173
5.000%   07/15/33     53   53,417
 
A3
PSF PGIM GOVERNMENT INCOME PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS as of March 31, 2024 (unaudited)
Interest
Rate 		  Maturity
Date 		  Principal
Amount
(000)# 		  Value
 
U.S. Government Agency Obligations (continued)
5.000%   09/15/33     95   $94,012
5.000%   04/15/34     29   30,318
5.000%   10/20/48     41   40,517
5.500%   03/15/34     100   102,643
5.500%   03/15/36     29   29,651
6.500%   07/15/32     7   7,087
6.500%   08/15/32     1   1,261
6.500%   08/15/32     2   2,572
6.500%   08/15/32     7   6,736
6.500%   08/15/32     38   39,173
7.000%   05/15/24     —(r)   84
7.000%   08/15/28     10   9,711
7.500%   12/15/25     7   6,816
7.500%   02/15/26     2   1,720
8.500%   09/15/24     2   1,915
8.500%   04/15/25     —(r)   119
Resolution Funding Corp. Interest Strips
3.230%(s)   01/15/30     450   344,255
3.555%(s)   04/15/30     675   510,107
Resolution Funding Corp. Principal Strips
3.277%(s)   04/15/30     2,465   1,870,032
3.672%(s)   01/15/30     2,390   1,835,073
Tennessee Valley Authority, Sr. Unsec’d. Notes
0.750%   05/15/25     325   309,999
1.500%   09/15/31     500   405,716
2.875%   02/01/27     175   167,542
5.880%   04/01/36     230   255,966
6.750%   11/01/25     510   524,073
7.125%   05/01/30     530   607,436
 
Total U.S. Government Agency Obligations

(cost $88,182,436)
  78,970,046
U.S. Treasury Obligations — 30.6%
U.S. Treasury Bonds
1.375%   11/15/40     4,940   3,177,809
2.000%   11/15/41     625   438,477
2.000%   02/15/50     185   115,914
2.250%   05/15/41(k)     5,845   4,319,820
2.250%   08/15/49     385   256,747
2.375%   02/15/42     245   182,295
2.375%   05/15/51     715   485,753
2.875%   05/15/43(k)     1,515   1,203,715
3.000%   02/15/49     5,055   3,941,320
3.375%   11/15/48     2,870   2,398,692
3.625%   08/15/43     45   40,036
3.625%   02/15/53     310   272,364
4.000%   11/15/42     80   75,387
U.S. Treasury Notes
0.375%   04/30/25     1,000   951,758
3.500%   02/15/33     830   786,425
3.750%   06/30/30     4,365   4,250,760
4.000%   12/15/25     1,895   1,871,831
4.000%   02/15/34     1,355   1,332,981
4.250%   02/28/29     950   951,559
4.250%   02/28/31     1,500   1,503,047
U.S. Treasury Strips Coupon
1.450%(s)   08/15/42     60   25,577
Interest
Rate 		  Maturity
Date 		  Principal
Amount
(000)# 		  Value
 
U.S. Treasury Obligations (continued)
1.463%(s)   11/15/42     155   $65,276
1.982%(s)   08/15/39     1,025   512,860
2.010%(s)   08/15/30     941   717,145
2.024%(s)   02/15/39     630   324,302
2.208%(s)   05/15/39     455   230,717
2.353%(s)   02/15/44     440   174,728
2.365%(s)   05/15/44     2,790   1,096,819
2.402%(s)   05/15/41     1,995   906,011
2.415%(s)   11/15/40     525   244,597
2.434%(s)   11/15/45     345   127,003
2.436%(s)   02/15/46     390   142,091
2.443%(s)   08/15/44     210   81,802
2.452%(s)   08/15/43     1,145   466,453
2.486%(s)   02/15/45     150   57,053
2.510%(s)   11/15/43     4,165   1,674,460
2.513%(s)   08/15/41     2,740   1,227,327
2.857%(s)   05/15/31     33   24,396
3.336%(s)   08/15/40     895   422,503
3.387%(s)   05/15/42     135   58,219
3.870%(s)   02/15/41     730   335,886
3.914%(s)   11/15/41     5,150   2,276,260
3.995%(s)   02/15/42     4,020   1,755,138
4.608%(s)   11/15/48     25   8,112
4.652%(s)   05/15/49     2,100   670,441
4.924%(s)   02/15/49     75   24,188
5.335%(s)   02/15/40     4,070   1,981,104
5.345%(s)   05/15/40     7,960   3,818,312
 
Total U.S. Treasury Obligations

(cost $54,123,029)
  48,005,470
 
Total Long-Term Investments

(cost $172,733,765)
  156,228,341
    
      Shares  
Short-Term Investment — 0.6%
Affiliated Mutual Fund
PGIM Core Ultra Short Bond Fund

(cost $933,234)(wb)
933,234 933,234
 
TOTAL INVESTMENTS—100.1%

(cost $173,666,999)
157,161,575
 
Liabilities in excess of other assets(z) — (0.1)%
(152,507)
 
Net Assets — 100.0%
$157,009,068
    
Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings:
144A Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, pursuant to the requirements of Rule 144A, may not be resold except to qualified institutional buyers.
A Annual payment frequency for swaps
Aces Alternative Credit Enhancements Securities
CLO Collateralized Loan Obligation
CME Chicago Mercantile Exchange
FHLMC Federal Home Loan Mortgage Corporation
 
A4
PSF PGIM GOVERNMENT INCOME PORTFOLIO (continued)
SCHEDULE OF INVESTMENTS as of March 31, 2024 (unaudited)
MTN Medium Term Note
SOFR Secured Overnight Financing Rate
STRIPs Separate Trading of Registered Interest and Principal of Securities
TBA To Be Announced
    
# Principal or notional amount is shown in U.S. dollars unless otherwise stated.
(c) Variable rate instrument. The interest rate shown reflects the rate in effect at March 31, 2024.
(cc) Variable rate instrument. The rate shown is based on the latest available information as of March 31, 2024. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description.
(k) Represents security, or a portion thereof, segregated as collateral for centrally cleared/exchange-traded derivatives.
(r) Principal or notional amount is less than $500 par.
(s) Represents zero coupon bond or principal only security. Rate represents yield to maturity at purchase date.
(tt) All or partial principal amount represents “TBA” mortgage dollar rolls. The aggregate mortgage dollar roll principal amount of $500,000 is 0.3% of net assets.
(wb) Represents an investment in a Fund affiliated with the Manager.
(z) Includes net unrealized appreciation/(depreciation) and/or market value of the below holdings which are excluded from the Schedule of Investments:
 
Forward Commitment Contract:                      
U.S. Government Agency Obligation   Interest
Rate 		  Maturity
Date 		  Settlement
Date 		  Principal
Amount
(000)# 		Value
Federal National Mortgage Assoc.
(proceeds receivable $1,724,063) 		  3.000%   TBA   05/13/24     $(2,000)   $(1,722,297)
    
Futures contracts outstanding at March 31, 2024:
Number
of
Contracts 		  Type   Expiration
Date 		  Current
Notional
Amount 		  Value /
Unrealized
Appreciation
(Depreciation)
Long Positions:
35   3 Month CME SOFR   Sep. 2024   $8,300,688   $(39,876)
82   2 Year U.S. Treasury Notes   Jun. 2024   16,767,719   (23,390)
203   5 Year U.S. Treasury Notes   Jun. 2024   21,724,173   14,601
19   10 Year U.S. Treasury Notes   Jun. 2024   2,105,141   5,135
16   10 Year U.S. Ultra Treasury Notes   Jun. 2024   1,833,750   14,884
8   30 Year U.S. Ultra Treasury Bonds   Jun. 2024   1,032,000   22,136
                (6,510)
Short Position:
312   20 Year U.S. Treasury Bonds   Jun. 2024   37,576,500   (737,960)
                $(744,470)
Interest rate swap agreements outstanding at March 31, 2024:
Notional
Amount
(000)# 		  Termination
Date 		  Fixed
Rate 		  Floating
Rate 		  Value at
Trade Date 		  Value at
March 31,
2024 		  Unrealized
Appreciation
(Depreciation)
Centrally Cleared Interest Rate Swap Agreements:
  1,908   03/08/25   4.946%(A)   1 Day SOFR(2)(A)/ 5.340%   $—   $(2,901)   $(2,901)
  2,332   03/09/25   5.110%(A)   1 Day SOFR(2)(A)/ 5.340%   —   268   268
                    $—   $(2,633)   $(2,633)
    
(1) The Portfolio pays the fixed rate and receives the floating rate.
(2) The Portfolio pays the floating rate and receives the fixed rate.
Other information regarding the Portfolio is available in the Portfolio’s most recent Report to Shareholders. This information is available on the Securities and Exchange Commission’s website (www.sec.gov).
A5