Maybe you can refer back to your 2019 Form 1099-R for the sender information.
You only received a Form 1099-R if received distribution from retirements, pensions and annuities. It will show on line 5 of your Form 1040.
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Go to Prudential's website for contact info. In fact, you might be able to pull the 1099-R there.
Did you actually receive annuity payments in 2020? If not, the annuity's payout period may have ended.