# EDGAR Filing Document

**Accession Number:** 0000793159
**File Stem:** 0000940400-26-012056
**Filing Date:** 2026-3
**Character Count:** 979644
**Document Hash:** 003e81fa364db8e16df2bd00d039cd9e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012056.hdr.sgml**: 20260330

**ACCESSION NUMBER**: 0000940400-26-012056

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260330

**DATE AS OF CHANGE**: 20260330

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL GLOBAL TOTAL RETURN FUND, INC.
- **CENTRAL INDEX KEY:** 0000793159

**ORGANIZATION NAME:**
- **EIN:** 133352347
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04661
- **FILM NUMBER:** 26812337

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DRYDEN GLOBAL TOTAL RETURN FUND INC
- **DATE OF NAME CHANGE:** 20030716

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL GLOBAL TOTAL RETURN FUND INC
- **DATE OF NAME CHANGE:** 19990816

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GLOBAL TOTAL RETURN FUND INC /MD
- **DATE OF NAME CHANGE:** 19950301

## Series and Classes Contracts Data

### PGIM Global Total Return Fund (Series ID: S000004375)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000012110 | Class A      | GTRAX           |
| C000012112 | Class C      | PCTRX           |
| C000012113 | Class Z      | PZTRX           |
| C000109121 | Class R6     | PGTQX           |
| C000196748 | Class R2     | PGTOX           |
| C000196749 | Class R4     | PGTSX           |

## Nport-Ex

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Long-Term Investments 97.5%** |  |  |  |  |  |
| **Asset-Backed Securities 4.3%** | **Asset-Backed Securities 4.3%** | **Asset-Backed Securities 4.3%** | **Asset-Backed Securities 4.3%** | **Asset-Backed Securities 4.3%** | **Asset-Backed Securities 4.3%** |
| **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** |
| Evergreen Credit Card Trust,<br> Series 2024-CRT04, Class C, 144A | 5.640% | &nbsp;&nbsp;10/15/28 |  | &nbsp;&nbsp;5600 | &nbsp;&nbsp; $5635804 |
| **Cayman Islands 0.7%** | **Cayman Islands 0.7%** | **Cayman Islands 0.7%** | **Cayman Islands 0.7%** | **Cayman Islands 0.7%** | **Cayman Islands 0.7%** |
| Mountain View CLO Ltd.,<br> Series 2015-09A, Class A2R, 144A, 3 Month SOFR + 2.042% (Cap N/A, Floor 0.000%) | 5.714(c) | &nbsp;&nbsp;07/15/31 |  | &nbsp;&nbsp;3994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4001478 |
| Shackleton CLO Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-05RA, Class A, 144A, 3 Month SOFR + 1.362% (Cap N/A, Floor 0.262%) | 5.231(c) | &nbsp;&nbsp;05/07/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129305 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-05RA, Class B, 144A, 3 Month SOFR + 1.962% (Cap N/A, Floor 0.262%) | 5.831(c) | &nbsp;&nbsp;05/07/31 |  | &nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6509750 |
| Voya CLO Ltd.,<br> Series 2013-02A, Class A1R, 144A, 3 Month SOFR + 1.232% (Cap N/A, Floor 0.970%) | 4.900(c) | &nbsp;&nbsp;04/25/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54884 |
| Zais CLO Ltd.,<br> Series 2015-03A, Class A2R, 144A, 3 Month SOFR + 2.452% (Cap N/A, Floor 0.000%) | 6.124(c) | &nbsp;&nbsp;07/15/31 |  | &nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8513381 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19208798 |
| **Germany 0.4%** | **Germany 0.4%** | **Germany 0.4%** | **Germany 0.4%** | **Germany 0.4%** | **Germany 0.4%** |
| Vantage Data Centers Germany Borrower Lux Sarl,<br> Series 2025-01A, Class A2, 144A | 4.292 | &nbsp;&nbsp;06/28/50 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9467272 |
| **Ireland 1.2%** | **Ireland 1.2%** | **Ireland 1.2%** | **Ireland 1.2%** | **Ireland 1.2%** | **Ireland 1.2%** |
| BNPP AM Euro CLO DAC,<br> Series 2018-01A, Class AR, 144A, 3 Month EURIBOR + 0.600% (Cap N/A, Floor 0.600%) | 2.616(c) | &nbsp;&nbsp;04/15/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4065683 |
| CIFC European Funding CLO DAC,<br> Series 03A, Class B2, 144A | 2.000 | &nbsp;&nbsp;01/15/34 | &nbsp;&nbsp;EUR | 11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13588991 |
| Invesco Euro CLO DAC,<br> Series 01A, Class A2R, 144A | 0.800 | &nbsp;&nbsp;07/15/31 | &nbsp;&nbsp;EUR | 12506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14550869 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32205543 |
| **Spain 0.1%** | **Spain 0.1%** | **Spain 0.1%** | **Spain 0.1%** | **Spain 0.1%** | **Spain 0.1%** |
| LSF11 Boson Investments Sarl Compartment 2,<br> Series 2021-NPLA, Class A1, 144A, 3 Month EURIBOR + 2.000% (Cap N/A, Floor 0.000%) | 4.047(c) | &nbsp;&nbsp;11/25/60 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201612 |
| TFS, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-03, Class A1^ | 0.000(s) | &nbsp;&nbsp;04/16/40 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-03, Class A1, 1 Month EURIBOR + 3.250%^ | 5.185(c) | &nbsp;&nbsp;03/15/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449957 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651570 |
| **United Kingdom 0.5%** | **United Kingdom 0.5%** | **United Kingdom 0.5%** | **United Kingdom 0.5%** | **United Kingdom 0.5%** | **United Kingdom 0.5%** |
| Apidos CLO Ltd.,<br> Series 2023-44A, Class A1R, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) | 5.028(c) | &nbsp;&nbsp;10/26/37 |  | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10047789 |
| NewDay Funding,<br> Series 2024-01A, Class B, 144A, SONIA + 1.650% (Cap N/A, Floor 0.000%) | 5.381(c) | &nbsp;&nbsp;03/15/32 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3578729 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13626518 |
| **United States 1.2%** | **United States 1.2%** | **United States 1.2%** | **United States 1.2%** | **United States 1.2%** | **United States 1.2%** |
| Ally Bank Auto Credit-Linked Notes,<br> Series 2024-B, Class E, 144A | 6.678 | &nbsp;&nbsp;09/15/32 |  | &nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2246568 |
| Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-Through Certificates, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2002-02, Class M3, 1 Month SOFR + 2.769% (Cap N/A, Floor 2.655%) | 4.394(c) | &nbsp;&nbsp;08/25/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76286 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2002-03, Class M3, 1 Month SOFR + 2.964% (Cap N/A, Floor 2.850%) | 6.637(c) | &nbsp;&nbsp;08/25/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47323 |
| Bayview Opportunity Master Fund VII Trust,<br> Series 2024-CAR1F, Class A, 144A | 6.971 | &nbsp;&nbsp;07/29/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594166 |
| Chase Funding Trust,<br> Series 2003-04, Class 2A2, 1 Month SOFR + 0.714% (Cap N/A, Floor 0.600%) | 4.387(c) | &nbsp;&nbsp;05/25/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192616 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| EquiFirst Mortgage Loan Trust,<br> Series 2004-01, Class 1A1, 1 Month SOFR + 0.594% (Cap N/A, Floor 0.480%) | &nbsp;&nbsp;4.267 %(c) | &nbsp;&nbsp;01/25/34 | &nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp; $291149 |
| GreenSky Home Improvement Trust,<br> Series 2024-01, Class A4, 144A | &nbsp;&nbsp;5.670 | &nbsp;&nbsp;06/25/59 | &nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119270 |
| Huntington Bank Auto Credit-Linked Notes,<br> Series 2024-02, Class C, 144A, 30 Day Average SOFR + 2.600% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.303(c) | &nbsp;&nbsp;10/20/32 | 1695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705295 |
| JPMorgan Chase Bank NA,<br> Series 2021-01, Class R, 144A | 28.348 | &nbsp;&nbsp;09/25/28 | &nbsp;&nbsp;&nbsp;307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297984 |
| Laurel Road Prime Student Loan Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-A, Class A, 144A | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;02/25/43 | 3430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447779 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C, Class A, 144A | &nbsp;&nbsp;0.000(cc) | &nbsp;&nbsp;08/25/43 | &nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406975 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-A, Class R, 144A | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;10/25/48 | 1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483991 |
| Lending Funding Trust,<br> Series 2020-02A, Class A, 144A | &nbsp;&nbsp;2.320 | &nbsp;&nbsp;04/21/31 | &nbsp;&nbsp;&nbsp;757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748336 |
| MASTR Asset-Backed Securities Trust,<br> Series 2004-WMC02, Class M1, 1 Month SOFR + 1.014% (Cap N/A, Floor 0.900%) | &nbsp;&nbsp;4.687(c) | &nbsp;&nbsp;04/25/34 | &nbsp;&nbsp;&nbsp;514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517486 |
| Morgan Stanley Dean Witter Capital I, Inc. Trust,<br> Series 2002-AM03, Class A3, 1 Month SOFR + 1.094% (Cap N/A, Floor 0.980%) | &nbsp;&nbsp;4.767(c) | &nbsp;&nbsp;02/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21508 |
| OneMain Direct Auto Receivables Trust,<br> Series 2019-01A, Class B, 144A | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;11/14/28 | 1062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060762 |
| OneMain Financial Issuance Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-02A, Class C, 144A | &nbsp;&nbsp;6.740 | &nbsp;&nbsp;09/15/36 | 1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344521 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-02A, Class D, 144A | &nbsp;&nbsp;7.520 | &nbsp;&nbsp;09/15/36 | 3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3829255 |
| RCKT Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES01, Class A1A, 144A | &nbsp;&nbsp;6.025(cc) | &nbsp;&nbsp;02/25/44 | &nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1A, 144A | &nbsp;&nbsp;5.846(cc) | &nbsp;&nbsp;08/25/44 | &nbsp;&nbsp;&nbsp;479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484605 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES06, Class A1A, 144A | &nbsp;&nbsp;5.344(cc) | &nbsp;&nbsp;09/25/44 | 4428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4454352 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES07, Class A1A, 144A | &nbsp;&nbsp;5.158(cc) | &nbsp;&nbsp;10/25/44 | 2162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2171680 |
| Santander Drive Auto Receivables Trust,<br> Series 2023-06, Class C | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;03/17/31 | &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516608 |
| Sunrun Vesta Issuer LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-03A, Class A1, 144A | &nbsp;&nbsp;5.490 | &nbsp;&nbsp;10/30/59 | &nbsp;&nbsp;&nbsp;892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871741 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-03A, Class A2, 144A | &nbsp;&nbsp;5.880 | &nbsp;&nbsp;10/30/59 | 3735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600786 |
| Towd Point Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES01, Class A1A, 144A | &nbsp;&nbsp;5.848(cc) | &nbsp;&nbsp;01/25/64 | &nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444390 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES02, Class A1A, 144A | &nbsp;&nbsp;6.125(cc) | &nbsp;&nbsp;02/25/64 | &nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315399 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1, 144A | &nbsp;&nbsp;5.167(cc) | &nbsp;&nbsp;09/25/64 | 4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4159859 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32422519 |
| **Total Asset-Backed Securities<br> (cost $114,232,758)** | **Total Asset-Backed Securities<br> (cost $114,232,758)** | **Total Asset-Backed Securities<br> (cost $114,232,758)** | **Total Asset-Backed Securities<br> (cost $114,232,758)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114218024 |
| **Commercial Mortgage-Backed Securities 2.4%** | **Commercial Mortgage-Backed Securities 2.4%** | **Commercial Mortgage-Backed Securities 2.4%** | **Commercial Mortgage-Backed Securities 2.4%** | **Commercial Mortgage-Backed Securities 2.4%** |
| **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** |
| BX Commercial Mortgage Trust,<br> Series 2024-PURE, Class A, 144A, CORRA + 1.900% (Cap N/A, Floor 1.900%) | &nbsp;&nbsp;4.177(c) | &nbsp;&nbsp;11/15/41 &nbsp;&nbsp;CAD | 4710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3495430 |
| Real Estate Asset Liquidity Trust,<br> Series 2020-01A, Class A1, 144A | &nbsp;&nbsp;2.381(cc) | &nbsp;&nbsp;02/12/55 &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101914 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3597344 |
| **Cayman Islands 0.1%** | **Cayman Islands 0.1%** | **Cayman Islands 0.1%** | **Cayman Islands 0.1%** | **Cayman Islands 0.1%** |
| BXMT Ltd.,<br> Series 2025-FL05, Class A, 144A, 1 Month SOFR + 1.639% (Cap N/A, Floor 1.639%) | &nbsp;&nbsp;5.314(c) | &nbsp;&nbsp;10/18/42 | 2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2603209 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** |
| **United States 2.1%** | **United States 2.1%** | **United States 2.1%** | **United States 2.1%** | **United States 2.1%** | **United States 2.1%** |
| 20 Times Square Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-20TS, Class G, 144A(x) | 3.100 %(cc) | &nbsp;&nbsp;05/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; $870000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-20TS, Class H, 144A(x) | 3.100(cc) | &nbsp;&nbsp;05/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845000 |
| Benchmark Mortgage Trust,<br> Series 2020-B17, Class A4 | 2.042 | &nbsp;&nbsp;03/15/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5677358 |
| CF Mortgage Trust,<br> Series 2020-P01, Class A1, 144A | 2.840(cc) | &nbsp;&nbsp;04/15/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;9086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9039981 |
| Citigroup Commercial Mortgage Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-GC21, Class XB, IO | 0.000(cc) | &nbsp;&nbsp;05/10/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;2149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-GC37, Class XB, IO | 0.655(cc) | &nbsp;&nbsp;04/10/49 |  | &nbsp;&nbsp;33868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20727 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-P04, Class XB, IO | 1.301(cc) | &nbsp;&nbsp;07/10/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22715 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-P08, Class A2 | 3.109 | &nbsp;&nbsp;09/15/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625059 |
| Commercial Mortgage Trust,<br> Series 2014-UBS04, Class XB, IO, 144A | 0.267(cc) | &nbsp;&nbsp;08/10/47 |  | &nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112875 |
| FHLMC Multifamily Structured Pass-Through Certificates, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K058, Class X1, IO | 0.892(cc) | &nbsp;&nbsp;08/25/26 |  | &nbsp;&nbsp;36804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101012 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K090, Class X1, IO | 0.706(cc) | &nbsp;&nbsp;02/25/29 |  | &nbsp;&nbsp;22301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441722 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K111, Class X1, IO | 1.563(cc) | &nbsp;&nbsp;05/25/30 |  | &nbsp;&nbsp;28723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1616377 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K113, Class X1, IO | 1.370(cc) | &nbsp;&nbsp;06/25/30 |  | 116537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5739908 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K114, Class X1, IO | 1.110(cc) | &nbsp;&nbsp;06/25/30 |  | &nbsp;&nbsp;74311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3061336 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K116, Class X1, IO | 1.409(cc) | &nbsp;&nbsp;07/25/30 |  | &nbsp;&nbsp;47812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2426288 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K121, Class X1, IO | 1.013(cc) | &nbsp;&nbsp;10/25/30 |  | 123534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4729775 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series KG03, Class X1, IO | 1.362(cc) | &nbsp;&nbsp;06/25/30 |  | &nbsp;&nbsp;98777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4743156 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series Q001, Class XA, IO | 2.060(cc) | &nbsp;&nbsp;02/25/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;4924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282633 |
| GS Mortgage Securities Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-GC22, Class XB, IO | 0.277(cc) | &nbsp;&nbsp;06/10/47 |  | &nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37530 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-GC24, Class XB, IO | 0.021(cc) | &nbsp;&nbsp;09/10/47 |  | &nbsp;&nbsp;83262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-GC26, Class XB, IO | 0.277(cc) | &nbsp;&nbsp;11/10/47 |  | &nbsp;&nbsp;48711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 |
| JPMCC Commercial Mortgage Securities Trust,<br> Series 2017-JP06, Class A3 | 3.109 | &nbsp;&nbsp;07/15/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;1624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603345 |
| JPMDB Commercial Mortgage Securities Trust,<br> Series 2020-COR07, Class A4 | 1.915 | &nbsp;&nbsp;05/13/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4404810 |
| JPMorgan Chase Commercial Mortgage Securities Trust,<br> Series 2018-AON, Class E, 144A | 4.613(cc) | &nbsp;&nbsp;07/05/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266253 |
| Morgan Stanley Capital I Trust,<br> Series 2020-HR08, Class XB, IO | 0.854(cc) | &nbsp;&nbsp;07/15/53 |  | &nbsp;&nbsp;54413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1931672 |
| ONE Mortgage Trust,<br> Series 2021-PARK, Class C, 144A, 1 Month SOFR + 1.214% (Cap N/A, Floor 1.100%) | 4.894(c) | &nbsp;&nbsp;03/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496629 |
| Wells Fargo Commercial Mortgage Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C35, Class XB, IO | 0.920(cc) | &nbsp;&nbsp;07/15/48 |  | &nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32897 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-LC24, Class XB, IO | 0.958(cc) | &nbsp;&nbsp;10/15/49 |  | &nbsp;&nbsp;20910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95023 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FCMT, Class B, 144A, 1 Month SOFR + 1.964% (Cap N/A, Floor 1.850%) | 5.645(c) | &nbsp;&nbsp;05/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1797647 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FCMT, Class C, 144A, 1 Month SOFR + 2.514% (Cap N/A, Floor 2.400%) | 6.195(c) | &nbsp;&nbsp;05/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697726 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FCMT, Class D, 144A, 1 Month SOFR + 3.614% (Cap N/A, Floor 3.500%) | 7.295(c) | &nbsp;&nbsp;05/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2196986 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55918504 |
| **Total Commercial Mortgage-Backed Securities<br> (cost $64,832,195)** | **Total Commercial Mortgage-Backed Securities<br> (cost $64,832,195)** | **Total Commercial Mortgage-Backed Securities<br> (cost $64,832,195)** | **Total Commercial Mortgage-Backed Securities<br> (cost $64,832,195)** | **Total Commercial Mortgage-Backed Securities<br> (cost $64,832,195)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62119057 |
| **Corporate Bonds 41.4%** | **Corporate Bonds 41.4%** | **Corporate Bonds 41.4%** | **Corporate Bonds 41.4%** | **Corporate Bonds 41.4%** | **Corporate Bonds 41.4%** |
| **Australia 0.0%** | **Australia 0.0%** | **Australia 0.0%** | **Australia 0.0%** | **Australia 0.0%** | **Australia 0.0%** |
| Westpac Banking Corp.,<br> Sr. Unsec'd. Notes, EMTN | 3.310 | &nbsp;&nbsp;07/31/34 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292509 |
| **Brazil 0.8%** | **Brazil 0.8%** | **Brazil 0.8%** | **Brazil 0.8%** | **Brazil 0.8%** | **Brazil 0.8%** |
| Petrobras Global Finance BV, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.375 | &nbsp;&nbsp;10/01/29 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11282063 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Brazil (cont'd.)** | **Brazil (cont'd.)** | **Brazil (cont'd.)** | **Brazil (cont'd.)** | **Brazil (cont'd.)** | **Brazil (cont'd.)** |
| Petrobras Global Finance BV, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.625% | &nbsp;&nbsp;01/16/34 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;6690 | &nbsp;&nbsp; $9312172 |
| Suzano Austria GmbH,<br> Gtd. Notes | 6.000 | &nbsp;&nbsp;01/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206626 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20800861 |
| **Bulgaria 0.5%** | **Bulgaria 0.5%** | **Bulgaria 0.5%** | **Bulgaria 0.5%** | **Bulgaria 0.5%** | **Bulgaria 0.5%** |
| Bulgarian Energy Holding EAD, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.450 | &nbsp;&nbsp;07/22/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10610364 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.250 | &nbsp;&nbsp;06/19/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130296 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12740660 |
| **Canada 1.0%** | **Canada 1.0%** | **Canada 1.0%** | **Canada 1.0%** | **Canada 1.0%** | **Canada 1.0%** |
| Barrick PD Australia Finance Pty Ltd.,<br> Gtd. Notes | 5.950 | &nbsp;&nbsp;10/15/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52708 |
| Bausch Health Cos., Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.000 | &nbsp;&nbsp;01/30/28 |  | &nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.000 | &nbsp;&nbsp;02/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133107 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.250 | &nbsp;&nbsp;01/30/30 |  | &nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2307500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.250 | &nbsp;&nbsp;02/15/31 |  | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298800 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.250 | &nbsp;&nbsp;02/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19766 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.000 | &nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337031 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.875 | &nbsp;&nbsp;06/01/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278268 |
| Bombardier, Inc.,<br> Sr. Unsec'd. Notes, 144A | 6.000 | &nbsp;&nbsp;02/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150188 |
| Brookfield Residential Properties, Inc./Brookfield Residential US LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.875 | &nbsp;&nbsp;02/15/30 |  | &nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277607 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.250 | &nbsp;&nbsp;09/15/27 |  | &nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274528 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.000 | &nbsp;&nbsp;06/15/29 |  | &nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1620026 |
| Cenovus Energy, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 2.650 | &nbsp;&nbsp;01/15/32 |  | &nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195936 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;02/15/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674476 |
| Hydro-Quebec,<br> Local Gov't. Gtd. Notes, Series JT, SOFR Index + 0.491% | 4.374(c) | &nbsp;&nbsp;03/31/26(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367500 |
| Ontario Electricity Financial Corp.,<br> Local Gov't. Gtd. Notes, Series 40 | 4.026(s) | &nbsp;&nbsp;04/11/31 | &nbsp;&nbsp;CAD | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6159800 |
| Ontario Teachers' Cadillac Fairview Properties Trust,<br> Sr. Unsec'd. Notes, 144A | 2.500 | &nbsp;&nbsp;10/15/31 |  | &nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597447 |
| Rogers Communications, Inc.,<br> Gtd. Notes | 3.250 | &nbsp;&nbsp;05/01/29 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513821 |
| Royal Bank of Canada, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes | 6.500(ff) | &nbsp;&nbsp;11/24/85 |  | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198040 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes | 6.500(ff) | &nbsp;&nbsp;05/24/86 |  | &nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5396151 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes | 6.750(ff) | &nbsp;&nbsp;08/24/85 |  | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283127 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.650 | &nbsp;&nbsp;03/10/26 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431386 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26500525 |
| **Chile 0.4%** | **Chile 0.4%** | **Chile 0.4%** | **Chile 0.4%** | **Chile 0.4%** | **Chile 0.4%** |
| Chile Electricity Lux Mpc II Sarl, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | 5.580 | &nbsp;&nbsp;10/20/35 |  | &nbsp;&nbsp;2004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2061998 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | 5.672 | &nbsp;&nbsp;10/20/35 |  | &nbsp;&nbsp;3786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3907637 |
| Empresa de Transporte de Pasajeros Metro SA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.398 | &nbsp;&nbsp;10/07/33 | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033439 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.693 | &nbsp;&nbsp;10/30/31 | &nbsp;&nbsp;CHF | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2645845 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9648919 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **China 0.7%** | **China 0.7%** | **China 0.7%** | **China 0.7%** | **China 0.7%** | **China 0.7%** |
| Agricultural Development Bank of China,<br> Sr. Unsec'd. Notes | 3.800% | &nbsp;&nbsp;10/27/30 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;55000 | &nbsp;&nbsp; $8530681 |
| Aircraft Finance Co. Ltd.,<br> Sr. Sec'd. Notes, Series B | 4.100 | &nbsp;&nbsp;03/29/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365801 |
| Alibaba Group Holding Ltd.,<br> Sr. Unsec'd. Notes | 2.800 | &nbsp;&nbsp;11/28/29 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;17720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2597455 |
| China Development Bank, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.300 | &nbsp;&nbsp;08/02/32 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4416362 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes | 4.200 | &nbsp;&nbsp;01/19/27 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2353862 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18264161 |
| **France 2.6%** | **France 2.6%** | **France 2.6%** | **France 2.6%** | **France 2.6%** | **France 2.6%** |
| Agence Francaise de Developpement EPIC,<br> Sr. Unsec'd. Notes | 3.000 | &nbsp;&nbsp;01/17/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5734131 |
| BNP Paribas SA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | 3.500 | &nbsp;&nbsp;03/29/28 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2616518 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | 4.625 | &nbsp;&nbsp;03/09/27 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255310 |
| BPCE SA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, Series 03 | 0.989 | &nbsp;&nbsp;07/12/28 | &nbsp;&nbsp;JPY | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1885806 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN | 3.610 | &nbsp;&nbsp;01/25/29 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588289 |
| Caisse des Depots et Consignations,<br> Sr. Unsec'd. Notes, EMTN | 3.063 | &nbsp;&nbsp;10/09/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1544067 |
| Credit Agricole Corporate & Investment Bank,<br> Sr. Unsec'd. Notes, EMTN | 3.500 | &nbsp;&nbsp;04/29/29 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2495409 |
| Credit Agricole SA,<br> Sub. Notes, EMTN | 4.200(ff) | &nbsp;&nbsp;05/29/34 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264362 |
| Gestion Securite de Stocks Securite SA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 2.875 | &nbsp;&nbsp;09/07/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274337 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.000 | &nbsp;&nbsp;11/25/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2360217 |
| La Poste SA,<br> Sr. Unsec'd. Notes, EMTN | 1.375 | &nbsp;&nbsp;04/21/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5334546 |
| Regie Autonome des Transports Parisiens EPIC,<br> Sr. Unsec'd. Notes, EMTN | 1.875 | &nbsp;&nbsp;05/25/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7666790 |
| SNCF Reseau, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.500 | &nbsp;&nbsp;05/29/37 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585215 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | 4.700 | &nbsp;&nbsp;06/01/35 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4813830 |
| Societe Generale SA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | 2.889(ff) | &nbsp;&nbsp;06/09/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526783 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | 3.337(ff) | &nbsp;&nbsp;01/21/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;4915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4509267 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN(a) | 6.691(ff) | &nbsp;&nbsp;01/10/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876077 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | 3.550 | &nbsp;&nbsp;06/16/29 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1883338 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | 5.000 | &nbsp;&nbsp;05/19/27 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151097 |
| Societe Nationale SNCF SACA,<br> Sr. Unsec'd. Notes, EMTN | 1.500 | &nbsp;&nbsp;02/02/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3667485 |
| Sogecap SA,<br> Sub. Notes | 6.500(ff) | &nbsp;&nbsp;05/16/44 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5306276 |
| TDF Infrastructure SASU,<br> Sr. Unsec'd. Notes | 4.125 | &nbsp;&nbsp;10/23/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4957476 |
| TotalEnergies SE,<br> Jr. Sub. Notes, Series NC7, EMTN | 1.625(ff) | &nbsp;&nbsp;10/25/27(oo) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6324755 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67621381 |
| **Germany 1.2%** | **Germany 1.2%** | **Germany 1.2%** | **Germany 1.2%** | **Germany 1.2%** | **Germany 1.2%** |
| Deutsche Bahn AG, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series CB | 1.600(ff) | &nbsp;&nbsp;07/18/29(oo) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4656712 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 1.987 | &nbsp;&nbsp;07/08/30 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605157 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Germany (cont'd.)** | **Germany (cont'd.)** | **Germany (cont'd.)** | **Germany (cont'd.)** | **Germany (cont'd.)** | **Germany (cont'd.)** |
| Deutsche Bank AG,<br> Sub. Notes, EMTN | 4.000 %(ff) | &nbsp;&nbsp;06/24/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; $4790823 |
| Hamburg Commercial Bank AG,<br> Sub. Notes, EMTN, SOFR + 0.667% | 4.350(c) | &nbsp;&nbsp;03/21/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;8160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7862044 |
| Volkswagen Bank GmbH,<br> Sr. Non-Preferred Notes, EMTN | 4.625 | &nbsp;&nbsp;05/03/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13749702 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31664438 |
| **Hong Kong 0.5%** | **Hong Kong 0.5%** | **Hong Kong 0.5%** | **Hong Kong 0.5%** | **Hong Kong 0.5%** | **Hong Kong 0.5%** |
| HKT Capital No. 3 Ltd.,<br> Gtd. Notes | 1.650 | &nbsp;&nbsp;04/10/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10659198 |
| Sun Hung Kai Properties Capital Market Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.150 | &nbsp;&nbsp;07/11/28 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.160 | &nbsp;&nbsp;01/25/28 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582463 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.200 | &nbsp;&nbsp;08/14/27 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726717 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13862988 |
| **Hungary 0.2%** | **Hungary 0.2%** | **Hungary 0.2%** | **Hungary 0.2%** | **Hungary 0.2%** | **Hungary 0.2%** |
| MFB Magyar Fejlesztesi Bank Zrt,<br> Gov't. Gtd. Notes | 0.375 | &nbsp;&nbsp;06/09/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117122 |
| MVM Energetika Zrt,<br> Sr. Unsec'd. Notes | 0.875 | &nbsp;&nbsp;11/18/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6203129 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6320251 |
| **Iceland 0.3%** | **Iceland 0.3%** | **Iceland 0.3%** | **Iceland 0.3%** | **Iceland 0.3%** | **Iceland 0.3%** |
| Landsvirkjun,<br> Gov't. Gtd. Notes, EMTN, 3 Month EURIBOR + 0.090% | 2.120(c) | &nbsp;&nbsp;07/24/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6601916 |
| **India 0.8%** | **India 0.8%** | **India 0.8%** | **India 0.8%** | **India 0.8%** | **India 0.8%** |
| NTPC Ltd.,<br> Sr. Unsec'd. Notes, EMTN | 2.750 | &nbsp;&nbsp;02/01/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;12350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14614186 |
| Power Finance Corp. Ltd.,<br> Sr. Unsec'd. Notes, GMTN | 1.841 | &nbsp;&nbsp;09/21/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;6419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7317574 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21931760 |
| **Indonesia 0.4%** | **Indonesia 0.4%** | **Indonesia 0.4%** | **Indonesia 0.4%** | **Indonesia 0.4%** | **Indonesia 0.4%** |
| Freeport Indonesia PT,<br> Sr. Unsec'd. Notes, EMTN | 5.315 | &nbsp;&nbsp;04/14/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530463 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara,<br> Sr. Unsec'd. Notes | 1.875 | &nbsp;&nbsp;11/05/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7937192 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10467655 |
| **Israel 0.7%** | **Israel 0.7%** | **Israel 0.7%** | **Israel 0.7%** | **Israel 0.7%** | **Israel 0.7%** |
| Israel Electric Corp. Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, GMTN | 3.750 | &nbsp;&nbsp;02/22/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561750 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 7.875 | &nbsp;&nbsp;12/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;5889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6062725 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | 3.700 | &nbsp;&nbsp;05/23/30 | &nbsp;&nbsp;JPY | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316720 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | 7.750 | &nbsp;&nbsp;12/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9119695 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17060890 |
| **Italy 0.6%** | **Italy 0.6%** | **Italy 0.6%** | **Italy 0.6%** | **Italy 0.6%** | **Italy 0.6%** |
| Cassa Depositi e Prestiti SpA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.375 | &nbsp;&nbsp;02/11/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2640193 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 4.750 | &nbsp;&nbsp;10/18/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1912500 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Italy (cont'd.)** | **Italy (cont'd.)** | **Italy (cont'd.)** | **Italy (cont'd.)** | **Italy (cont'd.)** | **Italy (cont'd.)** |
| Intesa Sanpaolo SpA,<br> Sub. Notes, 144A | &nbsp;&nbsp;4.198 %(ff) | &nbsp;&nbsp;06/01/32 |  | 1430 | &nbsp;&nbsp; $1370928 |
| UniCredit SpA,<br> Sr. Preferred Notes, 144A | &nbsp;&nbsp;1.982(ff) | &nbsp;&nbsp;06/03/27 |  | 8485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8418423 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14342044 |
| **Jamaica 0.0%** | **Jamaica 0.0%** | **Jamaica 0.0%** | **Jamaica 0.0%** | **Jamaica 0.0%** | **Jamaica 0.0%** |
| Digicel Group Holdings Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series 1B14, 144A(x) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;12/31/30 |  | &nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series 3B14, 144A^(x) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;12/31/30 |  | &nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Digicel International Finance Ltd./DIFL US LLC,<br> Sr. Sec'd. Notes, 144A(x) | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;08/01/32 |  | &nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805861 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805896 |
| **Japan 0.1%** | **Japan 0.1%** | **Japan 0.1%** | **Japan 0.1%** | **Japan 0.1%** | **Japan 0.1%** |
| NTT Finance Corp.,<br> Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;4.876 | &nbsp;&nbsp;07/16/30 |  | 2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2422065 |
| **Luxembourg 0.9%** | **Luxembourg 0.9%** | **Luxembourg 0.9%** | **Luxembourg 0.9%** | **Luxembourg 0.9%** | **Luxembourg 0.9%** |
| Blackstone Property Partners Europe Holdings Sarl, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;05/04/28 | &nbsp;&nbsp;EUR | 9850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11202915 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;1.625 | &nbsp;&nbsp;04/20/30 | &nbsp;&nbsp;EUR | 2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2657667 |
| Logicor Financing Sarl,<br> Gtd. Notes, EMTN | &nbsp;&nbsp;1.625 | &nbsp;&nbsp;07/15/27 | &nbsp;&nbsp;EUR | 4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5023710 |
| P3 Group Sarl,<br> Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;1.625 | &nbsp;&nbsp;01/26/29 | &nbsp;&nbsp;EUR | 1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170752 |
| SELP Finance Sarl,<br> Gtd. Notes, EMTN | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;08/10/27 | &nbsp;&nbsp;EUR | 2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003865 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24058909 |
| **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** |
| Freeport Terminal Malta PLC,<br> Gov't. Gtd. Notes, 144A | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;05/15/28 |  | 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3141953 |
| **Mexico 1.5%** | **Mexico 1.5%** | **Mexico 1.5%** | **Mexico 1.5%** | **Mexico 1.5%** | **Mexico 1.5%** |
| Comision Federal de Electricidad, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Insured Notes, Series 16U, 6 Month SOFR + 0.923% | &nbsp;&nbsp;4.591(c) | &nbsp;&nbsp;12/15/36 |  | 4803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4447791 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;01/28/51 |  | &nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406620 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;09/29/36 |  | 9330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8793525 |
| Mexico City Airport Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;04/30/28 |  | &nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380625 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;07/31/47 |  | 3137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2701741 |
| Petroleos Mexicanos, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02/26/29 | &nbsp;&nbsp;EUR | 2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2987467 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;5.350 | &nbsp;&nbsp;02/12/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23986 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;01/28/31 |  | 1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018374 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;02/16/32 |  | 1287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115868 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;6.840 | &nbsp;&nbsp;01/23/30 |  | 4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4139100 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;09/15/27 |  | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052650 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;09/15/27 |  | 6378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700025 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 10.000 | &nbsp;&nbsp;02/07/33 |  | 2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2766852 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;02/16/32 |  | 1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560654 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;04/21/27 | &nbsp;&nbsp;EUR | 1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485166 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;09/21/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23088 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39603532 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Netherlands 0.5%** | **Netherlands 0.5%** | **Netherlands 0.5%** | **Netherlands 0.5%** | **Netherlands 0.5%** | **Netherlands 0.5%** |
| Cooperatieve Rabobank UA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Preferred Notes, GMTN | 3.500% | &nbsp;&nbsp;12/14/26 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;2882 | &nbsp;&nbsp; $1973774 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Preferred Notes, GMTN | 9.298(s) | &nbsp;&nbsp;03/11/39 | &nbsp;&nbsp;MXN | 22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317523 |
| ING Groep NV,<br> Sr. Unsec'd. Notes | 5.066(ff) | &nbsp;&nbsp;03/25/31 |  | &nbsp;&nbsp;1995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2039898 |
| Lineage Europe Finco BV,<br> Gtd. Notes | 4.125 | &nbsp;&nbsp;11/26/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8395569 |
| NXP BV/NXP Funding LLC/NXP USA, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.150 | &nbsp;&nbsp;05/01/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568997 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 3.400 | &nbsp;&nbsp;05/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698936 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13994697 |
| **Paraguay 0.2%** | **Paraguay 0.2%** | **Paraguay 0.2%** | **Paraguay 0.2%** | **Paraguay 0.2%** | **Paraguay 0.2%** |
| Bioceanico Sovereign Certificate Ltd.,<br> Sr. Sec'd. Notes | 2.492(s) | &nbsp;&nbsp;06/05/34 |  | &nbsp;&nbsp;7129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5833626 |
| **Peru 0.3%** | **Peru 0.3%** | **Peru 0.3%** | **Peru 0.3%** | **Peru 0.3%** | **Peru 0.3%** |
| Lima Metro Line 2 Finance Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes(a) | 4.350 | &nbsp;&nbsp;04/05/36 |  | &nbsp;&nbsp;1592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540629 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes(a) | 5.875 | &nbsp;&nbsp;07/05/34 |  | &nbsp;&nbsp;3232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3337218 |
| Line One Peru Metro Expansion Co. Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.737 | &nbsp;&nbsp;01/10/33 |  | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.737 | &nbsp;&nbsp;04/10/33 |  | &nbsp;&nbsp;1258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223855 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7562952 |
| **Philippines 0.3%** | **Philippines 0.3%** | **Philippines 0.3%** | **Philippines 0.3%** | **Philippines 0.3%** | **Philippines 0.3%** |
| Bangko Sentral ng Pilipinas International Bond,<br> Sr. Unsec'd. Notes, Series A | 8.600 | &nbsp;&nbsp;06/15/27 |  | &nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775131 |
| Power Sector Assets & Liabilities Management Corp.,<br> Gov't. Gtd. Notes | 9.625 | &nbsp;&nbsp;05/15/28 |  | &nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4829155 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8604286 |
| **Poland 0.3%** | **Poland 0.3%** | **Poland 0.3%** | **Poland 0.3%** | **Poland 0.3%** | **Poland 0.3%** |
| Bank Gospodarstwa Krajowego, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | 1.625 | &nbsp;&nbsp;04/30/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;4760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5534499 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | 2.000 | &nbsp;&nbsp;06/01/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577589 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN | 4.000 | &nbsp;&nbsp;03/13/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1479544 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7591632 |
| **Qatar 0.4%** | **Qatar 0.4%** | **Qatar 0.4%** | **Qatar 0.4%** | **Qatar 0.4%** | **Qatar 0.4%** |
| QNB Finance Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.150 | &nbsp;&nbsp;02/04/26 | &nbsp;&nbsp;CNH | 20500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2945464 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.500 | &nbsp;&nbsp;03/09/26 | &nbsp;&nbsp;CNH | 41660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5988361 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.950 | &nbsp;&nbsp;11/17/27 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192828 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | 4.900 | &nbsp;&nbsp;02/01/28 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172709 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9299362 |
| **Russia 0.4%** | **Russia 0.4%** | **Russia 0.4%** | **Russia 0.4%** | **Russia 0.4%** | **Russia 0.4%** |
| Gazprom PJSC Via Gaz Capital SA,<br> Sr. Unsec'd. Notes | 2.500 | &nbsp;&nbsp;03/21/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3754596 |
| Gazprom PJSC via Gaz Finance PLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.000 | &nbsp;&nbsp;06/29/27 |  | &nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145625 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.540 | &nbsp;&nbsp;06/30/27 | &nbsp;&nbsp;CHF | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5627062 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10527283 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Saudi Arabia 0.3%** | **Saudi Arabia 0.3%** | **Saudi Arabia 0.3%** | **Saudi Arabia 0.3%** | **Saudi Arabia 0.3%** | **Saudi Arabia 0.3%** |
| Gaci First Investment Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.375% | &nbsp;&nbsp;10/14/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;4446 | &nbsp;&nbsp; $5182781 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 5.125 | &nbsp;&nbsp;06/11/29 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2077477 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7260258 |
| **Singapore 0.1%** | **Singapore 0.1%** | **Singapore 0.1%** | **Singapore 0.1%** | **Singapore 0.1%** | **Singapore 0.1%** |
| DBS BANK Ltd.,<br> Sr. Unsec'd. Notes, GMTN | 1.920 | &nbsp;&nbsp;08/20/28 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714743 |
| DBS Group Holdings Ltd.,<br> Sub. Notes, EMTN | 3.700 | &nbsp;&nbsp;03/03/31 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;8780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1263236 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977979 |
| **South Africa 0.6%** | **South Africa 0.6%** | **South Africa 0.6%** | **South Africa 0.6%** | **South Africa 0.6%** | **South Africa 0.6%** |
| Eskom Holdings,<br> Gov't. Gtd. Notes, MTN | 6.350 | &nbsp;&nbsp;08/10/28 |  | &nbsp;&nbsp;16350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16873200 |
| **South Korea 0.9%** | **South Korea 0.9%** | **South Korea 0.9%** | **South Korea 0.9%** | **South Korea 0.9%** | **South Korea 0.9%** |
| Korea Development Bank (The), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.830 | &nbsp;&nbsp;08/10/27 | &nbsp;&nbsp;SEK | &nbsp;&nbsp;74000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8138677 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.000 | &nbsp;&nbsp;07/31/26 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866303 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.050 | &nbsp;&nbsp;06/26/26 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721369 |
| Korea Expressway Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 2.310 | &nbsp;&nbsp;04/28/32 | &nbsp;&nbsp;SEK | &nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8478779 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 3.030 | &nbsp;&nbsp;05/11/32 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5284037 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23489165 |
| **Spain 0.3%** | **Spain 0.3%** | **Spain 0.3%** | **Spain 0.3%** | **Spain 0.3%** | **Spain 0.3%** |
| Adif Alta Velocidad,<br> Sr. Unsec'd. Notes, EMTN | 3.250 | &nbsp;&nbsp;05/31/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6030303 |
| Banco Santander SA,<br> Sub. Notes | 2.749 | &nbsp;&nbsp;12/03/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546380 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6576683 |
| **Supranational Bank 0.5%** | **Supranational Bank 0.5%** | **Supranational Bank 0.5%** | **Supranational Bank 0.5%** | **Supranational Bank 0.5%** | **Supranational Bank 0.5%** |
| African Export-Import Bank (The),<br> Sr. Unsec'd. Notes | 3.798 | &nbsp;&nbsp;05/17/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261262 |
| Corp. Andina de Fomento,<br> Sr. Unsec'd. Notes | 4.750 | &nbsp;&nbsp;04/16/29 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2066072 |
| European Investment Bank,<br> Sr. Unsec'd. Notes, EMTN | 1.000 | &nbsp;&nbsp;02/25/28 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;3985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054505 |
| International Bank for Reconstruction & Development, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, SOFR Index + 0.262% (Cap 2.330%, Floor 0.000%) | 2.330(c) | &nbsp;&nbsp;05/31/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4041 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 6.630 | &nbsp;&nbsp;07/24/28 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;33700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1848967 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.928(s) | &nbsp;&nbsp;04/23/32 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;8758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4476763 |
| International Finance Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 7.020 | &nbsp;&nbsp;04/06/28 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;44300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2477718 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 8.215(s) | &nbsp;&nbsp;01/27/37 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;78000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1652345 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13841673 |
| **Switzerland 1.2%** | **Switzerland 1.2%** | **Switzerland 1.2%** | **Switzerland 1.2%** | **Switzerland 1.2%** | **Switzerland 1.2%** |
| UBS AG,<br> Sr. Unsec'd. Notes, EMTN | 3.550 | &nbsp;&nbsp;05/27/31 | &nbsp;&nbsp;CNH | 120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17805133 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Switzerland (cont'd.)** | **Switzerland (cont'd.)** | **Switzerland (cont'd.)** | **Switzerland (cont'd.)** | **Switzerland (cont'd.)** | **Switzerland (cont'd.)** |
| UBS Group AG, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.494 %(ff) | &nbsp;&nbsp;08/10/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13125 | &nbsp;&nbsp; $12943210 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.194(ff) | &nbsp;&nbsp;04/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1903953 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32652296 |
| **United Arab Emirates 0.7%** | **United Arab Emirates 0.7%** | **United Arab Emirates 0.7%** | **United Arab Emirates 0.7%** | **United Arab Emirates 0.7%** | **United Arab Emirates 0.7%** |
| ADCB Finance Cayman Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 8.160 | &nbsp;&nbsp;04/29/29 | &nbsp;&nbsp;IDR | 30000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1843533 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | 4.500 | &nbsp;&nbsp;10/25/27 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1562734 |
| DP World Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.375 | &nbsp;&nbsp;09/25/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607212 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.250 | &nbsp;&nbsp;09/25/30 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6315722 |
| Emirates NBD Bank PJSC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 2.400 | &nbsp;&nbsp;08/29/28 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5085595 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.670 | &nbsp;&nbsp;07/13/28 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037185 |
| Emirates Telecommunications Group Co. PJSC,<br> Sr. Unsec'd. Notes, EMTN | 0.875 | &nbsp;&nbsp;05/17/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192927 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18644908 |
| **United Kingdom 1.3%** | **United Kingdom 1.3%** | **United Kingdom 1.3%** | **United Kingdom 1.3%** | **United Kingdom 1.3%** | **United Kingdom 1.3%** |
| Barclays Bank PLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 2.750 | &nbsp;&nbsp;09/24/29 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2462616 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.600 | &nbsp;&nbsp;04/30/27 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755057 |
| Barclays PLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 0.654(ff) | &nbsp;&nbsp;06/09/27 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283963 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 5.244 | &nbsp;&nbsp;06/15/28 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698192 |
| Bellis Acquisition Co. PLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 8.000 | &nbsp;&nbsp;07/01/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388726 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 8.125 | &nbsp;&nbsp;05/14/30 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340010 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 8.000 | &nbsp;&nbsp;07/01/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822910 |
| Boots Group Finco LP,<br> Sr. Sec'd. Notes, 144A | 7.375 | &nbsp;&nbsp;08/31/32 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317646 |
| Hammerson Ireland Finance DAC,<br> Gtd. Notes | 1.750 | &nbsp;&nbsp;06/03/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8063356 |
| HSBC Bank PLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, EMTN | 3.120 | &nbsp;&nbsp;04/04/26 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5295973 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.150 | &nbsp;&nbsp;03/06/26 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5034360 |
| HSBC Holdings PLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.804(ff) | &nbsp;&nbsp;05/24/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2193093 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.400 | &nbsp;&nbsp;06/29/27 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144346 |
| Lloyds Bank PLC,<br> Sr. Unsec'd. Notes, EMTN | 0.000 | &nbsp;&nbsp;04/02/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2089114 |
| Lloyds Banking Group PLC,<br> Jr. Sub. Notes | 6.413(ff) | &nbsp;&nbsp;10/01/35(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125101 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34014463 |
| **United States 19.7%** | **United States 19.7%** | **United States 19.7%** | **United States 19.7%** | **United States 19.7%** | **United States 19.7%** |
| Aflac, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.500 | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605097 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.830 | &nbsp;&nbsp;03/12/35 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534909 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.932 | &nbsp;&nbsp;01/25/27 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514029 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.159 | &nbsp;&nbsp;10/18/30 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4298646 |
| Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.500 | &nbsp;&nbsp;03/31/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125454 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 5.750 | &nbsp;&nbsp;03/31/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191723 |
| Altria Group, Inc.,<br> Gtd. Notes | 3.125 | &nbsp;&nbsp;06/15/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3404057 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| American Honda Finance Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.850% | &nbsp;&nbsp;06/27/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp; $2735144 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.500 | &nbsp;&nbsp;06/27/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7902149 |
| American International Group, Inc.,<br> Sr. Unsec'd. Notes, MTN | 2.137 | &nbsp;&nbsp;11/27/34 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886798 |
| Antero Midstream Partners LP/Antero Midstream Finance Corp.,<br> Gtd. Notes, 144A | 5.375 | &nbsp;&nbsp;06/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251913 |
| Ascent Resources Utica Holdings LLC/ARU Finance Corp.,<br> Gtd. Notes, 144A | 9.000 | &nbsp;&nbsp;11/01/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712847 |
| Ashland, Inc.,<br> Sr. Unsec'd. Notes, 144A(a) | 3.375 | &nbsp;&nbsp;09/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1467270 |
| AT&T, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.950 | &nbsp;&nbsp;04/30/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000330 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | 4.850 | &nbsp;&nbsp;05/25/47 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105115 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | 5.100 | &nbsp;&nbsp;11/25/48 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3311837 |
| Bank of America Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.687(ff) | &nbsp;&nbsp;04/22/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6372556 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | 8.125 | &nbsp;&nbsp;06/02/28 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737199 |
| Bank of New York Mellon (The),<br> Sr. Unsec'd. Notes, Series BKN1, 3 Month SOFR + 0.062% | 3.747(c) | &nbsp;&nbsp;06/30/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088842 |
| Beazer Homes USA, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.875 | &nbsp;&nbsp;10/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371715 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 7.250 | &nbsp;&nbsp;10/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1619439 |
| Becton Dickinson & Co.,<br> Gtd. Notes | 3.828 | &nbsp;&nbsp;06/07/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2790587 |
| Beignet Investor LLC,<br> Sr. Sec'd. Notes, 144A | 6.581 | &nbsp;&nbsp;05/30/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;13739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14352795 |
| Berkshire Hathaway, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.440 | &nbsp;&nbsp;09/13/29 | &nbsp;&nbsp;JPY | 2240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13654686 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.787 | &nbsp;&nbsp;09/13/34 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543247 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.965 | &nbsp;&nbsp;09/13/39 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428018 |
| Boeing Co. (The), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.500 | &nbsp;&nbsp;03/01/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319596 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.805 | &nbsp;&nbsp;05/01/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3709821 |
| Booking Holdings, Inc.,<br> Sr. Unsec'd. Notes | 3.125 | &nbsp;&nbsp;05/09/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4154201 |
| Brixmor Operating Partnership LP,<br> Sr. Unsec'd. Notes | 2.500 | &nbsp;&nbsp;08/16/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1689609 |
| Broadcom, Inc.,<br> Sr. Unsec'd. Notes(h) | 3.419 | &nbsp;&nbsp;04/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3143883 |
| Caledonia Generating LLC,<br> Sr. Sec'd. Notes, 144A | 1.950 | &nbsp;&nbsp;02/28/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7596320 |
| Calpine Corp.,<br> Sr. Unsec'd. Notes, 144A | 5.125 | &nbsp;&nbsp;03/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2049111 |
| Carrier Global Corp.,<br> Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;11/29/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3793203 |
| CCO Holdings LLC/CCO Holdings Capital Corp.,<br> Sr. Unsec'd. Notes, 144A | 4.250 | &nbsp;&nbsp;02/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662484 |
| Charter Communications Operating LLC/Charter Communications Operating Capital,<br> Sr. Sec'd. Notes(a) | 3.900 | &nbsp;&nbsp;06/01/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451740 |
| Chubb INA Holdings LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 2.500 | &nbsp;&nbsp;08/06/30 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436654 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 2.750 | &nbsp;&nbsp;08/06/35 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2462503 |
| Citigroup Global Markets Holdings, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, GMTN | 3.790 | &nbsp;&nbsp;09/28/28 | &nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776342 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, MTN, SOFR + 0.100% | 3.766(c) | &nbsp;&nbsp;10/20/57 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, MTN, SOFR ICE SWAP 10Y Index + 0.000% (Cap N/A, Floor 0.000%) | 4.015(c) | &nbsp;&nbsp;09/21/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499121 |
| Citigroup, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series GG | 6.875(ff) | &nbsp;&nbsp;08/15/30(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182914 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| Citigroup, Inc., (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series X | &nbsp;&nbsp;3.875 %(ff) | &nbsp;&nbsp;02/18/26(oo) |  | &nbsp;&nbsp;19245 | &nbsp;&nbsp; $19221044 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;2.561(ff) | &nbsp;&nbsp;05/01/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5983685 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.057(ff) | &nbsp;&nbsp;01/25/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459800 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;08/16/30 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10197 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;5.827(ff) | &nbsp;&nbsp;02/13/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272183 |
| Cleveland-Cliffs, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;11/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660099 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;05/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411790 |
| Clue Opco LLC,<br> Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;10/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;2286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425945 |
| Columbia Pipelines Operating Co. LLC,<br> Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;6.036 | &nbsp;&nbsp;11/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2177730 |
| Comerica, Inc.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;5.982(ff) | &nbsp;&nbsp;01/30/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;2792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2918328 |
| Commercial Metals Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;11/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279577 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;12/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280986 |
| Constellation Energy Generation LLC,<br> Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;2770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770649 |
| CoreWeave, Inc.,<br> Gtd. Notes, 144A | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;06/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423382 |
| DaVita, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;02/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033809 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083885 |
| DCLI Bidco LLC,<br> Second Mortgage, 144A | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;11/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432821 |
| DISH DBS Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(x) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;06/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(x) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;07/01/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239929 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(x) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;07/01/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4853720 |
| DISH Network Corp.,<br> Sr. Sec'd. Notes, 144A(x) | 11.750 | &nbsp;&nbsp;11/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344351 |
| Energy Transfer LP, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series G | &nbsp;&nbsp;7.125(ff) | &nbsp;&nbsp;05/15/30(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8049954 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series H | &nbsp;&nbsp;6.500(ff) | &nbsp;&nbsp;11/15/26(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5066827 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;10/01/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1993698 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06/15/48 |  | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2287545 |
| Expand Energy Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2001126 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600598 |
| Fidelity National Information Services, Inc.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;1.500 | &nbsp;&nbsp;05/21/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6547378 |
| Fortive Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;02/13/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3554295 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;08/15/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675553 |
| General Electric Co.,<br> Sr. Unsec'd. Notes, Series A, MTN, H15N030D + (0.300)% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;3.320(c) | &nbsp;&nbsp;10/16/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399400 |
| Global Payments, Inc.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;03/17/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868736 |
| Goldman Sachs Group, Inc. (The), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series U | &nbsp;&nbsp;3.650(ff) | &nbsp;&nbsp;08/10/26(oo) |  | &nbsp;&nbsp;11370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11271016 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;1.992(ff) | &nbsp;&nbsp;01/27/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2173951 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;2.383(ff) | &nbsp;&nbsp;07/21/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582959 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;2.615(ff) | &nbsp;&nbsp;04/22/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;9660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8794917 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05/16/28 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144189 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;08/16/32 | &nbsp;&nbsp;JPY | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193712 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;1.300 | &nbsp;&nbsp;03/22/30 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62618 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| Goldman Sachs Group, Inc. (The), (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN, EURIBOR ICE SWAP 11:00 Fft 20Y Index + 0.000% (Cap 12.000%, Floor 5.220%)^ | 5.220 %(c) | &nbsp;&nbsp;08/24/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; $6265167 |
| Greystone Commercial Capital Trust,<br> Sr. Unsec'd. Notes, Series A, 144A, 1 Month SOFR + 3.150%^(x) | 7.460(c) | &nbsp;&nbsp;05/31/26(d) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16980939 |
| HCA, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 7.500 | &nbsp;&nbsp;11/06/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2295124 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | 7.750 | &nbsp;&nbsp;07/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2277054 |
| Herc Holdings, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.750 | &nbsp;&nbsp;03/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770062 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.000 | &nbsp;&nbsp;03/15/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145683 |
| Hilcorp Energy I LP/Hilcorp Finance Co.,<br> Sr. Unsec'd. Notes, 144A | 8.375 | &nbsp;&nbsp;11/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037782 |
| Honeywell International, Inc.,<br> Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;05/17/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5937506 |
| Housing & Urban Development Corp. Ltd. AID Bond,<br> U.S. Gov't. Gtd. Notes, 6 Month SOFR + 0.035% | 4.717(c) | &nbsp;&nbsp;09/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508401 |
| Hunt Cos., Inc.,<br> Sr. Sec'd. Notes, 144A | 5.250 | &nbsp;&nbsp;04/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3884145 |
| International Business Machines Corp.,<br> Sr. Unsec'd. Notes | 3.000 | &nbsp;&nbsp;02/03/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4851766 |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC,<br> Sr. Sec'd. Notes | 5.078 | &nbsp;&nbsp;10/01/54 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260248 |
| JPMorgan Chase Bank NA,<br> Sr. Unsec'd. Notes | 4.762(s) | &nbsp;&nbsp;03/17/48 | &nbsp;&nbsp;ITL(jj) | 29800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5030456 |
| JPMorgan Chase Financial Co. LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.330 | &nbsp;&nbsp;08/31/26 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2027325 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.500 | &nbsp;&nbsp;07/27/28 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5624703 |
| KB Home,<br> Gtd. Notes | 6.875 | &nbsp;&nbsp;06/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679741 |
| Kraft Heinz Foods Co.,<br> Gtd. Notes | 4.875 | &nbsp;&nbsp;10/01/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12845 |
| Lamb Weston Holdings, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.125 | &nbsp;&nbsp;01/31/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72496 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.375 | &nbsp;&nbsp;01/31/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1572072 |
| Level 3 Financing, Inc.,<br> Sr. Sec'd. Notes, 144A | 7.000 | &nbsp;&nbsp;03/31/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1865360 |
| Liberty Mutual Group, Inc.,<br> Gtd. Notes, 144A | 3.951 | &nbsp;&nbsp;10/15/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66726 |
| LifePoint Health, Inc.,<br> Gtd. Notes, 144A | 5.375 | &nbsp;&nbsp;01/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2914708 |
| Medline Borrower LP,<br> Sr. Sec'd. Notes, 144A | 3.875 | &nbsp;&nbsp;04/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1762012 |
| Medtronic Global Holdings SCA,<br> Gtd. Notes | 1.750 | &nbsp;&nbsp;07/02/49 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526246 |
| Medtronic, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 2.950 | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10681010 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.650 | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13797321 |
| MetLife, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.769 | &nbsp;&nbsp;05/23/29 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3716183 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.415 | &nbsp;&nbsp;03/07/31 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4289151 |
| Morgan Guaranty Trust Co.,<br> Sr. Unsec'd. Notes | 1.146(s) | &nbsp;&nbsp;01/21/27 | &nbsp;&nbsp;ITL(jj) | &nbsp;&nbsp;2275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346906 |
| Morgan Stanley, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 0.000 | &nbsp;&nbsp;04/02/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16464000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 0.500(cc) | &nbsp;&nbsp;06/26/43 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 0.500(cc) | &nbsp;&nbsp;09/25/43 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349446 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 7.500 | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1885701 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 5.632(s) | &nbsp;&nbsp;10/05/26 | &nbsp;&nbsp;IDR | &nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114198 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| Morgan Stanley, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;7.118 %(s) | &nbsp;&nbsp;06/28/27 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp; $1381152 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;7.926(s) | &nbsp;&nbsp;04/05/32 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;71000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2235099 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;7.950(s) | &nbsp;&nbsp;11/07/31 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;56000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1844893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;1.875 | &nbsp;&nbsp;03/06/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226082 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;3.749(ff) | &nbsp;&nbsp;11/07/36 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9619429 |
| Morgan Stanley Finance LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;3.100 | &nbsp;&nbsp;03/08/28 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731590 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;3.460 | &nbsp;&nbsp;08/10/28 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296146 |
| Nestle Finance International Ltd.,<br> Gtd. Notes, EMTN | &nbsp;&nbsp;2.800 | &nbsp;&nbsp;05/29/35 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4032119 |
| Newell Brands, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;05/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360661 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181300 |
| NRG Energy, Inc.,<br> Jr. Sub. Notes, 144A | 10.250(ff) | &nbsp;&nbsp;03/15/28(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714210 |
| OneMain Finance Corp.,<br> Gtd. Notes | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;09/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407222 |
| ONEOK, Inc.,<br> Gtd. Notes | &nbsp;&nbsp;6.050 | &nbsp;&nbsp;09/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5934163 |
| Organon & Co./Organon Foreign Debt Co-Issuer BV,<br> Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;04/30/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476597 |
| Permian Resources Operating LLC,<br> Gtd. Notes, 144A | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;04/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1843249 |
| Prologis LP, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;09/11/29 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;63660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9297513 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;02/06/27 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3772597 |
| Prologis Yen Finance LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;0.885 | &nbsp;&nbsp;06/27/36 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1494191 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;0.972 | &nbsp;&nbsp;09/25/28 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4368447 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;1.003 | &nbsp;&nbsp;06/24/32 | &nbsp;&nbsp;JPY | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8602801 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;1.222 | &nbsp;&nbsp;06/22/35 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071521 |
| Realty Income Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;06/20/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7857928 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;07/06/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5564714 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8737251 |
| Sally Holdings LLC/Sally Capital, Inc.,<br> Gtd. Notes | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;03/01/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295915 |
| SM Energy Co.,<br> Gtd. Notes, 144A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;10/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1753005 |
| Southaven Combined Cycle Generation LLC,<br> Sec'd. Notes | &nbsp;&nbsp;3.846 | &nbsp;&nbsp;08/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75332 |
| Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.,<br> Gtd. Notes, 144A | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075137 |
| Taylor Morrison Communities, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2774957 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;11/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184698 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;08/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150933 |
| Tenet Healthcare Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;01/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663514 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274601 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;11/01/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280074 |
| Tenneco, Inc.,<br> Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;11/17/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2337902 |
| Time Warner Cable Enterprises LLC,<br> Sr. Sec'd. Notes | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;07/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2374989 |
| Time Warner Cable LLC,<br> Sr. Sec'd. Notes | &nbsp;&nbsp;6.550 | &nbsp;&nbsp;05/01/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20222 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| Tote Shipholdings LLC,<br> U.S. Gov't. Gtd. Notes | 3.400% | &nbsp;&nbsp;10/16/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp; $84735 |
| U.S. Bancorp,<br> Jr. Sub. Notes(a) | 3.700(ff) | &nbsp;&nbsp;01/15/27(oo) |  | 18150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17875763 |
| U.S. Bank NA,<br> Sr. Unsec'd. Notes, 3 Month SOFR + 0.012% | 3.877(c) | &nbsp;&nbsp;08/09/47 |  | &nbsp;&nbsp;3414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3396409 |
| United Airlines, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.375 | &nbsp;&nbsp;04/15/26 |  | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299045 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.625 | &nbsp;&nbsp;04/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949068 |
| United Rentals North America, Inc.,<br> Gtd. Notes | 4.875 | &nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190100 |
| Venture Global LNG, Inc.,<br> Jr. Sub. Notes, 144A(a) | 9.000(ff) | &nbsp;&nbsp;09/30/29(oo) |  | &nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1268140 |
| Venture Global Plaquemines LNG LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A(a) | 6.750 | &nbsp;&nbsp;01/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 7.750 | &nbsp;&nbsp;05/01/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267673 |
| Verizon Communications, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.500 | &nbsp;&nbsp;04/08/31 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1723172 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.650 | &nbsp;&nbsp;05/06/30 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003895 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 3.000 | &nbsp;&nbsp;03/23/31 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620738 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | 4.050 | &nbsp;&nbsp;03/22/51 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1978588 |
| Viatris, Inc.,<br> Gtd. Notes | 3.850 | &nbsp;&nbsp;06/22/40 |  | &nbsp;&nbsp;4410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3390485 |
| VICI Properties LP/VICI Note Co., Inc.,<br> Gtd. Notes, 144A | 4.250 | &nbsp;&nbsp;12/01/26 |  | &nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3998439 |
| Vistra Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | 7.000(ff) | &nbsp;&nbsp;12/15/26(oo) |  | &nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2689106 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | 8.000(ff) | &nbsp;&nbsp;10/15/26(oo) |  | &nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3767856 |
| Warnermedia Holdings, Inc.,<br> Gtd. Notes | 4.054 | &nbsp;&nbsp;03/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29150 |
| Wells Fargo & Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 3 Month SOFR + 0.012% | 3.661(c) | &nbsp;&nbsp;07/06/46 |  | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447678 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.000 | &nbsp;&nbsp;04/27/27 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;4198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2899758 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 3.700 | &nbsp;&nbsp;07/27/26 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;1458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012023 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.572(ff) | &nbsp;&nbsp;02/11/31 |  | &nbsp;&nbsp;7890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7369785 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 3.350(ff) | &nbsp;&nbsp;03/02/33 |  | &nbsp;&nbsp;4410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4110107 |
| WPC Eurobond BV,<br> Gtd. Notes | 0.950 | &nbsp;&nbsp;06/01/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10775896 |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.,<br> Gtd. Notes, 144A(a) | 7.125 | &nbsp;&nbsp;02/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883686 |
| XPO, Inc.,<br> Gtd. Notes, 144A | 7.125 | &nbsp;&nbsp;02/01/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772578 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518870082 |
| **Venezuela 0.1%** | **Venezuela 0.1%** | **Venezuela 0.1%** | **Venezuela 0.1%** | **Venezuela 0.1%** | **Venezuela 0.1%** |
| Petroleos de Venezuela SA,<br> Sr. Sec'd. Notes | 8.500 | &nbsp;&nbsp;10/27/20(d) |  | &nbsp;&nbsp;1388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401880 |
| **Total Corporate Bonds<br> (cost $1,106,894,922)** | **Total Corporate Bonds<br> (cost $1,106,894,922)** | **Total Corporate Bonds<br> (cost $1,106,894,922)** | **Total Corporate Bonds<br> (cost $1,106,894,922)** | **Total Corporate Bonds<br> (cost $1,106,894,922)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087169738 |
| **Floating Rate and Other Loans 0.4%** | **Floating Rate and Other Loans 0.4%** | **Floating Rate and Other Loans 0.4%** | **Floating Rate and Other Loans 0.4%** | **Floating Rate and Other Loans 0.4%** | **Floating Rate and Other Loans 0.4%** |
| **Netherlands 0.1%** | **Netherlands 0.1%** | **Netherlands 0.1%** | **Netherlands 0.1%** | **Netherlands 0.1%** | **Netherlands 0.1%** |
| International Park Holdings BV,<br> 2025 Facility B, 6 Month EURIBOR + 5.250%^ | 7.374(c) | &nbsp;&nbsp;01/30/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2963079 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Floating Rate and Other Loans (Continued)** | **Floating Rate and Other Loans (Continued)** | **Floating Rate and Other Loans (Continued)** | **Floating Rate and Other Loans (Continued)** | **Floating Rate and Other Loans (Continued)** | **Floating Rate and Other Loans (Continued)** |
| **United Kingdom 0.2%** | **United Kingdom 0.2%** | **United Kingdom 0.2%** | **United Kingdom 0.2%** | **United Kingdom 0.2%** | **United Kingdom 0.2%** |
| Doncasters US Finance LLC,<br> 2025 Term Loan, 3 Month SOFR + 6.500%^ | 10.172 %(c) | &nbsp;&nbsp;04/23/30 |  | 1191 | &nbsp;&nbsp; $1199932 |
| International Schools Partnership,<br> Term Loan, 3 Month SOFR + 4.500%^ | &nbsp;&nbsp;8.171(c) | &nbsp;&nbsp;07/06/31 |  | 2574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2560888 |
| The Boots Group,<br> Closing Date Sterling Term Loan, SONIA + 4.750% | &nbsp;&nbsp;8.476(c) | &nbsp;&nbsp;08/31/32 | &nbsp;&nbsp;GBP | 1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650460 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5411280 |
| **United States 0.1%** | **United States 0.1%** | **United States 0.1%** | **United States 0.1%** | **United States 0.1%** | **United States 0.1%** |
| ClubCorp Holdings, Inc.,<br> Term Loan, 3 Month SOFR + 5.000%^ | &nbsp;&nbsp;8.672(c) | &nbsp;&nbsp;07/10/32 |  | &nbsp;&nbsp;&nbsp;667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659047 |
| Diamond Sports Net LLC,<br> First Lien Exit Term Loan | 15.000 | &nbsp;&nbsp;01/02/28 |  | &nbsp;&nbsp;&nbsp;326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87818 |
| Radiate Holdco LLC,<br> First Out Term Loan, 1 Month SOFR + 3.500% | &nbsp;&nbsp;8.786(c) | &nbsp;&nbsp;09/25/29 |  | 2103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1803001 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2549866 |
| **Total Floating Rate and Other Loans<br> (cost $10,650,130)** | **Total Floating Rate and Other Loans<br> (cost $10,650,130)** | **Total Floating Rate and Other Loans<br> (cost $10,650,130)** | **Total Floating Rate and Other Loans<br> (cost $10,650,130)** | **Total Floating Rate and Other Loans<br> (cost $10,650,130)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10924225 |
| **Municipal Bonds 0.3%** | **Municipal Bonds 0.3%** | **Municipal Bonds 0.3%** | **Municipal Bonds 0.3%** | **Municipal Bonds 0.3%** | **Municipal Bonds 0.3%** |
| **Louisiana 0.1%** | **Louisiana 0.1%** | **Louisiana 0.1%** | **Louisiana 0.1%** | **Louisiana 0.1%** | **Louisiana 0.1%** |
| Plaquemines Port Harbor & Terminal District,<br> Taxable, Revenue Bonds, Series B^(x) | 12.000 | &nbsp;&nbsp;12/01/34 |  | 4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3479000 |
| **Wisconsin 0.2%** | **Wisconsin 0.2%** | **Wisconsin 0.2%** | **Wisconsin 0.2%** | **Wisconsin 0.2%** | **Wisconsin 0.2%** |
| Public Finance Authority,<br> Taxable, Revenue Bonds, Series C | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;09/01/55 |  | 5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4673500 |
| **Total Municipal Bonds<br> (cost $9,717,217)** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8152500 |
| **Residential Mortgage-Backed Securities 1.3%** | **Residential Mortgage-Backed Securities 1.3%** | **Residential Mortgage-Backed Securities 1.3%** | **Residential Mortgage-Backed Securities 1.3%** | **Residential Mortgage-Backed Securities 1.3%** | **Residential Mortgage-Backed Securities 1.3%** |
| **United States** | **United States** | **United States** | **United States** | **United States** | **United States** |
| Bayview Financing Trust,<br> Series 2023-01F, Class A, 144A, 30 Day Average SOFR + 5.000% (Cap N/A, Floor 4.000%) | &nbsp;&nbsp;8.686(c) | &nbsp;&nbsp;07/01/26 |  | 1805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1813823 |
| CIM Trust,<br> Series 2024-R01, Class A1, 144A | &nbsp;&nbsp;4.750(cc) | &nbsp;&nbsp;06/25/64 |  | &nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741823 |
| Connecticut Avenue Securities Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.797(c) | &nbsp;&nbsp;10/25/41 |  | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R01, Class 1M2, 144A, 30 Day Average SOFR + 1.550% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;5.247(c) | &nbsp;&nbsp;10/25/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66714 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R02, Class 2B1, 144A, 30 Day Average SOFR + 3.300% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.997(c) | &nbsp;&nbsp;11/25/41 |  | &nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264683 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.150% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.847(c) | &nbsp;&nbsp;12/25/41 |  | &nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346392 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1M2, 144A, 30 Day Average SOFR + 3.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.797(c) | &nbsp;&nbsp;03/25/42 |  | 1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227660 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-R05, Class 2M2, 144A, 30 Day Average SOFR + 1.700% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;5.397(c) | &nbsp;&nbsp;07/25/44 |  | &nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250957 |
| Eagle Re Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02, Class M1C, 144A, 30 Day Average SOFR + 3.450% (Cap N/A, Floor 3.450%) | &nbsp;&nbsp;7.147(c) | &nbsp;&nbsp;04/25/34 |  | &nbsp;&nbsp;&nbsp;931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932975 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-01, Class M1A, 144A, 30 Day Average SOFR + 2.000% (Cap N/A, Floor 2.000%) | &nbsp;&nbsp;5.697(c) | &nbsp;&nbsp;09/26/33 |  | &nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122182 |
| Fannie Mae REMIC,<br> Series 2012-107, Class GI, IO | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;09/25/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| FHLMC Structured Agency Credit Risk REMIC Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-DNA06, Class B1, 144A, 30 Day Average SOFR + 3.000% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.697(c) | &nbsp;&nbsp;12/25/50 |  | &nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426675 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-HQA05, Class B1, 144A, 30 Day Average SOFR + 4.000% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.697(c) | &nbsp;&nbsp;11/25/50 |  | &nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651470 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA05, Class M2, 144A, 30 Day Average SOFR + 1.650% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;5.347(c) | &nbsp;&nbsp;01/25/34 |  | &nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382452 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA06, Class B1, 144A, 30 Day Average SOFR + 3.400% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.097(c) | &nbsp;&nbsp;10/25/41 |  | &nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325600 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA06, Class M2, 144A, 30 Day Average SOFR + 1.500% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;5.197(c) | &nbsp;&nbsp;10/25/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78388 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Residential Mortgage-Backed Securities (Continued)** | **Residential Mortgage-Backed Securities (Continued)** | **Residential Mortgage-Backed Securities (Continued)** | **Residential Mortgage-Backed Securities (Continued)** | **Residential Mortgage-Backed Securities (Continued)** | **Residential Mortgage-Backed Securities (Continued)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| FHLMC Structured Agency Credit Risk REMIC Trust, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA07, Class M2, 144A, 30 Day Average SOFR + 1.800% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;5.497 %(c) | &nbsp;&nbsp;11/25/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp; $836411 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class B1, 144A, 30 Day Average SOFR + 3.350% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.047(c) | &nbsp;&nbsp;09/25/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152109 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class M2, 144A, 30 Day Average SOFR + 2.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;5.797(c) | &nbsp;&nbsp;09/25/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3372856 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA04, Class M2, 144A, 30 Day Average SOFR + 2.350% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.047(c) | &nbsp;&nbsp;12/25/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2380103 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA01, Class M2, 144A, 30 Day Average SOFR + 2.500% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.197(c) | &nbsp;&nbsp;01/25/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101188 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA04, Class M1B, 144A, 30 Day Average SOFR + 3.350% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.047(c) | &nbsp;&nbsp;05/25/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308907 |
| Freddie Mac REMIC,<br> Series 4166, Class IO, IO | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;02/15/43 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517326 |
| LHOME Mortgage Trust,<br> Series 2024-RTL04, Class A1, 144A | &nbsp;&nbsp;5.921(cc) | &nbsp;&nbsp;07/25/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507779 |
| New Residential Mortgage Loan Trust,<br> Series 2018-04A, Class A1S, 144A, 1 Month SOFR + 0.864% (Cap N/A, Floor 0.750%) | &nbsp;&nbsp;4.537(c) | &nbsp;&nbsp;01/25/48 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292336 |
| Oaktown Re VII Ltd.,<br> Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 2.900% (Cap N/A, Floor 2.900%) | &nbsp;&nbsp;6.597(c) | &nbsp;&nbsp;04/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313641 |
| PMT Credit Risk Transfer Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-01R, Class A, 144A, 30 Day Average SOFR + 3.500% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.197(c) | &nbsp;&nbsp;05/25/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5132732 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-02R, Class A, 144A, 30 Day Average SOFR + 3.350% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.042(c) | &nbsp;&nbsp;03/29/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4727380 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-03R, Class A, 144A, 30 Day Average SOFR + 3.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.792(c) | &nbsp;&nbsp;09/27/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4082029 |
| Radnor Re Ltd.,<br> Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 3.700% (Cap N/A, Floor 3.700%) | &nbsp;&nbsp;7.397(c) | &nbsp;&nbsp;11/25/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250431 |
| **Total Residential Mortgage-Backed Securities<br> (cost $33,056,806)** | **Total Residential Mortgage-Backed Securities<br> (cost $33,056,806)** | **Total Residential Mortgage-Backed Securities<br> (cost $33,056,806)** | **Total Residential Mortgage-Backed Securities<br> (cost $33,056,806)** | **Total Residential Mortgage-Backed Securities<br> (cost $33,056,806)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33622084 |
| **Sovereign Bonds 34.1%** | **Sovereign Bonds 34.1%** | **Sovereign Bonds 34.1%** | **Sovereign Bonds 34.1%** | **Sovereign Bonds 34.1%** | **Sovereign Bonds 34.1%** |
| **Andorra 0.1%** | **Andorra 0.1%** | **Andorra 0.1%** | **Andorra 0.1%** | **Andorra 0.1%** | **Andorra 0.1%** |
| Andorra International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;02/23/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817342 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;05/06/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428916 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246258 |
| **Argentina 0.1%** | **Argentina 0.1%** | **Argentina 0.1%** | **Argentina 0.1%** | **Argentina 0.1%** | **Argentina 0.1%** |
| Argentine Republic Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;4.330 | &nbsp;&nbsp;12/31/33(d) | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;415372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429436 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;0.670(cc) | &nbsp;&nbsp;12/31/38(d) | &nbsp;&nbsp;JPY | 1637456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1692899 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;0.670(cc) | &nbsp;&nbsp;12/31/38(d) | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;70829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68651 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;0.670(cc) | &nbsp;&nbsp;12/31/38 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1756 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.330 | &nbsp;&nbsp;12/31/33 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;51907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53665 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2246407 |
| **Austria 0.1%** | **Austria 0.1%** | **Austria 0.1%** | **Austria 0.1%** | **Austria 0.1%** | **Austria 0.1%** |
| Republic of Austria Government International Bond,<br> Sr. Unsec'd. Notes, Series 30Y, 144A, MTN | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;12/01/34 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1879804 |
| **Belize 0.1%** | **Belize 0.1%** | **Belize 0.1%** | **Belize 0.1%** | **Belize 0.1%** | **Belize 0.1%** |
| Platinum for Belize Blue Investment Co. LLC,<br> Sec'd. Notes | &nbsp;&nbsp;4.470(cc) | &nbsp;&nbsp;10/20/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3072190 |
| **Brazil 0.5%** | **Brazil 0.5%** | **Brazil 0.5%** | **Brazil 0.5%** | **Brazil 0.5%** | **Brazil 0.5%** |
| Brazil Minas SPE via State of Minas Gerais,<br> Gov't. Gtd. Notes | &nbsp;&nbsp;5.333 | &nbsp;&nbsp;02/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;12547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12575381 |
| Brazilian Government International Bond,<br> Sr. Unsec'd. Notes | 10.250 | &nbsp;&nbsp;01/10/28 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550708 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13126089 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** |
| **Bulgaria 0.4%** | **Bulgaria 0.4%** | **Bulgaria 0.4%** | **Bulgaria 0.4%** | **Bulgaria 0.4%** | **Bulgaria 0.4%** |
| Bulgaria Government International Bond,<br> Sr. Unsec'd. Notes, GMTN | 3.125% | &nbsp;&nbsp;03/26/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;8212 | &nbsp;&nbsp; $9463389 |
| **Canada 0.5%** | **Canada 0.5%** | **Canada 0.5%** | **Canada 0.5%** | **Canada 0.5%** | **Canada 0.5%** |
| Canadian Government Bond,<br> Bonds | 4.000 | &nbsp;&nbsp;06/01/41 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495912 |
| Canadian Government Real Return Bond,<br> Bonds | 0.250 | &nbsp;&nbsp;12/01/54 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112474 |
| City of Toronto,<br> Unsec'd. Notes | 3.250 | &nbsp;&nbsp;06/24/46 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784631 |
| Province of Alberta,<br> Unsec'd. Notes | 3.050 | &nbsp;&nbsp;12/01/48 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2009856 |
| Province of British Columbia,<br> Unsec'd. Notes | 2.800 | &nbsp;&nbsp;06/18/48 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650556 |
| Province of Manitoba,<br> Unsec'd. Notes | 3.200 | &nbsp;&nbsp;03/05/50 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1740472 |
| Province of Nova Scotia,<br> Unsec'd. Notes | 3.450 | &nbsp;&nbsp;06/01/45 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1877156 |
| Province of Quebec,<br> Unsec'd. Notes, MTN | 4.679(s) | &nbsp;&nbsp;10/01/39 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1112838 |
| Province of Saskatchewan,<br> Unsec'd. Notes | 3.300 | &nbsp;&nbsp;06/02/48 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2112081 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12895976 |
| **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** |
| Bonos de la Tesoreria de la Republica,<br> Bonds | 2.000 | &nbsp;&nbsp;03/01/35 | &nbsp;&nbsp;CLP | 198518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220900 |
| Bonos de la Tesoreria de la Republica en pesos,<br> Bonds | 5.000 | &nbsp;&nbsp;03/01/35 | &nbsp;&nbsp;CLP | 505000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566016 |
| Chile Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.440 | &nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2148784 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.875 | &nbsp;&nbsp;07/09/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244256 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3179956 |
| **China 2.5%** | **China 2.5%** | **China 2.5%** | **China 2.5%** | **China 2.5%** | **China 2.5%** |
| China Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.390 | &nbsp;&nbsp;03/15/29 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73617 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.480 | &nbsp;&nbsp;06/29/27 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295779 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.600 | &nbsp;&nbsp;05/21/30 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;21500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3343344 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.900 | &nbsp;&nbsp;07/04/36 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2719074 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.950 | &nbsp;&nbsp;06/29/43 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;71500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12716965 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.000 | &nbsp;&nbsp;11/30/35 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;81500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13865891 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.100 | &nbsp;&nbsp;05/21/45 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11329875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.150 | &nbsp;&nbsp;12/12/31 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;41500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6774860 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.290 | &nbsp;&nbsp;05/22/29 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547574 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.400 | &nbsp;&nbsp;12/12/46 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;49000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9315741 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;05/22/34 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4140637 |
| Export-Import Bank of China (The),<br> Sr. Unsec'd. Notes | 4.150 | &nbsp;&nbsp;06/18/27 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593547 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65716904 |
| **Colombia 1.3%** | **Colombia 1.3%** | **Colombia 1.3%** | **Colombia 1.3%** | **Colombia 1.3%** | **Colombia 1.3%** |
| Colombia Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;09/19/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10933044 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.000 | &nbsp;&nbsp;09/19/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2797891 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.625 | &nbsp;&nbsp;02/19/36 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4113167 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 8.000 | &nbsp;&nbsp;04/20/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1721600 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** |
| **Colombia (cont'd.)** | **Colombia (cont'd.)** | **Colombia (cont'd.)** | **Colombia (cont'd.)** | **Colombia (cont'd.)** | **Colombia (cont'd.)** |
| Colombia Government International Bond, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;02/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7176 | &nbsp;&nbsp; $7312631 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;9.850 | &nbsp;&nbsp;06/28/27 | &nbsp;&nbsp;COP | 23612000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300766 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 11.850 | &nbsp;&nbsp;03/09/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124080 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34303179 |
| **Costa Rica 0.1%** | **Costa Rica 0.1%** | **Costa Rica 0.1%** | **Costa Rica 0.1%** | **Costa Rica 0.1%** | **Costa Rica 0.1%** |
| Costa Rica Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, 144A | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;11/21/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1541500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;6.550 | &nbsp;&nbsp;04/03/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082000 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2623500 |
| **Cyprus 0.4%** | **Cyprus 0.4%** | **Cyprus 0.4%** | **Cyprus 0.4%** | **Cyprus 0.4%** | **Cyprus 0.4%** |
| Cyprus Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;01/21/40 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6684793 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;04/16/50 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1773189 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;05/03/49 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2979152 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11437134 |
| **Czech Republic 0.2%** | **Czech Republic 0.2%** | **Czech Republic 0.2%** | **Czech Republic 0.2%** | **Czech Republic 0.2%** | **Czech Republic 0.2%** |
| Czech Republic Government Bond,<br> Sr. Unsec'd. Notes, Series 103 | &nbsp;&nbsp;2.000 | &nbsp;&nbsp;10/13/33 | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4799449 |
| **Denmark 0.1%** | **Denmark 0.1%** | **Denmark 0.1%** | **Denmark 0.1%** | **Denmark 0.1%** | **Denmark 0.1%** |
| Denmark Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;0.100 | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152737 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 10Y | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1877631 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 10Y | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642753 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 31Y | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336350 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 32Y | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379606 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3389077 |
| **Dominican Republic 0.0%** | **Dominican Republic 0.0%** | **Dominican Republic 0.0%** | **Dominican Republic 0.0%** | **Dominican Republic 0.0%** | **Dominican Republic 0.0%** |
| Dominican Republic International Bond,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;09/23/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958000 |
| **Ecuador 0.5%** | **Ecuador 0.5%** | **Ecuador 0.5%** | **Ecuador 0.5%** | **Ecuador 0.5%** | **Ecuador 0.5%** |
| Amazon Conservation DAC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;6.034 | &nbsp;&nbsp;01/16/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2848253 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;6.034 | &nbsp;&nbsp;01/16/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9254252 |
| Ecuador Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;5.000(cc) | &nbsp;&nbsp;07/31/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332901 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;5.000(cc) | &nbsp;&nbsp;07/31/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161331 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;5.000(cc) | &nbsp;&nbsp;07/31/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185244 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series S22 | &nbsp;&nbsp;5.000(cc) | &nbsp;&nbsp;07/31/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134454 |
| Ecuador Social Bond Sarl,<br> Gov't. Gtd. Notes^ | &nbsp;&nbsp;0.350 | &nbsp;&nbsp;01/30/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281184 |
| GPS Blue Financing DAC,<br> Sec'd. Notes | &nbsp;&nbsp;5.645 | &nbsp;&nbsp;11/09/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238800 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13436419 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** |
| **Egypt 0.3%** | **Egypt 0.3%** | **Egypt 0.3%** | **Egypt 0.3%** | **Egypt 0.3%** | **Egypt 0.3%** |
| Egypt Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 4.750% | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp; $829745 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 5.625 | &nbsp;&nbsp;04/16/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5532843 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6362588 |
| **Finland 0.1%** | **Finland 0.1%** | **Finland 0.1%** | **Finland 0.1%** | **Finland 0.1%** | **Finland 0.1%** |
| Kuntarahoitus OYJ,<br> Local Gov't. Gtd. Notes, EMTN | 3.050 | &nbsp;&nbsp;09/24/32 | &nbsp;&nbsp;SEK | 13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1452663 |
| **France 2.2%** | **France 2.2%** | **France 2.2%** | **France 2.2%** | **France 2.2%** | **France 2.2%** |
| Agence France Locale,<br> Gtd. Notes, EMTN | 3.125 | &nbsp;&nbsp;03/20/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2673060 |
| Bpifrance SACA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 0.625 | &nbsp;&nbsp;07/22/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570149 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.375 | &nbsp;&nbsp;11/25/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4670928 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.375 | &nbsp;&nbsp;05/25/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8003151 |
| Caisse Francaise de Financement Local SA,<br> Covered Bonds, EMTN | 4.680 | &nbsp;&nbsp;03/09/29 | &nbsp;&nbsp;CAD | 28712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21505827 |
| French Republic Government Bond OAT, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, 144A | 0.500 | &nbsp;&nbsp;05/25/72 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30364 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series OATe, 144A | 0.100 | &nbsp;&nbsp;07/25/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118368 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series OATi, 144A | 0.550 | &nbsp;&nbsp;03/01/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106023 |
| Ile-de-France Mobilites,<br> Sr. Unsec'd. Notes, EMTN | 0.950 | &nbsp;&nbsp;02/16/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465572 |
| Region of Ile de France,<br> Sr. Unsec'd. Notes, EMTN | 2.900 | &nbsp;&nbsp;04/30/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2017009 |
| SFIL SA,<br> Sr. Unsec'd. Notes, EMTN | 2.875 | &nbsp;&nbsp;01/22/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10763715 |
| Societe Des Grands Projets EPIC,<br> Sr. Unsec'd. Notes, EMTN | 0.000 | &nbsp;&nbsp;11/25/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2077602 |
| Ville de Paris,<br> Sr. Unsec'd. Notes, EMTN | 1.750 | &nbsp;&nbsp;05/25/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3123949 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58125717 |
| **Gabon 0.3%** | **Gabon 0.3%** | **Gabon 0.3%** | **Gabon 0.3%** | **Gabon 0.3%** | **Gabon 0.3%** |
| Gabon Blue Bond Master Trust 2,<br> Insured Notes | 6.097 | &nbsp;&nbsp;08/01/38 |  | &nbsp;&nbsp;7715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7790916 |
| **Germany 0.0%** | **Germany 0.0%** | **Germany 0.0%** | **Germany 0.0%** | **Germany 0.0%** | **Germany 0.0%** |
| Deutsche Bundesrepublik Inflation-Linked Bond,<br> Bonds | 0.100 | &nbsp;&nbsp;04/15/46 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121605 |
| State of North Rhine-Westphalia,<br> Sr. Unsec'd. Notes, EMTN | 7.500 | &nbsp;&nbsp;06/08/27 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28286 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149891 |
| **Greece 3.6%** | **Greece 3.6%** | **Greece 3.6%** | **Greece 3.6%** | **Greece 3.6%** | **Greece 3.6%** |
| Hellenic Republic Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61051 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119581 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78333 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237259 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619206 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195289 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56345 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115990 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** |
| **Greece (cont'd.)** | **Greece (cont'd.)** | **Greece (cont'd.)** | **Greece (cont'd.)** | **Greece (cont'd.)** | **Greece (cont'd.)** |
| Hellenic Republic Government Bond, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300% | &nbsp;&nbsp;02/24/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp; $244473 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/36 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158237 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/37 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189194 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324102 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/40 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449402 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/41 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358712 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/42 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094920 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.875 | &nbsp;&nbsp;02/04/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63269476 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.875 | &nbsp;&nbsp;01/24/52 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;7585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5781703 |
| Hellenic Republic Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.200 | &nbsp;&nbsp;07/17/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;10198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13210388 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.140 | &nbsp;&nbsp;04/14/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6818230 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93969696 |
| **Guatemala 0.0%** | **Guatemala 0.0%** | **Guatemala 0.0%** | **Guatemala 0.0%** | **Guatemala 0.0%** | **Guatemala 0.0%** |
| Guatemala Government Bond,<br> Sr. Unsec'd. Notes, 144A | 6.250 | &nbsp;&nbsp;08/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041250 |
| **Hong Kong 0.1%** | **Hong Kong 0.1%** | **Hong Kong 0.1%** | **Hong Kong 0.1%** | **Hong Kong 0.1%** | **Hong Kong 0.1%** |
| Hong Kong Government International Bond,<br> Sr. Unsec'd. Notes, GMTN | 3.300 | &nbsp;&nbsp;06/07/33 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3417474 |
| **Hungary 0.5%** | **Hungary 0.5%** | **Hungary 0.5%** | **Hungary 0.5%** | **Hungary 0.5%** | **Hungary 0.5%** |
| Hungary Government Bond,<br> Bonds, Series 27/A | 3.000 | &nbsp;&nbsp;10/27/27 | &nbsp;&nbsp;HUF | 800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2363397 |
| Hungary Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.125 | &nbsp;&nbsp;09/22/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1181125 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.500 | &nbsp;&nbsp;03/26/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397600 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | 4.500 | &nbsp;&nbsp;06/16/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1446430 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | 1.625 | &nbsp;&nbsp;04/28/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3094024 |
| Magyar Export-Import Bank Zrt,<br> Gov't. Gtd. Notes | 6.000 | &nbsp;&nbsp;05/16/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4564859 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13047435 |
| **India 0.3%** | **India 0.3%** | **India 0.3%** | **India 0.3%** | **India 0.3%** | **India 0.3%** |
| Export-Import Bank of India,<br> Sr. Unsec'd. Notes, EMTN | 3.450 | &nbsp;&nbsp;06/25/26 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7217641 |
| **Indonesia 2.1%** | **Indonesia 2.1%** | **Indonesia 2.1%** | **Indonesia 2.1%** | **Indonesia 2.1%** | **Indonesia 2.1%** |
| Indonesia Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.900 | &nbsp;&nbsp;02/14/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11999261 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.000 | &nbsp;&nbsp;07/28/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9375229 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.400 | &nbsp;&nbsp;10/30/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;10060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10611432 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.500 | &nbsp;&nbsp;10/31/30 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430261 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.650 | &nbsp;&nbsp;09/10/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3797861 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.750 | &nbsp;&nbsp;06/14/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;13980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16919188 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54133232 |
| **Israel 0.3%** | **Israel 0.3%** | **Israel 0.3%** | **Israel 0.3%** | **Israel 0.3%** | **Israel 0.3%** |
| Israel Government International Bond,<br> Sr. Unsec'd. Notes, EMTN | 6.875 | &nbsp;&nbsp;10/21/34 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;3517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5295497 |
| State of Israel,<br> Sr. Unsec'd. Notes, EMTN | 6.250 | &nbsp;&nbsp;11/21/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556250 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6851747 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** |
| **Italy 3.4%** | **Italy 3.4%** | **Italy 3.4%** | **Italy 3.4%** | **Italy 3.4%** | **Italy 3.4%** |
| Cassa Del Trentino SPA,<br> Local Gov't. Gtd. Notes, EMTN | 1.160% | &nbsp;&nbsp;06/17/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp; $186817 |
| City of Milan,<br> Sr. Unsec'd. Notes | 4.019 | &nbsp;&nbsp;06/29/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8407962 |
| Italy Buoni Poliennali Del Tesoro, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.800 | &nbsp;&nbsp;05/15/36 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125503 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | 3.850 | &nbsp;&nbsp;07/01/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619222 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | 4.200 | &nbsp;&nbsp;03/01/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317502 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 11Y | 3.850 | &nbsp;&nbsp;02/01/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3809400 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 16Y, 144A | 3.350 | &nbsp;&nbsp;03/01/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530653 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series VALR | 4.100(cc) | &nbsp;&nbsp;10/10/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232314 |
| Region of Lazio,<br> Sr. Unsec'd. Notes | 3.088 | &nbsp;&nbsp;03/31/43 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6636672 |
| Region of Lombardy,<br> Sr. Unsec'd. Notes | 5.804 | &nbsp;&nbsp;10/25/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2433052 |
| Region of Piemont Italy,<br> Sr. Unsec'd. Notes, EMTN, 6 Month EURIBOR + 0.155% (Cap N/A, Floor 0.000%) | 2.276(c) | &nbsp;&nbsp;11/27/36 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4042000 |
| Region of Umbria,<br> Sr. Unsec'd. Notes, 6 Month EURIBOR + 0.200% | 2.303(c) | &nbsp;&nbsp;03/26/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670954 |
| Repubic of Italy Government International Bond Coupon Strips,<br> Sr. Unsec'd. Notes | 1.812(s) | &nbsp;&nbsp;02/20/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5496760 |
| Republic of Italy Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN, EURIBOR ICE SWAP 11:00 Fft 30Y Index + 0.000% (Cap N/A, Floor 4.250%) | 4.250(c) | &nbsp;&nbsp;06/28/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9799134 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 4.425 | &nbsp;&nbsp;03/28/36 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1744494 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 5.200 | &nbsp;&nbsp;07/31/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2168965 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 5.250 | &nbsp;&nbsp;12/07/34 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;17100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23258210 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 5.345 | &nbsp;&nbsp;01/27/48 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2441695 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | 2.875 | &nbsp;&nbsp;10/17/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175203 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | 3.875 | &nbsp;&nbsp;05/06/51 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094246 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, MTN | 5.375 | &nbsp;&nbsp;06/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6218533 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 67, EMTN, EURIBOR ICE SWAP 11:00 Fft 10Y Index + 0.000% (Cap 8.800%, Floor N/A) | 2.455(c) | &nbsp;&nbsp;05/11/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3552494 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88961785 |
| **Japan 1.5%** | **Japan 1.5%** | **Japan 1.5%** | **Japan 1.5%** | **Japan 1.5%** | **Japan 1.5%** |
| Japan Government Ten Year Bond,<br> Bonds, Series 380 | 1.700 | &nbsp;&nbsp;09/20/35 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1853595 |
| Japan Government Thirty Year Bond,<br> Bonds, Series 88 | 3.200 | &nbsp;&nbsp;09/20/55 | &nbsp;&nbsp;JPY | 4200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25203327 |
| Japan Government Twenty Year Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 159 | 0.600 | &nbsp;&nbsp;12/20/36 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1879683 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 189 | 1.900 | &nbsp;&nbsp;06/20/44 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;377000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2026171 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 194 | 2.700 | &nbsp;&nbsp;09/20/45 | &nbsp;&nbsp;JPY | 1471700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8851555 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39814331 |
| **Lebanon 0.0%** | **Lebanon 0.0%** | **Lebanon 0.0%** | **Lebanon 0.0%** | **Lebanon 0.0%** | **Lebanon 0.0%** |
| Lebanon Government International Bond,<br> Sr. Unsec'd. Notes, EMTN | 6.100 | &nbsp;&nbsp;10/04/22(d) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288895 |
| **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** |
| Malta Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 16Y | 1.200 | &nbsp;&nbsp;05/13/37 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887199 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series I | 1.000 | &nbsp;&nbsp;04/23/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2567373 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3454572 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** |
| **Mexico 1.7%** | **Mexico 1.7%** | **Mexico 1.7%** | **Mexico 1.7%** | **Mexico 1.7%** | **Mexico 1.7%** |
| Eagle Funding Luxco Sarl,<br> Sr. Unsec'd. Notes, 144A | 5.500% | &nbsp;&nbsp;08/17/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;13210 | &nbsp;&nbsp; $13408150 |
| Mexican Udibonos,<br> Bonds, Series S | 3.250 | &nbsp;&nbsp;11/12/43 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423045 |
| Mexico Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.125 | &nbsp;&nbsp;01/17/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10936454 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.450 | &nbsp;&nbsp;10/25/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4629784 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.875 | &nbsp;&nbsp;04/08/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4695468 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.500 | &nbsp;&nbsp;09/19/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208424 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.000 | &nbsp;&nbsp;03/15/2115 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790375 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;03/19/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265788 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.125 | &nbsp;&nbsp;03/19/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4259792 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 5.625 | &nbsp;&nbsp;03/19/2114 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365271 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 28 | 2.000 | &nbsp;&nbsp;04/20/38 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526266 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series A, MTN | 7.500 | &nbsp;&nbsp;04/08/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999322 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44508139 |
| **New Zealand 0.2%** | **New Zealand 0.2%** | **New Zealand 0.2%** | **New Zealand 0.2%** | **New Zealand 0.2%** | **New Zealand 0.2%** |
| New Zealand Government Bond,<br> Unsec'd. Notes, Series 528 | 0.250 | &nbsp;&nbsp;05/15/28 | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4490751 |
| **Norway 0.1%** | **Norway 0.1%** | **Norway 0.1%** | **Norway 0.1%** | **Norway 0.1%** | **Norway 0.1%** |
| Norway Government Bond,<br> Sr. Unsec'd. Notes, Series 479, 144A | 1.750 | &nbsp;&nbsp;02/17/27 | &nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2231425 |
| **Panama 0.6%** | **Panama 0.6%** | **Panama 0.6%** | **Panama 0.6%** | **Panama 0.6%** | **Panama 0.6%** |
| Panama Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.875 | &nbsp;&nbsp;01/31/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323439 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 8.125 | &nbsp;&nbsp;04/28/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;14336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16345190 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16668629 |
| **Peru 0.6%** | **Peru 0.6%** | **Peru 0.6%** | **Peru 0.6%** | **Peru 0.6%** | **Peru 0.6%** |
| Peru Government Bond,<br> Bonds | 5.940 | &nbsp;&nbsp;02/12/29 | &nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872436 |
| Peruvian Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.250 | &nbsp;&nbsp;03/11/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203723 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11416627 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14492786 |
| **Philippines 1.1%** | **Philippines 1.1%** | **Philippines 1.1%** | **Philippines 1.1%** | **Philippines 1.1%** | **Philippines 1.1%** |
| Philippine Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.700 | &nbsp;&nbsp;02/03/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5946042 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.200 | &nbsp;&nbsp;04/28/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354956 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.750 | &nbsp;&nbsp;04/28/41 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929275 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.625 | &nbsp;&nbsp;02/04/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193444 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 0.875 | &nbsp;&nbsp;05/17/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4636200 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 11 | 0.990 | &nbsp;&nbsp;08/15/28 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5003360 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 15 | 0.590 | &nbsp;&nbsp;08/15/29 | &nbsp;&nbsp;JPY | 1700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10292711 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29355988 |
| **Poland 0.2%** | **Poland 0.2%** | **Poland 0.2%** | **Poland 0.2%** | **Poland 0.2%** | **Poland 0.2%** |
| Republic of Poland Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 1.750 | &nbsp;&nbsp;08/25/31 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114345 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 0426 | 5.048(s) | &nbsp;&nbsp;04/25/26 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279087 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 0428 | 2.750 | &nbsp;&nbsp;04/25/28 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276808 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 0429 | 5.750 | &nbsp;&nbsp;04/25/29 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296950 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** |
| **Poland (cont'd.)** | **Poland (cont'd.)** | **Poland (cont'd.)** | **Poland (cont'd.)** | **Poland (cont'd.)** | **Poland (cont'd.)** |
| Republic of Poland Government Bond, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 0432 | 1.750% | &nbsp;&nbsp;04/25/32 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; $238953 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 0527 | 3.750 | &nbsp;&nbsp;05/25/27 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283151 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 0726 | 2.500 | &nbsp;&nbsp;07/25/26 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280455 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 0727 | 2.500 | &nbsp;&nbsp;07/25/27 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277933 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 0728 | 7.500 | &nbsp;&nbsp;07/25/28 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533563 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 0729 | 4.750 | &nbsp;&nbsp;07/25/29 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288404 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 1026 | 0.250 | &nbsp;&nbsp;10/25/26 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275675 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 1029 | 2.750 | &nbsp;&nbsp;10/25/29 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269582 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 1030 | 1.250 | &nbsp;&nbsp;10/25/30 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245659 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 1033 | 6.000 | &nbsp;&nbsp;10/25/33 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302547 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 1034 | 5.000 | &nbsp;&nbsp;10/25/34 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282054 |
| Republic of Poland Government International Bond,<br> Sr. Unsec'd. Notes, EMTN | 3.220 | &nbsp;&nbsp;08/04/34 | &nbsp;&nbsp;JPY | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664560 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5909726 |
| **Portugal 0.1%** | **Portugal 0.1%** | **Portugal 0.1%** | **Portugal 0.1%** | **Portugal 0.1%** | **Portugal 0.1%** |
| Autonomous Region of the Azores, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.491 | &nbsp;&nbsp;10/01/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458627 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.006 | &nbsp;&nbsp;06/15/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335895 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.095 | &nbsp;&nbsp;09/27/36 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536375 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.163 | &nbsp;&nbsp;04/06/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552889 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.720 | &nbsp;&nbsp;10/17/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485543 |
| Regiao Autonoma Madeira,<br> Sr. Unsec'd. Notes | 1.141 | &nbsp;&nbsp;12/04/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951243 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3320572 |
| **Romania 0.9%** | **Romania 0.9%** | **Romania 0.9%** | **Romania 0.9%** | **Romania 0.9%** | **Romania 0.9%** |
| Romania Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 04Y | 7.200 | &nbsp;&nbsp;10/28/26 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117258 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 04Y | 7.200 | &nbsp;&nbsp;05/31/27 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118042 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 05Y | 3.250 | &nbsp;&nbsp;06/24/26 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115184 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 05Y | 4.250 | &nbsp;&nbsp;04/28/36 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95896 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 05Y | 6.300 | &nbsp;&nbsp;04/25/29 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116796 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 06Y | 8.750 | &nbsp;&nbsp;10/30/28 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123894 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 07Y | 2.500 | &nbsp;&nbsp;10/25/27 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109737 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 07Y | 4.850 | &nbsp;&nbsp;04/22/26 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116065 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 07Y | 8.000 | &nbsp;&nbsp;04/29/30 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123823 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 08Y | 4.150 | &nbsp;&nbsp;01/26/28 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112305 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 08Y | 4.850 | &nbsp;&nbsp;07/25/29 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111581 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 08Y | 7.350 | &nbsp;&nbsp;04/28/31 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121658 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 10Y | 4.150 | &nbsp;&nbsp;10/24/30 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106518 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 10Y | 5.000 | &nbsp;&nbsp;02/12/29 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112800 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 10Y | 6.700 | &nbsp;&nbsp;02/25/32 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117468 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 10Y | 7.200 | &nbsp;&nbsp;10/30/33 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120449 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 10Y | 8.250 | &nbsp;&nbsp;09/29/32 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126971 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 11Y | 7.100 | &nbsp;&nbsp;07/31/34 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120001 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 15Y | 3.650 | &nbsp;&nbsp;09/24/31 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101800 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 15Y | 4.750 | &nbsp;&nbsp;10/11/34 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102140 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 15Y | 5.800 | &nbsp;&nbsp;07/26/27 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115890 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 15Y | 7.900 | &nbsp;&nbsp;02/24/38 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127542 |
| Romanian Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 2.124 | &nbsp;&nbsp;07/16/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3824532 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 2.500 | &nbsp;&nbsp;02/08/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4708046 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 2.875 | &nbsp;&nbsp;05/26/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300143 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 2.124 | &nbsp;&nbsp;07/16/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2124740 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 2.375 | &nbsp;&nbsp;04/19/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1181841 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.375 | &nbsp;&nbsp;02/08/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2055933 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** |
| **Romania (cont'd.)** | **Romania (cont'd.)** | **Romania (cont'd.)** | **Romania (cont'd.)** | **Romania (cont'd.)** | **Romania (cont'd.)** |
| Romanian Government International Bond, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.500% | &nbsp;&nbsp;04/03/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1000 | &nbsp;&nbsp; $1076452 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.875 | &nbsp;&nbsp;10/29/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064444 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 4.125 | &nbsp;&nbsp;03/11/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833225 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 6.750 | &nbsp;&nbsp;07/11/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1282532 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.875 | &nbsp;&nbsp;05/26/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827364 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23813070 |
| **San Marino 0.0%** | **San Marino 0.0%** | **San Marino 0.0%** | **San Marino 0.0%** | **San Marino 0.0%** | **San Marino 0.0%** |
| San Marino Government Bond,<br> Sr. Unsec'd. Notes, Series 4Y | 6.500 | &nbsp;&nbsp;01/19/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363794 |
| **Saudi Arabia 0.6%** | **Saudi Arabia 0.6%** | **Saudi Arabia 0.6%** | **Saudi Arabia 0.6%** | **Saudi Arabia 0.6%** | **Saudi Arabia 0.6%** |
| Saudi Government International Bond,<br> Sr. Unsec'd. Notes | 2.000 | &nbsp;&nbsp;07/09/39 | &nbsp;&nbsp;EUR | 16656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15498404 |
| **Serbia 1.3%** | **Serbia 1.3%** | **Serbia 1.3%** | **Serbia 1.3%** | **Serbia 1.3%** | **Serbia 1.3%** |
| Serbia International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.500 | &nbsp;&nbsp;06/26/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6625419 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.125 | &nbsp;&nbsp;12/01/30 |  | &nbsp;&nbsp;9015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7925176 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.125 | &nbsp;&nbsp;05/15/27 | &nbsp;&nbsp;EUR | 15595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18461872 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33012467 |
| **Slovakia 0.1%** | **Slovakia 0.1%** | **Slovakia 0.1%** | **Slovakia 0.1%** | **Slovakia 0.1%** | **Slovakia 0.1%** |
| Slovakia Government Bond,<br> Bonds, Series 247 | 3.625 | &nbsp;&nbsp;06/08/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1864933 |
| **Slovenia 0.1%** | **Slovenia 0.1%** | **Slovenia 0.1%** | **Slovenia 0.1%** | **Slovenia 0.1%** | **Slovenia 0.1%** |
| Slovenia Government Bond,<br> Sr. Unsec'd. Notes, Series RS86 | 0.000 | &nbsp;&nbsp;02/12/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104683 |
| Slovenia Government International Bond,<br> Bonds | 5.000 | &nbsp;&nbsp;09/19/33 |  | &nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3318400 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3423083 |
| **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** |
| Republic of South Africa Government Bond - CPI Linked,<br> Sr. Unsec'd. Notes, Series 2046 | 2.500 | &nbsp;&nbsp;03/31/46 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;5436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260730 |
| Republic of South Africa Government International Bond,<br> Sr. Unsec'd. Notes, Series 12Y | 3.750 | &nbsp;&nbsp;07/24/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2617862 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2878592 |
| **Spain 2.5%** | **Spain 2.5%** | **Spain 2.5%** | **Spain 2.5%** | **Spain 2.5%** | **Spain 2.5%** |
| Autonomous Community of Catalonia, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.690 | &nbsp;&nbsp;10/28/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756498 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN, EURIBOR ICE SWAP 11:00 Fft 10Y Index + 0.000% (Cap 12.000%, Floor 5.480%) | 5.480(c) | &nbsp;&nbsp;05/11/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1276243 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 5.900 | &nbsp;&nbsp;05/28/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4265485 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 6.350 | &nbsp;&nbsp;11/30/41 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2929083 |
| Spain Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.000 | &nbsp;&nbsp;10/31/50 | &nbsp;&nbsp;EUR | 10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6742096 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.200 | &nbsp;&nbsp;10/31/40 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2144412 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.850 | &nbsp;&nbsp;07/30/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;7225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7647072 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.450 | &nbsp;&nbsp;07/30/66 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4299407 |
| Spain Government Bond Coupon Strips, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 0.449(s) | &nbsp;&nbsp;07/30/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476737 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.296(s) | &nbsp;&nbsp;07/30/41 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285137 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** |
| **Spain (cont'd.)** | **Spain (cont'd.)** | **Spain (cont'd.)** | **Spain (cont'd.)** | **Spain (cont'd.)** | **Spain (cont'd.)** |
| Spain Government Bond Coupon Strips, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;0.320 %(s) | &nbsp;&nbsp;01/31/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp; $2030825 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC(k) | &nbsp;&nbsp;0.579(s) | &nbsp;&nbsp;07/30/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3910705 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;0.958(s) | &nbsp;&nbsp;01/31/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148171 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.027(s) | &nbsp;&nbsp;01/31/36 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141531 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.078(s) | &nbsp;&nbsp;01/31/37 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135531 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.128(s) | &nbsp;&nbsp;07/30/36 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715515 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.212(s) | &nbsp;&nbsp;07/30/37 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683990 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.297(s) | &nbsp;&nbsp;07/30/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652792 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.365(s) | &nbsp;&nbsp;07/30/42 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185844 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.405(s) | &nbsp;&nbsp;07/30/43 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176365 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.455(s) | &nbsp;&nbsp;07/30/44 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166441 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.475(s) | &nbsp;&nbsp;07/30/45 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159582 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.485(s) | &nbsp;&nbsp;07/30/46 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153612 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.504(s) | &nbsp;&nbsp;07/30/47 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146452 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.514(s) | &nbsp;&nbsp;07/30/48 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139689 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.544(s) | &nbsp;&nbsp;07/30/49 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133840 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.564(s) | &nbsp;&nbsp;07/30/50 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129088 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.594(s) | &nbsp;&nbsp;07/30/51 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122762 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.623(s) | &nbsp;&nbsp;07/30/52 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119083 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.663(s) | &nbsp;&nbsp;07/30/53 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110480 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.683(s) | &nbsp;&nbsp;07/30/54 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.703(s) | &nbsp;&nbsp;07/30/55 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.732(s) | &nbsp;&nbsp;07/30/56 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88710 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.772(s) | &nbsp;&nbsp;07/30/57 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84728 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.782(s) | &nbsp;&nbsp;07/30/58 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84566 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.812(s) | &nbsp;&nbsp;07/30/59 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77754 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.851(s) | &nbsp;&nbsp;07/30/60 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76795 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.871(s) | &nbsp;&nbsp;07/30/61 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72837 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.891(s) | &nbsp;&nbsp;07/30/62 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68222 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.921(s) | &nbsp;&nbsp;07/30/63 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65794 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.950(s) | &nbsp;&nbsp;07/30/64 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62547 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;1.980(s) | &nbsp;&nbsp;07/30/65 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59651 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;2.010(s) | &nbsp;&nbsp;07/30/66 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58901 |
| Spain Government Bond Principal Strips,<br> Sr. Unsec'd. Notes, Series CAC | &nbsp;&nbsp;0.794(s) | &nbsp;&nbsp;07/30/41 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106757 |
| Spain Government Inflation-Linked Bond,<br> Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;1.150 | &nbsp;&nbsp;11/30/36 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120474 |
| Spain Government International Bond,<br> Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04/06/29 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;16080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22501217 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65713233 |
| **Sweden 0.1%** | **Sweden 0.1%** | **Sweden 0.1%** | **Sweden 0.1%** | **Sweden 0.1%** | **Sweden 0.1%** |
| Svensk Exportkredit AB, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;8.904(s) | &nbsp;&nbsp;06/25/27 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78493 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 10.550(s) | &nbsp;&nbsp;03/30/32 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;43890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414922 |
| Sweden Government Bond,<br> Bonds, Series 1053 | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;03/30/39 | &nbsp;&nbsp;SEK | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190782 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2684197 |
| **Trinidad & Tobago 0.1%** | **Trinidad & Tobago 0.1%** | **Trinidad & Tobago 0.1%** | **Trinidad & Tobago 0.1%** | **Trinidad & Tobago 0.1%** | **Trinidad & Tobago 0.1%** |
| Trinidad & Tobago Government International Bond,<br> Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;01/28/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;2215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2208089 |
| **Tunisia 0.0%** | **Tunisia 0.0%** | **Tunisia 0.0%** | **Tunisia 0.0%** | **Tunisia 0.0%** | **Tunisia 0.0%** |
| Tunisian Republic,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;03/17/31 | &nbsp;&nbsp;JPY | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568622 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** |
| **Turkey 0.1%** | **Turkey 0.1%** | **Turkey 0.1%** | **Turkey 0.1%** | **Turkey 0.1%** | **Turkey 0.1%** |
| Turkiye Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;2.480% | &nbsp;&nbsp;05/02/29 | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;5003 | &nbsp;&nbsp; $105425 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 4Y, BIST Index + 0.000% | 38.652(c) | &nbsp;&nbsp;09/06/28 | &nbsp;&nbsp;TRY | &nbsp;&nbsp;57276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327620 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 4Y, BIST Index + 0.000% | 39.582(c) | &nbsp;&nbsp;05/17/28 | &nbsp;&nbsp;TRY | &nbsp;&nbsp;47324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100748 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2533793 |
| **United Arab Emirates 0.3%** | **United Arab Emirates 0.3%** | **United Arab Emirates 0.3%** | **United Arab Emirates 0.3%** | **United Arab Emirates 0.3%** | **United Arab Emirates 0.3%** |
| Finance Department Government of Sharjah, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;01/17/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4062955 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;01/17/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4301953 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8364908 |
| **United Kingdom 0.3%** | **United Kingdom 0.3%** | **United Kingdom 0.3%** | **United Kingdom 0.3%** | **United Kingdom 0.3%** | **United Kingdom 0.3%** |
| Jersey International Bond,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;06/09/54 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830226 |
| United Kingdom Gilt, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;0.875 | &nbsp;&nbsp;01/31/46 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63690 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;1.125 | &nbsp;&nbsp;01/31/39 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88368 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;10/22/41 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81368 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;07/31/51 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59796 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;1.500 | &nbsp;&nbsp;07/22/47 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71335 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;1.625 | &nbsp;&nbsp;10/22/71 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54313 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;01/22/49 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73372 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;07/22/57 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63348 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;07/22/65 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75059 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01/22/44 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106392 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;07/22/68 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97229 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;07/22/52 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107301 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01/22/60 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109900 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;03/07/36 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398178 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;09/07/39 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230808 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12/07/40 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126597 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12/07/46 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5378030 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12/07/49 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118507 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12/07/55 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115962 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;12/07/42 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127919 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;12/07/38 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135863 |
| United Kingdom Inflation-Linked Gilt Bond,<br> Bonds, Series 3M | &nbsp;&nbsp;0.125 | &nbsp;&nbsp;03/22/44 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162955 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8676516 |
| **Uruguay 0.0%** | **Uruguay 0.0%** | **Uruguay 0.0%** | **Uruguay 0.0%** | **Uruguay 0.0%** | **Uruguay 0.0%** |
| Uruguay Government International Bond,<br> Sr. Unsec'd. Notes, Series 8 | &nbsp;&nbsp;1.320 | &nbsp;&nbsp;12/09/36 | &nbsp;&nbsp;JPY | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518997 |
| **Vietnam 1.2%** | **Vietnam 1.2%** | **Vietnam 1.2%** | **Vietnam 1.2%** | **Vietnam 1.2%** | **Vietnam 1.2%** |
| Vietnam Government International Bond,<br> Sec'd. Notes, Series 30Y | &nbsp;&nbsp;5.500(cc) | &nbsp;&nbsp;03/12/28 |  | &nbsp;&nbsp;33798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32474858 |
| **Total Sovereign Bonds<br> (cost $959,100,098)** | **Total Sovereign Bonds<br> (cost $959,100,098)** | **Total Sovereign Bonds<br> (cost $959,100,098)** | **Total Sovereign Bonds<br> (cost $959,100,098)** | **Total Sovereign Bonds<br> (cost $959,100,098)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895429136 |
| **U.S. Government Agency Obligation 0.8%** | **U.S. Government Agency Obligation 0.8%** | **U.S. Government Agency Obligation 0.8%** | **U.S. Government Agency Obligation 0.8%** | **U.S. Government Agency Obligation 0.8%** | **U.S. Government Agency Obligation 0.8%** |
| Federal National Mortgage Assoc.<br> (cost $23,118,566) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;12/07/28 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21131258 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **U.S. Treasury Obligations 11.9%** | **U.S. Treasury Obligations 11.9%** | **U.S. Treasury Obligations 11.9%** | **U.S. Treasury Obligations 11.9%** | **U.S. Treasury Obligations 11.9%** |
| U.S. Treasury Bonds(k) | 1.125% | &nbsp;&nbsp;08/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp; $100075 |
| U.S. Treasury Bonds | 1.250 | &nbsp;&nbsp;05/15/50 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477188 |
| U.S. Treasury Bonds | 1.375 | &nbsp;&nbsp;08/15/50 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490156 |
| U.S. Treasury Bonds | 1.625 | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522813 |
| U.S. Treasury Bonds | 1.875 | &nbsp;&nbsp;02/15/51 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557031 |
| U.S. Treasury Bonds | 1.875 | &nbsp;&nbsp;11/15/51 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550469 |
| U.S. Treasury Bonds | 2.000 | &nbsp;&nbsp;02/15/50 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584375 |
| U.S. Treasury Bonds | 2.000 | &nbsp;&nbsp;08/15/51 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570937 |
| U.S. Treasury Bonds(k) | 2.250 | &nbsp;&nbsp;05/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399553 |
| U.S. Treasury Bonds | 2.250 | &nbsp;&nbsp;08/15/49 | 56637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35380426 |
| U.S. Treasury Bonds | 2.250 | &nbsp;&nbsp;02/15/52 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604062 |
| U.S. Treasury Bonds(h) | 2.375 | &nbsp;&nbsp;02/15/42 | 56495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41435552 |
| U.S. Treasury Bonds | 2.375 | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639844 |
| U.S. Treasury Bonds(h)(k) | 2.375 | &nbsp;&nbsp;05/15/51 | 45110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28320622 |
| U.S. Treasury Bonds | 2.875 | &nbsp;&nbsp;05/15/49 | 22900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16366344 |
| U.S. Treasury Bonds | 2.875 | &nbsp;&nbsp;05/15/52 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695625 |
| U.S. Treasury Bonds | 3.000 | &nbsp;&nbsp;02/15/49 | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2201719 |
| U.S. Treasury Bonds | 3.000 | &nbsp;&nbsp;08/15/52 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712969 |
| U.S. Treasury Bonds(h)(k) | 3.375 | &nbsp;&nbsp;11/15/48 | 41310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32550989 |
| U.S. Treasury Bonds | 3.625 | &nbsp;&nbsp;02/15/53 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805469 |
| U.S. Treasury Bonds | 3.625 | &nbsp;&nbsp;05/15/53 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804844 |
| U.S. Treasury Bonds | 4.000 | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863125 |
| U.S. Treasury Bonds(k) | 4.125 | &nbsp;&nbsp;08/15/44 | 21410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19583460 |
| U.S. Treasury Bonds | 4.125 | &nbsp;&nbsp;08/15/53 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880937 |
| U.S. Treasury Bonds | 4.250 | &nbsp;&nbsp;02/15/54 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899687 |
| U.S. Treasury Bonds | 4.625 | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2332117 |
| U.S. Treasury Bonds | 4.625 | &nbsp;&nbsp;05/15/54 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957656 |
| U.S. Treasury Bonds | 4.750 | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3183594 |
| U.S. Treasury Bonds | 4.750 | &nbsp;&nbsp;05/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645047 |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 2.375 | &nbsp;&nbsp;02/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486863 |
| U.S. Treasury Notes | 1.875 | &nbsp;&nbsp;02/15/32 | &nbsp;&nbsp;1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1258687 |
| U.S. Treasury Notes | 2.875 | &nbsp;&nbsp;05/15/32 | &nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1911946 |
| U.S. Treasury Notes | 3.625 | &nbsp;&nbsp;08/31/30 | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8942344 |
| U.S. Treasury Notes(h) | 3.875 | &nbsp;&nbsp;09/30/32 | 45621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45278842 |
| U.S. Treasury Notes(k) | 4.000 | &nbsp;&nbsp;06/30/32 | 26455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26496336 |
| U.S. Treasury Notes | 4.375 | &nbsp;&nbsp;05/15/34 | 32015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32530241 |
| U.S. Treasury Strips Coupon | 1.872(s) | &nbsp;&nbsp;05/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69144 |
| U.S. Treasury Strips Coupon | 1.888(s) | &nbsp;&nbsp;08/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302541 |
| U.S. Treasury Strips Coupon | 2.089(s) | &nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520850 |
| U.S. Treasury Strips Coupon | 2.251(s) | &nbsp;&nbsp;08/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397079 |
| **Total U.S. Treasury Obligations<br> (cost $323,204,913)** | **Total U.S. Treasury Obligations<br> (cost $323,204,913)** | **Total U.S. Treasury Obligations<br> (cost $323,204,913)** | **Total U.S. Treasury Obligations<br> (cost $323,204,913)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312311558 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Shares** |  |
| **Common Stocks 0.1%** | **Common Stocks 0.1%** | **Common Stocks 0.1%** |
| **Jamaica 0.0%** | **Jamaica 0.0%** | **Jamaica 0.0%** |
| Digicel International Finance Ltd.\*(x) | 59495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085813 |
| **United States 0.1%** | **United States 0.1%** | **United States 0.1%** |
| Diamond Sports Group LLC\*(x) | 44198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8309 |
| Expand Energy Corp. | 23063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2592512 |
| Ferrellgas Partners LP (Class B Stock)\* | &nbsp;&nbsp;2731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488206 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3089027 |
| **Total Common Stocks<br> (cost $467,715)** | **Total Common Stocks<br> (cost $467,715)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4174840 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **Preferred Stocks 0.5%** | **Preferred Stocks 0.5%** | **Preferred Stocks 0.5%** |
| **Jamaica 0.0%** | **Jamaica 0.0%** | **Jamaica 0.0%** |
| Digicel International Finance Ltd.\*^(x) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3857 | &nbsp;&nbsp; $48414 |
| **United States 0.5%** | **United States 0.5%** | **United States 0.5%** |
| Citigroup, Inc.<br> Series II, 6.250%, Maturing 02/15/31(oo) | &nbsp;&nbsp;&nbsp;260011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6523676 |
| Federal Home Loan Mortgage Corp.<br> Series Z, 8.375%(cc), Maturing 12/31/27(a)(oo) | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119100 |
| Federal National Mortgage Assoc.<br> Series S, 8.250%(cc), Maturing 12/31/30(a)(oo) | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129700 |
| Ferrellgas Escrow LLC<br> 8.956%, Maturing 03/30/31^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688388 |
| MetLife, Inc.<br> Series E, 5.625%, Maturing 03/01/26(oo) | &nbsp;&nbsp;&nbsp;&nbsp;38476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926502 |
| QXO, Inc.<br> 4.750%, Maturing 12/31/79^ | 3630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3630000 |
| Wells Fargo & Co.<br> Series Y, 5.625%, Maturing 03/15/26(a)(oo) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12771 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12030137 |
| **Total Preferred Stocks<br> (cost $12,044,554)** | **Total Preferred Stocks<br> (cost $12,044,554)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12078551 |

---

---

| | |
|:---|:---|
| **Options Purchased\*~ 0.0%** | **Options Purchased\*~ 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;(cost $889,782) | $1009647 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Units** |  |
| **Warrants\* 0.0%** | **Warrants\* 0.0%** | **Warrants\* 0.0%** |
| **Spain 0.0%** | **Spain 0.0%** | **Spain 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;Codere Group Topco SA (Spain), expiring 09/30/34^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| **United States 0.0%** | **United States 0.0%** | **United States 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;Diamond Sports Group LLC, expiring 06/30/26(x) | 82206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **Total Warrants<br> (cost $815)** | **Total Warrants<br> (cost $815)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| **Total Long-Term Investments, BEFORE LONG-TERM OPTIONS WRITTEN 97.5%<br> (cost $2,658,210,471)** | **Total Long-Term Investments, BEFORE LONG-TERM OPTIONS WRITTEN 97.5%<br> (cost $2,658,210,471)** | &nbsp;&nbsp;&nbsp;&nbsp;2562340694 |
| **Options Written\*~ (0.1)%** | **Options Written\*~ (0.1)%** | **Options Written\*~ (0.1)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $1,366,105) | &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $1,366,105) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1221699) |
| **TOTAL LONG-TERM INVESTMENTS, NET OF LONG-TERM OPTIONS WRITTEN 97.4%<br> (cost $2,656,844,366)** | **TOTAL LONG-TERM INVESTMENTS, NET OF LONG-TERM OPTIONS WRITTEN 97.4%<br> (cost $2,656,844,366)** | &nbsp;&nbsp;&nbsp;&nbsp;2561118995 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Shares** |  |
| **Short-Term Investments 2.7%** | **Short-Term Investments 2.7%** | **Short-Term Investments 2.7%** |
| **Affiliated Mutual Funds 2.7%** | **Affiliated Mutual Funds 2.7%** | **Affiliated Mutual Funds 2.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;PGIM Core Government Money Market Fund (7-day effective yield 3.805%)(wb) | &nbsp;&nbsp;59041001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59041001 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **Affiliated Mutual Funds (Continued)** | **Affiliated Mutual Funds (Continued)** | **Affiliated Mutual Funds (Continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;PGIM Institutional Money Market Fund (7-day effective yield 3.853%)<br> (cost $11,110,797; includes $11,084,580 of cash collateral for securities on loan)(b)(wb) | &nbsp;&nbsp;11118233 | $11111562 |
| **Total Affiliated Mutual Funds<br> (cost $70,151,798)** | **Total Affiliated Mutual Funds<br> (cost $70,151,798)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70152563 |
| **Options Purchased\*~ 0.0%** | **Options Purchased\*~ 0.0%** | **Options Purchased\*~ 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;(cost $524,099) | &nbsp;&nbsp;&nbsp;&nbsp;(cost $524,099) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537206 |
| **Total Short-Term Investments<br> (cost $70,675,897)** | **Total Short-Term Investments<br> (cost $70,675,897)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70689769 |
| **TOTAL INVESTMENTS, BEFORE SHORT-TERM OPTIONS WRITTEN 100.1%<br> (cost $2,727,520,263)** | **TOTAL INVESTMENTS, BEFORE SHORT-TERM OPTIONS WRITTEN 100.1%<br> (cost $2,727,520,263)** | &nbsp;&nbsp;&nbsp;&nbsp;2631808764 |
| **Options Written\*~ (0.0)%** | **Options Written\*~ (0.0)%** | **Options Written\*~ (0.0)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $423,075) | &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $423,075) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(387282) |
| **TOTAL INVESTMENTS, NET OF SHORT-TERM OPTIONS WRITTEN 100.1%<br> (cost $2,727,097,188)** | **TOTAL INVESTMENTS, NET OF SHORT-TERM OPTIONS WRITTEN 100.1%<br> (cost $2,727,097,188)** | &nbsp;&nbsp;&nbsp;&nbsp;2631421482 |
| Liabilities in excess of other assets(z) (0.1)% | Liabilities in excess of other assets(z) (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2809473) |
| **Net Assets 100.0%** | **Net Assets 100.0%** | &nbsp;&nbsp;$2628612009 |

---

------

Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings:

---

| |
|:---|
| AUD—Australian Dollar |
| BRL—Brazilian Real |
| CAD—Canadian Dollar |
| CHF—Swiss Franc |
| CLP—Chilean Peso |
| CNH—Chinese Renminbi |
| COP—Colombian Peso |
| CZK—Czech Koruna |
| DKK—Danish Krone |
| EUR—Euro |
| GBP—British Pound |
| HKD—Hong Kong Dollar |
| HUF—Hungarian Forint |
| IDR—Indonesian Rupiah |
| ILS—Israeli Shekel |
| ITL—Italian Lira |
| JPY—Japanese Yen |
| KRW—South Korean Won |
| MXN—Mexican Peso |
| MYR—Malaysian Ringgit |
| NOK—Norwegian Krone |
| NZD—New Zealand Dollar |
| PEN—Peruvian Nuevo Sol |
| PLN—Polish Zloty |
| RON—Romanian Leu |
| SAR—Saudi Arabian Riyal |
| SEK—Swedish Krona |
| SGD—Singapore Dollar |
| THB—Thai Baht |
| TRY—Turkish Lira |
| TWD—New Taiwanese Dollar |
| USD—US Dollar |
| ZAR—South African Rand |

---

---

| |
|:---|
| 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 |
| AID—Agency for International Development |
| BARC—Barclays Bank PLC |
| BBR—New Zealand Bank Bill Rate |
| BBSW—Australian Bank Bill Swap Reference Rate |
| BIST—Borsa Istanbul Index (Turkish Stock Exchange) |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| |
|:---|
| BNP—BNP Paribas S.A. |
| BNY—Bank of New York Mellon |
| BOA—Bank of America, N.A. |
| BROIS—Brazil Overnight Index Swap |
| BUBOR—Budapest Interbank Offered Rate |
| CAC—French Stock Market Index |
| CDX—Credit Derivative Index |
| CF—CF Secured, LLC |
| CIBOR—Copenhagen Interbank Offered Rate |
| CITI—Citibank, N.A. |
| CLO—Collateralized Loan Obligation |
| CLOIS—Sinacofi Chile Interbank Rate Average |
| CMBX—Commercial Mortgage-Backed Index |
| CMS—Constant Maturity Swap |
| CORRA—Canadian Overnight Repo Rate Average |
| CPI—Consumer Price Index |
| DAC—Designated Activity Company |
| DB—Deutsche Bank AG |
| EMTN—Euro Medium Term Note |
| EURIBOR—Euro Interbank Offered Rate |
| EuroSTR—Euro Short-Term Rate |
| FHLMC—Federal Home Loan Mortgage Corporation |
| GMTN—Global Medium Term Note |
| GS—Goldman Sachs & Co. LLC |
| GSI—Goldman Sachs International |
| HSBC—HSBC Bank PLC |
| ICE—Intercontinental Exchange |
| IO—Interest Only (Principal amount represents notional) |
| JPM—JPMorgan Chase Bank N.A. |
| KLIBOR—Kuala Lumpur Interbank Offered Rate |
| KWCDC—Korean Won Certificate of Deposit |
| LIBOR—London Interbank Offered Rate |
| LP—Limited Partnership |
| M—Monthly payment frequency for swaps |
| MASTR—Morgan Stanley Structured Asset Security |
| MPLE—Maple Bonds |
| MSI—Morgan Stanley & Co. International PLC |
| MTN—Medium Term Note |
| MUNIPSA—Municipal Swap Weekly Yield Index |
| N/A—Not Applicable |
| NIBOR—Norwegian Interbank Offered Rate |
| OAT—Obligations Assimilables du Tresor |
| OTC—Over-the-counter |
| PJSC—Public Joint-Stock Company |
| Q—Quarterly payment frequency for swaps |
| REMIC—Real Estate Mortgage Investment Conduit |
| S—Semiannual payment frequency for swaps |
| SAIBOR—Saudi Arabian Interbank Offered Rate |
| SARON—Swiss Average Rate Overnight |
| SCB—Standard Chartered Bank |
| SHIR—Shekel Overnight Interest Rate |
| SOFR—Secured Overnight Financing Rate |
| SONIA—Sterling Overnight Index Average |
| SORA—Singapore Overnight Rate Average |
| SSB—State Street Bank & Trust Company |
| STIBOR—Stockholm Interbank Offered Rate |
| STRIPs—Separate Trading of Registered Interest and Principal of Securities |
| T—Swap payment upon termination |
| TAIBOR—Taiwan Interbank Offered Rate |
| THOR—Thai Overnight Repurchase Rate |
| TIPS—Treasury Inflation-Protected Securities |
| TONAR—Tokyo Overnight Average Rate |
| UAG—UBS AG |
| USOIS—United States Overnight Index Swap |
| WIBOR—Warsaw Interbank Offered Rate |

---

---

| | |
|:---|:---|
| \* | Non-income producing security. |
| # | Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
| ~ | See tables subsequent to the Schedule of Investments for options detail. |
| ^ | Indicates a Level 3 instrument. The aggregate value of Level 3 instruments is $40,234,232 and 1.5% of net assets. |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)
(a) All or a portion of security is on loan. The aggregate market value of such securities, including those sold and pending settlement, is $10,814,534; cash collateral of $11,084,580 (included in
liabilities) was received with which the Fund purchased highly liquid short-term investments. In the event of significant appreciation in value of securities on loan on the last business day of the reporting period,
the Fund may reflect a collateral value that is less than the market value of the loaned securities and such shortfall is remedied the following business day.

(b) Represents security, or portion thereof, purchased with cash collateral received for securities on loan and includes dividend reinvestment.

(c) Variable rate instrument. The interest rate shown reflects the rate in effect at January 31, 2026.

(cc) Variable rate instrument. The rate shown is based on the latest available information as of January 31, 2026. 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.

(d) Represents issuer in default on interest payments and/or principal repayment. Non-income producing security. Such securities may be post-maturity.

(ff) Variable rate security. Security may be issued at a fixed coupon rate, which converts to a variable rate at a specified date. Rate shown is the rate in effect as of period end.

(h) Represents security, or a portion thereof, segregated as collateral for OTC derivatives.

(jj) Represents original contract currency denomination, settlement to occur in Euro currency.

(k) Represents security, or a portion thereof, segregated as collateral for centrally cleared/exchange-traded derivatives.

(oo) Perpetual security. Maturity date represents next call date.

(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.

(wb) Represents an investment in a Fund affiliated with the Manager.

(x) The following represents restricted securities that are acquired in unregistered, private sales from the issuing company or from an affiliate of the issuer and is
considered restricted as to disposition under federal securities law.

(x) Restricted Securities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Issuer** | **Acquisition<br> Date** | **Original<br> Cost** | **Market<br> Value** | **Percentage<br> of<br> Net Assets** |
| 20 Times Square Trust,<br> Series 2018-20TS, Class G, 144A, 3.100%(cc), 05/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/09/18 | &nbsp;&nbsp;&nbsp;&nbsp; $909111 | &nbsp;&nbsp;&nbsp;&nbsp; $870000 | 0.0% |
| 20 Times Square Trust,<br> Series 2018-20TS, Class H, 144A, 3.100%(cc), 05/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/09/18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845000 | 0.0 |
| Diamond Sports Group LLC\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8309 | 0.0 |
| Diamond Sports Group LLC, expiring 06/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | 0.0 |
| Digicel Group Holdings Ltd. (Jamaica) Sr. Sec'd. Notes, Series 1B14, 144A, 0.000%, 12/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/14/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | 0.0 |
| Digicel Group Holdings Ltd. (Jamaica) Sr. Sec'd. Notes, Series 3B14, 144A, 0.000%, 12/31/30^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/14/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 0.0 |
| Digicel International Finance Ltd. (Jamaica)\*^ | 01/26/24-01/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48414 | 0.0 |
| Digicel International Finance Ltd. (Jamaica)\* | 01/29/24-01/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71768 | &nbsp;&nbsp;&nbsp;&nbsp;1085813 | 0.1 |
| Digicel International Finance Ltd./DIFL US LLC (Jamaica), Sr. Sec'd. Notes, 144A, 8.625%, 08/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805861 | 0.0 |
| DISH DBS Corp., Gtd. Notes, 5.125%, 06/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442500 | 0.0 |
| DISH DBS Corp., Gtd. Notes, 7.375%, 07/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239929 | 0.0 |
| DISH DBS Corp., Gtd. Notes, 7.750%, 07/01/26 | 04/18/18-11/18/21 | &nbsp;&nbsp;&nbsp;&nbsp;4944688 | &nbsp;&nbsp;&nbsp;&nbsp;4853720 | 0.2 |
| DISH Network Corp., Sr. Sec'd. Notes, 144A, 11.750%, 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;1309750 | &nbsp;&nbsp;&nbsp;&nbsp;1344351 | 0.1 |
| Greystone Commercial Capital Trust, Sr. Unsec'd. Notes, Series A, 144A, 1 Month SOFR + 3.150%, 7.460%(c), 05/31/26^(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/18/21 | &nbsp;&nbsp;&nbsp;19079706 | &nbsp;&nbsp;&nbsp;16980939 | 0.7 |
| Plaquemines Port Harbor & Terminal District,<br> Series B, Taxable, Revenue Bonds, 144A, 12.000%, 12/01/34^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/04/24 | &nbsp;&nbsp;&nbsp;&nbsp;4900000 | &nbsp;&nbsp;&nbsp;&nbsp;3479000 | 0.1 |
| &nbsp;&nbsp;&nbsp;**Total** |  | $33309352 | $31003872 | 1.2% |

---

(z) Includes net unrealized appreciation/(depreciation) and/or market value of the below holdings which are excluded from the Schedule of Investments:

#### Unfunded loan commitments outstanding at January 31, 2026 :

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Borrower** | **Principal<br> Amount<br> (000)#** | **Current<br> Value** | **Unrealized<br> Appreciation** | **Unrealized<br> Depreciation** |
| ClubCorp Holdings, Inc., Delayed Draw Term Loan, 1.000%, Maturity Date 07/09/32 (cost $43,032)^ | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp;&nbsp;&nbsp; $43089 | &nbsp;&nbsp;&nbsp;&nbsp; $57 | $— |
| ClubCorp Holdings, Inc., Revolver Loan, 0.500%, Maturity Date 07/10/31 (cost $71,719)^ | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;— |
| Doncasters US Finance LLC, 2025 Delayed Draw Term Loan, 1.500%, Maturity Date 04/01/30 (cost $1,800,000)^ | 1800 | &nbsp;&nbsp;&nbsp;1813500 | &nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;— |
|  |  | $1928404 | $13653 | $— |

---

#### Options Purchased :

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** |
| **Description** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| 3 Month SOFR &nbsp;&nbsp;Call | &nbsp;&nbsp;03/13/26 | &nbsp;&nbsp;$96.38 |  | &nbsp;&nbsp;414 |  | &nbsp;&nbsp;1035 | &nbsp;&nbsp; $41400 |
| &nbsp;&nbsp;&nbsp;(cost $46,816) |  |  |  |  |  |  |  |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

#### Options Purchased (continued):<br>

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** |
| **Description** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| 2-Year 30 CMS Curve CAP &nbsp;&nbsp;Call | BOA | &nbsp;&nbsp;05/13/26 | &nbsp;&nbsp;1.30% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;24833 | &nbsp;&nbsp; $— |
| 2-Year 30 CMS Curve CAP &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;05/13/26 | &nbsp;&nbsp;1.30% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;49665 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total OTC Traded (cost $55,253)** | **Total OTC Traded (cost $55,253)** |  |  |  |  |  |  | &nbsp;&nbsp;$— |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 1-Year Interest Rate Swap, 02/06/27 | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;02/04/26 | &nbsp;&nbsp;2.81% | &nbsp;&nbsp;2.81%(T) | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% |  | &nbsp;&nbsp;132825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| 1-Year Interest Rate Swap, 05/20/27 | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;05/18/26 | &nbsp;&nbsp;1.30% | &nbsp;&nbsp;1.30%(A) | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.031% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;68585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854 |
| 1-Year Interest Rate Swap, 05/20/27 | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;05/18/26 | &nbsp;&nbsp;1.90% | &nbsp;&nbsp;1.90%(A) | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.031% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;68585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14438 |
| 1-Year Interest Rate Swap, 06/11/27 | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;06/09/26 | &nbsp;&nbsp;2.07% | &nbsp;&nbsp;2.07%(A) | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.031% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;113840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91185 |
| 20-Year Interest Rate Swap, 10/25/50 | &nbsp;&nbsp;Call | DB | &nbsp;&nbsp;10/24/30 | &nbsp;&nbsp;4.81% | &nbsp;&nbsp;4.81%(S) | &nbsp;&nbsp;6 Month BBSW(S)/ 4.090% | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269773 |
| 2-Year Interest Rate Swap, 09/30/28 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/28/26 | &nbsp;&nbsp;3.60% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.60%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;68470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125334 |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;3.21% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.21%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;68380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389329 |
| 20-Year Interest Rate Swap, 10/25/50 | &nbsp;&nbsp;&nbsp;Put | DB | &nbsp;&nbsp;10/24/30 | &nbsp;&nbsp;4.81% | &nbsp;&nbsp;6 Month BBSW(S)/ 4.090% | &nbsp;&nbsp;4.81%(S) | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614540 |
| **Total OTC Swaptions (cost $1,311,812)** | **Total OTC Swaptions (cost $1,311,812)** | **Total OTC Swaptions (cost $1,311,812)** | **Total OTC Swaptions (cost $1,311,812)** | **Total OTC Swaptions (cost $1,311,812)** | **Total OTC Swaptions (cost $1,311,812)** | **Total OTC Swaptions (cost $1,311,812)** |  |  | $1505453 |
| **Total Options Purchased (cost $1,413,881)** | **Total Options Purchased (cost $1,413,881)** | **Total Options Purchased (cost $1,413,881)** | **Total Options Purchased (cost $1,413,881)** | **Total Options Purchased (cost $1,413,881)** | **Total Options Purchased (cost $1,413,881)** | **Total Options Purchased (cost $1,413,881)** |  |  | $1546853 |

---

#### Options Written :

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** |
| **Description** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| 3 Month SOFR &nbsp;&nbsp;Call | &nbsp;&nbsp;03/13/26 | &nbsp;&nbsp;$96.50 |  | &nbsp;&nbsp;414 |  | &nbsp;&nbsp;1035 | &nbsp;&nbsp; $(18113) |
| &nbsp;&nbsp;&nbsp;(premiums received $22,227) |  |  |  |  |  |  |  |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| Israel GAP^ | &nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/24/26 | &nbsp;&nbsp;$85.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;5000 | &nbsp;&nbsp; $(13) |
| &nbsp;&nbsp;&nbsp;(premiums received $11,209) | &nbsp;&nbsp;&nbsp;(premiums received $11,209) |  |  |  |  |  |  |  |  |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |
| **Description** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 1-Year Interest Rate Swap, 02/06/27 &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;02/04/26 | &nbsp;&nbsp;2.37% | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% | &nbsp;&nbsp;2.37%(T) |  | &nbsp;&nbsp;265650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| 1-Year Interest Rate Swap, 05/20/27 &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;05/18/26 | &nbsp;&nbsp;1.60% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.031% | &nbsp;&nbsp;1.60%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;137170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5591) |
| 1-Year Interest Rate Swap, 06/11/27 &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;06/09/26 | &nbsp;&nbsp;1.67% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.031% | &nbsp;&nbsp;1.67%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;113840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9647) |
| 1-Year Interest Rate Swap, 06/11/27 &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;06/09/26 | &nbsp;&nbsp;1.87% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.031% | &nbsp;&nbsp;1.87%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;113840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25981) |
| 1-Year Interest Rate Swap, 09/10/27 &nbsp;&nbsp;Call | BNP | &nbsp;&nbsp;09/08/26 | &nbsp;&nbsp;2.88% | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% | &nbsp;&nbsp;2.88%(T) |  | &nbsp;&nbsp;&nbsp;&nbsp;81840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65929) |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

#### Options Written (continued):<br>

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 1-Year Interest Rate Swap, 09/27/28 | &nbsp;&nbsp;Call | BOA | &nbsp;&nbsp;09/23/27 | &nbsp;&nbsp;2.75% | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% | &nbsp;&nbsp;2.75%(T) |  | &nbsp;&nbsp;&nbsp;&nbsp;42370 | &nbsp;&nbsp;&nbsp;&nbsp; $(58753) |
| 1-Year Interest Rate Swap, 09/28/28 | &nbsp;&nbsp;Call | BNP | &nbsp;&nbsp;09/24/27 | &nbsp;&nbsp;2.75% | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% | &nbsp;&nbsp;2.75%(T) |  | &nbsp;&nbsp;&nbsp;&nbsp;42370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58782) |
| 1-Year Interest Rate Swap, 05/20/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;05/18/26 | &nbsp;&nbsp;2.27% | &nbsp;&nbsp;2.27%(Q) | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.031% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;68585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6420) |
| 1-Year Interest Rate Swap, 09/10/27 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;09/08/26 | &nbsp;&nbsp;2.88% | &nbsp;&nbsp;2.88%(T) | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;81840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(353040) |
| 1-Year Interest Rate Swap, 09/27/28 | &nbsp;&nbsp;&nbsp;Put | BOA | &nbsp;&nbsp;09/23/27 | &nbsp;&nbsp;2.75% | &nbsp;&nbsp;2.75%(T) | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;42370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(304555) |
| 1-Year Interest Rate Swap, 09/28/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;09/24/27 | &nbsp;&nbsp;2.75% | &nbsp;&nbsp;2.75%(T) | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;42370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(304796) |
| 2-Year Interest Rate Swap, 09/30/28 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/28/26 | &nbsp;&nbsp;3.86% | &nbsp;&nbsp;3.86%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;68470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53824) |
| 2-Year Interest Rate Swap, 09/30/28 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/28/26 | &nbsp;&nbsp;4.12% | &nbsp;&nbsp;4.12%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;68470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22007) |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;3.49% | &nbsp;&nbsp;3.49%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;68380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(202575) |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;3.69% | &nbsp;&nbsp;3.69%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;68380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(118955) |
| **Total OTC Swaptions (premiums received $1,755,744)** | **Total OTC Swaptions (premiums received $1,755,744)** | **Total OTC Swaptions (premiums received $1,755,744)** | **Total OTC Swaptions (premiums received $1,755,744)** | **Total OTC Swaptions (premiums received $1,755,744)** | **Total OTC Swaptions (premiums received $1,755,744)** | **Total OTC Swaptions (premiums received $1,755,744)** |  |  | $(1590855) |
| **Total Options Written (premiums received $1,789,180)** | **Total Options Written (premiums received $1,789,180)** | **Total Options Written (premiums received $1,789,180)** | **Total Options Written (premiums received $1,789,180)** | **Total Options Written (premiums received $1,789,180)** | **Total Options Written (premiums received $1,789,180)** | **Total Options Written (premiums received $1,789,180)** |  |  | $(1608981) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures contracts outstanding at January 31, 2026:** | **Futures contracts outstanding at January 31, 2026:** | **Futures contracts outstanding at January 31, 2026:** | **Futures contracts outstanding at January 31, 2026:** | **Futures contracts outstanding at January 31, 2026:** |
| **Number<br> of<br> Contracts** | **Type** | **Expiration<br> Date** | **Current<br> Notional<br> Amount** | **Value /<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| **Long Positions:** | **Long Positions:** | **Long Positions:** | **Long Positions:** | **Long Positions:** |
| 151 | 3 Month EuroSTR | Mar. 2026 | $43879990 | &nbsp;&nbsp;&nbsp;&nbsp; $(1403) |
| 2273 | 5 Year U.S. Treasury Notes | Mar. 2026 | &nbsp;&nbsp;&nbsp;247597185 | &nbsp;&nbsp;&nbsp;(1302270) |
| 297 | 10 Year Euro-Bund | Mar. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;45122114 | &nbsp;&nbsp;&nbsp;&nbsp;(282566) |
| 14 | 10 Year U.S. Ultra Treasury Notes | Mar. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1598188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17844) |
| 263 | 20 Year U.S. Treasury Bonds | Mar. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;30277875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8119 |
| 222 | 30 Year U.S. Ultra Treasury Bonds | Mar. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;26071125 | &nbsp;&nbsp;&nbsp;&nbsp;(491082) |
| 1493 | Japanese Yen Currency | Mar. 2026 | &nbsp;&nbsp;&nbsp;121184944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310316 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;(1776730) |
| **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** |
| 833 | 2 Year U.S. Treasury Notes | Mar. 2026 | &nbsp;&nbsp;&nbsp;173673993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348540 |
| 852 | 5 Year Euro-Bobl | Mar. 2026 | &nbsp;&nbsp;&nbsp;117766561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387658 |
| 28 | 10 Year U.S. Treasury Notes | Mar. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3131188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41961 |
| 14 | 30 Year Euro Buxl | Mar. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1823448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59065 |
| 500 | British Pound Currency | Mar. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;42803125 | &nbsp;&nbsp;&nbsp;(1126259) |
| 98 | Euro Currency | Mar. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;14568925 | &nbsp;&nbsp;&nbsp;&nbsp;(228314) |
| 200 | Euro Schatz Index | Mar. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;25343968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17595 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(499754) |
|  |  |  |  | $(2276484) |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

#### Bond forward contracts outstanding at January 31, 2026 :

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase Bond<br> Forwards** | &nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Strike<br> Price** | &nbsp;&nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** |  |  |
| U.S. Treasury Bond | U.S. Treasury Bond |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 08/15/45 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;03/10/26 |  | &nbsp;&nbsp;47250 | &nbsp;&nbsp;$101.07 | &nbsp;&nbsp; $47753681 | &nbsp;&nbsp; $47527093 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp; $(226588) |
| U.S. Treasury Note | U.S. Treasury Note |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;2.250%, 11/15/27 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;03/17/26 |  | &nbsp;&nbsp;27400 | &nbsp;&nbsp;$98.06 | &nbsp;&nbsp;&nbsp;&nbsp;26868123 | &nbsp;&nbsp;&nbsp;&nbsp;26846319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(21804) |
| &nbsp;&nbsp;&nbsp;2.375%, 05/15/27 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;03/17/26 |  | &nbsp;&nbsp;57900 | &nbsp;&nbsp;$98.78 | &nbsp;&nbsp;&nbsp;&nbsp;57196311 | &nbsp;&nbsp;&nbsp;&nbsp;57162288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(34023) |
| United Kingdom Gilt | United Kingdom Gilt |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;4.250%, 12/07/49 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;03/04/26 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;$87.34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2987748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2991645 | &nbsp;&nbsp;&nbsp;&nbsp;3897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;$134805863 | &nbsp;&nbsp;$134527345 | &nbsp;&nbsp;$3897 | &nbsp;&nbsp;$(282415) |

---

#### Forward foreign currency exchange contracts outstanding at January 31, 2026 :

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase<br> Contracts** | **Counterparty** | **Notional<br> Amount<br> (000)** | **Notional<br> Amount<br> (000)** | **Value at<br> Settlement<br> Date** | **Current<br> Value** | **Unrealized<br> Appreciation** | **Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** |
| Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, |
| &nbsp;&nbsp;Expiring 04/22/26 | JPM | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32683 | $21835136 | $22751703 | &nbsp;&nbsp; $916567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, |
| &nbsp;&nbsp;Expiring 04/22/26 | BARC | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14733 | &nbsp;&nbsp;&nbsp;&nbsp;19818642 | &nbsp;&nbsp;&nbsp;&nbsp;20156886 | &nbsp;&nbsp;&nbsp;&nbsp;338244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, |
| &nbsp;&nbsp;Expiring 04/22/26 | CITI | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7053511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7183325 | &nbsp;&nbsp;&nbsp;&nbsp;129814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/22/26 | MSI | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1701226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, |
| &nbsp;&nbsp;Expiring 03/18/26 | CITI | CLP | &nbsp;&nbsp;&nbsp;&nbsp;1149859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, |
| &nbsp;&nbsp;Expiring 03/18/26 | BNP | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353761 | &nbsp;&nbsp;&nbsp;&nbsp;50452980 | &nbsp;&nbsp;&nbsp;&nbsp;50964378 | &nbsp;&nbsp;&nbsp;&nbsp;511398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | GSI | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8075335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8052465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(22870) |
| &nbsp;&nbsp;Expiring 03/18/26 | GSI | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1873912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1873959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | HSBC | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6735082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6818149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, |
| &nbsp;&nbsp;Expiring 04/22/26 | HSBC | DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1567333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, |
| &nbsp;&nbsp;Expiring 04/22/26 | MSI | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12164 | &nbsp;&nbsp;&nbsp;&nbsp;14343500 | &nbsp;&nbsp;&nbsp;&nbsp;14475273 | &nbsp;&nbsp;&nbsp;&nbsp;131773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, |
| &nbsp;&nbsp;Expiring 07/02/26 | CITI | HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77362 | &nbsp;&nbsp;&nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9944943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(55057) |
| Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, |
| &nbsp;&nbsp;Expiring 03/13/26 | CITI | IDR | 164734000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9841329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9811592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(29737) |
| Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, |
| &nbsp;&nbsp;Expiring 03/18/26 | BARC | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3109868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3261973 | &nbsp;&nbsp;&nbsp;&nbsp;152105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Malaysian Ringgit, | Malaysian Ringgit, | Malaysian Ringgit, | Malaysian Ringgit, | Malaysian Ringgit, | Malaysian Ringgit, | Malaysian Ringgit, | Malaysian Ringgit, |
| &nbsp;&nbsp;Expiring 03/18/26 | BARC | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46486 | &nbsp;&nbsp;&nbsp;&nbsp;11342246 | &nbsp;&nbsp;&nbsp;&nbsp;11812018 | &nbsp;&nbsp;&nbsp;&nbsp;469772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, |
| &nbsp;&nbsp;Expiring 04/22/26 | BARC | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, |
| &nbsp;&nbsp;Expiring 03/18/26 | JPM | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5853132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5941149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, |
| &nbsp;&nbsp;Expiring 03/18/26 | JPM | KRW | &nbsp;&nbsp;&nbsp;42640292 | &nbsp;&nbsp;&nbsp;&nbsp;29124888 | &nbsp;&nbsp;&nbsp;&nbsp;29439827 | &nbsp;&nbsp;&nbsp;&nbsp;314939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, |
| &nbsp;&nbsp;Expiring 04/22/26 | CITI | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5582619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775228 | &nbsp;&nbsp;&nbsp;&nbsp;192609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, |
| &nbsp;&nbsp;Expiring 03/18/26 | HSBC | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7951158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7986433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  | $218389133 | $221772349 | &nbsp;&nbsp;&nbsp;3490880 | &nbsp;&nbsp;&nbsp;(107664) |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

#### Forward foreign currency exchange contracts outstanding at January 31, 2026 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Sale<br> Contracts** | **Counterparty** | **Notional<br> Amount<br> (000)** | **Notional<br> Amount<br> (000)** | **Value at<br> Settlement<br> Date** | **Current<br> Value** | **Unrealized<br> Appreciation** | **Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** |
| Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, |
| &nbsp;&nbsp;Expiring 03/18/26 | CITI | COP | 11877279 | &nbsp;&nbsp;&nbsp; $3036502 | &nbsp;&nbsp;&nbsp; $3182105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp; $(145603) |
| Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, |
| &nbsp;&nbsp;Expiring 04/22/26 | BNP | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3432123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3429801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/22/26 | DB | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68724 | &nbsp;&nbsp;&nbsp;&nbsp;80472972 | &nbsp;&nbsp;&nbsp;&nbsp;81780036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1307064) |
| &nbsp;&nbsp;Expiring 04/22/26 | SSB | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80178 | &nbsp;&nbsp;&nbsp;&nbsp;93607911 | &nbsp;&nbsp;&nbsp;&nbsp;95410042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1802131) |
| &nbsp;&nbsp;Expiring 04/22/26 | UAG | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80178 | &nbsp;&nbsp;&nbsp;&nbsp;93569023 | &nbsp;&nbsp;&nbsp;&nbsp;95410041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1841018) |
| Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, |
| &nbsp;&nbsp;Expiring 07/02/26 | HSBC | HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77280 | &nbsp;&nbsp;&nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9934402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, |
| &nbsp;&nbsp;Expiring 04/22/26 | BARC | JPY | &nbsp;&nbsp;&nbsp;&nbsp;445995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2910550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2902570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/22/26 | MSI | JPY | &nbsp;&nbsp;&nbsp;1768897 | &nbsp;&nbsp;&nbsp;&nbsp;11272164 | &nbsp;&nbsp;&nbsp;&nbsp;11512110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(239946) |
| Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, |
| &nbsp;&nbsp;Expiring 03/18/26 | BNY | MXN | &nbsp;&nbsp;&nbsp;&nbsp;106061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5778485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6042038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(263553) |
| Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, |
| &nbsp;&nbsp;Expiring 04/22/26 | HSBC | SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9454190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9759177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(304987) |
|  |  |  |  | $313533920 | $319362322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75900 | &nbsp;&nbsp;&nbsp;(5904302) |
|  |  |  |  |  |  | $3566780 | $(6011966) |

---

#### Credit default swap agreements outstanding at January 31, 2026 :

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** |
| Arab Republic of Egypt (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp; $169491 | &nbsp;&nbsp;&nbsp;&nbsp; $940 | &nbsp;&nbsp; $168551 | &nbsp;&nbsp;DB |
| Dominican Republic (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29099 | &nbsp;&nbsp;DB |
| Emirate of Abu Dhabi (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64175) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65115) | &nbsp;&nbsp;DB |
| Federal Republic of Nigeria (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171000 | &nbsp;&nbsp;DB |
| Federation of Malaysia (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56668) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57608) | &nbsp;&nbsp;DB |
| Federative Republic of Brazil (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104938 | &nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100708 | &nbsp;&nbsp;DB |
| Kingdom of Bahrain (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83585 | &nbsp;&nbsp;DB |
| Kingdom of Morocco (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22937) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23877) | &nbsp;&nbsp;DB |
| Kingdom of Saudi Arabia (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;(117989) | &nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;(122219) | &nbsp;&nbsp;DB |
| People's Republic of China (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;(237560) | &nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;(241790) | &nbsp;&nbsp;DB |
| Republic of Argentina (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344768 | &nbsp;&nbsp;DB |
| Republic of Chile (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;(112789) | &nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;(114669) | &nbsp;&nbsp;DB |
| Republic of Colombia (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263641 | &nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260821 | &nbsp;&nbsp;DB |
| Republic of Indonesia (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81031) | &nbsp;&nbsp;&nbsp;&nbsp;3290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(84321) | &nbsp;&nbsp;DB |
| Republic of Ivory Coast (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125841 | &nbsp;&nbsp;DB |
| Republic of Panama (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30791 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29381 | &nbsp;&nbsp;DB |
| Republic of Peru (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56518) | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57928) | &nbsp;&nbsp;DB |
| Republic of Philippines (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57932) | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59342) | &nbsp;&nbsp;DB |
| Republic of South Africa (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138042 | &nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133812 | &nbsp;&nbsp;DB |
| Republic of Turkey (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445503 | &nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441273 | &nbsp;&nbsp;DB |
| Sultanate of Oman (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21063) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22003) | &nbsp;&nbsp;DB |
| United Mexican States (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55965) | &nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60195) | &nbsp;&nbsp;DB |
| Arab Republic of Egypt (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168919 | &nbsp;&nbsp;BOA |
| Dominican Republic (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29466 | &nbsp;&nbsp;BOA |
| Emirate of Abu Dhabi (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64175) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64747) | &nbsp;&nbsp;BOA |
| Federal Republic of Nigeria (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171368 | &nbsp;&nbsp;BOA |
| Federation of Malaysia (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56668) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57240) | &nbsp;&nbsp;BOA |
| Federative Republic of Brazil (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104937 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102362 | &nbsp;&nbsp;BOA |
| Kingdom of Bahrain (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83953 | &nbsp;&nbsp;BOA |
| Kingdom of Morocco (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22937) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23509) | &nbsp;&nbsp;BOA |
| Kingdom of Saudi Arabia (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;(117989) | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;(120564) | &nbsp;&nbsp;BOA |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2026 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** |
| People's Republic of China (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp; $(237561) | &nbsp;&nbsp; $2575 | &nbsp;&nbsp; $(240136) | &nbsp;&nbsp;BOA |
| Republic of Argentina (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345136 | &nbsp;&nbsp;BOA |
| Republic of Chile (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;(112789) | &nbsp;&nbsp;&nbsp;&nbsp;1145 | &nbsp;&nbsp;&nbsp;&nbsp;(113934) | &nbsp;&nbsp;BOA |
| Republic of Colombia (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263641 | &nbsp;&nbsp;&nbsp;&nbsp;1717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261924 | &nbsp;&nbsp;BOA |
| Republic of Indonesia (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81031) | &nbsp;&nbsp;&nbsp;&nbsp;2003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83034) | &nbsp;&nbsp;BOA |
| Republic of Ivory Coast (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126209 | &nbsp;&nbsp;BOA |
| Republic of Panama (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29932 | &nbsp;&nbsp;BOA |
| Republic of Peru (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56519) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57377) | &nbsp;&nbsp;BOA |
| Republic of Philippines (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57932) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58790) | &nbsp;&nbsp;BOA |
| Republic of South Africa (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138042 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135467 | &nbsp;&nbsp;BOA |
| Republic of Turkey (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445502 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442927 | &nbsp;&nbsp;BOA |
| Sultanate of Oman (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21063) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21635) | &nbsp;&nbsp;BOA |
| United Mexican States (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55965) | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58540) | &nbsp;&nbsp;BOA |
|  |  |  |  | &nbsp;&nbsp;$2053538 | &nbsp;&nbsp;$75609 | &nbsp;&nbsp;$1977929 |  |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Implied<br> Credit<br> Spread at<br> January 31,<br> 2026(4)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** |
| CDX.EM.44.V1 (D01) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;100000 | &nbsp;&nbsp;1.274% | &nbsp;&nbsp; $(1082440) | &nbsp;&nbsp; $(56394) | &nbsp;&nbsp; $(1026046) | &nbsp;&nbsp;DB |
| CDX.EM.44.V1 (D02) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;100000 | &nbsp;&nbsp;1.274% | &nbsp;&nbsp;&nbsp;&nbsp;(1082440) | &nbsp;&nbsp;&nbsp;&nbsp;(37978) | &nbsp;&nbsp;&nbsp;&nbsp;(1044462) | &nbsp;&nbsp;BOA |
|  |  |  |  |  | &nbsp;&nbsp;$(2164880) | &nbsp;&nbsp;$(94372) | &nbsp;&nbsp;$(2070508) |  |

---

\*\* The Fund entered into multiple credit default swap agreements in a packaged trade consisting of two parts. The Fund bought/sold protection on an Emerging Market CDX Index and bought/sold protection on the countries which comprise the index. The upfront premium is attached to the index of the trade for the Emerging Markets CDX package(s). Each swap is priced individually. If any of the component swaps are closed out early, the Index exposure will be reduced by an amount proportionate to the terminated swap(s). Individual packages in the tables above are denoted by the corresponding footnotes (D01 - D02).

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Credit Default Swap Agreement on asset-backed and/or mortgage-backed securities - Sell Protection(2)^:** | **OTC Credit Default Swap Agreement on asset-backed and/or mortgage-backed securities - Sell Protection(2)^:** | **OTC Credit Default Swap Agreement on asset-backed and/or mortgage-backed securities - Sell Protection(2)^:** | **OTC Credit Default Swap Agreement on asset-backed and/or mortgage-backed securities - Sell Protection(2)^:** | **OTC Credit Default Swap Agreement on asset-backed and/or mortgage-backed securities - Sell Protection(2)^:** | **OTC Credit Default Swap Agreement on asset-backed and/or mortgage-backed securities - Sell Protection(2)^:** | **OTC Credit Default Swap Agreement on asset-backed and/or mortgage-backed securities - Sell Protection(2)^:** | **OTC Credit Default Swap Agreement on asset-backed and/or mortgage-backed securities - Sell Protection(2)^:** |
| GS_24-PCA | &nbsp;&nbsp;08/02/27 | &nbsp;&nbsp;1.650%(M) | &nbsp;&nbsp;7000 &nbsp;&nbsp;\* | &nbsp;&nbsp; $9624 | &nbsp;&nbsp;$(5572) | &nbsp;&nbsp;$15196 | &nbsp;&nbsp;GSI |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** |
| Arab Republic of Egypt | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;4700 | &nbsp;&nbsp; $338433 | &nbsp;&nbsp; $776826 | &nbsp;&nbsp; $(438393) | &nbsp;&nbsp;GSI |
| China Development Bank | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;6695 | &nbsp;&nbsp;&nbsp;&nbsp;(145474) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46336) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99138) | &nbsp;&nbsp;JPM |
| Gazprom PAO | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87530 | &nbsp;&nbsp;HSBC |
| Gazprom PAO | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;1669973 | &nbsp;&nbsp;&nbsp;&nbsp;1356019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313954 | &nbsp;&nbsp;HSBC |
| Gazprom PAO | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83609 | &nbsp;&nbsp;HSBC |
| Gazprom PAO | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6731 | &nbsp;&nbsp;JPM |
| Gazprom PAO | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101908 | &nbsp;&nbsp;JPM |
| Industrial & Commercial Bank of China Ltd. | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;6695 | &nbsp;&nbsp;&nbsp;&nbsp;(155613) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40472) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115141) | &nbsp;&nbsp;JPM |
| Petroleos Mexicanos | &nbsp;&nbsp;09/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(135539) | &nbsp;&nbsp;MSI |
| Petroleos Mexicanos | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(74344) | &nbsp;&nbsp;BARC |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2026 (continued):<br>

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** |
| Petroleos Mexicanos | &nbsp;&nbsp;12/20/29 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;4050 | &nbsp;&nbsp; $196317 | &nbsp;&nbsp; $577875 | &nbsp;&nbsp; $(381558) | &nbsp;&nbsp;BARC |
| Petroleos Mexicanos | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(123264) | &nbsp;&nbsp;MSI |
| Petroleos Mexicanos | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106005) | &nbsp;&nbsp;BARC |
| Republic of France | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;0.250%(Q) |  | &nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13865) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6537) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7328) | &nbsp;&nbsp;BARC |
| Republic of Italy | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;4935 | &nbsp;&nbsp;&nbsp;&nbsp;(113374) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66238) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47136) | &nbsp;&nbsp;BARC |
| Republic of Italy | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;(117647) | &nbsp;&nbsp;&nbsp;&nbsp;(123898) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6251 | &nbsp;&nbsp;BARC |
| Republic of Panama | &nbsp;&nbsp;06/20/28 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;4010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29332) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18173) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11159) | &nbsp;&nbsp;DB |
| Republic of South Africa | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4353) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7378) | &nbsp;&nbsp;GSI |
| Republic of South Africa | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21110) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73051) | &nbsp;&nbsp;GSI |
| Swiss Confederation | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;0.250%(Q) |  | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19694) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19694) | &nbsp;&nbsp;BARC |
|  |  |  |  |  | &nbsp;&nbsp;$3207980 | &nbsp;&nbsp;$4247125 | &nbsp;&nbsp;$(1039145) |  |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Implied<br> Credit<br> Spread at<br> January 31,<br> 2026(4)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** |
| Alphabet, Inc. | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;0.329% | &nbsp;&nbsp;&nbsp;&nbsp; $88897 | &nbsp;&nbsp;&nbsp;&nbsp; $75394 | &nbsp;&nbsp;&nbsp;&nbsp; $13503 | &nbsp;&nbsp;GSI |
| Australian Government Bond | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;0.061% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28542 | &nbsp;&nbsp;DB |
| Bank of Montreal^ | &nbsp;&nbsp;11/20/29 | &nbsp;&nbsp;1.250%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3348 | &nbsp;&nbsp;GSI |
| Bank of Nova Scotia | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;2537 | &nbsp;&nbsp;&nbsp;&nbsp;0.152% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5723 | &nbsp;&nbsp;CITI |
| Bank of Nova Scotia^ | &nbsp;&nbsp;05/20/35 | &nbsp;&nbsp;1.450%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12226) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1173) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11053) | &nbsp;&nbsp;GSI |
| Barclays Bank PLC | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2120 | &nbsp;&nbsp;&nbsp;&nbsp;0.202% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4170 | &nbsp;&nbsp;GSI |
| Canadian Imperial Bank of Commerce^ | &nbsp;&nbsp;06/20/28 | &nbsp;&nbsp;1.100%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2915 | &nbsp;&nbsp;GSI |
| Citigroup, Inc. | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;0.256% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1666 | &nbsp;&nbsp;GSI |
| Colombia Telecomunicaciones SA ESP | &nbsp;&nbsp;03/20/26 | &nbsp;&nbsp;&nbsp;1.000%(T) |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;0.809% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(394) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1790 | &nbsp;&nbsp;BARC |
| Comision Federal de Electricidad | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4540 | &nbsp;&nbsp;&nbsp;&nbsp;1.777% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(105191) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(166403) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61212 | &nbsp;&nbsp;CITI |
| Deutsche Telekom AG | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 | &nbsp;&nbsp;&nbsp;&nbsp;0.099% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164 | &nbsp;&nbsp;JPM |
| Federative Republic of Brazil | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;0.445% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203 | &nbsp;&nbsp;BARC |
| Federative Republic of Brazil | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;0.940%(Q) | &nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;0.931% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(109) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8423 | &nbsp;&nbsp;BOA |
| Gazprom PAO | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;23.064% | &nbsp;&nbsp;&nbsp;&nbsp;(1459283) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(955033) | &nbsp;&nbsp;&nbsp;&nbsp;(504250) | &nbsp;&nbsp;HSBC |
| Hellenic Republic | &nbsp;&nbsp;12/20/29 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;0.171% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183500 | &nbsp;&nbsp;CITI |
| Japan Govt. | &nbsp;&nbsp;06/20/28 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;0.130% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70021 | &nbsp;&nbsp;CITI |
| Kingdom of Norway | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—%(Q) |  | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;0.039% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8626) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11012) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386 | &nbsp;&nbsp;BARC |
| Kingdom of Saudi Arabia | &nbsp;&nbsp;03/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;0.269% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;CITI |
| Kingdom of Saudi Arabia | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;0.274% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;CITI |
| Lincoln National Corp. | &nbsp;&nbsp;12/20/29 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;0.849% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88710) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135450 | &nbsp;&nbsp;JPM |
| New York Life Global Funding | &nbsp;&nbsp;09/20/35 | &nbsp;&nbsp;2.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1.165% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66176 | &nbsp;&nbsp;GSI |
| Nomura Holdings, Inc. | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;3121 | &nbsp;&nbsp;&nbsp;&nbsp;0.233% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3827 | &nbsp;&nbsp;BARC |
| Oracle Corp. | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;1.454% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23159) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50717) | &nbsp;&nbsp;GSI |
| Pacific Life | &nbsp;&nbsp;08/20/35 | &nbsp;&nbsp;2.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;2.925% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22769) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22766) | &nbsp;&nbsp;GSI |
| People's Republic of China | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;13390 | &nbsp;&nbsp;&nbsp;&nbsp;0.376% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170139 | &nbsp;&nbsp;JPM |
| Petroleos Mexicanos | &nbsp;&nbsp;03/20/26 | &nbsp;&nbsp;&nbsp;1.000%(T) |  | &nbsp;&nbsp;&nbsp;&nbsp;2135 | &nbsp;&nbsp;&nbsp;&nbsp;1.433% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(839) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;BARC |
| Petroleos Mexicanos | &nbsp;&nbsp;03/20/26 | &nbsp;&nbsp;&nbsp;1.000%(T) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;1.433% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(103) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;BARC |
| Petroleos Mexicanos | &nbsp;&nbsp;03/20/26 | &nbsp;&nbsp;&nbsp;1.000%(T) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;1.433% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;BARC |
| Petroleos Mexicanos | &nbsp;&nbsp;03/20/26 | &nbsp;&nbsp;&nbsp;1.000%(T) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;1.433% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;BARC |
| Republic of Argentina | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;5.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp;1.638% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1702) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7034 | &nbsp;&nbsp;MSI |
| Republic of Colombia | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;0.835% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10296) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12879 | &nbsp;&nbsp;CITI |
| Republic of Cyprus | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;0.293% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9094 | &nbsp;&nbsp;BARC |
| Republic of Ecuador | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;5.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;2.256% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35206 | &nbsp;&nbsp;BARC |
| Republic of Ecuador | &nbsp;&nbsp;06/20/28 | &nbsp;&nbsp;5.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2.688% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26054) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175625 | &nbsp;&nbsp;GSI |
| Republic of Ecuador | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;5.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2.968% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33826) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189151 | &nbsp;&nbsp;GSI |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2026 (continued):<br>

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Implied<br> Credit<br> Spread at<br> January 31,<br> 2026(4)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** |
| Republic of Estonia | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;0.144% | &nbsp;&nbsp;&nbsp;&nbsp; $27337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5265 | &nbsp;&nbsp;&nbsp;&nbsp; $22072 | &nbsp;&nbsp;JPM |
| Republic of Finland | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.250%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.042% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3924 | &nbsp;&nbsp;BOA |
| Republic of France | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;5.000%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;1.591% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5787 | &nbsp;&nbsp;GSI |
| Republic of France | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;0.250%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;0.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13462) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14141 | &nbsp;&nbsp;BARC |
| Republic of France | &nbsp;&nbsp;06/20/34 | &nbsp;&nbsp;0.250%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;0.474% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108203) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(126572) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18369 | &nbsp;&nbsp;CITI |
| Republic of France | &nbsp;&nbsp;12/20/34 | &nbsp;&nbsp;0.250%(Q) |  | &nbsp;&nbsp;20315 | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(375784) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(432484) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56700 | &nbsp;&nbsp;BOA |
| Republic of France | &nbsp;&nbsp;12/20/34 | &nbsp;&nbsp;0.250%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;9995 | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(184886) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(303788) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118902 | &nbsp;&nbsp;BOA |
| Republic of France | &nbsp;&nbsp;06/20/35 | &nbsp;&nbsp;0.250%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;8255 | &nbsp;&nbsp;&nbsp;&nbsp;0.523% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(174209) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(277052) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102843 | &nbsp;&nbsp;BARC |
| Republic of France | &nbsp;&nbsp;06/20/35 | &nbsp;&nbsp;0.250%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;6565 | &nbsp;&nbsp;&nbsp;&nbsp;0.523% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(138544) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(217189) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78645 | &nbsp;&nbsp;BARC |
| Republic of Ireland | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.037% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18683 | &nbsp;&nbsp;GSI |
| Republic of Ireland | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;0.053% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27607 | &nbsp;&nbsp;MSI |
| Republic of Italy | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;0.038% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12505) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32912 | &nbsp;&nbsp;BOA |
| Republic of Italy | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp;&nbsp;0.038% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;BARC |
| Republic of Italy | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;0.224% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15130) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54587 | &nbsp;&nbsp;BARC |
| Republic of Italy | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;0.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24804 | &nbsp;&nbsp;BARC |
| Republic of Italy | &nbsp;&nbsp;12/20/34 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;0.495% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7619) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61461 | &nbsp;&nbsp;CITI |
| Republic of Italy | &nbsp;&nbsp;12/20/34 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;0.495% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7619) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61461 | &nbsp;&nbsp;CITI |
| Republic of Ivory Coast | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;3704 | &nbsp;&nbsp;&nbsp;&nbsp;1.335% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12554) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12481) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73) | &nbsp;&nbsp;BARC |
| Republic of Ivory Coast | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1.335% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3390) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2076) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1314) | &nbsp;&nbsp;BARC |
| Republic of Ivory Coast | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1.335% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3389) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2695) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(694) | &nbsp;&nbsp;BARC |
| Republic of Ivory Coast | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912 | &nbsp;&nbsp;&nbsp;&nbsp;1.335% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3091) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2458) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(633) | &nbsp;&nbsp;BARC |
| Republic of Kazakhstan | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;0.626% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101289 | &nbsp;&nbsp;BARC |
| Republic of Panama | &nbsp;&nbsp;03/20/26 | &nbsp;&nbsp;&nbsp;1.000%(T) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;CITI |
| Republic of Panama | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;0.535% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20044 | &nbsp;&nbsp;CITI |
| Republic of Panama^ | &nbsp;&nbsp;06/20/28 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4010 | &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2903) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27017) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24114 | &nbsp;&nbsp;DB |
| Republic of Romania | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp;&nbsp;&nbsp;0.337% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 | &nbsp;&nbsp;BOA |
| Republic of South Africa | &nbsp;&nbsp;06/20/31 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;1.529% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72388) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(205244) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132856 | &nbsp;&nbsp;MSI |
| Siemens AG | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1267 | &nbsp;&nbsp;&nbsp;&nbsp;0.074% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;JPM |
| Skandinaviska Enskilda Banken AB | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;2443 | &nbsp;&nbsp;&nbsp;&nbsp;0.111% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2901 | &nbsp;&nbsp;MSI |
| Slovak Republic | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;0.134% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1662 | &nbsp;&nbsp;BARC |
| SoftBank Group Corp. | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;1.775% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4131) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4243) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;GSI |
| Standard Chartered PLC | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1411 | &nbsp;&nbsp;&nbsp;&nbsp;0.180% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558 | &nbsp;&nbsp;MSI |
| State of Illinois^ | &nbsp;&nbsp;06/20/28 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29615) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43378 | &nbsp;&nbsp;CITI |
| State of Qatar | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.095% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17177 | &nbsp;&nbsp;CITI |
| State of Qatar | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;0.095% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1217 | &nbsp;&nbsp;BARC |
| TotalEnergies Capital SA | &nbsp;&nbsp;03/20/26 | &nbsp;&nbsp;&nbsp;1.000%(T) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 | &nbsp;&nbsp;&nbsp;&nbsp;0.078% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 | &nbsp;&nbsp;JPM |
| TotalEnergies Capital SA | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;0.104% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;JPM |
| U.S. Treasury Notes | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;0.250%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;0.073% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2797 | &nbsp;&nbsp;BARC |
| U.S. Treasury Notes | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.250%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;0.177% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(206) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2204 | &nbsp;&nbsp;BARC |
| United Kingdom of Great Britain and Northern Ireland | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;0.073% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9847 | &nbsp;&nbsp;DB |
| United Kingdom of Great Britain and Northern Ireland | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;0.096% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47288 | &nbsp;&nbsp;BARC |
| United Mexican States | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.281% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29052 | &nbsp;&nbsp;GSI |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;0.156% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2122 | &nbsp;&nbsp;GSI |
|  |  |  |  |  |  | &nbsp;&nbsp;$(276304) | &nbsp;&nbsp;$(2030259) | &nbsp;&nbsp;$1753955 |  |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2026 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Implied Credit<br> Spread at<br> January 31,<br> 2026(4)** | &nbsp;&nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;&nbsp;**Value at<br> January 31,<br> 2026** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Credit Default Swap Agreement on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Sell Protection(2):** |
| CDX.NA.IG.45.V1 | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;101810 | &nbsp;&nbsp;0.494% | &nbsp;&nbsp;$2294005 | &nbsp;&nbsp;$2413877 | &nbsp;&nbsp;$119872 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** |
| CMBX.NA.16.AAA | &nbsp;&nbsp;04/17/65 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;10948 &nbsp;&nbsp;\* | &nbsp;&nbsp; $(18420) | &nbsp;&nbsp; $(93841) | &nbsp;&nbsp; $75421 | &nbsp;&nbsp;CITI |
| CMBX.NA.17.AAA | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;25000 &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;(188200) | &nbsp;&nbsp;&nbsp;&nbsp;(311796) | &nbsp;&nbsp;&nbsp;&nbsp;123596 | &nbsp;&nbsp;CITI |
| CMBX.NA.17.AAA | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;16065 &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;(120937) | &nbsp;&nbsp;&nbsp;&nbsp;(200360) | &nbsp;&nbsp;&nbsp;&nbsp;79423 | &nbsp;&nbsp;CITI |
| CMBX.NA.17.AAA | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;&nbsp;&nbsp;5000 &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;(37640) | &nbsp;&nbsp;&nbsp;&nbsp;(83659) | &nbsp;&nbsp;&nbsp;&nbsp;46019 | &nbsp;&nbsp;CITI |
| CMBX.NA.17.AAA | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;&nbsp;&nbsp;3500 &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;(26348) | &nbsp;&nbsp;&nbsp;&nbsp;(84903) | &nbsp;&nbsp;&nbsp;&nbsp;58555 | &nbsp;&nbsp;CITI |
| CMBX.NA.18.AAA | &nbsp;&nbsp;12/17/57 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;15560 &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14874 | &nbsp;&nbsp;&nbsp;&nbsp;31819 | &nbsp;&nbsp;GSI |
| CMBX.NA.18.AAA | &nbsp;&nbsp;12/17/57 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;10000 &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30008 | &nbsp;&nbsp;&nbsp;&nbsp;(60462) | &nbsp;&nbsp;&nbsp;&nbsp;90470 | &nbsp;&nbsp;CITI |
| CMBX.NA.18.AAA | &nbsp;&nbsp;12/17/57 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;10000 &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11648 | &nbsp;&nbsp;&nbsp;&nbsp;19194 | &nbsp;&nbsp;GSI |
| CMBX.NA.18.AAA | &nbsp;&nbsp;12/17/57 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;&nbsp;&nbsp;9000 &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27007 | &nbsp;&nbsp;&nbsp;&nbsp;(10586) | &nbsp;&nbsp;&nbsp;&nbsp;37593 | &nbsp;&nbsp;CITI |
| CMBX.NA.18.AAA | &nbsp;&nbsp;12/17/57 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;&nbsp;&nbsp;1000 &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;CITI |
|  |  |  |  | &nbsp;&nbsp;$(253911) | &nbsp;&nbsp;$(818022) | &nbsp;&nbsp;$564111 |  |

---

The Fund entered into credit default swaps ("CDS") to provide a measure of protection against defaults or to take an active long or short position with respect to the likelihood of a particular issuer's default or the reference entity's credit soundness. CDS contracts generally trade based on a spread which represents the cost a protection buyer has to pay the protection seller. The protection buyer is said to be short the credit as the value of the contract rises the more the credit deteriorates. The value of the CDS contract increases for the protection buyer if the spread increases.

(1) If the Fund is a buyer of protection, it pays the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and make delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.

(2) If the Fund is a seller of protection, it receives the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.

(3) Notional amount represents the maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

(4) Implied credit spreads, represented in absolute terms, utilized in determining the fair value of credit default swap agreements where the Fund is the seller of protection as of the reporting date serve as an indicator of the current status of the payment/ performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include up-front payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement.

\* When an implied credit spread is not available, reference the fair value of credit default swap agreements on credit indices and asset-backed securities. Where the Fund is the seller of protection, it serves as an indicator of the current status of the payment/performance risk and represents the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the reporting date. Increasing fair value in absolute terms, when compared to the notional amount of the swap, represents a deterioration of the referenced entity's credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement.

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency swap agreement outstanding at January 31, 2026:** | **Currency swap agreement outstanding at January 31, 2026:** | **Currency swap agreement outstanding at January 31, 2026:** | **Currency swap agreement outstanding at January 31, 2026:** | **Currency swap agreement outstanding at January 31, 2026:** | **Currency swap agreement outstanding at January 31, 2026:** | **Currency swap agreement outstanding at January 31, 2026:** | **Currency swap agreement outstanding at January 31, 2026:** | **Currency swap agreement outstanding at January 31, 2026:** | **Currency swap agreement outstanding at January 31, 2026:** |
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Fund<br> Receives** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Fund<br> Pays** | &nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** |
| CNH | 10000 | &nbsp;&nbsp;2.350%(Q) | &nbsp;&nbsp;1564 | &nbsp;&nbsp;1 Day SOFR(Q)/ 3.680% | &nbsp;&nbsp;SCB | &nbsp;&nbsp;01/10/27 | &nbsp;&nbsp; $(117481) | &nbsp;&nbsp; $— | &nbsp;&nbsp;$(117481) |

---

#### Interest rate swap agreements outstanding at January 31, 2026 :

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;&nbsp;**Value at<br> January 31,<br> 2026** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** |
| AUD | 18000 | &nbsp;&nbsp;12/03/29 | &nbsp;&nbsp;2.700%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.090% | &nbsp;&nbsp;&nbsp;&nbsp; $(510901) | &nbsp;&nbsp;&nbsp;&nbsp; $(819623) | &nbsp;&nbsp;&nbsp;&nbsp; $(308722) |
| AUD | 10000 | &nbsp;&nbsp;07/10/33 | &nbsp;&nbsp;2.987%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.090% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(771331) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(855978) |
| AUD | 24760 | &nbsp;&nbsp;11/07/35 | &nbsp;&nbsp;4.330%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.090% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(681573) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(681573) |
| AUD | 3010 | &nbsp;&nbsp;12/03/35 | &nbsp;&nbsp;2.850%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.090% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(339588) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(336233) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3355 |
| AUD | 10000 | &nbsp;&nbsp;03/26/36 | &nbsp;&nbsp;2.101%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.090% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1603277) | &nbsp;&nbsp;&nbsp;&nbsp;(1603277) |
| AUD | 1595 | &nbsp;&nbsp;12/03/40 | &nbsp;&nbsp;2.900%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.090% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(185380) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(254172) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68792) |
| CAD | 1845 | &nbsp;&nbsp;12/03/34 | &nbsp;&nbsp;3.500%(S) | &nbsp;&nbsp;1 Day CORRA(1)(S)/ 2.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21039) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44006) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22967) |
| CAD | 19975 | &nbsp;&nbsp;12/03/35 | &nbsp;&nbsp;3.500%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(87201) |
| CAD | 3410 | &nbsp;&nbsp;12/03/48 | &nbsp;&nbsp;3.450%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58085) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3918 |
| CAD | 2765 | &nbsp;&nbsp;12/03/49 | &nbsp;&nbsp;3.400%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65226) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(199835) |
| CAD | 2220 | &nbsp;&nbsp;12/03/50 | &nbsp;&nbsp;3.350%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72323) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67136) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5187 |
| CAD | 415 | &nbsp;&nbsp;12/03/54 | &nbsp;&nbsp;3.250%(S) | &nbsp;&nbsp;1 Day CORRA(1)(S)/ 2.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1955) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20360 |
| CHF | 14500 | &nbsp;&nbsp;01/31/29 | &nbsp;&nbsp;0.260%(A) | &nbsp;&nbsp;1 Day SARON(2)(S)/ (0.074)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27322) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121213 |
| CHF | 800 | &nbsp;&nbsp;10/17/31 | &nbsp;&nbsp;0.033%(A) | &nbsp;&nbsp;1 Day SARON(2)(S)/ (0.074)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(447) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17800) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17353) |
| CHF | 4000 | &nbsp;&nbsp;11/05/31 | &nbsp;&nbsp;0.125%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.074)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38594) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38594) |
| CHF | 700 | &nbsp;&nbsp;04/03/33 | &nbsp;&nbsp;0.687%(A) | &nbsp;&nbsp;1 Day SARON(2)(S)/ (0.074)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2692) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23456 |
| CHF | 11630 | &nbsp;&nbsp;03/20/34 | &nbsp;&nbsp;1.258%(A) | &nbsp;&nbsp;1 Day SARON(1)(A)/ (0.074)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(911674) | &nbsp;&nbsp;&nbsp;&nbsp;(1179683) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(268009) |
| CHF | 12200 | &nbsp;&nbsp;12/13/34 | &nbsp;&nbsp;0.371%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.074)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(140619) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(140619) |
| CHF | 1135 | &nbsp;&nbsp;05/08/35 | &nbsp;&nbsp;2.000%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.074)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14124 |
| CHF | 19925 | &nbsp;&nbsp;07/04/35 | &nbsp;&nbsp;0.519%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.074)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102377 |
| CLP | 634000 | &nbsp;&nbsp;02/11/30 | &nbsp;&nbsp;3.085%(S) | &nbsp;&nbsp;1 Day CLOIS(2)(S)/ 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46795) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46795) |
| CLP | 800000 | &nbsp;&nbsp;07/13/30 | &nbsp;&nbsp;2.030%(S) | &nbsp;&nbsp;1 Day CLOIS(2)(S)/ 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98853) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98853) |
| CNH | 40000 | &nbsp;&nbsp;03/03/26 | &nbsp;&nbsp;2.840%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17833 |
| CNH | 260000 | &nbsp;&nbsp;03/04/26 | &nbsp;&nbsp;1.765%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(1)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17618) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17618) |
| CNH | 50000 | &nbsp;&nbsp;03/23/26 | &nbsp;&nbsp;2.875%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23088 |
| CNH | 345920 | &nbsp;&nbsp;04/12/26 | &nbsp;&nbsp;2.810%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157803 |
| CNH | 6300 | &nbsp;&nbsp;12/22/26 | &nbsp;&nbsp;2.460%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8348 |
| CNH | 434070 | &nbsp;&nbsp;05/11/28 | &nbsp;&nbsp;2.600%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1628572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135505 |
| CNH | 69650 | &nbsp;&nbsp;12/06/28 | &nbsp;&nbsp;2.400%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248515 |
| CNH | 286750 | &nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;2.027%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643861 |
| CNH | 95000 | &nbsp;&nbsp;07/23/29 | &nbsp;&nbsp;1.873%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17303 |
| CNH | 60000 | &nbsp;&nbsp;12/12/29 | &nbsp;&nbsp;1.496%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31833) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31833) |
| CNH | 144425 | &nbsp;&nbsp;05/11/30 | &nbsp;&nbsp;1.500%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72136) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(95059) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22923) |
| DKK | 5000 | &nbsp;&nbsp;08/29/26 | &nbsp;&nbsp;0.580%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12887) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12890) |
| DKK | 1300 | &nbsp;&nbsp;10/21/26 | &nbsp;&nbsp;0.673%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3196) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3195) |
| DKK | 13000 | &nbsp;&nbsp;03/15/27 | &nbsp;&nbsp;1.123%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22805) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22805) |
| DKK | 1865 | &nbsp;&nbsp;06/22/27 | &nbsp;&nbsp;0.987%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4236) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4236) |
| DKK | 9925 | &nbsp;&nbsp;07/10/35 | &nbsp;&nbsp;3.200%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9682 |
| EUR | 65650 | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;3.076%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.926% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(866282) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(866282) |
| EUR | 18515 | &nbsp;&nbsp;10/11/29 | &nbsp;&nbsp;2.101%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.926% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15899 |
| EUR | 27230 | &nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;(0.191)%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.926% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7034) | &nbsp;&nbsp;&nbsp;&nbsp;(3698017) | &nbsp;&nbsp;&nbsp;&nbsp;(3690983) |
| EUR | 17280 | &nbsp;&nbsp;05/11/31 | &nbsp;&nbsp;2.650%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.926% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(428030) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(481617) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53587) |
| EUR | 6400 | &nbsp;&nbsp;02/23/32 | &nbsp;&nbsp;1.180%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.158% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(589470) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(589566) |
| EUR | 4680 | &nbsp;&nbsp;03/29/32 | &nbsp;&nbsp;1.170%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.158% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(437862) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(438821) |
| EUR | 4150 | &nbsp;&nbsp;05/11/32 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.158% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52703) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(414897) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(362194) |
| EUR | 7000 | &nbsp;&nbsp;06/28/32 | &nbsp;&nbsp;0.785%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.158% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34747) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(877760) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(843013) |
| EUR | 3050 | &nbsp;&nbsp;10/30/32 | &nbsp;&nbsp;1.302%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.158% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(308593) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(308593) |
| EUR | 19945 | &nbsp;&nbsp;03/20/33 | &nbsp;&nbsp;2.996%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.158% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928440 |
| EUR | 14225 | &nbsp;&nbsp;05/11/33 | &nbsp;&nbsp;1.000%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.158% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(221352) | &nbsp;&nbsp;&nbsp;&nbsp;(1842703) | &nbsp;&nbsp;&nbsp;&nbsp;(1621351) |
| EUR | 26060 | &nbsp;&nbsp;02/15/34 | &nbsp;&nbsp;2.192%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.926% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660136 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

#### Interest rate swap agreements outstanding at January 31, 2026 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;&nbsp;**Value at<br> January 31,<br> 2026** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| EUR | 28840 | &nbsp;&nbsp;02/15/34 | &nbsp;&nbsp;2.231%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.926% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $619569 | &nbsp;&nbsp;&nbsp;&nbsp; $619569 |
| EUR | 19745 | &nbsp;&nbsp;02/15/34 | &nbsp;&nbsp;2.258%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.926% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371474 |
| EUR | 4290 | &nbsp;&nbsp;03/20/34 | &nbsp;&nbsp;2.560%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.926% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43858) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43858) |
| EUR | 12390 | &nbsp;&nbsp;05/11/34 | &nbsp;&nbsp;2.650%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.926% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79276) |
| EUR | 14280 | &nbsp;&nbsp;03/20/38 | &nbsp;&nbsp;2.982%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.158% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(323466) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(323466) |
| EUR | 365 | &nbsp;&nbsp;05/11/39 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.926% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2431) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86239) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83808) |
| EUR | 12485 | &nbsp;&nbsp;11/24/41 | &nbsp;&nbsp;0.565%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.158% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3182987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3182987 |
| EUR | 12485 | &nbsp;&nbsp;11/24/41 | &nbsp;&nbsp;0.600%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.031% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3123386) | &nbsp;&nbsp;&nbsp;&nbsp;(3123386) |
| EUR | 30272 | &nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;0.629%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.158% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7546876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7546876 |
| EUR | 30272 | &nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;0.663%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.031% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(7406457) | &nbsp;&nbsp;&nbsp;&nbsp;(7406457) |
| EUR | 8450 | &nbsp;&nbsp;02/17/42 | &nbsp;&nbsp;0.536%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.158% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3369730) | &nbsp;&nbsp;&nbsp;&nbsp;(3369730) |
| EUR | 17040 | &nbsp;&nbsp;03/22/42 | &nbsp;&nbsp;1.257%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.158% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3308983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3308983 |
| EUR | 17040 | &nbsp;&nbsp;03/22/42 | &nbsp;&nbsp;1.310%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.031% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3207422) | &nbsp;&nbsp;&nbsp;&nbsp;(3207422) |
| EUR | 1235 | &nbsp;&nbsp;07/04/42 | &nbsp;&nbsp;1.001%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.158% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(103201) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(400067) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(296866) |
| EUR | 15130 | &nbsp;&nbsp;02/24/43 | &nbsp;&nbsp;2.910%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.158% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206199 |
| EUR | 15130 | &nbsp;&nbsp;02/24/43 | &nbsp;&nbsp;2.960%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.031% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6720) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116678 |
| EUR | 14270 | &nbsp;&nbsp;03/09/46 | &nbsp;&nbsp;0.425%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.158% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(7136639) | &nbsp;&nbsp;&nbsp;&nbsp;(7136639) |
| EUR | 3000 | &nbsp;&nbsp;05/11/49 | &nbsp;&nbsp;1.450%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.158% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(95121) | &nbsp;&nbsp;&nbsp;&nbsp;(1015264) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(920143) |
| EUR | 44440 | &nbsp;&nbsp;11/28/54 | &nbsp;&nbsp;1.468%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.158% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31553) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4352713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4384266 |
| GBP | 20000 | &nbsp;&nbsp;05/08/27 | &nbsp;&nbsp;1.050%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.725% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1901099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(440999) |
| GBP | 30750 | &nbsp;&nbsp;06/07/28 | &nbsp;&nbsp;4.059%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.725% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459931 |
| GBP | 38880 | &nbsp;&nbsp;05/08/29 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.725% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5919338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(668384) |
| GBP | 8290 | &nbsp;&nbsp;05/08/30 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.725% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2099979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1398789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(701190) |
| GBP | 8715 | &nbsp;&nbsp;05/08/33 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.725% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2793290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2333521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(459769) |
| GBP | 3195 | &nbsp;&nbsp;05/08/35 | &nbsp;&nbsp;3.900%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.725% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62625 |
| GBP | 2120 | &nbsp;&nbsp;05/08/37 | &nbsp;&nbsp;1.200%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.725% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(533012) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(841032) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(308020) |
| GBP | 9680 | &nbsp;&nbsp;05/08/40 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.725% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(609617) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(596687) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12930 |
| GBP | 4100 | &nbsp;&nbsp;05/08/42 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.725% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19697 | &nbsp;&nbsp;&nbsp;&nbsp;(2197460) | &nbsp;&nbsp;&nbsp;&nbsp;(2217157) |
| GBP | 5860 | &nbsp;&nbsp;05/08/45 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.725% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202600 |
| GBP | 9725 | &nbsp;&nbsp;05/08/46 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.725% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1447757 | &nbsp;&nbsp;&nbsp;&nbsp;(6115296) | &nbsp;&nbsp;&nbsp;&nbsp;(7563053) |
| GBP | 3440 | &nbsp;&nbsp;05/08/49 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.725% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597915 | &nbsp;&nbsp;&nbsp;&nbsp;(2355155) | &nbsp;&nbsp;&nbsp;&nbsp;(2953070) |
| GBP | 1800 | &nbsp;&nbsp;05/08/52 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.725% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(212033) | &nbsp;&nbsp;&nbsp;&nbsp;(1316422) | &nbsp;&nbsp;&nbsp;&nbsp;(1104389) |
| GBP | 3700 | &nbsp;&nbsp;05/08/54 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.725% | &nbsp;&nbsp;&nbsp;&nbsp;(2005650) | &nbsp;&nbsp;&nbsp;&nbsp;(2797812) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(792162) |
| HUF | 500000 | &nbsp;&nbsp;03/31/31 | &nbsp;&nbsp;2.460%(A) | &nbsp;&nbsp;6 Month BUBOR(2)(S)/ 6.320% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(243069) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(243069) |
| ILS | 21840 | &nbsp;&nbsp;07/08/30 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SHIR(2)(A)/ 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135573 |
| JPY | 9000000 | &nbsp;&nbsp;03/02/26 | &nbsp;&nbsp;0.029%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(176656) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(176660) |
| JPY | 5000000 | &nbsp;&nbsp;06/02/26 | &nbsp;&nbsp;0.009%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128210) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128222) |
| JPY | 2000000 | &nbsp;&nbsp;01/04/27 | &nbsp;&nbsp;(0.033)%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(133981) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(135454) |
| JPY | 2100000 | &nbsp;&nbsp;05/06/27 | &nbsp;&nbsp;0.020%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(206238) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(206261) |
| JPY | 2140000 | &nbsp;&nbsp;07/08/27 | &nbsp;&nbsp;0.500%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67830) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(119692) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51862) |
| JPY | 2430000 | &nbsp;&nbsp;01/08/28 | &nbsp;&nbsp;0.600%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(193355) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(186718) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6637 |
| JPY | 6295000 | &nbsp;&nbsp;04/11/28 | &nbsp;&nbsp;0.609%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543400 |
| JPY | 7080000 | &nbsp;&nbsp;07/08/28 | &nbsp;&nbsp;(0.050)%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(337021) |
| JPY | 3674000 | &nbsp;&nbsp;07/31/28 | &nbsp;&nbsp;0.268%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(640041) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(640041) |
| JPY | 1800000 | &nbsp;&nbsp;11/12/28 | &nbsp;&nbsp;0.011%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(461479) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(461518) |
| JPY | 135000 | &nbsp;&nbsp;02/20/29 | &nbsp;&nbsp;1.260%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2362) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2205) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 |
| JPY | 2500000 | &nbsp;&nbsp;03/22/29 | &nbsp;&nbsp;0.068%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1038) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(720093) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(719055) |
| JPY | 50000 | &nbsp;&nbsp;04/02/29 | &nbsp;&nbsp;1.288%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(551) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(988) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(437) |
| JPY | 100000 | &nbsp;&nbsp;08/18/29 | &nbsp;&nbsp;1.070%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1589) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8277) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6688) |
| JPY | 100000 | &nbsp;&nbsp;08/28/29 | &nbsp;&nbsp;1.043%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1369) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9207) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7838) |
| JPY | 200000 | &nbsp;&nbsp;09/09/29 | &nbsp;&nbsp;1.061%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2542) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18004) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15462) |
| JPY | 655000 | &nbsp;&nbsp;09/29/29 | &nbsp;&nbsp;1.064%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6523) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61447) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54924) |
| JPY | 300000 | &nbsp;&nbsp;07/02/30 | &nbsp;&nbsp;0.047%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(139) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128915) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128776) |
| JPY | 200000 | &nbsp;&nbsp;04/01/31 | &nbsp;&nbsp;0.319%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(612) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86942) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86330) |
| JPY | 215000 | &nbsp;&nbsp;05/06/31 | &nbsp;&nbsp;0.354%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(344) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92782) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92438) |
| JPY | 150000 | &nbsp;&nbsp;07/07/31 | &nbsp;&nbsp;0.071%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(160) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81455) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81295) |
| JPY | 2945000 | &nbsp;&nbsp;07/08/31 | &nbsp;&nbsp;0.000%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1659511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585801 |
| JPY | 700000 | &nbsp;&nbsp;08/05/31 | &nbsp;&nbsp;0.026%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(408142) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(408176) |
| JPY | 256500 | &nbsp;&nbsp;08/15/31 | &nbsp;&nbsp;0.223%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(925) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(131378) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(130453) |
| JPY | 130000 | &nbsp;&nbsp;08/30/31 | &nbsp;&nbsp;0.217%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(382) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67318) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66936) |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

#### Interest rate swap agreements outstanding at January 31, 2026 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;&nbsp;**Value at<br> January 31,<br> 2026** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| JPY | 120000 | &nbsp;&nbsp;09/08/31 | &nbsp;&nbsp;0.316%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(496) | &nbsp;&nbsp;&nbsp;&nbsp; $(58036) | &nbsp;&nbsp;&nbsp;&nbsp; $(57540) |
| JPY | 190000 | &nbsp;&nbsp;09/21/31 | &nbsp;&nbsp;0.328%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(703) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91793) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91090) |
| JPY | 350000 | &nbsp;&nbsp;10/14/31 | &nbsp;&nbsp;0.270%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(754) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(178581) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(177827) |
| JPY | 200000 | &nbsp;&nbsp;04/06/32 | &nbsp;&nbsp;0.484%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(936) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(95942) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(95006) |
| JPY | 159520 | &nbsp;&nbsp;04/07/32 | &nbsp;&nbsp;0.491%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(746) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(76103) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(75357) |
| JPY | 1200000 | &nbsp;&nbsp;05/19/32 | &nbsp;&nbsp;0.023%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(811737) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(811721) |
| JPY | 800000 | &nbsp;&nbsp;05/29/32 | &nbsp;&nbsp;0.016%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(545986) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(545984) |
| JPY | 140000 | &nbsp;&nbsp;06/07/32 | &nbsp;&nbsp;0.451%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71411) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71411) |
| JPY | 71000 | &nbsp;&nbsp;09/21/32 | &nbsp;&nbsp;0.463%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(399) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38196) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37797) |
| JPY | 160000 | &nbsp;&nbsp;11/14/32 | &nbsp;&nbsp;2.390%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43898 |
| JPY | 530000 | &nbsp;&nbsp;07/08/33 | &nbsp;&nbsp;0.100%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(206758) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(411118) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(204360) |
| JPY | 900000 | &nbsp;&nbsp;01/04/38 | &nbsp;&nbsp;0.757%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19714) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(897837) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(878123) |
| JPY | 800000 | &nbsp;&nbsp;03/28/38 | &nbsp;&nbsp;0.656%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6796) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(876354) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(869558) |
| JPY | 675000 | &nbsp;&nbsp;04/06/38 | &nbsp;&nbsp;0.655%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5082) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(742062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(736980) |
| JPY | 285000 | &nbsp;&nbsp;07/08/38 | &nbsp;&nbsp;0.200%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88240 |
| JPY | 600000 | &nbsp;&nbsp;08/10/38 | &nbsp;&nbsp;0.822%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10959) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(610692) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(599733) |
| JPY | 2430385 | &nbsp;&nbsp;12/03/38 | &nbsp;&nbsp;0.600%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1099) | &nbsp;&nbsp;&nbsp;&nbsp;(2984437) | &nbsp;&nbsp;&nbsp;&nbsp;(2983338) |
| JPY | 969000 | &nbsp;&nbsp;12/03/39 | &nbsp;&nbsp;0.650%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(482) | &nbsp;&nbsp;&nbsp;&nbsp;(1283848) | &nbsp;&nbsp;&nbsp;&nbsp;(1283366) |
| JPY | 765000 | &nbsp;&nbsp;07/08/40 | &nbsp;&nbsp;1.400%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108236) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(553682) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(445446) |
| JPY | 166000 | &nbsp;&nbsp;05/09/43 | &nbsp;&nbsp;0.820%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(761) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(270537) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(269776) |
| JPY | 2000000 | &nbsp;&nbsp;10/23/45 | &nbsp;&nbsp;0.333%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5775) | &nbsp;&nbsp;&nbsp;&nbsp;(4875790) | &nbsp;&nbsp;&nbsp;&nbsp;(4870015) |
| JPY | 775000 | &nbsp;&nbsp;04/12/46 | &nbsp;&nbsp;0.496%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4297) | &nbsp;&nbsp;&nbsp;&nbsp;(1803441) | &nbsp;&nbsp;&nbsp;&nbsp;(1799144) |
| JPY | 110291 | &nbsp;&nbsp;04/15/46 | &nbsp;&nbsp;0.560%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(644) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(249274) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(248630) |
| JPY | 26000 | &nbsp;&nbsp;10/04/47 | &nbsp;&nbsp;0.942%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(321) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52310) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51989) |
| JPY | 560000 | &nbsp;&nbsp;11/24/47 | &nbsp;&nbsp;0.888%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1338) | &nbsp;&nbsp;&nbsp;&nbsp;(1171122) | &nbsp;&nbsp;&nbsp;&nbsp;(1169784) |
| JPY | 940000 | &nbsp;&nbsp;07/08/49 | &nbsp;&nbsp;1.700%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091835 |
| JPY | 500000 | &nbsp;&nbsp;05/29/50 | &nbsp;&nbsp;0.186%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(149) | &nbsp;&nbsp;&nbsp;&nbsp;(1593284) | &nbsp;&nbsp;&nbsp;&nbsp;(1593135) |
| JPY | 975000 | &nbsp;&nbsp;07/08/50 | &nbsp;&nbsp;1.700%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115002 |
| JPY | 500000 | &nbsp;&nbsp;08/26/50 | &nbsp;&nbsp;0.334%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3359) | &nbsp;&nbsp;&nbsp;&nbsp;(1520327) | &nbsp;&nbsp;&nbsp;&nbsp;(1516968) |
| JPY | 1000000 | &nbsp;&nbsp;12/16/50 | &nbsp;&nbsp;0.338%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11568) | &nbsp;&nbsp;&nbsp;&nbsp;(3065278) | &nbsp;&nbsp;&nbsp;&nbsp;(3053710) |
| JPY | 1200000 | &nbsp;&nbsp;02/08/51 | &nbsp;&nbsp;0.467%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13763) | &nbsp;&nbsp;&nbsp;&nbsp;(3512673) | &nbsp;&nbsp;&nbsp;&nbsp;(3498910) |
| JPY | 1650000 | &nbsp;&nbsp;03/30/51 | &nbsp;&nbsp;0.520%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11896) | &nbsp;&nbsp;&nbsp;&nbsp;(4743954) | &nbsp;&nbsp;&nbsp;&nbsp;(4732058) |
| JPY | 701000 | &nbsp;&nbsp;07/31/53 | &nbsp;&nbsp;1.102%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1591432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1591432 |
| JPY | 1000000 | &nbsp;&nbsp;07/08/54 | &nbsp;&nbsp;0.450%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3199169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1417279 |
| KRW | 19850000 | &nbsp;&nbsp;04/19/28 | &nbsp;&nbsp;3.135%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7235 |
| KRW | 20447900 | &nbsp;&nbsp;09/10/28 | &nbsp;&nbsp;2.043%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(425344) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(686897) |
| KRW | 11000000 | &nbsp;&nbsp;02/05/30 | &nbsp;&nbsp;1.319%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(599821) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(599825) |
| KRW | 5000000 | &nbsp;&nbsp;01/05/31 | &nbsp;&nbsp;1.258%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(341079) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(341079) |
| KRW | 4000000 | &nbsp;&nbsp;08/13/31 | &nbsp;&nbsp;1.630%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(256189) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(256189) |
| KRW | 1067160 | &nbsp;&nbsp;03/10/33 | &nbsp;&nbsp;3.150%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13095) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14028) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(933) |
| KRW | 2640000 | &nbsp;&nbsp;11/24/33 | &nbsp;&nbsp;3.610%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21122 |
| KRW | 30916085 | &nbsp;&nbsp;03/10/34 | &nbsp;&nbsp;3.150%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(491762) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(498708) |
| KRW | 12166000 | &nbsp;&nbsp;03/10/35 | &nbsp;&nbsp;3.200%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(192189) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(554445) |
| KRW | 11100000 | &nbsp;&nbsp;11/08/39 | &nbsp;&nbsp;3.000%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(446948) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(446948) |
| KRW | 12200000 | &nbsp;&nbsp;01/15/41 | &nbsp;&nbsp;3.360%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(151622) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(151622) |
| KRW | 8800000 | &nbsp;&nbsp;11/08/44 | &nbsp;&nbsp;2.840%(Q) | &nbsp;&nbsp;3 Month KWCDC(1)(Q)/ 2.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539765 |
| NOK | 36000 | &nbsp;&nbsp;02/07/29 | &nbsp;&nbsp;2.083%(A) | &nbsp;&nbsp;6 Month NIBOR(2)(S)/ 4.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(220014) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(220014) |
| NOK | 48000 | &nbsp;&nbsp;10/07/29 | &nbsp;&nbsp;1.660%(A) | &nbsp;&nbsp;6 Month NIBOR(2)(S)/ 4.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(460087) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(460087) |
| NZD | 6450 | &nbsp;&nbsp;11/28/28 | &nbsp;&nbsp;2.950%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41868) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41868) |
| NZD | 5340 | &nbsp;&nbsp;05/08/35 | &nbsp;&nbsp;4.400%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117271) |
| NZD | 21660 | &nbsp;&nbsp;07/31/35 | &nbsp;&nbsp;4.068%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(144357) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(144357) |
| PLN | 10000 | &nbsp;&nbsp;03/26/31 | &nbsp;&nbsp;1.675%(A) | &nbsp;&nbsp;6 Month WIBOR(2)(S)/ 3.790% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(284648) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(284648) |
| SEK | 60000 | &nbsp;&nbsp;07/10/32 | &nbsp;&nbsp;3.150%(A) | &nbsp;&nbsp;3 Month STIBOR(1)(Q)/ 2.022% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(346154) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(323497) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22657 |
| SGD | 17215 | &nbsp;&nbsp;07/29/31 | &nbsp;&nbsp;1.120%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 1.109% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(549639) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(614845) |
| SGD | 680 | &nbsp;&nbsp;09/10/35 | &nbsp;&nbsp;2.500%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 1.109% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14368) |
| SGD | 1850 | &nbsp;&nbsp;09/11/35 | &nbsp;&nbsp;1.720%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 1.109% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56142) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56142) |
| SGD | 2690 | &nbsp;&nbsp;09/15/35 | &nbsp;&nbsp;1.680%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 1.109% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(89702) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(89702) |
| SGD | 5540 | &nbsp;&nbsp;09/17/35 | &nbsp;&nbsp;1.680%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 1.109% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(184839) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(184839) |
| SGD | 3800 | &nbsp;&nbsp;09/25/35 | &nbsp;&nbsp;1.710%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 1.109% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(119370) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(119370) |
| THB | 1378430 | &nbsp;&nbsp;08/18/26 | &nbsp;&nbsp;1.168%(Q) | &nbsp;&nbsp;1 Day THOR(1)(Q)/ 1.234% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18905 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

#### Interest rate swap agreements outstanding at January 31, 2026 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;&nbsp;**Value at<br> January 31,<br> 2026** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| THB | 173600 | &nbsp;&nbsp;04/28/30 | &nbsp;&nbsp;1.020%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.234% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(87665) | &nbsp;&nbsp;&nbsp;&nbsp; $(87665) |
| THB | 23000 | &nbsp;&nbsp;05/29/30 | &nbsp;&nbsp;2.645%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.234% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(556) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40322 |
| THB | 72900 | &nbsp;&nbsp;06/25/30 | &nbsp;&nbsp;0.990%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.234% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43255) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43255) |
| THB | 200200 | &nbsp;&nbsp;07/03/30 | &nbsp;&nbsp;1.028%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.234% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(109081) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(109081) |
| THB | 115500 | &nbsp;&nbsp;08/17/31 | &nbsp;&nbsp;1.320%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.234% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41168) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41168) |
| THB | 260500 | &nbsp;&nbsp;04/18/34 | &nbsp;&nbsp;2.895%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.234% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728551 |
| THB | 218530 | &nbsp;&nbsp;04/22/34 | &nbsp;&nbsp;2.818%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.234% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568412 |
| THB | 110000 | &nbsp;&nbsp;04/23/34 | &nbsp;&nbsp;2.855%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.234% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296069 |
| THB | 204200 | &nbsp;&nbsp;12/16/34 | &nbsp;&nbsp;2.173%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.234% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191977 |
| TWD | 564000 | &nbsp;&nbsp;02/17/28 | &nbsp;&nbsp;1.390%(Q) | &nbsp;&nbsp;3 Month TAIBOR(1)(Q)/ 1.678% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196781 |
|  | 71770 | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;4.861%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541451 |
|  | 139215 | &nbsp;&nbsp;05/11/26 | &nbsp;&nbsp;4.750%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397951 |
|  | 50180 | &nbsp;&nbsp;09/25/26 | &nbsp;&nbsp;4.699%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(454217) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(454217) |
|  | 32215 | &nbsp;&nbsp;09/05/28 | &nbsp;&nbsp;4.027%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(517583) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(517583) |
|  | 30430 | &nbsp;&nbsp;11/07/28 | &nbsp;&nbsp;4.223%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(700774) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(700774) |
|  | 30780 | &nbsp;&nbsp;05/17/29 | &nbsp;&nbsp;4.143%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(687191) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(687191) |
|  | 21040 | &nbsp;&nbsp;03/28/32 | &nbsp;&nbsp;3.841%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(197167) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(197167) |
|  | 13000 | &nbsp;&nbsp;04/26/33 | &nbsp;&nbsp;3.070%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(425274) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(425274) |
|  | 310 | &nbsp;&nbsp;08/01/35 | &nbsp;&nbsp;3.869%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(683) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(683) |
|  | 15700 | &nbsp;&nbsp;11/10/35 | &nbsp;&nbsp;3.669%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228732 |
|  | 21865 | &nbsp;&nbsp;05/11/45 | &nbsp;&nbsp;4.000%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(900075) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(588439) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311636 |
|  | 29415 | &nbsp;&nbsp;05/11/49 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;(11196646) | &nbsp;&nbsp;&nbsp;&nbsp;(13276217) | &nbsp;&nbsp;&nbsp;&nbsp;(2079571) |
|  | 8440 | &nbsp;&nbsp;12/16/49 | &nbsp;&nbsp;3.805%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(533105) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(533105) |
|  | 7443 | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;3.927%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349382 |
|  | 7710 | &nbsp;&nbsp;04/30/54 | &nbsp;&nbsp;4.027%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246272 |
|  | 15125 | &nbsp;&nbsp;05/10/54 | &nbsp;&nbsp;3.850%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(84426) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(946521) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(862095) |
|  | 27110 | &nbsp;&nbsp;05/11/54 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;11885095 | &nbsp;&nbsp;&nbsp;&nbsp;13497484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1612389 |
|  | 140995 | &nbsp;&nbsp;12/14/54 | &nbsp;&nbsp;3.136%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5871704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5306166 |
|  | 14416 | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;3.638%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215841 |
|  | 7515 | &nbsp;&nbsp;12/16/54 | &nbsp;&nbsp;3.719%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616360 |
|  | 21200 | &nbsp;&nbsp;01/15/55 | &nbsp;&nbsp;4.130%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(409640) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678153 |
|  | 23230 | &nbsp;&nbsp;05/11/55 | &nbsp;&nbsp;3.850%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599406 |
|  | 36892 | &nbsp;&nbsp;09/17/55 | &nbsp;&nbsp;3.897%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929683 |
|  | 16430 | &nbsp;&nbsp;05/10/74 | &nbsp;&nbsp;3.420%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2142829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1972888 |
|  | 24840 | &nbsp;&nbsp;05/11/74 | &nbsp;&nbsp;1.950%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298128 |
|  |  |  |  |  | &nbsp;&nbsp;$17182521 | &nbsp;&nbsp;$(37724830) | &nbsp;&nbsp;$(54907351) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid(Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** |
| BRL | 10457 | &nbsp;&nbsp;01/02/31 | &nbsp;&nbsp;13.788%(T) | &nbsp;&nbsp;1 Day BROIS(1)(T)/ 0.055% | &nbsp;&nbsp;&nbsp;&nbsp; $(72902) | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(72902) | &nbsp;&nbsp;GSI |
| BRL | 10457 | &nbsp;&nbsp;01/02/31 | &nbsp;&nbsp;13.940%(T) | &nbsp;&nbsp;1 Day BROIS(2)(T)/ 0.055% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70643 | &nbsp;&nbsp;GSI |
| BRL | 106841 | &nbsp;&nbsp;01/02/31 | &nbsp;&nbsp;14.190%(T) | &nbsp;&nbsp;1 Day BROIS(1)(T)/ 0.055% | &nbsp;&nbsp;&nbsp;&nbsp;(1242552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1242552) | &nbsp;&nbsp;GSI |
| BRL | 106841 | &nbsp;&nbsp;01/02/31 | &nbsp;&nbsp;14.340%(T) | &nbsp;&nbsp;1 Day BROIS(2)(T)/ 0.055% | &nbsp;&nbsp;&nbsp;&nbsp;1190906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1190906 | &nbsp;&nbsp;GSI |
| CNH | 10000 | &nbsp;&nbsp;04/02/26 | &nbsp;&nbsp;3.120%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5522 | &nbsp;&nbsp;CITI |
| CNH | 1000 | &nbsp;&nbsp;06/15/28 | &nbsp;&nbsp;2.365%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(1)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2909) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2909) | &nbsp;&nbsp;MSI |
| CNH | 1000 | &nbsp;&nbsp;06/15/28 | &nbsp;&nbsp;2.410%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3037 | &nbsp;&nbsp;MSI |
| CNH | 75000 | &nbsp;&nbsp;07/12/28 | &nbsp;&nbsp;2.410%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(1)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(230217) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(230217) | &nbsp;&nbsp;MSI |
| CNH | 75000 | &nbsp;&nbsp;07/12/28 | &nbsp;&nbsp;2.455%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239579 | &nbsp;&nbsp;MSI |
| CNH | 34800 | &nbsp;&nbsp;07/31/30 | &nbsp;&nbsp;2.515%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205966 | &nbsp;&nbsp;MSI |
| CNH | 16100 | &nbsp;&nbsp;11/24/30 | &nbsp;&nbsp;2.495%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96294 | &nbsp;&nbsp;MSI |
| CNH | 5000 | &nbsp;&nbsp;10/14/31 | &nbsp;&nbsp;2.675%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39846 | &nbsp;&nbsp;SCB |
| CNH | 30000 | &nbsp;&nbsp;11/02/31 | &nbsp;&nbsp;2.700%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.599% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256612 | &nbsp;&nbsp;SCB |
| JPY | 35000 | &nbsp;&nbsp;12/14/32 | &nbsp;&nbsp;1.575%(S) | &nbsp;&nbsp;6 Month JPY LIBOR(2)(S)/ 0.072% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2350) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2350) | &nbsp;&nbsp;HSBC |
| KRW | 1485000 | &nbsp;&nbsp;10/28/26 | &nbsp;&nbsp;1.520%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9775) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9768) | &nbsp;&nbsp;JPM |
| KRW | 2040000 | &nbsp;&nbsp;04/26/27 | &nbsp;&nbsp;1.880%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17960) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17960) | &nbsp;&nbsp;MSI |
| KRW | 1280000 | &nbsp;&nbsp;10/17/28 | &nbsp;&nbsp;1.450%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40842) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40842) | &nbsp;&nbsp;CITI |
| KRW | 520000 | &nbsp;&nbsp;01/27/31 | &nbsp;&nbsp;1.870%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25212) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25212) | &nbsp;&nbsp;JPM |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)

#### Interest rate swap agreements outstanding at January 31, 2026 (continued):<br>

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid(Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** |
| KRW | 8100000 | &nbsp;&nbsp;05/30/34 | &nbsp;&nbsp;3.418%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.730% | &nbsp;&nbsp;&nbsp;&nbsp; $(19086) | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(19086) | &nbsp;&nbsp;GSI |
| KRW | 3330000 | &nbsp;&nbsp;05/30/54 | &nbsp;&nbsp;2.968%(Q) | &nbsp;&nbsp;3 Month KWCDC(1)(Q)/ 2.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103484 | &nbsp;&nbsp;GSI |
| KRW | 7200000 | &nbsp;&nbsp;01/15/56 | &nbsp;&nbsp;3.010%(Q) | &nbsp;&nbsp;3 Month KWCDC(1)(Q)/ 2.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147972 | &nbsp;&nbsp;MSI |
| MYR | 23575 | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;2.625%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9577) | &nbsp;&nbsp;&nbsp;&nbsp;(40) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9537) | &nbsp;&nbsp;MSI |
| MYR | 45900 | &nbsp;&nbsp;08/12/26 | &nbsp;&nbsp;2.605%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54908) | &nbsp;&nbsp;&nbsp;&nbsp;(112) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54796) | &nbsp;&nbsp;HSBC |
| MYR | 3000 | &nbsp;&nbsp;07/29/27 | &nbsp;&nbsp;3.060%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2683) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2686) | &nbsp;&nbsp;JPM |
| MYR | 3160 | &nbsp;&nbsp;07/11/29 | &nbsp;&nbsp;3.528%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2849 | &nbsp;&nbsp;MSI |
| MYR | 11700 | &nbsp;&nbsp;11/19/29 | &nbsp;&nbsp;3.245%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20560) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20577) | &nbsp;&nbsp;MSI |
| MYR | 17800 | &nbsp;&nbsp;02/04/30 | &nbsp;&nbsp;3.060%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68256) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68265) | &nbsp;&nbsp;MSI |
| MYR | 17745 | &nbsp;&nbsp;02/28/32 | &nbsp;&nbsp;3.625%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20372 | &nbsp;&nbsp;JPM |
| MYR | 13700 | &nbsp;&nbsp;07/29/35 | &nbsp;&nbsp;3.330%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(114908) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(114899) | &nbsp;&nbsp;JPM |
| SAR | 49500 | &nbsp;&nbsp;04/26/33 | &nbsp;&nbsp;4.495%(A) | &nbsp;&nbsp;3 Month SAIBOR(1)(Q)/ 4.754% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336454 | &nbsp;&nbsp;MSI |
|  | 10000 | &nbsp;&nbsp;09/22/28 | &nbsp;&nbsp;3.290%(S) | &nbsp;&nbsp;1 Week MUNIPSA(1)(Q)/ 2.280% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(411805) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(411805) | &nbsp;&nbsp;JPM |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;$373035 | &nbsp;&nbsp;$(138) | &nbsp;&nbsp;&nbsp;$373173 |  |

---

(1) The Fund pays the fixed rate and receives the floating rate.

(2) The Fund pays the floating rate and receives the fixed rate.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap agreement outstanding at January 31, 2026:** | **Total return swap agreement outstanding at January 31, 2026:** | **Total return swap agreement outstanding at January 31, 2026:** | **Total return swap agreement outstanding at January 31, 2026:** | **Total return swap agreement outstanding at January 31, 2026:** | **Total return swap agreement outstanding at January 31, 2026:** | **Total return swap agreement outstanding at January 31, 2026:** | **Total return swap agreement outstanding at January 31, 2026:** |
| **Reference Entity** | &nbsp;&nbsp;&nbsp;**Financing<br> Rate** | &nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Long (Short)<br> Notional<br> Amount<br> (000)#(1)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)(2)** |
| **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** |
| U.S. Treasury Bond(T) | &nbsp;&nbsp;1 Day USOIS +28bps(T)/ 3.920% | &nbsp;&nbsp;JPM | &nbsp;&nbsp;03/03/26 | &nbsp;&nbsp;106145 | &nbsp;&nbsp;$(1225126) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(1225126) |

---

(1) On a long total return swap, the Fund receives payments for any positive return on the reference entity (makes payments for any negative return) and pays the financing rate. On a short total return
swap, the Fund makes payments for any positive return on the reference entity (receives payments for any negative return) and receives the financing rate.

(2) Upfront/recurring fees or commissions, as applicable, are included in the net unrealized appreciation (depreciation).

*Other information regarding the Fund is available in the Fund's most recent Report to Shareholders. This information is available on the Securities and Exchange Commission's website (www.sec.gov).*

PGIM Global Total Return Fund

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Prudential Global Total Return Fund, Inc.

- **b. Investment Company Act file number:** 811-04661

- **c. CIK number of Registrant:** 0000793159

- **d. LEI of Registrant:** 549300X4XNCFYMTTNX09

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-800-225-1852

**Item A.2. Information about the Series.**

- **a. Name of Series:** PGIM Global Total Return Fund

- **b. EDGAR series identifier (if any):** S000004375

- **c. LEI of Series:** YMW0Y3TQ2LKMQXWJ6O25

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $2717418067.56

**Total Liabilities:** $88533055.66

**Net Assets:** $2628885011.90

**Delayed Delivery Securities:** $3630000.00

**Cash Not Reported:** $85842595.07

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 9118.02147000 | **1-Year:** 110625.18592000 | **5-Year:** 458892.37417000 | **10-Year:** 422295.10439000 | **30-Year:** 97912.63224000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 1116.47387000 | **1-Year:** 20571.23692000 | **5-Year:** 36276.31233000 | **10-Year:** 9856.14608000 | **30-Year:** 1188.54803000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012110 | 0.29%                | 0.13%                | 0.86%                |
| Class ID C000012112 | 0.23%                | 0.07%                | 0.80%                |
| Class ID C000012113 | 0.31%                | 0.16%                | 0.88%                |
| Class ID C000109121 | 0.32%                | 0.35%                | 0.70%                |
| Class ID C000196748 | 0.09%                | 0.30%                | 0.84%                |
| Class ID C000196749 | 0.29%                | 0.14%                | 0.86%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $279504.85               | $4598972.14                                |
| Month 2  | $-607055.89              | $5485281.01                                |
| Month 3  | $1847819.94              | $14510446.12                               |

**Designated Index Information**

- **Index Name:** PGIM Global Total Return Fund_Ex Derivatives BM

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                             | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-118238.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS ALPHABET INC                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $88984.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $29982.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                           | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     9850000 | PA      | $11202914.65  | 0.43%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                  | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $150187.50    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      120374 | PA      | $118374.85    | 0.00%             | 2038-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      922695 | PA      | $1094919.61   | 0.04%             | 2042-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $863125.00    | 0.03%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $166441.10    | 0.01%             | 2044-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2138000 | PA      | $2055933.27   | 0.08%             | 2038-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |      320000 | PA      | $325600.00    | 0.01%             | 2041-10-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                        | DONCASTERS US FIN LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1813500.00   | 0.07%             | 2030-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   415372180 | PA      | $429436.22    | 0.02%             | 2033-12-31      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -113840000 | OU      | $-9646.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $805468.75    | 0.03%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2020-B17 Mortgage Trust                                               | CUSIP: 08162MAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6200000 | PA      | $5677357.98   | 0.22%             | 2053-03-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                         | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |     1000000 | PA      | $1276242.64   | 0.05%             | 2029-05-11      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    71000000 | PA      | $2235099.17   | 0.09%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                          | DIAMOND SPORTS NET LLC                                                          | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |      326111 | PA      | $87818.30     | 0.00%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                            | Mountain View CLO IX Ltd                                                        | CUSIP: 62432BAQ6<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |     3993491 | PA      | $4001478.34   | 0.15%             | 2031-07-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2400000 | PA      | $2193092.64   | 0.08%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      370000 | PA      | $255310.04    | 0.01%             | 2027-03-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $107300.53    | 0.00%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                            | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      275000 | PA      | $283126.97    | 0.01%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS BANK OF NOVA SCOTIA                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $21895.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | SOCIETE GENERALE SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    13000000 | PA      | $1883338.24   | 0.07%             | 2029-06-16      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FV5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   116537138 | PA      | $5739908.53   | 0.22%             | 2030-06-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| PLAQUEMINES LA PORT HARBOR & T                   | Plaquemines Port Harbor & Terminal District                                     | CUSIP: 727521AB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4900000 | PA      | $3479000.00   | 0.13%             | 2034-12-01      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| Laurel Road Prime Student Loan                   | Laurel Road Prime Student Loan Trust 2018-C                                     | CUSIP: 51888JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      425790 | PA      | $406974.97    | 0.02%             | 2043-08-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                         | Permian Resources Operating LLC                                                 | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1843249.16   | 0.07%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                    | Radnor RE 2021-2 Ltd                                                            | CUSIP: 75049GAB5<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-MBS          | CORP              | BM        |     1238729 | PA      | $1250431.49   | 0.05%             | 2031-11-25      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $106518.22    | 0.00%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3085000 | PA      | $3809399.56   | 0.14%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                      | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3767856.35   | 0.14%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                               | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     1800000 | PA      | $336349.89    | 0.01%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $36778.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAGESS                                           | Gestion Securite de Stocks Securite SA                                          | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |     1100000 | PA      | $1274337.14   | 0.05%             | 2032-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                          | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    57276000 | PA      | $1327619.93   | 0.05%             | 2028-09-06      | Floating      | 38.65%                | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $3404057.32   | 0.13%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      695000 | PA      | $451739.63    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| GAZPROM PJSC (GA                                 | Gazprom PJSC via Gaz Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |     6000000 | PA      | $5627061.64   | 0.21%             | 2027-06-30      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| BON Y OBLI EST PRINCIPAL                         | Spain Government Bond Principal Strip                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1700000 | PA      | $1106756.87   | 0.04%             | 2041-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RDY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $105114.60    | 0.00%             | 2047-05-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                              | Carrier Global Corp                                                             | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3793202.97   | 0.14%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1430000 | PA      | $1370927.84   | 0.05%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse AG/London                          | CREDIT SUISSE AG/LONDON                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |   120000000 | PA      | $17805132.80  | 0.68%             | 2031-05-27      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $88017.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $283150.86    | 0.01%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                      | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2689106.39   | 0.10%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 92343VEX8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1723172.35   | 0.07%             | 2031-04-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                  | QNB FINANCE LTD                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     1300000 | PA      | $192827.43    | 0.01%             | 2027-11-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                           | CHUBB INA HOLDINGS LLC                                                          | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $2462502.96   | 0.09%             | 2035-08-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2550000 | PA      | $2766852.00   | 0.11%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 71656MBM0<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       28000 | PA      | $23087.71     | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 3136A85Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46859 | PA      | $61.50        | 0.00%             | 2027-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1083884.95   | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1993698.13   | 0.08%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF CYPRUS                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $20726.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1582958.64   | 0.06%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5934163.25   | 0.23%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                         | Sally Holdings LLC / Sally Capital Inc                                          | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285000 | PA      | $295915.32    | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2024-R05                                    | CUSIP: 20754XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $250957.50    | 0.01%             | 2044-07-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                | Tunisian Republic                                                               | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |   100000000 | PA      | $568622.38    | 0.02%             | 2031-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   200000000 | PA      | $1193711.55   | 0.05%             | 2032-08-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LINEAGE EUROPE FINCO BV                          | Lineage Europe Finco BV                                                         | CUSIP: 000000000<br>LEI: 254900HAPZY8OK9NWE76 | Long             | DBT              | CORP              | NL        |     7100000 | PA      | $8395569.50   | 0.32%             | 2031-11-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                | Herc Holdings Inc                                                               | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      765000 | PA      | $770061.65    | 0.03%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                             | Commercial Metals Co                                                            | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      275000 | PA      | $279577.09    | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 9128337P9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       85000 | PA      | $69144.41     | 0.00%             | 2031-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | DKK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27064.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      169091 | PA      | $208912.30    | 0.01%             | 2031-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1033808.72   | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $695625.00    | 0.03%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     2770000 | PA      | $2770649.20   | 0.11%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                   | Asset-Backed Pass Through Certificates 2002-3                                   | CUSIP: 03072SCW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       47559 | PA      | $47322.63     | 0.00%             | 2032-08-25      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                 | Beazer Homes USA Inc                                                            | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1619439.21   | 0.06%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| MASTR Asset Backed Securities                    | Mastr Asset Backed Securities Trust 2004-WMC2                                   | CUSIP: 57643LDJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      514459 | PA      | $517485.84    | 0.02%             | 2034-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       51852 | PA      | $61050.53     | 0.00%             | 2026-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $712968.75    | 0.03%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp                                                                | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     2375000 | PA      | $2422065.38   | 0.09%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS REPUBLIC OF IRELAND                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $19314.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                              | Fortive Corp                                                                    | CUSIP: 000000000<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     3000800 | PA      | $3554294.96   | 0.14%             | 2026-02-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                         | Slovakia Government Bond                                                        | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1530000 | PA      | $1864932.64   | 0.07%             | 2033-06-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    13980000 | PA      | $16919188.05  | 0.64%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                 | Beazer Homes USA Inc                                                            | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1371714.55   | 0.05%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                      | MetLife Inc                                                                     | CUSIP: 59156RCG1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   700000000 | PA      | $4289151.40   | 0.16%             | 2031-03-07      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                         | Barrick PD Australia Finance Pty Ltd                                            | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $52708.47     | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                         | Cooperatieve Rabobank UA                                                        | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    22000000 | PA      | $317522.72    | 0.01%             | 2039-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                          | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    47324000 | PA      | $1100747.95   | 0.04%             | 2028-05-17      | Floating      | 39.58%                | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                            | Gaci First Investment Co                                                        | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |     1490000 | PA      | $2077477.55   | 0.08%             | 2029-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                         | BXMT 2025-FL5 Ltd                                                               | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2600000 | PA      | $2603208.40   | 0.10%             | 2042-10-18      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |    -5000000 | OU      | $-13.40       | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                          | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                      | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |     4000000 | PA      | $582462.59    | 0.02%             | 2028-01-25      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA1                                         | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101188.00    | 0.00%             | 2042-01-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                       | Sunrun Vesta Issuer 2024-3 LLC                                                  | CUSIP: 86773AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3735138 | PA      | $3600786.39   | 0.14%             | 2059-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1000000 | PA      | $1193443.93   | 0.05%             | 2032-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                   | Dcli Bidco LLC                                                                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |      425000 | PA      | $432820.61    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                              | Canadian Government Bond                                                        | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      650000 | PA      | $495911.50    | 0.02%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FINANCE                             | Prologis Yen Finance LLC                                                        | CUSIP: 000000000<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |   200000000 | PA      | $1071520.81   | 0.04%             | 2035-06-22      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      340000 | PA      | $365270.77    | 0.01%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                         | Regie Autonome des Transports Parisiens EPIC                                    | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |     7000000 | PA      | $7666789.87   | 0.29%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    33900000 | PA      | $349445.95    | 0.01%             | 2043-09-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $29997.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4853719.98   | 0.18%             | 2026-07-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                            | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $198039.60    | 0.01%             | 2085-11-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D         | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     9904949 | NS      | $9899006.35   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                               | Province of Quebec Canada                                                       | CUSIP: 74814ZCC5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2800000 | PA      | $1112838.01   | 0.04%             | 2039-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1190099.76   | 0.05%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                       | Sunrun Vesta Issuer 2024-3 LLC                                                  | CUSIP: 86773AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900657 | PA      | $879781.63    | 0.03%             | 2059-10-30      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $135863.47    | 0.01%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $282053.90    | 0.01%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $110480.32    | 0.00%             | 2053-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                            | CLUBCORP HLDGS INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43634 | PA      | $43089.07     | 0.00%             | 2032-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS BARCLAYS PLC                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $10723.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         278 | NC      | $27800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $133840.19    | 0.01%             | 2049-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                         | Province of Saskatchewan Canada                                                 | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     3500000 | PA      | $2112080.93   | 0.08%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                             | Commercial Metals Co                                                            | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      275000 | PA      | $280985.69    | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOUSING AND URBAN DEV CO                         | Housing & Urban Development Corp Ltd AID Bond                                   | CUSIP: 44182YAB9<br>LEI: 335800KSC46MN2VPTI91 | Long             | DBT              | NUSS              | IN        |      500000 | PA      | $508400.85    | 0.02%             | 2030-09-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2017-P8                                     | CUSIP: 17326DAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      635745 | PA      | $625058.82    | 0.02%             | 2050-09-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $109900.40    | 0.00%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA ACORES                           | Autonomous Region of the Azores                                                 | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |      600000 | PA      | $536374.74    | 0.02%             | 2036-09-27      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                   | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3700000 | PA      | $3829254.69   | 0.15%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                      | La Poste SA                                                                     | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |     5000000 | PA      | $5334546.18   | 0.20%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                            | Finance Department Government of Sharjah                                        | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |     3600000 | PA      | $4301952.82   | 0.16%             | 2031-01-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $193032.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      675000 | PA      | $663514.47    | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                   | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1344520.71   | 0.05%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FLMX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    22301628 | PA      | $441721.65    | 0.02%             | 2029-02-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                        | DONCASTERS US FINANCE LLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1191000 | PA      | $1199932.50   | 0.05%             | 2030-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R04                                    | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1227660.00   | 0.05%             | 2042-03-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      168000 | PA      | $148170.92    | 0.01%             | 2035-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $115183.69    | 0.00%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    56000000 | PA      | $1844892.53   | 0.07%             | 2031-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINANCL CORP                         | Fifth Third Financial Corp                                                      | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     2792000 | PA      | $2918328.06   | 0.11%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                  | QNB Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |      250000 | PA      | $172708.73    | 0.01%             | 2028-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $129814.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 706451BD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $1052650.00   | 0.04%             | 2027-09-15      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                           | CHUBB INA HOLDINGS LLC                                                          | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $1436653.71   | 0.05%             | 2030-08-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5000000 | PA      | $4695467.69   | 0.18%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                         | Empresa de Transporte de Pasajeros Metro SA                                     | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |     2000000 | PA      | $2645844.38   | 0.10%             | 2031-10-30      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $119083.37    | 0.00%             | 2052-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                               | Expand Energy Corp                                                              | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2001126.29   | 0.08%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                 | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     4740000 | PA      | $6315722.05   | 0.24%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP PARIBAS SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    18000000 | PA      | $2616517.37   | 0.10%             | 2028-03-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      436000 | PA      | $285137.19    | 0.01%             | 2041-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                             | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      180000 | PA      | $184698.31    | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS GOVERNMENT OF JAPAN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $319924.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       66424 | PA      | $66713.59     | 0.00%             | 2041-10-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $620737.67    | 0.02%             | 2031-03-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Real Estate Asset Liquidity Tr                   | Real Estate Asset Liquidity Trust                                               | CUSIP: 75585RRT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      139057 | PA      | $101914.15    | 0.00%             | 2055-02-12      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                          | Hamburg Commercial Bank AG                                                      | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |     8160000 | PA      | $7862044.13   | 0.30%             | 2031-03-21      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FINANCE                             | Prologis Yen Finance LLC                                                        | CUSIP: 74346GAB8<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |   700000000 | PA      | $4368447.34   | 0.17%             | 2028-09-25      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $880937.50    | 0.03%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BSP98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    36803800 | PA      | $101011.71    | 0.00%             | 2026-08-25      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                         | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     1200000 | PA      | $1479544.39   | 0.06%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32015000 | PA      | $32530241.41  | 1.24%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $153612.11    | 0.01%             | 2046-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $694.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $296949.76    | 0.01%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $97311.66     | 0.00%             | 2055-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMISION FED DE ELECTRIC                         | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     4803333 | PA      | $4447790.59   | 0.17%             | 2036-12-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                            | ALIBABA GROUP HOLDING LTD                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |    17720000 | PA      | $2597455.09   | 0.10%             | 2029-11-28      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KOREA EXPRESSWAY CORP                            | Korea Expressway Corp                                                           | CUSIP: 000000000<br>LEI: 988400EZO9DR1OFL5772 | Long             | DBT              | NUSS              | KR        |     7500000 | PA      | $5284036.49   | 0.20%             | 2032-05-11      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $238953.00    | 0.01%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                         | Digicel International Finance Ltd / Difl US LLC                                 | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      775000 | PA      | $805860.50    | 0.03%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                             | Bulgarian Energy Holding EAD                                                    | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     9300000 | PA      | $10610364.19  | 0.40%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                   | OneMain Direct Auto Receivables Trust 2019-1                                    | CUSIP: 68267EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1061741 | PA      | $1060762.08   | 0.04%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                           | Berkshire Hathaway Inc                                                          | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |  2240000000 | PA      | $13654685.97  | 0.52%             | 2029-09-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $63734.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                              | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      182260 | PA      | $134454.24    | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2024-CES5                                             | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4149530 | PA      | $4159859.23   | 0.16%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4050000 | PA      | $4139100.00   | 0.16%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                         | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    16656000 | PA      | $15498403.84  | 0.59%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HKT CAPITAL NO 3 LTD                             | HKT Capital No 3 Ltd                                                            | CUSIP: 000000000<br>LEI: 254900HE65W6XSXMND87 | Long             | DBT              | CORP              | VG        |     9300000 | PA      | $10659198.54  | 0.41%             | 2027-04-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $102499.66    | 0.00%             | 2054-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US BANK NA                                       | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HLH4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |     3414000 | PA      | $3396409.10   | 0.13%             | 2047-08-09      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      131108 | PA      | $158237.31    | 0.01%             | 2036-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $121658.00    | 0.00%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      168000 | PA      | $135531.26    | 0.01%             | 2037-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | FWD TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    57900000 | NC      | $-34022.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     7892000 | PA      | $9799134.35   | 0.37%             | 2029-06-28      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    62000000 | PA      | $11329875.29  | 0.43%             | 2045-05-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                         | Export-Import Bank of China/The                                                 | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     4000000 | PA      | $593546.71    | 0.02%             | 2027-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3260000 | PA      | $3183593.75   | 0.12%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                               | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |     5430000 | PA      | $6203129.17   | 0.24%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                   | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     3900000 | PA      | $4670928.47   | 0.18%             | 2032-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4150000 | PA      | $4708045.73   | 0.18%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $146451.58    | 0.01%             | 2047-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                          | Region of Ile de France                                                         | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |     1700000 | PA      | $2017009.14   | 0.08%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COML CAP TRUST                         | Greystone Commercial Capital Trust Series 2021-2                                | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19079706 | PA      | $16980938.68  | 0.65%             | 2026-05-31      | Floating      | 7.23%                 | Yes           |                  3 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-56723.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BEWS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4923929 | PA      | $282632.53    | 0.01%             | 2032-02-25      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    24000000 | PA      | $4140637.00   | 0.16%             | 2034-05-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                               | Sweden Government Bond                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    10000000 | PA      | $1190781.81   | 0.05%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      318913 | PA      | $378892.98    | 0.01%             | 2039-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                            | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     5400000 | PA      | $5396150.72   | 0.21%             | 2086-05-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      400000 | PA      | $397600.00    | 0.02%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                            | CLUBCORP HOLDINGS INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      667390 | PA      | $659047.26    | 0.03%             | 2032-07-10      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                    | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1755000 | PA      | $1753004.89   | 0.07%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1050000 | PA      | $1018374.00   | 0.04%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 912833X96<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      800000 | PA      | $520849.90    | 0.02%             | 2035-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.AAA.17                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-120713.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                 | CUSIP: 46649XAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1459000 | PA      | $266252.91    | 0.01%             | 2031-07-05      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| REP OF ITALY CPN STRIP                           | Repubic of Italy Government International Bond Coupon Strip                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5458004 | PA      | $5496760.04   | 0.21%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3000000 | PA      | $3552493.95   | 0.14%             | 2026-05-11      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                         | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     8212000 | PA      | $9463389.04   | 0.36%             | 2035-03-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2173950.83   | 0.08%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                   | Oaktown Re VII Ltd                                                              | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      311103 | PA      | $313641.22    | 0.01%             | 2034-04-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $122762.10    | 0.00%             | 2051-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                              | Republic of Austria Government International Bond                               | CUSIP: 052591AS3<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2349000 | PA      | $1879803.79   | 0.07%             | 2034-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                             | BOOTS GROUP BIDCO LTD/THE                                                       | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |     1200000 | PA      | $1650459.98   | 0.06%             | 2032-08-31      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                          | Hungary Government Bond                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   800000000 | PA      | $2363396.53   | 0.09%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-22992.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                           | Province of Manitoba Canada                                                     | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     3000000 | PA      | $1740471.49   | 0.07%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                           | Berkshire Hathaway Inc                                                          | CUSIP: 084670CF3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   300000000 | PA      | $1428018.03   | 0.05%             | 2039-09-13      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      805000 | PA      | $876077.07    | 0.03%             | 2034-01-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: —       |
| GENERAL ELECTRIC CO                              | General Electric Co                                                             | CUSIP: 36962GQX5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $399400.43    | 0.02%             | 2038-10-16      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | PROLOGIS LP                                                                     | CUSIP: 000000000<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    26000000 | PA      | $3772596.99   | 0.14%             | 2027-02-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    10060000 | PA      | $10611431.65  | 0.40%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                                     | CUSIP: 026657BF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2735144.23   | 0.10%             | 2028-06-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      300000 | PA      | $398177.53    | 0.02%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      501102 | PA      | $619205.62    | 0.02%             | 2030-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $129088.49    | 0.00%             | 2050-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -68380000 | OU      | $-118954.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.AAA.16                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-18268.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2295123.92   | 0.09%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                | International Finance Corp                                                      | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    78000000 | PA      | $1652344.93   | 0.06%             | 2037-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                             | Boots Group Finco LP                                                            | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |      225000 | PA      | $317646.20    | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                         | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     2100000 | PA      | $1526245.81   | 0.06%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 94988U656<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         526 | NS      | $12771.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $63689.85     | 0.00%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | HSBC BANK PLC                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | DBT              | CORP              | GB        |    36800000 | PA      | $5295972.60   | 0.20%             | 2026-04-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1285000 | PA      | $1530653.23   | 0.06%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      500000 | PA      | $619221.68    | 0.02%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                              | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      452005 | PA      | $332901.54    | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-56601.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                            | CLUBCORP HLDGS INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72724 | PA      | $71815.11     | 0.00%             | 2031-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                         | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      600000 | PA      | $561750.00    | 0.02%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $804843.75    | 0.03%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                             | Province of Nova Scotia Canada                                                  | CUSIP: 669827FZ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |     3000000 | PA      | $1877156.39   | 0.07%             | 2045-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | BARCLAYS BANK PLC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    12000000 | PA      | $1755056.96   | 0.07%             | 2027-04-30      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                            | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      300000 | PA      | $323439.00    | 0.01%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ECUADOR SOCIAL BOND SARL                         | Ecuador Social Bond Sarl                                                        | CUSIP: 000000000<br>LEI: 5493006P8FVL2JCVBP02 | Long             | DBT              | NUSS              | LU        |    16160000 | PA      | $281184.00    | 0.01%             | 2035-01-30      | Fixed         | 0.35%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     8500000 | PA      | $9375229.49   | 0.36%             | 2029-07-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        7000 | PA      | $10197.21     | 0.00%             | 2030-08-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                              | Slovenia Government Bond                                                        | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      100000 | PA      | $104682.70    | 0.00%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-304987.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      210000 | PA      | $144189.18    | 0.01%             | 2028-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2500000 | PA      | $2144411.65   | 0.08%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $126597.01    | 0.00%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                        | Aflac Inc                                                                       | CUSIP: 001055BG6<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $534909.02    | 0.02%             | 2035-03-12      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                               | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     6000000 | PA      | $6625419.00   | 0.25%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $244255.59    | 0.01%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                        | Aflac Inc                                                                       | CUSIP: 001055AS1<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    80000000 | PA      | $514028.95    | 0.02%             | 2027-01-25      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $245658.60    | 0.01%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1344350.81   | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                   | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HBW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      306783 | PA      | $297983.81    | 0.01%             | 2028-09-25      | Fixed         | 28.35%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-13880.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TFS_18-3                                         | TFS_18-3                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | N/A       |           1 | PA      | $1.19         | 0.00%             | 2040-04-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $62617.91     | 0.00%             | 2030-03-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MALTA GOVERNMENT                                 | Malta Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300CZVZYSMSGX6X78 | Long             | DBT              | NUSS              | MT        |     2500000 | PA      | $2567372.68   | 0.10%             | 2031-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HAMMERSON IRELAND                                | Hammerson Ireland Finance DAC                                                   | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              | CORP              | IE        |     6897000 | PA      | $8063356.53   | 0.31%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                   | Ameriquest Mort Sec Inc Ass Bk Pas Thr Certs Ser 2002 2                         | CUSIP: 03072SCJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       76545 | PA      | $76286.35     | 0.00%             | 2032-08-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                       | CUSIP: 775109BJ9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $513821.13    | 0.02%             | 2029-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2100000 | PA      | $2441695.09   | 0.09%             | 2048-01-27      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      103909 | PA      | $125510.32    | 0.00%             | 2036-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7890000 | PA      | $7369784.94   | 0.28%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                           | Brazilian Government International Bond                                         | CUSIP: 105756BN9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2890000 | PA      | $550707.61    | 0.02%             | 2028-01-10      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   113840000 | OU      | $91184.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                       | Federal National Mortgage Association                                           | CUSIP: 31359MEE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    15000000 | PA      | $21131258.01  | 0.80%             | 2028-12-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                         | African Export-Import Bank/The                                                  | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | N/A       |      300000 | PA      | $261262.50    | 0.01%             | 2031-05-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $9619428.75   | 0.37%             | 2036-11-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                         | Comision Federal de Electricidad                                                | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      405000 | PA      | $406620.00    | 0.02%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                           | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      275000 | PA      | $274600.53    | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $115889.55    | 0.00%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL                         | JPMORGAN CHASE FINANCIAL CO LLC                                                 | CUSIP: 000000000<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $2027325.43   | 0.08%             | 2026-08-31      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $139688.65    | 0.01%             | 2048-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                         | Province of British Columbia Canada                                             | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     3000000 | PA      | $1650556.31   | 0.06%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      500000 | PA      | $737198.56    | 0.03%             | 2028-06-02      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS TOTAL ENERGIES SE                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1082.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                             | Beignet Investor LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13739000 | PA      | $14352794.84  | 0.55%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                            | Freeport Indonesia PT                                                           | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     2490000 | PA      | $2530462.50   | 0.10%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                         | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1775000 | PA      | $1597446.75   | 0.06%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5000000 | PA      | $1533563.19   | 0.06%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $120448.70    | 0.00%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                           | EMIRATES NBD BANK PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    35360000 | PA      | $5085595.59   | 0.19%             | 2028-08-29      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                             | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     8758000 | PA      | $4476762.76   | 0.17%             | 2032-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                               | Expand Energy Corp                                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       23063 | NS      | $2592511.83   | 0.10%             |  |  |  | Yes           |                  1 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $95895.72     | 0.00%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                         | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     1063000 | PA      | $1340009.76   | 0.05%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $35275.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $75059.47     | 0.00%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1085000 | PA      | $929274.99    | 0.04%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       64434 | PA      | $78333.09     | 0.00%             | 2028-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      168000 | PA      | $141530.95    | 0.01%             | 2036-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government Bond - CPI Linked                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     5526001 | PA      | $260812.01    | 0.01%             | 2046-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                 | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     5500000 | PA      | $6324754.97   | 0.24%             | N/A             | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                | Kuntarahoitus Oyj                                                               | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    13000000 | PA      | $1452663.42   | 0.06%             | 2032-09-24      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| XPO INC                                          | XPO Inc                                                                         | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      735000 | PA      | $772578.15    | 0.03%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                           | Korea Development Bank/The                                                      | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    74000000 | PA      | $8138677.10   | 0.31%             | 2027-08-10      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Bayview Financing Trust                          | Bayview Financing Trust 2023-1F                                                 | CUSIP: 07336HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1805333 | PA      | $1813823.21   | 0.07%             | 2026-07-01      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                            | CDS UNITED STATES TREASURY NOTE/BOND                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5807.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2049111.30   | 0.08%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| TOTE SHIPHOLDINGS INC                            | Tote Shipholdings LLC                                                           | CUSIP: 89156HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       94000 | PA      | $84734.50     | 0.00%             | 2040-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UniCredit SpA                                                                   | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     8485000 | PA      | $8418423.30   | 0.32%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA ACORES                           | Autonomous Region of the Azores                                                 | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |      400000 | PA      | $458626.71    | 0.02%             | 2027-10-01      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       24000 | PA      | $23986.56     | 0.00%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                 | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     1361000 | PA      | $1607211.62   | 0.06%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                               | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    12110000 | PA      | $1877631.34   | 0.07%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                          | NESTLE FINANCE INTERNATIONAL LTD                                                | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    28000000 | PA      | $4032119.07   | 0.15%             | 2035-05-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1226082.18   | 0.05%             | 2030-03-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AIRCRAFT FINANCE CO LTD                          | Aircraft Finance Co Ltd                                                         | CUSIP: 000000000<br>LEI: 549300V406LJMUES1M40 | Long             | DBT              | CORP              | KY        |      366237 | PA      | $365801.26    | 0.01%             | 2026-03-29      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS CDX.NA.HY.42.V1                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9944.77      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $185844.36    | 0.01%             | 2042-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $280455.25    | 0.01%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $127918.83    | 0.00%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHAVEN CMBD CYCLE GEN                         | Southaven Combined Cycle Generation LLC                                         | CUSIP: 841215AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       77331 | PA      | $75332.13     | 0.00%             | 2033-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      800000 | PA      | $397078.99    | 0.02%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                            | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     3786397 | PA      | $3907637.33   | 0.15%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN                             | Bioceanico Sovereign Certificate Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     7129393 | PA      | $5833625.59   | 0.22%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $279086.97    | 0.01%             | 2026-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1287000 | PA      | $1115867.61   | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                      | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     4410000 | PA      | $3390484.81   | 0.13%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    68470000 | OU      | $125334.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      419264 | PA      | $114344.73    | 0.00%             | 2031-08-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $899687.50    | 0.03%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1251912.64   | 0.05%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                             | Booking Holdings Inc                                                            | CUSIP: 09857LBH0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $4154201.32   | 0.16%             | 2031-05-09      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1015000.00   | 0.04%             | 2041-10-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1786000 | PA      | $1833225.37   | 0.07%             | 2039-03-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                               | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     7550000 | PA      | $6684793.47   | 0.25%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Dean Witter Cap                   | Morgan Stanley Dean Witter Capital I Inc Trust 2002-AM3                         | CUSIP: 61746WWR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       21350 | PA      | $21507.84     | 0.00%             | 2033-02-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                               | Peru Government Bond                                                            | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     6000000 | PA      | $1872435.72   | 0.07%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| DENMARK I/L GOVT BOND                            | Denmark I/L Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     1036674 | PA      | $152714.23    | 0.01%             | 2034-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $656.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-174151.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| European Residential Loan Secu                   | LSF11 Boson Investments Sarl Compartment 2                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |      169539 | PA      | $201612.43    | 0.01%             | 2060-11-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $71334.82     | 0.00%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      500000 | PA      | $73616.67     | 0.00%             | 2029-03-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $6547377.73   | 0.25%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2450000 | PA      | $2797890.93   | 0.11%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     9300000 | PA      | $10933043.83  | 0.42%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    21500000 | PA      | $3343344.60   | 0.13%             | 2030-05-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO                        | CIFC European Funding CLO III DAC                                               | CUSIP: 000000000<br>LEI: 5493000EF0244RPYUG32 | Long             | ABS-CBDO         | CORP              | IE        |    11500000 | PA      | $13588990.55  | 0.52%             | 2034-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                      | Tenneco Inc                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2337901.99   | 0.09%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                        | CIM Trust 2024-R1                                                               | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      744929 | PA      | $741822.80    | 0.03%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.AAA.17                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26299.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                           | MORGAN STANLEY FINANCE LLC                                                      | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $731589.78    | 0.03%             | 2028-03-08      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $6265167.43   | 0.24%             | 2030-08-24      | Floating      | 5.22%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-P4                                     | CUSIP: 29429EAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9100000 | PA      | $22715.42     | 0.00%             | 2049-07-10      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $1181841.36   | 0.04%             | 2027-04-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $30363.77     | 0.00%             | 2072-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                         | European Investment Bank                                                        | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     3985000 | PA      | $1054505.25   | 0.04%             | 2028-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                           | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     2400000 | PA      | $2657667.17   | 0.10%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                           | Morgan Stanley Finance LLC                                                      | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $296146.07    | 0.01%             | 2028-08-10      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2075137.29   | 0.08%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      167354 | PA      | $162996.80    | 0.01%             | 2044-03-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $338301.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3405000 | PA      | $3143883.20   | 0.12%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                         | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     1388000 | PA      | $1401880.00   | 0.05%             | 2020-10-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      579000 | PA      | $712846.59    | 0.03%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SPAIN I/L BOND                                   | Spain Government Inflation Linked Bond                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      103741 | PA      | $120480.81    | 0.00%             | 2036-11-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                             | Agence France Locale                                                            | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |     2300000 | PA      | $2673060.26   | 0.10%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -81840000 | OU      | $-353039.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | JAPAN YEN CURR                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        1493 | NC      | $310316.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.17.AAA                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-37570.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | FWD TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |    47250000 | NC      | $-226588.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS REPUBLIC OF ESTONIA                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $27424.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS CANADIAN IMPERIAL BANK OF COMMERCE                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2931.43      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $709559.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |   132825000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $345652.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS UNITEDHEALTH GROUP INC                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $5758.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-64230.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20523.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS PACIFIC LIFE GLOBAL FUNDING II                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22713.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -113840000 | OU      | $-25981.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $7859.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS REPUBLIC OF ECUADOR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $149931.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS STATE OF ILLINOIS                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13790.30     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-145603.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS COLOMBIA TELECOMUNICACIONES SA ESP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1423.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS COMMONWEALTH OF AUSTRALIA                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $92360.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $84469.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $445252.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-239945.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-112900.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | EURO FX CURR                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         -98 | NC      | $-228314.14   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $84469.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | USD/HKD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $65597.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS CHINA DEVELOPMENT BANK                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-145660.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS NOMURA HOLDINGS INC                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $12898.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $151.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                         | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-263552.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21118.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS ALTICE FRANCE SA                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $11615.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | SWOP IRS AUD                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |    10000000 | OU      | $614540.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -68380000 | OU      | $-202574.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-12451.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS LINCOLN NATIONAL CORP                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $46937.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-64230.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8478.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-56601.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-113536.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    68585000 | OU      | $14438.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $131772.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS STANDARD CHARTERED BANK                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $11828.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   -68585000 | OU      | $-6420.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $190.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1244.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | BP CURRENCY                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -500 | NC      | $-1126258.75  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS CONFEDERATION OF SWITZERLAND                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-19728.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-2790.75     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -278 | NC      | $-12162.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $283134.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-237810.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15635.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -42370000 | OU      | $-304795.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $171884.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $137791.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |  -265650000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $345652.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -136 | NC      | $-5950.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $126725.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         136 | NC      | $13600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | EURO ESTR                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         151 | NC      | $-1403.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $263473.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $18259.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS TOTAL ENERGIES SE                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1520.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS CMBX.NA.AAA.18                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $46908.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-184816.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS SKANDINAVISKA ENSKILDA BANKEN AB                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $21972.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-29443.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $192609.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21118.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF ROMANIA                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1721.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS BANK OF NOVA SCOTIA                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-12186.18    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS SOFTBANK GROUP CORP                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4069.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF ECUADOR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $71673.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-3361.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                            | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-138498.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US LONG BOND(CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         225 | NC      | $-2513.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $70909.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1211.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS CMBX.NA.AAA.18                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $30980.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | FWD UKT                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     2500000 | NC      | $3897.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1459044.42  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS BANK OF MONTREAL                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3371.06      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   -68470000 | OU      | $-22006.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-375643.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $263473.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-112900.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $22294.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -137170000 | OU      | $-5590.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -81840000 | OU      | $-65929.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $40305.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         297 | NC      | $-282565.70   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $115819.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-118238.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-81225.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS COMISION FEDERAL DE ELECTRICIDAD CFE                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-105064.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -28 | NC      | $41961.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $53879.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $30707.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    68585000 | OU      | $854.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |    68380000 | OU      | $389328.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS SIEMENS AG                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7161.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-56215.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $53879.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | SWOP IRS AUD                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |    10000000 | OU      | $269772.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21193.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2611.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-143800.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-230447.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-140429.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1399638.37   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-946458.44   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3065357.06  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $138142.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-52308.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $7546875.99   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                | EURO-BOBL                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -852 | NC      | $387657.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-249278.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-7406456.69  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $64774.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-17993.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-178612.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-323862.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $206098.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-95952.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $23331.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $460809.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS REPUBLIC OF IRELAND                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $39451.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-89729.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $20779.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $371294.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-86957.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-687571.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $433710.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1222371.10  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-197300.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3199218.54   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $659957.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $104687.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-425273.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $13499622.75  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $239822.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-128954.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2798170.36  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3512741.10  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-6116251.20  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-897841.74   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-72901.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $4352712.42   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   -68470000 | OU      | $-53824.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $5583.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3123386.40  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1634656.42   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $17397.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-12922.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2142956.57   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-43271.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-270536.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $5871703.67   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-491572.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US ULTRA BOND                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         222 | NC      | $-491081.74   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-58045.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $268229.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-38199.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-109118.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-336298.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-65162.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-186773.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-415039.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3370170.27  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $21165.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-72304.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-119406.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $18988.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $67051.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-876373.28   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-114898.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $15811.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-44051.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1316598.67  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-67331.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-400112.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company              | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1802131.42  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.AAA.17                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-187851.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-455267.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $619333.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1803481.03  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1843235.24  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-720411.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-131403.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $102768.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $70642.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1659891.33   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS SAR                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $336453.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-108155.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-284873.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $568711.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | IRS CLP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-98853.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $96349.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-151465.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-425650.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2355488.34  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-446863.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1603596.97  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-7137429.13  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $338243.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-134270.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-68275.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $159404.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2334410.15   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-2686.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3308982.76   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $246203.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $7406.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2912.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-17746.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                  | CDS CDX.EM.44.V1                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $315142.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-610687.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $5254938.94   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1242552.09  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-460447.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4744032.14  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $218351.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-206524.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1410050.96   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $20421.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-254204.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          14 | NC      | $-17844.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-8272.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $407062.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $43943.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-55104.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-546094.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS HUF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-243243.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-71419.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-192102.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-983.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2984517.67  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | USD/MYR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $469771.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4246.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-482005.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1453897.72   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-17991.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $597926.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1283872.07  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1591386.25   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $228710.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-40872.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-38571.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS REPUBLIC OF ECUADOR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $155686.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1462363.98   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-9682.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-820066.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-92798.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |           1 | NC      | $103473.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-596645.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $8368.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-841241.21   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-17800.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-589662.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $117740.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3699949.63  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1215840.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-438009.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-9807.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-341223.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1929423.53   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3204.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-681353.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-461726.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $543748.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $196205.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1015332.19  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-411176.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                          | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $39866.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-67085.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $18015.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS TWD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $196922.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-31862.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-517921.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-533077.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-58003.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF KAZAKHSTAN                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $131410.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1265364.27   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-25220.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $225573.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-9202.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-61414.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-184895.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-878070.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS ILS                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $136879.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-56159.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2193.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $131172.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $137791.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1180221.09  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-553591.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $349352.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-95087.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $644309.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-76111.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3040.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-408235.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-22865.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $296223.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1307063.73  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-86249.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2197862.71  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-91808.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $823600.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-868656.02   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1152549.47   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $248726.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-41815.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-177864.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-811899.64   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   -42370000 | OU      | $-58753.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-43940.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $728925.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-14021.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1593337.06  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-588233.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1520367.02  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $616352.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-771544.51   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-18991.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-412080.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                | EURO-SCHATZ                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -200 | NC      | $17595.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-256263.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-323714.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                          | CSWAP CNY VS USD                                                                | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-117543.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $18397.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $147927.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $94001.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $929002.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $192143.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $52290.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-81474.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20998.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                          | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $256737.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-550020.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION              | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-2340.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2849.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-308677.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-119778.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4875951.66  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $543535.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3182986.79   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $539724.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $43.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $39794.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-13278137.69 | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-600082.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $221578.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $110388.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1171112.13  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-128898.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-87698.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-685.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-220248.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $107831.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-20558.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-742078.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1630246.49   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-41159.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |           1 | NC      | $1190906.23   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3207422.28  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-640341.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-701282.14   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | IRS CLP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-46795.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1400000 | PA      | $1744493.72   | 0.07%             | 2036-03-28      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-4381.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2390000 | PA      | $2332117.19   | 0.09%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                         | Societe Nationale SNCF SACA                                                     | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |     3200000 | PA      | $3667484.66   | 0.14%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan                   | Laurel Road Prime Student Loan Trust 2019-A                                     | CUSIP: 51889RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1089362 | PA      | $483991.06    | 0.02%             | 2048-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                         | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      506000 | PA      | $577588.98    | 0.02%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                           | American International Group Inc                                                | CUSIP: 026874DV6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   150000000 | PA      | $886797.65    | 0.03%             | 2034-11-27      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2500000 | PA      | $2987467.24   | 0.11%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      725000 | PA      | $760173.75    | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1635000 | PA      | $2168965.00   | 0.08%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    10100000 | PA      | $10936453.97  | 0.42%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CHASE MANHAT BANK USA NA                         | CHASE BANK USA NA                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    15390416 | PA      | $5030456.17   | 0.19%             | 2048-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $126725.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                               | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     2000000 | PA      | $1773188.77   | 0.07%             | 2050-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1272182.68   | 0.05%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    70829000 | PA      | $68650.90     | 0.00%             | 2038-12-31      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| JOHNSONVILLE AERO COMBST                         | Johnsonville Aeroderivative Combustion Turbine Generation LLC                   | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      271596 | PA      | $260247.94    | 0.01%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $152109.00    | 0.01%             | 2041-09-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $68221.75     | 0.00%             | 2062-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TFS_18-3-A1                                      | TFS_18-3-A1                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | LU        |     1630974 | PA      | $1449956.57   | 0.06%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| STATE OF ISRAEL                                  | State of Israel                                                                 | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1500000 | PA      | $1556250.00   | 0.06%             | 2027-11-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS US CCP                                  | BARCLAYS BANK PLC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    17000000 | PA      | $2462616.23   | 0.09%             | 2029-09-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      268268 | PA      | $324102.03    | 0.01%             | 2038-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.AAA.18                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3098.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGION OF PIEMONTE                               | Region of Piemont Italy                                                         | CUSIP: 000000000<br>LEI: 81560015A25A29EC1433 | Long             | DBT              | NUSS              | IT        |     4000000 | PA      | $4041999.88   | 0.15%             | 2036-11-27      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    51907302 | PA      | $53664.83     | 0.00%             | 2033-12-31      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                         | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   300000000 | PA      | $1885806.09   | 0.07%             | 2028-07-12      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3690000 | PA      | $4113167.11   | 0.16%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                         | Lima Metro Line 2 Finance Ltd                                                   | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     1592068 | PA      | $1540628.48   | 0.06%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| SFIL SA                                          | SFIL SA                                                                         | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |     9100000 | PA      | $10763714.75  | 0.41%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL SCHOOLS PARTNERSHIP                | INTERNATIONAL SCHOOLS PARTNERSHIP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2573756 | PA      | $2560887.63   | 0.10%             | 2031-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $59650.50     | 0.00%             | 2065-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FUZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    28722823 | PA      | $1616376.88   | 0.06%             | 2030-05-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1270000 | PA      | $1485165.76   | 0.06%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-3361.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -833 | NC      | $348539.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                  | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      513580 | PA      | $486857.79    | 0.02%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                    | CoreWeave Inc                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      430000 | PA      | $423382.41    | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      157019 | PA      | $189193.49    | 0.01%             | 2037-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1268139.70   | 0.05%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $1076451.90   | 0.04%             | 2034-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       95151 | PA      | $115990.40    | 0.00%             | 2034-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ONTARIO ELECTRICITY FIN                          | Ontario Electricity Financial Corp                                              | CUSIP: 683078FP9<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |    10000000 | PA      | $6159799.51   | 0.23%             | 2031-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL                         | JPMORGAN CHASE FINANCIAL CO LLC                                                 | CUSIP: 000000000<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |    38000000 | PA      | $5624702.62   | 0.21%             | 2028-07-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    74310762 | PA      | $3061335.88   | 0.12%             | 2030-06-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust 2024-CES7                                                   | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2162080 | PA      | $2171680.23   | 0.08%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $169435.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                   | NewDay Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |     2600000 | PA      | $3578728.95   | 0.14%             | 2032-03-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $62547.08     | 0.00%             | 2064-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 000000000<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29149.92     | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                   | JPMDB Commercial Mortgage Securities Trust 2020-COR7                            | CUSIP: 46652JAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4404810.50   | 0.17%             | 2053-05-13      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                         | MFB Magyar Fejlesztesi Bank Zrt                                                 | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |      100000 | PA      | $117122.06    | 0.00%             | 2026-06-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                         | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     4760000 | PA      | $5534498.72   | 0.21%             | 2028-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     3200000 | PA      | $3797861.40   | 0.14%             | 2032-09-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $126970.71    | 0.00%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $65794.14     | 0.00%             | 2063-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ferrellgas Partners LP                           | Ferrellgas Partners LP                                                          | CUSIP: 315293308<br>LEI: 529900YP52A6C5K57L34 | Long             | EC               | CORP              | US        |        2731 | NS      | $488205.58    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $171884.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                         | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     1500000 | PA      | $1912500.23   | 0.07%             | 2030-10-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1884000 | PA      | $2148784.46   | 0.08%             | 2029-02-01      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                         | Lima Metro Line 2 Finance Ltd                                                   | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     3232141 | PA      | $3337218.19   | 0.13%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   300000000 | PA      | $1526266.48   | 0.06%             | 2038-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R01                                    | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      340000 | PA      | $346391.66    | 0.01%             | 2041-12-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                             | Bulgarian Energy Holding EAD                                                    | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     1800000 | PA      | $2130296.20   | 0.08%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                            | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  4200000000 | PA      | $25203327.22  | 0.96%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                              | Fortive Corp                                                                    | CUSIP: 34959JAM0<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $4675553.04   | 0.18%             | 2029-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                                 | Mexican Udibonos                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     8685889 | PA      | $423126.45    | 0.02%             | 2043-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                 | DIAMOND SPORTS GRP LLC- WARRANTS                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       82206 | NS      | $0.82         | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -42370000 | OU      | $-58782.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2014-GC22                                          | CUSIP: 36253BAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35000000 | PA      | $37530.50     | 0.00%             | 2047-06-10      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      180000 | PA      | $230808.08    | 0.01%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                    | Medtronic Inc                                                                   | CUSIP: 585055BV7<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $13797321.36  | 0.52%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                           | China Development Bank                                                          | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    27000000 | PA      | $4416362.21   | 0.17%             | 2032-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     7500000 | PA      | $7937192.50   | 0.30%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                          | Bank of New York Mellon/The                                                     | CUSIP: 06406MAU2<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |     1092000 | PA      | $1088842.12   | 0.04%             | 2038-06-30      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                         | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     4000000 | PA      | $588289.00    | 0.02%             | 2029-01-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| KOREA EXPRESSWAY CORP                            | Korea Expressway Corp                                                           | CUSIP: 000000000<br>LEI: 988400EZO9DR1OFL5772 | Long             | DBT              | NUSS              | KR        |    80000000 | PA      | $8478779.10   | 0.32%             | 2032-04-28      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1697725.91   | 0.06%             | 2031-05-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| SAN MARINO GOVERNMENT BO                         | San Marino Government Bond                                                      | CUSIP: 000000000<br>LEI: 5299009BDP7ZQ4185U27 | Long             | DBT              | NUSS              | SM        |      300000 | PA      | $363793.59    | 0.01%             | 2027-01-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $916566.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $59795.53     | 0.00%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $8049953.59   | 0.31%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2200000 | PA      | $2196985.56   | 0.08%             | 2031-05-15      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                            | Becton Dickinson & Co                                                           | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2790587.46   | 0.11%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $957656.25    | 0.04%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                              | 20 Times Square Trust 2018-20TS                                                 | CUSIP: 90137LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $845000.00    | 0.03%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| QNB FINANCE LTD                                  | QNB FINANCE LTD                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    41660000 | PA      | $5988361.28   | 0.23%             | 2026-03-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A      | LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A                                     | CUSIP: 518888102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3430000 | PA      | $447778.84    | 0.02%             | 2043-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                            | Guatemala Government Bond                                                       | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1000000 | PA      | $1041250.00   | 0.04%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                         | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      598000 | PA      | $756498.39    | 0.03%             | 2034-10-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1841017.77  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                     | Hydro-Quebec                                                                    | CUSIP: 000000000<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $367500.00    | 0.01%             | N/A             | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5045000 | PA      | $5066827.38   | 0.19%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA ACORES                           | Autonomous Region of the Azores                                                 | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |      300000 | PA      | $335895.34    | 0.01%             | 2029-06-15      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                         | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |      400000 | PA      | $428916.38    | 0.02%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       45724 | PA      | $56345.22     | 0.00%             | 2033-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD                                     | DBS BANK LTD                                                                    | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |     5000000 | PA      | $714742.37    | 0.03%             | 2028-08-20      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $72836.69     | 0.00%             | 2061-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1812000 | PA      | $1756.28      | 0.00%             | 2038-12-31      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21410000 | PA      | $19583459.38  | 0.74%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government International Bond                                 | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    10198000 | PA      | $13210387.94  | 0.50%             | 2034-07-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                            | CDS UNITED STATES TREASURY NOTE/BOND                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2009.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                            | Japan Government Ten Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   300000000 | PA      | $1853595.24   | 0.07%             | 2035-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      240000 | PA      | $267672.53    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   123533771 | PA      | $4729774.55   | 0.18%             | 2030-10-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $76794.50     | 0.00%             | 2060-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2016-C35                                  | CUSIP: 95000FAX4<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    24000000 | PA      | $32896.80     | 0.00%             | 2048-07-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2000000 | PA      | $2124739.88   | 0.08%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA GENL REP                         | Bonos de la Tesoreria de la Republica                                           | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   198504700 | PA      | $220885.58    | 0.01%             | 2035-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                             | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     2723000 | PA      | $2774957.41   | 0.11%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1800000 | PA      | $1797647.22   | 0.07%             | 2031-05-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 949746ST9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4198000 | PA      | $2899758.07   | 0.11%             | 2027-04-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22824.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                      | SNCF Reseau                                                                     | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     1700000 | PA      | $1585214.78   | 0.06%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      390000 | PA      | $319596.40    | 0.01%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                           | KOREA DEVELOPMENT BANK/THE                                                      | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     5000000 | PA      | $721369.13    | 0.03%             | 2026-06-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2035000 | PA      | $1911946.09   | 0.07%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                             | Norway Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    22000000 | PA      | $2231425.24   | 0.08%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1685000 | PA      | $1526783.22   | 0.06%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $77753.78     | 0.00%             | 2059-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA ACORES                           | Autonomous Region of the Azores                                                 | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |      500000 | PA      | $552888.49    | 0.02%             | 2032-04-06      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     7585000 | PA      | $5781703.00   | 0.22%             | 2052-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                     | Hunt Cos Inc                                                                    | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |     3975000 | PA      | $3884144.69   | 0.15%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.18.AAA                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $30146.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1375000 | PA      | $1181125.00   | 0.04%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    22400000 | PA      | $16464000.00  | 0.63%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                         | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |      700000 | PA      | $817341.89    | 0.03%             | 2027-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $73372.30     | 0.00%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                            | Costa Rica Government International Bond                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1250000 | PA      | $1541499.81   | 0.06%             | 2030-11-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                              | Suzano Austria GmbH                                                             | CUSIP: 000000000<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $206626.00    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                          | ONE 2021-PARK Mortgage Trust                                                    | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1496628.75   | 0.06%             | 2036-03-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY B                   | Vantage Data Centers Germany Borrower Lux Sarl                                  | CUSIP: 000000000<br>LEI: 2549008VW14T3IH21H24 | Long             | ABS-O            | CORP              | LU        |     7900000 | PA      | $9467271.92   | 0.36%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| PLATINUM SECURITIES KY                           | Platinum for Belize Blue Investment Co LLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |     3450000 | PA      | $3072190.50   | 0.12%             | 2040-10-20      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    56637000 | PA      | $35380425.94  | 1.35%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF SLOVAKIA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $15067.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    81500000 | PA      | $13865891.11  | 0.53%             | 2035-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATES OF JERSEY                                 | Jersey International Bond                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JE        |      834000 | PA      | $830225.84    | 0.03%             | 2054-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    47812030 | PA      | $2426288.39   | 0.09%             | 2030-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| QXO INC                                          | QXO INC                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3630000 | PA      | $3630000.00   | 0.14%             | 2079-12-31      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| Greensky Home Improvement Issu                   | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      116479 | PA      | $119270.57    | 0.00%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      300072 | PA      | $358712.25    | 0.01%             | 2041-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                              | 20 Times Square Trust 2018-20TS                                                 | CUSIP: 90137LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $870000.00    | 0.03%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1003000 | PA      | $1282532.40   | 0.05%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $5983684.62   | 0.23%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| ADCB FINANCE CAYMAN LTD                          | ADCB Finance Cayman Ltd                                                         | CUSIP: 000000000<br>LEI: 213800R9XDKRM525M609 | Long             | DBT              | CORP              | KY        | 30000000000 | PA      | $1843532.90   | 0.07%             | 2029-04-29      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29737.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $169435.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IBM CORP                                         | International Business Machines Corp                                            | CUSIP: 459200LX7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4851765.94   | 0.18%             | 2031-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    10300000 | PA      | $11999261.01  | 0.46%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $288404.17    | 0.01%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAGESS                                           | Gestion Securite de Stocks Securite SA                                          | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |     2000000 | PA      | $2360217.00   | 0.09%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195000 | PA      | $191722.83    | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| LEBANESE REPUBLIC                                | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1000000 | PA      | $288895.40    | 0.01%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                 | Deutsche Bahn AG                                                                | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |     4200000 | PA      | $4656711.48   | 0.18%             | N/A             | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                            | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1407222.06   | 0.05%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1370000 | PA      | $1277607.20   | 0.05%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2024-PURE                                          | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |     4709877 | PA      | $3495429.76   | 0.13%             | 2041-11-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1669732.56   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     4000000 | PA      | $4636200.19   | 0.18%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                           | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4700000 | PA      | $5532843.38   | 0.21%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $125453.63    | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $117468.50    | 0.00%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4825000 | PA      | $4629784.48   | 0.18%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | INDONESIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    10000000 | PA      | $1430260.54   | 0.05%             | 2030-10-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1675000 | PA      | $1620026.50   | 0.06%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                       | Apidos CLO XLIV Ltd                                                             | CUSIP: 037989AL4<br>LEI: 254900N39ZT8BF6B8W53 | Long             | ABS-CBDO         | CORP              | JE        |    10000000 | PA      | $10047789.00  | 0.38%             | 2037-10-26      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 92343VGA6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $1978587.74   | 0.08%             | 2051-03-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| REGION OF UMBRIA                                 | Region of Umbria Italy                                                          | CUSIP: 000000000<br>LEI: 815600517A684B514873 | Long             | DBT              | NUSS              | IT        |      599447 | PA      | $670953.99    | 0.03%             | 2031-03-26      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $192333.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $117258.23    | 0.00%             | 2026-10-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                             | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    33700000 | PA      | $1848967.24   | 0.07%             | 2028-07-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                         | Uruguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   100000000 | PA      | $518997.16    | 0.02%             | 2036-12-09      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 19767QAS4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2277054.16   | 0.09%             | 2036-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $639843.75    | 0.02%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      950000 | PA      | $790374.79    | 0.03%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD                             | DIGICEL INTL FIN LTD                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3857 | NS      | $48413.84     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GPS BLUE FINANCING DAC                           | GPS Blue Financing DAC                                                          | CUSIP: 000000000<br>LEI: 635400J1S8CE6RWLCE97 | Long             | DBT              | NUSS              | IE        |      240000 | PA      | $238800.00    | 0.01%             | 2041-11-09      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3998438.76   | 0.15%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $584375.00    | 0.02%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS CDX.EM.44.V1                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1079662.83  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNPP IP Euro CLO                                 | BNPP AM Euro CLO 2018 DAC                                                       | CUSIP: 000000000<br>LEI: 635400VGNU8T62DHAX91 | Long             | ABS-CBDO         | CORP              | IE        |     3440893 | PA      | $4065683.55   | 0.15%             | 2031-04-15      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                        | Aflac Inc                                                                       | CUSIP: 001055AV4<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   700000000 | PA      | $4298645.90   | 0.16%             | 2030-10-18      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3000000 | PA      | $2201718.75   | 0.08%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $84728.47     | 0.00%             | 2057-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                   | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     6800000 | PA      | $8003151.30   | 0.30%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $127541.62    | 0.00%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   200000000 | PA      | $1283962.78   | 0.05%             | 2027-06-09      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2020-DNA6                                         | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $426674.52    | 0.02%             | 2050-12-25      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    13125000 | PA      | $12943209.56  | 0.49%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust 2024-CES1                                                   | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      963217 | PA      | $971828.64    | 0.04%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-58015.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                   | Eskom Holdings                                                                  | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    16350000 | PA      | $16873200.00  | 0.64%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      660000 | PA      | $645046.88    | 0.02%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $81367.56     | 0.00%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                             | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      700000 | PA      | $868735.63    | 0.03%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                         | Agence Francaise de Developpement EPIC                                          | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     5000000 | PA      | $5734130.63   | 0.22%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     4915000 | PA      | $4509266.75   | 0.17%             | 2033-01-21      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                         | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2065000 | PA      | $2374988.59   | 0.09%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                     | Eagle RE 2021-2 Ltd                                                             | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      930936 | PA      | $932975.02    | 0.04%             | 2034-04-25      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | HSBC BANK PLC                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | DBT              | CORP              | GB        |    35000000 | PA      | $5034359.72   | 0.19%             | 2026-03-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                 | Bayview Opportunity Master Fund VII Trust 2024-CAR1F                            | CUSIP: 07336MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      592791 | PA      | $594166.35    | 0.02%             | 2032-07-29      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS ORACLE CORP                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-23120.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41310000 | PA      | $32550989.06  | 1.24%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADCB FINANCE CAYMAN LTD                          | ADCB Finance Cayman Ltd                                                         | CUSIP: 000000000<br>LEI: 213800R9XDKRM525M609 | Long             | DBT              | CORP              | KY        |     2270000 | PA      | $1562733.87   | 0.06%             | 2027-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                | Trinidad & Tobago Government International Bond                                 | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     2215000 | PA      | $2208089.20   | 0.08%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                      | MetLife Inc                                                                     | CUSIP: 59156RBV9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   600000000 | PA      | $3716182.73   | 0.14%             | 2029-05-23      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    19245000 | PA      | $19221044.31  | 0.73%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT TERMINAL MALTA                          | Freeport Terminal Malta PLC                                                     | CUSIP: 356834AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |     3000000 | PA      | $3141953.28   | 0.12%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $112304.70    | 0.00%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    33300000 | PA      | $1885701.10   | 0.07%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $88709.61     | 0.00%             | 2056-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    11370000 | PA      | $11271016.40  | 0.43%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS CITIGROUP INC                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8095.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FIN                                 | Prologis Yen Finance LLC                                                        | CUSIP: 74346GAP7<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |   300000000 | PA      | $1494190.75   | 0.06%             | 2036-06-27      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3600000 | PA      | $3910704.82   | 0.15%             | 2029-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22900000 | PA      | $16366343.75  | 0.62%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                         | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17324CMJ2<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1499120.64   | 0.06%             | 2027-09-21      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                           | Lending Funding Trust 2020-2                                                    | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      756498 | PA      | $748336.04    | 0.03%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4200000 | PA      | $4299406.69   | 0.16%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2000000 | PA      | $295778.81    | 0.01%             | 2027-06-29      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $277933.44    | 0.01%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                               | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     9015000 | PA      | $7925176.65   | 0.30%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    41500000 | PA      | $6774859.85   | 0.26%             | 2031-12-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                     | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $511398.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA ACORES                           | Autonomous Region of the Azores                                                 | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |      400000 | PA      | $485543.11    | 0.02%             | 2028-10-17      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                             | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150932.89    | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 3137AYCV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3293052 | PA      | $517325.62    | 0.02%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26455000 | PA      | $26496335.94  | 1.01%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $84566.39     | 0.00%             | 2058-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4410000 | PA      | $4110106.82   | 0.16%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government International Bond                                 | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     5400000 | PA      | $6818229.95   | 0.26%             | 2028-04-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                         | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1037781.87   | 0.04%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |  1700000000 | PA      | $10292711.29  | 0.39%             | 2029-08-15      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    49000000 | PA      | $9315740.85   | 0.35%             | 2046-12-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $314939.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1000000 | PA      | $1232313.57   | 0.05%             | 2028-10-10      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB SA                           | CREDIT AGRICOLE CORPORATE & INVESTMENT BANK SA                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | DBT              | CORP              | FR        |    17000000 | PA      | $2495409.20   | 0.09%             | 2029-04-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1275000 | PA      | $1274528.25   | 0.05%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |       78121 | PA      | $78388.46     | 0.00%             | 2041-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1100000 | PA      | $1300142.85   | 0.05%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 912833XP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      345000 | PA      | $302541.08    | 0.01%             | 2029-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                         | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    13210000 | PA      | $13408150.00  | 0.51%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                         | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     2200000 | PA      | $2640192.67   | 0.10%             | 2032-02-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | JPMCC Commercial Mortgage Securities Trust 2017-JP6                             | CUSIP: 48128KAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1623644 | PA      | $1603345.01   | 0.06%             | 2050-07-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                          | Amazon Conservation DAC                                                         | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |     9000000 | PA      | $9254251.80   | 0.35%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $445252.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $101799.99    | 0.00%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1298800.00   | 0.05%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                          | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                      | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |     5000000 | PA      | $726717.00    | 0.03%             | 2027-08-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                            | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2003885 | PA      | $2061997.92   | 0.08%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 195325AQ8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1000000 | PA      | $1124080.00   | 0.04%             | 2028-03-09      | Fixed         | 11.85%                | No            |                  2 | On Loan: No      |
| POWER SECTOR ASSETS & LI                         | Power Sector Assets & Liabilities Management Corp                               | CUSIP: 637193BA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |     4320000 | PA      | $4829155.20   | 0.18%             | 2028-05-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                      | Ashland Inc                                                                     | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1467270.30   | 0.06%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $522812.50    | 0.02%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                            | CUSIP: 698299AT1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    14336000 | PA      | $16345190.40  | 0.62%             | 2034-04-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $102139.68    | 0.00%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF FINLAND                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6269.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5371.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $118042.32    | 0.00%             | 2027-05-31      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                     | Huntington Bank Auto Credit-Linked Notes Series 2024-2                          | CUSIP: 44644NAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1695335 | PA      | $1705294.79   | 0.06%             | 2032-10-20      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                               | Expand Energy Corp                                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      600000 | PA      | $600598.07    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    17100000 | PA      | $23258209.78  | 0.88%             | 2034-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                            | Finance Department Government of Sharjah                                        | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |     3400000 | PA      | $4062955.44   | 0.15%             | 2031-01-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $112800.00    | 0.00%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                      | SNCF Reseau                                                                     | CUSIP: 761034AA5<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     6400000 | PA      | $4813830.28   | 0.18%             | 2035-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      175000 | PA      | $133106.75    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust 2024-CES5                                                   | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      479003 | PA      | $484604.93    | 0.02%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                           | Digicel Group Holdings Ltd                                                      | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      236373 | PA      | $0.24         | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| HSBC BANK PLC                                    | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $322037.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equifirst Mortgage Loan Trust                    | EquiFirst Mortgage Loan Trust 2004-1                                            | CUSIP: 29445FAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      293189 | PA      | $291149.36    | 0.01%             | 2034-01-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA4                                         | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $308907.00    | 0.01%             | 2042-05-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | ROYAL BANK OF CANADA                                                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     3000000 | PA      | $431386.17    | 0.02%             | 2026-03-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                               | Shackleton 2014-V-R CLO Ltd                                                     | CUSIP: 81881JAE2<br>LEI: 549300OM5GJJFIKCOZ48 | Long             | ABS-CBDO         | CORP              | KY        |     6500000 | PA      | $6509750.00   | 0.25%             | 2031-05-07      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $557031.25    | 0.02%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | PROLOGIS LP                                                                     | CUSIP: 000000000<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    63660000 | PA      | $9297512.57   | 0.35%             | 2029-09-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $278268.00    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                              | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      251519 | PA      | $185243.60    | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                  | WPC Eurobond BV                                                                 | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |     9950000 | PA      | $10775896.06  | 0.41%             | 2030-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  1637456000 | PA      | $1692898.42   | 0.06%             | 2038-12-31      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-3065.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALTA GOVERNMENT                                 | Malta Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300CZVZYSMSGX6X78 | Long             | DBT              | NUSS              | MT        |     1000000 | PA      | $887198.91    | 0.03%             | 2037-05-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                 | Invesco Euro CLO I DAC                                                          | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-CBDO         | CORP              | IE        |    12506315 | PA      | $14550868.78  | 0.55%             | 2031-07-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $3311836.67   | 0.13%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                           | Agricultural Development Bank of China                                          | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    55000000 | PA      | $8530681.34   | 0.32%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                | SELP Finance Sarl                                                               | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |     2500000 | PA      | $3003865.37   | 0.11%             | 2027-08-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3600000 | PA      | $4259792.30   | 0.16%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                    | P3 Group Sarl                                                                   | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |     1900000 | PA      | $2170752.16   | 0.08%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                | Herc Holdings Inc                                                               | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      145000 | PA      | $145682.78    | 0.01%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 195325AL9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     7176000 | PA      | $7312631.04   | 0.28%             | 2027-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $144346.35    | 0.01%             | 2027-06-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   -42370000 | OU      | $-304555.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $477187.50    | 0.02%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     1880000 | PA      | $1689608.94   | 0.06%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                            | Costa Rica Government International Bond                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1000000 | PA      | $1082000.00   | 0.04%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                         | Caisse des Depots et Consignations                                              | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |     1300000 | PA      | $1544066.65   | 0.06%             | 2030-10-09      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $120000.81    | 0.00%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                         | Israel Electric Corp Ltd                                                        | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     8650000 | PA      | $9119695.00   | 0.35%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                          | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                      | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |    13000000 | PA      | $1894610.05   | 0.07%             | 2028-07-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                           | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |     8780000 | PA      | $1263236.21   | 0.05%             | 2031-03-03      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                  | Lloyds Bank PLC                                                                 | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |     2800000 | PA      | $2089113.60   | 0.08%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      194141 | PA      | $237258.91    | 0.01%             | 2029-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $119.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                       | DIAMOND SPORTS GRP LLC- CS                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       44198 | NS      | $8309.22      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                         | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     1230000 | PA      | $1388726.43   | 0.05%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $115962.19    | 0.00%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                               | RADIATE HOLDCO LLC                                                              | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |     2100000 | PA      | $1800750.00   | 0.07%             | 2029-09-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $442500.00    | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                             | WESTPAC BANKING CORP                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     2000000 | PA      | $292509.32    | 0.01%             | 2034-07-31      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| EMIRATES TELECOM GROUP                           | Emirates Telecommunications Group Co PJSC                                       | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | DBT              | CORP              | AE        |     1200000 | PA      | $1192926.76   | 0.05%             | 2033-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-GC37                                   | CUSIP: 17290XAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    33868000 | PA      | $20727.22     | 0.00%             | 2049-04-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                              | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $7857928.15   | 0.30%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3300000 | PA      | $3175202.58   | 0.12%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | HKD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-55056.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      377714 | PA      | $449402.25    | 0.02%             | 2040-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                             | LHOME Mortgage Trust 2024-RTL4                                                  | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1507779.15   | 0.06%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                               | Shackleton 2014-V-R CLO Ltd                                                     | CUSIP: 81881JAC6<br>LEI: 549300OM5GJJFIKCOZ48 | Long             | ABS-CBDO         | CORP              | KY        |      129300 | PA      | $129305.45    | 0.00%             | 2031-05-07      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2014-UBS4 Mortgage Trust                                                   | CUSIP: 12591QAA0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    50000000 | PA      | $112875.00    | 0.00%             | 2047-08-10      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                         | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      820000 | PA      | $883685.85    | 0.03%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| ARAB REPUBLIC OF EGYPT                           | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      700000 | PA      | $829745.00    | 0.03%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                         | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |     2100000 | PA      | $2929082.82   | 0.11%             | 2041-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      635000 | PA      | $660098.85    | 0.03%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      260011 | NS      | $6523675.99   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    60000000 | PA      | $63269476.30  | 2.41%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $3973.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FINANCE                             | Prologis Yen Finance LLC                                                        | CUSIP: 000000000<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |  1500000000 | PA      | $8602801.43   | 0.33%             | 2032-06-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                     | Eagle RE 2023-1 Ltd                                                             | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      122042 | PA      | $122181.91    | 0.00%             | 2033-09-26      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                               | Republic of Poland Government International Bond                                | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   100000000 | PA      | $664559.92    | 0.03%             | 2034-08-04      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      160000 | PA      | $100075.00    | 0.00%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3760000 | PA      | $3709821.03   | 0.14%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                              | Adif Alta Velocidad                                                             | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |     5000000 | PA      | $6030302.77   | 0.23%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                    | Medtronic Inc                                                                   | CUSIP: 585055BZ8<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $10681010.45  | 0.41%             | 2030-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                   | Santander Drive Auto Receivables Trust 2023-6                                   | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $516607.60    | 0.02%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Codere Group Topco S.A. Warrants                 | Codere Group Topco S.A. Warrants                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |          21 | NS      | $74.68        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CASSA DEL TRENTINO SPA                           | Cassa Del Trentino SPA                                                          | CUSIP: 000000000<br>LEI: 815600ECB4F640532453 | Long             | DBT              | NUSS              | IT        |      158382 | PA      | $186817.11    | 0.01%             | 2026-06-17      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $39489.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                              | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      220535 | PA      | $161330.94    | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                            | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1471700000 | PA      | $8851554.68   | 0.34%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2014-GC26                                          | CUSIP: 36250HAH6<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    48710841 | PA      | $496.85       | 0.00%             | 2047-11-10      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2287545.43   | 0.09%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust 2024-CES6                                                   | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4428449 | PA      | $4454351.72   | 0.17%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      395000 | PA      | $411790.25    | 0.02%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                   | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $239929.48    | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                         | Cooperatieve Rabobank UA                                                        | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     2882000 | PA      | $1973773.79   | 0.08%             | 2026-12-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                          | Amazon Conservation DAC                                                         | CUSIP: 000000000<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |     2770000 | PA      | $2848253.05   | 0.11%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                 | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1200000 | PA      | $1203722.93   | 0.05%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        2273 | NC      | $-1302270.43  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      575000 | PA      | $568997.00    | 0.02%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 949746NG2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      450000 | PA      | $447677.66    | 0.02%             | 2046-07-06      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| REGION OF LOMBARDY                               | Region of Lombardy Italy                                                        | CUSIP: 541624AA0<br>LEI: 815600FFE23852109066 | Long             | DBT              | NUSS              | IT        |     2590000 | PA      | $2433052.22   | 0.09%             | 2032-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred   | FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      633000 | NS      | $688387.50    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $116796.09    | 0.00%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $109737.49    | 0.00%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $490156.25    | 0.02%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                          | Societe Des Grands Projets EPIC                                                 | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |     2000000 | PA      | $2077601.82   | 0.08%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 91086QAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      875400 | PA      | $999321.62    | 0.04%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $269582.04    | 0.01%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-155798.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                         | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |     3500000 | PA      | $3754596.13   | 0.14%             | 2026-03-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3600000 | PA      | $3824531.78   | 0.15%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    27000000 | PA      | $1381152.37   | 0.05%             | 2027-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                            | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   350000000 | PA      | $1879683.19   | 0.07%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                         | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     8300000 | PA      | $11282062.85  | 0.43%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EX-IM BK INDIA/L                                 | EXPORT-IMPORT BANK OF INDIA/LONDON                                              | CUSIP: 000000000<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | GB        |    50000000 | PA      | $7217640.85   | 0.27%             | 2026-06-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  2000000000 | PA      | $114197.92    | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   800000000 | PA      | $5003360.04   | 0.19%             | 2028-08-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      375000 | PA      | $337031.25    | 0.01%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $302547.14    | 0.01%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS NEW YORK LIFE GLOBAL FUNDING                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $66231.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS DEUTSCHE TELEKOM AG                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4922.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                               | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     3000000 | PA      | $2979152.01   | 0.11%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $570937.50    | 0.02%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                  | Israel Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3517000 | PA      | $5295497.02   | 0.20%             | 2034-10-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                         | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     6690000 | PA      | $9312172.51   | 0.35%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                       | Federal National Mortgage Association                                           | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |       10000 | NS      | $129700.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2020-HR8                                         | CUSIP: 61692BBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    54413000 | PA      | $1931672.38   | 0.07%             | 2053-07-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $97229.48     | 0.00%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $111581.10    | 0.00%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government International Bond                          | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2200000 | PA      | $2617862.07   | 0.10%             | 2026-07-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                          | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     5004183 | PA      | $105458.72    | 0.00%             | 2029-05-02      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $30707.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 23612000000 | PA      | $6300765.78   | 0.24%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| SOCIALIST REP OF VIETNAM                         | Vietnam Government International Bond                                           | CUSIP: 000000000<br>LEI: 5493008AE7RS4XK4BZ08 | Long             | DBT              | NUSS              | VN        |    33797699 | PA      | $32474857.52  | 1.24%             | 2028-03-12      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $1064444.30   | 0.04%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $118507.32    | 0.00%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $8000330.17   | 0.30%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REGION OF LAZIO                                  | Region of Lazio Italy                                                           | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |     5942383 | PA      | $6636672.36   | 0.25%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI SPL FAC REV                   | Public Finance Authority                                                        | CUSIP: 74446DAP3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     5050000 | PA      | $4673500.06   | 0.18%             | 2055-09-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                     | ING Groep NV                                                                    | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1995000 | PA      | $2039898.07   | 0.08%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                         | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |   200000000 | PA      | $1316719.73   | 0.05%             | 2030-05-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $54312.55     | 0.00%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS CDX.EM.44.V1                                                                | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1079662.83  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                              | CUSIP: 756109CR3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $8737251.27   | 0.33%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1200000 | PA      | $1446430.45   | 0.06%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                       | Sogecap SA                                                                      | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |     3900000 | PA      | $5306276.08   | 0.20%             | 2044-05-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                         | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     5889000 | PA      | $6062725.50   | 0.23%             | 2026-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1459799.49   | 0.06%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $88368.04     | 0.00%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $116065.51    | 0.00%             | 2026-04-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PARK HLDGS BV                      | INTERNATIONAL PARK HLDGS BV                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2963078.66   | 0.11%             | 2031-12-31      | Floating      | 7.29%                 | No            |                  3 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2976000 | PA      | $3094024.09   | 0.12%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                    | New Residential Mortgage Loan Trust 2018-4                                      | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      296520 | PA      | $292335.57    | 0.01%             | 2048-01-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-117740.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    16700000 | PA      | $176002.10    | 0.01%             | 2043-06-26      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                  | QNB FINANCE LTD                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    20500000 | PA      | $2945464.08   | 0.11%             | 2026-02-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    10600000 | PA      | $6742096.48   | 0.26%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA7                                         | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |      830000 | PA      | $836411.50    | 0.03%             | 2041-11-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2014-GC21                                   | CUSIP: 17322MBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2149025 | PA      | $1517.21      | 0.00%             | 2047-05-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                            | Svensk Exportkredit AB                                                          | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     1400000 | PA      | $78492.73     | 0.00%             | 2027-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                           | TDF Infrastructure SASU                                                         | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |     4100000 | PA      | $4957476.33   | 0.19%             | 2031-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2013-2 Ltd                                                             | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |       54870 | PA      | $54883.84     | 0.00%             | 2031-04-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4475000 | PA      | $5378030.11   | 0.20%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                         | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |     3250000 | PA      | $4265485.18   | 0.16%             | 2030-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $83067.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As                   | Chase Funding Trust Series 2003-4                                               | CUSIP: 161546GB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      193094 | PA      | $192615.69    | 0.01%             | 2033-05-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                               | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $264361.65    | 0.01%             | 2034-05-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                               | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     5000000 | PA      | $379605.89    | 0.01%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                           | Corp Andina de Fomento                                                          | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     1500000 | PA      | $2066071.67   | 0.08%             | 2029-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      220000 | PA      | $151097.28    | 0.01%             | 2027-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 71643VAA3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1800000 | PA      | $1560654.00   | 0.06%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GABON BLUE BOND MASTER                           | Gabon Blue Bond Master Trust Series 2                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |     7715000 | PA      | $7790915.60   | 0.30%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                            | Svensk Exportkredit AB                                                          | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    43890000 | PA      | $1414922.59   | 0.05%             | 2032-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3500000 | PA      | $547573.60    | 0.02%             | 2029-05-22      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SPAIN                                 | Spain Government International Bond                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    16080000 | PA      | $22501217.46  | 0.86%             | 2029-04-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | FWD TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    27400000 | NC      | $-21803.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     1090000 | PA      | $933312.50    | 0.04%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                            | Brazil Minas SPE via State of Minas Gerais                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    12546900 | PA      | $12575381.46  | 0.48%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                              | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $5564713.62   | 0.21%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9000000 | PA      | $8942343.75   | 0.34%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     5365000 | PA      | $5946041.57   | 0.23%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1350000 | PA      | $1354956.40   | 0.05%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      723000 | PA      | $662484.48    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $58900.53     | 0.00%             | 2066-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FVEE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    98777058 | PA      | $4743155.80   | 0.18%             | 2030-06-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N                   | Ally Bank Auto Credit-Linked Notes Series 2024-B                                | CUSIP: 02007G4F7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2224806 | PA      | $2246567.58   | 0.09%             | 2032-09-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-237810.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMUNE DI MILANO                                 | City of Milan Italy                                                             | CUSIP: 000000000<br>LEI: 8156001967BDA37A6B23 | Long             | DBT              | NUSS              | IT        |     6958000 | PA      | $8407961.97   | 0.32%             | 2035-06-29      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT RRB                          | Canadian Government Real Return Bond                                            | CUSIP: 135087M43<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      236824 | PA      | $112464.66    | 0.00%             | 2054-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1492000 | PA      | $1094246.38   | 0.04%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      185000 | PA      | $181300.00    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| CALEDONIA GENERA                                 | Caledonia Generating LLC                                                        | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8652199 | PA      | $7667056.82   | 0.29%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                           | Logicor Financing Sarl                                                          | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     4300000 | PA      | $5023710.07   | 0.19%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund | (PIPA070) PGIM Core Government Money Market Fund                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    50485003 | NS      | $50485003.40  | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $123893.95    | 0.00%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      545000 | PA      | $399553.13    | 0.02%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     3250000 | PA      | $2307500.00   | 0.09%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-56723.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      650000 | PA      | $714210.27    | 0.03%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (GAZ FN)                            | Gazprom PJSC via Gaz Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |     1410000 | PA      | $1145625.00   | 0.04%             | 2027-06-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA MADEIRA                          | Regiao Autonoma Madeira                                                         | CUSIP: 000000000<br>LEI: 549300NI7DXWFX27WX21 | Long             | DBT              | NUSS              | PT        |     1000000 | PA      | $951243.38    | 0.04%             | 2034-12-04      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                         | State of North Rhine-Westphalia Germany                                         | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $28285.93     | 0.00%             | 2027-06-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                   | Ville de Paris                                                                  | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |     2800000 | PA      | $3123948.77   | 0.12%             | 2031-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1070000 | PA      | $1265787.85   | 0.05%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                            | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   505000000 | PA      | $566015.81    | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45621000 | PA      | $45278842.50  | 1.72%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      365000 | PA      | $360661.31    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2016-LC24                                 | CUSIP: 95000HBK7<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |    20910000 | PA      | $95023.40     | 0.00%             | 2049-10-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-56215.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG                                        | HONG KONG GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    22000000 | PA      | $3417474.19   | 0.13%             | 2033-06-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1000000 | PA      | $958000.00    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $19765.63     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45110000 | PA      | $28320621.88  | 1.08%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD Common Equity               | DIGICEL INTL FIN LTD Common Equity                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       59495 | NS      | $1085813.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       15000 | PA      | $12844.97     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                           | City of Toronto Canada                                                          | CUSIP: 891288DP4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |     3000000 | PA      | $1784631.29   | 0.07%             | 2046-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $123822.69    | 0.00%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                           | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      280000 | PA      | $280073.93    | 0.01%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $604062.50    | 0.02%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | ILS/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $152105.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                          | Ile-de-France Mobilites                                                         | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1465571.62   | 0.06%             | 2032-02-16      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                         | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     1625000 | PA      | $1822909.85   | 0.07%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | USGSE             | US        |       10000 | NS      | $119100.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KINGDOM OF DENMARK                               | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     4300000 | PA      | $642753.41    | 0.02%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                           | KOREA DEVELOPMENT BANK/THE                                                      | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     6000000 | PA      | $866303.07    | 0.03%             | 2026-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NTPC LTD                                         | NTPC Ltd                                                                        | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |    12350000 | PA      | $14614186.08  | 0.56%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                  | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72496.48     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                      | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    18150000 | PA      | $17875762.59  | 0.68%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      862000 | PA      | $715514.64    | 0.03%             | 2036-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SLOVENIA                             | Slovenia Government International Bond                                          | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     3200000 | PA      | $3318400.00   | 0.13%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                | EURO-BUXL 30Y BND                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -14 | NC      | $59064.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-81225.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANGKO PILIPINAS BOND                            | Bangko Sentral ng Pilipinas International Bond                                  | CUSIP: 059891AA9<br>LEI: 4IDQTQC5NXVM3WSFHR30 | Long             | DBT              | NUSS              | PH        |     3560000 | PA      | $3775130.80   | 0.14%             | 2027-06-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1762012.04   | 0.07%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $275674.78    | 0.01%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      700000 | PA      | $827363.63    | 0.03%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                               | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    15595000 | PA      | $18461871.77  | 0.70%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                         | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $776341.83    | 0.03%             | 2028-09-28      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                  | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1572072.00   | 0.06%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      199408 | PA      | $244473.34    | 0.01%             | 2035-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |      381035 | PA      | $382451.86    | 0.01%             | 2034-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      105513 | PA      | $106025.63    | 0.00%             | 2039-03-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $104687.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $476597.08    | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $546379.98    | 0.02%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                    | Clue Opco LLC                                                                   | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2286000 | PA      | $2425945.38   | 0.09%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      438400 | PA      | $476737.37    | 0.02%             | 2029-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                           | China Development Bank                                                          | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    16000000 | PA      | $2353861.46   | 0.09%             | 2027-01-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    56495000 | PA      | $41435551.56  | 1.58%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                              | Province of Alberta Canada                                                      | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     3500000 | PA      | $2009855.69   | 0.08%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1865359.79   | 0.07%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $106391.95    | 0.00%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2024-CES2                                             | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      312450 | PA      | $315399.48    | 0.01%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |    24833000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6950000 | PA      | $6372556.45   | 0.24%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1600000 | PA      | $1721600.00   | 0.07%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    71500000 | PA      | $12716964.69  | 0.48%             | 2043-06-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                   | PMT Credit Risk Transfer Trust 2024-1R                                          | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5077433 | PA      | $5132732.25   | 0.20%             | 2033-05-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| ZAIS CLO 3, LTD                                  | Zais CLO 3 Ltd                                                                  | CUSIP: 98887HAL8<br>LEI: 549300SYHU0CNKIXQ691 | Long             | ABS-CBDO         | CORP              | KY        |     8500000 | PA      | $8513380.70   | 0.32%             | 2031-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2020-HQA5                                         | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | CORP              | US        |      595000 | PA      | $651469.90    | 0.02%             | 2050-11-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      862000 | PA      | $652791.85    | 0.02%             | 2038-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                           | Berkshire Hathaway Inc                                                          | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $543247.42    | 0.02%             | 2034-09-13      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                             | Volkswagen Bank GmbH                                                            | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |    11000000 | PA      | $13749702.02  | 0.52%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                             | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |        4000 | PA      | $4041.52      | 0.00%             | 2026-05-31      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.18.AAA                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $27132.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 91087BBM1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1020000 | PA      | $1208423.82   | 0.05%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                | International Finance Corp                                                      | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    44300000 | PA      | $2477717.56   | 0.09%             | 2028-04-06      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1003894.82   | 0.04%             | 2030-05-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      120000 | PA      | $125101.34    | 0.00%             | N/A             | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA4                                         | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |     2350000 | PA      | $2380103.50   | 0.09%             | 2041-12-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                         | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |       90000 | PA      | $66726.29     | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MORGAN GUARANTY TRUST CO                         | MORGAN GUARANTY TRUST CO OF NEW YORK                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1174939 | PA      | $1346906.15   | 0.05%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $63347.76     | 0.00%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                           | EMIRATES NBD BANK PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |     7000000 | PA      | $1037185.28   | 0.04%             | 2028-07-13      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $276808.33    | 0.01%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS KINGDOM OF NORWAY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-8625.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      158339 | PA      | $195288.46    | 0.01%             | 2032-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      862000 | PA      | $683990.12    | 0.03%             | 2037-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                   | PMT Credit Risk Transfer Trust 2024-2R                                          | CUSIP: 69391NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4680782 | PA      | $4727379.71   | 0.18%             | 2027-03-29      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      955000 | PA      | $674475.63    | 0.03%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                                     | CUSIP: 026657BG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $7902149.41   | 0.30%             | 2031-06-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2100000 | PA      | $2030825.20   | 0.08%             | 2033-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 71654QAM4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     6378000 | PA      | $6700025.22   | 0.25%             | 2027-09-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9660000 | PA      | $8794917.18   | 0.33%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                            | Gaci First Investment Co                                                        | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |     4446000 | PA      | $5182780.63   | 0.20%             | 2032-10-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                          | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2040000 | PA      | $2177730.13   | 0.08%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22992.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                 | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     9408000 | PA      | $11416627.40  | 0.43%             | 2030-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7225000 | PA      | $7647072.48   | 0.29%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5900000 | PA      | $6218532.74   | 0.24%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     1340000 | PA      | $1195936.06   | 0.05%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    16000000 | PA      | $2719074.49   | 0.10%             | 2036-07-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2014-GC24                                          | CUSIP: 36253GAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    83262000 | PA      | $49.96        | 0.00%             | 2047-09-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                         | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17330RZL2<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |      885000 | PA      | $876610.36    | 0.03%             | 2057-10-20      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                    | CF 2020-P1 Mortgage Trust                                                       | CUSIP: 12529WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9086472 | PA      | $9039981.01   | 0.34%             | 2052-04-15      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                           | New Zealand Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     8000000 | PA      | $4490750.81   | 0.17%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1925000 | PA      | $1903953.40   | 0.07%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $29982.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                              | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1299045.28   | 0.05%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       99255 | PA      | $119580.66    | 0.00%             | 2027-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      250000 | PA      | $317502.34    | 0.01%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHLAND I/L BOND                             | Deutsche Bundesrepublik Inflation Linked Bond                                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      130412 | PA      | $121612.33    | 0.00%             | 2046-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                             | LifePoint Health Inc                                                            | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2914707.88   | 0.11%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LINE ONE PERU METRO EXPA                         | Line One Peru Metro Expansion Co Ltd                                            | CUSIP: 53566TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1258112 | PA      | $1223855.07   | 0.05%             | 2033-04-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                         | Magyar Export-Import Bank Zrt                                                   | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |     3600000 | PA      | $4564858.71   | 0.17%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $550468.75    | 0.02%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                 | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     4000000 | PA      | $4790823.41   | 0.18%             | 2032-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                 | Deutsche Bahn AG                                                                | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $605156.49    | 0.02%             | 2030-07-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $63554.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $698192.12    | 0.03%             | 2028-06-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                   | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1500000 | PA      | $1570149.52   | 0.06%             | 2031-07-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                           | Digicel Group Holdings Ltd                                                      | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      351194 | PA      | $35.12        | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 949746SE2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1458000 | PA      | $1012022.71   | 0.04%             | 2026-07-27      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R02                                    | CUSIP: 20754KAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260000 | PA      | $264682.99    | 0.01%             | 2041-11-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| KB HOME                                          | KB Home                                                                         | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1679741.21   | 0.06%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                              | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      950000 | PA      | $949068.15    | 0.04%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20222.19     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                          | Honeywell International Inc                                                     | CUSIP: 438516CP9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $5937505.87   | 0.23%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LINE ONE PERU METRO EXPA                         | Line One Peru Metro Expansion Co Ltd                                            | CUSIP: 53566TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1500342 | PA      | $1461249.72   | 0.06%             | 2033-01-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    49665000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                   | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   115000000 | PA      | $4799449.31   | 0.18%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                        | Aflac Inc                                                                       | CUSIP: 001055AZ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $605096.73    | 0.02%             | 2029-12-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LANDSVIRKJUN                                     | Landsvirkjun                                                                    | CUSIP: 000000000<br>LEI: 213800Z3CFZOLXPJWN61 | Long             | DBT              | NUSS              | IS        |     5600000 | PA      | $6601915.88   | 0.25%             | 2026-07-24      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                         | Empresa de Transporte de Pasajeros Metro SA                                     | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |      800000 | PA      | $1033439.23   | 0.04%             | 2033-10-07      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $176364.97    | 0.01%             | 2043-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                      | Evergreen Credit Card Trust                                                     | CUSIP: 30023JCT3<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |     5600000 | PA      | $5635804.16   | 0.21%             | 2028-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |     3350000 | PA      | $3372856.38   | 0.13%             | 2041-09-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                         | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     9330000 | PA      | $8793525.00   | 0.33%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      725000 | PA      | $698936.25    | 0.03%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| PMT CREDIT RISK TRANSFER TRUST                   | PMT Credit Risk Transfer Trust 2024-3R                                          | CUSIP: 69392AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4026876 | PA      | $4082029.07   | 0.16%             | 2028-09-27      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-58015.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1415000 | PA      | $1258686.72   | 0.05%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2024-CES1                                             | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      441558 | PA      | $444390.05    | 0.02%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                           | Power Finance Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     6419000 | PA      | $7317574.34   | 0.28%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                           | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     3137000 | PA      | $2701741.25   | 0.10%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      179000 | PA      | $182913.78    | 0.01%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $159581.98    | 0.01%             | 2045-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                      | MetLife Inc                                                                     | CUSIP: 59156R876<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |       38476 | NS      | $926502.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                          | Caisse Francaise de Financement Local SA                                        | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |    28712000 | PA      | $21505826.75  | 0.82%             | 2029-03-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                            | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   377000000 | PA      | $2026171.10   | 0.08%             | 2044-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                           | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      389000 | PA      | $380624.83    | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Prudential Global Total Return Fund, Inc.

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Chief Financial Officer