# EDGAR Filing Document

**Accession Number:** 0000929523
**File Stem:** 0001752724-23-068069
**Filing Date:** 2023-3
**Character Count:** 2207728
**Document Hash:** 7adbef23fe8858661cae57eda29f495b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-068069.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-068069

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL INVESTMENT PORTFOLIOS, INC. 17
- **CENTRAL INDEX KEY:** 0000929523
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07215
- **FILM NUMBER:** 23764312

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL TOTAL RETURN BOND FUND, INC.
- **DATE OF NAME CHANGE:** 20100216

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DRYDEN TOTAL RETURN BOND FUND INC
- **DATE OF NAME CHANGE:** 20030709

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL TOTAL RETURN BOND FUND INC
- **DATE OF NAME CHANGE:** 20010209

## Series and Classes Contracts Data

### PGIM TOTAL RETURN BOND FUND (Series ID: S000004536)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000012434 | Class A      | PDBAX           |
| C000012436 | Class C      | PDBCX           |
| C000012437 | Class Z      | PDBZX           |
| C000057394 | Class R      | DTBRX           |
| C000095380 | Class R6     | PTRQX           |
| C000196667 | Class R2     | PDBRX           |
| C000196668 | Class R4     | PDBSX           |

## Nport-Ex

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Long-Term Investments 104.5%** | **Long-Term Investments 104.5%** | **Long-Term Investments 104.5%** | **Long-Term Investments 104.5%** | **Long-Term Investments 104.5%** |
| **Asset-Backed Securities 24.2%** | **Asset-Backed Securities 24.2%** | **Asset-Backed Securities 24.2%** | **Asset-Backed Securities 24.2%** | **Asset-Backed Securities 24.2%** |
| **Automobiles 0.9%** | **Automobiles 0.9%** | **Automobiles 0.9%** | **Automobiles 0.9%** | **Automobiles 0.9%** |
| Avis Budget Rental Car Funding AESOP LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-02A, Class D, 144A | &nbsp;&nbsp;3.040% | &nbsp;&nbsp;09/22/25 | &nbsp;&nbsp;20000 | &nbsp;&nbsp; $18658438 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A | &nbsp;&nbsp;2.020 | &nbsp;&nbsp;02/20/27 | &nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24681499 |
| Exeter Automobile Receivables Trust,<br> Series 2022-01A, Class E, 144A | &nbsp;&nbsp;5.020 | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15527932 |
| Ford Auto Securitization Trust (Canada), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-AA, Class B, 144A | &nbsp;&nbsp;1.872 | &nbsp;&nbsp;06/15/26 &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4672208 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-AA, Class C, 144A | &nbsp;&nbsp;2.763 | &nbsp;&nbsp;04/15/28 &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4707327 |
| Ford Credit Auto Owner Trust,<br> Series 2020-02, Class C, 144A | &nbsp;&nbsp;1.740 | &nbsp;&nbsp;04/15/33 | &nbsp;&nbsp;17892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15733720 |
| Ford Credit Floorplan Master Owner Trust,<br> Series 2020-01, Class C | &nbsp;&nbsp;1.420 | &nbsp;&nbsp;09/15/25 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15437723 |
| Hertz Vehicle Financing III LP, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02A, Class A, 144A | &nbsp;&nbsp;1.680 | &nbsp;&nbsp;12/27/27 | &nbsp;&nbsp;91400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80837624 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02A, Class B, 144A | &nbsp;&nbsp;2.120 | &nbsp;&nbsp;12/27/27 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8882168 |
| Hertz Vehicle Financing LLC,<br> Series 2021-01A, Class C, 144A | &nbsp;&nbsp;2.050 | &nbsp;&nbsp;12/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5694808 |
| JPMorgan Chase Bank, NA, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-01, Class D, 144A | &nbsp;&nbsp;1.886 | &nbsp;&nbsp;01/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284805 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-01, Class E, 144A | &nbsp;&nbsp;3.715 | &nbsp;&nbsp;01/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305246 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-01, Class R, 144A | 33.784 | &nbsp;&nbsp;01/25/28 | &nbsp;&nbsp;17433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20029660 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-02, Class D, 144A | &nbsp;&nbsp;1.487 | &nbsp;&nbsp;02/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457390 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-02, Class R, 144A | 31.355 | &nbsp;&nbsp;02/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;6349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7118880 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01, Class E, 144A | &nbsp;&nbsp;2.365 | &nbsp;&nbsp;09/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;1253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209625 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01, Class F, 144A | &nbsp;&nbsp;4.280 | &nbsp;&nbsp;09/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3465316 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01, Class R, 144A | 28.348 | &nbsp;&nbsp;09/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;5972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6130038 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02, Class F, 144A | &nbsp;&nbsp;4.393 | &nbsp;&nbsp;12/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;6163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5542486 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02, Class G, 144A | &nbsp;&nbsp;8.482 | &nbsp;&nbsp;12/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3439438 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-03, Class F, 144A | &nbsp;&nbsp;3.694 | &nbsp;&nbsp;02/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2519789 |
| OneMain Direct Auto Receivables Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-01A, Class A, 144A | &nbsp;&nbsp;3.630 | &nbsp;&nbsp;09/14/27 | 101980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98991150 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-01A, Class B, 144A | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;11/14/28 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23700810 |
| Santander Bank, NA,<br> Series 2021-01A, Class E, 144A | &nbsp;&nbsp;6.171 | &nbsp;&nbsp;12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3652464 |
| Santander Consumer Auto Receivables Trust,<br> Series 2021-AA, Class R, 144A | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;08/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635602 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373316146 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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** |
| **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** |
| **Collateralized Loan Obligations 21.3%** | **Collateralized Loan Obligations 21.3%** | **Collateralized Loan Obligations 21.3%** | **Collateralized Loan Obligations 21.3%** | **Collateralized Loan Obligations 21.3%** | **Collateralized Loan Obligations 21.3%** |
| AlbaCore EURO CLO DAC (Ireland),<br> Series 02A, Class A2, 144A, 3 Month EURIBOR + 1.000% (Cap 3.200%, Floor 1.000%) | 3.046 %(c) | &nbsp;&nbsp;06/15/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;24500 | &nbsp;&nbsp; $25353376 |
| Allegro CLO Ltd. (Cayman Islands),<br> Series 2018-02A, Class A, 144A, 3 Month LIBOR + 1.100% (Cap N/A, Floor 1.100%) | 5.892(c) | &nbsp;&nbsp;07/15/31 |  | 141083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139423525 |
| Anchorage Capital CLO Ltd. (Cayman Islands),<br> Series 2020-16A, Class A1R, 144A, 3 Month LIBOR + 1.200% (Cap N/A, Floor 1.200%) | 5.998(c) | &nbsp;&nbsp;01/19/35 |  | &nbsp;&nbsp;57250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56237482 |
| Anchorage Capital Europe CLO DAC (Ireland),<br> Series 02A, Class AR, 144A, 3 Month EURIBOR + 0.850% (Cap N/A, Floor 0.850%) | 3.138(c) | &nbsp;&nbsp;04/15/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;47000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49568339 |
| Ares European CLO DAC (Ireland),<br> Series 11A, Class A1R, 144A, 3 Month EURIBOR + 0.770% (Cap N/A, Floor 0.770%) | 3.058(c) | &nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;39750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42421370 |
| Armada Euro CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 02A, Class A1, 144A, 3 Month EURIBOR + 0.760% (Cap N/A, Floor 0.760%) | 2.558(c) | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;65202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69543382 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 02A, Class A3, 144A | 1.500 | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;14379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14874948 |
| Atlas Senior Loan Fund Ltd. (Cayman Islands),<br> Series 2016-07A, Class A1R2, 144A, 3 Month LIBOR + 1.100% (Cap N/A, Floor 1.100%) | 5.836(c) | &nbsp;&nbsp;11/27/31 |  | &nbsp;&nbsp;76713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75846889 |
| Aurium CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 02A, Class A1RR, 144A, 3 Month EURIBOR + 0.930% (Cap N/A, Floor 0.930%) | 3.011(c) | &nbsp;&nbsp;06/22/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54785504 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 02A, Class A2RR, 144A, 3 Month EURIBOR + 1.180% (Cap 3.280%, Floor 1.180%) | 3.261(c) | &nbsp;&nbsp;06/22/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23211639 |
| Bain Capital Credit CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-01A, Class A1, 144A, 3 Month LIBOR + 0.960% (Cap N/A, Floor 0.000%) | 5.775(c) | &nbsp;&nbsp;04/23/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9398388 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-03A, Class AR, 144A, 3 Month LIBOR + 1.160% (Cap N/A, Floor 1.160%) | 5.975(c) | &nbsp;&nbsp;10/21/34 |  | 141000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138246608 |
| Bain Capital Euro CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-01A, Class A, 144A, 3 Month EURIBOR + 0.780% (Cap N/A, Floor 0.780%) | 3.122(c) | &nbsp;&nbsp;04/20/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;79402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84830280 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01A, Class A, 144A, 3 Month EURIBOR + 0.880% (Cap N/A, Floor 0.880%) | 3.168(c) | &nbsp;&nbsp;07/15/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;47750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50285884 |
| Barings CLO Ltd. (Cayman Islands),<br> Series 2020-02A, Class AR, 144A, 3 Month LIBOR + 1.010% (Cap N/A, Floor 1.010%) | 5.802(c) | &nbsp;&nbsp;10/15/33 |  | &nbsp;&nbsp;51925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51296386 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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** |
| **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| Barings Loan Partners CLO Ltd. (Cayman Islands),<br> Series LP-02A, Class A, 144A, 3 Month LIBOR + 1.100% (Cap N/A, Floor 1.100%) | 5.908 %(c) | &nbsp;&nbsp;01/20/34 |  | 173400 | &nbsp;&nbsp; $169091287 |
| Battalion CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-11A, Class AR, 144A, 3 Month LIBOR + 1.150% (Cap N/A, Floor 1.150%) | 5.966(c) | &nbsp;&nbsp;04/24/34 |  | 114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111264000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-16A, Class AR, 144A, 3 Month LIBOR + 1.120% (Cap N/A, Floor 1.120%) | 5.928(c) | &nbsp;&nbsp;12/19/32 |  | &nbsp;&nbsp;92500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90762674 |
| Benefit Street Partners CLO Ltd. (Cayman Islands),<br> Series 2020-21A, Class A1R, 144A, 3 Month LIBOR + 1.170% (Cap N/A, Floor 1.170%) | 5.962(c) | &nbsp;&nbsp;10/15/34 |  | &nbsp;&nbsp;73525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72549147 |
| Blackrock European CLO Designated Activity Co. (Ireland),<br> Series 03A, Class AR, 144A, 3 Month EURIBOR + 0.880% (Cap N/A, Floor 0.880%) | 3.215(c) | &nbsp;&nbsp;07/19/35 | &nbsp;&nbsp;EUR | 105500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111126162 |
| BlueMountain CLO Ltd. (Cayman Islands),<br> Series 2016-02A, Class A1R2, 144A, 3 Month LIBOR + 1.120% (Cap N/A, Floor 1.120%) | 5.795(c) | &nbsp;&nbsp;08/20/32 |  | 113000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111209572 |
| BNPP AM Euro CLO DAC (Ireland),<br> Series 2018-01A, Class AR, 144A, 3 Month EURIBOR + 0.600% (Cap N/A, Floor 0.600%) | 2.888(c) | &nbsp;&nbsp;04/15/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;47051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50047973 |
| Bosphorus CLO DAC (Ireland),<br> Series 06A, Class A, 144A, 3 Month EURIBOR + 0.850% (Cap N/A, Floor 0.850%) | 2.748(c) | &nbsp;&nbsp;05/25/34 | &nbsp;&nbsp;EUR | 123800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130814240 |
| Broad River BSL Funding CLO Ltd. (Cayman Islands),<br> Series 2020-01A, Class AR, 144A, 3 Month LIBOR + 1.170% (Cap N/A, Floor 1.170%) | 5.978(c) | &nbsp;&nbsp;07/20/34 |  | &nbsp;&nbsp;19410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19001241 |
| Canyon Capital CLO Ltd. (Cayman Islands),<br> Series 2019-01A, Class A1R, 144A, 3 Month LIBOR + 1.100% (Cap N/A, Floor 1.100%) | 5.892(c) | &nbsp;&nbsp;04/15/32 |  | &nbsp;&nbsp;51300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50454484 |
| Carlyle Euro CLO DAC (Ireland),<br> Series 2019-01A, Class A1R, 144A, 3 Month EURIBOR + 0.750% (Cap N/A, Floor 0.750%) | 2.796(c) | &nbsp;&nbsp;03/15/32 | &nbsp;&nbsp;EUR | 172250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183915391 |
| Carlyle Global Market Strategies CLO Ltd. (Cayman<br> Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-03RA, Class A1A, 144A, 3 Month LIBOR + 1.050% (Cap N/A, Floor 0.000%) | 5.865(c) | &nbsp;&nbsp;07/27/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2453909 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-05A, Class A1RR, 144A, 3 Month LIBOR + 1.080% (Cap N/A, Floor 1.080%) | 5.888(c) | &nbsp;&nbsp;01/20/32 |  | &nbsp;&nbsp;66250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65386047 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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** |
| **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| Carlyle Global Market Strategies Euro CLO DAC (Ireland),<br> Series 2014-03A, Class AA1R, 144A, 3 Month EURIBOR + 0.730% (Cap N/A, Floor 0.730%) | 3.179 %(c) | &nbsp;&nbsp;01/25/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;24978 | &nbsp;&nbsp; $26635790 |
| Carlyle US CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-01A, Class A1, 144A, 3 Month LIBOR + 1.020% (Cap N/A, Floor 0.000%) | 5.828(c) | &nbsp;&nbsp;04/20/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6643647 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-01A, Class A1AR, 144A, 3 Month LIBOR + 1.080% (Cap N/A, Floor 1.080%) | 5.888(c) | &nbsp;&nbsp;04/20/31 |  | &nbsp;&nbsp;41500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40786540 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-05A, Class A1, 144A, 3 Month LIBOR + 1.120% (Cap N/A, Floor 1.120%) | 5.928(c) | &nbsp;&nbsp;07/20/34 |  | 170500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167533300 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-11A, Class A, 144A, 3 Month LIBOR + 1.095% (Cap N/A, Floor 1.095%) | 5.913(c) | &nbsp;&nbsp;01/25/33 |  | 160750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157891994 |
| CBAM Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-11RA, Class A1, 144A, 3 Month LIBOR + 1.180% (Cap N/A, Floor 1.180%) | 5.988(c) | &nbsp;&nbsp;01/20/35 |  | &nbsp;&nbsp;72425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70973523 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-12A, Class AR, 144A, 3 Month LIBOR + 1.180% (Cap N/A, Floor 1.180%) | 5.988(c) | &nbsp;&nbsp;07/20/34 |  | &nbsp;&nbsp;89850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88609396 |
| CIFC European Funding CLO DAC (Ireland),<br> Series 03A, Class A, 144A, 3 Month EURIBOR + 1.050% (Cap N/A, Floor 1.050%) | 3.338(c) | &nbsp;&nbsp;01/15/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;68500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72868935 |
| CIFC Funding Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-02A, Class A1, 144A, 3 Month LIBOR + 1.040% (Cap N/A, Floor 0.000%) | 5.848(c) | &nbsp;&nbsp;04/20/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8433267 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-05A, Class A, 144A, 3 Month LIBOR + 1.140% (Cap N/A, Floor 1.140%) | 5.932(c) | &nbsp;&nbsp;07/15/34 |  | &nbsp;&nbsp;61250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60335887 |
| Crestline Denali CLO Ltd. (Cayman Islands),<br> Series 2018-01A, Class AR, 144A, 3 Month LIBOR + 1.060% (Cap N/A, Floor 1.060%) | 5.852(c) | &nbsp;&nbsp;10/15/31 |  | 107000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105663270 |
| Crown City CLO (Cayman Islands),<br> Series 2020-01A, Class A1AR, 144A, 3 Month LIBOR + 1.190% (Cap N/A, Floor 1.190%) | 5.998(c) | &nbsp;&nbsp;07/20/34 |  | &nbsp;&nbsp;59500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58506380 |
| Crown Point CLO Ltd. (Cayman Islands),<br> Series 2021-11A, Class A, 144A, 3 Month LIBOR + 1.120% (Cap N/A, Floor 1.120%) | 5.912(c) | &nbsp;&nbsp;01/17/34 |  | 102500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101071642 |
| CVC Cordatus Loan Fund DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 03A, Class A2RR, 144A | 1.750 | &nbsp;&nbsp;08/15/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5445293 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 07A, Class ARR, 144A, 3 Month EURIBOR + 0.630% (Cap N/A, Floor 0.630%) | 2.676(c) | &nbsp;&nbsp;09/15/31 | &nbsp;&nbsp;EUR | 110885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117821287 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 12A, Class A1R, 144A, 3 Month EURIBOR + 0.750% (Cap N/A, Floor 0.750%) | 3.143(c) | &nbsp;&nbsp;01/23/32 | &nbsp;&nbsp;EUR | 236250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252280754 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 12A, Class B2R, 144A | 2.100 | &nbsp;&nbsp;01/23/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14306610 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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** |
| **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| CVC Cordatus Loan Fund DAC (Ireland), (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 14A, Class A1R, 144A, 3 Month EURIBOR + 0.850% (Cap N/A, Floor 0.850%) | 2.671 %(c) | &nbsp;&nbsp;05/22/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;43650 | &nbsp;&nbsp; $46661125 |
| Elevation CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-02A, Class A1R, 144A, 3 Month SOFR + 1.492% (Cap N/A, Floor 0.000%) | 6.124(c) | &nbsp;&nbsp;10/15/29 |  | &nbsp;&nbsp;21823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21703092 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-06A, Class A1, 144A, 3 Month LIBOR + 1.280% (Cap N/A, Floor 1.280%) | 6.072(c) | &nbsp;&nbsp;07/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7107923 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-09A, Class A1, 144A, 3 Month LIBOR + 1.120% (Cap N/A, Floor 1.120%) | 5.912(c) | &nbsp;&nbsp;07/15/31 |  | 102600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101427569 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-13A, Class A1, 144A, 3 Month LIBOR + 1.190% (Cap N/A, Floor 1.190%) | 5.982(c) | &nbsp;&nbsp;07/15/34 |  | &nbsp;&nbsp;45100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44173470 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-14A, Class A1, 144A, 3 Month LIBOR + 1.200% (Cap N/A, Floor 1.200%) | 6.008(c) | &nbsp;&nbsp;10/20/34 |  | &nbsp;&nbsp;88000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86430784 |
| Elmwood CLO Ltd. (Cayman Islands),<br> Series 2019-02A, Class AR, 144A, 3 Month LIBOR + 1.150% (Cap N/A, Floor 1.150%) | 5.958(c) | &nbsp;&nbsp;04/20/34 |  | 112250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110734793 |
| Greenwood Park CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-01A, Class A2, 144A, 3 Month LIBOR + 1.010% (Cap N/A, Floor 0.000%) | 5.802(c) | &nbsp;&nbsp;04/15/31 |  | 101700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100555875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-01A, Class B, 144A, 3 Month LIBOR + 1.400% (Cap N/A, Floor 0.000%) | 6.192(c) | &nbsp;&nbsp;04/15/31 |  | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9674397 |
| Greywolf CLO Ltd. (Cayman Islands),<br> Series 2018-01A, Class A1, 144A, 3 Month SOFR + 1.290% (Cap N/A, Floor 0.000%) | 5.956(c) | &nbsp;&nbsp;04/26/31 |  | &nbsp;&nbsp;32750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32438875 |
| Henley CLO DAC (Ireland),<br> Series 03A, Class AR, 144A, 3 Month EURIBOR + 0.970% (Cap N/A, Floor 0.970%) | 3.419(c) | &nbsp;&nbsp;12/25/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;43250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45578065 |
| HPC Investment Partners CLO, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-02RR, Class A1A, 144A, 3 Month LIBOR + 1.160% (Cap N/A, Floor 0.000%) | 5.968(c) | &nbsp;&nbsp;10/20/29 |  | &nbsp;&nbsp;13481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13409879 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-02RR, Class A2, 144A, 3 Month LIBOR + 1.625% (Cap N/A, Floor 0.000%) | 6.433(c) | &nbsp;&nbsp;10/20/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006075 |
| HPS Loan Management Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 11A-17, Class AR, 144A, 3 Month LIBOR + 1.020% (Cap N/A, Floor 1.020%) | 5.552(c) | &nbsp;&nbsp;05/06/30 |  | &nbsp;&nbsp;45383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44951841 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-06A, Class A1R, 144A, 3 Month LIBOR + 1.000% (Cap N/A, Floor 0.000%) | 5.532(c) | &nbsp;&nbsp;02/05/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;7449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7391848 |
| Jefferson Mill CLO Ltd. (Cayman Islands),<br> Series 2015-01A, Class AR, 144A, 3 Month LIBOR + 1.175% (Cap N/A, Floor 0.000%) | 5.983(c) | &nbsp;&nbsp;10/20/31 |  | 147537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145615155 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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** |
| **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| Jubilee CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-10A, Class A1RR, 144A, 3 Month EURIBOR + 0.830% (Cap N/A, Floor 0.830%) | 3.118 %(c) | &nbsp;&nbsp;07/15/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;21317 | &nbsp;&nbsp; $22399068 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-10A, Class A2RR, 144A, 3 Month EURIBOR + 1.000% (Cap 3.100%, Floor 1.000%) | 3.100(c) | &nbsp;&nbsp;07/15/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30879128 |
| KKR CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 11, Class AR, 144A, 3 Month LIBOR + 1.180% (Cap N/A, Floor 1.180%) | 5.972(c) | &nbsp;&nbsp;01/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 33A, Class A, 144A, 3 Month LIBOR + 1.170% (Cap N/A, Floor 1.170%) | 5.978(c) | &nbsp;&nbsp;07/20/34 |  | &nbsp;&nbsp;89750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88305599 |
| Logan CLO Ltd. (Cayman Islands),<br> Series 2021-01A, Class A, 144A, 3 Month LIBOR + 1.160% (Cap N/A, Floor 1.160%) | 5.968(c) | &nbsp;&nbsp;07/20/34 |  | 112750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110957275 |
| Madison Park Euro Funding DAC (Ireland),<br> Series 14A, Class A1R, 144A, 3 Month EURIBOR + 0.800% (Cap N/A, Floor 0.800%) | 3.088(c) | &nbsp;&nbsp;07/15/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;94380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100142969 |
| Madison Park Funding Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-19A, Class A1R2, 144A, 3 Month LIBOR + 0.920% (Cap N/A, Floor 0.920%) | 5.735(c) | &nbsp;&nbsp;01/22/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;3195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3171366 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-21A, Class AARR, 144A, 3 Month LIBOR + 1.080% (Cap N/A, Floor 1.080%) | 5.872(c) | &nbsp;&nbsp;10/15/32 |  | 186000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183954000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-38A, Class A, 144A, 3 Month LIBOR + 1.120% (Cap N/A, Floor 1.120%) | 5.912(c) | &nbsp;&nbsp;07/17/34 |  | &nbsp;&nbsp;94500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93318750 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-59A, Class A, 144A, 3 Month LIBOR + 1.140% (Cap N/A, Floor 1.140%) | 5.935(c) | &nbsp;&nbsp;01/18/34 |  | &nbsp;&nbsp;49525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49145965 |
| MidOcean Credit CLO (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-03A, Class A1R, 144A, 3 Month LIBOR + 1.120% (Cap N/A, Floor 1.120%) | 5.935(c) | &nbsp;&nbsp;04/21/31 |  | &nbsp;&nbsp;38539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38054189 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-03A, Class BR, 144A, 3 Month LIBOR + 1.800% (Cap N/A, Floor 1.800%) | 6.615(c) | &nbsp;&nbsp;04/21/31 |  | &nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16832874 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-09A, Class A1, 144A, 3 Month LIBOR + 1.150% (Cap N/A, Floor 1.150%) | 5.958(c) | &nbsp;&nbsp;07/20/31 |  | &nbsp;&nbsp;54250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53612118 |
| Mountain View CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-01A, Class ARR, 144A, 3 Month LIBOR + 1.000% (Cap N/A, Floor 1.000%) | 5.806(c) | &nbsp;&nbsp;10/12/30 |  | 121841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120610933 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-01A, Class A1R, 144A, 3 Month LIBOR + 1.250% (Cap N/A, Floor 1.250%) | 6.042(c) | &nbsp;&nbsp;10/15/34 |  | &nbsp;&nbsp;37450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36819346 |
| Northwoods Capital Euro DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-21A, Class A1R, 144A, 3 Month EURIBOR + 0.870% (Cap N/A, Floor 0.870%) | 3.263(c) | &nbsp;&nbsp;07/22/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;98400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103669277 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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** |
| **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| Northwoods Capital Euro DAC (Ireland), (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-21A, Class A2R, 144A, 3 Month EURIBOR + 1.150% (Cap 3.200%, Floor 1.150%) | 3.200 %(c) | &nbsp;&nbsp;07/22/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;19000 | &nbsp;&nbsp; $19583355 |
| OAK Hill European Credit Partners DAC (Ireland),<br> Series 2017-06A, Class A1, 144A, 3 Month EURIBOR + 0.730% (Cap N/A, Floor 0.730%) | 3.072(c) | &nbsp;&nbsp;01/20/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;28659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30541155 |
| Oaktree CLO Ltd. (Cayman Islands),<br> Series 2019-01A, Class A1R, 144A, 3 Month LIBOR + 1.110% (Cap N/A, Floor 1.110%) | 5.925(c) | &nbsp;&nbsp;04/22/30 |  | 105500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104179372 |
| OZLM Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-07RA, Class A1R, 144A, 3 Month LIBOR + 1.010% (Cap N/A, Floor 1.010%) | 5.802(c) | &nbsp;&nbsp;07/17/29 |  | &nbsp;&nbsp;16038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15872111 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-11A, Class A1R, 144A, 3 Month LIBOR + 1.250% (Cap N/A, Floor 0.000%) | 6.052(c) | &nbsp;&nbsp;10/30/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;3229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3204223 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-20A, Class A1, 144A, 3 Month LIBOR + 1.050% (Cap N/A, Floor 1.050%) | 5.858(c) | &nbsp;&nbsp;04/20/31 |  | &nbsp;&nbsp;94500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93476934 |
| OZLME DAC (Netherlands),<br> Series 03A, Class A1, 144A, 3 Month EURIBOR + 0.750% (Cap N/A, Floor 0.750%) | 2.613(c) | &nbsp;&nbsp;08/24/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;66366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70757971 |
| Palmer Square CLO Ltd. (Cayman Islands),<br> Series 2015-01A, Class A1A4, 144A, 3 Month LIBOR + 1.130% (Cap N/A, Floor 1.130%) | 5.805(c) | &nbsp;&nbsp;05/21/34 |  | 144500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143055000 |
| Palmer Square European CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02A, Class A1, 144A, 3 Month EURIBOR + 0.930% (Cap N/A, Floor 0.930%) | 3.218(c) | &nbsp;&nbsp;04/15/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15840876 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02A, Class A2, 144A, 3 Month EURIBOR + 1.300% (Cap 3.400%, Floor 1.300%) | 3.400(c) | &nbsp;&nbsp;04/15/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10936553 |
| PPM CLO Ltd. (Cayman Islands),<br> Series 2018-01A, Class A, 144A, 3 Month LIBOR + 1.150% (Cap N/A, Floor 0.000%) | 5.942(c) | &nbsp;&nbsp;07/15/31 |  | &nbsp;&nbsp;69700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68934018 |
| Providus CLO DAC (Ireland),<br> Series 02A, Class AR, 144A, 3 Month EURIBOR + 0.750% (Cap N/A, Floor 0.750%) | 3.038(c) | &nbsp;&nbsp;07/15/31 | &nbsp;&nbsp;EUR | 203900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216622395 |
| Race Point CLO Ltd. (Cayman Islands),<br> Series 2013-08A, Class AR2, 144A, 3 Month LIBOR + 1.040% (Cap N/A, Floor 1.040%) | 5.715(c) | &nbsp;&nbsp;02/20/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882117 |
| Regatta Funding Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-01A, Class A1R2, 144A, 3 Month LIBOR + 1.150% (Cap N/A, Floor 1.150%) | 5.896(c) | &nbsp;&nbsp;06/20/34 |  | &nbsp;&nbsp;40600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39926405 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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** |
| **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| Regatta Funding Ltd. (Cayman Islands), (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-04A, Class A1, 144A, 3 Month LIBOR + 1.150% (Cap N/A, Floor 1.150%) | 5.958 %(c) | &nbsp;&nbsp;01/20/35 |  | &nbsp;&nbsp;19317 | &nbsp;&nbsp; $18953864 |
| Rockford Tower CLO Ltd. (Cayman Islands),<br> Series 2021-03A, Class A1, 144A, 3 Month LIBOR + 1.180% (Cap N/A, Floor 1.180%) | 5.988(c) | &nbsp;&nbsp;10/20/34 |  | &nbsp;&nbsp;97000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95638392 |
| Romark CLO Ltd. (Cayman Islands),<br> Series 2018-02A, Class A1, 144A, 3 Month LIBOR + 1.175% (Cap N/A, Floor 1.175%) | 5.993(c) | &nbsp;&nbsp;07/25/31 |  | &nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36554172 |
| Romark WM-R Ltd. (Cayman Islands),<br> Series 2018-01A, Class A1, 144A, 3 Month LIBOR + 1.030% (Cap N/A, Floor 0.000%) | 5.838(c) | &nbsp;&nbsp;04/20/31 |  | &nbsp;&nbsp;64325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63564528 |
| Shackleton CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-05RA, Class A, 144A, 3 Month LIBOR + 1.100% (Cap N/A, Floor 0.000%) | 5.632(c) | &nbsp;&nbsp;05/07/31 |  | &nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74137470 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-10A, Class BR, 144A, 3 Month LIBOR + 1.550% (Cap N/A, Floor 0.000%) | 6.358(c) | &nbsp;&nbsp;04/20/29 |  | &nbsp;&nbsp;33250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32294102 |
| Signal Peak CLO Ltd.,<br> Series 2018-05A, Class A, 144A, 3 Month LIBOR + 1.110% (Cap N/A, Floor 1.110%) | 5.928(c) | &nbsp;&nbsp;04/25/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2815437 |
| Sound Point CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-03A, Class A1R, 144A, 3 Month LIBOR + 0.980% (Cap N/A, Floor 0.980%) | 5.788(c) | &nbsp;&nbsp;10/20/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3960551 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-01A, Class AR, 144A, 3 Month LIBOR + 1.080% (Cap N/A, Floor 1.080%) | 5.888(c) | &nbsp;&nbsp;01/20/32 |  | &nbsp;&nbsp;21830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21389637 |
| St. Pauls CLO DAC (Ireland),<br> Series 02A, Class AR4, 144A, 3 Month EURIBOR + 0.980% (Cap N/A, Floor 0.980%) | 3.429(c) | &nbsp;&nbsp;10/25/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;34750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36571206 |
| St. Paul's CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 04A, Class ARR1, 144A, 3 Month EURIBOR + 0.830% (Cap N/A, Floor 0.830%) | 3.279(c) | &nbsp;&nbsp;04/25/30 | &nbsp;&nbsp;EUR | 104252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111396322 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 05A, Class ARR, 144A, 3 Month EURIBOR + 0.710% (Cap N/A, Floor 0.710%) | 2.512(c) | &nbsp;&nbsp;02/20/30 | &nbsp;&nbsp;EUR | 105559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112714969 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 07A, Class ARR, 144A, 3 Month EURIBOR + 0.890% (Cap N/A, Floor 0.890%) | 3.218(c) | &nbsp;&nbsp;07/18/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;90050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95340893 |
| Symphony CLO Ltd. (Cayman Islands),<br> Series 2016-18A, Class A1RR, 144A, 3 Month LIBOR + 1.100% (Cap N/A, Floor 1.100%) | 5.915(c) | &nbsp;&nbsp;07/23/33 |  | 121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119614006 |
| TCW CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-01A, Class A1RR, 144A, 3 Month LIBOR + 1.180% (Cap N/A, Floor 1.180%) | 5.982(c) | &nbsp;&nbsp;10/29/34 |  | 141000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138458080 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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** |
| **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| TCW CLO Ltd. (Cayman Islands), (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-01A, Class A1RR, 144A, 3 Month LIBOR + 1.160% (Cap N/A, Floor 1.160%) | 5.968 %(c) | &nbsp;&nbsp;04/20/34 |  | &nbsp;&nbsp;47500 | &nbsp;&nbsp; $46679989 |
| Telos CLO Ltd. (Cayman Islands),<br> Series 2013-04A, Class AR, 144A, 3 Month LIBOR + 1.240% (Cap N/A, Floor 0.000%) | 6.032(c) | &nbsp;&nbsp;01/17/30 |  | &nbsp;&nbsp;65784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65012177 |
| TIAA CLO Ltd. (Cayman Islands),<br> Series 2016-01A, Class AR, 144A, 3 Month LIBOR + 1.200% (Cap N/A, Floor 0.000%) | 6.008(c) | &nbsp;&nbsp;07/20/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3219142 |
| TICP CLO Ltd. (Cayman Islands),<br> Series 2018-IA, Class A1, 144A, 3 Month LIBOR + 0.830% (Cap N/A, Floor 0.830%) | 5.652(c) | &nbsp;&nbsp;04/26/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;6123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6080228 |
| Tikehau CLO DAC (Ireland),<br> Series 04A, Class A1, 144A, 3 Month EURIBOR + 0.900% (Cap N/A, Floor 0.900%) | 3.188(c) | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;50700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54193986 |
| Toro European CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 02A, Class ARR, 144A, 3 Month EURIBOR + 0.990% (Cap N/A, Floor 0.990%) | 3.439(c) | &nbsp;&nbsp;07/25/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;98050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103830589 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 03A, Class ARR, 144A, 3 Month EURIBOR + 0.990% (Cap N/A, Floor 0.990%) | 3.278(c) | &nbsp;&nbsp;07/15/34 | &nbsp;&nbsp;EUR | 115250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122032997 |
| Trimaran Cavu Ltd.,<br> Series 2019-01A, Class B, 144A, 3 Month LIBOR + 2.200% (Cap N/A, Floor 2.200%) | 7.008(c) | &nbsp;&nbsp;07/20/32 |  | &nbsp;&nbsp;33500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32969863 |
| Trinitas CLO Ltd. (Cayman Islands),<br> Series 2018-08A, Class A, 144A, 3 Month LIBOR + 1.100% (Cap N/A, Floor 0.000%) | 5.908(c) | &nbsp;&nbsp;07/20/31 |  | &nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69406694 |
| Vendome Funding CLO Ltd. (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 01A, Class A1R, 144A, 3 Month EURIBOR + 0.950% (Cap N/A, Floor 0.950%) | 3.292(c) | &nbsp;&nbsp;07/20/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;61900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65529690 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 01A, Class A2R, 144A, 3 Month EURIBOR + 1.300% (Cap 3.400%, Floor 1.300%) | 3.400(c) | &nbsp;&nbsp;07/20/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24831441 |
| Venture CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-19A, Class ARR, 144A, 3 Month LIBOR + 1.260% (Cap N/A, Floor 1.260%) | 6.052(c) | &nbsp;&nbsp;01/15/32 |  | &nbsp;&nbsp;38750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38320100 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-32A, Class A1, 144A, 3 Month LIBOR + 1.100% (Cap N/A, Floor 1.100%) | 5.895(c) | &nbsp;&nbsp;07/18/31 |  | &nbsp;&nbsp;38373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37681795 |
| Vibrant CLO Ltd. (Cayman Islands),<br> Series 2018-09A, Class A1, 144A, 3 Month LIBOR + 1.120% (Cap N/A, Floor 1.120%) | 5.928(c) | &nbsp;&nbsp;07/20/31 |  | 195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193456244 |
| Voya CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-03A, Class AR, 144A, 3 Month LIBOR + 1.080% (Cap N/A, Floor 1.080%) | 5.872(c) | &nbsp;&nbsp;10/17/32 |  | 139500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137784331 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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** |
| **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| Voya CLO Ltd. (Cayman Islands), (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-02A, Class A1R, 144A, 3 Month LIBOR + 1.160% (Cap N/A, Floor 1.160%) | 5.958 %(c) | &nbsp;&nbsp;07/19/34 |  | 121000 | &nbsp;&nbsp; $119064847 |
| Voya Euro CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 0.750% (Cap N/A, Floor 0.750%) | 3.038(c) | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;55913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59771314 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 04A, Class AR, 144A, 3 Month EURIBOR + 0.970% (Cap N/A, Floor 0.970%) | 3.258(c) | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;81870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86137408 |
| Wellfleet CLO Ltd. (Cayman Islands),<br> Series 2018-02A, Class A1, 144A, 3 Month LIBOR + 1.200% (Cap N/A, Floor 1.200%) | 6.008(c) | &nbsp;&nbsp;10/20/31 |  | &nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18222500 |
| Zais CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-02A, Class A, 144A, 3 Month LIBOR + 1.290% (Cap N/A, Floor 0.000%) | 6.082(c) | &nbsp;&nbsp;04/15/30 |  | &nbsp;&nbsp;53139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52524606 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-01A, Class A, 144A, 3 Month LIBOR + 0.950% (Cap N/A, Floor 0.000%) | 5.742(c) | &nbsp;&nbsp;04/15/29 |  | &nbsp;&nbsp;13535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13436379 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-02A, Class A, 144A, 3 Month LIBOR + 1.200% (Cap N/A, Floor 1.200%) | 6.008(c) | &nbsp;&nbsp;07/20/31 |  | 141173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139523298 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8568256497 |
| **Consumer Loans 0.6%** | **Consumer Loans 0.6%** | **Consumer Loans 0.6%** | **Consumer Loans 0.6%** | **Consumer Loans 0.6%** | **Consumer Loans 0.6%** |
| Fairstone Financial Issuance Trust (Canada),<br> Series 2020-01A, Class A, 144A | 2.509 | &nbsp;&nbsp;10/20/39 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;20600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14637139 |
| Lending Funding Trust,<br> Series 2020-02A, Class A, 144A | 2.320 | &nbsp;&nbsp;04/21/31 |  | &nbsp;&nbsp;15900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14118725 |
| Lendmark Funding Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-02A, Class A, 144A | 2.780 | &nbsp;&nbsp;04/20/28 |  | &nbsp;&nbsp;29820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29183103 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01A, Class C, 144A | 3.410 | &nbsp;&nbsp;11/20/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099262 |
| Mariner Finance Issuance Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-AA, Class A, 144A | 2.960 | &nbsp;&nbsp;07/20/32 |  | &nbsp;&nbsp;11068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10933864 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-AA, Class A, 144A | 2.190 | &nbsp;&nbsp;08/21/34 |  | &nbsp;&nbsp;25800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24733578 |
| OneMain Financial Issuance Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-01A, Class A, 144A | 3.840 | &nbsp;&nbsp;05/14/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;7402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7354631 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A | 1.750 | &nbsp;&nbsp;09/14/35 |  | &nbsp;&nbsp;68400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60950282 |
| Oportun Funding XIII LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-A, Class A, 144A | 3.080 | &nbsp;&nbsp;08/08/25 |  | &nbsp;&nbsp;35438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34545270 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-A, Class C, 144A | 4.750 | &nbsp;&nbsp;08/08/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;9705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9347945 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-A, Class D, 144A | 6.220 | &nbsp;&nbsp;08/08/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;3304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3113797 |
| Oportun Funding XIV LLC,<br> Series 2021-A, Class A, 144A | 1.210 | &nbsp;&nbsp;03/08/28 |  | &nbsp;&nbsp;36300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34070407 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244088003 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Home Equity Loans 0.0%** | **Home Equity Loans 0.0%** | **Home Equity Loans 0.0%** | **Home Equity Loans 0.0%** | **Home Equity Loans 0.0%** |
| ABFC Trust,<br> Series 2003-OPT01, Class A1, 1 Month LIBOR + 0.640% (Cap N/A, Floor 0.640%) | 5.146 %(c) | &nbsp;&nbsp;04/25/33 | 2065 | &nbsp;&nbsp; $1995642 |
| Accredited Mortgage Loan Trust,<br> Series 2004-04, Class A2D, 1 Month LIBOR + 0.700% (Cap N/A, Floor 0.700%) | 4.999(c) | &nbsp;&nbsp;01/25/35 | &nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171440 |
| ACE Securities Corp. Home Equity Loan Trust,<br> Series 2003-HE01, Class M1, 1 Month LIBOR + 0.975% (Cap N/A, Floor 0.975%) | 5.481(c) | &nbsp;&nbsp;11/25/33 | &nbsp;&nbsp;&nbsp;384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367477 |
| Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-Through Certificates,<br> Series 2003-11, Class AV2, 1 Month LIBOR + 0.740% (Cap N/A, Floor 0.740%) | 5.246(c) | &nbsp;&nbsp;12/25/33 | &nbsp;&nbsp;&nbsp;698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663506 |
| Argent Securities, Inc., Asset-Backed Pass-Through Certificates,<br> Series 2003-W10, Class M2, 1 Month LIBOR + 2.475% (Cap N/A, Floor 2.475%) | 3.715(c) | &nbsp;&nbsp;01/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20224 |
| Asset-Backed Securities Corp. Home Equity Loan Trust,<br> Series 2004-HE09, Class M1, 1 Month LIBOR + 0.975% (Cap N/A, Floor 0.975%) | 5.481(c) | &nbsp;&nbsp;12/25/34 | 1307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193459 |
| Bear Stearns Asset-Backed Securities I Trust,<br> Series 2004-HE08, Class M1, 1 Month LIBOR + 0.975% (Cap N/A, Floor 0.975%) | 5.481(c) | &nbsp;&nbsp;09/25/34 | &nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198607 |
| Bear Stearns Asset-Backed Securities Trust,<br> Series 2002-02, Class A2, 1 Month LIBOR + 1.200% (Cap 11.000%, Floor 1.200%) | 5.706(c) | &nbsp;&nbsp;10/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15889 |
| CDC Mortgage Capital Trust,<br> Series 2003-HE03, Class M1, 1 Month LIBOR + 1.050% (Cap N/A, Floor 1.050%) | 5.556(c) | &nbsp;&nbsp;11/25/33 | &nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246703 |
| Floating Rate Mortgage Pass-Through Certificates,<br> Series 2001-02, Class M3, 1 Month LIBOR + 2.925% (Cap N/A, Floor 2.925%) | 7.431(c) | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37551 |
| GSAA Trust,<br> Series 2006-07, Class AF2 | 5.995(cc) | &nbsp;&nbsp;03/25/46 | &nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244532 |
| Home Equity Asset Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2003-03, Class M1, 1 Month LIBOR + 1.290% (Cap N/A, Floor 1.290%) | 5.796(c) | &nbsp;&nbsp;08/25/33 | &nbsp;&nbsp;&nbsp;459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446363 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-07, Class M1, 1 Month LIBOR + 0.930% (Cap N/A, Floor 0.930%) | 5.436(c) | &nbsp;&nbsp;01/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42240 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Home Equity Loans (cont'd.)** | **Home Equity Loans (cont'd.)** | **Home Equity Loans (cont'd.)** | **Home Equity Loans (cont'd.)** | **Home Equity Loans (cont'd.)** |
| Merrill Lynch Mortgage Investors Trust,<br> Series 2003-OPT01, Class A3, 1 Month LIBOR + 0.720% (Cap N/A, Floor 0.720%) | 5.226 %(c) | &nbsp;&nbsp;07/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp; $161540 |
| Morgan Stanley ABS Capital I, Inc. Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2003-NC05, Class M1, 1 Month LIBOR + 1.275% (Cap N/A, Floor 1.275%) | 5.781(c) | &nbsp;&nbsp;04/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475814 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-HE03, Class A4, 1 Month LIBOR + 0.800% (Cap N/A, Floor 0.800%) | 5.306(c) | &nbsp;&nbsp;03/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443719 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-HE08, Class A7, 1 Month LIBOR + 1.060% (Cap N/A, Floor 1.060%) | 5.566(c) | &nbsp;&nbsp;09/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610648 |
| New Century Home Equity Loan Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2003-A, Class A, 144A, 1 Month LIBOR + 0.720% (Cap N/A, Floor 0.720%) | 3.750(c) | &nbsp;&nbsp;10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;1022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962989 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-01, Class M1, 1 Month LIBOR + 0.885% (Cap 11.500%, Floor 0.885%) | 5.391(c) | &nbsp;&nbsp;05/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296685 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8595028 |
| **Other 0.6%** | **Other 0.6%** | **Other 0.6%** | **Other 0.6%** | **Other 0.6%** |
| Loandepot GMSR Master Trust,<br> Series 2018-GT01, Class A, 144A, 1 Month LIBOR + 2.800% (Cap N/A, Floor 2.800%) | 7.254(c) | &nbsp;&nbsp;10/16/23 | &nbsp;&nbsp;29500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25993816 |
| PNMAC FMSR Issuer Trust,<br> Series 2018-FT01, Class A, 144A, 1 Month LIBOR + 2.350% (Cap N/A, Floor 0.000%) | 6.856(c) | &nbsp;&nbsp;04/25/23 | &nbsp;&nbsp;71300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69452988 |
| TH MSR Issuer Trust,<br> Series 2019-FT01, Class A, 144A, 1 Month LIBOR + 2.800% (Cap N/A, Floor 2.800%) | 7.306(c) | &nbsp;&nbsp;06/25/24 | 132480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124937264 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220384068 |
| **Residential Mortgage-Backed Securities 0.5%** | **Residential Mortgage-Backed Securities 0.5%** | **Residential Mortgage-Backed Securities 0.5%** | **Residential Mortgage-Backed Securities 0.5%** | **Residential Mortgage-Backed Securities 0.5%** |
| Chase Funding Trust,<br> Series 2002-02, Class 1A5 | 6.333(cc) | &nbsp;&nbsp;04/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55510 |
| Countrywide Asset-Backed Certificates, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2003-BC05, Class 2A2, 1 Month LIBOR + 0.700% (Cap N/A, Floor 0.700%) | 5.206(c) | &nbsp;&nbsp;12/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383149 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-03, Class 3A3, 1 Month LIBOR + 0.760% (Cap N/A, Floor 0.760%) | 5.266(c) | &nbsp;&nbsp;08/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52433 |
| Countrywide Asset-Backed Certificates Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-04, Class 1A, 1 Month LIBOR + 0.420% (Cap N/A, Floor 0.420%) | 4.926(c) | &nbsp;&nbsp;08/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;2726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525321 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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** |
| **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** |
| **Residential Mortgage-Backed Securities (cont'd.)** | **Residential Mortgage-Backed Securities (cont'd.)** | **Residential Mortgage-Backed Securities (cont'd.)** | **Residential Mortgage-Backed Securities (cont'd.)** | **Residential Mortgage-Backed Securities (cont'd.)** | **Residential Mortgage-Backed Securities (cont'd.)** |
| Countrywide Asset-Backed Certificates Trust, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-06, Class 2A4, 1 Month LIBOR + 0.900% (Cap N/A, Floor 0.900%) | 5.406 %(c) | &nbsp;&nbsp;11/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp; $212477 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-06, Class 2A5, 1 Month LIBOR + 0.780% (Cap N/A, Floor 0.780%) | 5.286(c) | &nbsp;&nbsp;11/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233826 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-BC04, Class M1, 1 Month LIBOR + 1.050% (Cap N/A, Floor 1.050%) | 5.556(c) | &nbsp;&nbsp;11/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445275 |
| Credit Suisse Mortgage Trust,<br> Series 2018-RPL04, 144A | 3.061 | &nbsp;&nbsp;07/25/50 |  | 18146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15850078 |
| Credit-Based Asset Servicing & Securitization LLC,<br> Series 2004-CB08, Class M1, 1 Month LIBOR + 0.795% (Cap N/A, Floor 0.795%) | 3.747(c) | &nbsp;&nbsp;12/25/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747356 |
| GSAMP Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-AR01, Class M1, 1 Month LIBOR + 0.975% (Cap N/A, Floor 0.975%) | 5.481(c) | &nbsp;&nbsp;06/25/34 |  | &nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555900 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2005-HE03, Class M3, 1 Month LIBOR + 1.050% (Cap N/A, Floor 1.050%) | 5.556(c) | &nbsp;&nbsp;06/25/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452155 |
| Long Beach Mortgage Loan Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-02, Class M1, 1 Month LIBOR + 0.795% (Cap N/A, Floor 0.795%) | 5.301(c) | &nbsp;&nbsp;06/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91279 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-04, Class 1A1, 1 Month LIBOR + 0.560% (Cap N/A, Floor 0.560%) | 5.066(c) | &nbsp;&nbsp;10/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12862 |
| LSF11 Boson Investments Sarl Compartment 2 (Spain),<br> Series 2021-NPLA, Class A1, 144A, 3 Month EURIBOR + 2.000% (Cap 3.000%, Floor 0.000%) | 3.898(c) | &nbsp;&nbsp;11/25/60 | &nbsp;&nbsp;EUR | 38480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39682807 |
| Merrill Lynch Mortgage Investors Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-OPT01, Class A1A, 1 Month LIBOR + 0.520% (Cap N/A, Floor 0.520%) | 5.026(c) | &nbsp;&nbsp;06/25/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36492 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-OPT01, Class A2A, 1 Month LIBOR + 0.720% (Cap N/A, Floor 0.720%) | 5.226(c) | &nbsp;&nbsp;06/25/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330196 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-WMC03, Class M2, 1 Month LIBOR + 1.845% (Cap N/A, Floor 1.845%) | 6.351(c) | &nbsp;&nbsp;01/25/35 |  | &nbsp;&nbsp;1354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305249 |
| Rathlin Residential DAC (Ireland),<br> Series 2021-01A, Class A, 144A, 1 Month EURIBOR + 2.000% | 3.895(c) | &nbsp;&nbsp;09/27/75 | &nbsp;&nbsp;EUR | 55564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56643916 |
| Specialty Underwriting & Residential Finance Trust,<br> Series 2003-BC02, Class M1, 1 Month LIBOR + 1.125% (Cap N/A, Floor 1.125%) | 5.631(c) | &nbsp;&nbsp;06/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539313 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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** |
| **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** |
| **Residential Mortgage-Backed Securities (cont'd.)** | **Residential Mortgage-Backed Securities (cont'd.)** | **Residential Mortgage-Backed Securities (cont'd.)** | **Residential Mortgage-Backed Securities (cont'd.)** | **Residential Mortgage-Backed Securities (cont'd.)** | **Residential Mortgage-Backed Securities (cont'd.)** |
| Structured Asset Investment Loan Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2003-BC07, Class 3A2, 1 Month LIBOR + 0.950% (Cap N/A, Floor 0.950%) | 5.456 %(c) | &nbsp;&nbsp;07/25/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp; $551915 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2003-BC08, Class 3A3, 1 Month LIBOR + 0.900% (Cap N/A, Floor 0.900%) | 5.406(c) | &nbsp;&nbsp;08/25/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26776 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2003-BC10, Class A4, 1 Month LIBOR + 1.000% (Cap N/A, Floor 1.000%) | 5.506(c) | &nbsp;&nbsp;10/25/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185487 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-BNC01, Class A2, 1 Month LIBOR + 1.000% (Cap N/A, Floor 1.000%) | 5.389(c) | &nbsp;&nbsp;09/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746703 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-BNC01, Class A4, 1 Month LIBOR + 0.940% (Cap N/A, Floor 0.940%) | 5.329(c) | &nbsp;&nbsp;09/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529940 |
| TFS (Spain), |  |  |  |  |  |
| &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;73932 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-03, Class A1, 1 Month EURIBOR + 3.000%^ | 4.918(c) | &nbsp;&nbsp;04/16/23 | &nbsp;&nbsp;EUR | 55116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56803474 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180073821 |
| **Small Business Loan 0.0%** | **Small Business Loan 0.0%** | **Small Business Loan 0.0%** | **Small Business Loan 0.0%** | **Small Business Loan 0.0%** | **Small Business Loan 0.0%** |
| United States Small Business Administration,<br> Series 2003-20I, Class 1 | 5.130 | &nbsp;&nbsp;09/01/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334 |
| **Student Loans 0.3%** | **Student Loans 0.3%** | **Student Loans 0.3%** | **Student Loans 0.3%** | **Student Loans 0.3%** | **Student Loans 0.3%** |
| Laurel Road Prime Student Loan Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-A, Class A, 144A | 0.000 | &nbsp;&nbsp;02/25/43 |  | 82210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19074757 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C, Class A, 144A | 0.000(cc) | &nbsp;&nbsp;08/25/43 |  | 22440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21115968 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-D, Class A, 144A | 0.000(cc) | &nbsp;&nbsp;11/25/43 |  | 26605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25336802 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-A, Class R, 144A | 0.000 | &nbsp;&nbsp;10/25/48 |  | 41935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9081936 |
| Navient Private Education Refi Loan Trust,<br> Series 2020-GA, Class B, 144A | 2.500 | &nbsp;&nbsp;09/16/69 |  | &nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4829548 |
| SoFi RR Funding II Trust,<br> Series 2019-01, Class A, 144A, 1 Month LIBOR + 2.250% (Cap N/A, Floor 1.250%) | 6.756(c) | &nbsp;&nbsp;11/29/24 |  | &nbsp;&nbsp;9022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9021422 |
| SoFi RR Funding III Trust,<br> Series 2020-01, Class A, 144A, 1 Month LIBOR + 2.250% (Cap N/A, Floor 1.250%) | 6.756(c) | &nbsp;&nbsp;11/29/24 |  | 29075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29072170 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117532603 |
| **Total Asset-Backed Securities<br> (cost $10,244,999,700)** | **Total Asset-Backed Securities<br> (cost $10,244,999,700)** | **Total Asset-Backed Securities<br> (cost $10,244,999,700)** | **Total Asset-Backed Securities<br> (cost $10,244,999,700)** | **Total Asset-Backed Securities<br> (cost $10,244,999,700)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9712247500 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Commercial Mortgage-Backed Securities 10.5%** | **Commercial Mortgage-Backed Securities 10.5%** | **Commercial Mortgage-Backed Securities 10.5%** | **Commercial Mortgage-Backed Securities 10.5%** | **Commercial Mortgage-Backed Securities 10.5%** |
| 20 Times Square Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-20TS, Class G, 144A (original cost $35,678,061; purchased 05/09/18)(f) | 3.100 %(cc) | &nbsp;&nbsp;05/15/35 | &nbsp;&nbsp;39245 | &nbsp;&nbsp; $31431776 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-20TS, Class H, 144A (original cost $35,625,556; purchased 05/09/18)(f) | 3.100(cc) | &nbsp;&nbsp;05/15/35 | &nbsp;&nbsp;40253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30028896 |
| Assurant Commercial Mortgage Trust,<br> Series 2016-01A, Class B, 144A | 4.227(cc) | &nbsp;&nbsp;05/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7078431 |
| BANK, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BN20, Class A2 | 2.758 | &nbsp;&nbsp;09/15/62 | &nbsp;&nbsp;50701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45483922 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BN21, Class A3 | 2.458 | &nbsp;&nbsp;10/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;4254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4139737 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BN21, Class XB, IO | 0.360(cc) | &nbsp;&nbsp;10/17/52 | 206158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4397762 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BN24, Class A2 | 2.707 | &nbsp;&nbsp;11/15/62 | &nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62283291 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-BN29, Class A3 | 1.742 | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;37450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30468380 |
| Bank of America Merrill Lynch Commercial Mortgage Trust,<br> Series 2016-UB10, Class A3 | 2.903 | &nbsp;&nbsp;07/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2108665 |
| Barclays Commercial Mortgage Securities Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-ETC, Class A, 144A | 2.937 | &nbsp;&nbsp;08/14/36 | &nbsp;&nbsp;17450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15528587 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-ETC, Class B, 144A | 3.189 | &nbsp;&nbsp;08/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;6970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6049138 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-ETC, Class C, 144A | 3.391 | &nbsp;&nbsp;08/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;5770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4849318 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-ETC, Class D, 144A | 3.609(cc) | &nbsp;&nbsp;08/14/36 | &nbsp;&nbsp;21720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17631336 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-ETC, Class E, 144A | 3.609(cc) | &nbsp;&nbsp;08/14/36 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10630766 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-CHRS, Class D, 144A | 4.267(cc) | &nbsp;&nbsp;08/05/38 | &nbsp;&nbsp;19295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12634949 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C03, Class A3 | 3.319 | &nbsp;&nbsp;05/15/52 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27806505 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-BID, Class A, 144A, 1 Month LIBOR + 2.140% (Cap N/A, Floor 2.140%) | 6.599(c) | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34166821 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C08, Class XB, IO | 1.023(cc) | &nbsp;&nbsp;10/15/53 | 119592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8183621 |
| BBCCRE Trust,<br> Series 2015-GTP, Class A, 144A | 3.966 | &nbsp;&nbsp;08/10/33 | &nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15596128 |
| Benchmark Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B10, Class A3 | 3.455 | &nbsp;&nbsp;03/15/62 | &nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37504792 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B11, Class A4 | 3.281 | &nbsp;&nbsp;05/15/52 | &nbsp;&nbsp;61825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57031226 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B12, Class A4 | 2.859 | &nbsp;&nbsp;08/15/52 | &nbsp;&nbsp;81000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72500994 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B13, Class A3 | 2.701 | &nbsp;&nbsp;08/15/57 | &nbsp;&nbsp;38700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34037049 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B14, Class A3 | 3.090 | &nbsp;&nbsp;12/15/62 | &nbsp;&nbsp;48180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45128476 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B14, Class A4 | 2.795 | &nbsp;&nbsp;12/15/62 | &nbsp;&nbsp;57600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51277380 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-B17, Class A4 | 2.042 | &nbsp;&nbsp;03/15/53 | &nbsp;&nbsp;95550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80392282 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-B21, Class A4 | 1.704 | &nbsp;&nbsp;12/17/53 | &nbsp;&nbsp;37450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30660176 |
| BX Commercial Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-XL, Class F, 144A, 1 Month SOFR + 2.114% (Cap N/A, Floor 2.114%) | 6.593(c) | &nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;46300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45253094 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-XL, Class G, 144A, 1 Month SOFR + 2.414% (Cap N/A, Floor 2.414%) | 6.893(c) | &nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;90857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88407727 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| CCUBS Commercial Mortgage Trust,<br> Series 2017-C01, Class A3 | 3.283 %(cc) | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;37610 | &nbsp;&nbsp; $35209576 |
| CD Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CD04, Class A3 | 3.248 | &nbsp;&nbsp;05/10/50 | &nbsp;&nbsp;55314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51875408 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CD06, Class A4 | 3.190 | &nbsp;&nbsp;11/13/50 | &nbsp;&nbsp;81000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75350072 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-CD07, Class A3 | 4.013 | &nbsp;&nbsp;08/15/51 | &nbsp;&nbsp;27250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26195313 |
| CF Mortgage Trust,<br> Series 2020-P01, Class A1, 144A | 2.840(cc) | &nbsp;&nbsp;04/15/25 | &nbsp;&nbsp;23319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22289605 |
| CFK Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-FAX, Class A, 144A | 4.075 | &nbsp;&nbsp;01/15/39 | &nbsp;&nbsp;14250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13376917 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-FAX, Class B, 144A | 4.362 | &nbsp;&nbsp;01/15/39 | &nbsp;&nbsp;21052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19355217 |
| CG-CCRE Commercial Mortgage Trust,<br> Series 2014-FL02, Class A, 144A, 1 Month LIBOR + 1.854% (Cap N/A, Floor 1.854%) | 6.313(c) | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1751996 |
| CGMS Commercial Mortgage Trust,<br> Series 2017-B01, Class A3 | 3.197 | &nbsp;&nbsp;08/15/50 | &nbsp;&nbsp;19714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18306289 |
| Citigroup Commercial Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-P01, Class XB, IO | 0.053(cc) | &nbsp;&nbsp;09/15/48 | &nbsp;&nbsp;58898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69058 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C04, Class A3 | 3.209 | &nbsp;&nbsp;10/12/50 | &nbsp;&nbsp;76000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71277960 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-P07, Class A3 | 3.442 | &nbsp;&nbsp;04/14/50 | &nbsp;&nbsp;16373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15527638 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GC41, Class A4 | 2.620 | &nbsp;&nbsp;08/10/56 | 105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92480167 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-SMRT, Class D, 144A | 4.745(cc) | &nbsp;&nbsp;01/10/36 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10687035 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-GC46, Class A4 | 2.477 | &nbsp;&nbsp;02/15/53 | &nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77670603 |
| CityLine Commercial Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-CLNE, Class B, 144A | 2.778(cc) | &nbsp;&nbsp;11/10/31 | &nbsp;&nbsp;40376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38771890 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-CLNE, Class C, 144A | 2.778(cc) | &nbsp;&nbsp;11/10/31 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14291561 |
| Cold Storage Trust,<br> Series 2020-ICE05, Class E, 144A, 1 Month LIBOR + 2.766% (Cap N/A, Floor 2.766%) | 7.225(c) | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;53917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52566161 |
| Commercial Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-UBS03, Class A3 | 3.546 | &nbsp;&nbsp;06/10/47 | &nbsp;&nbsp;11936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11633084 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-UBS04, Class A4 | 3.420 | &nbsp;&nbsp;08/10/47 | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10008174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-UBS06, Class A4 | 3.378 | &nbsp;&nbsp;12/10/47 | &nbsp;&nbsp;12005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11576675 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-COR02, Class A2 | 3.239 | &nbsp;&nbsp;09/10/50 | &nbsp;&nbsp;99501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93565495 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-COR03, Class A2 | 3.961 | &nbsp;&nbsp;05/10/51 | &nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52569759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GC44, Class A4 | 2.698 | &nbsp;&nbsp;08/15/57 | &nbsp;&nbsp;34500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30322609 |
| Credit Suisse Mortgage Capital Certificates,<br> Series 2019-ICE04, Class E, 144A, 1 Month LIBOR + 2.150% (Cap N/A, Floor 2.150%) | 6.609(c) | &nbsp;&nbsp;05/15/36 | 126856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124622687 |
| Credit Suisse Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-USA, Class A2, 144A | 3.953 | &nbsp;&nbsp;09/15/37 | &nbsp;&nbsp;99640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90937403 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-NXSR, Class A4 | 3.795(cc) | &nbsp;&nbsp;12/15/49 | &nbsp;&nbsp;13245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12679763 |
| CSAIL Commercial Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-C03, Class XB, IO | 0.250 | &nbsp;&nbsp;08/15/48 | &nbsp;&nbsp;86961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441084 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| CSAIL Commercial Mortgage Trust, (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-CX11, Class A3 | 4.095% | &nbsp;&nbsp;04/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;16889 | &nbsp;&nbsp; $16621793 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C16, Class A2 | 3.067 | &nbsp;&nbsp;06/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34229568 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C17, Class A4 | 2.763 | &nbsp;&nbsp;09/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;37150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32746767 |
| DBGS Mortgage Trust,<br> Series 2018-BIOD, Class F, 144A, 1 Month LIBOR + 2.000% (Cap N/A, Floor 2.000%) | 6.459(c) | &nbsp;&nbsp;05/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3737028 |
| DBWF Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-85T, Class D, 144A | 3.808(cc) | &nbsp;&nbsp;12/10/36 | &nbsp;&nbsp;&nbsp;&nbsp;23960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20039289 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-85T, Class E, 144A | 3.808(cc) | &nbsp;&nbsp;12/10/36 | &nbsp;&nbsp;&nbsp;&nbsp;22177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17089685 |
| Deutsche Bank Commercial Mortgage Trust,<br> Series 2017-C06, Class A4 | 3.071 | &nbsp;&nbsp;06/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6415662 |
| Eleven Madison Mortgage Trust,<br> Series 2015-11MD, Class C, 144A | 3.555(cc) | &nbsp;&nbsp;09/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;30650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27768937 |
| FHLMC Multifamily Structured Pass-Through<br> Certificates, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0038, Class X1, IO | 1.076(cc) | &nbsp;&nbsp;03/25/24 | &nbsp;&nbsp;&nbsp;136880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206552 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0043, Class X1, IO | 0.509(cc) | &nbsp;&nbsp;12/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;71227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614606 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0044, Class X1, IO | 0.739(cc) | &nbsp;&nbsp;01/25/25 | &nbsp;&nbsp;&nbsp;331290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3896634 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0052, Class X1, IO | 0.636(cc) | &nbsp;&nbsp;11/25/25 | &nbsp;&nbsp;&nbsp;284318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4032676 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0053, Class X1, IO | 0.877(cc) | &nbsp;&nbsp;12/25/25 | &nbsp;&nbsp;&nbsp;132145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2674595 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0055, Class X1, IO | 1.345(cc) | &nbsp;&nbsp;03/25/26 | &nbsp;&nbsp;&nbsp;259614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8823029 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0058, Class XAM, IO | 0.814(cc) | &nbsp;&nbsp;08/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;59334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526830 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0069, Class X1, IO | 0.349(cc) | &nbsp;&nbsp;09/25/27 | &nbsp;&nbsp;&nbsp;523457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7538099 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0087, Class X1, IO | 0.364(cc) | &nbsp;&nbsp;12/25/28 | &nbsp;&nbsp;&nbsp;420362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7886037 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0090, Class X1, IO | 0.707(cc) | &nbsp;&nbsp;02/25/29 | &nbsp;&nbsp;&nbsp;459259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16750240 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0091, Class X1, IO | 0.560(cc) | &nbsp;&nbsp;03/25/29 | &nbsp;&nbsp;&nbsp;552705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16131793 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0092, Class XAM, IO | 0.983(cc) | &nbsp;&nbsp;04/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;53046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2759235 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0093, Class X1, IO | 0.952(cc) | &nbsp;&nbsp;05/25/29 | &nbsp;&nbsp;&nbsp;407304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19390099 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0095, Class X1, IO | 0.950(cc) | &nbsp;&nbsp;06/25/29 | &nbsp;&nbsp;&nbsp;519143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25154850 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0096, Class XAM, IO | 1.393(cc) | &nbsp;&nbsp;07/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;56489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4204160 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0097, Class X1, IO | 1.091(cc) | &nbsp;&nbsp;07/25/29 | &nbsp;&nbsp;&nbsp;528100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30067412 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0101, Class X1, IO | 0.835(cc) | &nbsp;&nbsp;10/25/29 | &nbsp;&nbsp;&nbsp;468070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21028644 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0108, Class X1, IO | 1.691(cc) | &nbsp;&nbsp;03/25/30 | &nbsp;&nbsp;&nbsp;327425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30948574 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0114, Class X1, IO | 1.116(cc) | &nbsp;&nbsp;06/25/30 | &nbsp;&nbsp;&nbsp;256976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16659329 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0735, Class X1, IO | 0.957(cc) | &nbsp;&nbsp;05/25/26 | &nbsp;&nbsp;&nbsp;258605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6564392 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K1513, Class X1, IO | 0.860(cc) | &nbsp;&nbsp;08/25/34 | &nbsp;&nbsp;&nbsp;334204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21396936 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series Q001, Class XA, IO | 2.115(cc) | &nbsp;&nbsp;02/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;25560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2659161 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series Q002, Class XA, IO | 1.022(cc) | &nbsp;&nbsp;07/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;33090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1624933 |
| FREMF Mortgage Trust,<br> Series 2013-K32, Class X2A, IO, 144A | 0.100 | &nbsp;&nbsp;10/25/46 | 1000367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207976 |
| Greystone Commercial Capital Trust,<br> Series 2021-03, Class A, 144A, 1 Month LIBOR + 2.230% (Cap N/A, Floor 2.230%) | 6.684(c) | &nbsp;&nbsp;08/01/23 | &nbsp;&nbsp;&nbsp;174000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169234505 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| GS Mortgage Securities Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-GC16, Class XA, IO | 0.993 %(cc) | &nbsp;&nbsp;11/10/46 | &nbsp;&nbsp;22241 | &nbsp;&nbsp; $88948 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-GC22, Class XB, IO | 0.295(cc) | &nbsp;&nbsp;06/10/47 | &nbsp;&nbsp;37110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164613 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-GC32, Class XB, IO | 0.010(cc) | &nbsp;&nbsp;07/10/48 | &nbsp;&nbsp;60188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12038 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GC39, Class A3 | 3.307 | &nbsp;&nbsp;05/10/52 | &nbsp;&nbsp;73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66747243 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GC40, Class A3 | 2.904 | &nbsp;&nbsp;07/10/52 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45198470 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GSA01, Class A2 | 2.613 | &nbsp;&nbsp;11/10/52 | &nbsp;&nbsp;10184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9545778 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GSA01, Class A3 | 2.794 | &nbsp;&nbsp;11/10/52 | &nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37393742 |
| Houston Galleria Mall Trust,<br> Series 2015-HGLR, Class XCP, IO, 144A | 0.195(cc) | &nbsp;&nbsp;03/05/23 | 525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84525 |
| IMT Trust,<br> Series 2017-APTS, Class AFX, 144A | 3.478 | &nbsp;&nbsp;06/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;7630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7320657 |
| Independence Plaza Trust,<br> Series 2018-INDP, Class E, 144A | 4.996 | &nbsp;&nbsp;07/10/35 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9409020 |
| JPMBB Commercial Mortgage Securities Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-C23, Class XA, IO | 0.598(cc) | &nbsp;&nbsp;09/15/47 | &nbsp;&nbsp;44134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304543 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-C24, Class A3 | 3.098 | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;8040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7751492 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-C25, Class A4A1 | 3.408 | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;3753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3633336 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-C26, Class A3 | 3.231 | &nbsp;&nbsp;01/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;8506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8190309 |
| JPMCC Commercial Mortgage Securities Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-JP07, Class A4 | 3.195 | &nbsp;&nbsp;09/15/50 | &nbsp;&nbsp;70600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65391803 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-COR04, Class A3 | 3.763 | &nbsp;&nbsp;03/10/52 | &nbsp;&nbsp;31250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29317712 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-COR04, Class A4 | 3.758 | &nbsp;&nbsp;03/10/52 | &nbsp;&nbsp;31675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29418720 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-COR05, Class A3 | 3.123 | &nbsp;&nbsp;06/13/52 | &nbsp;&nbsp;38600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35153391 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-COR05, Class XB, IO | 0.953(cc) | &nbsp;&nbsp;06/13/52 | &nbsp;&nbsp;65497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3202803 |
| JPMDB Commercial Mortgage Securities Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C05, Class A4 | 3.414 | &nbsp;&nbsp;03/15/50 | &nbsp;&nbsp;26127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24821805 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C07, Class A4 | 3.147 | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65291086 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-COR06, Class A3 | 2.795 | &nbsp;&nbsp;11/13/52 | &nbsp;&nbsp;80750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70082376 |
| JPMorgan Chase Commercial Mortgage Securities Trust,<br> Series 2016-JP03, Class A4 | 2.627 | &nbsp;&nbsp;08/15/49 | &nbsp;&nbsp;29771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27537995 |
| LSTAR Commercial Mortgage Trust,<br> Series 2017-05, Class A4, 144A | 3.390 | &nbsp;&nbsp;03/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8237605 |
| Morgan Stanley Bank of America Merrill Lynch Trust,<br> Series 2016-C31, Class A5 | 3.102 | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;11509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10751811 |
| Morgan Stanley Capital I Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-UBS08, Class A4 | 3.809 | &nbsp;&nbsp;12/15/48 | &nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13302970 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-H01, Class A4 | 3.259 | &nbsp;&nbsp;06/15/50 | &nbsp;&nbsp;51175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47886356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-H03, Class A4 | 3.914 | &nbsp;&nbsp;07/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7780703 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-H04, Class A3 | 4.043 | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;18525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17815820 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-H06, Class A3 | 3.158 | &nbsp;&nbsp;06/15/52 | &nbsp;&nbsp;47750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43325514 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-H07, Class A3 | 3.005 | &nbsp;&nbsp;07/15/52 | &nbsp;&nbsp;72600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65199541 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-L02, Class A3 | 3.806 | &nbsp;&nbsp;03/15/52 | &nbsp;&nbsp;41900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39282126 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| Morgan Stanley Capital I Trust, (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-L03, Class A3 | 2.874% | &nbsp;&nbsp;11/15/52 | 40500 | &nbsp;&nbsp; $35920896 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-MEAD, Class E, 144A | 3.177(cc) | &nbsp;&nbsp;11/10/36 | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21066185 |
| Olympic Tower Mortgage Trust,<br> Series 2017-OT, Class C, 144A | 3.945(cc) | &nbsp;&nbsp;05/10/39 | 21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17867184 |
| SG Commercial Mortgage Securities Trust,<br> Series 2019-PREZ, Class A, 144A | 3.021 | &nbsp;&nbsp;09/15/39 | 35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30003865 |
| Shops at Crystals Trust,<br> Series 2016-CSTL, Class A, 144A | 3.126 | &nbsp;&nbsp;07/05/36 | 20955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18789408 |
| SREIT Trust,<br> Series 2021-MFP, Class F, 144A, 1 Month LIBOR + 2.625% (Cap N/A, Floor 2.625%) | 7.084(c) | &nbsp;&nbsp;11/15/38 | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71621212 |
| UBS Commercial Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C03, Class A3 | 3.167 | &nbsp;&nbsp;08/15/50 | 13800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12948805 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C05, Class A4 | 3.212 | &nbsp;&nbsp;11/15/50 | 32275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30304637 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C06, Class A4 | 3.320 | &nbsp;&nbsp;12/15/50 | 47215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44295913 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C10, Class A3 | 4.048 | &nbsp;&nbsp;05/15/51 | 69500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66625035 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C11, Class A4 (original cost $40,400,000; purchased 06/28/18)(f) | 3.977 | &nbsp;&nbsp;06/15/51 | 40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38330744 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C15, Class A3 | 4.075 | &nbsp;&nbsp;12/15/51 | 19752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19034578 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C16, Class A3 | 3.344 | &nbsp;&nbsp;04/15/52 | 31500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29359477 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C16, Class XB, IO | 0.864(cc) | &nbsp;&nbsp;04/15/52 | 96253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4368731 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C17, Class A3 | 2.669 | &nbsp;&nbsp;10/15/52 | 80675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70793450 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C18, Class A3 | 2.782 | &nbsp;&nbsp;12/15/52 | 22850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20144284 |
| UBS-Barclays Commercial Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-C05, Class XA, IO, 144A | 0.658(cc) | &nbsp;&nbsp;03/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-C05, Class XB, IO, 144A | 0.356(cc) | &nbsp;&nbsp;03/10/46 | 96528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 |
| Wells Fargo Commercial Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-LC16, Class A4 | 3.548 | &nbsp;&nbsp;08/15/50 | &nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2387389 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C34, Class XB, IO | 0.971(cc) | &nbsp;&nbsp;06/15/49 | 36018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982636 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C35, Class XB, IO | 0.927(cc) | &nbsp;&nbsp;07/15/48 | 55952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1521766 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C39, Class A4 | 3.157 | &nbsp;&nbsp;09/15/50 | 20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18665832 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C43, Class A4 | 4.012(cc) | &nbsp;&nbsp;03/15/51 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964647 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C45, Class A3 | 3.920 | &nbsp;&nbsp;06/15/51 | 26681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25649777 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C47, Class A3 | 4.175 | &nbsp;&nbsp;09/15/61 | 39016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37846550 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C48, Class A5 | 4.302 | &nbsp;&nbsp;01/15/52 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9748707 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C50, Class A4 | 3.466 | &nbsp;&nbsp;05/15/52 | 35300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33063184 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C52, Class A4 | 2.643 | &nbsp;&nbsp;08/15/52 | 86325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77011577 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C53, Class A3 | 2.787 | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5429722 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C54, Class A3 | 2.892 | &nbsp;&nbsp;12/15/52 | 44250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39460061 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C55, Class A4 | 2.474 | &nbsp;&nbsp;02/15/53 | 58725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50775890 |
| **Total Commercial Mortgage-Backed Securities<br> (cost $4,612,495,342)** | **Total Commercial Mortgage-Backed Securities<br> (cost $4,612,495,342)** | **Total Commercial Mortgage-Backed Securities<br> (cost $4,612,495,342)** | **Total Commercial Mortgage-Backed Securities<br> (cost $4,612,495,342)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4204358412 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Convertible Bond 0.0%** | **Convertible Bond 0.0%** | **Convertible Bond 0.0%** | **Convertible Bond 0.0%** | **Convertible Bond 0.0%** |
| **Telecommunications** | **Telecommunications** | **Telecommunications** | **Telecommunications** | **Telecommunications** |
| Digicel Group Holdings Ltd. (Jamaica),<br> Sub. Notes, 144A, Cash coupon 7.000% or PIK N/A (original cost $18,276; purchased 06/23/20 - 10/01/22)(f)<br> (cost $18,276) | 7.000% | &nbsp;&nbsp;02/16/23(oo) | &nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp; $9029 |
| **Corporate Bonds 37.4%** | **Corporate Bonds 37.4%** | **Corporate Bonds 37.4%** | **Corporate Bonds 37.4%** | **Corporate Bonds 37.4%** |
| **Aerospace & Defense 1.2%** | **Aerospace & Defense 1.2%** | **Aerospace & Defense 1.2%** | **Aerospace & Defense 1.2%** | **Aerospace & Defense 1.2%** |
| BAE Systems PLC (United Kingdom), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.000 | &nbsp;&nbsp;09/15/50 | 10325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7284332 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.400 | &nbsp;&nbsp;04/15/30 | 17620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16098573 |
| Boeing Co. (The), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.200 | &nbsp;&nbsp;03/01/29 | 15385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14063029 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.550 | &nbsp;&nbsp;03/01/38 | &nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868285 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.600 | &nbsp;&nbsp;05/01/34 | 42375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36400581 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.850 | &nbsp;&nbsp;11/01/48 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747186 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.900 | &nbsp;&nbsp;05/01/49 | 10270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7976655 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.950 | &nbsp;&nbsp;08/01/59 | 14670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10892995 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.705 | &nbsp;&nbsp;05/01/40 | 12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12282390 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.805 | &nbsp;&nbsp;05/01/50 | 64530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65905187 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 5.930 | &nbsp;&nbsp;05/01/60 | 63470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64735947 |
| Bombardier, Inc. (Canada), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 6.000 | &nbsp;&nbsp;02/15/28 | 36550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34585437 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 7.125 | &nbsp;&nbsp;06/15/26 | 14345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14291206 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 7.500 | &nbsp;&nbsp;12/01/24 | 42642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43469255 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 7.500 | &nbsp;&nbsp;03/15/25 | 41472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41472000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 7.500 | &nbsp;&nbsp;02/01/29 | 18025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17957406 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 7.875 | &nbsp;&nbsp;04/15/27 | 67181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67181000 |
| General Dynamics Corp.,<br> Gtd. Notes | 4.250 | &nbsp;&nbsp;04/01/40 | 10545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10239108 |
| L3Harris Technologies, Inc.,<br> Sr. Unsec'd. Notes | 3.832 | &nbsp;&nbsp;04/27/25 | &nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2638458 |
| Spirit AeroSystems, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | 7.500 | &nbsp;&nbsp;04/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50165 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 3.850 | &nbsp;&nbsp;06/15/26 | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5636554 |
| TransDigm UK Holdings PLC,<br> Gtd. Notes | 6.875 | &nbsp;&nbsp;05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263021 |
| TransDigm, Inc.,<br> Gtd. Notes | 6.375 | &nbsp;&nbsp;06/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49376 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475088146 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Agriculture 0.5%** | **Agriculture 0.5%** | **Agriculture 0.5%** | **Agriculture 0.5%** | **Agriculture 0.5%** |
| Altria Group, Inc.,<br> Gtd. Notes | 3.400% | &nbsp;&nbsp;02/04/41 | 73330 | &nbsp;&nbsp; $51527305 |
| BAT Capital Corp. (United Kingdom), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 2.259 | &nbsp;&nbsp;03/25/28 | 34745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29863663 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.557 | &nbsp;&nbsp;08/15/27 | 43207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40299586 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.390 | &nbsp;&nbsp;08/15/37 | &nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2327331 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.700 | &nbsp;&nbsp;04/02/27 | &nbsp;&nbsp;3555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3485409 |
| BAT International Finance PLC (United Kingdom),<br> Gtd. Notes | 1.668 | &nbsp;&nbsp;03/25/26 | 14740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13291378 |
| Philip Morris International, Inc.,<br> Sr. Unsec'd. Notes | 2.100 | &nbsp;&nbsp;05/01/30 | 30645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25644304 |
| Reynolds American, Inc. (United Kingdom),<br> Gtd. Notes | 4.450 | &nbsp;&nbsp;06/12/25 | 21633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21235508 |
| Vector Group Ltd.,<br> Sr. Sec'd. Notes, 144A | 5.750 | &nbsp;&nbsp;02/01/29 | 28375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24766192 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212440676 |
| **Airlines 0.4%** | **Airlines 0.4%** | **Airlines 0.4%** | **Airlines 0.4%** | **Airlines 0.4%** |
| American Airlines 2013-1 Class A Pass-Through Trust,<br> Pass-Through Certificates | 4.000 | &nbsp;&nbsp;01/15/27 | &nbsp;&nbsp;3217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2931026 |
| American Airlines 2014-1 Class A Pass-Through Trust,<br> Pass-Through Certificates | 3.700 | &nbsp;&nbsp;04/01/28 | &nbsp;&nbsp;1785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581380 |
| American Airlines 2015-1 Class A Pass-Through Trust,<br> Pass-Through Certificates | 3.375 | &nbsp;&nbsp;11/01/28 | &nbsp;&nbsp;7397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6399032 |
| American Airlines 2015-2 Class AA Pass-Through Trust,<br> Pass-Through Certificates(a) | 3.600 | &nbsp;&nbsp;03/22/29 | &nbsp;&nbsp;8668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7927764 |
| Continental Airlines 2012-2 Class A Pass-Through Trust,<br> Pass-Through Certificates | 4.000 | &nbsp;&nbsp;04/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516590 |
| Delta Air Lines 2020-1 Class AA Pass-Through Trust,<br> Pass-Through Certificates(a) | 2.000 | &nbsp;&nbsp;12/10/29 | 26077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22734528 |
| Southwest Airlines Co.,<br> Sr. Unsec'd. Notes(a) | 5.125 | &nbsp;&nbsp;06/15/27 | 38315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38728178 |
| United Airlines 2012-1 Class A Pass-Through Trust,<br> Pass-Through Certificates | 4.150 | &nbsp;&nbsp;10/11/25 | &nbsp;&nbsp;1571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540536 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Airlines (cont'd.)** | **Airlines (cont'd.)** | **Airlines (cont'd.)** | **Airlines (cont'd.)** | **Airlines (cont'd.)** |
| United Airlines 2015-1 Class AA Pass-Through Trust,<br> Pass-Through Certificates | 3.450% | &nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;7625 | &nbsp;&nbsp; $6911498 |
| United Airlines 2016-2 Class AA Pass-Through Trust,<br> Pass-Through Certificates | 2.875 | &nbsp;&nbsp;04/07/30 | 12161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10872905 |
| United Airlines 2018-1 Class AA Pass-Through Trust,<br> Pass-Through Certificates(a) | 3.500 | &nbsp;&nbsp;09/01/31 | &nbsp;&nbsp;9968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8858187 |
| United Airlines 2019-2 Class AA Pass-Through Trust,<br> Pass-Through Certificates | 2.700 | &nbsp;&nbsp;11/01/33 | &nbsp;&nbsp;8792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7279972 |
| United Airlines, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.375 | &nbsp;&nbsp;04/15/26 | 34860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33114138 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.625 | &nbsp;&nbsp;04/15/29 | &nbsp;&nbsp;9665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8818616 |
| US Airways 2012-2 Class A Pass-Through Trust,<br> Pass-Through Certificates(a) | 4.625 | &nbsp;&nbsp;12/03/26 | &nbsp;&nbsp;1067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987048 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159201398 |
| **Apparel 0.1%** | **Apparel 0.1%** | **Apparel 0.1%** | **Apparel 0.1%** | **Apparel 0.1%** |
| Michael Kors USA, Inc.,<br> Gtd. Notes, 144A | 4.250 | &nbsp;&nbsp;11/01/24 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9725165 |
| VF Corp.,<br> Sr. Unsec'd. Notes | 2.400 | &nbsp;&nbsp;04/23/25 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9486402 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19211567 |
| **Auto Manufacturers 0.8%** | **Auto Manufacturers 0.8%** | **Auto Manufacturers 0.8%** | **Auto Manufacturers 0.8%** | **Auto Manufacturers 0.8%** |
| Ford Motor Co., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.250 | &nbsp;&nbsp;02/12/32 | &nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837761 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.750 | &nbsp;&nbsp;01/15/43 | 17857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13946169 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.291 | &nbsp;&nbsp;12/08/46 | 13906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11521449 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 7.400 | &nbsp;&nbsp;11/01/46 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5155560 |
| Ford Motor Credit Co. LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 2.900 | &nbsp;&nbsp;02/16/28 | &nbsp;&nbsp;8275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7138876 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.271 | &nbsp;&nbsp;01/09/27 | 32500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30552565 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.584 | &nbsp;&nbsp;03/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490531 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 4.389 | &nbsp;&nbsp;01/08/26 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216478 |
| General Motors Co., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.250 | &nbsp;&nbsp;10/02/43 | 35760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35625861 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.600 | &nbsp;&nbsp;04/01/36 | &nbsp;&nbsp;7295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7634755 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.750 | &nbsp;&nbsp;04/01/46 | &nbsp;&nbsp;8458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800980 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Auto Manufacturers (cont'd.)** | **Auto Manufacturers (cont'd.)** | **Auto Manufacturers (cont'd.)** | **Auto Manufacturers (cont'd.)** | **Auto Manufacturers (cont'd.)** |
| General Motors Co., (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.800% | &nbsp;&nbsp;10/01/27 | &nbsp;&nbsp;5180 | &nbsp;&nbsp; $5507200 |
| General Motors Financial Co., Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.850 | &nbsp;&nbsp;01/05/28 | 20453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19170090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.000 | &nbsp;&nbsp;10/06/26 | &nbsp;&nbsp;7785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7503514 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.350 | &nbsp;&nbsp;01/17/27 | 18700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18148807 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.700 | &nbsp;&nbsp;08/18/23 | 19671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19290853 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.350 | &nbsp;&nbsp;02/26/27 | &nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4709998 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 2.350 | &nbsp;&nbsp;01/08/31 | 84135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67275082 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.700 | &nbsp;&nbsp;08/20/27 | &nbsp;&nbsp;2435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2186201 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.900 | &nbsp;&nbsp;02/26/25 | 46895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44743851 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.650 | &nbsp;&nbsp;01/17/29 | &nbsp;&nbsp;5920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5971195 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 6.000 | &nbsp;&nbsp;01/09/28 | 14175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14578498 |
| Toyota Motor Credit Corp.,<br> Sr. Unsec'd. Notes, EMTN | 3.500(cc) | &nbsp;&nbsp;10/24/25 | &nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1921044 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332927318 |
| **Auto Parts & Equipment 0.1%** | **Auto Parts & Equipment 0.1%** | **Auto Parts & Equipment 0.1%** | **Auto Parts & Equipment 0.1%** | **Auto Parts & Equipment 0.1%** |
| Adient Global Holdings Ltd.,<br> Gtd. Notes, 144A(a) | 4.875 | &nbsp;&nbsp;08/15/26 | &nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3807197 |
| American Axle & Manufacturing, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 6.250 | &nbsp;&nbsp;03/15/26 | &nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2015247 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 6.500 | &nbsp;&nbsp;04/01/27 | 26197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24164004 |
| Dana Financing Luxembourg Sarl,<br> Gtd. Notes, 144A | 5.750 | &nbsp;&nbsp;04/15/25 | &nbsp;&nbsp;5513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5402740 |
| Dana, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;02/15/32 | &nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3456506 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.625 | &nbsp;&nbsp;06/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47250 |
| Magna International, Inc. (Canada), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.625 | &nbsp;&nbsp;06/15/24 | &nbsp;&nbsp;3587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3514749 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.150 | &nbsp;&nbsp;10/01/25 | &nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3836716 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46244409 |
| **Banks 10.9%** | **Banks 10.9%** | **Banks 10.9%** | **Banks 10.9%** | **Banks 10.9%** |
| Banco de Credito del Peru (Peru),<br> Sr. Unsec'd. Notes, 144A | 4.250 | &nbsp;&nbsp;04/01/23 | &nbsp;&nbsp;2532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518232 |
| Banco Santander SA (Spain), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.849 | &nbsp;&nbsp;03/25/26 | 12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11523003 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 3 Month LIBOR + 1.120% | 5.926(c) | &nbsp;&nbsp;04/12/23 | &nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3399465 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 2.749 | &nbsp;&nbsp;12/03/30 | &nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5154808 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| Bank of America Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series FF | 5.875 %(ff) | &nbsp;&nbsp;03/15/28(oo) | &nbsp;&nbsp;31720 | &nbsp;&nbsp; $30392963 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.592(ff) | &nbsp;&nbsp;04/29/31 | &nbsp;&nbsp;11505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9836797 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.687(ff) | &nbsp;&nbsp;04/22/32 | &nbsp;&nbsp;43680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36932715 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.366(ff) | &nbsp;&nbsp;01/23/26 | &nbsp;&nbsp;36535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35306773 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 3.593(ff) | &nbsp;&nbsp;07/21/28 | &nbsp;&nbsp;77865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73609006 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN(a) | 1.898(ff) | &nbsp;&nbsp;07/23/31 | &nbsp;&nbsp;25805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20865849 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.496(ff) | &nbsp;&nbsp;02/13/31 | 219885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187287748 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.972(ff) | &nbsp;&nbsp;02/04/33 | &nbsp;&nbsp;16200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13816212 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 3.194(ff) | &nbsp;&nbsp;07/23/30 | &nbsp;&nbsp;45315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40607139 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 3.550(ff) | &nbsp;&nbsp;03/05/24 | &nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083285 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 3.824(ff) | &nbsp;&nbsp;01/20/28 | &nbsp;&nbsp;26803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25769329 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 3.974(ff) | &nbsp;&nbsp;02/07/30 | &nbsp;&nbsp;14865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14064704 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 4.083(ff) | &nbsp;&nbsp;03/20/51 | &nbsp;&nbsp;50309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43395766 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 4.271(ff) | &nbsp;&nbsp;07/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995974 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 4.330(ff) | &nbsp;&nbsp;03/15/50 | &nbsp;&nbsp;89558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81482622 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series N | 2.651(ff) | &nbsp;&nbsp;03/11/32 | &nbsp;&nbsp;40400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34061799 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, MTN | 4.000 | &nbsp;&nbsp;01/22/25 | &nbsp;&nbsp;41432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40704397 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, MTN | 4.450 | &nbsp;&nbsp;03/03/26 | &nbsp;&nbsp;45640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45236671 |
| Bank Rakyat Indonesia Persero Tbk PT (Indonesia),<br> Sr. Unsec'd. Notes | 3.950 | &nbsp;&nbsp;03/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985110 |
| Barclays PLC (United Kingdom), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.645(ff) | &nbsp;&nbsp;06/24/31 | &nbsp;&nbsp;13560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11180878 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.932(ff) | &nbsp;&nbsp;05/07/25 | 112290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110007627 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.501(ff) | &nbsp;&nbsp;08/09/28 | &nbsp;&nbsp;12710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12785996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 7.385(ff) | &nbsp;&nbsp;11/02/28 | &nbsp;&nbsp;14350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15520019 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 4.972(ff) | &nbsp;&nbsp;05/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;4210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4106871 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 4.836 | &nbsp;&nbsp;05/09/28 | &nbsp;&nbsp;&nbsp;&nbsp;9120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8799067 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 5.088(ff) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;14860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14175562 |
| BNP Paribas SA (France), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.323(ff) | &nbsp;&nbsp;01/13/27 | &nbsp;&nbsp;80445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71939035 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.904(ff) | &nbsp;&nbsp;09/30/28 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25850241 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 2.871(ff) | &nbsp;&nbsp;04/19/32 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8356393 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.375 | &nbsp;&nbsp;01/09/25 | &nbsp;&nbsp;20610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20014315 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.400 | &nbsp;&nbsp;08/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;4458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4323661 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 3.052(ff) | &nbsp;&nbsp;01/13/31 | &nbsp;&nbsp;28300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24593393 |
| BPCE SA (France), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.652(ff) | &nbsp;&nbsp;10/06/26 | &nbsp;&nbsp;30045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27122490 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 2.277(ff) | &nbsp;&nbsp;01/20/32 | &nbsp;&nbsp;13750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10858162 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 3.250 | &nbsp;&nbsp;01/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6338833 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 3.500 | &nbsp;&nbsp;10/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4002617 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, 144A, MTN | 4.500 | &nbsp;&nbsp;03/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2916648 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| BPCE SA (France), (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, 144A, MTN | 4.625% | &nbsp;&nbsp;07/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;3460 | &nbsp;&nbsp; $3393520 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, 144A, MTN | 4.875 | &nbsp;&nbsp;04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994259 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, 144A, MTN | 5.700 | &nbsp;&nbsp;10/22/23 | &nbsp;&nbsp;21237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21241432 |
| Citigroup, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes | 3.875(ff) | &nbsp;&nbsp;02/18/26(oo) | &nbsp;&nbsp;26270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23978942 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series U | 5.000(ff) | &nbsp;&nbsp;09/12/24(oo) | &nbsp;&nbsp;40750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39013226 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series V | 4.700(ff) | &nbsp;&nbsp;01/30/25(oo) | &nbsp;&nbsp;48265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44112576 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series W | 4.000(ff) | &nbsp;&nbsp;12/10/25(oo) | &nbsp;&nbsp;31420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29306643 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.666(ff) | &nbsp;&nbsp;01/29/31 | 181110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155852271 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.200 | &nbsp;&nbsp;10/21/26 | &nbsp;&nbsp;45302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42913771 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.400 | &nbsp;&nbsp;05/01/26 | &nbsp;&nbsp;19755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19023080 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.520(ff) | &nbsp;&nbsp;10/27/28 | &nbsp;&nbsp;24020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22512947 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.668(ff) | &nbsp;&nbsp;07/24/28 | &nbsp;&nbsp;12612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11942627 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.700 | &nbsp;&nbsp;01/12/26 | &nbsp;&nbsp;21145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20664908 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.785(ff) | &nbsp;&nbsp;03/17/33 | &nbsp;&nbsp;63929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57826543 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.887(ff) | &nbsp;&nbsp;01/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633515 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.044(ff) | &nbsp;&nbsp;06/01/24 | &nbsp;&nbsp;&nbsp;&nbsp;4520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4502563 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.316(ff) | &nbsp;&nbsp;03/26/41 | &nbsp;&nbsp;47128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48364147 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 4.300 | &nbsp;&nbsp;11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693186 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 4.400 | &nbsp;&nbsp;06/10/25 | &nbsp;&nbsp;22485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22318829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 4.450 | &nbsp;&nbsp;09/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461230 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 4.750 | &nbsp;&nbsp;05/18/46 | &nbsp;&nbsp;42640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39424230 |
| Credit Agricole SA (France),<br> Jr. Sub. Notes | 7.875(ff) | &nbsp;&nbsp;01/23/24(oo) | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998750 |
| Credit Suisse AG (Switzerland),<br> Sr. Unsec'd. Notes, MTN | 3.625 | &nbsp;&nbsp;09/09/24 | &nbsp;&nbsp;&nbsp;&nbsp;6130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5836855 |
| Credit Suisse Group AG (Switzerland), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;03/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;3590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3364021 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.800 | &nbsp;&nbsp;06/09/23 | &nbsp;&nbsp;23170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22904713 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.550 | &nbsp;&nbsp;04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3757561 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.869(ff) | &nbsp;&nbsp;01/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;8734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7483354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.194(ff) | &nbsp;&nbsp;04/01/31 | &nbsp;&nbsp;25500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21388622 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.282 | &nbsp;&nbsp;01/09/28 | &nbsp;&nbsp;&nbsp;&nbsp;3541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3112136 |
| Danske Bank A/S (Denmark),<br> Sr. Unsec'd. Notes, 144A | 3.244(ff) | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;22650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21573310 |
| Deutsche Bank AG (Germany), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.129(ff) | &nbsp;&nbsp;11/24/26 | &nbsp;&nbsp;27405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24701458 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.950 | &nbsp;&nbsp;02/27/23 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9241528 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.961(ff) | &nbsp;&nbsp;11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;9130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8830996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 3.729(ff) | &nbsp;&nbsp;01/14/32 | &nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12440947 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| Development Bank of Japan, Inc. (Japan), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, 144A, MTN | 3.125% | &nbsp;&nbsp;09/06/23 | &nbsp;&nbsp;10000 | &nbsp;&nbsp; $9881024 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 2.868 | &nbsp;&nbsp;09/05/23 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9866810 |
| Discover Bank, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.450 | &nbsp;&nbsp;07/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6194254 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.200 | &nbsp;&nbsp;08/08/23 | &nbsp;&nbsp;&nbsp;&nbsp;9280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9231747 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.250 | &nbsp;&nbsp;03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655642 |
| Goldman Sachs Group, Inc. (The), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series U | 3.650(ff) | &nbsp;&nbsp;08/10/26(oo) | &nbsp;&nbsp;&nbsp;&nbsp;5965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5190299 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.431(ff) | &nbsp;&nbsp;03/09/27 | &nbsp;&nbsp;15995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14317384 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.992(ff) | &nbsp;&nbsp;01/27/32 | &nbsp;&nbsp;48415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38757974 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.615(ff) | &nbsp;&nbsp;04/22/32 | &nbsp;&nbsp;54500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45596500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.210(ff) | &nbsp;&nbsp;04/22/42 | 110085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86456790 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.272(ff) | &nbsp;&nbsp;09/29/25 | &nbsp;&nbsp;24791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24030976 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.500 | &nbsp;&nbsp;01/23/25 | &nbsp;&nbsp;24530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23899766 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.500 | &nbsp;&nbsp;04/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525058 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;02/25/26 | &nbsp;&nbsp;31393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30664424 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.814(ff) | &nbsp;&nbsp;04/23/29 | &nbsp;&nbsp;16800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15869225 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.850 | &nbsp;&nbsp;01/26/27 | &nbsp;&nbsp;41450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40095696 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.223(ff) | &nbsp;&nbsp;05/01/29 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9647410 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 4.100(cc) | &nbsp;&nbsp;05/31/24 | &nbsp;&nbsp;80768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79862090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 5.150 | &nbsp;&nbsp;05/22/45 | &nbsp;&nbsp;12240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12116892 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 6.750 | &nbsp;&nbsp;10/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242439 |
| HSBC Holdings PLC (United Kingdom), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.645(ff) | &nbsp;&nbsp;04/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3873051 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.292(ff) | &nbsp;&nbsp;09/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581914 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.583(ff) | &nbsp;&nbsp;06/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;9365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9069865 |
| ING Groep NV (Netherlands),<br> Sr. Unsec'd. Notes | 3.550 | &nbsp;&nbsp;04/09/24 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2356830 |
| JPMorgan Chase & Co., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series CC, 3 Month LIBOR + 2.580%(a) | 7.394(c) | &nbsp;&nbsp;05/01/23(oo) | &nbsp;&nbsp;30100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29792885 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series FF | 5.000(ff) | &nbsp;&nbsp;08/01/24(oo) | &nbsp;&nbsp;29225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28331603 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series HH | 4.600(ff) | &nbsp;&nbsp;02/01/25(oo) | &nbsp;&nbsp;75829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71113461 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series II | 4.000(ff) | &nbsp;&nbsp;04/01/25(oo) | &nbsp;&nbsp;89955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82509399 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series KK | 3.650(ff) | &nbsp;&nbsp;06/01/26(oo) | &nbsp;&nbsp;28750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25893807 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.953(ff) | &nbsp;&nbsp;02/04/32 | &nbsp;&nbsp;&nbsp;&nbsp;2845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2286290 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.522(ff) | &nbsp;&nbsp;04/22/31 | &nbsp;&nbsp;51715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44233052 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.545(ff) | &nbsp;&nbsp;11/08/32 | 105105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87287593 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.739(ff) | &nbsp;&nbsp;10/15/30 | 100670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87964421 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 2.950 | &nbsp;&nbsp;10/01/26 | &nbsp;&nbsp;10055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9577243 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.300 | &nbsp;&nbsp;04/01/26 | &nbsp;&nbsp;15650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15105841 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| JPMorgan Chase & Co., (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.328 %(ff) | &nbsp;&nbsp;04/22/52 | &nbsp;&nbsp;23755 | &nbsp;&nbsp; $18105788 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.702(ff) | &nbsp;&nbsp;05/06/30 | &nbsp;&nbsp;91135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84841665 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.960(ff) | &nbsp;&nbsp;01/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7083604 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.964(ff) | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;7285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6297995 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.005(ff) | &nbsp;&nbsp;04/23/29 | &nbsp;&nbsp;52470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50307850 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 4.493(ff) | &nbsp;&nbsp;03/24/31 | 129210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125920874 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.565(ff) | &nbsp;&nbsp;06/14/30 | &nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32323450 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 3.375 | &nbsp;&nbsp;05/01/23 | &nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2764587 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 3.875 | &nbsp;&nbsp;09/10/24 | &nbsp;&nbsp;18575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18294472 |
| Kasikornbank PCL (Thailand),<br> Sub. Notes, EMTN | 3.343(ff) | &nbsp;&nbsp;10/02/31 | &nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7730764 |
| Lloyds Banking Group PLC (United Kingdom), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;01/11/27 | &nbsp;&nbsp;16495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15663787 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.900 | &nbsp;&nbsp;03/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;6047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5974885 |
| M&T Bank Corp.,<br> Sub. Notes | 4.000 | &nbsp;&nbsp;07/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492302 |
| Manufacturers & Traders Trust Co.,<br> Sr. Unsec'd. Notes | 2.900 | &nbsp;&nbsp;02/06/25 | &nbsp;&nbsp;22225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21382840 |
| Mizuho Financial Group, Inc. (Japan),<br> Sr. Unsec'd. Notes(a) | 3.170 | &nbsp;&nbsp;09/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9113120 |
| Morgan Stanley, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 2.239(ff) | &nbsp;&nbsp;07/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365261 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 2.699(ff) | &nbsp;&nbsp;01/22/31 | 124435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107893297 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 3.700 | &nbsp;&nbsp;10/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4610468 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 3.772(ff) | &nbsp;&nbsp;01/24/29 | &nbsp;&nbsp;50085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47613620 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 4.431(ff) | &nbsp;&nbsp;01/23/30 | &nbsp;&nbsp;10525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10246778 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN(a) | 5.597(ff) | &nbsp;&nbsp;03/24/51 | 118348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129315396 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.802(ff) | &nbsp;&nbsp;01/25/52 | &nbsp;&nbsp;21457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14761916 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 3.125 | &nbsp;&nbsp;07/27/26 | &nbsp;&nbsp;49095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46547261 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 3.591(ff) | &nbsp;&nbsp;07/22/28 | &nbsp;&nbsp;29190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27640486 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 3.971(ff) | &nbsp;&nbsp;07/22/38 | &nbsp;&nbsp;12045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10818160 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, GMTN | 4.350 | &nbsp;&nbsp;09/08/26 | &nbsp;&nbsp;15545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15273035 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, MTN | 3.950 | &nbsp;&nbsp;04/23/27 | &nbsp;&nbsp;16325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15776720 |
| NatWest Group PLC (United Kingdom), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 4.445(ff) | &nbsp;&nbsp;05/08/30 | &nbsp;&nbsp;&nbsp;&nbsp;5539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5248981 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.519(ff) | &nbsp;&nbsp;06/25/24 | &nbsp;&nbsp;25400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25266569 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.076(ff) | &nbsp;&nbsp;01/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700864 |
| PNC Bank NA,<br> Sub. Notes | 4.050 | &nbsp;&nbsp;07/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159870 |
| PNC Financial Services Group, Inc. (The),<br> Sr. Unsec'd. Notes(a) | 3.450 | &nbsp;&nbsp;04/23/29 | &nbsp;&nbsp;19895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18845941 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| Societe Generale SA (France),<br> Sr. Unsec'd. Notes, 144A | 1.488 %(ff) | &nbsp;&nbsp;12/14/26 | &nbsp;&nbsp;47800 | &nbsp;&nbsp; $42630215 |
| State Street Corp.,<br> Sub. Notes | 2.200 | &nbsp;&nbsp;03/03/31 | &nbsp;&nbsp;25766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21471788 |
| Texas Capital Bank NA,<br> Sr. Unsec'd. Notes, 144A, 3 Month LIBOR + 4.500% | 9.254(c) | &nbsp;&nbsp;09/30/24 | &nbsp;&nbsp;73420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71385219 |
| Truist Bank,<br> Sr. Unsec'd. Notes | 2.750 | &nbsp;&nbsp;05/01/23 | &nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3656132 |
| Truist Financial Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series N | 4.800(ff) | &nbsp;&nbsp;09/01/24(oo) | &nbsp;&nbsp;34643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33365349 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, MTN | 3.875 | &nbsp;&nbsp;03/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7146785 |
| UBS Group AG (Switzerland), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.008(ff) | &nbsp;&nbsp;07/30/24 | &nbsp;&nbsp;11645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11399940 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.364(ff) | &nbsp;&nbsp;01/30/27 | &nbsp;&nbsp;17775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15873075 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.126(ff) | &nbsp;&nbsp;08/13/30 | &nbsp;&nbsp;14130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12382168 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.125 | &nbsp;&nbsp;09/24/25 | &nbsp;&nbsp;21582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21103365 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.125 | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;2440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2382498 |
| UniCredit SpA (Italy),<br> Sr. Unsec'd. Notes, 144A | 2.569(ff) | &nbsp;&nbsp;09/22/26 | &nbsp;&nbsp;28415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25746959 |
| Wells Fargo & Co., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.068(ff) | &nbsp;&nbsp;04/30/41 | &nbsp;&nbsp;64795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50628771 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.164(ff) | &nbsp;&nbsp;02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;8235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7770030 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.572(ff) | &nbsp;&nbsp;02/11/31 | 100840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87078107 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN(a) | 2.879(ff) | &nbsp;&nbsp;10/30/30 | &nbsp;&nbsp;55529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49124482 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN(a) | 4.478(ff) | &nbsp;&nbsp;04/04/31 | 172484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167939614 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4389277629 |
| **Beverages 0.4%** | **Beverages 0.4%** | **Beverages 0.4%** | **Beverages 0.4%** | **Beverages 0.4%** |
| Anheuser-Busch Cos. LLC/Anheuser-Busch InBev<br> Worldwide, Inc. (Belgium), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.700 | &nbsp;&nbsp;02/01/36 | &nbsp;&nbsp;25400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25184864 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.900 | &nbsp;&nbsp;02/01/46 | &nbsp;&nbsp;49345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47732953 |
| Anheuser-Busch InBev Worldwide, Inc. (Belgium), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.450 | &nbsp;&nbsp;01/23/39 | &nbsp;&nbsp;39566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41491500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 5.550 | &nbsp;&nbsp;01/23/49 | &nbsp;&nbsp;45117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48365465 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 8.000 | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2410454 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 8.200 | &nbsp;&nbsp;01/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585386 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165770622 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Building Materials 0.1%** | **Building Materials 0.1%** | **Building Materials 0.1%** | **Building Materials 0.1%** | **Building Materials 0.1%** | **Building Materials 0.1%** |
| Cemex SAB de CV (Mexico),<br> Gtd. Notes, 144A | 5.450% | &nbsp;&nbsp;11/19/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp; $396924 |
| Martin Marietta Materials, Inc.,<br> Sr. Unsec'd. Notes | 4.250 | &nbsp;&nbsp;07/02/24 |  | &nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285296 |
| Owens Corning, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.400 | &nbsp;&nbsp;08/15/26 |  | &nbsp;&nbsp;3315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3132882 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.300 | &nbsp;&nbsp;07/15/47 |  | 22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18968454 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.400 | &nbsp;&nbsp;01/30/48 |  | &nbsp;&nbsp;4370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3741442 |
| Smyrna Ready Mix Concrete LLC,<br> Sr. Sec'd. Notes, 144A | 6.000 | &nbsp;&nbsp;11/01/28 |  | &nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6553988 |
| Standard Industries, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.375 | &nbsp;&nbsp;01/15/31 |  | 18650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14837214 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.375 | &nbsp;&nbsp;07/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42869 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 4.750 | &nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241137 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51200206 |
| **Chemicals 0.6%** | **Chemicals 0.6%** | **Chemicals 0.6%** | **Chemicals 0.6%** | **Chemicals 0.6%** | **Chemicals 0.6%** |
| Ashland LLC,<br> Gtd. Notes | 6.875 | &nbsp;&nbsp;05/15/43 |  | 11140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11294713 |
| Braskem Netherlands Finance BV (Brazil), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 4.500 | &nbsp;&nbsp;01/10/28 |  | &nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2446925 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.500 | &nbsp;&nbsp;01/10/28 |  | 13200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12422850 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.500 | &nbsp;&nbsp;01/31/30 |  | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2631600 |
| CF Industries, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.950 | &nbsp;&nbsp;06/01/43 |  | &nbsp;&nbsp;8565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7802066 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.375 | &nbsp;&nbsp;03/15/44 |  | 19358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18570967 |
| CNAC HK Finbridge Co. Ltd. (China),<br> Gtd. Notes | 1.125 | &nbsp;&nbsp;09/22/24 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;4395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4464466 |
| Dow Chemical Co. (The), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.375 | &nbsp;&nbsp;11/15/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67016 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.800 | &nbsp;&nbsp;05/15/49 |  | 10718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9787673 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.250 | &nbsp;&nbsp;11/15/41 |  | &nbsp;&nbsp;2101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083882 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.550 | &nbsp;&nbsp;11/30/48 |  | &nbsp;&nbsp;&nbsp;&nbsp;504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509139 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.900 | &nbsp;&nbsp;05/15/53 |  | &nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6701702 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 9.400 | &nbsp;&nbsp;05/15/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174117 |
| FMC Corp.,<br> Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;10/01/49 |  | 12925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11116287 |
| LYB International Finance BV,<br> Gtd. Notes | 4.875 | &nbsp;&nbsp;03/15/44 |  | 10495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9431719 |
| LYB International Finance III LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.375 | &nbsp;&nbsp;10/01/40 |  | 14600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11217913 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Chemicals (cont'd.)** | **Chemicals (cont'd.)** | **Chemicals (cont'd.)** | **Chemicals (cont'd.)** | **Chemicals (cont'd.)** | **Chemicals (cont'd.)** |
| LYB International Finance III LLC, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/49 |  | 39600 | &nbsp;&nbsp; $32197212 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;05/01/50 |  | 13410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10879522 |
| Monitchem HoldCo 2 SA (Luxembourg), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;09/15/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955089 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;09/15/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3807278 |
| Mosaic Co. (The),<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;11/15/43 |  | &nbsp;&nbsp;3455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3470305 |
| NOVA Chemicals Corp. (Canada), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;06/01/24 |  | &nbsp;&nbsp;1589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1559206 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;05/01/25 |  | &nbsp;&nbsp;3190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3086325 |
| Nutrien Ltd. (Canada), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;06/01/43 |  | &nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3164919 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;01/15/45 |  | &nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7870774 |
| Sasol Financing USA LLC (South Africa), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03/27/24 |  | 47980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47305881 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;09/27/28 |  | &nbsp;&nbsp;7510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7242664 |
| Sherwin-Williams Co. (The),<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;3.450 | &nbsp;&nbsp;08/01/25 |  | &nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204521 |
| TPC Group, Inc.,<br> Sr. Sec'd. Notes, 144A | 13.000 | &nbsp;&nbsp;12/16/27 |  | &nbsp;&nbsp;4604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4709666 |
| Valvoline, Inc.,<br> Gtd. Notes, 144A | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;02/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93432 |
| WR Grace Holdings LLC,<br> Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;06/15/27 |  | &nbsp;&nbsp;2131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1988248 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241258077 |
| **Commercial Services 0.9%** | **Commercial Services 0.9%** | **Commercial Services 0.9%** | **Commercial Services 0.9%** | **Commercial Services 0.9%** | **Commercial Services 0.9%** |
| Adtalem Global Education, Inc.,<br> Sr. Sec'd. Notes, 144A(a) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;03/01/28 |  | &nbsp;&nbsp;1889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1759952 |
| Allied Universal Holdco LLC/Allied Universal Finance<br> Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07/15/26 |  | &nbsp;&nbsp;3420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3293084 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06/01/29 |  | 31075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24979517 |
| Allied Universal Holdco LLC/Allied Universal Finance<br> Corp./Atlas Luxco 4 Sarl, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06/01/28 |  | 21390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18395400 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06/01/28 |  | 14970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12761925 |
| AMN Healthcare, Inc.,<br> Gtd. Notes, 144A | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;10/01/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46379 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** |
| California Institute of Technology, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.650% | &nbsp;&nbsp;09/01/2119 |  | 39775 | &nbsp;&nbsp; $28562935 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.700 | &nbsp;&nbsp;11/01/2111 |  | &nbsp;&nbsp;2105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950484 |
| DP World PLC (United Arab Emirates),<br> Sr. Unsec'd. Notes, EMTN(a) | 6.850 | &nbsp;&nbsp;07/02/37 |  | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2252875 |
| Equifax, Inc.,<br> Sr. Unsec'd. Notes | 3.950 | &nbsp;&nbsp;06/15/23 |  | 13305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13241570 |
| ERAC USA Finance LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 2.700 | &nbsp;&nbsp;11/01/23 |  | 27400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26839998 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.300 | &nbsp;&nbsp;12/01/26 |  | 10390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9777481 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.800 | &nbsp;&nbsp;11/01/25 |  | 17535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16928986 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.200 | &nbsp;&nbsp;11/01/46 |  | &nbsp;&nbsp;7890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6693359 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.500 | &nbsp;&nbsp;02/15/45 |  | &nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3329267 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.700 | &nbsp;&nbsp;06/01/34 |  | &nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2587626 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.000 | &nbsp;&nbsp;10/15/37 |  | &nbsp;&nbsp;4090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4761676 |
| Global Payments, Inc.,<br> Sr. Unsec'd. Notes | 4.950 | &nbsp;&nbsp;08/15/27 |  | 10005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10017042 |
| Johns Hopkins University,<br> Sr. Unsec'd. Notes, Series A | 2.813 | &nbsp;&nbsp;01/01/60 |  | &nbsp;&nbsp;8040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5346129 |
| Leland Stanford Junior University (The),<br> Unsec'd. Notes | 3.647 | &nbsp;&nbsp;05/01/48 |  | &nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6392919 |
| Loxam SAS (France),<br> Sr. Sub. Notes | 4.500 | &nbsp;&nbsp;04/15/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;8735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8314749 |
| Massachusetts Institute of Technology, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes | 3.885 | &nbsp;&nbsp;07/01/2116 |  | 18113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14428267 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes | 4.678 | &nbsp;&nbsp;07/01/2114 |  | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2857159 |
| President & Fellows of Harvard College, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes(a) | 2.517 | &nbsp;&nbsp;10/15/50 |  | &nbsp;&nbsp;8950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6347111 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes | 3.150 | &nbsp;&nbsp;07/15/46 |  | &nbsp;&nbsp;9930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8124503 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes | 3.300 | &nbsp;&nbsp;07/15/56 |  | &nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3078119 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes | 3.619 | &nbsp;&nbsp;10/01/37 |  | &nbsp;&nbsp;4010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3658969 |
| Trustees of the University of Pennsylvania (The),<br> Sr. Unsec'd. Notes | 3.610 | &nbsp;&nbsp;02/15/2119 |  | &nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773316 |
| United Rentals North America, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 3.750 | &nbsp;&nbsp;01/15/32 |  | &nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4561163 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 4.875 | &nbsp;&nbsp;01/15/28 |  | 70980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68762375 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 5.250 | &nbsp;&nbsp;01/15/30 |  | 15359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14864727 |
| University of Chicago (The),<br> Unsec'd. Notes, Series 20B | 2.761 | &nbsp;&nbsp;04/01/45 |  | &nbsp;&nbsp;6560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5267917 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** |
| University of Southern California, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series A | 3.226% | &nbsp;&nbsp;10/01/2120 |  | &nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp; $3392007 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, Series 2017 | 3.841 | &nbsp;&nbsp;10/01/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8227216 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352576202 |
| **Computers 0.1%** | **Computers 0.1%** | **Computers 0.1%** | **Computers 0.1%** | **Computers 0.1%** | **Computers 0.1%** |
| Banff Merger Sub, Inc.,<br> Sr. Unsec'd. Notes | 8.375 | &nbsp;&nbsp;09/01/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457149 |
| Hurricane Finance PLC (United Kingdom),<br> Sr. Sec'd. Notes, 144A (original cost $26,250,000; purchased 07/31/20)(f) | 8.000 | &nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22437870 |
| Leidos, Inc.,<br> Gtd. Notes | 2.300 | &nbsp;&nbsp;02/15/31 |  | &nbsp;&nbsp;20140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16248290 |
| NCR Corp.,<br> Gtd. Notes, 144A | 5.750 | &nbsp;&nbsp;09/01/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487772 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41631081 |
| **Diversified Financial Services 1.1%** | **Diversified Financial Services 1.1%** | **Diversified Financial Services 1.1%** | **Diversified Financial Services 1.1%** | **Diversified Financial Services 1.1%** | **Diversified Financial Services 1.1%** |
| Aircraft Finance Co. Ltd. (China),<br> Sr. Sec'd. Notes, Series B | 4.100 | &nbsp;&nbsp;03/29/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;1357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320961 |
| ALEX Alpha LLC,<br> U.S. Gov't. Gtd. Notes | 1.617 | &nbsp;&nbsp;08/15/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747003 |
| Blackstone Private Credit Fund,<br> Sr. Sec'd. Notes^ | 5.610 | &nbsp;&nbsp;05/03/27 |  | &nbsp;&nbsp;43775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39621978 |
| CDP Financial, Inc. (Canada), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.600 | &nbsp;&nbsp;11/25/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333971 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.600 | &nbsp;&nbsp;11/25/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;4045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4496595 |
| Charles Schwab Corp. (The), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series G | 5.375(ff) | &nbsp;&nbsp;06/01/25(oo) |  | &nbsp;&nbsp;23050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22949296 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series H | 4.000(ff) | &nbsp;&nbsp;12/01/30(oo) |  | &nbsp;&nbsp;28365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24357435 |
| Citigroup Global Markets Holdings, Inc.,<br> Gtd. Notes, GMTN | 4.100(cc) | &nbsp;&nbsp;06/12/24 |  | &nbsp;&nbsp;42866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42253947 |
| Discover Financial Services,<br> Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;03/04/25 |  | &nbsp;&nbsp;14835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14407818 |
| Eole Finance SPC (France),<br> Gtd. Notes | 2.341 | &nbsp;&nbsp;02/24/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;6522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6401211 |
| Greystone Commercial Capital Trust,<br> Sr. Unsec'd. Notes, Series A, 144A, 1 Month LIBOR + 2.270%^ | 6.729(c) | &nbsp;&nbsp;05/31/25 |  | 196680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188812800 |
| Jefferies Financial Group, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.750 | &nbsp;&nbsp;10/15/32 |  | &nbsp;&nbsp;39020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31142648 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Diversified Financial Services (cont'd.)** | **Diversified Financial Services (cont'd.)** | **Diversified Financial Services (cont'd.)** | **Diversified Financial Services (cont'd.)** | **Diversified Financial Services (cont'd.)** | **Diversified Financial Services (cont'd.)** |
| Jefferies Financial Group, Inc., (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.500% | &nbsp;&nbsp;01/20/43 |  | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp; $863080 |
| Nationstar Mortgage Holdings, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.500 | &nbsp;&nbsp;08/15/28 |  | 15055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13152352 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.000 | &nbsp;&nbsp;01/15/27 |  | 15935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14812725 |
| OneMain Finance Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.875 | &nbsp;&nbsp;09/15/28 |  | &nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6777111 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.375 | &nbsp;&nbsp;11/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89284 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 6.625 | &nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4915326 |
| PennyMac Financial Services, Inc.,<br> Gtd. Notes, 144A(a) | 4.250 | &nbsp;&nbsp;02/15/29 |  | &nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4191609 |
| Penta Aircraft Leasing LLC,<br> U.S. Gov't. Gtd. Notes | 1.691 | &nbsp;&nbsp;04/29/25 |  | &nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020194 |
| Peru Enhanced Pass-Through Finance Ltd. (Peru),<br> Pass-Through Certificates | 1.923(s) | &nbsp;&nbsp;06/02/25 |  | &nbsp;&nbsp;1887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1748014 |
| Power Finance Corp. Ltd. (India),<br> Sr. Unsec'd. Notes, GMTN | 1.841 | &nbsp;&nbsp;09/21/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2683798 |
| Private Export Funding Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 0.550 | &nbsp;&nbsp;07/30/24 |  | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8441645 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Gov't. Gtd. Notes, Series KK | 3.550 | &nbsp;&nbsp;01/15/24 |  | &nbsp;&nbsp;2384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350288 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Gov't. Gtd. Notes, Series NN | 3.250 | &nbsp;&nbsp;06/15/25 |  | &nbsp;&nbsp;3595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3491916 |
| VistaJet Malta Finance PLC/XO Management Holding, Inc. (Switzerland),<br> Sr. Unsec'd. Notes, 144A(a) | 6.375 | &nbsp;&nbsp;02/01/30 |  | &nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694000 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444077005 |
| **Electric 3.1%** | **Electric 3.1%** | **Electric 3.1%** | **Electric 3.1%** | **Electric 3.1%** | **Electric 3.1%** |
| AEP Transmission Co. LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.100 | &nbsp;&nbsp;12/01/26 |  | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238296 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;12/01/47 |  | &nbsp;&nbsp;5595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4709342 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.800 | &nbsp;&nbsp;06/15/49 |  | &nbsp;&nbsp;7345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6186014 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series M | 3.650 | &nbsp;&nbsp;04/01/50 |  | &nbsp;&nbsp;7206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5927852 |
| Alexander Funding Trust,<br> Sr. Sec'd. Notes, 144A | 1.841 | &nbsp;&nbsp;11/15/23 |  | 95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91612001 |
| Appalachian Power Co.,<br> Sr. Unsec'd. Notes | 3.400 | &nbsp;&nbsp;06/01/25 |  | 15645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15162558 |
| Avangrid, Inc.,<br> Sr. Unsec'd. Notes | 3.800 | &nbsp;&nbsp;06/01/29 |  | 21920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20624600 |
| Caledonia Generating LLC,<br> Sr. Sec'd. Notes, 144A | 1.950 | &nbsp;&nbsp;02/28/34 |  | 15381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13555840 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** |
| Calpine Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 5.250% | &nbsp;&nbsp;06/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp; $160844 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.625 | &nbsp;&nbsp;02/01/29 | 18942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16462329 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.000 | &nbsp;&nbsp;02/01/31 | 41875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35882721 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.125 | &nbsp;&nbsp;03/15/28 | 46616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42196976 |
| CenterPoint Energy Houston Electric LLC,<br> General Ref. Mortgage | 3.950 | &nbsp;&nbsp;03/01/48 | &nbsp;&nbsp;6685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5853614 |
| CenterPoint Energy, Inc.,<br> Sr. Unsec'd. Notes | 2.950 | &nbsp;&nbsp;03/01/30 | 26025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23111754 |
| Cleveland Electric Illuminating Co. (The),<br> Sr. Unsec'd. Notes, 144A | 3.500 | &nbsp;&nbsp;04/01/28 | &nbsp;&nbsp;4415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4130701 |
| CMS Energy Corp.,<br> Jr. Sub. Notes | 4.750(ff) | &nbsp;&nbsp;06/01/50 | 23485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21367829 |
| Comision Federal de Electricidad (Mexico),<br> Gtd. Notes, 144A | 4.688 | &nbsp;&nbsp;05/15/29 | 45602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41848385 |
| Commonwealth Edison Co., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 3.700 | &nbsp;&nbsp;03/01/45 | &nbsp;&nbsp;2665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2223994 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 4.350 | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2532824 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 6.450 | &nbsp;&nbsp;01/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805019 |
| Consolidated Edison Co. of New York, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.850 | &nbsp;&nbsp;06/15/46 | &nbsp;&nbsp;7580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6319454 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series C | 4.300 | &nbsp;&nbsp;12/01/56 | &nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540350 |
| Dominion Energy, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series B | 4.650(ff) | &nbsp;&nbsp;12/15/24(oo) | 23040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21580040 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series C | 3.375 | &nbsp;&nbsp;04/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606769 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series D | 2.850 | &nbsp;&nbsp;08/15/26 | &nbsp;&nbsp;5685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5326898 |
| DTE Energy Co.,<br> Sr. Unsec'd. Notes | 2.850 | &nbsp;&nbsp;10/01/26 | 37340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34927571 |
| Duke Energy Carolinas LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 3.950 | &nbsp;&nbsp;03/15/48 | &nbsp;&nbsp;6745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5776190 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 4.250 | &nbsp;&nbsp;12/15/41 | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5505656 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Ref. Mortgage | 3.750 | &nbsp;&nbsp;06/01/45 | &nbsp;&nbsp;3045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2553422 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Ref. Mortgage | 4.000 | &nbsp;&nbsp;09/30/42 | &nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899309 |
| Duke Energy Corp.,<br> Sr. Unsec'd. Notes | 2.650 | &nbsp;&nbsp;09/01/26 | 12485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11679923 |
| Duke Energy Progress LLC,<br> First Mortgage | 4.100 | &nbsp;&nbsp;03/15/43 | &nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2147173 |
| El Paso Electric Co.,<br> Sr. Unsec'd. Notes | 6.000 | &nbsp;&nbsp;05/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776357 |
| Emera US Finance LP (Canada),<br> Gtd. Notes | 3.550 | &nbsp;&nbsp;06/15/26 | &nbsp;&nbsp;7775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7372752 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** |
| Enel Finance International NV (Italy), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 1.875% | &nbsp;&nbsp;07/12/28 | 12375 | &nbsp;&nbsp; $10320878 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.500 | &nbsp;&nbsp;04/06/28 | 17195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15747769 |
| Entergy Arkansas LLC,<br> First Mortgage | 3.050 | &nbsp;&nbsp;06/01/23 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192366 |
| Entergy Louisiana LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Collateral Trust | 3.120 | &nbsp;&nbsp;09/01/27 | 12955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12204637 |
| &nbsp;&nbsp;&nbsp;&nbsp;Collateral Trust | 3.250 | &nbsp;&nbsp;04/01/28 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4694950 |
| &nbsp;&nbsp;&nbsp;&nbsp;Collateral Trust | 4.200 | &nbsp;&nbsp;09/01/48 | 35565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31514155 |
| Eskom Holdings SOC Ltd. (South Africa), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 7.125 | &nbsp;&nbsp;02/11/25 | 13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12405250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 7.125 | &nbsp;&nbsp;02/11/25 | 21602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20613709 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 6.750 | &nbsp;&nbsp;08/06/23 | &nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2742950 |
| Eversource Energy,<br> Sr. Unsec'd. Notes, Series H | 3.150 | &nbsp;&nbsp;01/15/25 | &nbsp;&nbsp;5370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5199379 |
| FirstEnergy Transmission LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.350 | &nbsp;&nbsp;01/15/25 | &nbsp;&nbsp;9188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8999356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.450 | &nbsp;&nbsp;07/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803776 |
| Florida Power & Light Co., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 3.700 | &nbsp;&nbsp;12/01/47 | 10130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8641072 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 3.950 | &nbsp;&nbsp;03/01/48 | &nbsp;&nbsp;8210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7248979 |
| Fortis, Inc. (Canada),<br> Sr. Unsec'd. Notes | 3.055 | &nbsp;&nbsp;10/04/26 | 25625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24014787 |
| Georgia Power Co.,<br> Sr. Unsec'd. Notes, Series 10-C | 4.750 | &nbsp;&nbsp;09/01/40 | &nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006618 |
| Gulf Power Co.,<br> Sr. Unsec'd. Notes, Series A | 3.300 | &nbsp;&nbsp;05/30/27 | &nbsp;&nbsp;9415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9024957 |
| Hydro-Quebec (Canada), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, MTN | 8.910 | &nbsp;&nbsp;11/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633208 |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, MTN | 9.500 | &nbsp;&nbsp;04/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204273 |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series FSA | 8.250 | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5574 |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series FSA | 8.500 | &nbsp;&nbsp;12/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75858 |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series FSA | 8.625 | &nbsp;&nbsp;06/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159717 |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series GH | 8.250 | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575225 |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series HE | 8.625 | &nbsp;&nbsp;06/15/29 | 18767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23057054 |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series HH | 8.500 | &nbsp;&nbsp;12/01/29 | 15025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18996081 |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series HK | 9.375 | &nbsp;&nbsp;04/15/30 | &nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10109068 |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series HQ | 9.500 | &nbsp;&nbsp;11/15/30 | 29048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38942812 |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series IO | 8.050 | &nbsp;&nbsp;07/07/24 | &nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2026502 |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series MBIA | 8.250 | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27869 |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series MBIA | 8.250 | &nbsp;&nbsp;01/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12587 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** |
| Iberdrola International BV (Spain),<br> Gtd. Notes | 6.750% | &nbsp;&nbsp;09/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp; $16040 |
| Indiana Michigan Power Co.,<br> Sr. Unsec'd. Notes, Series J | 3.200 | &nbsp;&nbsp;03/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474093 |
| Interstate Power & Light Co., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.250 | &nbsp;&nbsp;12/01/24 | &nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7635347 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.100 | &nbsp;&nbsp;09/26/28 | &nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3202358 |
| IPALCO Enterprises, Inc.,<br> Sr. Sec'd. Notes | 4.250 | &nbsp;&nbsp;05/01/30 | &nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5878718 |
| Israel Electric Corp. Ltd. (Israel), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, GMTN(a) | 4.250 | &nbsp;&nbsp;08/14/28 | 23410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22346308 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, Series 6 | 5.000 | &nbsp;&nbsp;11/12/24 | &nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6467500 |
| John Sevier Combined Cycle Generation LLC,<br> Sec'd. Notes | 4.626 | &nbsp;&nbsp;01/15/42 | 17732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17468230 |
| Louisville Gas & Electric Co.,<br> First Mortgage | 4.250 | &nbsp;&nbsp;04/01/49 | &nbsp;&nbsp;4399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3930216 |
| MidAmerican Energy Co.,<br> First Mortgage | 4.250 | &nbsp;&nbsp;07/15/49 | &nbsp;&nbsp;1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1707184 |
| Nevada Power Co.,<br> General Ref. Mortgage | 5.375 | &nbsp;&nbsp;09/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507876 |
| NextEra Energy Capital Holdings, Inc.,<br> Gtd. Notes(a) | 4.800(ff) | &nbsp;&nbsp;12/01/77 | 12235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10999315 |
| NRG Energy, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.750 | &nbsp;&nbsp;01/15/28 | 12825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12248334 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.625 | &nbsp;&nbsp;01/15/27 | &nbsp;&nbsp;3051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3053569 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.375 | &nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724995 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.625 | &nbsp;&nbsp;02/15/31 | 13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10305710 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.875 | &nbsp;&nbsp;02/15/32 | &nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3154324 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.250 | &nbsp;&nbsp;06/15/29 | 12110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10933523 |
| Oglethorpe Power Corp.,<br> First Mortgage, 144A | 4.500 | &nbsp;&nbsp;04/01/47 | &nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6849531 |
| Oncor Electric Delivery Co. LLC,<br> Sr. Sec'd. Notes | 2.950 | &nbsp;&nbsp;04/01/25 | &nbsp;&nbsp;5995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5771895 |
| Pacific Gas & Electric Co., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 4.550 | &nbsp;&nbsp;07/01/30 | 22381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20877760 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 4.750 | &nbsp;&nbsp;02/15/44 | &nbsp;&nbsp;5535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525467 |
| PacifiCorp, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage(a) | 2.700 | &nbsp;&nbsp;09/15/30 | 10355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9230083 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 3.300 | &nbsp;&nbsp;03/15/51 | &nbsp;&nbsp;4510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3497796 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 3.350 | &nbsp;&nbsp;07/01/25 | &nbsp;&nbsp;9960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9621649 |
| PECO Energy Co., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 4.375 | &nbsp;&nbsp;08/15/52 | &nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3849516 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** |
| PECO Energy Co., (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;First Ref. Mortgage | 4.800% | &nbsp;&nbsp;10/15/43 |  | &nbsp;&nbsp;6449 | &nbsp;&nbsp; $6158610 |
| Perusahaan Listrik Negara PT (Indonesia), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.875 | &nbsp;&nbsp;11/05/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1690828 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.875 | &nbsp;&nbsp;10/25/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7361772 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.875 | &nbsp;&nbsp;11/05/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;8854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7061600 |
| PG&E Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 5.000 | &nbsp;&nbsp;07/01/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46775 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 5.250 | &nbsp;&nbsp;07/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46073 |
| PPL Electric Utilities Corp.,<br> First Mortgage | 4.150 | &nbsp;&nbsp;06/15/48 |  | &nbsp;&nbsp;8855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7957956 |
| Public Service Co. of Colorado,<br> First Mortgage | 4.100 | &nbsp;&nbsp;06/15/48 |  | &nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2622785 |
| Public Service Electric & Gas Co.,<br> Sr. Sec'd. Notes, MTN | 3.650 | &nbsp;&nbsp;09/01/42 |  | &nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1689207 |
| Puget Sound Energy, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 4.223 | &nbsp;&nbsp;06/15/48 |  | 11280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9904582 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 4.434 | &nbsp;&nbsp;11/15/41 |  | &nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2246516 |
| Rochester Gas & Electric Corp.,<br> First Mortgage, 144A | 3.100 | &nbsp;&nbsp;06/01/27 |  | 17545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16470792 |
| San Diego Gas & Electric Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 5.350 | &nbsp;&nbsp;05/15/40 |  | &nbsp;&nbsp;9512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9646147 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage, Series RRR | 3.750 | &nbsp;&nbsp;06/01/47 |  | &nbsp;&nbsp;1665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1382077 |
| Sempra Energy, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.400 | &nbsp;&nbsp;02/01/28 |  | 28195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26740657 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.800 | &nbsp;&nbsp;02/01/38 |  | 20485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17948765 |
| Southern Power Co.,<br> Sr. Unsec'd. Notes | 5.150 | &nbsp;&nbsp;09/15/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695765 |
| Tampa Electric Co.,<br> Sr. Unsec'd. Notes | 4.450 | &nbsp;&nbsp;06/15/49 |  | &nbsp;&nbsp;4755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4185551 |
| Union Electric Co.,<br> Sr. Sec'd. Notes | 2.950 | &nbsp;&nbsp;06/15/27 |  | &nbsp;&nbsp;6045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5749311 |
| Vistra Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | 7.000(ff) | &nbsp;&nbsp;12/15/26(oo) |  | 26125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24593101 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | 8.000(ff) | &nbsp;&nbsp;10/15/26(oo) |  | 92575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90675858 |
| Vistra Operations Co. LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 4.375 | &nbsp;&nbsp;05/01/29 |  | 26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22885580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 5.000 | &nbsp;&nbsp;07/31/27 |  | 37011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34812612 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.500 | &nbsp;&nbsp;09/01/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487102 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.625 | &nbsp;&nbsp;02/15/27 |  | 17900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17345549 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** |
| Vistra Operations Co. LLC, (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 3.550% | &nbsp;&nbsp;07/15/24 | &nbsp;&nbsp;4000 | &nbsp;&nbsp; $3864247 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 3.700 | &nbsp;&nbsp;01/30/27 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673862 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246027790 |
| **Electrical Components & Equipment 0.0%** | **Electrical Components & Equipment 0.0%** | **Electrical Components & Equipment 0.0%** | **Electrical Components & Equipment 0.0%** | **Electrical Components & Equipment 0.0%** |
| WESCO Distribution, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.125 | &nbsp;&nbsp;06/15/25 | &nbsp;&nbsp;5915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6009090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 7.250 | &nbsp;&nbsp;06/15/28 | &nbsp;&nbsp;7895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8120111 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14129201 |
| **Electronics 0.1%** | **Electronics 0.1%** | **Electronics 0.1%** | **Electronics 0.1%** | **Electronics 0.1%** |
| Sensata Technologies BV,<br> Gtd. Notes, 144A | 5.000 | &nbsp;&nbsp;10/01/25 | 11275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11125944 |
| TD SYNNEX Corp.,<br> Sr. Unsec'd. Notes | 1.750 | &nbsp;&nbsp;08/09/26 | 20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17434583 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28560527 |
| **Energy-Alternate Sources 0.0%** | **Energy-Alternate Sources 0.0%** | **Energy-Alternate Sources 0.0%** | **Energy-Alternate Sources 0.0%** | **Energy-Alternate Sources 0.0%** |
| Enviva Partners LP/Enviva Partners Finance Corp.,<br> Gtd. Notes, 144A | 6.500 | &nbsp;&nbsp;01/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93647 |
| **Engineering & Construction 0.1%** | **Engineering & Construction 0.1%** | **Engineering & Construction 0.1%** | **Engineering & Construction 0.1%** | **Engineering & Construction 0.1%** |
| AECOM,<br> Gtd. Notes | 5.125 | &nbsp;&nbsp;03/15/27 | &nbsp;&nbsp;6763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6644579 |
| GMR Hyderabad International Airport Ltd. (India),<br> Sr. Sec'd. Notes, 144A(a) | 4.250 | &nbsp;&nbsp;10/27/27 | &nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977544 |
| Mexico City Airport Trust (Mexico), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 5.500 | &nbsp;&nbsp;07/31/47 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8058000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 3.875 | &nbsp;&nbsp;04/30/28 | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8554590 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.250 | &nbsp;&nbsp;10/31/26 | &nbsp;&nbsp;4524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4366508 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 5.500 | &nbsp;&nbsp;10/31/46 | &nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149811 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 5.500 | &nbsp;&nbsp;07/31/47 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8058000 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38809032 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Entertainment 0.4%** | **Entertainment 0.4%** | **Entertainment 0.4%** | **Entertainment 0.4%** | **Entertainment 0.4%** | **Entertainment 0.4%** |
| AMC Entertainment Holdings, Inc.,<br> Sec'd. Notes, 144A, Cash coupon 10.000% or PIK 12.000% or Cash coupon 5.000% and PIK 6.000% | 10.000% | &nbsp;&nbsp;06/15/26 |  | 15720 | &nbsp;&nbsp; $7917278 |
| Caesars Entertainment, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07/01/25 |  | &nbsp;&nbsp;3620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3606448 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;02/15/30 |  | &nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5655573 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;10/15/29 |  | &nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2302236 |
| Codere Finance 2 Luxembourg SA (Spain), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Cash coupon 2.000% and PIK 10.750% (original cost $1,016,759; purchased 10/17/19 - 10/31/22)(f) | 12.750 | &nbsp;&nbsp;11/30/27(d) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577246 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Cash coupon 2.000% and PIK 11.625% (original cost $273,259; purchased 11/08/19 - 10/31/22)(f) | 13.625 | &nbsp;&nbsp;11/30/27(d) |  | &nbsp;&nbsp;&nbsp;&nbsp;299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163597 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, Cash coupon 8.000% and PIK 3.000% (original cost $12,927,980; purchased 07/24/20 - 09/30/22)(f) | 11.000 | &nbsp;&nbsp;09/30/26(d) | &nbsp;&nbsp;EUR | 11336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11017716 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, Cash coupon 2.000% and PIK 11.625% (original cost $2,550,443; purchased 10/23/19 - 10/31/22)(a)(f) | 13.625 | &nbsp;&nbsp;11/30/27(d) |  | &nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608485 |
| Codere New Holdco SA (Luxembourg),<br> Sr. Sec'd. Notes, 144A, Cash coupon N/A or PIK 7.500% (original cost $6,131,227; purchased 11/19/21 - 10/31/22)(f) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;11/30/27(d) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;4686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485814 |
| Golden Entertainment, Inc.,<br> Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;04/15/26 |  | &nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8953898 |
| International Game Technology PLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;01/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01/15/27 |  | &nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8150000 |
| Penn Entertainment, Inc.,<br> Sr. Unsec'd. Notes, 144A(a) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;07/01/29 |  | &nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2811032 |
| Premier Entertainment Sub LLC/Premier Entertainment Finance Corp.,<br> Gtd. Notes, 144A(a) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;09/01/31 |  | &nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5647778 |
| Scientific Games International, Inc.,<br> Gtd. Notes, 144A | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;07/01/25 |  | &nbsp;&nbsp;3273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3356673 |
| Warnermedia Holdings, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;03/15/42 |  | 38595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32952039 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.141 | &nbsp;&nbsp;03/15/52 |  | 41150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34182661 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.391 | &nbsp;&nbsp;03/15/62 |  | 16965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14120842 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Entertainment (cont'd.)** | **Entertainment (cont'd.)** | **Entertainment (cont'd.)** | **Entertainment (cont'd.)** | **Entertainment (cont'd.)** | **Entertainment (cont'd.)** |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.,<br> Sr. Unsec'd. Notes, 144A(a) | 7.750% | &nbsp;&nbsp;04/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp; $4239321 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150224887 |
| **Foods 1.3%** | **Foods 1.3%** | **Foods 1.3%** | **Foods 1.3%** | **Foods 1.3%** | **Foods 1.3%** |
| Ahold Finance USA LLC (Netherlands),<br> Gtd. Notes | 6.875 | &nbsp;&nbsp;05/01/29 |  | &nbsp;&nbsp;17470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18615880 |
| Albertson's Cos., Inc./Safeway, Inc./New Albertson's<br> LP/Albertson's LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.500 | &nbsp;&nbsp;02/15/23 |  | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9988198 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.500 | &nbsp;&nbsp;03/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107819 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.875 | &nbsp;&nbsp;02/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;3935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3847531 |
| B&G Foods, Inc.,<br> Gtd. Notes(a) | 5.250 | &nbsp;&nbsp;09/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2627182 |
| Bellis Acquisition Co. PLC (United Kingdom),<br> Sr. Sec'd. Notes, 144A | 3.250 | &nbsp;&nbsp;02/16/26 | &nbsp;&nbsp;GBP | 211200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214147300 |
| Bellis Finco PLC (United Kingdom),<br> Sr. Unsec'd. Notes, 144A | 4.000 | &nbsp;&nbsp;02/16/27 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;66355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59067850 |
| Cencosud SA (Chile),<br> Gtd. Notes, 144A(a) | 4.375 | &nbsp;&nbsp;07/17/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;3835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3671533 |
| JBS USA LUX SA/JBS USA Food Co./JBS USA Finance,<br> Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.750 | &nbsp;&nbsp;12/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508715 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.125 | &nbsp;&nbsp;02/01/28 |  | &nbsp;&nbsp;12454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12202428 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.500 | &nbsp;&nbsp;01/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604464 |
| Kraft Heinz Foods Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.000 | &nbsp;&nbsp;06/01/26 |  | &nbsp;&nbsp;13358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12717256 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.375 | &nbsp;&nbsp;06/01/46 |  | &nbsp;&nbsp;33747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29489139 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.625 | &nbsp;&nbsp;10/01/39 |  | &nbsp;&nbsp;11930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10974048 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.875 | &nbsp;&nbsp;10/01/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;4043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3782635 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.000 | &nbsp;&nbsp;07/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;2308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2314495 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.000 | &nbsp;&nbsp;06/04/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;3460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3331586 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.200 | &nbsp;&nbsp;07/15/45 |  | &nbsp;&nbsp;&nbsp;&nbsp;7635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7459976 |
| Market Bidco Finco PLC (United Kingdom),<br> Sr. Sec'd. Notes, 144A | 5.500 | &nbsp;&nbsp;11/04/27 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;64153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61263909 |
| Mars, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.875 | &nbsp;&nbsp;04/01/39 |  | &nbsp;&nbsp;14850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13288541 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.200 | &nbsp;&nbsp;04/01/59 |  | &nbsp;&nbsp;12865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11108989 |
| Pilgrim's Pride Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.250 | &nbsp;&nbsp;04/15/31 |  | &nbsp;&nbsp;16375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14204724 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Foods (cont'd.)** | **Foods (cont'd.)** | **Foods (cont'd.)** | **Foods (cont'd.)** | **Foods (cont'd.)** | **Foods (cont'd.)** |
| Pilgrim's Pride Corp., (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.875% | &nbsp;&nbsp;09/30/27 |  | &nbsp;&nbsp;6575 | &nbsp;&nbsp; $6521441 |
| Post Holdings, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.625 | &nbsp;&nbsp;04/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44001 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 4.500 | &nbsp;&nbsp;09/15/31 |  | &nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224722 |
| Tyson Foods, Inc.,<br> Sr. Unsec'd. Notes | 5.150 | &nbsp;&nbsp;08/15/44 |  | &nbsp;&nbsp;2615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2598765 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505713127 |
| **Forest Products & Paper 0.0%** | **Forest Products & Paper 0.0%** | **Forest Products & Paper 0.0%** | **Forest Products & Paper 0.0%** | **Forest Products & Paper 0.0%** | **Forest Products & Paper 0.0%** |
| Georgia-Pacific LLC,<br> Sr. Unsec'd. Notes | 7.375 | &nbsp;&nbsp;12/01/25 |  | &nbsp;&nbsp;3697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3947226 |
| **Gas 0.2%** | **Gas 0.2%** | **Gas 0.2%** | **Gas 0.2%** | **Gas 0.2%** | **Gas 0.2%** |
| AmeriGas Partners LP/AmeriGas Finance Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.500 | &nbsp;&nbsp;05/20/25 |  | &nbsp;&nbsp;1503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1462545 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.625 | &nbsp;&nbsp;05/20/24 |  | &nbsp;&nbsp;2158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125976 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.750 | &nbsp;&nbsp;05/20/27 |  | 17168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16179757 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.875 | &nbsp;&nbsp;08/20/26 |  | 13975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13498744 |
| CenterPoint Energy Resources Corp.,<br> Sr. Unsec'd. Notes | 5.850 | &nbsp;&nbsp;01/15/41 |  | &nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208956 |
| NiSource, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.600 | &nbsp;&nbsp;05/01/30 |  | 11180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10352379 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.800 | &nbsp;&nbsp;02/15/44 |  | &nbsp;&nbsp;3815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3627696 |
| Piedmont Natural Gas Co., Inc.,<br> Sr. Unsec'd. Notes | 3.500 | &nbsp;&nbsp;06/01/29 |  | 15235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14415387 |
| Southern California Gas Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage, Series VV | 4.300 | &nbsp;&nbsp;01/15/49 |  | &nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8204399 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series UU | 4.125 | &nbsp;&nbsp;06/01/48 |  | &nbsp;&nbsp;5260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4490127 |
| Southern Co. Gas Capital Corp.,<br> Gtd. Notes | 4.400 | &nbsp;&nbsp;06/01/43 |  | &nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2339023 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77904989 |
| **Healthcare-Products 0.5%** | **Healthcare-Products 0.5%** | **Healthcare-Products 0.5%** | **Healthcare-Products 0.5%** | **Healthcare-Products 0.5%** | **Healthcare-Products 0.5%** |
| Abbott Laboratories,<br> Sr. Unsec'd. Notes | 4.900 | &nbsp;&nbsp;11/30/46 |  | &nbsp;&nbsp;&nbsp;&nbsp;458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478035 |
| DH Europe Finance II Sarl,<br> Gtd. Notes | 1.350 | &nbsp;&nbsp;09/18/39 | &nbsp;&nbsp;EUR | 44291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33732184 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Healthcare-Products (cont'd.)** | **Healthcare-Products (cont'd.)** | **Healthcare-Products (cont'd.)** | **Healthcare-Products (cont'd.)** | **Healthcare-Products (cont'd.)** | **Healthcare-Products (cont'd.)** |
| Medline Borrower LP, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 3.875% | &nbsp;&nbsp;04/01/29 |  | 31500 | &nbsp;&nbsp; $26952628 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 5.250 | &nbsp;&nbsp;10/01/29 |  | 14175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11895976 |
| Medtronic Global Holdings SCA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 1.375 | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;EUR | 26375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19414696 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 1.625 | &nbsp;&nbsp;03/07/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2579364 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 1.625 | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;EUR | 24085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16069301 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 2.250 | &nbsp;&nbsp;03/07/39 | &nbsp;&nbsp;EUR | 10445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9127741 |
| Stryker Corp.,<br> Sr. Unsec'd. Notes | 2.125 | &nbsp;&nbsp;11/30/27 | &nbsp;&nbsp;EUR | 16050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16489475 |
| Thermo Fisher Scientific, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.500 | &nbsp;&nbsp;10/01/39 | &nbsp;&nbsp;EUR | 25100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19297371 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.875 | &nbsp;&nbsp;10/01/49 | &nbsp;&nbsp;EUR | 16825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11985621 |
| Zimmer Biomet Holdings, Inc.,<br> Sr. Unsec'd. Notes | 2.425 | &nbsp;&nbsp;12/13/26 | &nbsp;&nbsp;EUR | 35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36452710 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204475102 |
| **Healthcare-Services 1.4%** | **Healthcare-Services 1.4%** | **Healthcare-Services 1.4%** | **Healthcare-Services 1.4%** | **Healthcare-Services 1.4%** | **Healthcare-Services 1.4%** |
| Advocate Health & Hospitals Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.387 | &nbsp;&nbsp;10/15/49 |  | &nbsp;&nbsp;8685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6722736 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.272 | &nbsp;&nbsp;08/15/48 |  | 12775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11639035 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, Series 2020 | 2.211 | &nbsp;&nbsp;06/15/30 |  | 14025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11854036 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, Series 2020 | 3.008 | &nbsp;&nbsp;06/15/50 |  | 23620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17012022 |
| Aetna, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;05/15/42 |  | &nbsp;&nbsp;4540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4185807 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.750 | &nbsp;&nbsp;12/15/37 |  | &nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6071565 |
| Ascension Health, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.945 | &nbsp;&nbsp;11/15/46 |  | &nbsp;&nbsp;3020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655995 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series B | 2.532 | &nbsp;&nbsp;11/15/29 |  | 29625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26073252 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series B | 3.106 | &nbsp;&nbsp;11/15/39 |  | &nbsp;&nbsp;4680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3798214 |
| BayCare Health System, Inc.,<br> Sr. Unsec'd. Notes, Series 2020 | 3.831 | &nbsp;&nbsp;11/15/50 |  | 14365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12256586 |
| Cleveland Clinic Foundation (The),<br> Unsec'd. Notes | 4.858 | &nbsp;&nbsp;01/01/2114 |  | &nbsp;&nbsp;2815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2637503 |
| DaVita, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.750 | &nbsp;&nbsp;02/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38869 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.625 | &nbsp;&nbsp;06/01/30 |  | &nbsp;&nbsp;5845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4924251 |
| Elevance Health, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.875 | &nbsp;&nbsp;09/15/29 |  | 10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9570181 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.101 | &nbsp;&nbsp;03/01/28 |  | &nbsp;&nbsp;7840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7691717 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.650 | &nbsp;&nbsp;01/15/43 |  | &nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1583841 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Healthcare-Services (cont'd.)** | **Healthcare-Services (cont'd.)** | **Healthcare-Services (cont'd.)** | **Healthcare-Services (cont'd.)** | **Healthcare-Services (cont'd.)** |
| Hackensack Meridian Health, Inc.,<br> Sec'd. Notes, Series 2020 | 2.675% | &nbsp;&nbsp;09/01/41 | 40545 | &nbsp;&nbsp; $29787394 |
| HCA, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.125 | &nbsp;&nbsp;06/15/39 | 14929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14064018 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.375 | &nbsp;&nbsp;02/01/25 | &nbsp;&nbsp;8675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8708545 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.875 | &nbsp;&nbsp;02/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328314 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 7.500 | &nbsp;&nbsp;11/06/33 | 20412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22527582 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | 7.750 | &nbsp;&nbsp;07/15/36 | 20400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23003778 |
| Humana, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.950 | &nbsp;&nbsp;03/15/27 | &nbsp;&nbsp;6745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6588817 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.875 | &nbsp;&nbsp;04/01/30 | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75362198 |
| Indiana University Health, Inc. Obligated Group,<br> Sec'd. Notes | 3.970 | &nbsp;&nbsp;11/01/48 | 10475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9178365 |
| Kaiser Foundation Hospitals, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.150 | &nbsp;&nbsp;05/01/47 | 15275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14019436 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, Series 2019(a) | 3.266 | &nbsp;&nbsp;11/01/49 | 21296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16630939 |
| Legacy LifePoint Health LLC,<br> Sr. Sec'd. Notes, 144A | 4.375 | &nbsp;&nbsp;02/15/27 | &nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4393105 |
| Mayo Clinic,<br> Unsec'd. Notes, Series 2016 | 4.128 | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;8312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7531845 |
| Memorial Sloan-Kettering Cancer Center,<br> Sr. Unsec'd. Notes | 4.125 | &nbsp;&nbsp;07/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606688 |
| Methodist Hospital (The),<br> Unsec'd. Notes, Series 20A | 2.705 | &nbsp;&nbsp;12/01/50 | 32095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21724097 |
| Montefiore Obligated Group,<br> Unsec'd. Notes | 4.287 | &nbsp;&nbsp;09/01/50 | &nbsp;&nbsp;8570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5465668 |
| MyMichigan Health,<br> Sec'd. Notes, Series 2020 | 3.409 | &nbsp;&nbsp;06/01/50 | 17745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13185477 |
| New York & Presbyterian Hospital (The), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes | 4.763 | &nbsp;&nbsp;08/01/2116 | &nbsp;&nbsp;3615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3245794 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, Series 2019 | 3.954 | &nbsp;&nbsp;08/01/2119 | 14835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11109603 |
| NYU Langone Hospitals,<br> Sec'd. Notes | 4.784 | &nbsp;&nbsp;07/01/44 | &nbsp;&nbsp;6375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6139860 |
| Orlando Health Obligated Group,<br> Sr. Unsec'd. Notes | 3.327 | &nbsp;&nbsp;10/01/50 | &nbsp;&nbsp;9850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7204201 |
| PeaceHealth Obligated Group,<br> Sr. Unsec'd. Notes, Series 2020 | 3.218 | &nbsp;&nbsp;11/15/50 | 14445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10260859 |
| Providence St Joseph Health Obligated Group,<br> Unsec'd. Notes, Series I | 3.744 | &nbsp;&nbsp;10/01/47 | &nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2345492 |
| Quest Diagnostics, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.950 | &nbsp;&nbsp;06/30/30 | 13180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11761831 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.500 | &nbsp;&nbsp;03/30/25 | &nbsp;&nbsp;8005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7779392 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Healthcare-Services (cont'd.)** | **Healthcare-Services (cont'd.)** | **Healthcare-Services (cont'd.)** | **Healthcare-Services (cont'd.)** | **Healthcare-Services (cont'd.)** |
| RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc.,<br> Gtd. Notes, 144A(a) | 9.750% | &nbsp;&nbsp;12/01/26 | &nbsp;&nbsp;6000 | &nbsp;&nbsp; $5255550 |
| Tenet Healthcare Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 6.125 | &nbsp;&nbsp;10/01/28 | 11074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10313308 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes(a) | 4.250 | &nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4782257 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 4.375 | &nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;2489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215218 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 4.625 | &nbsp;&nbsp;06/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90980 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 4.875 | &nbsp;&nbsp;01/01/26 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158787 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 5.125 | &nbsp;&nbsp;11/01/27 | 24655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23733486 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 6.875 | &nbsp;&nbsp;11/15/31 | 14600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13488027 |
| Texas Health Resources, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sec'd. Notes | 4.330 | &nbsp;&nbsp;11/15/55 | &nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3126640 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sec'd. Notes, Series 2019 | 3.372 | &nbsp;&nbsp;11/15/51 | &nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673208 |
| UnitedHealth Group, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.750 | &nbsp;&nbsp;05/15/40 | 14785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11424618 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.375 | &nbsp;&nbsp;03/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582922 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.625 | &nbsp;&nbsp;07/15/35 | &nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5529487 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.625 | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.700 | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201663 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.800 | &nbsp;&nbsp;03/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742306 |
| Willis-Knighton Medical Center,<br> Sec'd. Notes, Series 2018 | 4.813 | &nbsp;&nbsp;09/01/48 | &nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473701 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549139978 |
| **Home Builders 0.1%** | **Home Builders 0.1%** | **Home Builders 0.1%** | **Home Builders 0.1%** | **Home Builders 0.1%** |
| Ashton Woods USA LLC/Ashton Woods Finance Co., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.625 | &nbsp;&nbsp;08/01/29 | &nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900727 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.625 | &nbsp;&nbsp;04/01/30 | &nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482273 |
| Beazer Homes USA, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.875 | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45118 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.750 | &nbsp;&nbsp;03/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57852 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 7.250 | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247547 |
| Brookfield Residential Properties, Inc./Brookfield<br> Residential US LLC (Canada), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.875 | &nbsp;&nbsp;02/15/30 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 6.250 | &nbsp;&nbsp;09/15/27 | &nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1352721 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.000 | &nbsp;&nbsp;06/15/29 | &nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4759750 |
| Century Communities, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.750 | &nbsp;&nbsp;06/01/27 | &nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5518242 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.875 | &nbsp;&nbsp;08/15/29 | &nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967633 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Home Builders (cont'd.)** | **Home Builders (cont'd.)** | **Home Builders (cont'd.)** | **Home Builders (cont'd.)** | **Home Builders (cont'd.)** |
| KB Home, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.000% | &nbsp;&nbsp;06/15/31 | &nbsp;&nbsp;3200 | &nbsp;&nbsp; $2688777 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.800 | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44915 |
| Lennar Corp.,<br> Gtd. Notes | 5.250 | &nbsp;&nbsp;06/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50590 |
| Mattamy Group Corp. (Canada),<br> Sr. Unsec'd. Notes, 144A | 4.625 | &nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42042 |
| Meritage Homes Corp.,<br> Gtd. Notes | 6.000 | &nbsp;&nbsp;06/01/25 | &nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4319878 |
| PulteGroup, Inc.,<br> Gtd. Notes | 5.500 | &nbsp;&nbsp;03/01/26 | &nbsp;&nbsp;7476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7557252 |
| STL Holding Co. LLC,<br> Sr. Unsec'd. Notes, 144A | 7.500 | &nbsp;&nbsp;02/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438767 |
| Taylor Morrison Communities, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.750 | &nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;6683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6485205 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.875 | &nbsp;&nbsp;06/15/27 | &nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8016643 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.125 | &nbsp;&nbsp;08/01/30 | &nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2609746 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52359178 |
| **Household Products/Wares 0.0%** | **Household Products/Wares 0.0%** | **Household Products/Wares 0.0%** | **Household Products/Wares 0.0%** | **Household Products/Wares 0.0%** |
| Reckitt Benckiser Treasury Services PLC (United Kingdom),<br> Gtd. Notes, 144A(a) | 2.750 | &nbsp;&nbsp;06/26/24 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9701210 |
| Spectrum Brands, Inc.,<br> Gtd. Notes | 5.750 | &nbsp;&nbsp;07/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42676 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9743886 |
| **Housewares 0.1%** | **Housewares 0.1%** | **Housewares 0.1%** | **Housewares 0.1%** | **Housewares 0.1%** |
| Newell Brands, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.450 | &nbsp;&nbsp;04/01/26 | 19245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18280978 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.875 | &nbsp;&nbsp;06/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830547 |
| Scotts Miracle-Gro Co. (The), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 4.375 | &nbsp;&nbsp;02/01/32 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471513 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.250 | &nbsp;&nbsp;12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51211 |
| SWF Escrow Issuer Corp.,<br> Sr. Unsec'd. Notes, 144A | 6.500 | &nbsp;&nbsp;10/01/29 | &nbsp;&nbsp;4548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2986352 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23620601 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Insurance 0.7%** | **Insurance 0.7%** | **Insurance 0.7%** | **Insurance 0.7%** | **Insurance 0.7%** | **Insurance 0.7%** |
| American International Group, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.875% | &nbsp;&nbsp;06/21/27 | &nbsp;&nbsp;EUR | 46400 | &nbsp;&nbsp; $46460176 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.900 | &nbsp;&nbsp;04/01/26 |  | 13440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13166098 |
| Arch Capital Finance LLC,<br> Gtd. Notes | 5.031 | &nbsp;&nbsp;12/15/46 |  | &nbsp;&nbsp;6475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5946719 |
| Arch Capital Group US, Inc.,<br> Gtd. Notes | 5.144 | &nbsp;&nbsp;11/01/43 |  | &nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2157202 |
| Berkshire Hathaway Finance Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 2.850 | &nbsp;&nbsp;10/15/50 |  | &nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6784163 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.300 | &nbsp;&nbsp;05/15/43 |  | &nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4202657 |
| CNA Financial Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.900 | &nbsp;&nbsp;05/01/29 |  | 16610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15632540 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.950 | &nbsp;&nbsp;05/15/24 |  | 18435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18187983 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;03/01/26 |  | 12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11956319 |
| Everest Reinsurance Holdings, Inc.,<br> Sr. Unsec'd. Notes | 3.500 | &nbsp;&nbsp;10/15/50 |  | 27295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20342028 |
| Hartford Financial Services Group, Inc. (The), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.300 | &nbsp;&nbsp;04/15/43 |  | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421787 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.950 | &nbsp;&nbsp;10/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806380 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.100 | &nbsp;&nbsp;10/01/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061062 |
| Liberty Mutual Finance Europe DAC,<br> Gtd. Notes, 144A | 1.750 | &nbsp;&nbsp;03/27/24 | &nbsp;&nbsp;EUR | 15700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16635592 |
| Liberty Mutual Group, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.950 | &nbsp;&nbsp;05/15/60 |  | 26250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19551793 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.951 | &nbsp;&nbsp;10/15/50 |  | 13748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10690259 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.569 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1638390 |
| Lincoln National Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 3.050 | &nbsp;&nbsp;01/15/30 |  | 10985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9549859 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.300 | &nbsp;&nbsp;10/09/37 |  | &nbsp;&nbsp;3930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4093285 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 7.000 | &nbsp;&nbsp;06/15/40 |  | &nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7508276 |
| Markel Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.000 | &nbsp;&nbsp;03/30/43 |  | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272555 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.000 | &nbsp;&nbsp;04/05/46 |  | &nbsp;&nbsp;7530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6949200 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.000 | &nbsp;&nbsp;05/20/49 |  | 14057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13139358 |
| Northwestern Mutual Life Insurance Co. (The),<br> Sub. Notes, 144A | 3.625 | &nbsp;&nbsp;09/30/59 |  | &nbsp;&nbsp;&nbsp;&nbsp;758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570593 |
| Principal Financial Group, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.300 | &nbsp;&nbsp;11/15/46 |  | &nbsp;&nbsp;7190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6275814 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.350 | &nbsp;&nbsp;05/15/43 |  | &nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646901 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.625 | &nbsp;&nbsp;09/15/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244159 |
| Progressive Corp. (The),<br> Jr. Sub. Notes, Series B | 5.375(ff) | &nbsp;&nbsp;03/15/23(oo) |  | 15110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14881150 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Insurance (cont'd.)** | **Insurance (cont'd.)** | **Insurance (cont'd.)** | **Insurance (cont'd.)** | **Insurance (cont'd.)** |
| Sompo International Holdings Ltd. (Bermuda),<br> Sr. Unsec'd. Notes | 7.000% | &nbsp;&nbsp;07/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp; $573346 |
| Teachers Insurance & Annuity Association of<br> America, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, 144A | 4.900 | &nbsp;&nbsp;09/15/44 | 16598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16212159 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, 144A | 6.850 | &nbsp;&nbsp;12/16/39 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376581 |
| Willis North America, Inc.,<br> Gtd. Notes | 3.600 | &nbsp;&nbsp;05/15/24 | 20670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20235856 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297170240 |
| **Internet 0.0%** | **Internet 0.0%** | **Internet 0.0%** | **Internet 0.0%** | **Internet 0.0%** |
| Cablevision Lightpath LLC,<br> Sr. Sec'd. Notes, 144A | 3.875 | &nbsp;&nbsp;09/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170873 |
| Expedia Group, Inc.,<br> Gtd. Notes(a) | 2.950 | &nbsp;&nbsp;03/15/31 | &nbsp;&nbsp;5930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4994176 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5165049 |
| **Iron/Steel 0.0%** | **Iron/Steel 0.0%** | **Iron/Steel 0.0%** | **Iron/Steel 0.0%** | **Iron/Steel 0.0%** |
| Big River Steel LLC/BRS Finance Corp.,<br> Sr. Sec'd. Notes, 144A | 6.625 | &nbsp;&nbsp;01/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39428 |
| **Lodging 0.2%** | **Lodging 0.2%** | **Lodging 0.2%** | **Lodging 0.2%** | **Lodging 0.2%** |
| Hilton Domestic Operating Co., Inc.,<br> Gtd. Notes, 144A(a) | 3.625 | &nbsp;&nbsp;02/15/32 | &nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4098937 |
| Las Vegas Sands Corp.,<br> Sr. Unsec'd. Notes | 3.900 | &nbsp;&nbsp;08/08/29 | &nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2013738 |
| Marriott International, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series GG | 3.500 | &nbsp;&nbsp;10/15/32 | 17030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15031891 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series R | 3.125 | &nbsp;&nbsp;06/15/26 | 37700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35827532 |
| MGM Resorts International, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.625 | &nbsp;&nbsp;09/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471127 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.750 | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2719032 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 5.500 | &nbsp;&nbsp;04/15/27 | &nbsp;&nbsp;1532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1479985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.750 | &nbsp;&nbsp;06/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24672 |
| Sands China Ltd. (Macau),<br> Sr. Unsec'd. Notes | 5.625 | &nbsp;&nbsp;08/08/25 | 10815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10666294 |
| Wynn Macau Ltd. (Macau),<br> Sr. Unsec'd. Notes, 144A | 5.500 | &nbsp;&nbsp;01/15/26 | 13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12622500 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84955708 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Machinery-Diversified 0.3%** | **Machinery-Diversified 0.3%** | **Machinery-Diversified 0.3%** | **Machinery-Diversified 0.3%** | **Machinery-Diversified 0.3%** | **Machinery-Diversified 0.3%** |
| Chart Industries, Inc.,<br> Sr. Sec'd. Notes, 144A | 7.500% | &nbsp;&nbsp;01/01/30 |  | &nbsp;&nbsp;7025 | &nbsp;&nbsp; $7176153 |
| TK Elevator Holdco GmbH (Germany),<br> Sr. Unsec'd. Notes(a) | 6.625 | &nbsp;&nbsp;07/15/28 | &nbsp;&nbsp;EUR | 31146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29853520 |
| TK Elevator Midco GmbH (Germany), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 3 Month EURIBOR + 4.750% (Cap N/A, Floor 4.750%)(a) | 7.038(c) | &nbsp;&nbsp;07/15/27 | &nbsp;&nbsp;EUR | 24306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26137245 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.375 | &nbsp;&nbsp;07/15/27 | &nbsp;&nbsp;EUR | 43500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42735953 |
| Westinghouse Air Brake Technologies Corp.,<br> Gtd. Notes | 4.950 | &nbsp;&nbsp;09/15/28 |  | 11817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11717101 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117619972 |
| **Media 1.1%** | **Media 1.1%** | **Media 1.1%** | **Media 1.1%** | **Media 1.1%** | **Media 1.1%** |
| CCO Holdings LLC/CCO Holdings Capital Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;05/01/32 |  | 18200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15072157 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.250 | &nbsp;&nbsp;02/01/31 |  | 12250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10202904 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.250 | &nbsp;&nbsp;01/15/34 |  | &nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3106898 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.500 | &nbsp;&nbsp;06/01/33 |  | &nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5830066 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 4.750 | &nbsp;&nbsp;03/01/30 |  | 11025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9640879 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.375 | &nbsp;&nbsp;06/01/29 |  | 14107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13046236 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.500 | &nbsp;&nbsp;05/01/26 |  | 17056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16763419 |
| Charter Communications Operating LLC/Charter<br> Communications Operating Capital, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 3.700 | &nbsp;&nbsp;04/01/51 |  | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46327275 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 3.900 | &nbsp;&nbsp;06/01/52 |  | 15490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10536187 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 4.800 | &nbsp;&nbsp;03/01/50 |  | &nbsp;&nbsp;9593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7534941 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 5.125 | &nbsp;&nbsp;07/01/49 |  | 40050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33041662 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 5.375 | &nbsp;&nbsp;04/01/38 |  | &nbsp;&nbsp;6070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5430445 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 5.375 | &nbsp;&nbsp;05/01/47 |  | 26899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22928161 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 5.750 | &nbsp;&nbsp;04/01/48 |  | 27908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24832489 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 6.384 | &nbsp;&nbsp;10/23/35 |  | &nbsp;&nbsp;7110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7243962 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 6.484 | &nbsp;&nbsp;10/23/45 |  | &nbsp;&nbsp;4326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4245032 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 6.834 | &nbsp;&nbsp;10/23/55 |  | &nbsp;&nbsp;7580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7527337 |
| Comcast Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.969 | &nbsp;&nbsp;11/01/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13819 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.250 | &nbsp;&nbsp;10/15/30 |  | 21595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21360672 |
| Cox Communications, Inc.,<br> Sr. Unsec'd. Notes, 144A | 3.350 | &nbsp;&nbsp;09/15/26 |  | 15505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14717742 |
| CSC Holdings LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 3.375 | &nbsp;&nbsp;02/15/31 |  | &nbsp;&nbsp;6510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4540829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.500 | &nbsp;&nbsp;11/15/31 |  | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1841866 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Media (cont'd.)** | **Media (cont'd.)** | **Media (cont'd.)** | **Media (cont'd.)** | **Media (cont'd.)** | **Media (cont'd.)** |
| CSC Holdings LLC, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.375% | &nbsp;&nbsp;02/01/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp; $174728 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.500 | &nbsp;&nbsp;04/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5986442 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.500 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606359 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 4.625 | &nbsp;&nbsp;12/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4997091 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.750 | &nbsp;&nbsp;01/15/30 |  | &nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7251977 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 7.500 | &nbsp;&nbsp;04/01/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;6465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4722959 |
| Diamond Sports Group LLC/Diamond Sports Finance<br> Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A (original cost $22,541,573; purchased 07/18/19 - 10/19/20)(f) | 6.625 | &nbsp;&nbsp;08/15/27 |  | &nbsp;&nbsp;35072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713670 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A (original cost $31,014,023; purchased 07/18/19 - 09/01/22)(a)(f) | 5.375 | &nbsp;&nbsp;08/15/26 |  | 104920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7647343 |
| Discovery Communications LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.000 | &nbsp;&nbsp;09/15/55 |  | &nbsp;&nbsp;12175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8366959 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.200 | &nbsp;&nbsp;09/20/47 |  | &nbsp;&nbsp;11154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9301178 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.300 | &nbsp;&nbsp;05/15/49 |  | &nbsp;&nbsp;13607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11505811 |
| DISH DBS Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.125 | &nbsp;&nbsp;06/01/29 |  | &nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10811073 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 5.875 | &nbsp;&nbsp;11/15/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;5185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4895858 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 7.375 | &nbsp;&nbsp;07/01/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966971 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 7.750 | &nbsp;&nbsp;07/01/26 |  | &nbsp;&nbsp;43472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35265627 |
| Gray Television, Inc.,<br> Gtd. Notes, 144A | 5.875 | &nbsp;&nbsp;07/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45842 |
| Radiate Holdco LLC/Radiate Finance, Inc.,<br> Sr. Unsec'd. Notes, 144A | 6.500 | &nbsp;&nbsp;09/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191021 |
| Time Warner Cable LLC,<br> Sr. Sec'd. Notes | 6.550 | &nbsp;&nbsp;05/01/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3760739 |
| Univision Communications, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 5.125 | &nbsp;&nbsp;02/15/25 |  | &nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10426040 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 6.625 | &nbsp;&nbsp;06/01/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48988 |
| Virgin Media Secured Finance PLC (United Kingdom),<br> Sr. Sec'd. Notes | 4.250 | &nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8361858 |
| Virgin Media Vendor Financing Notes III DAC (United Kingdom),<br> Sr. Sec'd. Notes | 4.875 | &nbsp;&nbsp;07/15/28 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11127512 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432961024 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Mining 0.1%** | **Mining 0.1%** | **Mining 0.1%** | **Mining 0.1%** | **Mining 0.1%** |
| Barrick North America Finance LLC (Canada),<br> Gtd. Notes | 5.750% | &nbsp;&nbsp;05/01/43 | 14510 | &nbsp;&nbsp; $15756821 |
| First Quantum Minerals Ltd. (Zambia), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.500 | &nbsp;&nbsp;03/01/24 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1981250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.500 | &nbsp;&nbsp;04/01/25 | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2462625 |
| Freeport Indonesia PT (Indonesia),<br> Sr. Unsec'd. Notes, 144A, MTN | 5.315 | &nbsp;&nbsp;04/14/32 | 10370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9826716 |
| Freeport-McMoRan, Inc.,<br> Gtd. Notes | 4.550 | &nbsp;&nbsp;11/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49478 |
| Teck Resources Ltd. (Canada), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.200 | &nbsp;&nbsp;03/01/42 | &nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2838318 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.400 | &nbsp;&nbsp;02/01/43 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958033 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.000 | &nbsp;&nbsp;08/15/40 | &nbsp;&nbsp;8563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8703807 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42577048 |
| **Miscellaneous Manufacturing 0.0%** | **Miscellaneous Manufacturing 0.0%** | **Miscellaneous Manufacturing 0.0%** | **Miscellaneous Manufacturing 0.0%** | **Miscellaneous Manufacturing 0.0%** |
| Amsted Industries, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.625 | &nbsp;&nbsp;07/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491505 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.625 | &nbsp;&nbsp;05/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310035 |
| Pentair Finance Sarl,<br> Gtd. Notes | 4.500 | &nbsp;&nbsp;07/01/29 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227641 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2029181 |
| **Multi-National 0.2%** | **Multi-National 0.2%** | **Multi-National 0.2%** | **Multi-National 0.2%** | **Multi-National 0.2%** |
| Corp. Andina de Fomento (Supranational Bank),<br> Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;11/23/23 | 10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10249200 |
| European Investment Bank (Supranational Bank), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN, 3 Month LIBOR + 0.250% (Cap 2.000%, Floor 0.000%) | 2.000(c) | &nbsp;&nbsp;02/16/24 | &nbsp;&nbsp;6838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6692212 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN, 3 Month LIBOR + 0.000% (Cap 2.590%, Floor N/A) | 2.590(c) | &nbsp;&nbsp;12/29/26 | &nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3232915 |
| Inter-American Development Bank (Supranational<br> Bank), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Notes | 6.800 | &nbsp;&nbsp;10/15/25 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10666439 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 0.500 | &nbsp;&nbsp;04/17/23 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1980125 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes | 6.950 | &nbsp;&nbsp;08/01/26 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2182870 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | 6.290 | &nbsp;&nbsp;07/16/27 | &nbsp;&nbsp;2756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2968867 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN(a) | 6.750 | &nbsp;&nbsp;07/15/27 | 13630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14950727 |
| International Bank for Reconstruction &<br> Development (Supranational Bank), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Notes, EMTN | 0.500 | &nbsp;&nbsp;02/07/23 | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8996296 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Multi-National (cont'd.)** | **Multi-National (cont'd.)** | **Multi-National (cont'd.)** | **Multi-National (cont'd.)** | **Multi-National (cont'd.)** |
| International Bank for Reconstruction & Development (Supranational Bank), (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Notes, MTN | 1.237 %(s) | &nbsp;&nbsp;10/31/30 | &nbsp;&nbsp;3739 | &nbsp;&nbsp; $2692491 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.000(cc) | &nbsp;&nbsp;06/30/34 | &nbsp;&nbsp;8591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5212804 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 0.000(cc) | &nbsp;&nbsp;07/31/34 | &nbsp;&nbsp;4605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3069532 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 0.000(cc) | &nbsp;&nbsp;08/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535043 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 0.000(cc) | &nbsp;&nbsp;11/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185677 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.700 | &nbsp;&nbsp;12/28/37 | 28188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22767954 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | 3.448(s) | &nbsp;&nbsp;09/17/30 | &nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647074 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98030226 |
| **Office/Business Equipment 0.0%** | **Office/Business Equipment 0.0%** | **Office/Business Equipment 0.0%** | **Office/Business Equipment 0.0%** | **Office/Business Equipment 0.0%** |
| CDW LLC/CDW Finance Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.250 | &nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43467 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.125 | &nbsp;&nbsp;05/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220788 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264255 |
| **Oil & Gas 2.3%** | **Oil & Gas 2.3%** | **Oil & Gas 2.3%** | **Oil & Gas 2.3%** | **Oil & Gas 2.3%** |
| Aethon United BR LP/Aethon United Finance Corp.,<br> Sr. Unsec'd. Notes, 144A | 8.250 | &nbsp;&nbsp;02/15/26 | 14625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14554108 |
| Aker BP ASA (Norway),<br> Sr. Unsec'd. Notes, 144A(a) | 2.875 | &nbsp;&nbsp;01/15/26 | &nbsp;&nbsp;3834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3616257 |
| Ascent Resources Utica Holdings LLC/ARU Finance<br> Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.000 | &nbsp;&nbsp;11/01/26 | 15411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14742377 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 9.000 | &nbsp;&nbsp;11/01/27 | 11231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13906138 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 8.250 | &nbsp;&nbsp;12/31/28 | 10775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10614722 |
| Cenovus Energy, Inc. (Canada), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.250 | &nbsp;&nbsp;06/15/37 | 29438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28251348 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 5.400 | &nbsp;&nbsp;06/15/47 | 14665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14121911 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 6.750 | &nbsp;&nbsp;11/15/39 | 10478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11481117 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.800 | &nbsp;&nbsp;09/15/37 | &nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6629146 |
| Chesapeake Energy Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.500 | &nbsp;&nbsp;02/01/26 | &nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2864599 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.875 | &nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4694053 |
| CITGO Petroleum Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 6.375 | &nbsp;&nbsp;06/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528436 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 7.000 | &nbsp;&nbsp;06/15/25 | &nbsp;&nbsp;6194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6144464 |
| CNX Resources Corp.,<br> Gtd. Notes, 144A | 7.250 | &nbsp;&nbsp;03/14/27 | 18725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18640728 |
| Continental Resources, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.800 | &nbsp;&nbsp;06/01/24 | 12160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11925521 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** |
| Continental Resources, Inc., (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.500% | &nbsp;&nbsp;04/15/23 |  | &nbsp;&nbsp;3915 | &nbsp;&nbsp; $3904881 |
| CrownRock LP/CrownRock Finance, Inc.,<br> Sr. Unsec'd. Notes, 144A | 5.625 | &nbsp;&nbsp;10/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489075 |
| Devon Energy Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.250 | &nbsp;&nbsp;09/15/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50154 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.250 | &nbsp;&nbsp;10/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113746 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.600 | &nbsp;&nbsp;07/15/41 |  | 14172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14043112 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.875 | &nbsp;&nbsp;06/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32780 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 8.250 | &nbsp;&nbsp;08/01/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507327 |
| Diamondback Energy, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.250 | &nbsp;&nbsp;12/01/26 |  | 51435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48686678 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 3.500 | &nbsp;&nbsp;12/01/29 |  | &nbsp;&nbsp;1459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329963 |
| Ecopetrol SA (Colombia), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.375 | &nbsp;&nbsp;06/26/26 |  | &nbsp;&nbsp;3434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3307543 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.875 | &nbsp;&nbsp;09/18/23 |  | 71841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71661398 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.875 | &nbsp;&nbsp;04/29/30 |  | 26440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24648161 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 8.875 | &nbsp;&nbsp;01/13/33 |  | &nbsp;&nbsp;4248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4349102 |
| Endeavor Energy Resources LP/EER Finance, Inc.,<br> Sr. Unsec'd. Notes, 144A | 5.750 | &nbsp;&nbsp;01/30/28 |  | 10493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10364173 |
| Energean Israel Finance Ltd. (Israel), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A(a) | 4.500 | &nbsp;&nbsp;03/30/24 |  | 33234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32361608 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.875 | &nbsp;&nbsp;03/30/26 |  | 27119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25403723 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 5.375 | &nbsp;&nbsp;03/30/28 |  | &nbsp;&nbsp;8890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8152130 |
| EQT Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.900 | &nbsp;&nbsp;10/01/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47416 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 7.000 | &nbsp;&nbsp;02/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53179 |
| Equinor ASA (Norway), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 3.700 | &nbsp;&nbsp;04/06/50 |  | 20155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17156013 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.250 | &nbsp;&nbsp;11/23/41 |  | &nbsp;&nbsp;9026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8429907 |
| Exxon Mobil Corp.,<br> Sr. Unsec'd. Notes(a) | 3.452 | &nbsp;&nbsp;04/15/51 |  | 26280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21428922 |
| Gazprom PJSC Via Gaz Capital SA (Russia), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.450 | &nbsp;&nbsp;03/06/23(d) | &nbsp;&nbsp;CHF | 19900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17498089 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.250 | &nbsp;&nbsp;11/22/24(d) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945821 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.500 | &nbsp;&nbsp;03/21/26(d) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2470548 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.125 | &nbsp;&nbsp;11/17/23(d) | &nbsp;&nbsp;EUR | 40100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31606168 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.250 | &nbsp;&nbsp;04/06/24 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;8530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7361347 |
| Gazprom PJSC via Gaz Finance PLC (Russia),<br> Sr. Unsec'd. Notes, EMTN | 1.500 | &nbsp;&nbsp;02/17/27(d) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003141 |
| Hilcorp Energy I LP/Hilcorp Finance Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.750 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;6066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5643125 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** |
| Hilcorp Energy I LP/Hilcorp Finance Co., (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.000% | &nbsp;&nbsp;04/15/30 |  | 14575 | &nbsp;&nbsp; $13640058 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.000 | &nbsp;&nbsp;02/01/31 |  | &nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2946253 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.250 | &nbsp;&nbsp;11/01/28 |  | &nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4147582 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.250 | &nbsp;&nbsp;04/15/32 |  | 18650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17225019 |
| KazMunayGas National Co. JSC (Kazakhstan), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.750 | &nbsp;&nbsp;04/24/25 |  | 14525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14217796 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.750 | &nbsp;&nbsp;04/19/27 |  | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2784375 |
| Marathon Petroleum Corp.,<br> Sr. Unsec'd. Notes | 5.850 | &nbsp;&nbsp;12/15/45 |  | &nbsp;&nbsp;9983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9726025 |
| MEG Energy Corp. (Canada), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.875 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1776000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 7.125 | &nbsp;&nbsp;02/01/27 |  | &nbsp;&nbsp;8860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9061565 |
| Occidental Petroleum Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.200 | &nbsp;&nbsp;03/15/40 |  | &nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4238191 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 6.450 | &nbsp;&nbsp;09/15/36 |  | 12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13257376 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.625 | &nbsp;&nbsp;09/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53128 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.950 | &nbsp;&nbsp;07/01/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739797 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 7.950 | &nbsp;&nbsp;06/15/39 |  | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836817 |
| Pertamina Persero PT (Indonesia),<br> Sr. Unsec'd. Notes, EMTN | 5.625 | &nbsp;&nbsp;05/20/43 |  | &nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2063413 |
| Petrobras Global Finance BV (Brazil), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.625 | &nbsp;&nbsp;01/16/34 | &nbsp;&nbsp;GBP | 22380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24233681 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 6.250 | &nbsp;&nbsp;12/14/26 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210736 |
| Petroleos Mexicanos (Mexico), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.750 | &nbsp;&nbsp;02/26/29 | &nbsp;&nbsp;EUR | 14826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13592583 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.350 | &nbsp;&nbsp;02/12/28 |  | &nbsp;&nbsp;8849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7698630 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.490 | &nbsp;&nbsp;01/23/27 |  | 22735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21267456 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.500 | &nbsp;&nbsp;03/13/27 |  | 38109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35909158 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.500 | &nbsp;&nbsp;01/23/29 |  | 19625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17722356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 6.625 | &nbsp;&nbsp;06/15/35 |  | &nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2279352 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.700 | &nbsp;&nbsp;02/16/32 |  | &nbsp;&nbsp;9449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7819048 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.840 | &nbsp;&nbsp;01/23/30 |  | 13189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11436182 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 9.500 | &nbsp;&nbsp;09/15/27 |  | &nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693350 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 2.750 | &nbsp;&nbsp;04/21/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811192 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.750 | &nbsp;&nbsp;02/21/24 | &nbsp;&nbsp;EUR | 29100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31197115 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.750 | &nbsp;&nbsp;11/16/25 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;4120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4616804 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 4.875 | &nbsp;&nbsp;02/21/28 | &nbsp;&nbsp;EUR | 40310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38312272 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 5.125 | &nbsp;&nbsp;03/15/23 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1739266 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | 4.625 | &nbsp;&nbsp;09/21/23 |  | &nbsp;&nbsp;5319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5254108 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, MTN(a) | 6.750 | &nbsp;&nbsp;09/21/47 |  | 18446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12750798 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Gov't. Gtd. Notes, 3 Month LIBOR + 0.430% | 5.036(c) | &nbsp;&nbsp;02/15/24 |  | &nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2745528 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** |
| Phillips 66, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 2.150% | &nbsp;&nbsp;12/15/30 |  | &nbsp;&nbsp;2150 | &nbsp;&nbsp; $1793941 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.650 | &nbsp;&nbsp;11/15/34 |  | &nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925424 |
| Pioneer Natural Resources Co.,<br> Sr. Unsec'd. Notes | 1.900 | &nbsp;&nbsp;08/15/30 |  | &nbsp;&nbsp;6410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5255884 |
| QatarEnergy (Qatar), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.375 | &nbsp;&nbsp;09/12/26 |  | 22400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20066200 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.125 | &nbsp;&nbsp;07/12/41 |  | 22410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17708102 |
| Transocean, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.500 | &nbsp;&nbsp;01/15/26 |  | &nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4183000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 8.000 | &nbsp;&nbsp;02/01/27 |  | &nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1789125 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920488841 |
| **Oil & Gas Services 0.0%** | **Oil & Gas Services 0.0%** | **Oil & Gas Services 0.0%** | **Oil & Gas Services 0.0%** | **Oil & Gas Services 0.0%** | **Oil & Gas Services 0.0%** |
| Cameron International Corp.,<br> Gtd. Notes | 5.950 | &nbsp;&nbsp;06/01/41 |  | &nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2678464 |
| **Packaging & Containers 0.0%** | **Packaging & Containers 0.0%** | **Packaging & Containers 0.0%** | **Packaging & Containers 0.0%** | **Packaging & Containers 0.0%** | **Packaging & Containers 0.0%** |
| ARD Finance SA (Luxembourg),<br> Sr. Sec'd. Notes, Cash coupon 5.000% or PIK 5.750% | 5.000 | &nbsp;&nbsp;06/30/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2861557 |
| Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.,<br> Sr. Sec'd. Notes, 144A | 4.125 | &nbsp;&nbsp;08/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456250 |
| Graham Packaging Co., Inc.,<br> Gtd. Notes, 144A | 7.125 | &nbsp;&nbsp;08/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105415 |
| Owens-Brockway Glass Container, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 6.375 | &nbsp;&nbsp;08/15/25 |  | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176689 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 6.625 | &nbsp;&nbsp;05/13/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368656 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4968567 |
| **Pharmaceuticals 1.6%** | **Pharmaceuticals 1.6%** | **Pharmaceuticals 1.6%** | **Pharmaceuticals 1.6%** | **Pharmaceuticals 1.6%** | **Pharmaceuticals 1.6%** |
| AbbVie, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.600 | &nbsp;&nbsp;05/14/25 |  | 14395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14038754 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.050 | &nbsp;&nbsp;11/21/39 |  | 64070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57736784 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.400 | &nbsp;&nbsp;11/06/42 |  | 25402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23449733 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;05/14/35 |  | 20670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20238778 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.550 | &nbsp;&nbsp;03/15/35 |  | 59564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58485325 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.700 | &nbsp;&nbsp;05/14/45 |  | 37711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36050426 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.750 | &nbsp;&nbsp;03/15/45 |  | 10308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9904636 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Pharmaceuticals (cont'd.)** | **Pharmaceuticals (cont'd.)** | **Pharmaceuticals (cont'd.)** | **Pharmaceuticals (cont'd.)** | **Pharmaceuticals (cont'd.)** |
| AbbVie, Inc., (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.850% | &nbsp;&nbsp;06/15/44 | &nbsp;&nbsp;9795 | &nbsp;&nbsp; $9528255 |
| AdaptHealth LLC,<br> Gtd. Notes, 144A | 4.625 | &nbsp;&nbsp;08/01/29 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870049 |
| AmerisourceBergen Corp.,<br> Sr. Unsec'd. Notes | 3.250 | &nbsp;&nbsp;03/01/25 | &nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3751135 |
| Bausch Health Cos., Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.000 | &nbsp;&nbsp;01/30/28 | &nbsp;&nbsp;7050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3145340 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.000 | &nbsp;&nbsp;02/15/29 | 10965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4824600 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.250 | &nbsp;&nbsp;01/30/30 | 21122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9188070 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 5.250 | &nbsp;&nbsp;02/15/31 | 20329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9249695 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 6.250 | &nbsp;&nbsp;02/15/29 | 48869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22357567 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.000 | &nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A(a) | 4.875 | &nbsp;&nbsp;06/01/28 | 12850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8218217 |
| Becton, Dickinson & Co., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.700 | &nbsp;&nbsp;06/06/27 | &nbsp;&nbsp;5463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5315371 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.734 | &nbsp;&nbsp;12/15/24 | &nbsp;&nbsp;1082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063071 |
| Bristol-Myers Squibb Co.,<br> Sr. Unsec'd. Notes | 4.125 | &nbsp;&nbsp;06/15/39 | 11360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10685030 |
| Cigna Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.250 | &nbsp;&nbsp;04/15/25 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9711292 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.400 | &nbsp;&nbsp;03/01/27 | &nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1948174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.375 | &nbsp;&nbsp;10/15/28 | 31225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30964653 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.500 | &nbsp;&nbsp;02/25/26 | &nbsp;&nbsp;6005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5985274 |
| CVS Health Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 1.875 | &nbsp;&nbsp;02/28/31 | 36290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29407441 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.300 | &nbsp;&nbsp;03/25/28 | &nbsp;&nbsp;2453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2412375 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.125 | &nbsp;&nbsp;07/20/45 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4812105 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.300 | &nbsp;&nbsp;12/05/43 | &nbsp;&nbsp;7440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7361369 |
| Endo Dac/Endo Finance LLC/Endo Finco, Inc.,<br> Gtd. Notes, 144A | 6.000 | &nbsp;&nbsp;02/01/25(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
| Mylan, Inc.,<br> Gtd. Notes | 5.400 | &nbsp;&nbsp;11/29/43 | 38126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32852844 |
| Shire Acquisitions Investments Ireland DAC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 2.875 | &nbsp;&nbsp;09/23/23 | &nbsp;&nbsp;8917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8782754 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.200 | &nbsp;&nbsp;09/23/26 | 69545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66388234 |
| Utah Acquisition Sub, Inc.,<br> Gtd. Notes | 5.250 | &nbsp;&nbsp;06/15/46 | 94061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78631263 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Pharmaceuticals (cont'd.)** | **Pharmaceuticals (cont'd.)** | **Pharmaceuticals (cont'd.)** | **Pharmaceuticals (cont'd.)** | **Pharmaceuticals (cont'd.)** |
| Viatris, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.850% | &nbsp;&nbsp;06/22/40 | 27725 | &nbsp;&nbsp; $20229683 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.000 | &nbsp;&nbsp;06/22/50 | 18558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12866823 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621706485 |
| **Pipelines 1.8%** | **Pipelines 1.8%** | **Pipelines 1.8%** | **Pipelines 1.8%** | **Pipelines 1.8%** |
| Antero Midstream Partners LP/Antero Midstream<br> Finance Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.750 | &nbsp;&nbsp;03/01/27 | &nbsp;&nbsp;3230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3132312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.750 | &nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604087 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.875 | &nbsp;&nbsp;05/15/26 | 14960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15349937 |
| Cheniere Energy, Inc.,<br> Sr. Unsec'd. Notes | 4.625 | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47651 |
| Colorado Interstate Gas Co. LLC/Colorado Interstate Issuing Corp.,<br> Gtd. Notes, 144A | 4.150 | &nbsp;&nbsp;08/15/26 | 24840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23979416 |
| DCP Midstream Operating LP, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.125 | &nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49940 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.625 | &nbsp;&nbsp;07/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50879 |
| Eastern Gas Transmission & Storage, Inc.,<br> Sr. Unsec'd. Notes | 4.600 | &nbsp;&nbsp;12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216633 |
| Energy Transfer LP, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.350 | &nbsp;&nbsp;05/15/45 | &nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043827 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series G | 7.125(ff) | &nbsp;&nbsp;05/15/30(oo) | 65450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59504308 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series H | 6.500(ff) | &nbsp;&nbsp;11/15/26(oo) | 19835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18699354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.000 | &nbsp;&nbsp;05/15/50 | &nbsp;&nbsp;7845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6861066 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.150 | &nbsp;&nbsp;03/15/45 | &nbsp;&nbsp;1222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102413 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.300 | &nbsp;&nbsp;04/01/44 | &nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3805438 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.300 | &nbsp;&nbsp;04/15/47 | &nbsp;&nbsp;6095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5523291 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.400 | &nbsp;&nbsp;10/01/47 | 15294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14072600 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.050 | &nbsp;&nbsp;06/01/41 | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2548576 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.125 | &nbsp;&nbsp;12/15/45 | &nbsp;&nbsp;9720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9715823 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.250 | &nbsp;&nbsp;04/15/49 | 37960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38549130 |
| EnLink Midstream Partners LP,<br> Sr. Unsec'd. Notes | 5.600 | &nbsp;&nbsp;04/01/44 | &nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109804 |
| Enterprise Products Operating LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 3.200 | &nbsp;&nbsp;02/15/52 | 42775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30640490 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.700 | &nbsp;&nbsp;01/31/51 | &nbsp;&nbsp;2665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2097422 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.950 | &nbsp;&nbsp;01/31/60 | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4761164 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.200 | &nbsp;&nbsp;01/31/50 | &nbsp;&nbsp;5910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5055415 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.250 | &nbsp;&nbsp;02/15/48 | &nbsp;&nbsp;5593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4847286 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** |
| Enterprise Products Operating LLC, (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.900% | &nbsp;&nbsp;05/15/46 | 18296 | &nbsp;&nbsp; $17248537 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.950 | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4613227 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.100 | &nbsp;&nbsp;02/15/45 | &nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8274763 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, Series D, 3 Month LIBOR + 2.986% | 7.630(c) | &nbsp;&nbsp;08/16/77 | &nbsp;&nbsp;9502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9017365 |
| EQM Midstream Partners LP, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.500 | &nbsp;&nbsp;07/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46128 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.000 | &nbsp;&nbsp;07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18713 |
| Fermaca Enterprises S de RL de CV (Mexico),<br> Sr. Sec'd. Notes, 144A | 6.375 | &nbsp;&nbsp;03/30/38 | &nbsp;&nbsp;4254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4071639 |
| Kinder Morgan Energy Partners LP, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.700 | &nbsp;&nbsp;11/01/42 | &nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7089305 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.000 | &nbsp;&nbsp;03/01/43 | &nbsp;&nbsp;1958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1777134 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.500 | &nbsp;&nbsp;09/01/39 | &nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355829 |
| Kinder Morgan, Inc.,<br> Gtd. Notes(a) | 2.000 | &nbsp;&nbsp;02/15/31 | 35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28307663 |
| Magellan Midstream Partners LP, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.200 | &nbsp;&nbsp;12/01/42 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1264163 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.200 | &nbsp;&nbsp;03/15/45 | &nbsp;&nbsp;2830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2201885 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.150 | &nbsp;&nbsp;10/15/43 | 14820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13791956 |
| Midwest Connector Capital Co. LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.900 | &nbsp;&nbsp;04/01/24 | 20820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20336131 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.625 | &nbsp;&nbsp;04/01/29 | &nbsp;&nbsp;5980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5574002 |
| MPLX LP, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 1.750 | &nbsp;&nbsp;03/01/26 | 10440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9503450 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.000 | &nbsp;&nbsp;03/15/28 | &nbsp;&nbsp;6490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6233319 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;04/15/38 | 26290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23942134 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.950 | &nbsp;&nbsp;03/14/52 | &nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1382123 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.200 | &nbsp;&nbsp;12/01/47 | &nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1881263 |
| Northwest Pipeline LLC,<br> Sr. Unsec'd. Notes | 4.000 | &nbsp;&nbsp;04/01/27 | &nbsp;&nbsp;4110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3980304 |
| ONEOK Partners LP,<br> Gtd. Notes | 6.850 | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079492 |
| ONEOK, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.400 | &nbsp;&nbsp;09/01/29 | 35605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31962671 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.450 | &nbsp;&nbsp;09/01/49 | 33477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27207011 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.950 | &nbsp;&nbsp;07/13/47 | 59765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52259755 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.200 | &nbsp;&nbsp;07/15/48 | &nbsp;&nbsp;3390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3069132 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.000 | &nbsp;&nbsp;06/15/35 | &nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4223247 |
| Plains All American Pipeline LP/PAA Finance Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.550 | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8341933 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.650 | &nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;5190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5140196 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** |
| Rockies Express Pipeline LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.600% | &nbsp;&nbsp;05/15/25 | &nbsp;&nbsp;5975 | &nbsp;&nbsp; $5668396 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.875 | &nbsp;&nbsp;04/15/40 | &nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5530807 |
| Tallgrass Energy Partners LP/Tallgrass Energy<br> Finance Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.500 | &nbsp;&nbsp;01/15/28 | 10617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9784602 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.000 | &nbsp;&nbsp;03/01/27 | &nbsp;&nbsp;3423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3255201 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.000 | &nbsp;&nbsp;12/31/30 | &nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3620603 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.500 | &nbsp;&nbsp;10/01/25 | &nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5456658 |
| Targa Resources Partners LP/Targa Resources Partners Finance Corp.,<br> Gtd. Notes | 5.000 | &nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48904 |
| Texas Eastern Transmission LP,<br> Sr. Unsec'd. Notes, 144A | 4.150 | &nbsp;&nbsp;01/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717379 |
| Transcontinental Gas Pipe Line Co. LLC,<br> Sr. Unsec'd. Notes | 4.600 | &nbsp;&nbsp;03/15/48 | 20015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18103945 |
| Valero Energy Partners LP,<br> Gtd. Notes | 4.500 | &nbsp;&nbsp;03/15/28 | &nbsp;&nbsp;7970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7906120 |
| Venture Global Calcasieu Pass LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 3.875 | &nbsp;&nbsp;08/15/29 | &nbsp;&nbsp;9205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8211013 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.125 | &nbsp;&nbsp;08/15/31 | &nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2111722 |
| Western Midstream Operating LP, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.950 | &nbsp;&nbsp;06/01/25 | &nbsp;&nbsp;8815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8446893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.300 | &nbsp;&nbsp;02/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45775 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 4.750 | &nbsp;&nbsp;08/15/28 | &nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3090890 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.450 | &nbsp;&nbsp;04/01/44 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769515 |
| Williams Cos., Inc. (The), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;06/15/27 | 43926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42468984 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.900 | &nbsp;&nbsp;01/15/25 | 18356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18006101 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.000 | &nbsp;&nbsp;09/15/25 | &nbsp;&nbsp;8625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8444412 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.850 | &nbsp;&nbsp;03/01/48 | &nbsp;&nbsp;1086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990513 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.900 | &nbsp;&nbsp;01/15/45 | &nbsp;&nbsp;5902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5427500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.300 | &nbsp;&nbsp;08/15/52 | 10725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10367189 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728035854 |
| **Real Estate 0.1%** | **Real Estate 0.1%** | **Real Estate 0.1%** | **Real Estate 0.1%** | **Real Estate 0.1%** |
| Five Point Operating Co. LP/Five Point Capital Corp.,<br> Gtd. Notes, 144A(a) | 7.875 | &nbsp;&nbsp;11/15/25 | &nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5446372 |
| Howard Hughes Corp. (The), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.125 | &nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;3517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3034849 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.375 | &nbsp;&nbsp;02/01/31 | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2081185 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.375 | &nbsp;&nbsp;08/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463609 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Real Estate (cont'd.)** | **Real Estate (cont'd.)** | **Real Estate (cont'd.)** | **Real Estate (cont'd.)** | **Real Estate (cont'd.)** | **Real Estate (cont'd.)** |
| Ontario Teachers' Cadillac Fairview Properties Trust (Canada),<br> Sr. Unsec'd. Notes, 144A | 3.875% | &nbsp;&nbsp;03/20/27 |  | 14600 | &nbsp;&nbsp; $13633782 |
| Sinochem Offshore Capital Co. Ltd. (China),<br> Gtd. Notes, EMTN | 0.750 | &nbsp;&nbsp;11/25/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1947055 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26606852 |
| **Real Estate Investment Trusts (REITs) 0.8%** | **Real Estate Investment Trusts (REITs) 0.8%** | **Real Estate Investment Trusts (REITs) 0.8%** | **Real Estate Investment Trusts (REITs) 0.8%** | **Real Estate Investment Trusts (REITs) 0.8%** | **Real Estate Investment Trusts (REITs) 0.8%** |
| Alexandria Real Estate Equities, Inc.,<br> Gtd. Notes(a) | 1.875 | &nbsp;&nbsp;02/01/33 |  | &nbsp;&nbsp;9640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7460694 |
| Brixmor Operating Partnership LP, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.650 | &nbsp;&nbsp;06/15/24 |  | 14830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14409867 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.125 | &nbsp;&nbsp;05/15/29 |  | 22019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20400219 |
| Diversified Healthcare Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.375 | &nbsp;&nbsp;03/01/31 |  | 13046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8851806 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 9.750 | &nbsp;&nbsp;06/15/25 |  | 10273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10081698 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.750 | &nbsp;&nbsp;05/01/24 |  | &nbsp;&nbsp;2498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2168723 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.750 | &nbsp;&nbsp;02/15/28 |  | 17845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10864534 |
| GLP Capital LP/GLP Financing II, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.350 | &nbsp;&nbsp;09/01/24 |  | &nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216816 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.250 | &nbsp;&nbsp;06/01/25 |  | &nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2535760 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.375 | &nbsp;&nbsp;11/01/23 |  | &nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2557539 |
| Healthpeak Properties, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.400 | &nbsp;&nbsp;02/01/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520162 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.500 | &nbsp;&nbsp;07/15/29 |  | &nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1367065 |
| Highwoods Realty LP,<br> Sr. Unsec'd. Notes | 3.875 | &nbsp;&nbsp;03/01/27 |  | &nbsp;&nbsp;5885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5532417 |
| Host Hotels & Resorts LP,<br> Sr. Unsec'd. Notes, Series I | 3.500 | &nbsp;&nbsp;09/15/30 |  | 36393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31218032 |
| MPT Operating Partnership LP/MPT Finance Corp.,<br> Gtd. Notes(a) | 5.000 | &nbsp;&nbsp;10/15/27 |  | &nbsp;&nbsp;1866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1577848 |
| Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer,<br> Sr. Sec'd. Notes, 144A | 7.500 | &nbsp;&nbsp;06/01/25 |  | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5069897 |
| Realty Income Corp.,<br> Sr. Unsec'd. Notes | 2.850 | &nbsp;&nbsp;12/15/32 |  | 19830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16964204 |
| Service Properties Trust,<br> Sr. Unsec'd. Notes | 4.350 | &nbsp;&nbsp;10/01/24 |  | 30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28281117 |
| Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC,<br> Sr. Sec'd. Notes, 144A | 7.875 | &nbsp;&nbsp;02/15/25 |  | 50460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49789559 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** |
| Ventas Realty LP, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.500% | &nbsp;&nbsp;02/01/25 |  | &nbsp;&nbsp;5000 | &nbsp;&nbsp; $4846990 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.850 | &nbsp;&nbsp;04/01/27 |  | 31660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30519395 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.400 | &nbsp;&nbsp;01/15/29 |  | &nbsp;&nbsp;4765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4572353 |
| VICI Properties LP/VICI Note Co., Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.125 | &nbsp;&nbsp;08/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22520 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.250 | &nbsp;&nbsp;12/01/26 |  | 13075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12376669 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 4.625 | &nbsp;&nbsp;06/15/25 |  | &nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2122117 |
| Welltower OP LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 2.700 | &nbsp;&nbsp;02/15/27 |  | &nbsp;&nbsp;2640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2427271 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 2.750 | &nbsp;&nbsp;01/15/31 |  | &nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890701 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.000 | &nbsp;&nbsp;06/01/25 |  | &nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6811515 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.125 | &nbsp;&nbsp;03/15/29 |  | &nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991971 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.250 | &nbsp;&nbsp;04/01/26 |  | 14095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13828999 |
| WP Carey, Inc.,<br> Sr. Unsec'd. Notes | 2.400 | &nbsp;&nbsp;02/01/31 |  | 12425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10437283 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311715741 |
| **Retail 0.5%** | **Retail 0.5%** | **Retail 0.5%** | **Retail 0.5%** | **Retail 0.5%** | **Retail 0.5%** |
| 1011778 BC ULC/New Red Finance, Inc. (Canada),<br> Sec'd. Notes, 144A | 4.000 | &nbsp;&nbsp;10/15/30 |  | 12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10640625 |
| At Home Group, Inc.,<br> Sr. Sec'd. Notes, 144A(a) | 4.875 | &nbsp;&nbsp;07/15/28 |  | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948726 |
| AutoZone, Inc.,<br> Sr. Unsec'd. Notes | 3.250 | &nbsp;&nbsp;04/15/25 |  | 18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17400909 |
| eG Global Finance PLC (United Kingdom), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes(a) | 4.375 | &nbsp;&nbsp;02/07/25 | &nbsp;&nbsp;EUR | 29200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28191349 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 6.250 | &nbsp;&nbsp;10/30/25 | &nbsp;&nbsp;EUR | 74133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71834970 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.375 | &nbsp;&nbsp;02/07/25 | &nbsp;&nbsp;EUR | 12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12079477 |
| Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc.,<br> Sr. Sec'd. Notes, 144A | 4.625 | &nbsp;&nbsp;01/15/29 |  | &nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5468384 |
| Gap, Inc. (The),<br> Gtd. Notes, 144A(a) | 3.875 | &nbsp;&nbsp;10/01/31 |  | 13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9730977 |
| O'Reilly Automotive, Inc.,<br> Sr. Unsec'd. Notes(a) | 1.750 | &nbsp;&nbsp;03/15/31 |  | &nbsp;&nbsp;1461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173484 |
| Patrick Industries, Inc.,<br> Gtd. Notes, 144A | 7.500 | &nbsp;&nbsp;10/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297187 |
| Sally Holdings LLC/Sally Capital, Inc.,<br> Gtd. Notes | 5.625 | &nbsp;&nbsp;12/01/25 |  | 39699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39301680 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197067768 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Semiconductors 0.4%** | **Semiconductors 0.4%** | **Semiconductors 0.4%** | **Semiconductors 0.4%** | **Semiconductors 0.4%** |
| Broadcom, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.137% | &nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;26909 | &nbsp;&nbsp; $20889571 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.187 | &nbsp;&nbsp;11/15/36 | 184190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140803450 |
| NXP BV/NXP Funding LLC/NXP USA, Inc. (China), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.150 | &nbsp;&nbsp;05/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;7190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6661679 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.400 | &nbsp;&nbsp;05/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;9130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8146425 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176501125 |
| **Software 0.3%** | **Software 0.3%** | **Software 0.3%** | **Software 0.3%** | **Software 0.3%** |
| Activision Blizzard, Inc.,<br> Sr. Unsec'd. Notes | 2.500 | &nbsp;&nbsp;09/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1364399 |
| Black Knight InfoServ LLC,<br> Gtd. Notes, 144A | 3.625 | &nbsp;&nbsp;09/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44489 |
| Boxer Parent Co., Inc.,<br> Sec'd. Notes, 144A | 9.125 | &nbsp;&nbsp;03/01/26 | &nbsp;&nbsp;14859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14164197 |
| Microsoft Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.525 | &nbsp;&nbsp;06/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094267 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.921 | &nbsp;&nbsp;03/17/52 | &nbsp;&nbsp;12025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9192079 |
| Oracle Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.950 | &nbsp;&nbsp;05/15/25 | &nbsp;&nbsp;42350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40680948 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.800 | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;18135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15250307 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.850 | &nbsp;&nbsp;04/01/60 | &nbsp;&nbsp;14025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10143109 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.100 | &nbsp;&nbsp;03/25/61 | &nbsp;&nbsp;11026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8346427 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100280222 |
| **Telecommunications 2.3%** | **Telecommunications 2.3%** | **Telecommunications 2.3%** | **Telecommunications 2.3%** | **Telecommunications 2.3%** |
| Altice France SA (France),<br> Sr. Sec'd. Notes, 144A | 8.125 | &nbsp;&nbsp;02/01/27 | &nbsp;&nbsp;10202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9538870 |
| AT&T, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.300 | &nbsp;&nbsp;06/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3013886 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.550 | &nbsp;&nbsp;12/01/33 | &nbsp;&nbsp;21058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17011714 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.500 | &nbsp;&nbsp;09/15/53 | 113155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83677524 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.550 | &nbsp;&nbsp;09/15/55 | &nbsp;&nbsp;19994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14659694 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.650 | &nbsp;&nbsp;09/15/59 | &nbsp;&nbsp;73611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53933634 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.800 | &nbsp;&nbsp;12/01/57 | &nbsp;&nbsp;&nbsp;&nbsp;7661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5824620 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.300 | &nbsp;&nbsp;02/15/30 | &nbsp;&nbsp;15455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15076224 |
| Digicel Group Holdings Ltd. (Jamaica),<br> Sr. Unsec'd. Notes, 144A, Cash coupon 5.000% and PIK 3.000% (original cost $198,419; purchased 06/23/20 - 10/03/22)(f) | 8.000 | &nbsp;&nbsp;04/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158559 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** |
| Digicel International Finance Ltd./Digicel<br> International Holdings Ltd. (Jamaica), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A (original cost $10,919,662; purchased 05/22/20 - 11/05/20)(a)(f) | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;12/31/26 |  | 14640 | &nbsp;&nbsp; $6293529 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A, Cash coupon 6.000% and PIK 7.000% (original cost $28,037,753; purchased 05/22/20 - 12/15/22)(f) | 13.000 | &nbsp;&nbsp;12/31/25 |  | 29336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14667968 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A (original cost $69,665,863; purchased 05/22/20 - 10/04/21)(a)(f) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;05/25/24 |  | 68274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58685770 |
| Digicel Ltd. (Jamaica),<br> Gtd. Notes, 144A (original cost $26,765,700; purchased 02/24/15 - 02/10/21)(f) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;03/01/23 |  | 36750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14270484 |
| Iliad Holding SASU (France), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;10/15/26 |  | 15350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14497921 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A(a) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;10/15/28 |  | &nbsp;&nbsp;9175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8616977 |
| Intelsat Jackson Holdings SA (Luxembourg), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes^ | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;08/01/23(d) |  | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A^ | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;10/15/24(d) |  | &nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A^(a) | &nbsp;&nbsp;9.750 | &nbsp;&nbsp;07/15/25(d) |  | &nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;03/15/30 |  | 83590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75612170 |
| Level 3 Financing, Inc.,<br> Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;3.400 | &nbsp;&nbsp;03/01/27 |  | 21986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19042582 |
| Lumen Technologies, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series P(a) | &nbsp;&nbsp;7.600 | &nbsp;&nbsp;09/15/39 |  | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675566 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series U | &nbsp;&nbsp;7.650 | &nbsp;&nbsp;03/15/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32915 |
| Motorola Solutions, Inc.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;05/23/29 |  | 20980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20488305 |
| Sprint Capital Corp.,<br> Gtd. Notes | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;03/15/32 |  | 29300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36176149 |
| Sprint LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;06/15/24 |  | 39580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40464564 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;02/15/25 |  | 24159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25075109 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;09/15/23 |  | 79334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80511474 |
| TalkTalk Telecom Group Ltd. (United Kingdom),<br> Gtd. Notes | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;02/20/25 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5084791 |
| T-Mobile USA, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;11/15/31 |  | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7372698 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;2.550 | &nbsp;&nbsp;02/15/31 |  | 19800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16821610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;2.625 | &nbsp;&nbsp;02/15/29 |  | 14375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12600691 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;02/15/41 |  | 40760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30374078 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;3.300 | &nbsp;&nbsp;02/15/51 |  | &nbsp;&nbsp;9414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6780043 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** |
| T-Mobile USA, Inc., (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.875% | &nbsp;&nbsp;04/15/30 |  | &nbsp;&nbsp;13050 | &nbsp;&nbsp; $12221029 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.375 | &nbsp;&nbsp;04/15/40 |  | &nbsp;&nbsp;19890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18027079 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.500 | &nbsp;&nbsp;04/15/50 |  | &nbsp;&nbsp;31495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27799836 |
| Verizon Communications, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.650 | &nbsp;&nbsp;11/20/40 |  | 121425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87784419 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.150 | &nbsp;&nbsp;03/22/30 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90767692 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.400 | &nbsp;&nbsp;03/22/41 |  | &nbsp;&nbsp;11270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9073852 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942714033 |
| **Transportation 0.2%** | **Transportation 0.2%** | **Transportation 0.2%** | **Transportation 0.2%** | **Transportation 0.2%** | **Transportation 0.2%** |
| Burlington Northern Santa Fe LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.375 | &nbsp;&nbsp;09/01/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2692367 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.700 | &nbsp;&nbsp;09/01/45 |  | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3328538 |
| Indian Railway Finance Corp. Ltd. (India),<br> Sr. Unsec'd. Notes, 144A, MTN(a) | 3.570 | &nbsp;&nbsp;01/21/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;7820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6842969 |
| Lima Metro Line 2 Finance Ltd. (Peru),<br> Sr. Sec'd. Notes | 5.875 | &nbsp;&nbsp;07/05/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;4649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4532002 |
| Societe Nationale SNCF SA (France),<br> Sr. Unsec'd. Notes, EMTN | 5.375 | &nbsp;&nbsp;03/18/27 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32164749 |
| Union Pacific Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.950 | &nbsp;&nbsp;03/10/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6480500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 3.250 | &nbsp;&nbsp;02/05/50 |  | &nbsp;&nbsp;19231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14991711 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71032836 |
| **Water 0.0%** | **Water 0.0%** | **Water 0.0%** | **Water 0.0%** | **Water 0.0%** | **Water 0.0%** |
| American Water Capital Corp.,<br> Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;09/01/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;4795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4001528 |
| **Total Corporate Bonds<br> (cost $17,115,644,600)** | **Total Corporate Bonds<br> (cost $17,115,644,600)** | **Total Corporate Bonds<br> (cost $17,115,644,600)** | **Total Corporate Bonds<br> (cost $17,115,644,600)** | **Total Corporate Bonds<br> (cost $17,115,644,600)** | &nbsp;&nbsp;&nbsp;&nbsp;15024263954 |
| **Floating Rate and other Loans 1.3%** | **Floating Rate and other Loans 1.3%** | **Floating Rate and other Loans 1.3%** | **Floating Rate and other Loans 1.3%** | **Floating Rate and other Loans 1.3%** | **Floating Rate and other Loans 1.3%** |
| **Airlines 0.1%** | **Airlines 0.1%** | **Airlines 0.1%** | **Airlines 0.1%** | **Airlines 0.1%** | **Airlines 0.1%** |
| United Airlines, Inc.,<br> Class B Term Loan, 3 Month LIBOR + 3.750% | 8.568(c) | &nbsp;&nbsp;04/21/28 |  | &nbsp;&nbsp;20123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20068323 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Commercial Services 0.0%** | **Commercial Services 0.0%** | **Commercial Services 0.0%** | **Commercial Services 0.0%** | **Commercial Services 0.0%** |
| Adtalem Global Education, Inc.,<br> Term B Loan, 1 Month LIBOR + 4.000% | &nbsp;&nbsp;8.517 %(c) | &nbsp;&nbsp;08/12/28 | &nbsp;&nbsp;3688 | &nbsp;&nbsp; $3681615 |
| **Computers 0.2%** | **Computers 0.2%** | **Computers 0.2%** | **Computers 0.2%** | **Computers 0.2%** |
| McAfee Corp.,<br> Tranche B-1 Term Loan, 1 Month SOFR + 3.850% | &nbsp;&nbsp;8.184(c) | &nbsp;&nbsp;03/01/29 | 55446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51842360 |
| Peraton Corp.,<br> First Lien Term B Loan, 1 Month LIBOR + 3.750% | &nbsp;&nbsp;8.320(c) | &nbsp;&nbsp;02/01/28 | 24296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24117788 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75960148 |
| **Insurance 0.0%** | **Insurance 0.0%** | **Insurance 0.0%** | **Insurance 0.0%** | **Insurance 0.0%** |
| Asurion LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;New B-7 Term Loan, 1 Month LIBOR + 3.000% | &nbsp;&nbsp;7.570(c) | &nbsp;&nbsp;11/03/24 | &nbsp;&nbsp;3428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3388568 |
| &nbsp;&nbsp;&nbsp;&nbsp;New B-8 Term Loan, 1 Month LIBOR + 3.250% | &nbsp;&nbsp;7.820(c) | &nbsp;&nbsp;12/23/26 | 10780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10266269 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13654837 |
| **Media 0.1%** | **Media 0.1%** | **Media 0.1%** | **Media 0.1%** | **Media 0.1%** |
| CSC Holdings LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2017 Refinancing Term Loan, 1 Month LIBOR + 2.250% | &nbsp;&nbsp;8.822(c) | &nbsp;&nbsp;01/15/28 | 10309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9907036 |
| &nbsp;&nbsp;&nbsp;&nbsp;September 2019 Term Loan, 1 Month LIBOR + 2.500% | &nbsp;&nbsp;6.959(c) | &nbsp;&nbsp;04/15/27 | &nbsp;&nbsp;9455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8752007 |
| Diamond Sports Group LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;First Lien Term Loan, 6 Month SOFR + 8.250% | 12.775(c) | &nbsp;&nbsp;05/25/26 | &nbsp;&nbsp;3134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2820816 |
| &nbsp;&nbsp;&nbsp;&nbsp;Second Lien Term loan, 1 Month SOFR + 3.400% | &nbsp;&nbsp;8.025(c) | &nbsp;&nbsp;08/24/26 | 55305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4562675 |
| iHeartCommunications, Inc.,<br> New Term Loan, 1 Month LIBOR + 3.000% | &nbsp;&nbsp;7.570(c) | &nbsp;&nbsp;05/01/26 | &nbsp;&nbsp;7452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7333546 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33376080 |
| **Metal Fabricate/Hardware 0.1%** | **Metal Fabricate/Hardware 0.1%** | **Metal Fabricate/Hardware 0.1%** | **Metal Fabricate/Hardware 0.1%** | **Metal Fabricate/Hardware 0.1%** |
| Tank Holding Corp.,<br> Term Loan, 1 Month SOFR + 5.850%^ | 10.411(c) | &nbsp;&nbsp;03/31/28 | 57486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54611819 |
| **Oil & Gas 0.1%** | **Oil & Gas 0.1%** | **Oil & Gas 0.1%** | **Oil & Gas 0.1%** | **Oil & Gas 0.1%** |
| Ascent Resources Utica Holdings LLC,<br> Second Lien Term Loan, 3 Month LIBOR + 9.000% | 13.815(c) | &nbsp;&nbsp;11/01/25 | 23181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24571860 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** |
| Nidda Healthcare Holding GmbH (Germany),<br> Term Loan F(GBP), SONIA + 4.540% | &nbsp;&nbsp;8.448 %(c) | &nbsp;&nbsp;08/21/26 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;17000 | &nbsp;&nbsp; $19166503 |
| **Real Estate Investment Trusts (REITs) 0.0%** | **Real Estate Investment Trusts (REITs) 0.0%** | **Real Estate Investment Trusts (REITs) 0.0%** | **Real Estate Investment Trusts (REITs) 0.0%** | **Real Estate Investment Trusts (REITs) 0.0%** | **Real Estate Investment Trusts (REITs) 0.0%** |
| Blackstone Mortgage Trust, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Term Loan, 1 Month LIBOR + 2.250%^ | &nbsp;&nbsp;8.118(c) | &nbsp;&nbsp;05/09/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2720117 |
| &nbsp;&nbsp;&nbsp;&nbsp;Term Loan, 1 Month LIBOR + 2.250% | &nbsp;&nbsp;6.820(c) | &nbsp;&nbsp;04/23/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;6548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6409136 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9129253 |
| **Retail 0.6%** | **Retail 0.6%** | **Retail 0.6%** | **Retail 0.6%** | **Retail 0.6%** | **Retail 0.6%** |
| CD&R Dock Bidco Ltd. (United Kingdom), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Facility B, SONIA + 5.033% | &nbsp;&nbsp;8.462(c) | &nbsp;&nbsp;03/16/26 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8637732 |
| &nbsp;&nbsp;&nbsp;&nbsp;Initial Facility Loan, SONIA + 8.783% | 12.212(c) | &nbsp;&nbsp;03/15/27 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10210464 |
| Constellation Automotive Group Ltd. (United Kingdom),<br> Facility 1 Loan, SONIA + 7.500% | 11.427(c) | &nbsp;&nbsp;07/27/29 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;11975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6034531 |
| EG Finco Ltd. (United Kingdom), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Facility B (Euro) Loan, 6 Month EURIBOR + 4.000% | &nbsp;&nbsp;6.752(c) | &nbsp;&nbsp;02/07/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;28411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28648180 |
| &nbsp;&nbsp;&nbsp;&nbsp;Term B, SONIA + 5.027% | &nbsp;&nbsp;8.381(c) | &nbsp;&nbsp;02/07/25 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;12787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14516783 |
| EG Group Ltd. (United Kingdom),<br> Additional Second Lien Loan Facility, 6 Month EURIBOR + 7.000% | &nbsp;&nbsp;9.752(c) | &nbsp;&nbsp;04/30/27 | &nbsp;&nbsp;EUR | 123012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115679074 |
| Stonegate Pub Co. Bidco Holdings Ltd. (United Kingdom),<br> Second Lien Delayed Draw Term Loan, 6 Month LIBOR + 8.500%^ | 11.705(c) | &nbsp;&nbsp;03/06/28 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;44050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45482148 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229208912 |
| **Telecommunications 0.1%** | **Telecommunications 0.1%** | **Telecommunications 0.1%** | **Telecommunications 0.1%** | **Telecommunications 0.1%** | **Telecommunications 0.1%** |
| CenturyLink, Inc.,<br> Term B Loan, 1 Month LIBOR + 2.250% | &nbsp;&nbsp;6.820(c) | &nbsp;&nbsp;03/15/27 |  | &nbsp;&nbsp;10593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10218904 |
| Digicel International Finance Ltd. (Saint Lucia),<br> First Lien Initial Term B Loan, 1 Month LIBOR + 3.250% | &nbsp;&nbsp;7.797(c) | &nbsp;&nbsp;05/27/24 |  | &nbsp;&nbsp;37856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31956404 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** |
| West Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Incremental B1 Term Loan, 3 Month LIBOR + 3.250% | 8.075 %(c) | &nbsp;&nbsp;10/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp; $383775 |
| &nbsp;&nbsp;&nbsp;&nbsp;Initial Term B Loan, 3 Month LIBOR + 4.000% | 8.825(c) | &nbsp;&nbsp;10/10/24 | &nbsp;&nbsp;9177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8597753 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51156836 |
| **Total Floating Rate and other Loans<br> (cost $624,406,235)** | **Total Floating Rate and other Loans<br> (cost $624,406,235)** | **Total Floating Rate and other Loans<br> (cost $624,406,235)** | **Total Floating Rate and other Loans<br> (cost $624,406,235)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534586186 |
| **Municipal Bonds 0.7%** | **Municipal Bonds 0.7%** | **Municipal Bonds 0.7%** | **Municipal Bonds 0.7%** | **Municipal Bonds 0.7%** |
| **California 0.1%** | **California 0.1%** | **California 0.1%** | **California 0.1%** | **California 0.1%** |
| Bay Area Toll Authority, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series F2 | 6.263 | &nbsp;&nbsp;04/01/49 | 12630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15376996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, BABs, Series S3 | 6.907 | &nbsp;&nbsp;10/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687425 |
| City of Los Angeles Department of Airports,<br> Taxable, Revenue Bonds, BABs | 6.582 | &nbsp;&nbsp;05/15/39 | &nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5471413 |
| Los Angeles County Public Works Financing Authority,<br> Revenue Bonds, BABs, Series Z | 7.618 | &nbsp;&nbsp;08/01/40 | &nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5623535 |
| Los Angeles Department of Water & Power, Power System Revenue,<br> Revenue Bonds, BABs | 5.716 | &nbsp;&nbsp;07/01/39 | &nbsp;&nbsp;8475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9561748 |
| Los Angeles Department of Water & Power, Water System Revenue,<br> Taxable, Revenue Bonds, BABs, Series C | 6.008 | &nbsp;&nbsp;07/01/39 | &nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6902288 |
| State of California, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;General Obligation Unlimited, BABs | 7.300 | &nbsp;&nbsp;10/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063909 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Obligation Unlimited, Taxable, BABs | 7.625 | &nbsp;&nbsp;03/01/40 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364944 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Obligation Unlimited, Taxable, BABs | 7.550 | &nbsp;&nbsp;04/01/39 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2123756 |
| University of California, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series AP | 3.931 | &nbsp;&nbsp;05/15/45 | &nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1913470 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series AQ | 4.767 | &nbsp;&nbsp;05/15/2115 | &nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4528806 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series J | 4.131 | &nbsp;&nbsp;05/15/45 | &nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086467 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55704757 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Municipal Bonds (Continued)** | **Municipal Bonds (Continued)** | **Municipal Bonds (Continued)** | **Municipal Bonds (Continued)** | **Municipal Bonds (Continued)** |
| **Colorado 0.0%** | **Colorado 0.0%** | **Colorado 0.0%** | **Colorado 0.0%** | **Colorado 0.0%** |
| Colorado Bridge Enterprise,<br> Taxable, Revenue Bonds, BABs, Series SR | 6.078% | &nbsp;&nbsp;12/01/40 | &nbsp;&nbsp;1000 | &nbsp;&nbsp; $1108807 |
| Regional Transportation District Sales Tax Revenue,<br> Revenue Bonds, BABs, Series B | 5.844 | &nbsp;&nbsp;11/01/50 | &nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950336 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5059143 |
| **District of Columbia 0.0%** | **District of Columbia 0.0%** | **District of Columbia 0.0%** | **District of Columbia 0.0%** | **District of Columbia 0.0%** |
| District of Columbia Water & Sewer Authority,<br> Taxable, Revenue Bonds, Series A | 4.814 | &nbsp;&nbsp;10/01/2114 | 15765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15004008 |
| **Illinois 0.1%** | **Illinois 0.1%** | **Illinois 0.1%** | **Illinois 0.1%** | **Illinois 0.1%** |
| Illinois State Toll Highway Authority,<br> Taxable, Revenue Bonds, BABs, Series A | 6.184 | &nbsp;&nbsp;01/01/34 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5711976 |
| State of Illinois,<br> General Obligation Unlimited, Taxable | 5.100 | &nbsp;&nbsp;06/01/33 | 19045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18903540 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24615516 |
| **Kentucky 0.0%** | **Kentucky 0.0%** | **Kentucky 0.0%** | **Kentucky 0.0%** | **Kentucky 0.0%** |
| Kentucky State Property & Building Commission,<br> Revenue Bonds, BABs, Series C | 5.373 | &nbsp;&nbsp;11/01/25 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449521 |
| **Michigan 0.0%** | **Michigan 0.0%** | **Michigan 0.0%** | **Michigan 0.0%** | **Michigan 0.0%** |
| Michigan Finance Authority, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Revenue Bonds, Series G | 3.084 | &nbsp;&nbsp;12/01/34 | 10720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9293525 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds | 3.384 | &nbsp;&nbsp;12/01/40 | 13895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11787802 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21081327 |
| **New Jersey 0.1%** | **New Jersey 0.1%** | **New Jersey 0.1%** | **New Jersey 0.1%** | **New Jersey 0.1%** |
| New Jersey Turnpike Authority, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, BABs, Series A(a) | 7.102 | &nbsp;&nbsp;01/01/41 | 15953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20280581 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, BABs, Series F(a) | 7.414 | &nbsp;&nbsp;01/01/40 | 12865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16787840 |
| Rutgers The State University of New Jersey,<br> Taxable, Revenue Bonds, BABs, Series H | 5.665 | &nbsp;&nbsp;05/01/40 | &nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442078 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38510499 |
| **New York 0.1%** | **New York 0.1%** | **New York 0.1%** | **New York 0.1%** | **New York 0.1%** |
| Metropolitan Transportation Authority,<br> Taxable, Revenue Bonds, BABs | 6.687 | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756847 |
| New York City Municipal Water Finance Authority,<br> Taxable, Revenue Bonds, BABs | 5.882 | &nbsp;&nbsp;06/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085374 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Municipal Bonds (Continued)** | **Municipal Bonds (Continued)** | **Municipal Bonds (Continued)** | **Municipal Bonds (Continued)** | **Municipal Bonds (Continued)** |
| **New York (cont'd.)** | **New York (cont'd.)** | **New York (cont'd.)** | **New York (cont'd.)** | **New York (cont'd.)** |
| New York City Transitional Finance Authority Future<br> Tax Secured Revenue, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, BABs | 4.725% | &nbsp;&nbsp;11/01/23 | &nbsp;&nbsp;1400 | &nbsp;&nbsp; $1395510 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, BABs | 4.905 | &nbsp;&nbsp;11/01/24 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101849 |
| New York State Urban Development Corp.,<br> Taxable, Revenue Bonds, BABs | 5.770 | &nbsp;&nbsp;03/15/39 | 18800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19829850 |
| Port Authority of New York & New Jersey, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Consolidated, Taxable, Revenue Bonds, Series 174 | 4.458 | &nbsp;&nbsp;10/01/62 | &nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500884 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consolidated, Taxable, Revenue Bonds, Series 192 | 4.810 | &nbsp;&nbsp;10/15/65 | &nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8760272 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consolidated, Taxable, Revenue Bonds, Series 210 | 4.031 | &nbsp;&nbsp;09/01/48 | &nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3641297 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39071883 |
| **Ohio 0.0%** | **Ohio 0.0%** | **Ohio 0.0%** | **Ohio 0.0%** | **Ohio 0.0%** |
| Ohio State University (The), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series A | 4.800 | &nbsp;&nbsp;06/01/2111 | &nbsp;&nbsp;7815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7033889 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, BABs, Series C | 4.910 | &nbsp;&nbsp;06/01/40 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305312 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7339201 |
| **Oregon 0.0%** | **Oregon 0.0%** | **Oregon 0.0%** | **Oregon 0.0%** | **Oregon 0.0%** |
| State of Oregon Department of Transportation,<br> Taxable, Revenue Bonds, BABs, Series A | 5.834 | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748226 |
| **Pennsylvania 0.1%** | **Pennsylvania 0.1%** | **Pennsylvania 0.1%** | **Pennsylvania 0.1%** | **Pennsylvania 0.1%** |
| Pennsylvania Turnpike Commission, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Revenue Bonds, BABs | 6.105 | &nbsp;&nbsp;12/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468756 |
| &nbsp;&nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series B | 5.511 | &nbsp;&nbsp;12/01/45 | &nbsp;&nbsp;5370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6022084 |
| University of Pittsburgh-of the Commonwealth System of Higher Education,<br> Taxable, Revenue Bonds | 3.555 | &nbsp;&nbsp;09/15/2119 | 20900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14767373 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21258213 |
| **Puerto Rico 0.1%** | **Puerto Rico 0.1%** | **Puerto Rico 0.1%** | **Puerto Rico 0.1%** | **Puerto Rico 0.1%** |
| Puerto Rico Sales Tax Financing Corp. Sales Tax<br> Revenue, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Revenue Bonds, Restructured, Series A-1 | 4.750 | &nbsp;&nbsp;07/01/53 | &nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2143125 |
| &nbsp;&nbsp;&nbsp;&nbsp;Revenue Bonds, Series A-1 | 5.000 | &nbsp;&nbsp;07/01/58 | 27600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27192903 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29336028 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Municipal Bonds (Continued)** | **Municipal Bonds (Continued)** | **Municipal Bonds (Continued)** | **Municipal Bonds (Continued)** | **Municipal Bonds (Continued)** |
| **Texas 0.1%** | **Texas 0.1%** | **Texas 0.1%** | **Texas 0.1%** | **Texas 0.1%** |
| City of San Antonio Electric & Gas Systems<br> Revenue, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Revenue Bonds, BABs | 5.985% | &nbsp;&nbsp;02/01/39 | &nbsp;&nbsp;1000 | &nbsp;&nbsp; $1139673 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds | 4.427 | &nbsp;&nbsp;02/01/42 | &nbsp;&nbsp;6480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6316609 |
| Dallas Fort Worth International Airport,<br> Taxable, Revenue Bonds, Series C | 2.919 | &nbsp;&nbsp;11/01/50 | &nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1549251 |
| Texas Private Activity Bond Surface Transportation Corp.,<br> Taxable, Revenue Bonds, Series B | 3.922 | &nbsp;&nbsp;12/31/49 | 20905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17044161 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26049694 |
| **Virginia 0.0%** | **Virginia 0.0%** | **Virginia 0.0%** | **Virginia 0.0%** | **Virginia 0.0%** |
| University of Virginia,<br> Taxable, Revenue Bonds, Series C | 4.179 | &nbsp;&nbsp;09/01/2117 | &nbsp;&nbsp;8135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6818516 |
| **Total Municipal Bonds<br> (cost $327,381,627)** | **Total Municipal Bonds<br> (cost $327,381,627)** | **Total Municipal Bonds<br> (cost $327,381,627)** | **Total Municipal Bonds<br> (cost $327,381,627)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292046532 |
| **Residential Mortgage-Backed Securities 3.2%** | **Residential Mortgage-Backed Securities 3.2%** | **Residential Mortgage-Backed Securities 3.2%** | **Residential Mortgage-Backed Securities 3.2%** | **Residential Mortgage-Backed Securities 3.2%** |
| Alternative Loan Trust,<br> Series 2004-18CB, Class 3A1 | 5.250 | &nbsp;&nbsp;09/25/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2958 |
| APS Resecuritization Trust,<br> Series 2016-01, Class 1A, 144A, 1 Month LIBOR + 0.150% (Cap N/A, Floor 0.150%) | 4.519(c) | &nbsp;&nbsp;07/27/57 | &nbsp;&nbsp;&nbsp;&nbsp;931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923028 |
| Banc of America Funding Corp.,<br> Series 2015-R03, Class 2A1, 144A, 1 Month LIBOR + 0.130% (Cap N/A, Floor 0.130%) | 4.636(c) | &nbsp;&nbsp;02/27/37 | &nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235915 |
| Banc of America Funding Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2005-D, Class A1 | 3.695(cc) | &nbsp;&nbsp;05/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2006-I, Class 4A1 | 3.861(cc) | &nbsp;&nbsp;10/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21034 |
| Banc of America Mortgage Trust,<br> Series 2004-E, Class 2A6 | 3.592(cc) | &nbsp;&nbsp;06/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128784 |
| Bear Stearns Adjustable Rate Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2002-11, Class 1A1 | 4.340(cc) | &nbsp;&nbsp;02/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2005-04, Class 3A1 | 3.992(cc) | &nbsp;&nbsp;08/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83572 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-03, Class 1A1 | 3.253(cc) | &nbsp;&nbsp;05/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108535 |
| Bear Stearns ALT-A Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2005-04, Class 23A1 | 3.247(cc) | &nbsp;&nbsp;05/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58519 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2005-04, Class 23A2 | 3.247(cc) | &nbsp;&nbsp;05/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19535 |
| Bellemeade Re Ltd., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-03A, Class M1B, 144A, 1 Month LIBOR + 1.850% (Cap N/A, Floor 1.850%) | 6.356(c) | &nbsp;&nbsp;10/25/28 | &nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1869560 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| Bellemeade Re Ltd., (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-03A, Class M1C, 144A, 1 Month LIBOR + 3.700% (Cap N/A, Floor 3.700%) | &nbsp;&nbsp;8.206 %(c) | &nbsp;&nbsp;10/25/30 | &nbsp;&nbsp;12257 | &nbsp;&nbsp; $12379870 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01A, Class M1A, 144A, 30 Day Average SOFR + 1.750% (Cap N/A, Floor 1.750%) | &nbsp;&nbsp;6.060(c) | &nbsp;&nbsp;03/25/31 | &nbsp;&nbsp;19388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19364197 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01A, Class M1C, 144A, 30 Day Average SOFR + 2.950% (Cap N/A, Floor 2.950%) | &nbsp;&nbsp;7.260(c) | &nbsp;&nbsp;03/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9254528 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-03A, Class M1B, 144A, 30 Day Average SOFR + 1.400% (Cap N/A, Floor 1.400%) | &nbsp;&nbsp;5.710(c) | &nbsp;&nbsp;09/25/31 | &nbsp;&nbsp;10950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10502558 |
| Central Park Funding Trust,<br> Series 2021-03, Class PT, 144A, 1 Month LIBOR + 2.950% (Cap N/A, Floor 2.950%) | &nbsp;&nbsp;7.005(c) | &nbsp;&nbsp;03/01/23 | 123710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122710031 |
| CHL Mortgage Pass-Through Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2003-53, Class A1 | &nbsp;&nbsp;4.129(cc) | &nbsp;&nbsp;02/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;5199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4843985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2005-29, Class A1 | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194419 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2005-HYB09, Class 3A2A, 12 Month LIBOR + 1.750% (Cap 11.000%, Floor 1.750%) | &nbsp;&nbsp;5.910(c) | &nbsp;&nbsp;02/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6502 |
| Citigroup Mortgage Loan Trust,<br> Series 2011-12, Class 3A2, 144A | &nbsp;&nbsp;3.632(cc) | &nbsp;&nbsp;09/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;3126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2751394 |
| Connecticut Avenue Securities Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-R03, Class 1M2, 144A, 1 Month LIBOR + 2.150% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.656(c) | &nbsp;&nbsp;09/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450370 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R01, Class 1M2, 144A, 30 Day Average SOFR + 1.550% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;5.860(c) | &nbsp;&nbsp;10/25/41 | &nbsp;&nbsp;11730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11550972 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1B1, 144A, 30 Day Average SOFR + 6.250% (Cap N/A, Floor 0.000%) | 10.560(c) | &nbsp;&nbsp;03/25/42 | &nbsp;&nbsp;13590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14286089 |
| Credit Suisse Mortgage Trust,<br> Series 2018-RPL09, Class PT, 144A | &nbsp;&nbsp;2.753(cc) | &nbsp;&nbsp;09/25/57 | &nbsp;&nbsp;18987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15619525 |
| Eagle Re Ltd., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-01, Class M1, 144A, 1 Month LIBOR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;6.206(c) | &nbsp;&nbsp;11/25/28 | &nbsp;&nbsp;18411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18389478 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-01, Class M1B, 144A, 1 Month LIBOR + 1.800% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.306(c) | &nbsp;&nbsp;04/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;9866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9855042 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01, Class M1B, 144A, 30 Day Average SOFR + 2.150% (Cap N/A, Floor 2.150%) | &nbsp;&nbsp;6.460(c) | &nbsp;&nbsp;10/25/33 | &nbsp;&nbsp;12199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12199605 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01, Class M1C, 144A, 30 Day Average SOFR + 2.700% (Cap N/A, Floor 2.700%) | &nbsp;&nbsp;7.010(c) | &nbsp;&nbsp;10/25/33 | &nbsp;&nbsp;45665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45615371 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| Eagle Re Ltd., (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02, Class M1C, 144A, 30 Day Average SOFR + 3.450% (Cap N/A, Floor 3.450%) | &nbsp;&nbsp;7.760 %(c) | &nbsp;&nbsp;04/25/34 | 40750 | &nbsp;&nbsp; $41118229 |
| Fannie Mae Connecticut Avenue Securities,<br> Series 2021-R02, Class 2M2, 144A, 30 Day Average SOFR + 2.000% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.310(c) | &nbsp;&nbsp;11/25/41 | 12930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12235627 |
| Fannie Mae REMIC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2000-32, Class FM, 1 Month LIBOR + 0.450% (Cap 9.000%, Floor 0.450%) | &nbsp;&nbsp;4.904(c) | &nbsp;&nbsp;10/18/30 | &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;415 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2001-29, Class Z | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;07/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13251 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2012-132, Class KI, IO | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;12/25/32 | &nbsp;&nbsp;5544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541969 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-57, Class MI, IO | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;06/25/28 | &nbsp;&nbsp;1326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66661 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-05, Class AI, IO | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04/25/43 | &nbsp;&nbsp;2182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356211 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-51, Class CI, IO | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07/25/45 | &nbsp;&nbsp;3568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617020 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-30, Class CI, IO | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;05/25/36 | &nbsp;&nbsp;2829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269563 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-74, Class GM | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;09/25/43 | 11920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11213606 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-83, Class IO, IO | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;10/25/47 | &nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433445 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-16, Class MB | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;07/25/46 | &nbsp;&nbsp;3229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3082709 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-24, Class BH | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;04/25/48 | &nbsp;&nbsp;4793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4541706 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-58, Class BI, IO | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;08/25/48 | &nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232485 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-08, Class Z | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;03/25/49 | &nbsp;&nbsp;2614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2237884 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-13, Class LZ | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;04/25/49 | 13117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12569158 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-13, Class VA | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;02/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431501 |
| FHLMC Structured Agency Credit Risk REMIC Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-DNA01, Class M2, 144A, 1 Month LIBOR + 1.700% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.206(c) | &nbsp;&nbsp;01/25/50 | &nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2712855 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-DNA02, Class M2, 144A, 1 Month LIBOR + 1.850% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.356(c) | &nbsp;&nbsp;02/25/50 | 10149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10127640 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-DNA03, Class B1, 144A, 1 Month LIBOR + 5.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;9.606(c) | &nbsp;&nbsp;06/25/50 | &nbsp;&nbsp;7433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7774356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-DNA04, Class B1, 144A, 1 Month LIBOR + 6.000% (Cap N/A, Floor 0.000%) | 10.506(c) | &nbsp;&nbsp;08/25/50 | 24248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25917069 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-DNA05, Class B1, 144A, 30 Day Average SOFR + 4.800% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;9.110(c) | &nbsp;&nbsp;10/25/50 | 10705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11140157 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-DNA05, Class M2, 144A, 30 Day Average SOFR + 2.800% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.110(c) | &nbsp;&nbsp;10/25/50 | &nbsp;&nbsp;9398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9485255 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-DNA06, Class M2, 144A, 30 Day Average SOFR + 2.000% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.310(c) | &nbsp;&nbsp;12/25/50 | &nbsp;&nbsp;2568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2562029 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-HQA02, Class M2, 144A, 1 Month LIBOR + 3.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.606(c) | &nbsp;&nbsp;03/25/50 | &nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1798557 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| FHLMC Structured Agency Credit Risk REMIC Trust, (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-HQA04, Class B1, 144A, 1 Month LIBOR + 5.250% (Cap N/A, Floor 0.000%) | 9.756 %(c) | &nbsp;&nbsp;09/25/50 | 15472 | &nbsp;&nbsp; $16283120 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA01, Class B1, 144A, 30 Day Average SOFR + 2.650% (Cap N/A, Floor 0.000%) | 6.960(c) | &nbsp;&nbsp;01/25/51 | 22230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20621179 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA03, Class B1, 144A, 30 Day Average SOFR + 3.500% (Cap N/A, Floor 0.000%) | 7.810(c) | &nbsp;&nbsp;10/25/33 | 45095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43038429 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA05, Class B1, 144A, 30 Day Average SOFR + 3.050% (Cap N/A, Floor 0.000%) | 7.360(c) | &nbsp;&nbsp;01/25/34 | 27900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26575503 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA05, Class M2, 144A, 30 Day Average SOFR + 1.650% (Cap N/A, Floor 0.000%) | 5.960(c) | &nbsp;&nbsp;01/25/34 | 14616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14461069 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA06, Class B1, 144A, 30 Day Average SOFR + 3.400% (Cap N/A, Floor 0.000%) | 7.710(c) | &nbsp;&nbsp;10/25/41 | 45750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43691250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA01, Class B1, 144A, 30 Day Average SOFR + 3.000% (Cap N/A, Floor 0.000%) | 7.310(c) | &nbsp;&nbsp;08/25/33 | &nbsp;&nbsp;6884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5955472 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA02, Class B1, 144A, 30 Day Average SOFR + 3.150% (Cap N/A, Floor 0.000%) | 7.460(c) | &nbsp;&nbsp;12/25/33 | 12900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11190750 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA02, Class M2, 144A, 30 Day Average SOFR + 2.050% (Cap N/A, Floor 0.000%) | 6.360(c) | &nbsp;&nbsp;12/25/33 | 13960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13349760 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class B1, 144A, 30 Day Average SOFR + 3.350% (Cap N/A, Floor 0.000%) | 7.660(c) | &nbsp;&nbsp;09/25/41 | 23035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20707901 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class M2, 144A, 30 Day Average SOFR + 2.100% (Cap N/A, Floor 0.000%) | 6.410(c) | &nbsp;&nbsp;09/25/41 | 49500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44367528 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA04, Class B1, 144A, 30 Day Average SOFR + 3.750% (Cap N/A, Floor 0.000%) | 8.060(c) | &nbsp;&nbsp;12/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518128 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA04, Class M2, 144A, 30 Day Average SOFR + 2.350% (Cap N/A, Floor 0.000%) | 6.660(c) | &nbsp;&nbsp;12/25/41 | 32900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29447434 |
| FHLMC Structured Agency Credit Risk Trust,<br> Series 2019-DNA04, Class M2, 144A, 1 Month LIBOR + 1.950% (Cap N/A, Floor 0.000%) | 6.456(c) | &nbsp;&nbsp;10/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314521 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| FHLMC Structured Pass-Through Certificates, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series T-61, Class 1A1, Federal Reserve US 12 Month Cumulative Avg 1 Year CMT + 1.400% (Cap N/A, Floor 1.400%) | 3.827 %(c) | &nbsp;&nbsp;07/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp; $56888 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series T-63, Class 1A1, Federal Reserve US 12 Month Cumulative Avg 1 Year CMT + 1.200% (Cap N/A, Floor 1.200%) | 3.179(c) | &nbsp;&nbsp;02/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575 |
| Freddie Mac REMIC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 1628, Class LZ | 6.500 | &nbsp;&nbsp;12/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 1935, Class JZ | 7.000 | &nbsp;&nbsp;02/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24364 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2241, Class PH | 7.500 | &nbsp;&nbsp;07/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15273 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 3795, Class VZ | 4.000 | &nbsp;&nbsp;01/15/41 | &nbsp;&nbsp;2343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2269916 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 3889, Class DZ | 4.000 | &nbsp;&nbsp;01/15/41 | &nbsp;&nbsp;2402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2352131 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4135, Class AI, IO | 3.500 | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;6894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999231 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4372, Class GI, IO | 4.500 | &nbsp;&nbsp;08/15/44 | &nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673864 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4456, Class BI, IO | 4.000 | &nbsp;&nbsp;05/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106474 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4468, Class IO, IO | 4.500 | &nbsp;&nbsp;05/15/45 | &nbsp;&nbsp;4844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751982 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4500, Class ZX | 4.000 | &nbsp;&nbsp;07/15/45 | &nbsp;&nbsp;1932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872852 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4735, Class IM, IO | 4.000 | &nbsp;&nbsp;12/15/47 | &nbsp;&nbsp;7872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1457546 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4736, Class IP, IO | 4.000 | &nbsp;&nbsp;08/15/47 | &nbsp;&nbsp;1834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269658 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4751, Class PI, IO | 4.000 | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;1294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205859 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4795, Class WQ | 4.000 | &nbsp;&nbsp;07/15/46 | &nbsp;&nbsp;1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523323 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4801, Class ZD | 4.000 | &nbsp;&nbsp;06/15/48 | &nbsp;&nbsp;4819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4568565 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4802, Class EZ | 4.000 | &nbsp;&nbsp;06/15/48 | &nbsp;&nbsp;4546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4390434 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4831, Class BA | 3.500 | &nbsp;&nbsp;10/15/44 | &nbsp;&nbsp;1113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090067 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4870, Class K | 4.000 | &nbsp;&nbsp;04/15/49 | 18610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18160763 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4903, Class ED | 2.750 | &nbsp;&nbsp;09/15/48 | &nbsp;&nbsp;4706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4368667 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4903, Class IP, IO | 4.500 | &nbsp;&nbsp;07/25/49 | &nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175451 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4939, Class KT | 3.000 | &nbsp;&nbsp;07/15/48 | 16808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15411164 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4946, Class KB | 3.000 | &nbsp;&nbsp;12/15/48 | &nbsp;&nbsp;7788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7248739 |
| Freddie Mac Strips,<br> Series 304, Class C54, IO | 4.000 | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;2372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276496 |
| Government National Mortgage Assoc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-99, Class AX | 3.000 | &nbsp;&nbsp;07/20/43 | &nbsp;&nbsp;1257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1147359 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-064, Class IA, IO | 4.000 | &nbsp;&nbsp;05/20/45 | &nbsp;&nbsp;8920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474731 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-165, Class IB, IO | 3.500 | &nbsp;&nbsp;11/20/42 | &nbsp;&nbsp;3742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387998 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-01, Class ZP | 3.000 | &nbsp;&nbsp;01/20/46 | &nbsp;&nbsp;6932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5867070 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-161, Class PI, IO | 3.500 | &nbsp;&nbsp;06/20/46 | 19543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2892485 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-69, Class B | 3.000 | &nbsp;&nbsp;05/20/46 | 12846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11614827 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-134, Class ZK | 3.000 | &nbsp;&nbsp;08/20/47 | &nbsp;&nbsp;6169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5086328 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-05, Class IB, IO | 4.000 | &nbsp;&nbsp;01/20/48 | 10736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2035699 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-21, Class IH, IO | 4.500 | &nbsp;&nbsp;02/20/48 | &nbsp;&nbsp;3793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730642 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-59, Class PZ | 3.000 | &nbsp;&nbsp;09/20/46 | &nbsp;&nbsp;6459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5982231 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-159, Class IJ, IO | 3.500 | &nbsp;&nbsp;12/20/49 | 11371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2198937 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| GSMSC Resecuritization Trust,<br> Series 2015-03R, Class 2A2, 144A, 1 Month LIBOR + 0.140% (Cap N/A, Floor 0.140%) | 4.646 %(c) | &nbsp;&nbsp;10/26/36 | &nbsp;&nbsp;2371 | &nbsp;&nbsp; $2342167 |
| Home Re Ltd., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-01, Class M1, 144A, 1 Month LIBOR + 1.650% (Cap N/A, Floor 0.000%) | 6.156(c) | &nbsp;&nbsp;05/25/29 | &nbsp;&nbsp;6453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6453892 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-01, Class M1C, 144A, 1 Month LIBOR + 4.150% (Cap N/A, Floor 4.150%) | 8.656(c) | &nbsp;&nbsp;10/25/30 | &nbsp;&nbsp;3369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3381117 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 1.600% (Cap N/A, Floor 0.000%) | 5.910(c) | &nbsp;&nbsp;01/25/34 | 26185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25849366 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02, Class M1C, 144A, 30 Day Average SOFR + 2.800% (Cap N/A, Floor 0.000%) | 7.110(c) | &nbsp;&nbsp;01/25/34 | 41170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40237631 |
| Impac CMB Trust,<br> Series 2005-01, Class 1A1, 1 Month LIBOR + 0.520% (Cap 11.250%, Floor 0.520%) | 5.026(c) | &nbsp;&nbsp;04/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672041 |
| IndyMac Adjustable Rate Mortgage Trust,<br> Series 2001-H02, Class A1 | 3.686(cc) | &nbsp;&nbsp;01/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071 |
| IndyMac INDX Mortgage Loan Trust,<br> Series 2007-FLX04, Class 2A1, 1 Month LIBOR + 0.180% (Cap N/A, Floor 0.180%) | 4.686(c) | &nbsp;&nbsp;07/25/37 | &nbsp;&nbsp;1993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1736910 |
| JPMorgan Alternative Loan Trust,<br> Series 2006-A01, Class 4A1 | 3.658(cc) | &nbsp;&nbsp;03/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63444 |
| Loan Revolving Advance Investment Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02, Class A1X, 144A, 1 Month LIBOR + 2.750% (Cap N/A, Floor 2.750%) | 7.204(c) | &nbsp;&nbsp;06/30/23 | 10255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10137973 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02, Class A1Y, 144A, 1 Month LIBOR + 2.750% (Cap N/A, Floor 2.750%) | 7.204(c) | &nbsp;&nbsp;06/30/23 | &nbsp;&nbsp;5189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5130406 |
| New Residential Mortgage Loan Trust,<br> Series 2018-04A, Class A1S, 144A, 1 Month LIBOR + 0.750% (Cap N/A, Floor 0.750%) | 5.256(c) | &nbsp;&nbsp;01/25/48 | 12608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12346549 |
| Oaktown Re II Ltd.,<br> Series 2018-01A, Class M1, 144A, 1 Month LIBOR + 1.550% (Cap N/A, Floor 0.000%) | 6.056(c) | &nbsp;&nbsp;07/25/28 | &nbsp;&nbsp;6407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6404704 |
| Oaktown Re V Ltd.,<br> Series 2020-02A, Class M1B, 144A, 1 Month LIBOR + 3.600% (Cap N/A, Floor 3.600%) | 8.106(c) | &nbsp;&nbsp;10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293623 |
| Oaktown Re VI Ltd., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01A, Class M1A, 144A, 30 Day Average SOFR + 1.650% (Cap N/A, Floor 1.650%) | 5.960(c) | &nbsp;&nbsp;10/25/33 | &nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8367338 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| Oaktown Re VI Ltd., (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01A, Class M1B, 144A, 30 Day Average SOFR + 2.050% (Cap N/A, Floor 2.050%) | 6.360 %(c) | &nbsp;&nbsp;10/25/33 | 19887 | &nbsp;&nbsp; $19703141 |
| Oaktown Re VII Ltd.,<br> Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 2.900% (Cap N/A, Floor 2.900%) | 7.210(c) | &nbsp;&nbsp;04/25/34 | 44200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41337109 |
| PMT Credit Risk Transfer Trust,<br> Series 2021-01R, Class A, 144A, 1 Month LIBOR + 2.900% (Cap N/A, Floor 2.900%) | 7.417(c) | &nbsp;&nbsp;02/27/24 | 16270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15757925 |
| PNMAC GMSR Issuer Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-GT01, Class A, 144A, 1 Month LIBOR + 2.850% (Cap N/A, Floor 2.850%) | 7.356(c) | &nbsp;&nbsp;02/25/23 | 49679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48782473 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-GT02, Class A, 144A, 1 Month LIBOR + 2.650% (Cap N/A, Floor 0.000%) | 7.156(c) | &nbsp;&nbsp;08/25/25 | 45300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43730772 |
| Prime Mortgage Trust,<br> Series 2004-CL01, Class 1A2, 1 Month LIBOR + 0.400% (Cap 8.000%, Floor 0.400%) | 4.906(c) | &nbsp;&nbsp;02/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4826 |
| Radnor Re Ltd., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-01, Class M2, 144A, 1 Month LIBOR + 2.700% (Cap N/A, Floor 0.000%) | 7.206(c) | &nbsp;&nbsp;03/25/28 | 17495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17506710 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-01, Class M1A, 144A, 1 Month LIBOR + 0.950% (Cap N/A, Floor 0.950%) | 5.456(c) | &nbsp;&nbsp;01/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572070 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-01, Class M1B, 144A, 1 Month LIBOR + 1.450% (Cap N/A, Floor 1.450%) | 5.956(c) | &nbsp;&nbsp;01/25/30 | 24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23834148 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01, Class M1A, 144A, 30 Day Average SOFR + 1.650% (Cap N/A, Floor 1.650%) | 5.960(c) | &nbsp;&nbsp;12/27/33 | &nbsp;&nbsp;5927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5923997 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02, Class M1A, 144A, 30 Day Average SOFR + 1.850% (Cap N/A, Floor 1.850%) | 6.160(c) | &nbsp;&nbsp;11/25/31 | 27464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27164131 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 3.700% (Cap N/A, Floor 3.700%) | 8.010(c) | &nbsp;&nbsp;11/25/31 | 42300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41543409 |
| Regal Trust IV,<br> Series 1999-01, Class A, 144A, Cost of Funds for the 11th District of San Francisco + 1.500% (Cap N/A, Floor 1.500%) | 2.847(c) | &nbsp;&nbsp;09/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5156 |
| RFMSI Trust,<br> Series 2003-S09, Class A1 | 6.500 | &nbsp;&nbsp;03/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5868 |
| Structured Adjustable Rate Mortgage Loan Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-01, Class 4A3 | 4.570(cc) | &nbsp;&nbsp;02/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48116 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-18, Class 3A1 | 4.389(cc) | &nbsp;&nbsp;12/25/34 | &nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4384878 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| Structured Asset Mortgage Investments Trust,<br> Series 2002-AR03, Class A1, 1 Month LIBOR + 0.660% (Cap 11.000%, Floor 0.660%) | 5.130 %(c) | &nbsp;&nbsp;09/19/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp; $4836 |
| Vendee Mortgage Trust,<br> Series 2011-02, Class DZ | 3.750 | &nbsp;&nbsp;10/15/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;2534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386504 |
| Washington Mutual Mortgage Pass-Through<br> Certificates Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-AR08, Class A1, 1 Month LIBOR + 0.840% (Cap 10.500%, Floor 0.840%) | 5.346(c) | &nbsp;&nbsp;06/25/44 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562654 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-AR10, Class A3, 1 Month LIBOR + 1.100% (Cap 10.500%, Floor 1.100%) | 5.606(c) | &nbsp;&nbsp;07/25/44 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864908 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2005-AR05, Class A6 | 3.312(cc) | &nbsp;&nbsp;05/25/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376302 |
| Washington Mutual MSC Mortgage Pass-Through Certificates Trust,<br> Series 2003-AR01, Class 2A | 3.217(cc) | &nbsp;&nbsp;02/25/33 |  | &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;217 |
| **Total Residential Mortgage-Backed Securities<br> (cost $1,337,248,381)** | **Total Residential Mortgage-Backed Securities<br> (cost $1,337,248,381)** | **Total Residential Mortgage-Backed Securities<br> (cost $1,337,248,381)** | **Total Residential Mortgage-Backed Securities<br> (cost $1,337,248,381)** | **Total Residential Mortgage-Backed Securities<br> (cost $1,337,248,381)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293062490 |
| **Sovereign Bonds 4.3%** | **Sovereign Bonds 4.3%** | **Sovereign Bonds 4.3%** | **Sovereign Bonds 4.3%** | **Sovereign Bonds 4.3%** | **Sovereign Bonds 4.3%** |
| 1MDB Global Investments Ltd. (Malaysia),<br> Sr. Unsec'd. Notes | 4.400 | &nbsp;&nbsp;03/09/23 |  | &nbsp;&nbsp;46900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46000106 |
| Albania Government International Bond (Albania),<br> Bonds, Series PAR | 2.708(s) | &nbsp;&nbsp;08/31/25 |  | &nbsp;&nbsp;91274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81523172 |
| Argentine Republic Government International Bond (Argentina),<br> Sr. Unsec'd. Notes | 0.670 | &nbsp;&nbsp;12/31/38(d) | &nbsp;&nbsp;JPY | 402629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416654 |
| Brazil Loan Trust 1 (Brazil),<br> Gov't. Gtd. Notes(a) | 5.477 | &nbsp;&nbsp;07/24/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;5618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5574735 |
| Brazil Minas SPE via State of Minas Gerais (Brazil),<br> Gov't. Gtd. Notes | 5.333 | &nbsp;&nbsp;02/15/28 |  | &nbsp;&nbsp;99234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97019841 |
| Bulgaria Government International Bond (Bulgaria),<br> Sr. Unsec'd. Notes(a) | 1.375 | &nbsp;&nbsp;09/23/50 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;21615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13159298 |
| Chile Government International Bond (Chile),<br> Sr. Unsec'd. Notes | 1.750 | &nbsp;&nbsp;01/20/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30877778 |
| Colombia Government International Bond<br> (Colombia), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 4.500 | &nbsp;&nbsp;01/28/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5729250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 7.375 | &nbsp;&nbsp;09/18/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985058 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 8.375 | &nbsp;&nbsp;02/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914344 |
| Croatia Government International Bond (Croatia), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.500 | &nbsp;&nbsp;04/04/23 |  | &nbsp;&nbsp;33934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33834319 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 6.000 | &nbsp;&nbsp;01/26/24 |  | &nbsp;&nbsp;60931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60904343 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| Dominican Republic International Bond (Dominican<br> Republic), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.500% | &nbsp;&nbsp;02/22/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;2764 | &nbsp;&nbsp; $2594359 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.500 | &nbsp;&nbsp;01/27/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5969250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.500 | &nbsp;&nbsp;02/22/29 |  | &nbsp;&nbsp;49030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46020784 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.000 | &nbsp;&nbsp;07/19/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6271200 |
| Egypt Government International Bond (Egypt),<br> Sr. Unsec'd. Notes, 144A, MTN | 4.750 | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;10855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9794841 |
| Export-Import Bank of India (India), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.375 | &nbsp;&nbsp;08/05/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;8420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7931387 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.875 | &nbsp;&nbsp;02/01/28 |  | &nbsp;&nbsp;11845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11202764 |
| Hellenic Republic Government International Bond<br> (Greece), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.200 | &nbsp;&nbsp;07/17/34 | &nbsp;&nbsp;EUR | 191000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213783510 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.140 | &nbsp;&nbsp;04/14/28 | &nbsp;&nbsp;EUR | 132800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159412910 |
| Indonesia Government International Bond<br> (Indonesia), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.900 | &nbsp;&nbsp;02/14/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;23162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22399689 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.100 | &nbsp;&nbsp;03/12/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;21310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17233128 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.450 | &nbsp;&nbsp;09/18/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;15265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15260457 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.750 | &nbsp;&nbsp;04/24/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302426 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.375 | &nbsp;&nbsp;07/30/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;55614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60056429 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 7.750 | &nbsp;&nbsp;01/17/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 7.750 | &nbsp;&nbsp;01/17/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3104375 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 2.625 | &nbsp;&nbsp;06/14/23 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;34000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36819868 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.750 | &nbsp;&nbsp;06/14/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;29251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31219871 |
| Ivory Coast Government International Bond (Ivory Coast),<br> Sr. Unsec'd. Notes, 144A | 5.125 | &nbsp;&nbsp;06/15/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;7375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7721075 |
| Japan Finance Organization for Municipalities<br> (Japan), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.375 | &nbsp;&nbsp;09/27/23 |  | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11875300 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 2.125 | &nbsp;&nbsp;10/25/23 |  | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14696854 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 2.125 | &nbsp;&nbsp;10/25/23 |  | &nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14108980 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 3.250 | &nbsp;&nbsp;05/02/24 |  | &nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41966820 |
| Peruvian Government International Bond (Peru),<br> Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;36700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37836156 |
| Philippine Government International Bond<br> (Philippines), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 9.500 | &nbsp;&nbsp;02/02/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4471635 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 0.875 | &nbsp;&nbsp;05/17/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4821850 |
| Province of Alberta (Canada),<br> Sr. Unsec'd. Notes(a) | 1.300 | &nbsp;&nbsp;07/22/30 |  | &nbsp;&nbsp;21630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17848749 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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)** |
| Province of British Columbia (Canada),<br> Bonds | 7.250% | &nbsp;&nbsp;09/01/36 |  | &nbsp;&nbsp;17530 | &nbsp;&nbsp; $23078163 |
| Province of Quebec (Canada), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series NJ(a) | 7.500 | &nbsp;&nbsp;07/15/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611676 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | 7.295 | &nbsp;&nbsp;07/22/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521836 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | 7.365 | &nbsp;&nbsp;03/06/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89472 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | 7.380 | &nbsp;&nbsp;04/09/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109476 |
| Qatar Government International Bond (Qatar),<br> Sr. Unsec'd. Notes, 144A | 5.103 | &nbsp;&nbsp;04/23/48 |  | &nbsp;&nbsp;10705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11026150 |
| Repubic of Italy Government International Bond<br> Coupon Strips (Italy), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.752(s) | &nbsp;&nbsp;02/20/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;43334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34259897 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.486(s) | &nbsp;&nbsp;03/27/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3964522 |
| Republic of Italy Government International Bond<br> (Italy), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.375 | &nbsp;&nbsp;10/17/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;9601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9108161 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.875 | &nbsp;&nbsp;10/17/29 |  | 185800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160127011 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.875 | &nbsp;&nbsp;05/06/51 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502987 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.444 | &nbsp;&nbsp;12/31/24 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442096 |
| &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;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32724933 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 5.375 | &nbsp;&nbsp;06/15/33 |  | &nbsp;&nbsp;73614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73504727 |
| Republic of South Africa Government International Bond (South Africa),<br> Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;07/24/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626198 |
| Romanian Government International Bond<br> (Romania), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 2.375 | &nbsp;&nbsp;04/19/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6438836 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN(a) | 3.875 | &nbsp;&nbsp;10/29/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;7216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6089584 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 4.625 | &nbsp;&nbsp;04/03/49 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3056664 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.875 | &nbsp;&nbsp;10/29/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;9173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7741096 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, 144A, MTN | 6.000 | &nbsp;&nbsp;05/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;6002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5919472 |
| Serbia International Bond (Serbia), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.500 | &nbsp;&nbsp;06/26/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;16085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13189425 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.125 | &nbsp;&nbsp;05/15/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;88420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85690146 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.650 | &nbsp;&nbsp;03/03/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;14827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10581230 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 2.125 | &nbsp;&nbsp;12/01/30 |  | &nbsp;&nbsp;12350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9384456 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 6.250 | &nbsp;&nbsp;05/26/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8496125 |
| Ukraine Government International Bond (Ukraine), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.375 | &nbsp;&nbsp;01/27/32(d) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625291 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 7.750 | &nbsp;&nbsp;09/01/25(d) |  | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 8.994 | &nbsp;&nbsp;02/01/26(d) |  | &nbsp;&nbsp;&nbsp;&nbsp;4635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043744 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.375 | &nbsp;&nbsp;01/27/32(d) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;48655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9785627 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &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)** |
| Ukraine Government International Bond (Ukraine), (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 7.750% | &nbsp;&nbsp;09/01/24(d) | 43190 | &nbsp;&nbsp; $10562654 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 7.750 | &nbsp;&nbsp;09/01/25(d) | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2283125 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 8.994 | &nbsp;&nbsp;02/01/26(d) | &nbsp;&nbsp;7697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1733268 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 9.750 | &nbsp;&nbsp;11/01/30(d) | 23600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5122675 |
| Uruguay Government International Bond (Uruguay),<br> Sr. Unsec'd. Notes(a) | 4.975 | &nbsp;&nbsp;04/20/55 | &nbsp;&nbsp;9466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9366262 |
| **Total Sovereign Bonds<br> (cost $2,012,544,963)** | **Total Sovereign Bonds<br> (cost $2,012,544,963)** | **Total Sovereign Bonds<br> (cost $2,012,544,963)** | **Total Sovereign Bonds<br> (cost $2,012,544,963)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1735109050 |
| **U.S. Government Agency Obligations 15.8%** | **U.S. Government Agency Obligations 15.8%** | **U.S. Government Agency Obligations 15.8%** | **U.S. Government Agency Obligations 15.8%** | **U.S. Government Agency Obligations 15.8%** |
| Fannie Mae Interest Strips | 1.758(s) | &nbsp;&nbsp;08/06/38 | &nbsp;&nbsp;&nbsp;&nbsp;621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309844 |
| Fannie Mae Interest Strips | 3.010(s) | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177120 |
| Fannie Mae Interest Strips | 3.017(s) | &nbsp;&nbsp;07/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647806 |
| Fannie Mae Principal Strips | 2.596(s) | &nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;3617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2757918 |
| Fannie Mae Principal Strips | 3.522(s) | &nbsp;&nbsp;07/15/37 | &nbsp;&nbsp;6895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3730210 |
| Fannie Mae Principal Strips, MTN | 3.339(s) | &nbsp;&nbsp;05/15/30 | &nbsp;&nbsp;2880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2171527 |
| Federal Farm Credit Bank | 3.000 | &nbsp;&nbsp;01/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503229 |
| Federal Home Loan Bank | 3.200 | &nbsp;&nbsp;11/29/32 | 22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20100303 |
| Federal Home Loan Mortgage Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;MTN(k) | 1.848(s) | &nbsp;&nbsp;12/14/29 | 14281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000363 |
| &nbsp;&nbsp;&nbsp;&nbsp;MTN | 2.054(s) | &nbsp;&nbsp;11/15/38 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5214986 |
| &nbsp;&nbsp;&nbsp;&nbsp;MTN | 2.662(s) | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677944 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;11/01/49 | &nbsp;&nbsp;5670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5034598 |
| Federal Home Loan Mortgage Corp. | 3.500 | &nbsp;&nbsp;02/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933073 |
| Federal Home Loan Mortgage Corp. | 4.500 | &nbsp;&nbsp;09/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337390 |
| Federal Home Loan Mortgage Corp. | 5.000 | &nbsp;&nbsp;01/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37672 |
| Federal Home Loan Mortgage Corp. | 5.500 | &nbsp;&nbsp;06/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 |
| Federal Home Loan Mortgage Corp. | 5.500 | &nbsp;&nbsp;10/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215080 |
| Federal Home Loan Mortgage Corp. | 5.500 | &nbsp;&nbsp;07/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2256 |
| Federal Home Loan Mortgage Corp. | 6.000 | &nbsp;&nbsp;10/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6945 |
| Federal Home Loan Mortgage Corp. | 6.000 | &nbsp;&nbsp;12/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5297 |
| Federal Home Loan Mortgage Corp. | 6.000 | &nbsp;&nbsp;02/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5003 |
| Federal Home Loan Mortgage Corp. | 6.000 | &nbsp;&nbsp;11/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17916 |
| Federal Home Loan Mortgage Corp. | 6.000 | &nbsp;&nbsp;01/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26072 |
| Federal Home Loan Mortgage Corp. | 6.000 | &nbsp;&nbsp;12/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 |
| Federal Home Loan Mortgage Corp.(k) | 6.250 | &nbsp;&nbsp;07/15/32 | 53320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63929856 |
| Federal Home Loan Mortgage Corp. | 6.500 | &nbsp;&nbsp;07/01/32 | &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;464 |
| Federal Home Loan Mortgage Corp. | 6.500 | &nbsp;&nbsp;07/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 |
| Federal Home Loan Mortgage Corp. | 6.500 | &nbsp;&nbsp;08/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 |
| Federal Home Loan Mortgage Corp. | 6.500 | &nbsp;&nbsp;08/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083 |
| Federal Home Loan Mortgage Corp. | 6.500 | &nbsp;&nbsp;08/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2152 |
| Federal Home Loan Mortgage Corp. | 6.500 | &nbsp;&nbsp;08/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2258 |
| Federal Home Loan Mortgage Corp. | 6.500 | &nbsp;&nbsp;09/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11663 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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** |
| **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** |
| Federal Home Loan Mortgage Corp. | 6.500% | &nbsp;&nbsp;11/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp; $20179 |
| Federal Home Loan Mortgage Corp.(k) | 6.750 | &nbsp;&nbsp;03/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;52373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63267152 |
| Federal Home Loan Mortgage Corp. | 7.000 | &nbsp;&nbsp;09/01/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23931 |
| Federal Home Loan Mortgage Corp. | 8.500 | &nbsp;&nbsp;08/01/24 |  | &nbsp;&nbsp;&nbsp;&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;402 |
| Federal Home Loan Mortgage Corp. | 8.500 | &nbsp;&nbsp;11/01/24 |  | &nbsp;&nbsp;&nbsp;&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;138 |
| Federal Judiciary Office Building Trust, Notes | 2.094(s) | &nbsp;&nbsp;02/15/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308103 |
| Federal National Mortgage Assoc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Enterprise 11th District COFI Institutional Replacement Index + 1.254% (Cap 12.671%, Floor 4.481%) | 4.481(c) | &nbsp;&nbsp;01/01/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 |
| &nbsp;&nbsp;&nbsp;&nbsp;Enterprise 11th District COFI Institutional Replacement Index + 1.255% (Cap 11.540%, Floor 2.952%) | 3.433(c) | &nbsp;&nbsp;05/01/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4393 |
| &nbsp;&nbsp;&nbsp;&nbsp;Enterprise 11th District COFI Institutional Replacement Index + 1.258% (Cap 12.913%, Floor 3.149%) | 3.730(c) | &nbsp;&nbsp;05/01/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1698 |
| Federal National Mortgage Assoc. | 1.875 | &nbsp;&nbsp;09/24/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2810183 |
| Federal National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;TBA(tt) |  | &nbsp;&nbsp;&nbsp;494500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415611797 |
| Federal National Mortgage Assoc.(k) | 2.186(s) | &nbsp;&nbsp;03/17/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573968 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;TBA(tt) |  | &nbsp;&nbsp;&nbsp;716500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627294195 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;TBA(tt) |  | 1487000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350614219 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;857000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803653867 |
| Federal National Mortgage Assoc. | 4.000 | &nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;189000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182503125 |
| Federal National Mortgage Assoc. | 4.000 | &nbsp;&nbsp;12/01/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126080 |
| Federal National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;63500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62691367 |
| Federal National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;490500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484368750 |
| Federal National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;01/01/25 |  | &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;&nbsp;&nbsp;10398 |
| Federal National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;02/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2822 |
| Federal National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;08/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2481 |
| Federal National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;08/01/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4318517 |
| Federal National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;197500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198117186 |
| Federal National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;TBA(tt) |  | &nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291064842 |
| Federal National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;03/01/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339427 |
| Federal National Mortgage Assoc. | 5.375 | &nbsp;&nbsp;12/07/28 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8112286 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;TBA(tt) |  | &nbsp;&nbsp;&nbsp;270500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274874491 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;323000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327945934 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;07/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12091 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;08/01/33 |  | &nbsp;&nbsp;&nbsp;&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;143 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;10/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30351 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;11/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4729 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;01/01/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2808 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;04/01/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2346 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;04/01/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12993 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;04/01/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63054 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** |
| Federal National Mortgage Assoc. | 5.500% | &nbsp;&nbsp;05/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp; $2334 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;05/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17849 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;05/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40877 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;03/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595936 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;TBA | &nbsp;&nbsp;52500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53849414 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;09/01/32 | &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;70 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;11/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2072 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;03/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;10/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2269 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;11/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66914 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;02/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77968 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;11/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15342 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;11/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25055 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;01/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6233 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;04/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1181 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;04/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2358 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;04/01/36 | &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;4605 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;06/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10156 |
| Federal National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;07/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5669 |
| Federal National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;08/01/32 | &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;7057 |
| Federal National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;09/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 |
| Federal National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;09/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22844 |
| Federal National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;09/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23906 |
| Federal National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;09/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34325 |
| Federal National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;10/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13942 |
| Federal National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;04/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22241 |
| Federal National Mortgage Assoc.(k) | 6.625 | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;58839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70545747 |
| Federal National Mortgage Assoc. | 7.000 | &nbsp;&nbsp;05/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14695 |
| Federal National Mortgage Assoc. | 7.000 | &nbsp;&nbsp;06/01/32 | &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;3998 |
| Federal National Mortgage Assoc.(k) | 7.125 | &nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8789251 |
| Freddie Mac Coupon Strips | 1.346(s) | &nbsp;&nbsp;01/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293125 |
| Freddie Mac Coupon Strips | 1.386(s) | &nbsp;&nbsp;07/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785658 |
| Freddie Mac Coupon Strips | 1.440(s) | &nbsp;&nbsp;03/15/31 | &nbsp;&nbsp;15704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11356794 |
| Freddie Mac Coupon Strips | 1.977(s) | &nbsp;&nbsp;07/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6211925 |
| Freddie Mac Coupon Strips | 2.012(s) | &nbsp;&nbsp;01/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3089924 |
| Freddie Mac Coupon Strips | 2.731(s) | &nbsp;&nbsp;07/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231515 |
| Government National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;TBA | 467000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428983281 |
| Government National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;01/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54146 |
| Government National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;03/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11687 |
| Government National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;03/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118558 |
| Government National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;TBA | 362000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342252096 |
| Government National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97236 |
| Government National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;12/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;4115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3944597 |
| Government National Mortgage Assoc. | 4.000 | &nbsp;&nbsp;11/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353954 |
| Government National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;TBA | &nbsp;&nbsp;36500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36237656 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** |
| Government National Mortgage Assoc. | 4.500% | &nbsp;&nbsp;02/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp; $992058 |
| Government National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;08/20/39 | &nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310565 |
| Government National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;TBA | 46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46743906 |
| Government National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;01/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11519 |
| Government National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;03/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3731 |
| Government National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;05/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4405 |
| Government National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;06/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3278 |
| Government National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;12/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13305 |
| Government National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;09/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21324 |
| Government National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;09/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46415 |
| Government National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22972 |
| Government National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51988 |
| Government National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;07/15/38 | &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;511 |
| Government National Mortgage Assoc. | 8.000 | &nbsp;&nbsp;08/20/31 | &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;155 |
| Government National Mortgage Assoc. | 8.500 | &nbsp;&nbsp;06/15/30 | &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;148 |
| Government National Mortgage Assoc. | 8.500 | &nbsp;&nbsp;08/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183 |
| Indonesia Government AID Bond, U.S. Gov't. Gtd. Notes | 6.650 | &nbsp;&nbsp;07/15/29 | 11866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12806829 |
| Resolution Funding Corp., Unsec'd. Notes, Series A | 8.625 | &nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545497 |
| Resolution Funding Corp. Interest Strips, Bonds | 2.449(s) | &nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;1519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136397 |
| Resolution Funding Corp. Interest Strips, Bonds | 3.463(s) | &nbsp;&nbsp;04/15/30 | 20677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15564897 |
| Resolution Funding Corp. Principal Strips, Bonds | 1.923(s) | &nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;5029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3824414 |
| Resolution Funding Corp. Principal Strips, Bonds | 3.479(s) | &nbsp;&nbsp;04/15/30 | &nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312945 |
| Tennessee Valley Authority, Sr. Unsec'd. Notes | 5.980 | &nbsp;&nbsp;04/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914452 |
| Tennessee Valley Authority, Sr. Unsec'd. Notes, Series A | 2.875 | &nbsp;&nbsp;02/01/27 | &nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4392345 |
| Tennessee Valley Authority Generic Strips, Bonds | 1.886(s) | &nbsp;&nbsp;09/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270325 |
| Tennessee Valley Authority Generic Strips, Bonds | 2.338(s) | &nbsp;&nbsp;09/15/27 | &nbsp;&nbsp;1878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539981 |
| Tennessee Valley Authority Principal Strips, Unsec'd. Notes | 2.937(s) | &nbsp;&nbsp;09/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437942 |
| Tennessee Valley Authority Principal Strips, Bonds | 2.972(s) | &nbsp;&nbsp;05/01/30 | 16075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11826912 |
| Tennessee Valley Authority Principal Strips, Bonds | 3.874(s) | &nbsp;&nbsp;06/15/35 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735780 |
| United States International Development Finance<br> Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Gov't. Gtd. Notes, Series 2 | 3.190 | &nbsp;&nbsp;10/05/34 | &nbsp;&nbsp;2626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2461709 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Gov't. Gtd. Notes, Series 4 | 3.000 | &nbsp;&nbsp;10/05/34 | &nbsp;&nbsp;6128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5673621 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Gov't. Gtd. Notes, Series A | 0.000(s) | &nbsp;&nbsp;01/24/29 | 16600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16891211 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Gov't. Gtd. Notes, Series B | 0.000(s) | &nbsp;&nbsp;07/17/25 | &nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8490255 |
| United States International Development Finance Corp., U.S. Gov't. Gtd. Notes | 3.370 | &nbsp;&nbsp;10/05/34 | &nbsp;&nbsp;6231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5910091 |
| **Total U.S. Government Agency Obligations<br> (cost $6,292,585,693)** | **Total U.S. Government Agency Obligations<br> (cost $6,292,585,693)** | **Total U.S. Government Agency Obligations<br> (cost $6,292,585,693)** | **Total U.S. Government Agency Obligations<br> (cost $6,292,585,693)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6328847573 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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 6.9%** | **U.S. Treasury Obligations 6.9%** | **U.S. Treasury Obligations 6.9%** | **U.S. Treasury Obligations 6.9%** | **U.S. Treasury Obligations 6.9%** |
| U.S. Treasury Bonds(h) | 1.375% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;&nbsp;698305 | &nbsp;&nbsp; $482812441 |
| U.S. Treasury Bonds | 1.750 | &nbsp;&nbsp;08/15/41 | &nbsp;&nbsp;&nbsp;382720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278608200 |
| U.S. Treasury Bonds | 1.875 | &nbsp;&nbsp;11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;13928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9560266 |
| U.S. Treasury Bonds(h) | 2.000 | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5472423 |
| U.S. Treasury Bonds(a)(h)(k)(kk) | 2.250 | &nbsp;&nbsp;05/15/41 | 1112745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887066405 |
| U.S. Treasury Bonds | 2.250 | &nbsp;&nbsp;02/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6319700 |
| U.S. Treasury Bonds | 2.375 | &nbsp;&nbsp;02/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;80244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64884797 |
| U.S. Treasury Bonds(k) | 2.375 | &nbsp;&nbsp;05/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;14290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11072517 |
| U.S. Treasury Bonds(a)(k) | 2.500 | &nbsp;&nbsp;02/15/46 | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160687500 |
| U.S. Treasury Bonds | 2.500 | &nbsp;&nbsp;05/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;20130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16170052 |
| U.S. Treasury Bonds(a)(k) | 2.875 | &nbsp;&nbsp;05/15/43 | &nbsp;&nbsp;&nbsp;111225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96783129 |
| U.S. Treasury Bonds | 2.875 | &nbsp;&nbsp;08/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434852 |
| U.S. Treasury Bonds | 3.125 | &nbsp;&nbsp;02/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5376842 |
| U.S. Treasury Bonds | 3.375 | &nbsp;&nbsp;08/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42532031 |
| U.S. Treasury Bonds | 3.750 | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;10670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10616650 |
| U.S. Treasury Notes | 0.875 | &nbsp;&nbsp;01/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12509961 |
| U.S. Treasury Notes | 1.500 | &nbsp;&nbsp;02/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4355198 |
| U.S. Treasury Notes | 1.875 | &nbsp;&nbsp;02/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1791056 |
| U.S. Treasury Notes(k) | 2.125 | &nbsp;&nbsp;05/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;16820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16102522 |
| U.S. Treasury Notes | 2.625 | &nbsp;&nbsp;04/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5372152 |
| U.S. Treasury Notes | 2.625 | &nbsp;&nbsp;05/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;24505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23484597 |
| U.S. Treasury Notes | 2.750 | &nbsp;&nbsp;08/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;14070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13245586 |
| U.S. Treasury Notes | 2.875 | &nbsp;&nbsp;06/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1933669 |
| U.S. Treasury Notes | 3.000 | &nbsp;&nbsp;07/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;13660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13338777 |
| U.S. Treasury Notes | 3.500 | &nbsp;&nbsp;01/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11947500 |
| U.S. Treasury Notes | 3.875 | &nbsp;&nbsp;12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;10690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10897119 |
| U.S. Treasury Notes | 4.000 | &nbsp;&nbsp;12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3972684 |
| U.S. Treasury Notes | 4.000 | &nbsp;&nbsp;10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7397630 |
| U.S. Treasury Notes | 4.125 | &nbsp;&nbsp;10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;33775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34479526 |
| U.S. Treasury Notes(h) | 4.125 | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;28893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30409882 |
| U.S. Treasury Notes | 4.250 | &nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2604993 |
| U.S. Treasury Strips Coupon | 1.450(s) | &nbsp;&nbsp;08/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;13055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6078224 |
| U.S. Treasury Strips Coupon | 1.872(s) | &nbsp;&nbsp;05/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620917 |
| U.S. Treasury Strips Coupon | 2.010(s) | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;14060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11003049 |
| U.S. Treasury Strips Coupon | 2.056(s) | &nbsp;&nbsp;11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;17610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9664863 |
| U.S. Treasury Strips Coupon | 2.060(s) | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4354377 |
| U.S. Treasury Strips Coupon(h)(k) | 2.060(s) | &nbsp;&nbsp;02/15/39 | &nbsp;&nbsp;&nbsp;214720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116754000 |
| U.S. Treasury Strips Coupon | 2.162(s) | &nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741021 |
| U.S. Treasury Strips Coupon(h)(k) | 2.206(s) | &nbsp;&nbsp;05/15/39 | &nbsp;&nbsp;&nbsp;164055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88429490 |
| U.S. Treasury Strips Coupon | 2.251(s) | &nbsp;&nbsp;08/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;27600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14139609 |
| U.S. Treasury Strips Coupon | 2.269(s) | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;38680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19601392 |
| U.S. Treasury Strips Coupon | 2.277(s) | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;53620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25894690 |
| U.S. Treasury Strips Coupon | 2.363(s) | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;17805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7616506 |
| U.S. Treasury Strips Coupon | 2.364(s) | &nbsp;&nbsp;05/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;32250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13560117 |
| U.S. Treasury Strips Coupon | 2.377(s) | &nbsp;&nbsp;08/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;12525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5218424 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (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 (Continued)** | **U.S. Treasury Obligations (Continued)** | **U.S. Treasury Obligations (Continued)** | **U.S. Treasury Obligations (Continued)** | **U.S. Treasury Obligations (Continued)** |
| U.S. Treasury Strips Coupon(k) | 2.379 %(s) | &nbsp;&nbsp;08/15/44 | &nbsp;&nbsp;82650 | &nbsp;&nbsp; $35681555 |
| U.S. Treasury Strips Coupon | 2.387(s) | &nbsp;&nbsp;05/15/43 | &nbsp;&nbsp;39035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17678586 |
| U.S. Treasury Strips Coupon | 2.394(s) | &nbsp;&nbsp;11/15/43 | 124950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55573465 |
| U.S. Treasury Strips Coupon | 2.416(s) | &nbsp;&nbsp;05/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;3255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1532266 |
| U.S. Treasury Strips Coupon | 2.441(s) | &nbsp;&nbsp;05/15/44 | &nbsp;&nbsp;53520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23304197 |
| U.S. Treasury Strips Coupon | 2.509(s) | &nbsp;&nbsp;02/15/45 | &nbsp;&nbsp;35525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15053719 |
| U.S. Treasury Strips Coupon | 2.695(s) | &nbsp;&nbsp;05/15/41 | &nbsp;&nbsp;36415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18052452 |
| U.S. Treasury Strips Coupon(k) | 3.165(s) | &nbsp;&nbsp;08/15/41 | &nbsp;&nbsp;33805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16549924 |
| U.S. Treasury Strips Coupon | 3.930(s) | &nbsp;&nbsp;02/15/41 | &nbsp;&nbsp;11480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5751211 |
| U.S. Treasury Strips Principal | 2.280(s) | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;11280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4973775 |
| **Total U.S. Treasury Obligations<br> (cost $3,511,471,836)** | **Total U.S. Treasury Obligations<br> (cost $3,511,471,836)** | **Total U.S. Treasury Obligations<br> (cost $3,511,471,836)** | **Total U.S. Treasury Obligations<br> (cost $3,511,471,836)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2790068486 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Shares** |  |
| **Common Stocks 0.2%** | **Common Stocks 0.2%** | **Common Stocks 0.2%** |
| **Chemicals 0.0%** | **Chemicals 0.0%** | **Chemicals 0.0%** |
| TPC Group, Inc.\*^ | 353022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7060440 |
| **Hotels, Restaurants & Leisure 0.0%** | **Hotels, Restaurants & Leisure 0.0%** | **Hotels, Restaurants & Leisure 0.0%** |
| Codere New Topco SA (Spain) (original cost $0; purchased 11/19/21)^(f) | 162877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Oil, Gas & Consumable Fuels 0.2%** | **Oil, Gas & Consumable Fuels 0.2%** | **Oil, Gas & Consumable Fuels 0.2%** |
| Chesapeake Energy Corp. | 617664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53563822 |
| **Wireless Telecommunication Services 0.0%** | **Wireless Telecommunication Services 0.0%** | **Wireless Telecommunication Services 0.0%** |
| Intelsat Emergence SA (Luxembourg)\*(a) | &nbsp;&nbsp;66831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576109 |
| **Total Common Stocks<br> (cost $10,685,621)** | **Total Common Stocks<br> (cost $10,685,621)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62200371 |
| **Preferred Stocks 0.0%** | **Preferred Stocks 0.0%** | **Preferred Stocks 0.0%** |
| **Banks 0.0%** | **Banks 0.0%** | **Banks 0.0%** |
| Citigroup Capital XIII, 11.172%(c), 3 Month LIBOR + 6.370%, Maturing 10/30/40 | &nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631840 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **Preferred Stocks (Continued)** | **Preferred Stocks (Continued)** | **Preferred Stocks (Continued)** |
| **Capital Markets 0.0%** | **Capital Markets 0.0%** | **Capital Markets 0.0%** |
| State Street Corp., 5.350%(c), 3 Month LIBOR + 3.709%, Series G, Maturing 03/15/26(a)(oo) | 315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $8237250 |
| **Total Preferred Stocks<br> (cost $8,425,000)** | **Total Preferred Stocks<br> (cost $8,425,000)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8869090 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Units** |  |
| **Rights\* 0.0%** | **Rights\* 0.0%** | **Rights\* 0.0%** |
| **Wireless Telecommunication Services** | **Wireless Telecommunication Services** | **Wireless Telecommunication Services** |
| Intelsat Jackson Holdings SA, Series A (Luxembourg), CVR, expiring 12/05/25^ | 6997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66687 |
| Intelsat Jackson Holdings SA, Series B (Luxembourg), CVR, expiring 12/05/25^ | 6997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13851 |
| **Total Rights<br> (cost $0)** | **Total Rights<br> (cost $0)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80538 |
| **Total Long-Term Investments<br> (cost $46,097,907,274)** | **Total Long-Term Investments<br> (cost $46,097,907,274)** | &nbsp;&nbsp;&nbsp;41985749211 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Shares** |  |
| **Short-Term Investments 10.0%** | **Short-Term Investments 10.0%** | **Short-Term Investments 10.0%** |
| **Affiliated Mutual Fund 1.8%** |  |  |
| PGIM Institutional Money Market Fund<br> (cost $729,027,103; includes $726,485,835 of cash collateral for securities on loan)(b)(we) | &nbsp;&nbsp;&nbsp;&nbsp;730353251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730207181 |
| **Unaffiliated Fund 8.2%** |  |  |
| Dreyfus Government Cash Management (Institutional Shares)<br> (cost $3,294,672,264) | 3294672264 | &nbsp;&nbsp;&nbsp;&nbsp;3294672264 |
| **Total Short-Term Investments<br> (cost $4,023,699,367)** | **Total Short-Term Investments<br> (cost $4,023,699,367)** | &nbsp;&nbsp;&nbsp;&nbsp;4024879445 |
| **TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 114.5%<br> (cost $50,121,606,641)** |  | &nbsp;&nbsp;&nbsp;&nbsp;46010628656 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | |
|:---|:---|
| **Description** | &nbsp;&nbsp;**Value** |
| **Options Written\*~ (0.0)%** | **Options Written\*~ (0.0)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $2,874,239) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(476012) |
| **TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 114.5%<br> (cost $50,118,732,402)** | &nbsp;&nbsp;&nbsp;46010152644 |
| Liabilities in excess of other assets(z) (14.5)% | &nbsp;&nbsp;&nbsp;&nbsp;(5813390281) |
| **Net Assets 100.0%** | $40196762363 |

---

------

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 |
| EUR—Euro |
| GBP—British Pound |
| HUF—Hungarian Forint |
| IDR—Indonesian Rupiah |
| ILS—Israeli Shekel |
| INR—Indian Rupee |
| JPY—Japanese Yen |
| KRW—South Korean Won |
| MXN—Mexican Peso |
| NZD—New Zealand Dollar |
| PEN—Peruvian Nuevo Sol |
| PHP—Philippine Peso |
| PLN—Polish Zloty |
| SGD—Singapore Dollar |
| THB—Thai Baht |
| 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 |
| ABS—Asset-Backed Security |
| AID—Agency for International Development |
| BABs—Build America Bonds |
| BARC—Barclays Bank PLC |
| BNP—BNP Paribas S.A. |
| BOA—Bank of America, N.A. |
| CDX—Credit Derivative Index |
| CF—CF Secured, LLC |
| CITI—Citibank, N.A. |
| CLO—Collateralized Loan Obligation |
| CME—Chicago Mercantile Exchange |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| |
|:---|
| CMT—Constant Maturity Treasury |
| COFI—Cost of Funds Index |
| CSI—Credit Suisse International |
| CVR—Contingent Value Rights |
| DB—Deutsche Bank AG |
| EMTN—Euro Medium Term Note |
| EURIBOR—Euro Interbank Offered Rate |
| FHLMC—Federal Home Loan Mortgage Corporation |
| FNMA—Federal National Mortgage Association |
| FREMF—Freddie Mac Mortgage Trust |
| GMTN—Global Medium Term Note |
| GSI—Goldman Sachs International |
| HSBC—HSBC Bank PLC |
| ICE—Intercontinental Exchange |
| ING—ING Financial Markets LLC |
| IO—Interest Only (Principal amount represents notional) |
| JPM—JPMorgan Chase Bank N.A. |
| LIBOR—London Interbank Offered Rate |
| LP—Limited Partnership |
| M—Monthly payment frequency for swaps |
| MSC—Morgan Stanley & Co. LLC |
| MSI—Morgan Stanley & Co International PLC |
| MTN—Medium Term Note |
| OTC—Over-the-counter |
| PIK—Payment-in-Kind |
| PJSC—Public Joint-Stock Company |
| Q—Quarterly payment frequency for swaps |
| REITs—Real Estate Investment Trust |
| REMIC—Real Estate Mortgage Investment Conduit |
| SAN—Santander Bank, N.A. |
| SCB—Standard Chartered Bank |
| SG—Societe Generale |
| SOFR—Secured Overnight Financing Rate |
| SONIA—Sterling Overnight Index Average |
| STRIPs—Separate Trading of Registered Interest and Principal of Securities |
| T—Swap payment upon termination |
| TBA—To Be Announced |
| TD—The Toronto-Dominion Bank |
| UAG—UBS AG |
| USOIS—United States Overnight Index Swap |

---

---

| | |
|:---|:---|
| \* | 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. Excludes centrally cleared swaptions. |
| ^ | Indicates a Level 3 instrument. The aggregate value of Level 3 instruments is $425,406,367 and 1.1% of net assets. |
| (a) | All or a portion of security is on loan. The aggregate market value of such securities, including those sold and pending settlement, is $712,911,790; cash collateral of $726,485,835 (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, 2023. |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)
(cc) Variable rate instrument. The rate shown is based on the latest available information as of January 31, 2023. 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.

(f) Indicates a restricted security that is 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; the aggregate original cost of such securities is $350,014,554. The aggregate value of $240,528,496 is 0.6% of net assets.

(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.

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

(kk) Represents security, or a portion thereof, segregated as collateral for TBA securities.

(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.

(tt) All or partial principal amount represents "TBA" mortgage dollar rolls. The aggregate mortgage dollar roll principal amount of $3,258,500,000 is 8.1% of net assets.

(we) PGIM Investments LLC, the manager of the Fund, also serves as manager of the PGIM Institutional Money Market Fund.

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

#### Options Written :

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** |  |
| Azerbaijan Contingent CAP &nbsp;&nbsp;Call | DB | &nbsp;&nbsp;12/22/32 | &nbsp;&nbsp;6.86% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;373583 | &nbsp;&nbsp; $(420063) |
| FNMA TBA 5.50% &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;03/06/23 | &nbsp;&nbsp;1.02% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;(36873) |
| **Total OTC Traded (premiums received $2,074,239)** | **Total OTC Traded (premiums received $2,074,239)** |  |  |  |  |  |  | &nbsp;&nbsp;$(456936) |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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;**Value** |  |
| CDX.NA.IG.38.V1, 06/20/27 | &nbsp;&nbsp;Put | GSI | &nbsp;&nbsp;03/15/23 | &nbsp;&nbsp;3.00% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG. 38.V1(Q) | &nbsp;&nbsp;1000000 |  | &nbsp;&nbsp;&nbsp; $(7828) |
| GS_21-PJA<sup>††</sup>^ | &nbsp;&nbsp;Put | GSI | &nbsp;&nbsp;06/17/24 | &nbsp;&nbsp;0.25% | &nbsp;&nbsp;0.25%(M) | &nbsp;&nbsp;GS_21-PJA(M) | &nbsp;&nbsp;&nbsp;&nbsp;701420 |  | &nbsp;&nbsp;&nbsp;&nbsp;(11248) |
| **Total OTC Swaptions (premiums received $800,000)** | **Total OTC Swaptions (premiums received $800,000)** | **Total OTC Swaptions (premiums received $800,000)** | **Total OTC Swaptions (premiums received $800,000)** | **Total OTC Swaptions (premiums received $800,000)** | **Total OTC Swaptions (premiums received $800,000)** | **Total OTC Swaptions (premiums received $800,000)** |  |  | $(19076) |
| **Total Options Written (premiums received $2,874,239)** | **Total Options Written (premiums received $2,874,239)** | **Total Options Written (premiums received $2,874,239)** | **Total Options Written (premiums received $2,874,239)** | **Total Options Written (premiums received $2,874,239)** | **Total Options Written (premiums received $2,874,239)** | **Total Options Written (premiums received $2,874,239)** |  |  | $(476012) |

---

†† The value of the contract, GS_21-PJA is derived from the aggregate credit performance of a pool of senior prime jumbo mortgages. The pool of prime jumbo mortgages is reset monthly.

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Options Purchased :

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **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 at<br> January 31,<br> 2023** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| CDX.NA.HY.39.V1, 12/20/27 | &nbsp;&nbsp;Call | 02/15/23 | &nbsp;&nbsp;$105.50 | &nbsp;&nbsp;5.00%(Q) | &nbsp;&nbsp;CDX.NA.HY. 39.V1(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp; $20489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $19489 |
| CDX.NA.HY.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 02/15/23 | &nbsp;&nbsp;$99.50 | &nbsp;&nbsp;CDX.NA.HY. 39.V1(Q) | &nbsp;&nbsp;5.00%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56809 | &nbsp;&nbsp;&nbsp;&nbsp;(1573929) |
| CDX.NA.HY.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 03/15/23 | &nbsp;&nbsp;$100.00 | &nbsp;&nbsp;CDX.NA.HY. 39.V1(Q) | &nbsp;&nbsp;5.00%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;1260375 | &nbsp;&nbsp;&nbsp;&nbsp;(5609625) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 02/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.88% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;419330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50109 | &nbsp;&nbsp;&nbsp;&nbsp;(1203688) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 02/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.90% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;773590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79518 | &nbsp;&nbsp;&nbsp;&nbsp;(2627818) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 02/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.93% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;415680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38174 | &nbsp;&nbsp;&nbsp;&nbsp;(1499842) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 03/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.80% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;286510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(582849) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 03/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.83% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;390050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(902520) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 03/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.88% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;390050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241279 | &nbsp;&nbsp;&nbsp;&nbsp;(1009421) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 03/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.90% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;413770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216039 | &nbsp;&nbsp;&nbsp;&nbsp;(1376975) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 03/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;1.30% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;1700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(913900) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 04/19/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.80% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;525700 | &nbsp;&nbsp;&nbsp;&nbsp;1083993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(645560) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 04/19/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.83% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;258130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34769) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 04/19/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.85% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;433470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(687327) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 04/19/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.88% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;535700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741620 | &nbsp;&nbsp;&nbsp;&nbsp;(1304754) |
| **Total Centrally Cleared Swaptions (cost $25,764,852)** | **Total Centrally Cleared Swaptions (cost $25,764,852)** | **Total Centrally Cleared Swaptions (cost $25,764,852)** | **Total Centrally Cleared Swaptions (cost $25,764,852)** | **Total Centrally Cleared Swaptions (cost $25,764,852)** | **Total Centrally Cleared Swaptions (cost $25,764,852)** | **Total Centrally Cleared Swaptions (cost $25,764,852)** |  | &nbsp;&nbsp;$5811364 | $(19953488) |

---

#### Options Written :

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** |
| **Description** | **Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value at<br> January 31,<br> 2023** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| CDX.NA.HY.39.V1, 12/20/27 &nbsp;&nbsp;Call | 02/15/23 | &nbsp;&nbsp;$101.50 | &nbsp;&nbsp;CDX.NA.HY. 39.V1(Q) | &nbsp;&nbsp;5.00%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88148 | &nbsp;&nbsp; $(1126720) | &nbsp;&nbsp; $(289314) |
| CDX.NA.HY.39.V1, 12/20/27 &nbsp;&nbsp;Call | 03/15/23 | &nbsp;&nbsp;$100.00 | &nbsp;&nbsp;CDX.NA.HY. 39.V1(Q) | &nbsp;&nbsp;5.00%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;(7691891) | &nbsp;&nbsp;&nbsp;&nbsp;(2087891) |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value at<br> January 31,<br> 2023** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;Call | 02/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.78% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;419330 | &nbsp;&nbsp; $(1175821) | &nbsp;&nbsp; $(473443) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;Call | 02/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.80% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;773590 | &nbsp;&nbsp;&nbsp;&nbsp;(2901540) | &nbsp;&nbsp;&nbsp;&nbsp;(1201956) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;Call | 02/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.83% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;415680 | &nbsp;&nbsp;&nbsp;&nbsp;(1976274) | &nbsp;&nbsp;&nbsp;&nbsp;(1007739) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;Call | 03/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.73% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;286510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(507094) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94577 |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;Call | 03/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.75% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;390050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(942970) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99292) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;Call | 03/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.78% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;390050 | &nbsp;&nbsp;&nbsp;&nbsp;(1228773) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(353701) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;Call | 03/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.83% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;413770 | &nbsp;&nbsp;&nbsp;&nbsp;(1990522) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(898169) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;Call | 03/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;1.30% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;1700000 | &nbsp;&nbsp;&nbsp;&nbsp;(40485035) | &nbsp;&nbsp;&nbsp;&nbsp;(6553035) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;Call | 04/19/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.70% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;258130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(410894) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28862) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;Call | 04/19/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.73% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;525700 | &nbsp;&nbsp;&nbsp;&nbsp;(1119335) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89775 |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;Call | 04/19/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.75% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;433470 | &nbsp;&nbsp;&nbsp;&nbsp;(1187025) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(103350) |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;Call | 04/19/23 | &nbsp;&nbsp;&nbsp;&nbsp;0.78% | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;535700 | &nbsp;&nbsp;&nbsp;&nbsp;(1826675) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(524924) |
| CDX.NA.HY.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 02/15/23 | &nbsp;&nbsp;$95.00 | &nbsp;&nbsp;5.00%(Q) | &nbsp;&nbsp;CDX.NA.HY. 39.V1(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24375) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649957 |
| CDX.NA.HY.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 02/15/23 | &nbsp;&nbsp;$105.50 | &nbsp;&nbsp;5.00%(Q) | &nbsp;&nbsp;CDX.NA.HY. 39.V1(Q) | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;(2974521) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473479 |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 02/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;1.10% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;&nbsp;&nbsp;419330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23933) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433137 |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 02/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;1.15% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;&nbsp;&nbsp;773590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39441) | &nbsp;&nbsp;&nbsp;&nbsp;1023838 |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 02/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;1.18% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;&nbsp;&nbsp;415680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20066) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599297 |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 03/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;1.10% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;&nbsp;&nbsp;286510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58841) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199018 |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 03/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;1.13% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;&nbsp;&nbsp;390050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(74080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292567 |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 03/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;1.18% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;&nbsp;&nbsp;390050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64292) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371974 |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 03/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;1.20% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) | &nbsp;&nbsp;&nbsp;&nbsp;413770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63923) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494667 |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **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 at<br> January 31,<br> 2023** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 04/19/23 | &nbsp;&nbsp;&nbsp;&nbsp;1.10% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;525700 | &nbsp;&nbsp;&nbsp;&nbsp; $(280247) | &nbsp;&nbsp;&nbsp; $292766 |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 04/19/23 | &nbsp;&nbsp;&nbsp;&nbsp;1.15% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;535700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(241658) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583320 |
| CDX.NA.IG.39.V1, 12/20/27 | &nbsp;&nbsp;&nbsp;Put | 04/19/23 | &nbsp;&nbsp;&nbsp;&nbsp;1.18% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG. 39.V1(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;433470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(180797) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261342 |
| **Total Centrally Cleared Swaptions (premiums received $60,854,781)** | **Total Centrally Cleared Swaptions (premiums received $60,854,781)** | **Total Centrally Cleared Swaptions (premiums received $60,854,781)** | **Total Centrally Cleared Swaptions (premiums received $60,854,781)** | **Total Centrally Cleared Swaptions (premiums received $60,854,781)** | **Total Centrally Cleared Swaptions (premiums received $60,854,781)** | **Total Centrally Cleared Swaptions (premiums received $60,854,781)** |  | &nbsp;&nbsp;$(68616743) | $(7761962) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures contracts outstanding at January 31, 2023:** | **Futures contracts outstanding at January 31, 2023:** | **Futures contracts outstanding at January 31, 2023:** | **Futures contracts outstanding at January 31, 2023:** | **Futures contracts outstanding at January 31, 2023:** |
| **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:** |
| 33108 | 2 Year U.S. Treasury Notes | Mar. 2023 | $6808608485 | $15888509 |
| 29642 | 5 Year U.S. Treasury Notes | Mar. 2023 | &nbsp;&nbsp;&nbsp;3238156996 | &nbsp;&nbsp;&nbsp;&nbsp;27175048 |
| 24322 | 10 Year U.S. Treasury Notes | Mar. 2023 | &nbsp;&nbsp;&nbsp;2785249153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7049791 |
| 8819 | 10 Year U.S. Ultra Treasury Notes | Mar. 2023 | &nbsp;&nbsp;&nbsp;1068890403 | &nbsp;&nbsp;&nbsp;&nbsp;21525455 |
| 11482 | 30 Year U.S. Ultra Treasury Bonds | Mar. 2023 | &nbsp;&nbsp;&nbsp;1627573500 | &nbsp;&nbsp;&nbsp;&nbsp;64984636 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;136623439 |
| **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** |
| 4549 | 5 Year Euro-Bobl | Mar. 2023 | &nbsp;&nbsp;&nbsp;&nbsp;580100740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9493638 |
| 4097 | 10 Year Euro-Bund | Mar. 2023 | &nbsp;&nbsp;&nbsp;&nbsp;609403607 | &nbsp;&nbsp;&nbsp;&nbsp;20116758 |
| 8438 | 20 Year U.S. Treasury Bonds | Mar. 2023 | &nbsp;&nbsp;&nbsp;1095885250 | &nbsp;&nbsp;&nbsp;(30283378) |
| 2248 | Euro Schatz Index | Mar. 2023 | &nbsp;&nbsp;&nbsp;&nbsp;258431601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2368738 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695756 |
|  |  |  |  | $138319195 |

---

#### Forward foreign currency exchange contracts outstanding at January 31, 2023 :

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 04/19/23 | JPM | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100827 | &nbsp;&nbsp;&nbsp;&nbsp; $70465034 | &nbsp;&nbsp;&nbsp;&nbsp; $71382649 | &nbsp;&nbsp;&nbsp;&nbsp; $917615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| &nbsp;&nbsp;Expiring 04/19/23 | MSI | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11986000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12173985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, |
| &nbsp;&nbsp;Expiring 02/02/23 | CITI | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52816917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56124558 | &nbsp;&nbsp;&nbsp;&nbsp;3307641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 02/02/23 | CITI | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25052000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25454736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Forward foreign currency exchange contracts outstanding at January 31, 2023 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Brazilian Real (cont'd.), | Brazilian Real (cont'd.), | Brazilian Real (cont'd.), | Brazilian Real (cont'd.), | Brazilian Real (cont'd.), | Brazilian Real (cont'd.), | Brazilian Real (cont'd.), | Brazilian Real (cont'd.), |
| &nbsp;&nbsp;Expiring 03/02/23 | CITI | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278903 | &nbsp;&nbsp;&nbsp;&nbsp; $54613590 | &nbsp;&nbsp;&nbsp;&nbsp; $54667649 | &nbsp;&nbsp;&nbsp;&nbsp; $54059 | &nbsp;&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 04/19/23 | TD | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56841409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56807306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34103) |
| Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, |
| &nbsp;&nbsp;Expiring 04/19/23 | BOA | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18869597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19013736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144139 | &nbsp;&nbsp;&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 03/15/23 | MSI | CLP | &nbsp;&nbsp;&nbsp;&nbsp;10703343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11893000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13354621 | &nbsp;&nbsp;&nbsp;&nbsp;1461621 | &nbsp;&nbsp;&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 02/23/23 | BOA | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54243000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57143422 | &nbsp;&nbsp;&nbsp;&nbsp;2900422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 02/23/23 | HSBC | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54686634 | &nbsp;&nbsp;&nbsp;&nbsp;1906634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 02/23/23 | HSBC | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43921000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43948549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 02/23/23 | HSBC | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17484000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18141412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 02/23/23 | JPM | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46463827 | &nbsp;&nbsp;&nbsp;&nbsp;2793827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 02/23/23 | JPM | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34472000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34512531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 02/23/23 | SCB | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31577000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31596806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, |
| &nbsp;&nbsp;Expiring 03/15/23 | BARC | COP | &nbsp;&nbsp;&nbsp;126015023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26756501 | &nbsp;&nbsp;&nbsp;&nbsp;1446501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | BARC | COP | &nbsp;&nbsp;&nbsp;105949792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20964000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22496093 | &nbsp;&nbsp;&nbsp;&nbsp;1532093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | BARC | COP | &nbsp;&nbsp;&nbsp;&nbsp;63515909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13098000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13486197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | BNP | COP | &nbsp;&nbsp;&nbsp;370994289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76164407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78772425 | &nbsp;&nbsp;&nbsp;&nbsp;2608018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | BNP | COP | &nbsp;&nbsp;&nbsp;221837748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45259155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47102336 | &nbsp;&nbsp;&nbsp;&nbsp;1843181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | COP | &nbsp;&nbsp;&nbsp;114807547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25006000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24376841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(629159) |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | COP | &nbsp;&nbsp;&nbsp;108355291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23214000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23006848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(207152) |
| &nbsp;&nbsp;Expiring 03/15/23 | UAG | COP | &nbsp;&nbsp;&nbsp;&nbsp;56486868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11927000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11993736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, |
| &nbsp;&nbsp;Expiring 04/19/23 | CITI | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26188000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26511837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/19/23 | MSI | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26515000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26795811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, |
| &nbsp;&nbsp;Expiring 04/19/23 | MSI | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24553000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24531836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21164) |
| Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, |
| &nbsp;&nbsp;Expiring 04/19/23 | BARC | HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2139138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5640120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5801169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/19/23 | BOA | HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6469184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17277880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17543904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/19/23 | HSBC | HUF | &nbsp;&nbsp;&nbsp;&nbsp;19166860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50215119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51978977 | &nbsp;&nbsp;&nbsp;&nbsp;1763858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/19/23 | HSBC | HUF | &nbsp;&nbsp;&nbsp;&nbsp;19166850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50526171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51978951 | &nbsp;&nbsp;&nbsp;&nbsp;1452780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/19/23 | JPM | HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7677400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20386898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20820489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/19/23 | MSI | HUF | &nbsp;&nbsp;&nbsp;&nbsp;19166831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50191375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51978899 | &nbsp;&nbsp;&nbsp;&nbsp;1787524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/19/23 | TD | HUF | &nbsp;&nbsp;&nbsp;&nbsp;11516100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30701904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31230733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2242381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27418000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27336024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81976) |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1787236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21498000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21787524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2494695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30227000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30411885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12027000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12002037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24963) |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Forward foreign currency exchange contracts outstanding at January 31, 2023 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Indian Rupee (cont'd.), | Indian Rupee (cont'd.), | Indian Rupee (cont'd.), | Indian Rupee (cont'd.), | Indian Rupee (cont'd.), | Indian Rupee (cont'd.), | Indian Rupee (cont'd.), | Indian Rupee (cont'd.), |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2192684 | &nbsp;&nbsp;&nbsp;&nbsp; $26914000 | &nbsp;&nbsp;&nbsp;&nbsp; $26730180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp; $(183820) |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25384000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25603008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | IDR | &nbsp;&nbsp;&nbsp;401722490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26761931 | &nbsp;&nbsp;&nbsp;&nbsp;1031931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | IDR | &nbsp;&nbsp;&nbsp;359625183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23957495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | IDR | 1569580134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99966890 | &nbsp;&nbsp;&nbsp;&nbsp;104562221 | &nbsp;&nbsp;&nbsp;&nbsp;4595331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | IDR | &nbsp;&nbsp;&nbsp;181942094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11703000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12120611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | MSI | IDR | &nbsp;&nbsp;&nbsp;182894225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11857000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12184040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | SCB | IDR | &nbsp;&nbsp;&nbsp;907782653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58318000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60474626 | &nbsp;&nbsp;&nbsp;&nbsp;2156626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, |
| &nbsp;&nbsp;Expiring 03/15/23 | BARC | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13043000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12734432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(308568) |
| &nbsp;&nbsp;Expiring 03/15/23 | BARC | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11986000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11689535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(296465) |
| &nbsp;&nbsp;Expiring 03/15/23 | BOA | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25847000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25451820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(395180) |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26465000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26121076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(343924) |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25751000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25504490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(246510) |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25865000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25244761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(620239) |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25421000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25135972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(285028) |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23502000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23884646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26247000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25584852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(662148) |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24637537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372537 | &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 04/19/23 | GSI | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10251850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10084838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(167012) |
| Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, |
| &nbsp;&nbsp;Expiring 03/15/23 | BARC | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12089000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12135341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | BOA | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11878000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12614564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32166000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32007466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(158534) |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27193000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28200421 | &nbsp;&nbsp;&nbsp;&nbsp;1007421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26137000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26093603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43397) |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23842000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23845177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | GSI | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30809000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31851428 | &nbsp;&nbsp;&nbsp;&nbsp;1042428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25266000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25836554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24429000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24672706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12275943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31397498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22031000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22145726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11858000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12582022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11878000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12516434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | MSI | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12027000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12033800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, |
| &nbsp;&nbsp;Expiring 03/15/23 | BOA | TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28376778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18222) |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26620000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26578845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41155) |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18368000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18727163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Forward foreign currency exchange contracts outstanding at January 31, 2023 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| New Taiwanese Dollar (cont'd.), | New Taiwanese Dollar (cont'd.), | New Taiwanese Dollar (cont'd.), | New Taiwanese Dollar (cont'd.), | New Taiwanese Dollar (cont'd.), | New Taiwanese Dollar (cont'd.), | New Taiwanese Dollar (cont'd.), | New Taiwanese Dollar (cont'd.), |
| &nbsp;&nbsp;Expiring 03/15/23 | GSI | TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230512 | &nbsp;&nbsp;&nbsp;&nbsp; $41208000 | &nbsp;&nbsp;&nbsp;&nbsp; $41211918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44543000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44958977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38735000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39123981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40676000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41551744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | MSI | TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30356000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30974482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | MSI | TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26052000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26299656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, |
| &nbsp;&nbsp;Expiring 04/19/23 | BARC | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12094000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12063620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30380) |
| Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, |
| &nbsp;&nbsp;Expiring 03/15/23 | MSI | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25370618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25388685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2281044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41009000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41651670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1707446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30501000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31177824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1782150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31976000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32541920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25453000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25589755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24779000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25189493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17324000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17759037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | SCB | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2055210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36929000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37527960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | SCB | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26623000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27219652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | SCB | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1374562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24441000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25099387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658387 | &nbsp;&nbsp;&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 03/15/23 | MSI | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34902331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35931600 | &nbsp;&nbsp;&nbsp;&nbsp;1029269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, |
| &nbsp;&nbsp;Expiring 03/15/23 | GSI | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12047000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11885101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(161899) |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25616000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25574898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41102) |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4142897 | &nbsp;&nbsp;&nbsp;&nbsp;237428888 | &nbsp;&nbsp;&nbsp;&nbsp;237197454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(231434) |
| 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 03/15/23 | BOA | KRW | &nbsp;&nbsp;&nbsp;&nbsp;15783945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12003000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12817722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | KRW | &nbsp;&nbsp;&nbsp;&nbsp;14853448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11703000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12062089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | KRW | &nbsp;&nbsp;&nbsp;&nbsp;15644853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11909000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12704769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | KRW | &nbsp;&nbsp;&nbsp;&nbsp;46939024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36107497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38117932 | &nbsp;&nbsp;&nbsp;&nbsp;2010435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | KRW | &nbsp;&nbsp;&nbsp;&nbsp;15525237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11766000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12607632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | UAG | KRW | &nbsp;&nbsp;&nbsp;&nbsp;33626762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25620000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27307399 | &nbsp;&nbsp;&nbsp;&nbsp;1687399 | &nbsp;&nbsp;&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 03/15/23 | CITI | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42108000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44389463 | &nbsp;&nbsp;&nbsp;&nbsp;2281463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27353699 | &nbsp;&nbsp;&nbsp;&nbsp;1193699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | DB | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29823000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31590397 | &nbsp;&nbsp;&nbsp;&nbsp;1767397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1823703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52492000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55493413 | &nbsp;&nbsp;&nbsp;&nbsp;3001413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42544000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44785653 | &nbsp;&nbsp;&nbsp;&nbsp;2241653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29409000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30775115 | &nbsp;&nbsp;&nbsp;&nbsp;1366115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25892000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25676582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(215418) |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21589000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22115583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Forward foreign currency exchange contracts outstanding at January 31, 2023 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Thai Baht (cont'd.), | Thai Baht (cont'd.), | Thai Baht (cont'd.), | Thai Baht (cont'd.), | Thai Baht (cont'd.), | Thai Baht (cont'd.), | Thai Baht (cont'd.), | Thai Baht (cont'd.), |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $943000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $986804 | &nbsp;&nbsp;&nbsp;&nbsp; $43804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25407000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26363011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | SCB | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25436000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25966633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  | $3383295650 | $3453565724 | &nbsp;&nbsp;&nbsp;75719026 | &nbsp;&nbsp;&nbsp;(5448952) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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:** |
| Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, |
| &nbsp;&nbsp;Expiring 04/19/23 | BNP | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34144 | &nbsp;&nbsp;&nbsp;&nbsp; $24255000 | &nbsp;&nbsp;&nbsp;&nbsp; $24173015 | &nbsp;&nbsp;&nbsp;&nbsp; $81985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| &nbsp;&nbsp;Expiring 04/19/23 | BNP | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24012000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23885947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/19/23 | CITI | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11986000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12071456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(85456) |
| &nbsp;&nbsp;Expiring 04/19/23 | JPM | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24024914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23954835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/19/23 | JPM | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12036233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12157242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(121009) |
| &nbsp;&nbsp;Expiring 04/19/23 | MSI | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12074429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12125383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50954) |
| Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, |
| &nbsp;&nbsp;Expiring 02/02/23 | CITI | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54880640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54917845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37205) |
| &nbsp;&nbsp;Expiring 02/02/23 | TD | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25572000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26661449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1089449) |
| &nbsp;&nbsp;Expiring 03/02/23 | CITI | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27409000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27476746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67746) |
| British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, |
| &nbsp;&nbsp;Expiring 04/19/23 | HSBC | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830620 | &nbsp;&nbsp;&nbsp;1014328099 | &nbsp;&nbsp;&nbsp;1025766933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(11438834) |
| Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, |
| &nbsp;&nbsp;Expiring 04/19/23 | CITI | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20010000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20083138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73138) |
| &nbsp;&nbsp;Expiring 04/19/23 | GSI | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12027000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12102572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(75572) |
| &nbsp;&nbsp;Expiring 04/19/23 | JPM | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11998000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12096886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98886) |
| Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, |
| &nbsp;&nbsp;Expiring 03/15/23 | BARC | CLP | &nbsp;&nbsp;&nbsp;39770588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45755921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49621986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3866065) |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | CLP | &nbsp;&nbsp;&nbsp;21462779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25957000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26779229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(822229) |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | CLP | &nbsp;&nbsp;&nbsp;15343788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18714904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19144530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(429626) |
| &nbsp;&nbsp;Expiring 03/15/23 | MSI | CLP | &nbsp;&nbsp;&nbsp;22622565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25706000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28226301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2520301) |
| &nbsp;&nbsp;Expiring 03/15/23 | MSI | CLP | &nbsp;&nbsp;&nbsp;10461483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11858000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13052851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1194851) |
| &nbsp;&nbsp;Expiring 03/15/23 | UAG | CLP | &nbsp;&nbsp;&nbsp;22339700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26783000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27873369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1090369) |
| Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, |
| &nbsp;&nbsp;Expiring 02/23/23 | BOA | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40885000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41567072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(682072) |
| &nbsp;&nbsp;Expiring 02/23/23 | CITI | CNH | &nbsp;&nbsp;&nbsp;&nbsp;2871683 | &nbsp;&nbsp;&nbsp;&nbsp;411504302 | &nbsp;&nbsp;&nbsp;&nbsp;425726562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(14222260) |
| &nbsp;&nbsp;Expiring 02/23/23 | GSI | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47608000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48468574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(860574) |
| &nbsp;&nbsp;Expiring 02/23/23 | JPM | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10841000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11302534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(461534) |
| &nbsp;&nbsp;Expiring 02/23/23 | MSI | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16369000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17187359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(818359) |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Forward foreign currency exchange contracts outstanding at January 31, 2023 (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 (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, |
| &nbsp;&nbsp;Expiring 03/15/23 | BNP | COP | &nbsp;&nbsp;&nbsp;76876402 | &nbsp;&nbsp;&nbsp;&nbsp; $15436139 | &nbsp;&nbsp;&nbsp;&nbsp; $16323002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(886863) |
| &nbsp;&nbsp;Expiring 03/15/23 | BNP | COP | &nbsp;&nbsp;&nbsp;41841485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8521861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8884113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(362252) |
| &nbsp;&nbsp;Expiring 03/15/23 | MSI | COP | 133977702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27157000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28447199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1290199) |
| &nbsp;&nbsp;Expiring 03/15/23 | UAG | COP | 125679208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25116000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26685198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1569198) |
| Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, |
| &nbsp;&nbsp;Expiring 04/19/23 | HSBC | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27201298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27645198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(443900) |
| &nbsp;&nbsp;Expiring 04/19/23 | MSI | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27304691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(114691) |
| Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, |
| &nbsp;&nbsp;Expiring 04/19/23 | JPM | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181600 | &nbsp;&nbsp;&nbsp;&nbsp;197765124 | &nbsp;&nbsp;&nbsp;&nbsp;198387742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(622618) |
| &nbsp;&nbsp;Expiring 04/19/23 | JPM | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12066878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12075871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8993) |
| &nbsp;&nbsp;Expiring 04/19/23 | MSI | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2354575 | &nbsp;&nbsp;&nbsp;2568778024 | &nbsp;&nbsp;&nbsp;2572240464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3462440) |
| &nbsp;&nbsp;Expiring 04/19/23 | SCB | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2215641 | &nbsp;&nbsp;&nbsp;2408786947 | &nbsp;&nbsp;&nbsp;2420462300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(11675353) |
| Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | INR | &nbsp;&nbsp;&nbsp;&nbsp;8897634 | &nbsp;&nbsp;&nbsp;&nbsp;106919589 | &nbsp;&nbsp;&nbsp;&nbsp;108467712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1548123) |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | INR | &nbsp;&nbsp;&nbsp;&nbsp;1634137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19756000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19921153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(165153) |
| Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, |
| &nbsp;&nbsp;Expiring 03/15/23 | BOA | IDR | 442447733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29726200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29474964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | IDR | 189759321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12739800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12641378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | IDR | 394016125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26248549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13565184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13450875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114309 | &nbsp;&nbsp;&nbsp;&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 04/19/23 | BOA | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1517972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11986000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11789741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/19/23 | JPM | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1504019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11878000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11681374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/19/23 | MSI | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1555591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12047000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12081921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34921) |
| Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, |
| &nbsp;&nbsp;Expiring 03/15/23 | BNP | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32632000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32530639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | MXN | &nbsp;&nbsp;&nbsp;&nbsp;2390672 | &nbsp;&nbsp;&nbsp;&nbsp;122507488 | &nbsp;&nbsp;&nbsp;&nbsp;125968924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3461436) |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12127000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12137530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10530) |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21373000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22254406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(881406) |
| New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31688000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32294883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(606883) |
| &nbsp;&nbsp;Expiring 03/15/23 | GSI | TWD | &nbsp;&nbsp;&nbsp;&nbsp;1214761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39394000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40684396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1290396) |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | TWD | &nbsp;&nbsp;&nbsp;&nbsp;7474247 | &nbsp;&nbsp;&nbsp;&nbsp;248272606 | &nbsp;&nbsp;&nbsp;&nbsp;250325087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2052481) |
| New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, |
| &nbsp;&nbsp;Expiring 04/19/23 | JPM | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12006000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11993880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, |
| &nbsp;&nbsp;Expiring 03/15/23 | BARC | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26107000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26251011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(144011) |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26172000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26250317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78317) |
| &nbsp;&nbsp;Expiring 03/15/23 | UAG | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25090000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25224241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(134241) |
| Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, |
| &nbsp;&nbsp;Expiring 03/15/23 | BOA | PHP | &nbsp;&nbsp;&nbsp;&nbsp;2221862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40651000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40571013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Forward foreign currency exchange contracts outstanding at January 31, 2023 (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 (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Philippine Peso (cont'd.), | Philippine Peso (cont'd.), | Philippine Peso (cont'd.), | Philippine Peso (cont'd.), | Philippine Peso (cont'd.), | Philippine Peso (cont'd.), | Philippine Peso (cont'd.), | Philippine Peso (cont'd.), |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | PHP | &nbsp;&nbsp;&nbsp;&nbsp;2282142 | &nbsp;&nbsp;&nbsp;&nbsp; $41878000 | &nbsp;&nbsp;&nbsp;&nbsp; $41671719 | &nbsp;&nbsp;&nbsp;&nbsp; $206281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | PHP | &nbsp;&nbsp;&nbsp;&nbsp;1701298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31065562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | PHP | &nbsp;&nbsp;&nbsp;&nbsp;1315409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23484000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24019266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(535266) |
| &nbsp;&nbsp;Expiring 03/15/23 | MSI | PHP | &nbsp;&nbsp;&nbsp;11340053 | &nbsp;&nbsp;&nbsp;&nbsp;199895163 | &nbsp;&nbsp;&nbsp;&nbsp;207068432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7173269) |
| &nbsp;&nbsp;Expiring 03/15/23 | MSI | PHP | &nbsp;&nbsp;&nbsp;&nbsp;1534400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28018018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18018) |
| &nbsp;&nbsp;Expiring 03/15/23 | MSI | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13253958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13214302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | SCB | PHP | &nbsp;&nbsp;&nbsp;&nbsp;2321564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40878000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42391565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1513565) |
| &nbsp;&nbsp;Expiring 03/15/23 | SCB | PHP | &nbsp;&nbsp;&nbsp;&nbsp;1721339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31407000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31431512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24512) |
| &nbsp;&nbsp;Expiring 03/15/23 | SCB | PHP | &nbsp;&nbsp;&nbsp;&nbsp;1455940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25783000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26585349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(802349) |
| Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, |
| &nbsp;&nbsp;Expiring 04/19/23 | BARC | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27134330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27913857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(779527) |
| &nbsp;&nbsp;Expiring 04/19/23 | BARC | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13364670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13727699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(363029) |
| &nbsp;&nbsp;Expiring 04/19/23 | BARC | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5877610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5912445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34835) |
| &nbsp;&nbsp;Expiring 04/19/23 | BOA | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19301003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19311750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10747) |
| &nbsp;&nbsp;Expiring 04/19/23 | CITI | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29931930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(286930) |
| &nbsp;&nbsp;Expiring 04/19/23 | CITI | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23677000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23740172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63172) |
| &nbsp;&nbsp;Expiring 04/19/23 | MSI | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500525 | &nbsp;&nbsp;&nbsp;&nbsp;113789202 | &nbsp;&nbsp;&nbsp;&nbsp;114863134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1073932) |
| &nbsp;&nbsp;Expiring 04/19/23 | MSI | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24067000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24145020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78020) |
| Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24999000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25628805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(629805) |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11904000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11989991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(85991) |
| South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, |
| &nbsp;&nbsp;Expiring 03/15/23 | BOA | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35736000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34617794 | &nbsp;&nbsp;&nbsp;&nbsp;1118206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25492000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24814425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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 03/15/23 | BARC | KRW | &nbsp;&nbsp;&nbsp;15151962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11831000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12304505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(473505) |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | KRW | &nbsp;&nbsp;&nbsp;15468761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11858000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12561769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(703769) |
| &nbsp;&nbsp;Expiring 03/15/23 | GSI | KRW | &nbsp;&nbsp;&nbsp;42287328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34464000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34340414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | KRW | &nbsp;&nbsp;&nbsp;18315400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14272000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14873449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(601449) |
| &nbsp;&nbsp;Expiring 03/15/23 | JPM | KRW | &nbsp;&nbsp;&nbsp;14842966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11998000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12053577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55577) |
| &nbsp;&nbsp;Expiring 03/15/23 | MSI | KRW | &nbsp;&nbsp;&nbsp;31359869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25554000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25466515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/15/23 | MSI | KRW | &nbsp;&nbsp;&nbsp;14947740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12127000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12138662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11662) |
| &nbsp;&nbsp;Expiring 03/15/23 | MSI | KRW | &nbsp;&nbsp;&nbsp;14836122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11907000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12048020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(141020) |
| &nbsp;&nbsp;Expiring 03/15/23 | SCB | KRW | &nbsp;&nbsp;&nbsp;15497030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11941000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12584725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(643725) |
| Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23767000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25006488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1239488) |
| &nbsp;&nbsp;Expiring 03/15/23 | GSI | THB | &nbsp;&nbsp;&nbsp;&nbsp;7179828 | &nbsp;&nbsp;&nbsp;&nbsp;204845300 | &nbsp;&nbsp;&nbsp;&nbsp;218474763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(13629463) |
| &nbsp;&nbsp;Expiring 03/15/23 | GSI | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21841000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23846481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2005481) |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25691000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26864862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1173862) |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12025000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11985694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Forward foreign currency exchange contracts outstanding at January 31, 2023 (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 (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Thai Baht (cont'd.), | Thai Baht (cont'd.), | Thai Baht (cont'd.), | Thai Baht (cont'd.), | Thai Baht (cont'd.), | Thai Baht (cont'd.), | Thai Baht (cont'd.), | Thai Baht (cont'd.), |
| &nbsp;&nbsp;Expiring 03/15/23 | HSBC | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393187 | &nbsp;&nbsp;&nbsp;&nbsp; $12027000 | &nbsp;&nbsp;&nbsp;&nbsp; $11964266 | &nbsp;&nbsp;&nbsp;&nbsp; $62734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| &nbsp;&nbsp;Expiring 03/15/23 | SCB | THB | &nbsp;&nbsp;&nbsp;&nbsp;1271794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35522000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38699386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3177386) |
|  |  |  |  | $9429977816 | $9534399909 | &nbsp;&nbsp;&nbsp;&nbsp;3858155 | &nbsp;&nbsp;&nbsp;(108280248) |
|  |  |  |  |  |  | $79577181 | $(113729200) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cross currency exchange contracts outstanding at January 31, 2023:** | **Cross currency exchange contracts outstanding at January 31, 2023:** | **Cross currency exchange contracts outstanding at January 31, 2023:** | **Cross currency exchange contracts outstanding at January 31, 2023:** | **Cross currency exchange contracts outstanding at January 31, 2023:** | **Cross currency exchange contracts outstanding at January 31, 2023:** | **Cross currency exchange contracts outstanding at January 31, 2023:** | **Cross currency exchange contracts outstanding at January 31, 2023:** | **Cross currency exchange contracts outstanding at January 31, 2023:** |
| **Settlement** | **Type** | **Notional<br> Amount<br> (000)** | **Notional<br> Amount<br> (000)** | **In Exchange<br> For (000)** | **In Exchange<br> For (000)** | **Unrealized<br> Appreciation** | **Unrealized<br> Depreciation** | **Counterparty** |
| **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** |
| 03/15/23 | Buy | ZAR | 208293 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | $(166638) | MSI |
| 04/19/23 | Buy | EUR | &nbsp;&nbsp;&nbsp;22378 | &nbsp;&nbsp;JPY | 3092886 | &nbsp;&nbsp;&nbsp;424962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | BARC |
| 04/19/23 | Buy | EUR | &nbsp;&nbsp;&nbsp;38704 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;184581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(76359) | CITI |
| 04/19/23 | Buy | PLN | 114568 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;24069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2325) | MSI |
| 04/19/23 | Buy | PLN | 119272 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;25083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(30525) | BOA |
|  |  |  |  |  |  | $424962 | $(275847) |  |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **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)\*\*:** |
| Emirate of Abu Dhabi (D10) | 12/20/24 | 1.000%(Q) | 1000 | &nbsp;&nbsp;&nbsp; $(16057) | &nbsp;&nbsp;&nbsp;&nbsp; $366 | &nbsp;&nbsp;&nbsp; $(16423) | MSI |
| Federation of Malaysia (D10) | 12/20/24 | 1.000%(Q) | 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27358) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28090) | MSI |
| Federative Republic of Brazil (D10) | 12/20/24 | 1.000%(Q) | 6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6693) | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8888) | MSI |
| Kingdom of Saudi Arabia (D10) | 12/20/24 | 1.000%(Q) | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12289) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12655) | MSI |
| People's Republic of China (D10) | 12/20/24 | 1.000%(Q) | 4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65020) | &nbsp;&nbsp;&nbsp;&nbsp;1646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66666) | MSI |
| Republic of Chile (D10) | 12/20/24 | 1.000%(Q) | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11115) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11481) | MSI |
| Republic of Colombia (D10) | 12/20/24 | 1.000%(Q) | 2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15064 | MSI |
| Republic of Indonesia (D10) | 12/20/24 | 1.000%(Q) | 4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52122) | &nbsp;&nbsp;&nbsp;&nbsp;1463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53585) | MSI |
| Republic of Panama (D10) | 12/20/24 | 1.000%(Q) | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9205) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9571) | MSI |
| Republic of Peru (D10) | 12/20/24 | 1.000%(Q) | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8364) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8730) | MSI |
| Republic of Philippines (D10) | 12/20/24 | 1.000%(Q) | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12190) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12556) | MSI |
| Republic of South Africa (D10) | 12/20/24 | 1.000%(Q) | 4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18676 | &nbsp;&nbsp;&nbsp;&nbsp;1646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17030 | MSI |
| Republic of Turkey (D10) | 12/20/24 | 1.000%(Q) | 6000 | &nbsp;&nbsp;&nbsp;&nbsp;376051 | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;373856 | MSI |
| State of Qatar (D10) | 12/20/24 | 1.000%(Q) | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15390) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15756) | MSI |
| United Mexican States (D10) | 12/20/24 | 1.000%(Q) | 6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58159) | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60354) | MSI |
| Emirate of Abu Dhabi (D11) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18407) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19039) | BOA |
| Federation of Malaysia (D11) | 06/20/26 | 1.000%(Q) | 1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28221) | &nbsp;&nbsp;&nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29486) | BOA |
| Federative Republic of Brazil (D11) | 06/20/26 | 1.000%(Q) | 4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92061 | &nbsp;&nbsp;&nbsp;&nbsp;3794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88267 | BOA |
| Kingdom of Saudi Arabia (D11) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13074) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13706) | BOA |
| People's Republic of China (D11) | 06/20/26 | 1.000%(Q) | 4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96953) | &nbsp;&nbsp;&nbsp;&nbsp;3794 | &nbsp;&nbsp;&nbsp;&nbsp;(100747) | BOA |
| Republic of Argentina (D11) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;499568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;498936 | BOA |
| Republic of Chile (D11) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8096) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8728) | BOA |
| Republic of Colombia (D11) | 06/20/26 | 1.000%(Q) | 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63135 | &nbsp;&nbsp;&nbsp;&nbsp;1581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61554 | BOA |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **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.):** |
| Republic of Indonesia (D11) | 06/20/26 | 1.000%(Q) | 3600 | &nbsp;&nbsp;&nbsp; $(49090) | $2845 | &nbsp;&nbsp;&nbsp; $(51935) | BOA |
| Republic of Panama (D11) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5137) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5769) | BOA |
| Republic of Peru (D11) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3969) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4601) | BOA |
| Republic of Philippines (D11) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9742) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10374) | BOA |
| Republic of South Africa (D11) | 06/20/26 | 1.000%(Q) | 4000 | &nbsp;&nbsp;&nbsp;&nbsp;113424 | &nbsp;&nbsp;&nbsp;&nbsp;3161 | &nbsp;&nbsp;&nbsp;&nbsp;110263 | BOA |
| Republic of Turkey (D11) | 06/20/26 | 1.000%(Q) | 4800 | &nbsp;&nbsp;&nbsp;&nbsp;568930 | &nbsp;&nbsp;&nbsp;&nbsp;3794 | &nbsp;&nbsp;&nbsp;&nbsp;565136 | BOA |
| State of Qatar (D11) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17700) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18332) | BOA |
| United Mexican States (D11) | 06/20/26 | 1.000%(Q) | 4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28316) | &nbsp;&nbsp;&nbsp;&nbsp;3794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32110) | BOA |
| Emirate of Abu Dhabi (D12) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2301) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2402) | BOA |
| Federation of Malaysia (D12) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3528) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3730) | BOA |
| Federative Republic of Brazil (D12) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10901 | BOA |
| Kingdom of Saudi Arabia (D12) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1634) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1735) | BOA |
| People's Republic of China (D12) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12119) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12725) | BOA |
| Republic of Argentina (D12) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62345 | BOA |
| Republic of Chile (D12) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1012) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1113) | BOA |
| Republic of Colombia (D12) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7639 | BOA |
| Republic of Indonesia (D12) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6136) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6591) | BOA |
| Republic of Panama (D12) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(642) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(743) | BOA |
| Republic of Peru (D12) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(496) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(597) | BOA |
| Republic of Philippines (D12) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1218) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1319) | BOA |
| Republic of South Africa (D12) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13673 | BOA |
| Republic of Turkey (D12) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70510 | BOA |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **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.):** |
| State of Qatar (D12) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; $(2213) | &nbsp;&nbsp;&nbsp;&nbsp; $101 | &nbsp;&nbsp;&nbsp;&nbsp; $(2314) | BOA |
| United Mexican States (D12) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3540) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4146) | BOA |
|  |  |  |  | $1307456 | $49279 | $1258177 |  |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*:** |
| Federation of Malaysia (D01) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2550 | 0.220% | $20380 | &nbsp;&nbsp; $(247) | $20627 | BARC |
| Federative Republic of Brazil (D01) | 12/20/23 | 1.000%(Q) | 12750 | 0.662% | &nbsp;&nbsp;&nbsp;52721 | &nbsp;&nbsp;&nbsp;(1234) | &nbsp;&nbsp;&nbsp;53955 | BARC |
| People's Republic of China (D01) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;8500 | 0.212% | &nbsp;&nbsp;&nbsp;68481 | &nbsp;&nbsp;&nbsp;&nbsp;(823) | &nbsp;&nbsp;&nbsp;69304 | BARC |
| Republic of Chile (D01) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2550 | 0.337% | &nbsp;&nbsp;&nbsp;17763 | &nbsp;&nbsp;&nbsp;&nbsp;(247) | &nbsp;&nbsp;&nbsp;18010 | BARC |
| Republic of Colombia (D01) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;3400 | 1.075% | &nbsp;&nbsp;&nbsp;&nbsp;1861 | &nbsp;&nbsp;&nbsp;&nbsp;(329) | &nbsp;&nbsp;&nbsp;&nbsp;2190 | BARC |
| Republic of Indonesia (D01) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;3400 | 0.208% | &nbsp;&nbsp;&nbsp;27528 | &nbsp;&nbsp;&nbsp;&nbsp;(329) | &nbsp;&nbsp;&nbsp;27857 | BARC |
| Republic of Panama (D01) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2550 | 0.400% | &nbsp;&nbsp;&nbsp;16362 | &nbsp;&nbsp;&nbsp;&nbsp;(247) | &nbsp;&nbsp;&nbsp;16609 | BARC |
| Republic of Peru (D01) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2550 | 0.461% | &nbsp;&nbsp;&nbsp;15011 | &nbsp;&nbsp;&nbsp;&nbsp;(247) | &nbsp;&nbsp;&nbsp;15258 | BARC |
| Republic of Philippines (D01) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2550 | 0.235% | &nbsp;&nbsp;&nbsp;20036 | &nbsp;&nbsp;&nbsp;&nbsp;(247) | &nbsp;&nbsp;&nbsp;20283 | BARC |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Republic of South Africa (D01) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;7650 | 0.842% | &nbsp;&nbsp; $19641 | &nbsp;&nbsp; $(740) | &nbsp;&nbsp; $20381 | BARC |
| Republic of Turkey (D01) | 12/20/23 | 1.000%(Q) | 12750 | 3.774% | &nbsp;&nbsp;&nbsp;(287269) | &nbsp;&nbsp;&nbsp;(1234) | &nbsp;&nbsp;&nbsp;(286035) | BARC |
| United Mexican States (D01) | 12/20/23 | 1.000%(Q) | 11050 | 0.393% | &nbsp;&nbsp;&nbsp;&nbsp;71657 | &nbsp;&nbsp;&nbsp;(1069) | &nbsp;&nbsp;&nbsp;&nbsp;72726 | BARC |
| Federation of Malaysia (D02) | 12/20/23 | 1.000%(Q) | 10500 | 0.220% | &nbsp;&nbsp;&nbsp;&nbsp;83917 | &nbsp;&nbsp;&nbsp;(1498) | &nbsp;&nbsp;&nbsp;&nbsp;85415 | BARC |
| Federative Republic of Brazil (D02) | 12/20/23 | 1.000%(Q) | 52500 | 0.662% | &nbsp;&nbsp;&nbsp;&nbsp;217088 | &nbsp;&nbsp;&nbsp;(7488) | &nbsp;&nbsp;&nbsp;&nbsp;224576 | BARC |
| People's Republic of China (D02) | 12/20/23 | 1.000%(Q) | 35000 | 0.212% | &nbsp;&nbsp;&nbsp;&nbsp;281983 | &nbsp;&nbsp;&nbsp;(4992) | &nbsp;&nbsp;&nbsp;&nbsp;286975 | BARC |
| Republic of Chile (D02) | 12/20/23 | 1.000%(Q) | 10500 | 0.337% | &nbsp;&nbsp;&nbsp;&nbsp;73143 | &nbsp;&nbsp;&nbsp;(1498) | &nbsp;&nbsp;&nbsp;&nbsp;74641 | BARC |
| Republic of Colombia (D02) | 12/20/23 | 1.000%(Q) | 14000 | 1.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7661 | &nbsp;&nbsp;&nbsp;(1997) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9658 | BARC |
| Republic of Indonesia (D02) | 12/20/23 | 1.000%(Q) | 14000 | 0.208% | &nbsp;&nbsp;&nbsp;&nbsp;113348 | &nbsp;&nbsp;&nbsp;(1997) | &nbsp;&nbsp;&nbsp;&nbsp;115345 | BARC |
| Republic of Panama (D02) | 12/20/23 | 1.000%(Q) | 10500 | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp;67373 | &nbsp;&nbsp;&nbsp;(1498) | &nbsp;&nbsp;&nbsp;&nbsp;68871 | BARC |
| Republic of Peru (D02) | 12/20/23 | 1.000%(Q) | 10500 | 0.461% | &nbsp;&nbsp;&nbsp;&nbsp;61812 | &nbsp;&nbsp;&nbsp;(1498) | &nbsp;&nbsp;&nbsp;&nbsp;63310 | BARC |
| Republic of Philippines (D02) | 12/20/23 | 1.000%(Q) | 10500 | 0.235% | &nbsp;&nbsp;&nbsp;&nbsp;82502 | &nbsp;&nbsp;&nbsp;(1498) | &nbsp;&nbsp;&nbsp;&nbsp;84000 | BARC |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Republic of South Africa (D02) | 12/20/23 | 1.000%(Q) | 31500 | 0.842% | &nbsp;&nbsp;&nbsp;&nbsp; $80872 | $(4493) | &nbsp;&nbsp;&nbsp;&nbsp; $85365 | BARC |
| Republic of Turkey (D02) | 12/20/23 | 1.000%(Q) | 52500 | 3.774% | &nbsp;&nbsp;&nbsp;(1182873) | &nbsp;&nbsp;&nbsp;(7488) | &nbsp;&nbsp;&nbsp;(1175385) | BARC |
| United Mexican States (D02) | 12/20/23 | 1.000%(Q) | 45500 | 0.393% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295057 | &nbsp;&nbsp;&nbsp;(6489) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301546 | BARC |
| Federation of Malaysia (D03) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4500 | 0.220% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35964 | &nbsp;&nbsp;&nbsp;(1582) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37546 | BARC |
| Federative Republic of Brazil (D03) | 12/20/23 | 1.000%(Q) | 22500 | 0.662% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93038 | &nbsp;&nbsp;&nbsp;(7908) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100946 | BARC |
| People's Republic of China (D03) | 12/20/23 | 1.000%(Q) | 15000 | 0.212% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120850 | &nbsp;&nbsp;&nbsp;(5272) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126122 | BARC |
| Republic of Chile (D03) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4500 | 0.337% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31347 | &nbsp;&nbsp;&nbsp;(1582) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32929 | BARC |
| Republic of Colombia (D03) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;6000 | 1.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3283 | &nbsp;&nbsp;&nbsp;(2109) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5392 | BARC |
| Republic of Indonesia (D03) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;6000 | 0.208% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48578 | &nbsp;&nbsp;&nbsp;(2109) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50687 | BARC |
| Republic of Panama (D03) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4500 | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28874 | &nbsp;&nbsp;&nbsp;(1582) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30456 | BARC |
| Republic of Peru (D03) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4500 | 0.461% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26491 | &nbsp;&nbsp;&nbsp;(1582) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28073 | BARC |
| Republic of Philippines (D03) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4500 | 0.235% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35358 | &nbsp;&nbsp;&nbsp;(1582) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36940 | BARC |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Republic of South Africa (D03) | 12/20/23 | 1.000%(Q) | 13500 | 0.842% | &nbsp;&nbsp; $34659 | $(4745) | &nbsp;&nbsp; $39404 | BARC |
| Republic of Turkey (D03) | 12/20/23 | 1.000%(Q) | 22500 | 3.774% | &nbsp;&nbsp;&nbsp;(506945) | &nbsp;&nbsp;&nbsp;(7908) | &nbsp;&nbsp;&nbsp;(499037) | BARC |
| United Mexican States (D03) | 12/20/23 | 1.000%(Q) | 19500 | 0.393% | &nbsp;&nbsp;&nbsp;&nbsp;126452 | &nbsp;&nbsp;&nbsp;(6854) | &nbsp;&nbsp;&nbsp;&nbsp;133306 | BARC |
| Federation of Malaysia (D04) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;3000 | 0.124% | &nbsp;&nbsp;&nbsp;&nbsp;26501 | &nbsp;&nbsp;&nbsp;(1262) | &nbsp;&nbsp;&nbsp;&nbsp;27763 | CITI |
| Federative Republic of Brazil (D04) | 12/20/23 | 1.000%(Q) | 15000 | 0.662% | &nbsp;&nbsp;&nbsp;&nbsp;62025 | &nbsp;&nbsp;&nbsp;(6308) | &nbsp;&nbsp;&nbsp;&nbsp;68333 | CITI |
| People's Republic of China (D04) | 12/20/23 | 1.000%(Q) | 10000 | 0.212% | &nbsp;&nbsp;&nbsp;&nbsp;80566 | &nbsp;&nbsp;&nbsp;(4206) | &nbsp;&nbsp;&nbsp;&nbsp;84772 | CITI |
| Republic of Chile (D04) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;3000 | 0.337% | &nbsp;&nbsp;&nbsp;&nbsp;20898 | &nbsp;&nbsp;&nbsp;(1262) | &nbsp;&nbsp;&nbsp;&nbsp;22160 | CITI |
| Republic of Colombia (D04) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | 1.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2189 | &nbsp;&nbsp;&nbsp;(1682) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3871 | CITI |
| Republic of Indonesia (D04) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | 0.208% | &nbsp;&nbsp;&nbsp;&nbsp;32385 | &nbsp;&nbsp;&nbsp;(1682) | &nbsp;&nbsp;&nbsp;&nbsp;34067 | CITI |
| Republic of Panama (D04) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;3000 | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp;19249 | &nbsp;&nbsp;&nbsp;(1262) | &nbsp;&nbsp;&nbsp;&nbsp;20511 | CITI |
| Republic of Peru (D04) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;3000 | 0.461% | &nbsp;&nbsp;&nbsp;&nbsp;17661 | &nbsp;&nbsp;&nbsp;(1278) | &nbsp;&nbsp;&nbsp;&nbsp;18939 | CITI |
| Republic of Philippines (D04) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;3000 | 0.235% | &nbsp;&nbsp;&nbsp;&nbsp;23572 | &nbsp;&nbsp;&nbsp;(1262) | &nbsp;&nbsp;&nbsp;&nbsp;24834 | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Republic of South Africa (D04) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;9000 | 0.842% | &nbsp;&nbsp; $23106 | $(3785) | &nbsp;&nbsp; $26891 | CITI |
| Republic of Turkey (D04) | 12/20/23 | 1.000%(Q) | 15000 | 3.774% | &nbsp;&nbsp;&nbsp;(337963) | &nbsp;&nbsp;&nbsp;(6308) | &nbsp;&nbsp;&nbsp;(331655) | CITI |
| United Mexican States (D04) | 12/20/23 | 1.000%(Q) | 13000 | 0.393% | &nbsp;&nbsp;&nbsp;&nbsp;84302 | &nbsp;&nbsp;&nbsp;(5467) | &nbsp;&nbsp;&nbsp;&nbsp;89769 | CITI |
| Federation of Malaysia (D05) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;3000 | 0.220% | &nbsp;&nbsp;&nbsp;&nbsp;23976 | &nbsp;&nbsp;&nbsp;(1375) | &nbsp;&nbsp;&nbsp;&nbsp;25351 | CITI |
| Federative Republic of Brazil (D05) | 12/20/23 | 1.000%(Q) | 15000 | 0.662% | &nbsp;&nbsp;&nbsp;&nbsp;62026 | &nbsp;&nbsp;&nbsp;(6874) | &nbsp;&nbsp;&nbsp;&nbsp;68900 | CITI |
| People's Republic of China (D05) | 12/20/23 | 1.000%(Q) | 10000 | 0.212% | &nbsp;&nbsp;&nbsp;&nbsp;80566 | &nbsp;&nbsp;&nbsp;(4583) | &nbsp;&nbsp;&nbsp;&nbsp;85149 | CITI |
| Republic of Chile (D05) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;3000 | 0.337% | &nbsp;&nbsp;&nbsp;&nbsp;20898 | &nbsp;&nbsp;&nbsp;(1375) | &nbsp;&nbsp;&nbsp;&nbsp;22273 | CITI |
| Republic of Colombia (D05) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | 1.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2189 | &nbsp;&nbsp;&nbsp;(1833) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4022 | CITI |
| Republic of Indonesia (D05) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | 0.208% | &nbsp;&nbsp;&nbsp;&nbsp;32385 | &nbsp;&nbsp;&nbsp;(1833) | &nbsp;&nbsp;&nbsp;&nbsp;34218 | CITI |
| Republic of Panama (D05) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;3000 | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp;19249 | &nbsp;&nbsp;&nbsp;(1375) | &nbsp;&nbsp;&nbsp;&nbsp;20624 | CITI |
| Republic of Peru (D05) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;3000 | 0.461% | &nbsp;&nbsp;&nbsp;&nbsp;17661 | &nbsp;&nbsp;&nbsp;(1375) | &nbsp;&nbsp;&nbsp;&nbsp;19036 | CITI |
| Republic of Philippines (D05) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;3000 | 0.235% | &nbsp;&nbsp;&nbsp;&nbsp;23572 | &nbsp;&nbsp;&nbsp;(1375) | &nbsp;&nbsp;&nbsp;&nbsp;24947 | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Republic of South Africa (D05) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;0.842% | &nbsp;&nbsp;&nbsp;&nbsp; $23106 | $(4125) | &nbsp;&nbsp;&nbsp;&nbsp; $27231 | CITI |
| Republic of Turkey (D05) | 12/20/23 | 1.000%(Q) | 15000 | &nbsp;&nbsp;&nbsp;3.774% | &nbsp;&nbsp;&nbsp;&nbsp;(337963) | &nbsp;&nbsp;&nbsp;(6874) | &nbsp;&nbsp;&nbsp;&nbsp;(331089) | CITI |
| United Mexican States (D05) | 12/20/23 | 1.000%(Q) | 13000 | &nbsp;&nbsp;&nbsp;0.393% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84302 | &nbsp;&nbsp;&nbsp;(5958) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90260 | CITI |
| Emirate of Abu Dhabi (D06) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.262% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42721 | &nbsp;&nbsp;&nbsp;&nbsp;(271) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42992 | MSI |
| Federation of Malaysia (D06) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;0.398% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52737 | &nbsp;&nbsp;&nbsp;&nbsp;(407) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53144 | MSI |
| Federative Republic of Brazil (D06) | 12/20/25 | 1.000%(Q) | 12000 | &nbsp;&nbsp;&nbsp;1.388% | &nbsp;&nbsp;&nbsp;&nbsp;(110861) | &nbsp;&nbsp;&nbsp;(1627) | &nbsp;&nbsp;&nbsp;&nbsp;(109234) | MSI |
| Kingdom of Saudi Arabia (D06) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.480% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30710 | &nbsp;&nbsp;&nbsp;&nbsp;(271) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30981 | MSI |
| People's Republic of China (D06) | 12/20/25 | 1.000%(Q) | 12000 | &nbsp;&nbsp;&nbsp;0.346% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228163 | &nbsp;&nbsp;&nbsp;(1627) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229790 | MSI |
| Republic of Argentina (D06) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;5000 | 35.602% | &nbsp;&nbsp;&nbsp;(3022957) | &nbsp;&nbsp;&nbsp;&nbsp;(678) | &nbsp;&nbsp;&nbsp;(3022279) | MSI |
| Republic of Chile (D06) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.613% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23408 | &nbsp;&nbsp;&nbsp;&nbsp;(271) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23679 | MSI |
| Republic of Colombia (D06) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;1.853% | &nbsp;&nbsp;&nbsp;&nbsp;(107742) | &nbsp;&nbsp;&nbsp;&nbsp;(678) | &nbsp;&nbsp;&nbsp;&nbsp;(107064) | MSI |
| Republic of Indonesia (D06) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;0.497% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118946 | &nbsp;&nbsp;&nbsp;(1085) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120031 | MSI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Republic of Panama (D06) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | 0.735% | &nbsp;&nbsp;&nbsp;&nbsp; $16778 | &nbsp;&nbsp; $(271) | &nbsp;&nbsp;&nbsp;&nbsp; $17049 | MSI |
| Republic of Peru (D06) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | 0.770% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14869 | &nbsp;&nbsp;&nbsp;&nbsp;(271) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15140 | MSI |
| Republic of Philippines (D06) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | 0.543% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27176 | &nbsp;&nbsp;&nbsp;&nbsp;(271) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27447 | MSI |
| Republic of South Africa (D06) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;9000 | 1.725% | &nbsp;&nbsp;&nbsp;&nbsp;(163658) | &nbsp;&nbsp;&nbsp;(1220) | &nbsp;&nbsp;&nbsp;&nbsp;(162438) | MSI |
| Republic of Turkey (D06) | 12/20/25 | 1.000%(Q) | 12000 | 5.030% | &nbsp;&nbsp;&nbsp;(1201585) | &nbsp;&nbsp;&nbsp;(1627) | &nbsp;&nbsp;&nbsp;(1199958) | MSI |
| State of Qatar (D06) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | 0.288% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41271 | &nbsp;&nbsp;&nbsp;&nbsp;(339) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41610 | MSI |
| United Mexican States (D06) | 12/20/25 | 1.000%(Q) | 12000 | 0.726% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103600 | &nbsp;&nbsp;&nbsp;(1627) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105227 | MSI |
| Emirate of Abu Dhabi (D07) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | 0.262% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42721 | &nbsp;&nbsp;&nbsp;&nbsp;(856) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43577 | CITI |
| Federation of Malaysia (D07) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;3000 | 0.398% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52737 | &nbsp;&nbsp;&nbsp;(1284) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54021 | CITI |
| Federative Republic of Brazil (D07) | 12/20/25 | 1.000%(Q) | 12000 | 1.388% | &nbsp;&nbsp;&nbsp;&nbsp;(110862) | &nbsp;&nbsp;&nbsp;(5135) | &nbsp;&nbsp;&nbsp;&nbsp;(105727) | CITI |
| Kingdom of Saudi Arabia (D07) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | 0.480% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30710 | &nbsp;&nbsp;&nbsp;&nbsp;(856) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31566 | CITI |
| People's Republic of China (D07) | 12/20/25 | 1.000%(Q) | 12000 | 0.346% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228163 | &nbsp;&nbsp;&nbsp;(5135) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233298 | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Republic of Argentina (D07) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;5000 | 35.602% | $(3022957) | $(2139) | $(3020818) | CITI |
| Republic of Chile (D07) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.613% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23408 | &nbsp;&nbsp;&nbsp;&nbsp;(856) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24264 | CITI |
| Republic of Colombia (D07) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;1.853% | &nbsp;&nbsp;&nbsp;&nbsp;(107741) | &nbsp;&nbsp;&nbsp;(2139) | &nbsp;&nbsp;&nbsp;&nbsp;(105602) | CITI |
| Republic of Indonesia (D07) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;0.497% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118947 | &nbsp;&nbsp;&nbsp;(3423) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122370 | CITI |
| Republic of Panama (D07) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.735% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16777 | &nbsp;&nbsp;&nbsp;&nbsp;(856) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17633 | CITI |
| Republic of Peru (D07) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.770% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14868 | &nbsp;&nbsp;&nbsp;&nbsp;(856) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15724 | CITI |
| Republic of Philippines (D07) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.543% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27176 | &nbsp;&nbsp;&nbsp;&nbsp;(856) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28032 | CITI |
| Republic of South Africa (D07) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;1.725% | &nbsp;&nbsp;&nbsp;&nbsp;(163658) | &nbsp;&nbsp;&nbsp;(3851) | &nbsp;&nbsp;&nbsp;&nbsp;(159807) | CITI |
| Republic of Turkey (D07) | 12/20/25 | 1.000%(Q) | 12000 | &nbsp;&nbsp;&nbsp;5.030% | &nbsp;&nbsp;&nbsp;(1201585) | &nbsp;&nbsp;&nbsp;(5135) | &nbsp;&nbsp;&nbsp;(1196450) | CITI |
| State of Qatar (D07) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.288% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41271 | &nbsp;&nbsp;&nbsp;&nbsp;(856) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42127 | CITI |
| United Mexican States (D07) | 12/20/25 | 1.000%(Q) | 12000 | &nbsp;&nbsp;&nbsp;0.726% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103599 | &nbsp;&nbsp;&nbsp;(5135) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108734 | CITI |
| Emirate of Abu Dhabi (D08) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.262% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85441 | &nbsp;&nbsp;&nbsp;(1712) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87153 | MSI |
| Federation of Malaysia (D08) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;0.398% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105475 | &nbsp;&nbsp;&nbsp;(2567) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108042 | MSI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Federative Republic of Brazil (D08) | 12/20/25 | 1.000%(Q) | 24000 | &nbsp;&nbsp;&nbsp;1.388% | &nbsp;&nbsp; $(221722) | $(10269) | &nbsp;&nbsp; $(211453) | MSI |
| Kingdom of Saudi Arabia (D08) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.480% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61420 | &nbsp;&nbsp;&nbsp;&nbsp;(1712) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63132 | MSI |
| People's Republic of China (D08) | 12/20/25 | 1.000%(Q) | 24000 | &nbsp;&nbsp;&nbsp;0.346% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456327 | &nbsp;&nbsp;&nbsp;(10269) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466596 | MSI |
| Republic of Argentina (D08) | 12/20/25 | 1.000%(Q) | 10000 | 35.602% | &nbsp;&nbsp;&nbsp;(6045914) | &nbsp;&nbsp;&nbsp;&nbsp;(4279) | &nbsp;&nbsp;&nbsp;(6041635) | MSI |
| Republic of Chile (D08) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.613% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46816 | &nbsp;&nbsp;&nbsp;&nbsp;(1712) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48528 | MSI |
| Republic of Colombia (D08) | 12/20/25 | 1.000%(Q) | 10000 | &nbsp;&nbsp;&nbsp;1.853% | &nbsp;&nbsp;&nbsp;&nbsp;(215483) | &nbsp;&nbsp;&nbsp;&nbsp;(4279) | &nbsp;&nbsp;&nbsp;&nbsp;(211204) | MSI |
| Republic of Indonesia (D08) | 12/20/25 | 1.000%(Q) | 16000 | &nbsp;&nbsp;&nbsp;0.497% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237893 | &nbsp;&nbsp;&nbsp;&nbsp;(6846) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244739 | MSI |
| Republic of Panama (D08) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.735% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33555 | &nbsp;&nbsp;&nbsp;&nbsp;(1712) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35267 | MSI |
| Republic of Peru (D08) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.770% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29737 | &nbsp;&nbsp;&nbsp;&nbsp;(1712) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31449 | MSI |
| Republic of Philippines (D08) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.543% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54351 | &nbsp;&nbsp;&nbsp;&nbsp;(1712) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56063 | MSI |
| Republic of South Africa (D08) | 12/20/25 | 1.000%(Q) | 18000 | &nbsp;&nbsp;&nbsp;1.725% | &nbsp;&nbsp;&nbsp;&nbsp;(327316) | &nbsp;&nbsp;&nbsp;&nbsp;(7702) | &nbsp;&nbsp;&nbsp;&nbsp;(319614) | MSI |
| Republic of Turkey (D08) | 12/20/25 | 1.000%(Q) | 24000 | &nbsp;&nbsp;&nbsp;5.030% | &nbsp;&nbsp;&nbsp;(2403169) | &nbsp;&nbsp;&nbsp;(10269) | &nbsp;&nbsp;&nbsp;(2392900) | MSI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| State of Qatar (D08) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.288% | &nbsp;&nbsp;&nbsp;&nbsp; $82543 | $(1848) | &nbsp;&nbsp;&nbsp;&nbsp; $84391 | MSI |
| United Mexican States (D08) | 12/20/25 | 1.000%(Q) | 24000 | &nbsp;&nbsp;&nbsp;0.726% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207200 | &nbsp;&nbsp;&nbsp;(10269) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217469 | MSI |
| Emirate of Abu Dhabi (D09) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.262% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85441 | &nbsp;&nbsp;&nbsp;&nbsp;(1712) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87153 | MSI |
| Federation of Malaysia (D09) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;0.398% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105475 | &nbsp;&nbsp;&nbsp;&nbsp;(2567) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108042 | MSI |
| Federative Republic of Brazil (D09) | 12/20/25 | 1.000%(Q) | 24000 | &nbsp;&nbsp;&nbsp;1.388% | &nbsp;&nbsp;&nbsp;&nbsp;(221722) | &nbsp;&nbsp;&nbsp;(10269) | &nbsp;&nbsp;&nbsp;&nbsp;(211453) | MSI |
| Kingdom of Saudi Arabia (D09) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.480% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61420 | &nbsp;&nbsp;&nbsp;&nbsp;(1712) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63132 | MSI |
| People's Republic of China (D09) | 12/20/25 | 1.000%(Q) | 24000 | &nbsp;&nbsp;&nbsp;0.346% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456327 | &nbsp;&nbsp;&nbsp;(10269) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466596 | MSI |
| Republic of Argentina (D09) | 12/20/25 | 1.000%(Q) | 10000 | 35.602% | &nbsp;&nbsp;&nbsp;(6045914) | &nbsp;&nbsp;&nbsp;&nbsp;(4279) | &nbsp;&nbsp;&nbsp;(6041635) | MSI |
| Republic of Chile (D09) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.613% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46816 | &nbsp;&nbsp;&nbsp;&nbsp;(1712) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48528 | MSI |
| Republic of Colombia (D09) | 12/20/25 | 1.000%(Q) | 10000 | &nbsp;&nbsp;&nbsp;1.853% | &nbsp;&nbsp;&nbsp;&nbsp;(215483) | &nbsp;&nbsp;&nbsp;&nbsp;(4279) | &nbsp;&nbsp;&nbsp;&nbsp;(211204) | MSI |
| Republic of Indonesia (D09) | 12/20/25 | 1.000%(Q) | 16000 | &nbsp;&nbsp;&nbsp;0.497% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237893 | &nbsp;&nbsp;&nbsp;&nbsp;(6846) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244739 | MSI |
| Republic of Panama (D09) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.735% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33555 | &nbsp;&nbsp;&nbsp;&nbsp;(1712) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35267 | MSI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Republic of Peru (D09) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.770% | &nbsp;&nbsp;&nbsp;&nbsp; $29737 | $(1712) | &nbsp;&nbsp;&nbsp;&nbsp; $31449 | MSI |
| Republic of Philippines (D09) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.543% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54351 | &nbsp;&nbsp;&nbsp;&nbsp;(1712) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56063 | MSI |
| Republic of South Africa (D09) | 12/20/25 | 1.000%(Q) | 18000 | &nbsp;&nbsp;&nbsp;1.725% | &nbsp;&nbsp;&nbsp;&nbsp;(327316) | &nbsp;&nbsp;&nbsp;&nbsp;(7702) | &nbsp;&nbsp;&nbsp;&nbsp;(319614) | MSI |
| Republic of Turkey (D09) | 12/20/25 | 1.000%(Q) | 24000 | &nbsp;&nbsp;&nbsp;5.030% | &nbsp;&nbsp;&nbsp;(2403169) | &nbsp;&nbsp;&nbsp;(10269) | &nbsp;&nbsp;&nbsp;(2392900) | MSI |
| State of Qatar (D09) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.288% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82543 | &nbsp;&nbsp;&nbsp;&nbsp;(1848) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84391 | MSI |
| United Mexican States (D09) | 12/20/25 | 1.000%(Q) | 24000 | &nbsp;&nbsp;&nbsp;0.726% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207200 | &nbsp;&nbsp;&nbsp;(10269) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217469 | MSI |
| Emirate of Abu Dhabi (D13) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;0.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(797) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13115 | BOA |
| Federation of Malaysia (D13) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;0.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17696 | &nbsp;&nbsp;&nbsp;&nbsp;(1594) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19290 | BOA |
| Federative Republic of Brazil (D13) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;1.854% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86459) | &nbsp;&nbsp;&nbsp;&nbsp;(4781) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81678) | BOA |
| Kingdom of Saudi Arabia (D13) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;0.551% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(797) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9455 | BOA |
| People's Republic of China (D13) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;0.439% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64100 | &nbsp;&nbsp;&nbsp;&nbsp;(4781) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68881 | BOA |
| Republic of Argentina (D13) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;500 | 34.511% | &nbsp;&nbsp;&nbsp;&nbsp;(320815) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(797) | &nbsp;&nbsp;&nbsp;&nbsp;(320018) | BOA |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Republic of Chile (D13) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;500 | 0.794% | &nbsp;&nbsp;&nbsp;&nbsp; $4280 | &nbsp;&nbsp;&nbsp;&nbsp; $(797) | &nbsp;&nbsp;&nbsp;&nbsp; $5077 | BOA |
| Republic of Colombia (D13) | 12/20/26 | 1.000%(Q) | 1250 | 2.222% | &nbsp;&nbsp;&nbsp;&nbsp;(51599) | &nbsp;&nbsp;&nbsp;&nbsp;(1992) | &nbsp;&nbsp;&nbsp;&nbsp;(49607) | BOA |
| Republic of Indonesia (D13) | 12/20/26 | 1.000%(Q) | 2250 | 0.686% | &nbsp;&nbsp;&nbsp;&nbsp;27960 | &nbsp;&nbsp;&nbsp;&nbsp;(3585) | &nbsp;&nbsp;&nbsp;&nbsp;31545 | BOA |
| Republic of Panama (D13) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;500 | 0.908% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(797) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3040 | BOA |
| Republic of Peru (D13) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;500 | 0.962% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(797) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2064 | BOA |
| Republic of Philippines (D13) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;500 | 0.732% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(797) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6193 | BOA |
| Republic of South Africa (D13) | 12/20/26 | 1.000%(Q) | 2750 | 2.130% | &nbsp;&nbsp;&nbsp;(105089) | &nbsp;&nbsp;&nbsp;&nbsp;(4382) | &nbsp;&nbsp;&nbsp;(100707) | BOA |
| Republic of Turkey (D13) | 12/20/26 | 1.000%(Q) | 3000 | 5.264% | &nbsp;&nbsp;&nbsp;(408118) | &nbsp;&nbsp;&nbsp;&nbsp;(4781) | &nbsp;&nbsp;&nbsp;(403337) | BOA |
| State of Qatar (D13) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;500 | 0.379% | &nbsp;&nbsp;&nbsp;&nbsp;11797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(797) | &nbsp;&nbsp;&nbsp;&nbsp;12594 | BOA |
| United Mexican States (D13) | 12/20/26 | 1.000%(Q) | 2750 | 0.943% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8846 | &nbsp;&nbsp;&nbsp;&nbsp;(4382) | &nbsp;&nbsp;&nbsp;&nbsp;13228 | BOA |
| Emirate of Abu Dhabi (D14) | 12/20/26 | 1.000%(Q) | 4000 | 0.351% | &nbsp;&nbsp;&nbsp;&nbsp;98544 | &nbsp;&nbsp;&nbsp;&nbsp;(7219) | &nbsp;&nbsp;&nbsp;&nbsp;105763 | CITI |
| Federation of Malaysia (D14) | 12/20/26 | 1.000%(Q) | 8000 | 0.540% | &nbsp;&nbsp;&nbsp;&nbsp;141575 | &nbsp;&nbsp;&nbsp;(14438) | &nbsp;&nbsp;&nbsp;&nbsp;156013 | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Federative Republic of Brazil (D14) | 12/20/26 | 1.000%(Q) | 24000 | &nbsp;&nbsp;&nbsp;1.854% | &nbsp;&nbsp; $(691664) | $(43314) | &nbsp;&nbsp; $(648350) | CITI |
| Kingdom of Saudi Arabia (D14) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.551% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69265 | &nbsp;&nbsp;&nbsp;&nbsp;(7219) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76484 | CITI |
| People's Republic of China (D14) | 12/20/26 | 1.000%(Q) | 24000 | &nbsp;&nbsp;&nbsp;0.439% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512804 | &nbsp;&nbsp;&nbsp;(43314) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556118 | CITI |
| Republic of Argentina (D14) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | 34.511% | &nbsp;&nbsp;&nbsp;(2566518) | &nbsp;&nbsp;&nbsp;&nbsp;(7219) | &nbsp;&nbsp;&nbsp;(2559299) | CITI |
| Republic of Chile (D14) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.794% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34246 | &nbsp;&nbsp;&nbsp;&nbsp;(7219) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41465 | CITI |
| Republic of Colombia (D14) | 12/20/26 | 1.000%(Q) | 10000 | &nbsp;&nbsp;&nbsp;2.222% | &nbsp;&nbsp;&nbsp;&nbsp;(412791) | &nbsp;&nbsp;&nbsp;(18048) | &nbsp;&nbsp;&nbsp;&nbsp;(394743) | CITI |
| Republic of Indonesia (D14) | 12/20/26 | 1.000%(Q) | 18000 | &nbsp;&nbsp;&nbsp;0.686% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223675 | &nbsp;&nbsp;&nbsp;(32486) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256161 | CITI |
| Republic of Panama (D14) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.908% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17947 | &nbsp;&nbsp;&nbsp;&nbsp;(7219) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25166 | CITI |
| Republic of Peru (D14) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.962% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10136 | &nbsp;&nbsp;&nbsp;&nbsp;(7219) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17355 | CITI |
| Republic of Philippines (D14) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.732% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43169 | &nbsp;&nbsp;&nbsp;&nbsp;(7219) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50388 | CITI |
| Republic of South Africa (D14) | 12/20/26 | 1.000%(Q) | 22000 | &nbsp;&nbsp;&nbsp;2.130% | &nbsp;&nbsp;&nbsp;&nbsp;(840712) | &nbsp;&nbsp;&nbsp;(39705) | &nbsp;&nbsp;&nbsp;&nbsp;(801007) | CITI |
| Republic of Turkey (D14) | 12/20/26 | 1.000%(Q) | 24000 | &nbsp;&nbsp;&nbsp;5.264% | &nbsp;&nbsp;&nbsp;(3264942) | &nbsp;&nbsp;&nbsp;(43314) | &nbsp;&nbsp;&nbsp;(3221628) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| State of Qatar (D14) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.379% | &nbsp;&nbsp;&nbsp;&nbsp; $94381 | $(7219) | &nbsp;&nbsp;&nbsp; $101600 | CITI |
| United Mexican States (D14) | 12/20/26 | 1.000%(Q) | 22000 | &nbsp;&nbsp;&nbsp;0.943% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70763 | &nbsp;&nbsp;&nbsp;(39705) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110468 | CITI |
| Emirate of Abu Dhabi (D15) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49272 | &nbsp;&nbsp;&nbsp;&nbsp;(3610) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52882 | MSI |
| Federation of Malaysia (D15) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70788 | &nbsp;&nbsp;&nbsp;&nbsp;(7219) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78007 | MSI |
| Federative Republic of Brazil (D15) | 12/20/26 | 1.000%(Q) | 12000 | &nbsp;&nbsp;&nbsp;1.854% | &nbsp;&nbsp;&nbsp;&nbsp;(345832) | &nbsp;&nbsp;&nbsp;(21657) | &nbsp;&nbsp;&nbsp;&nbsp;(324175) | MSI |
| Kingdom of Saudi Arabia (D15) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.551% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34632 | &nbsp;&nbsp;&nbsp;&nbsp;(3610) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38242 | MSI |
| People's Republic of China (D15) | 12/20/26 | 1.000%(Q) | 12000 | &nbsp;&nbsp;&nbsp;0.439% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256402 | &nbsp;&nbsp;&nbsp;(21657) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278059 | MSI |
| Republic of Argentina (D15) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | 34.511% | &nbsp;&nbsp;&nbsp;(1283260) | &nbsp;&nbsp;&nbsp;&nbsp;(3610) | &nbsp;&nbsp;&nbsp;(1279650) | MSI |
| Republic of Chile (D15) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.794% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17122 | &nbsp;&nbsp;&nbsp;&nbsp;(3610) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20732 | MSI |
| Republic of Colombia (D15) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;2.222% | &nbsp;&nbsp;&nbsp;&nbsp;(206396) | &nbsp;&nbsp;&nbsp;&nbsp;(9024) | &nbsp;&nbsp;&nbsp;&nbsp;(197372) | MSI |
| Republic of Indonesia (D15) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;0.686% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111838 | &nbsp;&nbsp;&nbsp;(16243) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128081 | MSI |
| Republic of Panama (D15) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.908% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8973 | &nbsp;&nbsp;&nbsp;&nbsp;(3610) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12583 | MSI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Republic of Peru (D15) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.962% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5068 | &nbsp;&nbsp;&nbsp; $(3610) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $8678 | MSI |
| Republic of Philippines (D15) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.732% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3610) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25194 | MSI |
| Republic of South Africa (D15) | 12/20/26 | 1.000%(Q) | 11000 | &nbsp;&nbsp;&nbsp;2.130% | &nbsp;&nbsp;&nbsp;&nbsp;(420355) | &nbsp;&nbsp;&nbsp;&nbsp;(19852) | &nbsp;&nbsp;&nbsp;&nbsp;(400503) | MSI |
| Republic of Turkey (D15) | 12/20/26 | 1.000%(Q) | 12000 | &nbsp;&nbsp;&nbsp;5.264% | &nbsp;&nbsp;&nbsp;(1632471) | &nbsp;&nbsp;&nbsp;&nbsp;(21657) | &nbsp;&nbsp;&nbsp;(1610814) | MSI |
| State of Qatar (D15) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.379% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3610) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50800 | MSI |
| United Mexican States (D15) | 12/20/26 | 1.000%(Q) | 11000 | &nbsp;&nbsp;&nbsp;0.943% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35382 | &nbsp;&nbsp;&nbsp;&nbsp;(19852) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55234 | MSI |
| Emirate of Abu Dhabi (D16) | 12/20/26 | 1.000%(Q) | 10000 | &nbsp;&nbsp;&nbsp;0.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246360 | &nbsp;&nbsp;&nbsp;&nbsp;(18048) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264408 | BARC |
| Federation of Malaysia (D16) | 12/20/26 | 1.000%(Q) | 20000 | &nbsp;&nbsp;&nbsp;0.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353938 | &nbsp;&nbsp;&nbsp;&nbsp;(36095) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390033 | BARC |
| Federative Republic of Brazil (D16) | 12/20/26 | 1.000%(Q) | 60000 | &nbsp;&nbsp;&nbsp;1.854% | &nbsp;&nbsp;&nbsp;(1729161) | &nbsp;&nbsp;&nbsp;(108286) | &nbsp;&nbsp;&nbsp;(1620875) | BARC |
| Kingdom of Saudi Arabia (D16) | 12/20/26 | 1.000%(Q) | 10000 | &nbsp;&nbsp;&nbsp;0.551% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173162 | &nbsp;&nbsp;&nbsp;&nbsp;(18048) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191210 | BARC |
| People's Republic of China (D16) | 12/20/26 | 1.000%(Q) | 60000 | &nbsp;&nbsp;&nbsp;0.439% | &nbsp;&nbsp;&nbsp;&nbsp;1282008 | &nbsp;&nbsp;&nbsp;(108286) | &nbsp;&nbsp;&nbsp;&nbsp;1390294 | BARC |
| Republic of Argentina (D16) | 12/20/26 | 1.000%(Q) | 10000 | 34.511% | &nbsp;&nbsp;&nbsp;(6416296) | &nbsp;&nbsp;&nbsp;&nbsp;(18048) | &nbsp;&nbsp;&nbsp;(6398248) | BARC |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Republic of Chile (D16) | 12/20/26 | 1.000%(Q) | 10000 | 0.794% | &nbsp;&nbsp;&nbsp;&nbsp; $85614 | $(18048) | &nbsp;&nbsp;&nbsp; $103662 | BARC |
| Republic of Colombia (D16) | 12/20/26 | 1.000%(Q) | 25000 | 2.222% | &nbsp;&nbsp;&nbsp;(1031977) | &nbsp;&nbsp;&nbsp;&nbsp;(45119) | &nbsp;&nbsp;&nbsp;&nbsp;(986858) | BARC |
| Republic of Indonesia (D16) | 12/20/26 | 1.000%(Q) | 45000 | 0.686% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559189 | &nbsp;&nbsp;&nbsp;&nbsp;(81214) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640403 | BARC |
| Republic of Panama (D16) | 12/20/26 | 1.000%(Q) | 10000 | 0.908% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44867 | &nbsp;&nbsp;&nbsp;&nbsp;(18048) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62915 | BARC |
| Republic of Peru (D16) | 12/20/26 | 1.000%(Q) | 10000 | 0.962% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25341 | &nbsp;&nbsp;&nbsp;&nbsp;(18048) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43389 | BARC |
| Republic of Philippines (D16) | 12/20/26 | 1.000%(Q) | 10000 | 0.732% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107923 | &nbsp;&nbsp;&nbsp;&nbsp;(18048) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125971 | BARC |
| Republic of South Africa (D16) | 12/20/26 | 1.000%(Q) | 55000 | 2.130% | &nbsp;&nbsp;&nbsp;(2101779) | &nbsp;&nbsp;&nbsp;&nbsp;(99262) | &nbsp;&nbsp;&nbsp;(2002517) | BARC |
| Republic of Turkey (D16) | 12/20/26 | 1.000%(Q) | 60000 | 5.264% | &nbsp;&nbsp;&nbsp;(8162356) | &nbsp;&nbsp;&nbsp;(108286) | &nbsp;&nbsp;&nbsp;(8054070) | BARC |
| State of Qatar (D16) | 12/20/26 | 1.000%(Q) | 10000 | 0.379% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235953 | &nbsp;&nbsp;&nbsp;&nbsp;(18048) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254001 | BARC |
| United Mexican States (D16) | 12/20/26 | 1.000%(Q) | 55000 | 0.943% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176909 | &nbsp;&nbsp;&nbsp;&nbsp;(99262) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276171 | BARC |
| Emirate of Abu Dhabi (D17) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | 0.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4036) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53308 | MSI |
| Federation of Malaysia (D17) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | 0.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8073) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78860 | MSI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Federative Republic of Brazil (D17) | 12/20/26 | 1.000%(Q) | 12000 | &nbsp;&nbsp;&nbsp;1.854% | &nbsp;&nbsp; $(345832) | $(24218) | &nbsp;&nbsp; $(321614) | MSI |
| Kingdom of Saudi Arabia (D17) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.551% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34633 | &nbsp;&nbsp;&nbsp;&nbsp;(4036) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38669 | MSI |
| People's Republic of China (D17) | 12/20/26 | 1.000%(Q) | 12000 | &nbsp;&nbsp;&nbsp;0.439% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256402 | &nbsp;&nbsp;&nbsp;(24218) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280620 | MSI |
| Republic of Argentina (D17) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | 34.511% | &nbsp;&nbsp;&nbsp;(1283259) | &nbsp;&nbsp;&nbsp;&nbsp;(4036) | &nbsp;&nbsp;&nbsp;(1279223) | MSI |
| Republic of Chile (D17) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.794% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17123 | &nbsp;&nbsp;&nbsp;&nbsp;(4036) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21159 | MSI |
| Republic of Colombia (D17) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;2.222% | &nbsp;&nbsp;&nbsp;&nbsp;(206395) | &nbsp;&nbsp;&nbsp;(10091) | &nbsp;&nbsp;&nbsp;&nbsp;(196304) | MSI |
| Republic of Indonesia (D17) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;0.686% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111838 | &nbsp;&nbsp;&nbsp;(18164) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130002 | MSI |
| Republic of Panama (D17) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.908% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8974 | &nbsp;&nbsp;&nbsp;&nbsp;(4036) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13010 | MSI |
| Republic of Peru (D17) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.962% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5069 | &nbsp;&nbsp;&nbsp;&nbsp;(4036) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9105 | MSI |
| Republic of Philippines (D17) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.732% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21585 | &nbsp;&nbsp;&nbsp;&nbsp;(4036) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25621 | MSI |
| Republic of South Africa (D17) | 12/20/26 | 1.000%(Q) | 11000 | &nbsp;&nbsp;&nbsp;2.130% | &nbsp;&nbsp;&nbsp;&nbsp;(420356) | &nbsp;&nbsp;&nbsp;(22200) | &nbsp;&nbsp;&nbsp;&nbsp;(398156) | MSI |
| Republic of Turkey (D17) | 12/20/26 | 1.000%(Q) | 12000 | &nbsp;&nbsp;&nbsp;5.264% | &nbsp;&nbsp;&nbsp;(1632471) | &nbsp;&nbsp;&nbsp;(24218) | &nbsp;&nbsp;&nbsp;(1608253) | MSI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| State of Qatar (D17) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.379% | &nbsp;&nbsp; $47191 | $(4036) | &nbsp;&nbsp; $51227 | MSI |
| United Mexican States (D17) | 12/20/26 | 1.000%(Q) | 11000 | &nbsp;&nbsp;&nbsp;0.943% | &nbsp;&nbsp;&nbsp;&nbsp;35382 | &nbsp;&nbsp;&nbsp;(22200) | &nbsp;&nbsp;&nbsp;&nbsp;57582 | MSI |
| Emirate of Abu Dhabi (D18) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;0.351% | &nbsp;&nbsp;&nbsp;&nbsp;24636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(274) | &nbsp;&nbsp;&nbsp;&nbsp;24910 | BOA |
| Federation of Malaysia (D18) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.540% | &nbsp;&nbsp;&nbsp;&nbsp;35393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(549) | &nbsp;&nbsp;&nbsp;&nbsp;35942 | BOA |
| Federative Republic of Brazil (D18) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;1.854% | &nbsp;&nbsp;&nbsp;(172916) | &nbsp;&nbsp;&nbsp;&nbsp;(1646) | &nbsp;&nbsp;&nbsp;(171270) | BOA |
| Kingdom of Saudi Arabia (D18) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;0.551% | &nbsp;&nbsp;&nbsp;&nbsp;17317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(274) | &nbsp;&nbsp;&nbsp;&nbsp;17591 | BOA |
| People's Republic of China (D18) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;0.439% | &nbsp;&nbsp;&nbsp;&nbsp;128201 | &nbsp;&nbsp;&nbsp;&nbsp;(1646) | &nbsp;&nbsp;&nbsp;&nbsp;129847 | BOA |
| Republic of Argentina (D18) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;1000 | 34.511% | &nbsp;&nbsp;&nbsp;(641629) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(274) | &nbsp;&nbsp;&nbsp;(641355) | BOA |
| Republic of Chile (D18) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;0.794% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(274) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8836 | BOA |
| Republic of Colombia (D18) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;2.222% | &nbsp;&nbsp;&nbsp;(103198) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(686) | &nbsp;&nbsp;&nbsp;(102512) | BOA |
| Republic of Indonesia (D18) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;0.686% | &nbsp;&nbsp;&nbsp;&nbsp;55919 | &nbsp;&nbsp;&nbsp;&nbsp;(1234) | &nbsp;&nbsp;&nbsp;&nbsp;57153 | BOA |
| Republic of Panama (D18) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;0.908% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(274) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4761 | BOA |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Republic of Peru (D18) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;0.962% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2534 | &nbsp;&nbsp; $(274) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2808 | BOA |
| Republic of Philippines (D18) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;0.732% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10793 | &nbsp;&nbsp;&nbsp;&nbsp;(274) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11067 | BOA |
| Republic of South Africa (D18) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;2.130% | &nbsp;&nbsp;&nbsp;&nbsp;(210178) | &nbsp;&nbsp;&nbsp;(1509) | &nbsp;&nbsp;&nbsp;&nbsp;(208669) | BOA |
| Republic of Turkey (D18) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;5.264% | &nbsp;&nbsp;&nbsp;&nbsp;(816236) | &nbsp;&nbsp;&nbsp;(1646) | &nbsp;&nbsp;&nbsp;&nbsp;(814590) | BOA |
| State of Qatar (D18) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;0.379% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23596 | &nbsp;&nbsp;&nbsp;&nbsp;(274) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23870 | BOA |
| United Mexican States (D18) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;0.943% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17691 | &nbsp;&nbsp;&nbsp;(1509) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19200 | BOA |
| Emirate of Abu Dhabi (D19) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49272 | &nbsp;&nbsp;&nbsp;&nbsp;(733) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50005 | MSI |
| Federation of Malaysia (D19) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70788 | &nbsp;&nbsp;&nbsp;(1466) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72254 | MSI |
| Federative Republic of Brazil (D19) | 12/20/26 | 1.000%(Q) | 12000 | &nbsp;&nbsp;&nbsp;1.854% | &nbsp;&nbsp;&nbsp;&nbsp;(345832) | &nbsp;&nbsp;&nbsp;(4399) | &nbsp;&nbsp;&nbsp;&nbsp;(341433) | MSI |
| Kingdom of Saudi Arabia (D19) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.551% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34633 | &nbsp;&nbsp;&nbsp;&nbsp;(733) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35366 | MSI |
| People's Republic of China (D19) | 12/20/26 | 1.000%(Q) | 12000 | &nbsp;&nbsp;&nbsp;0.439% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256402 | &nbsp;&nbsp;&nbsp;(4399) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260801 | MSI |
| Republic of Argentina (D19) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | 34.511% | &nbsp;&nbsp;&nbsp;(1283259) | &nbsp;&nbsp;&nbsp;&nbsp;(733) | &nbsp;&nbsp;&nbsp;(1282526) | MSI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Republic of Chile (D19) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | 0.794% | &nbsp;&nbsp;&nbsp;&nbsp; $17123 | &nbsp;&nbsp; $(733) | &nbsp;&nbsp;&nbsp;&nbsp; $17856 | MSI |
| Republic of Colombia (D19) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;5000 | 2.222% | &nbsp;&nbsp;&nbsp;&nbsp;(206395) | &nbsp;&nbsp;&nbsp;(1833) | &nbsp;&nbsp;&nbsp;&nbsp;(204562) | MSI |
| Republic of Indonesia (D19) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;9000 | 0.686% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111837 | &nbsp;&nbsp;&nbsp;(3300) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115137 | MSI |
| Republic of Panama (D19) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | 0.908% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8974 | &nbsp;&nbsp;&nbsp;&nbsp;(733) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9707 | MSI |
| Republic of Peru (D19) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | 0.962% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5068 | &nbsp;&nbsp;&nbsp;&nbsp;(733) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5801 | MSI |
| Republic of Philippines (D19) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | 0.732% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21585 | &nbsp;&nbsp;&nbsp;&nbsp;(733) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22318 | MSI |
| Republic of South Africa (D19) | 12/20/26 | 1.000%(Q) | 11000 | 2.130% | &nbsp;&nbsp;&nbsp;&nbsp;(420356) | &nbsp;&nbsp;&nbsp;(4033) | &nbsp;&nbsp;&nbsp;&nbsp;(416323) | MSI |
| Republic of Turkey (D19) | 12/20/26 | 1.000%(Q) | 12000 | 5.264% | &nbsp;&nbsp;&nbsp;(1632471) | &nbsp;&nbsp;&nbsp;(4399) | &nbsp;&nbsp;&nbsp;(1628072) | MSI |
| State of Qatar (D19) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | 0.379% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47191 | &nbsp;&nbsp;&nbsp;&nbsp;(733) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47924 | MSI |
| United Mexican States (D19) | 12/20/26 | 1.000%(Q) | 11000 | 0.943% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35382 | &nbsp;&nbsp;&nbsp;(4033) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39415 | MSI |
| Emirate of Abu Dhabi (D20) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | 0.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98544 | &nbsp;&nbsp;&nbsp;(1466) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100010 | MSI |
| Federation of Malaysia (D20) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;8000 | 0.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141575 | &nbsp;&nbsp;&nbsp;(2933) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144508 | MSI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Federative Republic of Brazil (D20) | 12/20/26 | 1.000%(Q) | 24000 | &nbsp;&nbsp;&nbsp;1.854% | &nbsp;&nbsp; $(691664) | $(8799) | &nbsp;&nbsp; $(682865) | MSI |
| Kingdom of Saudi Arabia (D20) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.551% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69265 | &nbsp;&nbsp;&nbsp;(1466) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70731 | MSI |
| People's Republic of China (D20) | 12/20/26 | 1.000%(Q) | 24000 | &nbsp;&nbsp;&nbsp;0.439% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512803 | &nbsp;&nbsp;&nbsp;(8799) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521602 | MSI |
| Republic of Argentina (D20) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | 34.511% | &nbsp;&nbsp;&nbsp;(2566518) | &nbsp;&nbsp;&nbsp;(1466) | &nbsp;&nbsp;&nbsp;(2565052) | MSI |
| Republic of Chile (D20) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.794% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34246 | &nbsp;&nbsp;&nbsp;(1466) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35712 | MSI |
| Republic of Colombia (D20) | 12/20/26 | 1.000%(Q) | 10000 | &nbsp;&nbsp;&nbsp;2.222% | &nbsp;&nbsp;&nbsp;&nbsp;(412790) | &nbsp;&nbsp;&nbsp;(3666) | &nbsp;&nbsp;&nbsp;&nbsp;(409124) | MSI |
| Republic of Indonesia (D20) | 12/20/26 | 1.000%(Q) | 18000 | &nbsp;&nbsp;&nbsp;0.686% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223676 | &nbsp;&nbsp;&nbsp;(6599) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230275 | MSI |
| Republic of Panama (D20) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.908% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17947 | &nbsp;&nbsp;&nbsp;(1466) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19413 | MSI |
| Republic of Peru (D20) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.962% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10137 | &nbsp;&nbsp;&nbsp;(1466) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11603 | MSI |
| Republic of Philippines (D20) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.732% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43170 | &nbsp;&nbsp;&nbsp;(1466) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44636 | MSI |
| Republic of South Africa (D20) | 12/20/26 | 1.000%(Q) | 22000 | &nbsp;&nbsp;&nbsp;2.130% | &nbsp;&nbsp;&nbsp;&nbsp;(840712) | &nbsp;&nbsp;&nbsp;(8066) | &nbsp;&nbsp;&nbsp;&nbsp;(832646) | MSI |
| Republic of Turkey (D20) | 12/20/26 | 1.000%(Q) | 24000 | &nbsp;&nbsp;&nbsp;5.264% | &nbsp;&nbsp;&nbsp;(3264942) | &nbsp;&nbsp;&nbsp;(8799) | &nbsp;&nbsp;&nbsp;(3256143) | MSI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| State of Qatar (D20) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.379% | &nbsp;&nbsp;&nbsp;&nbsp; $94382 | $(1466) | &nbsp;&nbsp;&nbsp;&nbsp; $95848 | MSI |
| United Mexican States (D20) | 12/20/26 | 1.000%(Q) | 22000 | &nbsp;&nbsp;&nbsp;0.943% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70763 | &nbsp;&nbsp;&nbsp;(8066) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78829 | MSI |
| Emirate of Abu Dhabi (D21) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.313% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46017 | &nbsp;&nbsp;&nbsp;&nbsp;(760) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46777 | BARC |
| Federation of Malaysia (D21) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.479% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70554 | &nbsp;&nbsp;&nbsp;(1520) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72074 | BARC |
| Federative Republic of Brazil (D21) | 06/20/26 | 1.000%(Q) | 12000 | &nbsp;&nbsp;&nbsp;1.656% | &nbsp;&nbsp;&nbsp;&nbsp;(230152) | &nbsp;&nbsp;&nbsp;(4559) | &nbsp;&nbsp;&nbsp;&nbsp;(225593) | BARC |
| Kingdom of Saudi Arabia (D21) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.521% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32685 | &nbsp;&nbsp;&nbsp;&nbsp;(760) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33445 | BARC |
| People's Republic of China (D21) | 06/20/26 | 1.000%(Q) | 12000 | &nbsp;&nbsp;&nbsp;0.399% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242385 | &nbsp;&nbsp;&nbsp;(4559) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246944 | BARC |
| Republic of Argentina (D21) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | 34.992% | &nbsp;&nbsp;&nbsp;(1248921) | &nbsp;&nbsp;&nbsp;&nbsp;(760) | &nbsp;&nbsp;&nbsp;(1248161) | BARC |
| Republic of Chile (D21) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.717% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20239 | &nbsp;&nbsp;&nbsp;&nbsp;(760) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20999 | BARC |
| Republic of Colombia (D21) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;2.065% | &nbsp;&nbsp;&nbsp;&nbsp;(157837) | &nbsp;&nbsp;&nbsp;(1900) | &nbsp;&nbsp;&nbsp;&nbsp;(155937) | BARC |
| Republic of Indonesia (D21) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;0.605% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122724 | &nbsp;&nbsp;&nbsp;(3419) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126143 | BARC |
| Republic of Panama (D21) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.834% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12841 | &nbsp;&nbsp;&nbsp;&nbsp;(760) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13601 | BARC |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Republic of Peru (D21) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.880% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $9923 | &nbsp;&nbsp; $(760) | &nbsp;&nbsp;&nbsp;&nbsp; $10683 | BARC |
| Republic of Philippines (D21) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.651% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24353 | &nbsp;&nbsp;&nbsp;&nbsp;(760) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25113 | BARC |
| Republic of South Africa (D21) | 06/20/26 | 1.000%(Q) | 10000 | &nbsp;&nbsp;&nbsp;1.957% | &nbsp;&nbsp;&nbsp;&nbsp;(283561) | &nbsp;&nbsp;&nbsp;(3799) | &nbsp;&nbsp;&nbsp;&nbsp;(279762) | BARC |
| Republic of Turkey (D21) | 06/20/26 | 1.000%(Q) | 12000 | &nbsp;&nbsp;&nbsp;5.164% | &nbsp;&nbsp;&nbsp;(1422324) | &nbsp;&nbsp;&nbsp;(4559) | &nbsp;&nbsp;&nbsp;(1417765) | BARC |
| State of Qatar (D21) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.340% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44250 | &nbsp;&nbsp;&nbsp;&nbsp;(760) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45010 | BARC |
| United Mexican States (D21) | 06/20/26 | 1.000%(Q) | 12000 | &nbsp;&nbsp;&nbsp;0.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70791 | &nbsp;&nbsp;&nbsp;(4559) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75350 | BARC |
| Emirate of Abu Dhabi (D22) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;0.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7391 | &nbsp;&nbsp;&nbsp;&nbsp;(131) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7522 | BOA |
| Federation of Malaysia (D22) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;0.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10618 | &nbsp;&nbsp;&nbsp;&nbsp;(262) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10880 | BOA |
| Federative Republic of Brazil (D22) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;1.854% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51875) | &nbsp;&nbsp;&nbsp;&nbsp;(785) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51090) | BOA |
| Kingdom of Saudi Arabia (D22) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;0.551% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5195 | &nbsp;&nbsp;&nbsp;&nbsp;(131) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5326 | BOA |
| People's Republic of China (D22) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;0.439% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38460 | &nbsp;&nbsp;&nbsp;&nbsp;(785) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39245 | BOA |
| Republic of Argentina (D22) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;300 | 34.511% | &nbsp;&nbsp;&nbsp;&nbsp;(192489) | &nbsp;&nbsp;&nbsp;&nbsp;(131) | &nbsp;&nbsp;&nbsp;&nbsp;(192358) | BOA |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Republic of Chile (D22) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;300 | 0.794% | &nbsp;&nbsp;&nbsp;&nbsp; $2568 | &nbsp;&nbsp; $(131) | &nbsp;&nbsp;&nbsp;&nbsp; $2699 | BOA |
| Republic of Colombia (D22) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;750 | 2.222% | &nbsp;&nbsp;&nbsp;&nbsp;(30959) | &nbsp;&nbsp;&nbsp;&nbsp;(327) | &nbsp;&nbsp;&nbsp;&nbsp;(30632) | BOA |
| Republic of Indonesia (D22) | 12/20/26 | 1.000%(Q) | 1350 | 0.686% | &nbsp;&nbsp;&nbsp;&nbsp;16775 | &nbsp;&nbsp;&nbsp;&nbsp;(589) | &nbsp;&nbsp;&nbsp;&nbsp;17364 | BOA |
| Republic of Panama (D22) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;300 | 0.908% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346 | &nbsp;&nbsp;&nbsp;&nbsp;(131) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1477 | BOA |
| Republic of Peru (D22) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;300 | 0.962% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;(131) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 | BOA |
| Republic of Philippines (D22) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;300 | 0.732% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3238 | &nbsp;&nbsp;&nbsp;&nbsp;(131) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3369 | BOA |
| Republic of South Africa (D22) | 12/20/26 | 1.000%(Q) | 1650 | 2.130% | &nbsp;&nbsp;&nbsp;&nbsp;(63054) | &nbsp;&nbsp;&nbsp;&nbsp;(720) | &nbsp;&nbsp;&nbsp;&nbsp;(62334) | BOA |
| Republic of Turkey (D22) | 12/20/26 | 1.000%(Q) | 1800 | 5.264% | &nbsp;&nbsp;&nbsp;(244871) | &nbsp;&nbsp;&nbsp;&nbsp;(785) | &nbsp;&nbsp;&nbsp;(244086) | BOA |
| State of Qatar (D22) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;300 | 0.379% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7078 | &nbsp;&nbsp;&nbsp;&nbsp;(131) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7209 | BOA |
| United Mexican States (D22) | 12/20/26 | 1.000%(Q) | 1650 | 0.943% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5307 | &nbsp;&nbsp;&nbsp;&nbsp;(720) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6027 | BOA |
| ADT Security Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.747% | &nbsp;&nbsp;&nbsp;&nbsp;(25492) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(23739) | CITI |
| AES Corp. (The) (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.505% | &nbsp;&nbsp;&nbsp;&nbsp;(12523) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(10770) | CITI |
| Airbus SE (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.460% | &nbsp;&nbsp;&nbsp;&nbsp;(10105) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8352) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Ally Financial, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.403% | $(60371) | $(1753) | $(58618) | CITI |
| Altice France SA (D23) | 06/20/24 | 0.250%(Q) | 4000 | 4.468% | &nbsp;&nbsp;&nbsp;(217012) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(215259) | CITI |
| Altria Group, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.298% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1409) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 | CITI |
| American Axle & Manufacturing, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 2.481% | &nbsp;&nbsp;&nbsp;(116856) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(115103) | CITI |
| Amkor Technology, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.588% | &nbsp;&nbsp;&nbsp;&nbsp;(16953) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(15200) | CITI |
| Anglo American PLC (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.553% | &nbsp;&nbsp;&nbsp;&nbsp;(15117) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(13364) | CITI |
| Anheuser-Busch InBev SA (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.380% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5793) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4040) | CITI |
| Apache Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.689% | &nbsp;&nbsp;&nbsp;&nbsp;(22376) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(20623) | CITI |
| ArcelorMittal SA (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.794% | &nbsp;&nbsp;&nbsp;&nbsp;(27978) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(26225) | CITI |
| Arrow Electronics, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.362% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4830) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3077) | CITI |
| AT&T, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.604% | &nbsp;&nbsp;&nbsp;&nbsp;(17820) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(16067) | CITI |
| Avient Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.955% | &nbsp;&nbsp;&nbsp;&nbsp;(36631) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(34878) | CITI |
| Avis Budget Group, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.804% | &nbsp;&nbsp;&nbsp;&nbsp;(81468) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(79715) | CITI |
| Avnet, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.468% | &nbsp;&nbsp;&nbsp;&nbsp;(10568) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8815) | CITI |
| Banco Bilbao Vizcaya Argentaria SA (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.868% | &nbsp;&nbsp;&nbsp;&nbsp;(32014) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(30261) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Banco Santander SA (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.840% | $(30535) | $(1753) | $(28782) | CITI |
| Barclays Bank PLC (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;(38443) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(36690) | CITI |
| Barclays Bank PLC (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.960% | &nbsp;&nbsp;&nbsp;&nbsp;(36952) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(35199) | CITI |
| Beazer Homes USA, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 2.336% | &nbsp;&nbsp;&nbsp;(109352) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(107599) | CITI |
| BNP Paribas SA (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.577% | &nbsp;&nbsp;&nbsp;&nbsp;(16439) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(14686) | CITI |
| Boeing Co. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.628% | &nbsp;&nbsp;&nbsp;&nbsp;(19106) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(17353) | CITI |
| British Telecommunications PLC (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.432% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8597) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6844) | CITI |
| Calpine Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 2.803% | &nbsp;&nbsp;&nbsp;(133039) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(131286) | CITI |
| Canadian Natural Resources Ltd. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.287% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(822) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 | CITI |
| CCO Holdings LLC (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.388% | &nbsp;&nbsp;&nbsp;&nbsp;(59566) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(57813) | CITI |
| Cellnex Telecom SA (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.736% | &nbsp;&nbsp;&nbsp;&nbsp;(24887) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(23134) | CITI |
| CMA CGM SA (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.565% | &nbsp;&nbsp;&nbsp;&nbsp;(68811) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(67058) | CITI |
| Constellium SE (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.835% | &nbsp;&nbsp;&nbsp;&nbsp;(82906) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(81153) | CITI |
| CSC Holdings LLC (D23) | 06/20/24 | 0.250%(Q) | 4000 | 9.230% | &nbsp;&nbsp;&nbsp;(442632) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(440879) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| DaVita, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.362% | $(58181) | $(1753) | $(56428) | CITI |
| Dell, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.488% | &nbsp;&nbsp;&nbsp;(11607) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(9854) | CITI |
| Delta Air Lines, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.116% | &nbsp;&nbsp;&nbsp;(45223) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(43470) | CITI |
| Deutsche Lufthansa AG (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.329% | &nbsp;&nbsp;&nbsp;(56382) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(54629) | CITI |
| Devon Energy Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.525% | &nbsp;&nbsp;&nbsp;(13592) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(11839) | CITI |
| Dow Chemical Co. (The) (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.359% | &nbsp;&nbsp;&nbsp;&nbsp;(4704) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(2951) | CITI |
| Elo SA (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.868% | &nbsp;&nbsp;&nbsp;(31995) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(30242) | CITI |
| Enbridge, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.500% | &nbsp;&nbsp;&nbsp;(12279) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(10526) | CITI |
| Energy Transfer LP (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.425% | &nbsp;&nbsp;&nbsp;&nbsp;(8252) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(6499) | CITI |
| Expedia Group, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.437% | &nbsp;&nbsp;&nbsp;&nbsp;(8887) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(7134) | CITI |
| Ford Motor Co. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.916% | &nbsp;&nbsp;&nbsp;(87183) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(85430) | CITI |
| Ford Motor Co. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.778% | &nbsp;&nbsp;&nbsp;(79952) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(78199) | CITI |
| Freeport-McMoRan, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.454% | &nbsp;&nbsp;&nbsp;&nbsp;(9785) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(8032) | CITI |
| Gap, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 2.076% | &nbsp;&nbsp;&nbsp;(95678) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(93925) | CITI |
| General Electric Co. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.394% | &nbsp;&nbsp;&nbsp;&nbsp;(6577) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(4824) | CITI |
| General Motors Co. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.987% | &nbsp;&nbsp;&nbsp;(38243) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(36490) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Glencore International AG (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.805% | $(28544) | $(1753) | $(26791) | CITI |
| Goldman Sachs Group, Inc. (The) (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.490% | &nbsp;&nbsp;&nbsp;(11740) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(9987) | CITI |
| Goodyear Tire & Rubber Co. (The) (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.751% | &nbsp;&nbsp;&nbsp;(78682) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(76929) | CITI |
| Halliburton Co. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.291% | &nbsp;&nbsp;&nbsp;&nbsp;(1015) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738 | CITI |
| Hapag-Lloyd AG (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.848% | &nbsp;&nbsp;&nbsp;(83688) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(81935) | CITI |
| HCA, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.521% | &nbsp;&nbsp;&nbsp;(13375) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(11622) | CITI |
| Hess Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.462% | &nbsp;&nbsp;&nbsp;(10199) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(8446) | CITI |
| Hochtief AG (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.795% | &nbsp;&nbsp;&nbsp;(28094) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(26341) | CITI |
| Host Hotels & Resorts LP (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.481% | &nbsp;&nbsp;&nbsp;(11258) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(9505) | CITI |
| HP, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.473% | &nbsp;&nbsp;&nbsp;(10797) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(9044) | CITI |
| ING Groep NV (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.580% | &nbsp;&nbsp;&nbsp;(16591) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(14838) | CITI |
| International Game Technology PLC (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.009% | &nbsp;&nbsp;&nbsp;(39455) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(37702) | CITI |
| iStar, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.363% | &nbsp;&nbsp;&nbsp;&nbsp;(4869) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(3116) | CITI |
| KB Home (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.177% | &nbsp;&nbsp;&nbsp;(48441) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(46688) | CITI |
| Kohl's Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 2.007% | &nbsp;&nbsp;&nbsp;(92057) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(90304) | CITI |
| Kraft Heinz Foods Co. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.313% | &nbsp;&nbsp;&nbsp;&nbsp;(2183) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(430) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Ladbrokes Coral Group Ltd. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.208% | $(49979) | $(1753) | $(48226) | CITI |
| Lennar Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.505% | &nbsp;&nbsp;&nbsp;&nbsp;(12531) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(10778) | CITI |
| Leonardo SpA (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.620% | &nbsp;&nbsp;&nbsp;&nbsp;(18693) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(16940) | CITI |
| Lloyds Banking Group PLC (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.673% | &nbsp;&nbsp;&nbsp;&nbsp;(21563) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(19810) | CITI |
| Louis Dreyfus Co. BV (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.535% | &nbsp;&nbsp;&nbsp;&nbsp;(14128) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(12375) | CITI |
| Lumen Technologies, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 3.982% | &nbsp;&nbsp;&nbsp;(193910) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(192157) | CITI |
| Macy's, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.161% | &nbsp;&nbsp;&nbsp;&nbsp;(47580) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(45827) | CITI |
| Marriott International, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.317% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2438) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(685) | CITI |
| Matterhorn Telecom Holding SA (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.248% | &nbsp;&nbsp;&nbsp;&nbsp;(52202) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(50449) | CITI |
| MDC Holdings, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.813% | &nbsp;&nbsp;&nbsp;&nbsp;(28998) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(27245) | CITI |
| MGIC Investment Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.599% | &nbsp;&nbsp;&nbsp;&nbsp;(17594) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(15841) | CITI |
| MGM Resorts International (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.413% | &nbsp;&nbsp;&nbsp;&nbsp;(60965) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(59212) | CITI |
| Nabors Industries, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.546% | &nbsp;&nbsp;&nbsp;&nbsp;(68088) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(66335) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| NatWest Group PLC (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.779% | $(27260) | $(1753) | $(25507) | CITI |
| Navient Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.480% | &nbsp;&nbsp;&nbsp;&nbsp;(64441) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(62688) | CITI |
| Netflix, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.391% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6424) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4671) | CITI |
| Newell Brands, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.853% | &nbsp;&nbsp;&nbsp;&nbsp;(31181) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(29428) | CITI |
| Nordstrom, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 2.257% | &nbsp;&nbsp;&nbsp;(105119) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(103366) | CITI |
| NOVA Chemicals Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.542% | &nbsp;&nbsp;&nbsp;&nbsp;(67773) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(66020) | CITI |
| NRG Energy, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 2.045% | &nbsp;&nbsp;&nbsp;&nbsp;(93988) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(92235) | CITI |
| Occidental Petroleum Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.542% | &nbsp;&nbsp;&nbsp;&nbsp;(14511) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(12758) | CITI |
| Olin Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.677% | &nbsp;&nbsp;&nbsp;&nbsp;(21739) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(19986) | CITI |
| OneMain Finance Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.632% | &nbsp;&nbsp;&nbsp;&nbsp;(72534) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(70781) | CITI |
| Ovintiv, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.521% | &nbsp;&nbsp;&nbsp;&nbsp;(13362) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(11609) | CITI |
| PulteGroup, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.494% | &nbsp;&nbsp;&nbsp;&nbsp;(11959) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(10206) | CITI |
| Radian Group, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.293% | &nbsp;&nbsp;&nbsp;&nbsp;(54541) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(52788) | CITI |
| Renault SA (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.005% | &nbsp;&nbsp;&nbsp;&nbsp;(39254) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(37501) | CITI |
| Rexel SA (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.969% | &nbsp;&nbsp;&nbsp;&nbsp;(37355) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(35602) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Reynolds American, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.483% | $(11361) | $(1753) | &nbsp;&nbsp;&nbsp; $(9608) | CITI |
| Ryder System, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.512% | &nbsp;&nbsp;&nbsp;&nbsp;(12908) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(11155) | CITI |
| Safeway, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.566% | &nbsp;&nbsp;&nbsp;&nbsp;(15789) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(14036) | CITI |
| Sealed Air Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.575% | &nbsp;&nbsp;&nbsp;&nbsp;(16293) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(14540) | CITI |
| Sirius XM Radio, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.739% | &nbsp;&nbsp;&nbsp;&nbsp;(25053) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(23300) | CITI |
| Societe Generale SA (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.666% | &nbsp;&nbsp;&nbsp;&nbsp;(21187) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(19434) | CITI |
| Southwest Airlines Co. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.541% | &nbsp;&nbsp;&nbsp;&nbsp;(14439) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(12686) | CITI |
| Standard Chartered PLC (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.641% | &nbsp;&nbsp;&nbsp;&nbsp;(19852) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(18099) | CITI |
| Stellantis NV (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.593% | &nbsp;&nbsp;&nbsp;&nbsp;(17248) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(15495) | CITI |
| Stena AB (D23) | 06/20/24 | 0.250%(Q) | 4000 | 2.866% | &nbsp;&nbsp;&nbsp;(136203) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(134450) | CITI |
| TechnipFMC PLC (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.161% | &nbsp;&nbsp;&nbsp;&nbsp;(47550) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(45797) | CITI |
| Teck Resources Ltd. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.580% | &nbsp;&nbsp;&nbsp;&nbsp;(16549) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(14796) | CITI |
| Tenet Healthcare Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;(68301) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(66548) | CITI |
| Tesco PLC (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.497% | &nbsp;&nbsp;&nbsp;&nbsp;(12106) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(10353) | CITI |
| Tesla, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.179% | &nbsp;&nbsp;&nbsp;&nbsp;(48462) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(46709) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Teva Pharmaceutical Industries Ltd. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.351% | $(57575) | $(1753) | $(55822) | CITI |
| T-Mobile USA, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.624% | &nbsp;&nbsp;&nbsp;&nbsp;(18906) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(17153) | CITI |
| Toll Brothers, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.792% | &nbsp;&nbsp;&nbsp;&nbsp;(27900) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(26147) | CITI |
| TransDigm, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.982% | &nbsp;&nbsp;&nbsp;&nbsp;(38035) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(36282) | CITI |
| UniCredit SpA (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.134% | &nbsp;&nbsp;&nbsp;&nbsp;(46200) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(44447) | CITI |
| United Airlines Holdings, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 2.293% | &nbsp;&nbsp;&nbsp;(107010) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(105257) | CITI |
| United Rentals North America, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.548% | &nbsp;&nbsp;&nbsp;&nbsp;(14843) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(13090) | CITI |
| United States Steel Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.434% | &nbsp;&nbsp;&nbsp;&nbsp;(62077) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(60324) | CITI |
| Univision Communications, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 3.277% | &nbsp;&nbsp;&nbsp;(157113) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(155360) | CITI |
| UPC Holding BV (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.516% | &nbsp;&nbsp;&nbsp;&nbsp;(66314) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(64561) | CITI |
| Valero Energy Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1758 | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3511 | CITI |
| Verizon Communications, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.631% | &nbsp;&nbsp;&nbsp;&nbsp;(19284) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(17531) | CITI |
| Virgin Media Finance PLC (D23) | 06/20/24 | 0.250%(Q) | 4000 | 2.092% | &nbsp;&nbsp;&nbsp;&nbsp;(96418) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(94665) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Vistra Energy Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 2.439% | $(114292) | $(1753) | $(112539) | CITI |
| Xerox Corp. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 2.005% | &nbsp;&nbsp;&nbsp;&nbsp;(91973) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(90220) | CITI |
| Yum! Brands, Inc. (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.413% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7607) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5854) | CITI |
| Ziggo Bond Co. BV (D23) | 06/20/24 | 0.250%(Q) | 4000 | 1.669% | &nbsp;&nbsp;&nbsp;&nbsp;(74403) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(72650) | CITI |
| Zurich Versicherungs-Gesellschaft AG (D23) | 06/20/24 | 0.250%(Q) | 4000 | 0.517% | &nbsp;&nbsp;&nbsp;&nbsp;(13178) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(11425) | CITI |
| Adecco Group AG (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.484% | &nbsp;&nbsp;&nbsp;&nbsp;(19665) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(17407) | CITI |
| AES Corp. (The) (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.577% | &nbsp;&nbsp;&nbsp;&nbsp;(28056) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(25798) | CITI |
| Ally Financial, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 1.546% | &nbsp;&nbsp;&nbsp;(114262) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(112004) | CITI |
| Alstom SA (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.706% | &nbsp;&nbsp;&nbsp;&nbsp;(39664) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(37406) | CITI |
| American Axle & Manufacturing, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 2.833% | &nbsp;&nbsp;&nbsp;(225813) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(223555) | CITI |
| Amkor Technology, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.631% | &nbsp;&nbsp;&nbsp;&nbsp;(32958) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(30700) | CITI |
| Anglo American PLC (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.602% | &nbsp;&nbsp;&nbsp;&nbsp;(30352) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(28094) | CITI |
| Anheuser-Busch InBev SA (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.400% | &nbsp;&nbsp;&nbsp;&nbsp;(12134) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9876) | CITI |
| Apache Corp. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.763% | &nbsp;&nbsp;&nbsp;&nbsp;(44751) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(42493) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| ArcelorMittal SA (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.869% | $(54298) | $(2258) | $(52040) | CITI |
| Arrow Electronics, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.403% | &nbsp;&nbsp;&nbsp;&nbsp;(12386) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(10128) | CITI |
| Ashland LLC (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.471% | &nbsp;&nbsp;&nbsp;&nbsp;(18560) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(16302) | CITI |
| AT&T, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.635% | &nbsp;&nbsp;&nbsp;&nbsp;(33327) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(31069) | CITI |
| Avient Corp. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 1.114% | &nbsp;&nbsp;&nbsp;&nbsp;(76175) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(73917) | CITI |
| Avnet, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.520% | &nbsp;&nbsp;&nbsp;&nbsp;(22989) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(20731) | CITI |
| Bayer AG (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.401% | &nbsp;&nbsp;&nbsp;&nbsp;(12218) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9960) | CITI |
| Best Buy Co., Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.533% | &nbsp;&nbsp;&nbsp;&nbsp;(24161) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(21903) | CITI |
| Block Financial LLC (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.341% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6800) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4542) | CITI |
| Boeing Co. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.678% | &nbsp;&nbsp;&nbsp;&nbsp;(37145) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(34887) | CITI |
| Boyd Gaming Corp. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.811% | &nbsp;&nbsp;&nbsp;&nbsp;(49260) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(47002) | CITI |
| British Telecommunications PLC (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.480% | &nbsp;&nbsp;&nbsp;&nbsp;(19349) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(17091) | CITI |
| CCO Holdings LLC (D24) | 12/20/24 | 0.250%(Q) | 5000 | 1.571% | &nbsp;&nbsp;&nbsp;(116501) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(114243) | CITI |
| Centrica PLC (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.474% | &nbsp;&nbsp;&nbsp;&nbsp;(18783) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(16525) | CITI |
| Cleveland-Cliffs, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 1.519% | &nbsp;&nbsp;&nbsp;(111979) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(109721) | CITI |
| CMA CGM SA (D24) | 12/20/24 | 0.250%(Q) | 5000 | 1.679% | &nbsp;&nbsp;&nbsp;(125749) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(123491) | CITI |
| CNH Industrial NV (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.463% | &nbsp;&nbsp;&nbsp;&nbsp;(17823) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(15565) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Darden Restaurants, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.331% | &nbsp;&nbsp;&nbsp; $(5837) | $(2258) | &nbsp;&nbsp;&nbsp; $(3579) | CITI |
| Dell, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.565% | &nbsp;&nbsp;&nbsp;&nbsp;(26994) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(24736) | CITI |
| Devon Energy Corp. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.562% | &nbsp;&nbsp;&nbsp;&nbsp;(26767) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(24509) | CITI |
| Dow Chemical Co. (The) (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.414% | &nbsp;&nbsp;&nbsp;&nbsp;(13423) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(11165) | CITI |
| DXC Technology Co. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.711% | &nbsp;&nbsp;&nbsp;&nbsp;(40106) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(37848) | CITI |
| Expedia Group, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.494% | &nbsp;&nbsp;&nbsp;&nbsp;(20609) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(18351) | CITI |
| Ford Motor Co. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 2.047% | &nbsp;&nbsp;&nbsp;(157775) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(155517) | CITI |
| Freeport-McMoRan, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.513% | &nbsp;&nbsp;&nbsp;&nbsp;(22299) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(20041) | CITI |
| General Electric Co. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.425% | &nbsp;&nbsp;&nbsp;&nbsp;(14382) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(12124) | CITI |
| General Motors Co. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 1.051% | &nbsp;&nbsp;&nbsp;&nbsp;(70490) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(68232) | CITI |
| GKN Holdings Ltd. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.588% | &nbsp;&nbsp;&nbsp;&nbsp;(29059) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(26801) | CITI |
| Goodyear Tire & Rubber Co. (The) (D24) | 12/20/24 | 0.250%(Q) | 5000 | 1.960% | &nbsp;&nbsp;&nbsp;(150458) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(148200) | CITI |
| Halliburton Co. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.321% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4960) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2702) | CITI |
| Hapag-Lloyd AG (D24) | 12/20/24 | 0.250%(Q) | 5000 | 1.977% | &nbsp;&nbsp;&nbsp;(151757) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(149499) | CITI |
| HCA, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.595% | &nbsp;&nbsp;&nbsp;&nbsp;(29689) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(27431) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Holcim AG (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.465% | $(17945) | $(2258) | $(15687) | CITI |
| Howmet Aerospace, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.462% | &nbsp;&nbsp;&nbsp;&nbsp;(17716) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(15458) | CITI |
| HP, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.540% | &nbsp;&nbsp;&nbsp;&nbsp;(24720) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(22462) | CITI |
| Iron Mountain, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.832% | &nbsp;&nbsp;&nbsp;&nbsp;(50975) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(48717) | CITI |
| ITV PLC (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.754% | &nbsp;&nbsp;&nbsp;&nbsp;(43968) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(41710) | CITI |
| J Sainsbury PLC (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.520% | &nbsp;&nbsp;&nbsp;&nbsp;(22920) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(20662) | CITI |
| KB Home (D24) | 12/20/24 | 0.250%(Q) | 5000 | 1.342% | &nbsp;&nbsp;&nbsp;&nbsp;(96450) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(94192) | CITI |
| Koninklijke KPN NV (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.308% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3806) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1548) | CITI |
| Koninklijke Philips NV (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.543% | &nbsp;&nbsp;&nbsp;&nbsp;(25060) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(22802) | CITI |
| Kraft Heinz Foods Co. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.354% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7921) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5663) | CITI |
| Lamb Weston Holdings, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.514% | &nbsp;&nbsp;&nbsp;&nbsp;(22437) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(20179) | CITI |
| Lanxess AG (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.705% | &nbsp;&nbsp;&nbsp;&nbsp;(39607) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(37349) | CITI |
| Lennar Corp. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.560% | &nbsp;&nbsp;&nbsp;&nbsp;(26537) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(24279) | CITI |
| Macy's, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 1.364% | &nbsp;&nbsp;&nbsp;&nbsp;(98372) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(96114) | CITI |
| Marks & Spencer PLC (D24) | 12/20/24 | 0.250%(Q) | 5000 | 1.527% | &nbsp;&nbsp;&nbsp;(112686) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(110428) | CITI |
| Marriott International, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.342% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6881) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4623) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Matterhorn Telecom Holding SA (D24) | 12/20/24 | 0.250%(Q) | 5000 | 1.443% | $(105334) | $(2258) | $(103076) | CITI |
| MDC Holdings, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.884% | &nbsp;&nbsp;&nbsp;&nbsp;(55575) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(53317) | CITI |
| Meritor, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.128% | &nbsp;&nbsp;&nbsp;&nbsp;12601 | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;14859 | CITI |
| Motorola Solutions, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.249% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582 | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3840 | CITI |
| Netflix, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.432% | &nbsp;&nbsp;&nbsp;&nbsp;(15022) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(12764) | CITI |
| New Albertsons, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.659% | &nbsp;&nbsp;&nbsp;&nbsp;(35521) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(33263) | CITI |
| Next PLC (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.784% | &nbsp;&nbsp;&nbsp;&nbsp;(46639) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(44381) | CITI |
| Nokia OYJ (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.515% | &nbsp;&nbsp;&nbsp;&nbsp;(22532) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(20274) | CITI |
| Nordstrom, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 2.599% | &nbsp;&nbsp;&nbsp;(205682) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(203424) | CITI |
| NRG Energy, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 2.229% | &nbsp;&nbsp;&nbsp;(173556) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(171298) | CITI |
| Olin Corp. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.779% | &nbsp;&nbsp;&nbsp;&nbsp;(46212) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(43954) | CITI |
| Oracle Corp. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.368% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9209) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6951) | CITI |
| Paramount Global (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.873% | &nbsp;&nbsp;&nbsp;&nbsp;(54683) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(52425) | CITI |
| Pearson PLC (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.339% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6609) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4351) | CITI |
| Petroleo Brasileiro SA (D24) | 12/20/24 | 0.250%(Q) | 5000 | 1.376% | &nbsp;&nbsp;&nbsp;&nbsp;(99698) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(97440) | CITI |
| Premier Foods Finance PLC (D24) | 12/20/24 | 0.250%(Q) | 5000 | 1.348% | &nbsp;&nbsp;&nbsp;&nbsp;(96629) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(94371) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Publicis Groupe SA (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.380% | $(10273) | $(2258) | &nbsp;&nbsp;&nbsp; $(8015) | CITI |
| RELX PLC (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.231% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3184 | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5442 | CITI |
| Rexel SA (D24) | 12/20/24 | 0.250%(Q) | 5000 | 1.078% | &nbsp;&nbsp;&nbsp;&nbsp;(72894) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(70636) | CITI |
| SES SA (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.627% | &nbsp;&nbsp;&nbsp;&nbsp;(32538) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(30280) | CITI |
| Sherwin-Williams Co. (The) (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.490% | &nbsp;&nbsp;&nbsp;&nbsp;(20248) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(17990) | CITI |
| Sirius XM Radio, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.823% | &nbsp;&nbsp;&nbsp;&nbsp;(50128) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(47870) | CITI |
| Stora Enso OYJ (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.464% | &nbsp;&nbsp;&nbsp;&nbsp;(17921) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(15663) | CITI |
| Teck Resources Ltd. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.663% | &nbsp;&nbsp;&nbsp;&nbsp;(35869) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(33611) | CITI |
| Telecom Italia SpA (D24) | 12/20/24 | 0.250%(Q) | 5000 | 2.320% | &nbsp;&nbsp;&nbsp;(181435) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(179177) | CITI |
| Telefonaktiebolaget LM Ericsson (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.939% | &nbsp;&nbsp;&nbsp;&nbsp;(60505) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(58247) | CITI |
| Telefonica SA (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.458% | &nbsp;&nbsp;&nbsp;&nbsp;(17366) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(15108) | CITI |
| Tenet Healthcare Corp. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 1.906% | &nbsp;&nbsp;&nbsp;(146303) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(144045) | CITI |
| Tesco PLC (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.556% | &nbsp;&nbsp;&nbsp;&nbsp;(26169) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(23911) | CITI |
| Tesla, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 1.263% | &nbsp;&nbsp;&nbsp;&nbsp;(89226) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(86968) | CITI |
| Teva Pharmaceutical Industries Ltd. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 1.503% | &nbsp;&nbsp;&nbsp;(110431) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(108173) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| T-Mobile USA, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.666% | $(36038) | $(2258) | $(33780) | CITI |
| Unisys Corp. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 8.350% | &nbsp;&nbsp;&nbsp;(648618) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(646360) | CITI |
| United Rentals North America, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.623% | &nbsp;&nbsp;&nbsp;&nbsp;(32257) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(29999) | CITI |
| Universal Health Services, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.564% | &nbsp;&nbsp;&nbsp;&nbsp;(26957) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(24699) | CITI |
| Univision Communications, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 3.526% | &nbsp;&nbsp;&nbsp;(282870) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(280612) | CITI |
| UPC Holding BV (D24) | 12/20/24 | 0.250%(Q) | 5000 | 1.690% | &nbsp;&nbsp;&nbsp;(126888) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(124630) | CITI |
| Verizon Communications, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.663% | &nbsp;&nbsp;&nbsp;&nbsp;(35776) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(33518) | CITI |
| Virgin Media Finance PLC (D24) | 12/20/24 | 0.250%(Q) | 5000 | 2.292% | &nbsp;&nbsp;&nbsp;(179054) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(176796) | CITI |
| Whirlpool Corp. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.486% | &nbsp;&nbsp;&nbsp;&nbsp;(19858) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(17600) | CITI |
| WPP Ltd. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.481% | &nbsp;&nbsp;&nbsp;&nbsp;(19403) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(17145) | CITI |
| Xerox Corp. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 2.227% | &nbsp;&nbsp;&nbsp;(173568) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(171310) | CITI |
| Yum! Brands, Inc. (D24) | 12/20/24 | 0.250%(Q) | 5000 | 0.464% | &nbsp;&nbsp;&nbsp;&nbsp;(17858) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(15600) | CITI |
| Advanced Micro Devices, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.317% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2407) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(654) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| AES Corp. (The) (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.505% | $(12523) | $(1753) | $(10770) | CITI |
| Airbus SE (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.460% | &nbsp;&nbsp;&nbsp;&nbsp;(10105) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8352) | CITI |
| Ally Financial, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.403% | &nbsp;&nbsp;&nbsp;&nbsp;(60371) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(58618) | CITI |
| Altria Group, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.298% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1409) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 | CITI |
| American Axle & Manufacturing, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 2.481% | &nbsp;&nbsp;&nbsp;(116856) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(115103) | CITI |
| Anglo American PLC (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.553% | &nbsp;&nbsp;&nbsp;&nbsp;(15117) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(13364) | CITI |
| Anheuser-Busch InBev SA (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.380% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5793) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4040) | CITI |
| Apache Corp. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.689% | &nbsp;&nbsp;&nbsp;&nbsp;(22376) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(20623) | CITI |
| Aramark Services, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.784% | &nbsp;&nbsp;&nbsp;&nbsp;(27509) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(25756) | CITI |
| ArcelorMittal SA (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.794% | &nbsp;&nbsp;&nbsp;&nbsp;(27978) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(26225) | CITI |
| Arrow Electronics, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.362% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4830) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3077) | CITI |
| AT&T, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.604% | &nbsp;&nbsp;&nbsp;&nbsp;(17820) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(16067) | CITI |
| AutoZone, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.219% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2877 | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4630 | CITI |
| Avnet, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.468% | &nbsp;&nbsp;&nbsp;&nbsp;(10568) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8815) | CITI |
| Banco Bilbao Vizcaya Argentaria SA (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.868% | &nbsp;&nbsp;&nbsp;&nbsp;(32014) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(30261) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Barclays Bank PLC (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.989% | $(38443) | $(1753) | $(36690) | CITI |
| Barclays Bank PLC (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.960% | &nbsp;&nbsp;&nbsp;&nbsp;(36952) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(35199) | CITI |
| Beazer Homes USA, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 2.336% | &nbsp;&nbsp;&nbsp;(109352) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(107599) | CITI |
| BNP Paribas SA (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.577% | &nbsp;&nbsp;&nbsp;&nbsp;(16439) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(14686) | CITI |
| Boeing Co. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.628% | &nbsp;&nbsp;&nbsp;&nbsp;(19106) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(17353) | CITI |
| British Telecommunications PLC (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.432% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8597) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6844) | CITI |
| Calpine Corp. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 2.803% | &nbsp;&nbsp;&nbsp;(133039) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(131286) | CITI |
| Campbell Soup Co. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.192% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4315 | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6068 | CITI |
| Canadian Natural Resources Ltd. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.287% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(822) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 | CITI |
| CMA CGM SA (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.565% | &nbsp;&nbsp;&nbsp;&nbsp;(68811) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(67058) | CITI |
| Conagra Brands, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.272% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1767 | CITI |
| ConocoPhillips (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.219% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2873 | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4626 | CITI |
| Constellium SE (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.835% | &nbsp;&nbsp;&nbsp;&nbsp;(82906) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(81153) | CITI |
| CSC Holdings LLC (D25) | 06/20/24 | 0.250%(Q) | 4000 | 9.230% | &nbsp;&nbsp;&nbsp;(442632) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(440879) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Darden Restaurants, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.301% | $(1540) | $(1753) | &nbsp;&nbsp;&nbsp;&nbsp; $213 | CITI |
| Dell, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.488% | &nbsp;&nbsp;&nbsp;(11607) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(9854) | CITI |
| Delta Air Lines, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.116% | &nbsp;&nbsp;&nbsp;(45223) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(43470) | CITI |
| Deutsche Lufthansa AG (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.329% | &nbsp;&nbsp;&nbsp;(56382) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(54629) | CITI |
| Devon Energy Corp. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.525% | &nbsp;&nbsp;&nbsp;(13592) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(11839) | CITI |
| Dow Chemical Co. (The) (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.359% | &nbsp;&nbsp;&nbsp;&nbsp;(4704) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(2951) | CITI |
| DXC Technology Co. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.628% | &nbsp;&nbsp;&nbsp;(19123) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(17370) | CITI |
| Eastman Chemical Co. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.376% | &nbsp;&nbsp;&nbsp;&nbsp;(5583) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(3830) | CITI |
| Elo SA (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.868% | &nbsp;&nbsp;&nbsp;(31995) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(30242) | CITI |
| Enbridge, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.500% | &nbsp;&nbsp;&nbsp;(12279) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(10526) | CITI |
| Energy Transfer LP (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.425% | &nbsp;&nbsp;&nbsp;&nbsp;(8252) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(6499) | CITI |
| Expedia Group, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.437% | &nbsp;&nbsp;&nbsp;&nbsp;(8887) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(7134) | CITI |
| Ford Motor Co. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.916% | &nbsp;&nbsp;&nbsp;(87183) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(85430) | CITI |
| Ford Motor Co. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.778% | &nbsp;&nbsp;&nbsp;(79952) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(78199) | CITI |
| Freeport-McMoRan, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.454% | &nbsp;&nbsp;&nbsp;&nbsp;(9785) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(8032) | CITI |
| Gap, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 2.076% | &nbsp;&nbsp;&nbsp;(95678) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(93925) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| General Electric Co. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.394% | $(6577) | $(1753) | $(4824) | CITI |
| General Motors Co. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.987% | &nbsp;&nbsp;&nbsp;(38243) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(36490) | CITI |
| Glencore International AG (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.805% | &nbsp;&nbsp;&nbsp;(28544) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(26791) | CITI |
| Goldman Sachs Group, Inc. (The) (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.490% | &nbsp;&nbsp;&nbsp;(11740) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(9987) | CITI |
| Goodyear Tire & Rubber Co. (The) (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.751% | &nbsp;&nbsp;&nbsp;(78682) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(76929) | CITI |
| Halliburton Co. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.291% | &nbsp;&nbsp;&nbsp;&nbsp;(1015) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738 | CITI |
| Hapag-Lloyd AG (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.848% | &nbsp;&nbsp;&nbsp;(83688) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(81935) | CITI |
| HCA, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.521% | &nbsp;&nbsp;&nbsp;(13375) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(11622) | CITI |
| Hess Corp. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.462% | &nbsp;&nbsp;&nbsp;(10199) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(8446) | CITI |
| Host Hotels & Resorts LP (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.481% | &nbsp;&nbsp;&nbsp;(11258) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(9505) | CITI |
| HP, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.473% | &nbsp;&nbsp;&nbsp;(10797) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(9044) | CITI |
| ING Groep NV (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.580% | &nbsp;&nbsp;&nbsp;(16591) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(14838) | CITI |
| International Business Machines Corp. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.236% | &nbsp;&nbsp;&nbsp;&nbsp;1967 | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;3720 | CITI |
| International Game Technology PLC (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.009% | &nbsp;&nbsp;&nbsp;(39455) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(37702) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| International Paper Co. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.231% | &nbsp;&nbsp;&nbsp;&nbsp; $2211 | $(1753) | &nbsp;&nbsp;&nbsp;&nbsp; $3964 | CITI |
| iStar, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.363% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4869) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3116) | CITI |
| K&S AG (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.969% | &nbsp;&nbsp;&nbsp;&nbsp;(37315) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(35562) | CITI |
| KB Home (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.177% | &nbsp;&nbsp;&nbsp;&nbsp;(48441) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(46688) | CITI |
| Kohl's Corp. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 2.007% | &nbsp;&nbsp;&nbsp;&nbsp;(92057) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(90304) | CITI |
| Kraft Heinz Foods Co. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.313% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2183) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(430) | CITI |
| Ladbrokes Coral Group Ltd. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.208% | &nbsp;&nbsp;&nbsp;&nbsp;(49979) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(48226) | CITI |
| Lennar Corp. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.505% | &nbsp;&nbsp;&nbsp;&nbsp;(12531) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(10778) | CITI |
| Leonardo SpA (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.620% | &nbsp;&nbsp;&nbsp;&nbsp;(18693) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(16940) | CITI |
| Lloyds Banking Group PLC (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.673% | &nbsp;&nbsp;&nbsp;&nbsp;(21563) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(19810) | CITI |
| Louis Dreyfus Co. BV (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.535% | &nbsp;&nbsp;&nbsp;&nbsp;(14128) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(12375) | CITI |
| Lowe's Cos., Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.212% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3269 | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5022 | CITI |
| Lumen Technologies, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 3.982% | &nbsp;&nbsp;&nbsp;(193910) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(192157) | CITI |
| Macy's, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.161% | &nbsp;&nbsp;&nbsp;&nbsp;(47580) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(45827) | CITI |
| Marriott International, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.317% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2438) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(685) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Matterhorn Telecom Holding SA (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.248% | $(52202) | $(1753) | $(50449) | CITI |
| MDC Holdings, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.813% | &nbsp;&nbsp;&nbsp;&nbsp;(28998) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(27245) | CITI |
| Meritor, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.108% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8891 | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;10644 | CITI |
| MGIC Investment Corp. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.599% | &nbsp;&nbsp;&nbsp;&nbsp;(17594) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(15841) | CITI |
| MGM Resorts International (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.413% | &nbsp;&nbsp;&nbsp;&nbsp;(60965) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(59212) | CITI |
| Mondelez International, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.218% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2932 | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685 | CITI |
| Motorola Solutions, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.224% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2579 | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4332 | CITI |
| NatWest Group PLC (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.779% | &nbsp;&nbsp;&nbsp;&nbsp;(27260) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(25507) | CITI |
| Navient Corp. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.480% | &nbsp;&nbsp;&nbsp;&nbsp;(64441) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(62688) | CITI |
| Newell Brands, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.853% | &nbsp;&nbsp;&nbsp;&nbsp;(31181) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(29428) | CITI |
| Nordstrom, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 2.257% | &nbsp;&nbsp;&nbsp;(105119) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(103366) | CITI |
| NRG Energy, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 2.045% | &nbsp;&nbsp;&nbsp;&nbsp;(93988) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(92235) | CITI |
| Occidental Petroleum Corp. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.542% | &nbsp;&nbsp;&nbsp;&nbsp;(14511) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(12758) | CITI |
| Olin Corp. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.677% | &nbsp;&nbsp;&nbsp;&nbsp;(21739) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(19986) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| OneMain Finance Corp. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.632% | $(72534) | $(1753) | $(70781) | CITI |
| Ovintiv, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.521% | &nbsp;&nbsp;&nbsp;(13362) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(11609) | CITI |
| PulteGroup, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.494% | &nbsp;&nbsp;&nbsp;(11959) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(10206) | CITI |
| Renault SA (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.005% | &nbsp;&nbsp;&nbsp;(39254) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(37501) | CITI |
| Rexel SA (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.969% | &nbsp;&nbsp;&nbsp;(37355) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(35602) | CITI |
| Reynolds American, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.351% | &nbsp;&nbsp;&nbsp;&nbsp;(4264) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(2511) | CITI |
| Reynolds American, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.483% | &nbsp;&nbsp;&nbsp;(11361) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(9608) | CITI |
| Ryder System, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.512% | &nbsp;&nbsp;&nbsp;(12908) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(11155) | CITI |
| Schaeffler AG (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.779% | &nbsp;&nbsp;&nbsp;(27205) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(25452) | CITI |
| Sealed Air Corp. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.575% | &nbsp;&nbsp;&nbsp;(16293) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(14540) | CITI |
| Societe Generale SA (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.666% | &nbsp;&nbsp;&nbsp;(21187) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(19434) | CITI |
| Southwest Airlines Co. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.541% | &nbsp;&nbsp;&nbsp;(14439) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(12686) | CITI |
| Sprint Communications LLC (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.548% | &nbsp;&nbsp;&nbsp;(14843) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(13090) | CITI |
| Standard Chartered PLC (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.641% | &nbsp;&nbsp;&nbsp;(19852) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(18099) | CITI |
| Stellantis NV (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.593% | &nbsp;&nbsp;&nbsp;(17248) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(15495) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| TDC Holding A/S (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.493% | $(11909) | $(1753) | $(10156) | CITI |
| Teck Resources Ltd. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.580% | &nbsp;&nbsp;&nbsp;&nbsp;(16549) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(14796) | CITI |
| Tenet Healthcare Corp. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;(68301) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(66548) | CITI |
| Tesco PLC (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.497% | &nbsp;&nbsp;&nbsp;&nbsp;(12106) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(10353) | CITI |
| Tesla, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.179% | &nbsp;&nbsp;&nbsp;&nbsp;(48462) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(46709) | CITI |
| Teva Pharmaceutical Industries Ltd. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;(57575) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(55822) | CITI |
| thyssenkrupp AG (D25) | 06/20/24 | 0.250%(Q) | 4000 | 2.030% | &nbsp;&nbsp;&nbsp;&nbsp;(93143) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(91390) | CITI |
| Toll Brothers, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.792% | &nbsp;&nbsp;&nbsp;&nbsp;(27900) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(26147) | CITI |
| UniCredit SpA (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.134% | &nbsp;&nbsp;&nbsp;&nbsp;(46200) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(44447) | CITI |
| United Airlines Holdings, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 2.293% | &nbsp;&nbsp;&nbsp;(107010) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(105257) | CITI |
| United States Steel Corp. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.434% | &nbsp;&nbsp;&nbsp;&nbsp;(62077) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(60324) | CITI |
| Univision Communications, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 3.277% | &nbsp;&nbsp;&nbsp;(157113) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;(155360) | CITI |
| UPC Holding BV (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.516% | &nbsp;&nbsp;&nbsp;&nbsp;(66314) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(64561) | CITI |
| Valeo SE (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.096% | &nbsp;&nbsp;&nbsp;&nbsp;(44091) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(42338) | CITI |
| Valero Energy Corp. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1758 | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3511 | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Verizon Communications, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.631% | $(19284) | $(1753) | $(17531) | CITI |
| Virgin Media Finance PLC (D25) | 06/20/24 | 0.250%(Q) | 4000 | 2.092% | &nbsp;&nbsp;&nbsp;&nbsp;(96418) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(94665) | CITI |
| Williams Cos., Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.277% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(281) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472 | CITI |
| Xerox Corp. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 2.005% | &nbsp;&nbsp;&nbsp;&nbsp;(91973) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(90220) | CITI |
| Yum! Brands, Inc. (D25) | 06/20/24 | 0.250%(Q) | 4000 | 0.413% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7607) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5854) | CITI |
| Ziggo Bond Co. BV (D25) | 06/20/24 | 0.250%(Q) | 4000 | 1.669% | &nbsp;&nbsp;&nbsp;&nbsp;(74403) | &nbsp;&nbsp;&nbsp;(1753) | &nbsp;&nbsp;&nbsp;&nbsp;(72650) | CITI |
| Ally Financial, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.098% | &nbsp;&nbsp;&nbsp;&nbsp;(35267) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(33205) | CITI |
| Altice Finco SA (D26) | 12/20/23 | 0.250%(Q) | 5000 | 3.924% | &nbsp;&nbsp;&nbsp;(154662) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(152600) | CITI |
| Altice France SA (D26) | 12/20/23 | 0.250%(Q) | 5000 | 3.779% | &nbsp;&nbsp;&nbsp;(148674) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(146612) | CITI |
| American Axle & Manufacturing, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.723% | &nbsp;&nbsp;&nbsp;&nbsp;(62101) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(60039) | CITI |
| Amkor Technology, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.494% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9122) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7060) | CITI |
| Anglo American PLC (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.449% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7145) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5083) | CITI |
| Anywhere Real Estate Group LLC (D26) | 12/20/23 | 0.250%(Q) | 5000 | 4.957% | &nbsp;&nbsp;&nbsp;(196595) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(194533) | CITI |
| Apache Corp. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.531% | &nbsp;&nbsp;&nbsp;&nbsp;(10727) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8665) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Aramark Services, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.518% | $(10171) | $(2062) | &nbsp;&nbsp;&nbsp; $(8109) | CITI |
| ArcelorMittal SA (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.632% | &nbsp;&nbsp;&nbsp;&nbsp;(15097) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(13035) | CITI |
| AT&T, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.536% | &nbsp;&nbsp;&nbsp;&nbsp;(10940) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8878) | CITI |
| Avient Corp. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.616% | &nbsp;&nbsp;&nbsp;&nbsp;(14410) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(12348) | CITI |
| Avis Budget Group, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.378% | &nbsp;&nbsp;&nbsp;&nbsp;(47306) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(45244) | CITI |
| Bank of America Corp. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.366% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3569) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1507) | CITI |
| Bath & Body Works, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.016% | &nbsp;&nbsp;&nbsp;&nbsp;(31727) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(29665) | CITI |
| Beazer Homes USA, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.503% | &nbsp;&nbsp;&nbsp;&nbsp;(52656) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(50594) | CITI |
| Boeing Co. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.521% | &nbsp;&nbsp;&nbsp;&nbsp;(10269) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8207) | CITI |
| Bombardier, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.624% | &nbsp;&nbsp;&nbsp;&nbsp;(57757) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(55695) | CITI |
| Calpine Corp. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 2.380% | &nbsp;&nbsp;&nbsp;&nbsp;(90001) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(87939) | CITI |
| CCO Holdings LLC (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.996% | &nbsp;&nbsp;&nbsp;&nbsp;(30846) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(28784) | CITI |
| CMA CGM SA (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.321% | &nbsp;&nbsp;&nbsp;&nbsp;(44832) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(42770) | CITI |
| Constellium SE (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.619% | &nbsp;&nbsp;&nbsp;&nbsp;(57533) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(55471) | CITI |
| CSC Holdings LLC (D26) | 12/20/23 | 0.250%(Q) | 5000 | 7.537% | &nbsp;&nbsp;&nbsp;(300678) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(298616) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Dell, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.323% | &nbsp;&nbsp;&nbsp; $(1699) | $(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $363 | CITI |
| Delta Air Lines, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.824% | &nbsp;&nbsp;&nbsp;&nbsp;(23425) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(21363) | CITI |
| Devon Energy Corp. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.444% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6966) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4904) | CITI |
| DISH DBS Corp. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 4.579% | &nbsp;&nbsp;&nbsp;(181488) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(179426) | CITI |
| Domtar Corp. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.359% | &nbsp;&nbsp;&nbsp;&nbsp;(46421) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(44359) | CITI |
| Enbridge, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.414% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5666) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3604) | CITI |
| Energy Transfer LP (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.309% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1074) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 | CITI |
| Expedia Group, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.316% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1371) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 | CITI |
| Freeport-McMoRan, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.328% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1908) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 | CITI |
| Gap, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.420% | &nbsp;&nbsp;&nbsp;&nbsp;(49040) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(46978) | CITI |
| Genworth Holdings, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.705% | &nbsp;&nbsp;&nbsp;&nbsp;(18248) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(16186) | CITI |
| Goldman Sachs Group, Inc. (The) (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.429% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6313) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4251) | CITI |
| Halliburton Co. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.227% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510 | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4572 | CITI |
| HCA, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.363% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3408) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1346) | CITI |
| Hess Corp. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.376% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4001) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1939) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Host Hotels & Resorts LP (D26) | 12/20/23 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;0.369% | &nbsp;&nbsp;&nbsp; $(3698) | $(2062) | &nbsp;&nbsp;&nbsp; $(1636) | CITI |
| Howmet Aerospace, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;0.281% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2222 | CITI |
| HP, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;0.330% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1985) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | CITI |
| International Game Technology PLC (D26) | 12/20/23 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;0.771% | &nbsp;&nbsp;&nbsp;&nbsp;(21127) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(19065) | CITI |
| iStar, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;0.293% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(372) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1690 | CITI |
| Jaguar Land Rover Automotive PLC (D26) | 12/20/23 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;3.130% | &nbsp;&nbsp;&nbsp;(121902) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(119840) | CITI |
| JPMorgan Chase & Co. (D26) | 12/20/23 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;0.355% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3072) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1010) | CITI |
| KB Home (D26) | 12/20/23 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;0.823% | &nbsp;&nbsp;&nbsp;&nbsp;(23404) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(21342) | CITI |
| Kohl's Corp. (D26) | 12/20/23 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;1.456% | &nbsp;&nbsp;&nbsp;&nbsp;(50581) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(48519) | CITI |
| Ladbrokes Coral Group Ltd. (D26) | 12/20/23 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;0.989% | &nbsp;&nbsp;&nbsp;&nbsp;(30551) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(28489) | CITI |
| Lennar Corp. (D26) | 12/20/23 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;0.388% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4513) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2451) | CITI |
| Liberty Interactive LLC (D26) | 12/20/23 | 0.250%(Q) | 5000 | 16.176% | &nbsp;&nbsp;&nbsp;(621933) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(619871) | CITI |
| Lumen Technologies, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;2.526% | &nbsp;&nbsp;&nbsp;&nbsp;(96165) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(94103) | CITI |
| Macy's, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;0.726% | &nbsp;&nbsp;&nbsp;&nbsp;(19180) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(17118) | CITI |
| Marriott International, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;0.264% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| MDC Holdings, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.661% | $(16370) | $(2062) | $(14308) | CITI |
| MGIC Investment Corp. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.380% | &nbsp;&nbsp;&nbsp;&nbsp;(4166) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(2104) | CITI |
| MGM Resorts International (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.890% | &nbsp;&nbsp;&nbsp;(26282) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(24220) | CITI |
| Morgan Stanley (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.381% | &nbsp;&nbsp;&nbsp;&nbsp;(4215) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(2153) | CITI |
| Nabors Industries, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.908% | &nbsp;&nbsp;&nbsp;(27044) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(24982) | CITI |
| Navient Corp. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.020% | &nbsp;&nbsp;&nbsp;(31874) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(29812) | CITI |
| Netflix, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.304% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(868) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;1194 | CITI |
| New Albertsons, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.397% | &nbsp;&nbsp;&nbsp;&nbsp;(4913) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(2851) | CITI |
| Newell Brands, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.528% | &nbsp;&nbsp;&nbsp;(10604) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(8542) | CITI |
| Nokia OYJ (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.356% | &nbsp;&nbsp;&nbsp;&nbsp;(3134) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(1072) | CITI |
| Nordstrom, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.521% | &nbsp;&nbsp;&nbsp;(53359) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(51297) | CITI |
| Occidental Petroleum Corp. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.458% | &nbsp;&nbsp;&nbsp;&nbsp;(7559) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(5497) | CITI |
| Olin Corp. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.459% | &nbsp;&nbsp;&nbsp;&nbsp;(7595) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(5533) | CITI |
| OneMain Finance Corp. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.993% | &nbsp;&nbsp;&nbsp;(30707) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(28645) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Ovintiv, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.433% | $(6475) | $(2062) | $(4413) | CITI |
| Pactiv LLC (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.992% | &nbsp;&nbsp;&nbsp;(30654) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(28592) | CITI |
| Petroleos Mexicanos (D26) | 12/20/23 | 0.250%(Q) | 5000 | 2.421% | &nbsp;&nbsp;&nbsp;(91965) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(89903) | CITI |
| PulteGroup, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.374% | &nbsp;&nbsp;&nbsp;&nbsp;(3910) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(1848) | CITI |
| Radian Group, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.929% | &nbsp;&nbsp;&nbsp;(27979) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(25917) | CITI |
| Rolls-Royce Holdings PLC (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.226% | &nbsp;&nbsp;&nbsp;(40727) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(38665) | CITI |
| Ryder System, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.345% | &nbsp;&nbsp;&nbsp;&nbsp;(2625) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(563) | CITI |
| Safeway, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.401% | &nbsp;&nbsp;&nbsp;&nbsp;(5070) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(3008) | CITI |
| Schaeffler AG (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.672% | &nbsp;&nbsp;&nbsp;(16846) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(14784) | CITI |
| Sealed Air Corp. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.364% | &nbsp;&nbsp;&nbsp;&nbsp;(3450) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(1388) | CITI |
| Simon Property Group LP (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.290% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(239) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;1823 | CITI |
| Sprint Communications LLC (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.487% | &nbsp;&nbsp;&nbsp;&nbsp;(8814) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(6752) | CITI |
| Stonegate Pub Co. Financing PLC (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.633% | &nbsp;&nbsp;&nbsp;(15146) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(13084) | CITI |
| Teck Resources Ltd. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.401% | &nbsp;&nbsp;&nbsp;&nbsp;(5095) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(3033) | CITI |
| TEGNA, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.091% | &nbsp;&nbsp;&nbsp;(34917) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(32855) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Tenet Healthcare Corp. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.785% | $(21722) | $(2062) | $(19660) | CITI |
| Tesla, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp;(31010) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(28948) | CITI |
| Teva Pharmaceutical Industries Ltd. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.026% | &nbsp;&nbsp;&nbsp;&nbsp;(32127) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(30065) | CITI |
| T-Mobile USA, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.535% | &nbsp;&nbsp;&nbsp;&nbsp;(10905) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8843) | CITI |
| Toll Brothers, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.628% | &nbsp;&nbsp;&nbsp;&nbsp;(14921) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(12859) | CITI |
| Transocean, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 3.221% | &nbsp;&nbsp;&nbsp;(126484) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(124422) | CITI |
| United Airlines Holdings, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.667% | &nbsp;&nbsp;&nbsp;&nbsp;(59697) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(57635) | CITI |
| United Group BV (D26) | 12/20/23 | 0.250%(Q) | 5000 | 5.518% | &nbsp;&nbsp;&nbsp;(219706) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(217644) | CITI |
| United Rentals North America, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.387% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4488) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2426) | CITI |
| United States Steel Corp. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.946% | &nbsp;&nbsp;&nbsp;&nbsp;(28681) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(26619) | CITI |
| Univision Communications, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 2.740% | &nbsp;&nbsp;&nbsp;(105033) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;(102971) | CITI |
| UPC Holding BV (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.144% | &nbsp;&nbsp;&nbsp;&nbsp;(37223) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(35161) | CITI |
| Valeo SE (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.864% | &nbsp;&nbsp;&nbsp;&nbsp;(25119) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(23057) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Verizon Communications, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.563% | $(12133) | $(2062) | $(10071) | CITI |
| Virgin Media Finance PLC (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.661% | &nbsp;&nbsp;&nbsp;&nbsp;(59411) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(57349) | CITI |
| Wells Fargo & Co. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2895) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(833) | CITI |
| Yum! Brands, Inc. (D26) | 12/20/23 | 0.250%(Q) | 5000 | 0.306% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(952) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110 | CITI |
| Ziggo Bond Co. BV (D26) | 12/20/23 | 0.250%(Q) | 5000 | 1.232% | &nbsp;&nbsp;&nbsp;&nbsp;(41026) | &nbsp;&nbsp;&nbsp;(2062) | &nbsp;&nbsp;&nbsp;&nbsp;(38964) | CITI |
| ADT Security Corp. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.859% | &nbsp;&nbsp;&nbsp;&nbsp;(53429) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(51171) | CITI |
| AES Corp. (The) (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.577% | &nbsp;&nbsp;&nbsp;&nbsp;(28056) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(25798) | CITI |
| Ally Financial, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.546% | &nbsp;&nbsp;&nbsp;(114262) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(112004) | CITI |
| Alstom SA (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.706% | &nbsp;&nbsp;&nbsp;&nbsp;(39664) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(37406) | CITI |
| American Axle & Manufacturing, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 2.833% | &nbsp;&nbsp;&nbsp;(225813) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(223555) | CITI |
| Amkor Technology, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.631% | &nbsp;&nbsp;&nbsp;&nbsp;(32958) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(30700) | CITI |
| Anglo American PLC (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.602% | &nbsp;&nbsp;&nbsp;&nbsp;(30352) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(28094) | CITI |
| Anywhere Real Estate Group LLC (D27) | 12/20/24 | 0.250%(Q) | 5000 | 6.319% | &nbsp;&nbsp;&nbsp;(505265) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(503007) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Apache Corp. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.763% | $(44751) | $(2258) | $(42493) | CITI |
| ArcelorMittal SA (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.869% | &nbsp;&nbsp;&nbsp;&nbsp;(54298) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(52040) | CITI |
| Arrow Electronics, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.403% | &nbsp;&nbsp;&nbsp;&nbsp;(12386) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(10128) | CITI |
| Ashland LLC (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.471% | &nbsp;&nbsp;&nbsp;&nbsp;(18560) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(16302) | CITI |
| AT&T, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.635% | &nbsp;&nbsp;&nbsp;&nbsp;(33327) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(31069) | CITI |
| Avient Corp. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.114% | &nbsp;&nbsp;&nbsp;&nbsp;(76175) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(73917) | CITI |
| Avis Budget Group, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 2.003% | &nbsp;&nbsp;&nbsp;(154192) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(151934) | CITI |
| Avnet, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.520% | &nbsp;&nbsp;&nbsp;&nbsp;(22989) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(20731) | CITI |
| Bath & Body Works, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.440% | &nbsp;&nbsp;&nbsp;(104936) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(102678) | CITI |
| Beazer Homes USA, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 2.722% | &nbsp;&nbsp;&nbsp;(216503) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(214245) | CITI |
| Best Buy Co., Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.533% | &nbsp;&nbsp;&nbsp;&nbsp;(24161) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(21903) | CITI |
| Boeing Co. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.678% | &nbsp;&nbsp;&nbsp;&nbsp;(37145) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(34887) | CITI |
| Boyd Gaming Corp. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.811% | &nbsp;&nbsp;&nbsp;&nbsp;(49260) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(47002) | CITI |
| British Telecommunications PLC (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.480% | &nbsp;&nbsp;&nbsp;&nbsp;(19349) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(17091) | CITI |
| Calpine Corp. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 2.999% | &nbsp;&nbsp;&nbsp;(238944) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(236686) | CITI |
| CCO Holdings LLC (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.571% | &nbsp;&nbsp;&nbsp;(116501) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(114243) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Cleveland-Cliffs, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.519% | $(111979) | $(2258) | $(109721) | CITI |
| CMA CGM SA (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.679% | &nbsp;&nbsp;&nbsp;(125749) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(123491) | CITI |
| CNH Industrial NV (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.463% | &nbsp;&nbsp;&nbsp;&nbsp;(17823) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(15565) | CITI |
| Constellium SE (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.937% | &nbsp;&nbsp;&nbsp;(148030) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(145772) | CITI |
| Darden Restaurants, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.331% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5837) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3579) | CITI |
| DaVita, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.545% | &nbsp;&nbsp;&nbsp;(114214) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(111956) | CITI |
| Dell, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.565% | &nbsp;&nbsp;&nbsp;&nbsp;(26994) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(24736) | CITI |
| Delta Air Lines, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.252% | &nbsp;&nbsp;&nbsp;&nbsp;(88660) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(86402) | CITI |
| Devon Energy Corp. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.562% | &nbsp;&nbsp;&nbsp;&nbsp;(26767) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(24509) | CITI |
| DISH DBS Corp. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 7.470% | &nbsp;&nbsp;&nbsp;(597617) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(595359) | CITI |
| DXC Technology Co. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.711% | &nbsp;&nbsp;&nbsp;&nbsp;(40106) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(37848) | CITI |
| Ford Motor Co. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 2.047% | &nbsp;&nbsp;&nbsp;(157775) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(155517) | CITI |
| Freeport-McMoRan, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.513% | &nbsp;&nbsp;&nbsp;&nbsp;(22299) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(20041) | CITI |
| Gap, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 2.381% | &nbsp;&nbsp;&nbsp;(186948) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(184690) | CITI |
| General Electric Co. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.425% | &nbsp;&nbsp;&nbsp;&nbsp;(14382) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(12124) | CITI |
| General Motors Co. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.051% | &nbsp;&nbsp;&nbsp;&nbsp;(70490) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(68232) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| GKN Holdings Ltd. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.588% | $(29059) | $(2258) | $(26801) | CITI |
| Goodyear Tire & Rubber Co. (The) (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.960% | &nbsp;&nbsp;&nbsp;(150458) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(148200) | CITI |
| Halliburton Co. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.321% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4960) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2702) | CITI |
| Hapag-Lloyd AG (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.977% | &nbsp;&nbsp;&nbsp;(151757) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(149499) | CITI |
| HCA, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.595% | &nbsp;&nbsp;&nbsp;&nbsp;(29689) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(27431) | CITI |
| HeidelbergCement AG (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.631% | &nbsp;&nbsp;&nbsp;&nbsp;(32974) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(30716) | CITI |
| Hess Corp. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.502% | &nbsp;&nbsp;&nbsp;&nbsp;(21285) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(19027) | CITI |
| Howmet Aerospace, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.462% | &nbsp;&nbsp;&nbsp;&nbsp;(17716) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(15458) | CITI |
| HP, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.540% | &nbsp;&nbsp;&nbsp;&nbsp;(24720) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(22462) | CITI |
| International Game Technology PLC (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.120% | &nbsp;&nbsp;&nbsp;&nbsp;(76650) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(74392) | CITI |
| Iron Mountain, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.832% | &nbsp;&nbsp;&nbsp;&nbsp;(50975) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(48717) | CITI |
| ITV PLC (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.754% | &nbsp;&nbsp;&nbsp;&nbsp;(43968) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(41710) | CITI |
| KB Home (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.342% | &nbsp;&nbsp;&nbsp;&nbsp;(96450) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(94192) | CITI |
| Kohl's Corp. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 2.264% | &nbsp;&nbsp;&nbsp;(176767) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(174509) | CITI |
| Kraft Heinz Foods Co. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.354% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7921) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5663) | CITI |
| Ladbrokes Coral Group Ltd. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.310% | &nbsp;&nbsp;&nbsp;&nbsp;(93379) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(91121) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Lamb Weston Holdings, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;0.514% | &nbsp;&nbsp;&nbsp;&nbsp; $(22437) | $(2258) | &nbsp;&nbsp;&nbsp;&nbsp; $(20179) | CITI |
| Lanxess AG (D27) | 12/20/24 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;0.705% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39607) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37349) | CITI |
| Lennar Corp. (D27) | 12/20/24 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;0.560% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26537) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24279) | CITI |
| Liberty Interactive LLC (D27) | 12/20/24 | 0.250%(Q) | 5000 | 18.220% | &nbsp;&nbsp;&nbsp;(1272919) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(1270661) | CITI |
| Lumen Technologies, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;4.653% | &nbsp;&nbsp;&nbsp;&nbsp;(377945) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(375687) | CITI |
| Macy's, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;1.364% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98372) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96114) | CITI |
| Marks & Spencer PLC (D27) | 12/20/24 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;1.527% | &nbsp;&nbsp;&nbsp;&nbsp;(112686) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(110428) | CITI |
| Matterhorn Telecom Holding SA (D27) | 12/20/24 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;1.443% | &nbsp;&nbsp;&nbsp;&nbsp;(105334) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(103076) | CITI |
| MDC Holdings, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;0.884% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55575) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53317) | CITI |
| MGM Resorts International (D27) | 12/20/24 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;1.657% | &nbsp;&nbsp;&nbsp;&nbsp;(124228) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(121970) | CITI |
| Netflix, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;0.432% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15022) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12764) | CITI |
| New Albertsons, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;0.659% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35521) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33263) | CITI |
| Next PLC (D27) | 12/20/24 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;0.784% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46639) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44381) | CITI |
| Nokia OYJ (D27) | 12/20/24 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;0.515% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22532) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20274) | CITI |
| Nordstrom, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;2.599% | &nbsp;&nbsp;&nbsp;&nbsp;(205682) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(203424) | CITI |
| NRG Energy, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | &nbsp;&nbsp;&nbsp;2.229% | &nbsp;&nbsp;&nbsp;&nbsp;(173556) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(171298) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Olin Corp. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.779% | $(46212) | $(2258) | $(43954) | CITI |
| Oracle Corp. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.368% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9209) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6951) | CITI |
| Paramount Global (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.873% | &nbsp;&nbsp;&nbsp;&nbsp;(54683) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(52425) | CITI |
| Pearson PLC (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.339% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6609) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4351) | CITI |
| Petroleo Brasileiro SA (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.376% | &nbsp;&nbsp;&nbsp;&nbsp;(99698) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(97440) | CITI |
| Premier Foods Finance PLC (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.348% | &nbsp;&nbsp;&nbsp;&nbsp;(96629) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(94371) | CITI |
| Rexel SA (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.078% | &nbsp;&nbsp;&nbsp;&nbsp;(72894) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(70636) | CITI |
| Sirius XM Radio, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.823% | &nbsp;&nbsp;&nbsp;&nbsp;(50128) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(47870) | CITI |
| Teck Resources Ltd. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.663% | &nbsp;&nbsp;&nbsp;&nbsp;(35869) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(33611) | CITI |
| TEGNA, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 2.124% | &nbsp;&nbsp;&nbsp;(165045) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(162787) | CITI |
| Telecom Italia SpA (D27) | 12/20/24 | 0.250%(Q) | 5000 | 2.320% | &nbsp;&nbsp;&nbsp;(181435) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(179177) | CITI |
| Telefonaktiebolaget LM Ericsson (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.939% | &nbsp;&nbsp;&nbsp;&nbsp;(60505) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(58247) | CITI |
| Tenet Healthcare Corp. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.906% | &nbsp;&nbsp;&nbsp;(146303) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(144045) | CITI |
| Tesla, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.263% | &nbsp;&nbsp;&nbsp;&nbsp;(89226) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(86968) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Teva Pharmaceutical Industries Ltd. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.503% | $(110431) | $(2258) | $(108173) | CITI |
| T-Mobile USA, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.666% | &nbsp;&nbsp;&nbsp;&nbsp;(36038) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(33780) | CITI |
| Unibail-Rodamco-Westfield SE (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.459% | &nbsp;&nbsp;&nbsp;(106536) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(104278) | CITI |
| Unisys Corp. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 8.350% | &nbsp;&nbsp;&nbsp;(648618) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(646360) | CITI |
| United Rentals North America, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.623% | &nbsp;&nbsp;&nbsp;&nbsp;(32257) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(29999) | CITI |
| Universal Health Services, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.564% | &nbsp;&nbsp;&nbsp;&nbsp;(26957) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(24699) | CITI |
| Univision Communications, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 3.526% | &nbsp;&nbsp;&nbsp;(282870) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(280612) | CITI |
| UPC Holding BV (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.690% | &nbsp;&nbsp;&nbsp;(126888) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(124630) | CITI |
| Verizon Communications, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.663% | &nbsp;&nbsp;&nbsp;&nbsp;(35776) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(33518) | CITI |
| Virgin Media Finance PLC (D27) | 12/20/24 | 0.250%(Q) | 5000 | 2.292% | &nbsp;&nbsp;&nbsp;(179054) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(176796) | CITI |
| Whirlpool Corp. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.486% | &nbsp;&nbsp;&nbsp;&nbsp;(19858) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;(17600) | CITI |
| Xerox Corp. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 2.227% | &nbsp;&nbsp;&nbsp;(173568) | &nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;(171310) | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Yum! Brands, Inc. (D27) | 12/20/24 | 0.250%(Q) | 5000 | 0.464% | &nbsp;&nbsp;&nbsp;&nbsp; $(17858) | &nbsp;&nbsp;&nbsp;&nbsp; $(2258) | &nbsp;&nbsp;&nbsp;&nbsp; $(15600) | CITI |
| Ziggo Bond Co. BV (D27) | 12/20/24 | 0.250%(Q) | 5000 | 1.873% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(142959) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(140701) | CITI |
|  |  |  |  |  | $(98587381) | $(3180066) | $(95407315) |  |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*:** |
| CDX.EM.30.V4 (D01) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;72250 | &nbsp;&nbsp;&nbsp; $(237654) | &nbsp;&nbsp;&nbsp;&nbsp; $24583 | &nbsp;&nbsp;&nbsp; $(262237) | BARC |
| CDX.EM.30.V4 (D02) | 12/20/23 | 1.000%(Q) | 297500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(978572) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23033) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(955539) | BARC |
| CDX.EM.30.V4 (D03) | 12/20/23 | 1.000%(Q) | 127500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(419388) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(436144) | BARC |
| CDX.EM.30.V4 (D04) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(279592) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(288660) | CITI |
| CDX.EM.30.V4 (D05) | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(279592) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(291760) | CITI |
| CDX.EM.34.V3 (D06) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;92000 | &nbsp;&nbsp;&nbsp;&nbsp;3658805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247 | &nbsp;&nbsp;&nbsp;&nbsp;3657558 | MSI |
| CDX.EM.34.V4 (D07) | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;92000 | &nbsp;&nbsp;&nbsp;&nbsp;3658805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17321) | &nbsp;&nbsp;&nbsp;&nbsp;3676126 | CITI |
| CDX.EM.34.V5 (D08) | 12/20/25 | 1.000%(Q) | 184000 | &nbsp;&nbsp;&nbsp;&nbsp;7317611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34641) | &nbsp;&nbsp;&nbsp;&nbsp;7352252 | MSI |
| CDX.EM.34.V6 (D09) | 12/20/25 | 1.000%(Q) | 184000 | &nbsp;&nbsp;&nbsp;&nbsp;7317611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34641) | &nbsp;&nbsp;&nbsp;&nbsp;7352252 | MSI |
| CDX.EM.36.V3 (D13) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703778 | BOA |
| CDX.EM.36.V3 (D14) | 12/20/26 | 1.000%(Q) | 184000 | &nbsp;&nbsp;&nbsp;&nbsp;5834228 | &nbsp;&nbsp;&nbsp;&nbsp;182642 | &nbsp;&nbsp;&nbsp;&nbsp;5651586 | CITI |
| CDX.EM.36.V3 (D15) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;92000 | &nbsp;&nbsp;&nbsp;&nbsp;2917114 | &nbsp;&nbsp;&nbsp;&nbsp;106264 | &nbsp;&nbsp;&nbsp;&nbsp;2810850 | MSI |
| CDX.EM.36.V3 (D16) | 12/20/26 | 1.000%(Q) | 460000 | &nbsp;&nbsp;&nbsp;14585571 | &nbsp;&nbsp;&nbsp;&nbsp;830190 | &nbsp;&nbsp;&nbsp;13755381 | BARC |
| CDX.EM.36.V3 (D17) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;92000 | &nbsp;&nbsp;&nbsp;&nbsp;2917114 | &nbsp;&nbsp;&nbsp;&nbsp;133101 | &nbsp;&nbsp;&nbsp;&nbsp;2784013 | MSI |
| CDX.EM.36.V3 (D18) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;1458557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12619 | &nbsp;&nbsp;&nbsp;&nbsp;1445938 | BOA |
| CDX.EM.36.V3 (D19) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;92000 | &nbsp;&nbsp;&nbsp;&nbsp;2917115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42161) | &nbsp;&nbsp;&nbsp;&nbsp;2959276 | MSI |
| CDX.EM.36.V3 (D20) | 12/20/26 | 1.000%(Q) | 184000 | &nbsp;&nbsp;&nbsp;&nbsp;5834228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21924 | &nbsp;&nbsp;&nbsp;&nbsp;5812304 | MSI |
| CDX.EM.35.V3 (D21) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;92000 | &nbsp;&nbsp;&nbsp;&nbsp;2327372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34954 | &nbsp;&nbsp;&nbsp;&nbsp;2292418 | BARC |
| CDX.EM.36.V3 (D22) | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5385) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442952 | BOA |
| CDX.Capetown.0-5% (D23)^ | 06/20/24 | 0.250%(Q) | &nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;5191608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10959 | &nbsp;&nbsp;&nbsp;&nbsp;5180649 | CITI |
| CDX.Capetown.10-100% (D23)^ | 06/20/24 | 0.250%(Q) | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(656948) | &nbsp;&nbsp;&nbsp;&nbsp;197266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(854214) | CITI |
| CDX.Capetown.5-10% (D23)^ | 06/20/24 | 0.250%(Q) | &nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524317 | CITI |
| CDX.Copenhagen.0-5% (D24)^ | 12/20/24 | 0.250%(Q) | &nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;6017390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11292 | &nbsp;&nbsp;&nbsp;&nbsp;6006098 | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*(cont'd.):** |
| CDX.Copenhagen.10-15% (D24)^ | 12/20/24 | 0.250%(Q) | &nbsp;&nbsp;&nbsp;25000 | $8894901 | &nbsp;&nbsp;&nbsp;&nbsp; $11292 | $8883609 | CITI |
| CDX.Copenhagen.15-100% (D24)^ | 12/20/24 | 0.250%(Q) | 425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(859512) | &nbsp;&nbsp;&nbsp;&nbsp;191970 | &nbsp;&nbsp;&nbsp;(1051482) | CITI |
| CDX.Copenhagen.5-10% (D24)^ | 12/20/24 | 0.250%(Q) | &nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214126 | CITI |
| CDX.Hilo.0-5% (D25)^ | 06/20/24 | 0.250%(Q) | &nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;4619594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10959 | &nbsp;&nbsp;&nbsp;&nbsp;4608635 | CITI |
| CDX.Hilo.10-15% (D25)^ | 06/20/24 | 0.250%(Q) | &nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181196 | CITI |
| CDX.Hilo.15-100% (D25)^ | 06/20/24 | 0.250%(Q) | 425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(907371) | &nbsp;&nbsp;&nbsp;&nbsp;186306 | &nbsp;&nbsp;&nbsp;(1093677) | CITI |
| CDX.Hilo.5-10% (D25)^ | 06/20/24 | 0.250%(Q) | &nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39157 | CITI |
| CDX.Hilo.5-15% (D25)^ | 06/20/24 | 0.250%(Q) | &nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220352 | CITI |
| CDX.Wainscott.0-5% (D26)^ | 12/20/23 | 0.250%(Q) | &nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347200 | CITI |
| CDX.Wainscott.10-100% (D26)^ | 12/20/23 | 0.250%(Q) | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(657633) | &nbsp;&nbsp;&nbsp;&nbsp;185568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(843201) | CITI |
| CDX.Wainscott.5-10% (D26)^ | 12/20/23 | 0.250%(Q) | &nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;4475547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10309 | &nbsp;&nbsp;&nbsp;&nbsp;4465238 | CITI |
| CDX.Newport.0-5% (D27)^ | 12/20/24 | 0.250%(Q) | &nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692925 | CITI |
| CDX.Newport.10-15% (D27)^ | 12/20/24 | 0.250%(Q) | &nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;1529028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11292 | &nbsp;&nbsp;&nbsp;&nbsp;1517736 | CITI |
| CDX.Newport.15-100% (D27)^ | 12/20/24 | 0.250%(Q) | 425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72281) | &nbsp;&nbsp;&nbsp;&nbsp;(724142) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651861 | CITI |
| CDX.Newport.5-10% (D27)^ | 12/20/24 | 0.250%(Q) | &nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444287 | CITI |
|  |  |  |  | $90031125 | $1433969 | $88597156 |  |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **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.32.V4 (D10) | 12/20/24 | 1.000%(Q) | 42500 | 1.062% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3565 | $(15545) | &nbsp;&nbsp; $19110 | MSI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)(cont'd.)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)(cont'd.)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)(cont'd.)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)(cont'd.)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)(cont'd.)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)(cont'd.)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)(cont'd.)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)(cont'd.)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)(cont'd.)\*\*:** |
| CDX.EM.35.V3 (D11) | 06/20/26 | 1.000%(Q) | 36800 | 1.865% | &nbsp;&nbsp; $(930948) | $(48894) | $(882054) | BOA |
| CDX.EM.35.V3 (D12) | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4600 | 1.865% | &nbsp;&nbsp;&nbsp;&nbsp;(116369) | &nbsp;&nbsp;&nbsp;&nbsp;(7139) | &nbsp;&nbsp;&nbsp;(109230) | BOA |
|  |  |  |  |  | $(1043752) | $(71578) | $(972174) |  |

---

\*\* 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 - D22). The Fund also bought/sold protection on a customized CDX Index and bought/sold protection on the corporate issuers which comprise the index. The upfront premium is attached to the index of the trade for the customized CDX package(s). Each swap is priced individually. The Index trades are divided into tranches differentiated by a percentage range representing the risk of default of the underlying issuers; individual tranches will be reduced according to corresponding aggregate rates of default. Individual packages in the tables above are denoted by the corresponding footnotes (D23 – D27).

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **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_21-PJA<sup>††</sup> | 02/14/23 | 0.250%(M) | 405390 \* | $137780 | $(5422) | $143202 | GSI |

---

†† The value of the contract, GS_21-PJA is derived from the aggregate credit performance of a pool of senior prime jumbo mortgages. The pool of prime jumbo mortgages is reset monthly.

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Notional<br> Amount<br> (000)#(3)** |  | **Fair<br> Value** |  | **Upfront<br> Premiums<br> Paid<br> (Received)** |  | **Unrealized<br> Appreciation<br> (Depreciation)** |  | **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):** | **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):** |  |
| Eskom Holdings SOC Ltd. | 12/20/23 | 1.000%(Q) | EUR | 39620 | &nbsp;&nbsp;&nbsp;&nbsp; $903224 |  | $1683363 |  | &nbsp;&nbsp; $(780139) |  | DB |  |
| Gazprom PAO | 03/20/23 | 1.000%(Q) |  | 21635 | &nbsp;&nbsp;&nbsp;&nbsp;3368591 |  | &nbsp;&nbsp;&nbsp;&nbsp;1579636 |  | &nbsp;&nbsp;&nbsp;&nbsp;1788955 |  | BARC |  |
| Gazprom PAO | 12/20/23 | 1.000%(Q) |  | 41000 | &nbsp;&nbsp;&nbsp;12293648 |  | &nbsp;&nbsp;&nbsp;11798889 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494759 |  | BARC |  |
| Gazprom PAO | 12/20/23 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629675 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698125 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68450) |  | GSI |  |
| Gazprom PAO | 06/20/24 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;1869056 |  | &nbsp;&nbsp;&nbsp;&nbsp;2389111 |  | &nbsp;&nbsp;&nbsp;&nbsp;(520055) |  | BARC |  |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** |  | **Fair<br> Value** |  | **Upfront<br> Premiums<br> Paid<br> (Received)** |  | **Unrealized<br> Appreciation<br> (Depreciation)** |  | **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.):** | **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.):** |  |
| Gazprom PAO | 06/20/24 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;5000 | $1557547 |  | $1930138 |  | &nbsp;&nbsp; $(372591) |  | HSBC |  |
| Gazprom PAO | 12/20/24 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387070 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524672 |  | &nbsp;&nbsp;&nbsp;&nbsp;(137602) |  | GSI |  |
| Gazprom PAO | 06/20/27 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;1635694 |  | &nbsp;&nbsp;&nbsp;&nbsp;2479572 |  | &nbsp;&nbsp;&nbsp;&nbsp;(843878) |  | JPM |  |
| Petroleos Mexicanos | 06/20/24 | 1.000%(Q) | 17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437929 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555607 |  | &nbsp;&nbsp;&nbsp;&nbsp;(117678) |  | CITI |  |
| Safeway, Inc. | 03/20/23 | 5.000%(Q) | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(121578) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55446) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66132) |  | BNP |  |
| United Mexican States | 06/20/23 | 1.000%(Q) | 19685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78560) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10822 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(89382) |  | CITI |  |
| United Mexican States | 06/20/23 | 1.000%(Q) | 19445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77603) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27091 |  | &nbsp;&nbsp;&nbsp;&nbsp;(104694) |  | CITI |  |
| United Mexican States | 06/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;6615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26399) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3421 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29820) |  | CITI |  |
| United Mexican States | 06/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25741) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10063 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35804) |  | CITI |  |
| United Mexican States | 06/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;6435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25681) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9219 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34900) |  | CITI |  |
| United Mexican States | 06/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;3210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12810) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1764 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14574) |  | CITI |  |
| United Mexican States | 12/20/24 | 1.000%(Q) | 31000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(300489) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(172485) |  | &nbsp;&nbsp;&nbsp;&nbsp;(128004) |  | BARC |  |
| United Mexican States | 12/20/24 | 1.000%(Q) | 26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(252023) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(116622) |  | &nbsp;&nbsp;&nbsp;&nbsp;(135401) |  | BARC |  |
| United Mexican States | 12/20/24 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60582) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19869 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80451) |  | CITI |  |
| United Mexican States | 12/20/24 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;5745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55687) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15254 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(70941) |  | CITI |  |
| United Mexican States | 12/20/24 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38773) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6400) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32373) |  | CITI |  |
|  |  |  |  | $22006508 |  | $23385663 |  | $(1379155) |  |  |  |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **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):** |
| AT&T, Inc. | 06/20/23 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;23080 | &nbsp;&nbsp;&nbsp;0.415% | &nbsp;&nbsp;&nbsp;&nbsp; $79144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4363 | &nbsp;&nbsp;&nbsp;&nbsp; $74781 | GSI |
| Boeing Co. | 06/20/24 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;47780 | &nbsp;&nbsp;&nbsp;0.628% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204547 | GSI |
| Casino Guichard Perrachon SA | 06/20/24 | 5.000%(Q) | EUR | &nbsp;&nbsp;&nbsp;25050 | 19.364% | &nbsp;&nbsp;&nbsp;(4401703) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251657 | &nbsp;&nbsp;&nbsp;(4653360) | GSI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **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.):** |
| Casino Guichard Perrachon SA | 06/20/24 | 5.000%(Q) | EUR | &nbsp;&nbsp;&nbsp;16000 | 19.364% | $(2811467) | &nbsp;&nbsp;&nbsp; $166515 | $(2977982) | GSI |
| Cemex | 06/20/24 | 5.000%(Q) |  | &nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp;&nbsp;2.183% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261221 | CSI |
| Eskom Holdings SOC Ltd. | 12/20/23 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;3.562% | &nbsp;&nbsp;&nbsp;&nbsp;(933360) | &nbsp;&nbsp;&nbsp;(1534846) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601486 | DB |
| General Motors Co. | 06/20/26 | 5.000%(Q) |  | &nbsp;&nbsp;&nbsp;14920 | &nbsp;&nbsp;&nbsp;1.506% | &nbsp;&nbsp;&nbsp;&nbsp;1698100 | &nbsp;&nbsp;&nbsp;&nbsp;1969101 | &nbsp;&nbsp;&nbsp;&nbsp;(271001) | GSI |
| Generalitat de Catalunya | 12/20/25 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;29800 | \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509923 | &nbsp;&nbsp;&nbsp;&nbsp;(164116) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674039 | DB |
| Government of Japan | 06/20/28 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;0.273% | &nbsp;&nbsp;&nbsp;&nbsp;1286944 | &nbsp;&nbsp;&nbsp;&nbsp;1315495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28551) | CITI |
| Halliburton Co. | 12/20/26 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;27820 | &nbsp;&nbsp;&nbsp;0.534% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291504 | GSI |
| Host Hotels & Resorts LP | 06/20/24 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;15790 | &nbsp;&nbsp;&nbsp;0.481% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44368 | GSI |
| International Bank for Reconstruction & Development | 06/20/23 | 0.250%(Q) |  | 150000 | &nbsp;&nbsp;&nbsp;0.190% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44414 | BOA |
| International Bank for Reconstruction & Development | 06/20/23 | 0.250%(Q) |  | 100000 | &nbsp;&nbsp;&nbsp;0.190% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14774 | BOA |
| Israel Electric Corp. Ltd. | 06/20/24 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;ILS | 200000 | &nbsp;&nbsp;&nbsp;0.977% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214805 | &nbsp;&nbsp;&nbsp;&nbsp;(127990) | DB |
| Israel Electric Corp. Ltd. | 12/20/24 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;1.036% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12883) | BARC |
| Millicom International Cellular S.A.^ | 12/20/25 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5060 | \* | &nbsp;&nbsp;&nbsp;&nbsp;(302364) | &nbsp;&nbsp;&nbsp;&nbsp;(351863) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49499 | BOA |
| Petroleos Mexicanos | 06/20/23 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;16205 | &nbsp;&nbsp;&nbsp;2.056% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45829) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(95028) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49199 | CITI |
| Petroleos Mexicanos | 06/20/23 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;12620 | &nbsp;&nbsp;&nbsp;2.056% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35690) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32423) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3267) | CSI |
| Petroleos Mexicanos | 06/20/23 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;12522 | &nbsp;&nbsp;&nbsp;2.056% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35414) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61173) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25759 | CITI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **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.):** |
| Petroleos Mexicanos | 06/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5515 | &nbsp;&nbsp;&nbsp;2.056% | &nbsp;&nbsp;&nbsp;&nbsp; $(15597) | &nbsp;&nbsp;&nbsp;&nbsp; $(27069) | &nbsp;&nbsp;&nbsp;&nbsp; $11472 | CITI |
| Petroleos Mexicanos | 06/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;2.056% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15173) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32241) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17068 | CITI |
| Petroleos Mexicanos | 06/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5360 | &nbsp;&nbsp;&nbsp;2.056% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15159) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31627) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16468 | CITI |
| Petroleos Mexicanos | 06/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;2.056% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7721) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13329) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5608 | CITI |
| Petroleos Mexicanos | 12/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;2.421% | &nbsp;&nbsp;&nbsp;&nbsp;(132472) | &nbsp;&nbsp;&nbsp;&nbsp;(195047) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62575 | BARC |
| Petroleos Mexicanos | 12/20/24 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;31000 | &nbsp;&nbsp;&nbsp;3.331% | &nbsp;&nbsp;&nbsp;(1233826) | &nbsp;&nbsp;&nbsp;&nbsp;(585949) | &nbsp;&nbsp;&nbsp;&nbsp;(647877) | BARC |
| Petroleos Mexicanos | 12/20/24 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;3.331% | &nbsp;&nbsp;&nbsp;(1034822) | &nbsp;&nbsp;&nbsp;&nbsp;(511730) | &nbsp;&nbsp;&nbsp;&nbsp;(523092) | BARC |
| Petroleos Mexicanos | 12/20/24 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;3.331% | &nbsp;&nbsp;&nbsp;&nbsp;(248755) | &nbsp;&nbsp;&nbsp;&nbsp;(224896) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23859) | CITI |
| Petroleos Mexicanos | 12/20/24 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5745 | &nbsp;&nbsp;&nbsp;3.331% | &nbsp;&nbsp;&nbsp;&nbsp;(228656) | &nbsp;&nbsp;&nbsp;&nbsp;(204318) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24338) | CITI |
| Petroleos Mexicanos | 12/20/24 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;3.331% | &nbsp;&nbsp;&nbsp;&nbsp;(159203) | &nbsp;&nbsp;&nbsp;&nbsp;(103142) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56061) | CITI |
| Petroleos Mexicanos | 06/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;3.763% | &nbsp;&nbsp;&nbsp;&nbsp;(412243) | &nbsp;&nbsp;&nbsp;&nbsp;(256625) | &nbsp;&nbsp;&nbsp;&nbsp;(155618) | CITI |
| Petroleos Mexicanos | 12/20/28 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;5.229% | &nbsp;&nbsp;&nbsp;(1903371) | &nbsp;&nbsp;&nbsp;(1029908) | &nbsp;&nbsp;&nbsp;&nbsp;(873463) | CITI |
| Republic of Hungary | 06/20/24 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;1.187% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32784) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214547 | &nbsp;&nbsp;&nbsp;&nbsp;(247331) | CITI |
| Republic of Hungary | 12/20/24 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;1.294% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61478) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152702 | &nbsp;&nbsp;&nbsp;&nbsp;(214180) | CITI |
| Republic of Serbia | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;2.284% | &nbsp;&nbsp;&nbsp;&nbsp;(187138) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4791) | &nbsp;&nbsp;&nbsp;&nbsp;(182347) | BNP |
| Simon Property Group LP | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;68920 | &nbsp;&nbsp;&nbsp;0.623% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358951 | GSI |
| Targa Resources Partners LP | 06/20/23 | 5.000%(Q) | &nbsp;&nbsp;&nbsp;28630 | &nbsp;&nbsp;&nbsp;0.567% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273744 | MSI |

---

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

#### Credit default swap agreements outstanding at January 31, 2023: (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **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.):** |
| Targa Resources Partners LP | 06/20/23 | 5.000%(Q) | &nbsp;&nbsp;&nbsp;18690 | &nbsp;&nbsp;&nbsp;0.567% | &nbsp;&nbsp;&nbsp; $428139 | &nbsp;&nbsp;&nbsp; $260978 | &nbsp;&nbsp;&nbsp; $167161 | MSI |
| Verizon Communications, Inc. | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;40810 | &nbsp;&nbsp;&nbsp;0.771% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579366 | &nbsp;&nbsp;&nbsp;&nbsp;(237531) | GSI |
|  |  |  |  |  | $(6606467) | $1405626 | $(8012093) |  |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Value at<br> Trade Date** | **Value at<br> January 31,<br> 2023** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Credit Default Swap Agreement on credit indices - Buy Protection(1):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Buy Protection(1):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Buy Protection(1):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Buy Protection(1):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Buy Protection(1):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Buy Protection(1):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Buy Protection(1):** |
| CDX.NA.IG.39.V1 | 12/20/27 | 1.000%(Q) | 1775555 | $(5665161) | $(24392801) | $(18727640) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied Credit<br> Spread at<br> January 31,<br> 2023(4)** | **Value at<br> Trade Date** | **Value at<br> January 31,<br> 2023** | **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.HY.39.V1 | 12/20/27 | 5.000%(Q) | 71268 | 4.293% | $1407979 | $2392185 | $984206 |

---

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

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | |
|:---|:---|
|  | 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. |

---

#### Interest rate swap agreements outstanding at January 31, 2023 :

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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> 2023** | &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:** |
| GBP | 30823 | &nbsp;&nbsp;05/08/23 | &nbsp;&nbsp;0.950%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.427% | &nbsp;&nbsp;&nbsp;&nbsp; $(702262) | &nbsp;&nbsp; $1004151 | &nbsp;&nbsp; $1706413 |
| GBP | 68465 | &nbsp;&nbsp;05/08/24 | &nbsp;&nbsp;0.950%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.427% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269446 | &nbsp;&nbsp;&nbsp;&nbsp;4090271 | &nbsp;&nbsp;&nbsp;&nbsp;3820825 |
| GBP | 280000 | &nbsp;&nbsp;05/08/26 | &nbsp;&nbsp;1.000%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.427% | &nbsp;&nbsp;&nbsp;&nbsp;(13420212) | &nbsp;&nbsp;&nbsp;&nbsp;31713569 | &nbsp;&nbsp;&nbsp;&nbsp;45133781 |
| GBP | 40000 | &nbsp;&nbsp;05/08/30 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.427% | &nbsp;&nbsp;&nbsp;&nbsp;(2744672) | &nbsp;&nbsp;&nbsp;&nbsp;7645138 | &nbsp;&nbsp;&nbsp;&nbsp;10389810 |
| GBP | 35625 | &nbsp;&nbsp;05/08/31 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.427% | &nbsp;&nbsp;&nbsp;&nbsp;(1550973) | &nbsp;&nbsp;&nbsp;&nbsp;7303135 | &nbsp;&nbsp;&nbsp;&nbsp;8854108 |
|  |  |  |  |  | &nbsp;&nbsp;$(18148673) | &nbsp;&nbsp;$51756264 | &nbsp;&nbsp;$69904937 |

---

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

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

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2023 (unaudited) (continued)

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap agreements outstanding at January 31, 2023:** | **Total return swap agreements outstanding at January 31, 2023:** | **Total return swap agreements outstanding at January 31, 2023:** | **Total return swap agreements outstanding at January 31, 2023:** | **Total return swap agreements outstanding at January 31, 2023:** | **Total return swap agreements outstanding at January 31, 2023:** | **Total return swap agreements outstanding at January 31, 2023:** | **Total return swap agreements outstanding at January 31, 2023:** |
| **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 Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** |
| Total Return Benchmark Bond Index(T) | &nbsp;&nbsp;1 Day USOIS -60bps(T)/ 3.730% | &nbsp;&nbsp;GSI | &nbsp;&nbsp;03/20/23 | &nbsp;&nbsp;(148304) | &nbsp;&nbsp; $(2487192) | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(2487192) |
| Total Return Benchmark Bond Index(T) | &nbsp;&nbsp;1 Day USOIS -55bps(T)/ 3.780% | &nbsp;&nbsp;JPM | &nbsp;&nbsp;06/20/23 | &nbsp;&nbsp;(38744) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(466082) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(466082) |
|  |  |  |  |  | &nbsp;&nbsp;$(2953274) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(2953274) |

---

(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).*

## 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 Investment Portfolios, Inc. 17

- **b. Investment Company Act file number:** 811-07215

- **c. CIK number of Registrant:** 0000929523

- **d. LEI of Registrant:** 54930028RC1CXKGYQ890

- **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 Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000004536

- **c. LEI of Series:** TMK5EH3X0S88LKHCV210

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $50718855919.81

**Total Liabilities:** $10700338439.86

**Net Assets:** $40018517479.95

**Delayed Delivery Securities:** $6550000.00

**Stand-by Commitments:** $9408206391.57

**Cash Not Reported:** $622132637.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 36701.78336000 | **1-Year:** 2180248.11032000 | **5-Year:** 8829722.63523000 | **10-Year:** 6933158.84309000 | **30-Year:** 1159309.51649000

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

- **3-Month:** 10513.53739000 | **1-Year:** 490287.83191000 | **5-Year:** 1206998.49702000 | **10-Year:** 367510.08937000 | **30-Year:** 4647.32205000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012436 | 3.75%                | -0.31%               | 3.61%                |
| Class ID C000095380 | 3.84%                | -0.30%               | 3.71%                |
| Class ID C000057394 | 3.78%                | -0.35%               | 3.65%                |
| Class ID C000196667 | 3.71%                | -0.26%               | 3.67%                |
| Class ID C000012434 | 3.81%                | -0.25%               | 3.67%                |
| Class ID C000196668 | 3.82%                | -0.32%               | 3.69%                |
| Class ID C000012437 | 3.75%                | -0.23%               | 3.71%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13720239.52             | $1500790529.02                             |
| Month 2  | $71215984.77             | $-213724220.75                             |
| Month 3  | $-64999803.38            | $1366624020.87                             |

**Designated Index Information**

- **Index Name:** PGIM Total Return Bond Fund - ExDerivatives

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| REGL TRANSPRTN DIST CO SALES T                    | Regional Transportation District Sales Tax Revenue                               | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3320000 | PA      | $3950336.23    | 0.01%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9275000 | PA      | $8341933.24    | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1459000 | PA      | $1329963.27    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $237893.11     | 0.00%             |  |  |  | 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        |     6025000 | PA      | $4759750.00    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KRAFT HEINZ FOODS CO                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7921.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-27358.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/CNH FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2900422.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AVIS BUDGET GROUP INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-81468.38     | -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      | $7645137.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7205000 | PA      | $5472422.66    | 0.01%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                          | Adtalem Global Education Inc                                                     | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |     1889000 | PA      | $1759952.08    | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FQQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7788324 | PA      | $7248739.28    | 0.02%             | 2048-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1282008.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                    | Romark WM-R Ltd                                                                  | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    64325160 | PA      | $63564527.83   | 0.16%             | 2031-04-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                        | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     3620000 | PA      | $3606447.91    | 0.01%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                            | Chesapeake Energy Corp                                                           | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     2950000 | PA      | $2864599.06    | 0.01%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                   | Allegro CLO VIII Ltd                                                             | CUSIP: 01750LAA1<br>LEI: 635400EGZEWLZ9KRXG08 | Long             | ABS-CBDO         | CORP              | KY        |   141083000 | PA      | $139423525.32  | 0.35%             | 2031-07-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| BULGARIA                                          | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    21615000 | PA      | $13159298.46   | 0.03%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 19767QAS4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    20400000 | PA      | $23003778.48   | 0.06%             | 2036-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    36415000 | PA      | $18052451.85   | 0.05%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                        | Aurium CLO II DAC                                                                | CUSIP: 000000000<br>LEI: 213800HRTED9UC792482 | Long             | ABS-CBDO         | CORP              | IE        |    22500000 | PA      | $23211638.55   | 0.06%             | 2034-06-22      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $33555.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FG3N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4819406 | PA      | $4568564.73    | 0.01%             | 2048-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26399.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                             | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1471513.25    | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.IG.39.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-24392800.70  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                            | American Airlines 2015-2 Class AA Pass Through Trust                             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8668483 | PA      | $7927763.68    | 0.02%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $33555.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    11645000 | PA      | $11399940.29   | 0.03%             | 2024-07-30      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    25100000 | PA      | $19297370.53   | 0.05%             | 2039-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                               | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    19830000 | PA      | $16964204.09   | 0.04%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | HUF/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1787524.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                             | Healthpeak Properties Inc                                                        | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1367064.90    | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARCELORMITTAL SA                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-27978.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31283HVL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4778 | PA      | $5002.51       | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                              | Prime Mortgage Trust 2004-CL1                                                    | CUSIP: 74160MDL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4922 | PA      | $4826.34       | 0.00%             | 2034-02-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS MALAYSIA GOVERNMENT                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $70787.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $84301.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                | CUSIP: 25179MBB8<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      500000 | PA      | $507327.16     | 0.00%             | 2023-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.36.V1                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $437567.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1985000 | PA      | $1933669.15    | 0.00%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15596.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS PEOPLES REPBLIC OF CHINA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $38460.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134A3ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    14281000 | PA      | $11000362.97   | 0.03%             | 2029-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ANYWHERE REAL ESTATE GROUP LLC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-505265.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS ISRAEL ELECTRIC CORP LTD                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1652.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    27000000 | PA      | $24681499.20   | 0.06%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                  | CUSIP: 465410BX5<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     9601000 | PA      | $9108160.51    | 0.02%             | 2024-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BHCZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   331290102 | PA      | $3896634.18    | 0.01%             | 2025-01-25      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SASU                                                               | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     9175000 | PA      | $8616976.50    | 0.02%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BANCO SANTANDER SA                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-30535.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31403FUM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4527 | PA      | $4729.16       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    38109000 | PA      | $35909157.98   | 0.09%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |    42866000 | PA      | $42253946.39   | 0.11%             | 2024-06-12      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                     | Sempra Energy                                                                    | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    28195000 | PA      | $26740657.07   | 0.07%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HP INC                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10797.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS RYDER SYSTEM INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12908.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MATTERHORN TELECOM HOLDING SA                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-105334.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                     | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     3815000 | PA      | $3627695.56    | 0.01%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HCA INC                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-29689.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bosphorus CLO                                     | Bosphorus CLO VI DAC                                                             | CUSIP: 000000000<br>LEI: 6354003QOK8LLEWEMR90 | Long             | ABS-CBDO         | CORP              | IE        |   123800000 | PA      | $130814239.88  | 0.33%             | 2034-05-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31391F5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13462 | PA      | $13941.83      | 0.00%             | 2032-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CLP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1461621.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | CDS SAFEWAY INC                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-121578.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                    | Microsoft Corp                                                                   | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    12025000 | PA      | $9192078.95    | 0.02%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As                    | Chase Funding Trust Series 2002-2                                                | CUSIP: 161551FS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       56100 | PA      | $55510.41      | 0.00%             | 2032-04-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                            | Canyon Capital CLO 2019-1 Ltd                                                    | CUSIP: 13887TAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    51300000 | PA      | $50454483.66   | 0.13%             | 2032-04-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.36.V1                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $5834228.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3461436.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27908000 | PA      | $24832489.00   | 0.06%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-98885.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2017-COR2 Mortgage Trust                                                    | CUSIP: 12595EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    99500882 | PA      | $93565495.36   | 0.23%             | 2050-09-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                             | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45118.25      | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3013886.37    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                    | OneMain Direct Auto Receivables Trust 2019-1                                     | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   101980000 | PA      | $98991149.76   | 0.25%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2004-HE3                                  | CUSIP: 61744CDG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      483058 | PA      | $443718.90     | 0.00%             | 2034-03-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                              | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    10718000 | PA      | $9787673.31    | 0.02%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4613227.05    | 0.01%             | 2054-10-15      | Fixed         | 4.95%                 | 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      | $7891.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/THB FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1239487.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AT&T INC                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-33327.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                            | Indian Railway Finance Corp Ltd                                                  | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     7820000 | PA      | $6842969.20    | 0.02%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $21584.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS HOST HOTELS & RESORTS LP                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $129079.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                    | Wynn Macau Ltd                                                                   | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    13500000 | PA      | $12622500.00   | 0.03%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AMERICAN AXLE & MANUFACTURING INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-225813.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53179.14      | 0.00%             | 2030-02-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                    | Merrill Lynch Mortgage Investors Trust Series 2003-OPT1                          | CUSIP: 5899295H7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      166735 | PA      | $161539.78     | 0.00%             | 2034-07-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TESLA INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-89226.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                             | eG Global Finance PLC                                                            | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    12500000 | PA      | $12079477.21   | 0.03%             | 2025-02-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                            | Commonwealth Edison Co                                                           | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2665000 | PA      | $2223993.69    | 0.01%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                 | Elevation CLO 2014-2 Ltd                                                         | CUSIP: 28622QAB7<br>LEI: 635400HAVYYWWB139K27 | Long             | ABS-CBDO         | CORP              | KY        |    21822671 | PA      | $21703091.63   | 0.05%             | 2029-10-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS GAZPROM PAO                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1635694.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    50085000 | PA      | $47613620.28   | 0.12%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KGR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12900000 | PA      | $11190750.00   | 0.03%             | 2033-12-25      | Floating      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13660000 | PA      | $13338776.63   | 0.03%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    48869000 | PA      | $22357567.50   | 0.06%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TELECOM ITALIA SPA                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-181435.05    | -0.00%            |  |  |  | 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      | $-1217.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      228000 | PA      | $220788.10     | 0.00%             | 2025-05-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AVNET INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10568.34     | -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      | $19249.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                 | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    45602000 | PA      | $41848385.38   | 0.10%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                          | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10775000 | PA      | $10614722.41   | 0.03%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    42375000 | PA      | $36400580.96   | 0.09%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $34632.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-287269.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                          | Teachers Insurance & Annuity Association of America                              | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |      325000 | PA      | $376581.20     | 0.00%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ADVANCED MICRO DEVICES INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2407.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                          | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      500000 | PA      | $456250.00     | 0.00%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | CBOT 5 Year US Treasury Note                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       29642 | NC      | $27175047.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                          | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     6838000 | PA      | $6692212.47    | 0.02%             | 2024-02-16      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CONOCOPHILLIPS                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2872.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT LLC                                        | Sprint LLC                                                                       | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    39580000 | PA      | $40464564.32   | 0.10%             | 2024-06-15      | Fixed         | 7.12%                 | 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      | $30710.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31283HUA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5059 | PA      | $5296.69       | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                        | Palmer Square European CLO 2021-2 DAC                                            | CUSIP: 000000000<br>LEI: 5493008YA044FHERJ655 | Long             | ABS-CBDO         | CORP              | IE        |    10500000 | PA      | $10936552.77   | 0.03%             | 2035-04-15      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     9000000 | PA      | $8996295.60    | 0.02%             | 2023-02-07      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/PEN FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18067.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                            | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     4365000 | PA      | $4202657.09    | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ASHLAND LLC                                       | Ashland LLC                                                                      | CUSIP: 044209AM6<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |    11140000 | PA      | $11294713.43   | 0.03%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   413770000 | OU      | $216038.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DELTA AIR LINES INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-45223.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.34.V1                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $7317610.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                    | Bear Stearns Asset Backed Securities Trust 2002-2                                | CUSIP: 07384YEN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16070 | PA      | $15888.78      | 0.00%             | 2032-10-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ALEX ALPHA LLC                                    | ALEX Alpha LLC                                                                   | CUSIP: 01447UAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      760869 | PA      | $747003.04     | 0.00%             | 2024-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 313920GP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12715 | PA      | $13251.06      | 0.00%             | 2031-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     9720000 | PA      | $9715822.73    | 0.02%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS INTERNATIONAL GAME TECHNOLOGY PLC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21126.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7175000 | PA      | $5830065.62    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $105474.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $23976.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-16056.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $3283.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    14670000 | PA      | $10892994.76   | 0.03%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ITALY 6.875 23-STRIP                              | Repubic of Italy Government International Bond Coupon Strip                      | CUSIP: 465413CJ9<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4000000 | PA      | $3964522.04    | 0.01%             | 2023-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1158787.44    | 0.00%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REXEL SA                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-37355.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                    | Mariner Finance Issuance Trust 2019-A                                            | CUSIP: 56847MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11067655 | PA      | $10933864.45   | 0.03%             | 2032-07-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2435000 | PA      | $2186201.32    | 0.01%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Crestline Denali CLO XVII, LLC                    | Crestline Denali CLO XVII Ltd                                                    | CUSIP: 22616TAJ5<br>LEI: 254900BNO2GIP36AKL73 | Long             | ABS-CBDO         | CORP              | KY        |   107000000 | PA      | $105663270.40  | 0.26%             | 2031-10-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA1                                          | CUSIP: 35564KBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22230000 | PA      | $20621179.33   | 0.05%             | 2051-01-25      | Floating      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | PHP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $48438.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OWENS CORNING                                     | Owens Corning                                                                    | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    22500000 | PA      | $18968454.23   | 0.05%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cold Storage Trust                                | Cold Storage Trust 2020-ICE5                                                     | CUSIP: 193051AQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    53917030 | PA      | $52566160.56   | 0.13%             | 2037-11-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                           | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    21390000 | PA      | $18395400.00   | 0.05%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS GAZPROM PAO                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $3368590.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31390YJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23051 | PA      | $23905.61      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.HILO.5-10                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $44636.53      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DELL INC                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26994.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-840711.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LAMB WESTON HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22437.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                    | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HBE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6348787 | PA      | $7118880.21    | 0.02%             | 2028-02-25      | Fixed         | 31.36%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS ARGENTINA REPUBLIC OF GOVERNMENT                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1283259.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418V4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4249388 | PA      | $4318516.82    | 0.01%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TENET HEALTHCARE CORPORATION                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-68301.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -352290000 | OU      | $-17961.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $54351.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                   | San Diego Gas & Electric Co                                                      | CUSIP: 797440BL7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     9512000 | PA      | $9646147.26    | 0.02%             | 2040-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS EMIRATE OF DUBAI                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $24635.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BAYER AG                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12218.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                       | Phillips 66                                                                      | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $1793940.50    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| J.P. Morgan Alternative Loan T                    | JP Morgan Alternative Loan Trust                                                 | CUSIP: 46627MDA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       77063 | PA      | $63444.23      | 0.00%             | 2036-03-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                           | Indiana University Health Inc Obligated Group                                    | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10475000 | PA      | $9178365.01    | 0.02%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                             | Intelsat Jackson Holdings SA                                                     | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     2000000 | PA      | $2.00          | 0.00%             | 2023-08-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31409D3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4398 | PA      | $4604.71       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-252023.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAMERON INTERNATIONAL CO                          | Cameron International Corp                                                       | CUSIP: 13342BAF2<br>LEI: P2PV5Z2Z2UKRY3P3V155 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2678463.91    | 0.01%             | 2041-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                          | Endeavor Energy Resources LP / EER Finance Inc                                   | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10493000 | PA      | $10364173.45   | 0.03%             | 2028-01-30      | Fixed         | 5.75%                 | 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        |     4648803 | PA      | $4532001.84    | 0.01%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MDC HOLDINGS INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-55575.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPBULIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-206395.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                           | Principal Financial Group Inc                                                    | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      760000 | PA      | $646901.29     | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ALLY FINANCIAL INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-60371.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     3000000 | PA      | $2631600.00    | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2003-NC5                                  | CUSIP: 61746RBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      477906 | PA      | $475814.15     | 0.00%             | 2033-04-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17699.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GLENCORE INTERNATIONAL AG                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28544.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    34643000 | PA      | $33365349.53   | 0.08%             | N/A             | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50154.19      | 0.00%             | 2024-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                  | Welltower OP LLC                                                                 | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    14095000 | PA      | $13828998.74   | 0.03%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                             | Intelsat Jackson Holdings SA                                                     | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     2625000 | PA      | $2.63          | 0.00%             | 2025-07-15      | Fixed         | 9.75%                 | No            |                  3 | On Loan: —       |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -535700000 | OU      | $-241658.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HESS CORPORATION                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21285.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31404P5N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61042 | PA      | $63054.31      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                                | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     8458000 | PA      | $8800980.10    | 0.02%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CCO HOLDINGS LLC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-116501.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    25400000 | PA      | $25266568.72   | 0.06%             | 2024-06-25      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46072.84      | 0.00%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UPC HOLDING BV                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-126888.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED AIRLINES HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-107010.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.EM.36.V1                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5834228.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OLIN CORP                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-46212.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                            | CUSIP: 903724AP7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    43190000 | PA      | $10562654.38   | 0.03%             | 2024-09-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CMA CGM SA                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-125749.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31374GRC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4547 | PA      | $4392.78       | 0.00%             | 2036-05-01      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LADBROKES CORAL GROUP LTD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-30551.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    41432000 | PA      | $40704397.32   | 0.10%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | IDR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $672494.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2017-C4                                      | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    76000000 | PA      | $71277960.40   | 0.18%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNBC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    56489000 | PA      | $4204159.93    | 0.01%             | 2029-07-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $15011.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $17763.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FN4A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4706033 | PA      | $4368666.64    | 0.01%             | 2048-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2012-2A PTT                            | US Airways 2012-2 Class A Pass Through Trust                                     | CUSIP: 90345WAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1066966 | PA      | $987048.35     | 0.00%             | 2025-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| MIDAMERICAN ENERGY CO                             | MidAmerican Energy Co                                                            | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1707184.24    | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNICREDIT SPA                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-46200.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    14860000 | PA      | $14175561.77   | 0.04%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   112290000 | PA      | $110007627.15  | 0.27%             | 2025-05-07      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/ILS FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-605033.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                    | Ford Credit Auto Owner Trust 2020-REV2                                           | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17892000 | PA      | $15733720.25   | 0.04%             | 2033-04-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| TVA PRIN STRIP                                    | Tennessee Valley Authority Principal Strip                                       | CUSIP: 88059FBM2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     1300000 | PA      | $735779.49     | 0.00%             | 2035-06-15      | None          | 0.00%                 | 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        |    38480426 | PA      | $39682807.04   | 0.10%             | 2060-11-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| ENVIVA PARTNERS LP/FIN C                          | Enviva Partners LP / Enviva Partners Finance Corp                                | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $93647.21      | 0.00%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MARRIOTT INTERNATIONAL INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6881.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -415680000 | OU      | $-1976274.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                 | ONEOK Partners LP                                                                | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1079491.99    | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR CLO 11 Ltd                                                                   | CUSIP: 48250MAK3<br>LEI: 549300PJRIGYUE3V5M12 | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1389500.00    | 0.00%             | 2031-01-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Specialty Underwriting & Resid                    | Specialty Underwriting & Residential Finance Trust Series 2003-BC2               | CUSIP: 84751PAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      563863 | PA      | $539312.41     | 0.00%             | 2034-06-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9647410.00    | 0.02%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SHERWIN-WILLIAMS COMPANY (THE)                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-20248.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                            | IPALCO Enterprises Inc                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     6350000 | PA      | $5878717.99    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SIMON PROPERTY GROUP LP                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-239.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DARDEN RESTAURANTS INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5837.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU ENHANCED PASS-THRU                           | Peru Enhanced Pass-Through Finance Ltd                                           | CUSIP: 000000000<br>LEI: 549300O4IWRO77V4HJ21 | Long             | DBT              | CORP              | KY        |     1886812 | PA      | $1748013.81    | 0.00%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS INTERNATIONAL GAME TECHNOLOGY PLC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-39455.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KG4K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5670050 | PA      | $5034597.73    | 0.01%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2403169.43   | -0.01%            |  |  |  | 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        |   459259209 | PA      | $16750239.66   | 0.04%             | 2029-02-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MATTERHORN TELECOM HOLDING SA                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-52202.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                  | CVC Cordatus Loan Fund III DAC                                                   | CUSIP: 000000000<br>LEI: 213800XV458LVR3TU384 | Long             | ABS-CBDO         | CORP              | IE        |     5300000 | PA      | $5445293.27    | 0.01%             | 2032-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    29225000 | PA      | $28331602.86   | 0.07%             | N/A             | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TESCO PLC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12106.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                            | AmerisourceBergen Corp                                                           | CUSIP: 03073EAM7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     3875000 | PA      | $3751134.97    | 0.01%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                 | At Home Group Inc                                                                | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $948726.47     | 0.00%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Bank of America, National Association             | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $144139.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    43472000 | PA      | $35265627.11   | 0.09%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 448814FH1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       11000 | PA      | $12587.32      | 0.00%             | 2027-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                             | Louisville Gas and Electric Co                                                   | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     5499000 | PA      | $4912993.57    | 0.01%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1866000 | PA      | $1577847.80    | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ISTAR INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-371.91       | -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      | $-107741.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/CNH FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2564045.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS EXPEDIA GROUP INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8887.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                          | United Airlines 2019-2 Class AA Pass Through Trust                               | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8792173 | PA      | $7279971.71    | 0.02%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    45640000 | PA      | $45236670.65   | 0.11%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                          | GMR Hyderabad International Airport Ltd                                          | CUSIP: 36256WAA2<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |     2275000 | PA      | $1977543.75    | 0.00%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CSAIL Commercial Mortgage Trus                    | CSAIL 2015-C3 Commercial Mortgage Trust                                          | CUSIP: 12635FAW4<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    86961000 | PA      | $441083.58     | 0.00%             | 2048-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    24655000 | PA      | $23733486.34   | 0.06%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TEVA PHARMACEUTICAL INDUSTRIES LTD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-57575.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ITV PLC                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-43968.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS GAZPROM PAO                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $12293647.53   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                           | Becton Dickinson and Co                                                          | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     5463000 | PA      | $5315370.56    | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    64795000 | PA      | $50628771.31   | 0.13%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS GOVERNMENT FEDERATIVE REPUBLIC OF BRAZIL                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $52721.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ALTICE FRANCE SA (FRANCE)                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-217012.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HOWMET AEROSPACE INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17716.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45000000 | PA      | $42532031.25   | 0.11%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                | Shackleton 2017-X CLO Ltd                                                        | CUSIP: 81883DAK9<br>LEI: 549300IM8C0HSUTXDD32 | Long             | ABS-CBDO         | CORP              | KY        |    33250000 | PA      | $32294102.40   | 0.08%             | 2029-04-20      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MOTOROLA SOLUTIONS INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2578.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                        | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     4524000 | PA      | $4366508.25    | 0.01%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                              | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    12775000 | PA      | $11639034.74   | 0.03%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7250000 | PA      | $7083603.66    | 0.02%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARROW ELECTRONICS INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4830.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050635<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   197500000 | PA      | $198117185.53  | 0.50%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  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        |    99234000 | PA      | $97019841.38   | 0.24%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS APACHE CORPORATION                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-44751.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (GAZ FN)                             | Gazprom PJSC via Gaz Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |     1367000 | PA      | $1003140.48    | 0.00%             | 2027-02-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FORD MOTOR COMPANY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-157775.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toro European CLO                                 | Toro European CLO 3 DAC                                                          | CUSIP: 000000000<br>LEI: 635400HMDMBJ8UOYII08 | Long             | ABS-CBDO         | CORP              | IE        |   115250000 | PA      | $122032997.06  | 0.30%             | 2034-07-15      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31412XNQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9713 | PA      | $10155.83      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.35.V1                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-930948.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    26290000 | PA      | $23942134.48   | 0.06%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                        | Cigna Corp                                                                       | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    31225000 | PA      | $30964653.44   | 0.08%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10525000 | PA      | $10246777.83   | 0.03%             | 2030-01-23      | Fixed         | 4.43%                 | 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        |    11730000 | PA      | $11550972.05   | 0.03%             | 2041-10-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                      | CSMCM_18-RPL4 07/25/2050                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18145673 | PA      | $15850078.18   | 0.04%             | 2050-07-25      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| Zais Clo 7 llc                                    | Zais Clo 7 Ltd                                                                   | CUSIP: 98887VAA1<br>LEI: 549300XFDOUEB0QTZS87 | Long             | ABS-CBDO         | CORP              | KY        |    53138521 | PA      | $52524605.92   | 0.13%             | 2030-04-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | PHP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1548204.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNIVERSAL HEALTH SERVICES INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26957.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2946252.54    | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 448814DB6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    18767000 | PA      | $23057053.63   | 0.06%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $16362.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44001.44      | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                    | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5155559.75    | 0.01%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -286510000 | OU      | $-58841.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6NQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         715 | PA      | $731.24        | 0.00%             | 2031-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                         | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    10130000 | PA      | $8641071.83    | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                               | CBAM 2019-11R Ltd                                                                | CUSIP: 12510TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    72425000 | PA      | $70973523.33   | 0.18%             | 2035-01-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MEXICO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5307.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TECK RESOURCES LTD                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-35869.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BRITISH TELECOMMUNICATIONS PLC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19349.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                            | Eskom Holdings SOC Ltd                                                           | CUSIP: 29646AAB2<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    21602000 | PA      | $20613708.50   | 0.05%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     9365000 | PA      | $9069864.83    | 0.02%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                           | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20015000 | PA      | $18103945.38   | 0.05%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   437000000 | PA      | $431537500.00  | 1.08%             | 2053-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                          | Gazprom PJSC Via Gaz Capital SA                                                  | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |     3000000 | PA      | $2470548.38    | 0.01%             | 2026-03-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EG Finco Limited                                  | EG Finco Ltd                                                                     | CUSIP: 000000000<br>LEI: 2138003OUK4UQHRJLT65 | Long             | LON              | CORP              | GB        |    28411466 | PA      | $28648179.38   | 0.07%             | 2025-02-07      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2014-LC16                                  | CUSIP: 94988XAT3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     2439046 | PA      | $2387388.72    | 0.01%             | 2050-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                          | United Airlines 2018-1 Class AA Pass Through Trust                               | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9968280 | PA      | $8858186.99    | 0.02%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $16775.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                           | Japan Finance Organization for Municipalities                                    | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    43000000 | PA      | $41966820.08   | 0.10%             | 2024-05-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BOYD GAMING CORPORATION                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-49260.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $8973.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13000000 | PA      | $12509960.97   | 0.03%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                            | CUSIP: 25714PCV8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     6000000 | PA      | $5969250.00    | 0.01%             | 2025-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   111225000 | PA      | $96783128.91   | 0.24%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1112745000 | PA      | $887066404.69  | 2.22%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MGM RESORTS INTERNATIONAL                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-60965.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | Ultra 10-Year US Treasury Note                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        8819 | NC      | $21525455.09   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GREYSTONE COML CAP TRUST                          | Greystone Commercial Capital Trust Series 2021-2                                 | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   196680000 | PA      | $188812800.00  | 0.47%             | 2025-05-31      | Floating      | 6.73%                 | No            |                  3 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -413770000 | OU      | $-1990521.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                       | Equinor ASA                                                                      | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     9026000 | PA      | $8429906.71    | 0.02%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS ARGENTINA REPUBLIC OF GOVERNMENT                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1283259.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OVINTIV INC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13362.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $5068.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                          | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     9188000 | PA      | $8999356.39    | 0.02%             | 2025-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                    | CWABS Inc Asset-Backed Certificates Trust 2004-4                                 | CUSIP: 1266715E2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2726354 | PA      | $2525320.99    | 0.01%             | 2034-08-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136AEHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1325858 | PA      | $66660.67      | 0.00%             | 2028-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                            | CUSIP: 903724BV3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    23600000 | PA      | $5122675.00    | 0.01%             | 2030-11-01      | Variable      | 9.75%                 | 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      | $12318.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                            | Teck Resources Ltd                                                               | CUSIP: 878742AZ8<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $958033.00     | 0.00%             | 2043-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HALLIBURTON COMPANY                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2510.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                            | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2003-W7      | CUSIP: 040104EP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       21988 | PA      | $20223.84      | 0.00%             | 2034-01-25      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7720.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur                    | Banc of America Mortgage 2004-E Trust                                            | CUSIP: 05949AHA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      135434 | PA      | $128784.01     | 0.00%             | 2034-06-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS RYDER SYSTEM INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12908.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JAZ7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     5995000 | PA      | $5771894.58    | 0.01%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F060626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    52500000 | PA      | $53912988.15   | 0.13%             | 2053-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-55687.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                               | Activision Blizzard Inc                                                          | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $1364399.06    | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Accredited Mortgage Loan Trust                    | Accredited Mortgage Loan Trust 2004-4                                            | CUSIP: 004375CF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      178256 | PA      | $171440.11     | 0.00%             | 2035-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                           | Sensata Technologies BV                                                          | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    11275000 | PA      | $11125944.50   | 0.03%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2018-C10                                           | CUSIP: 90276FAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    69500000 | PA      | $66625035.20   | 0.17%             | 2051-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MDC HOLDINGS INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28998.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP CDS GS_21-PJ-A                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -701420000 | OU      | $-11248.04     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2017-C3                                            | CUSIP: 90276GAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13800000 | PA      | $12948804.96   | 0.03%             | 2050-08-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NETFLIX INC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15022.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2017-C39                                   | CUSIP: 95000XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20000000 | PA      | $18665832.00   | 0.05%             | 2050-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    12850000 | PA      | $8218217.50    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TESCO PLC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26169.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SEALED AIR CORPORATION                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16293.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                  | CVC Cordatus Loan Fund XII DAC                                                   | CUSIP: 000000000<br>LEI: 635400LAN4VXPJEK9R11 | Long             | ABS-CBDO         | CORP              | IE        |    15000000 | PA      | $14306609.71   | 0.04%             | 2032-01-23      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                     | CUSIP: 279158AL3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     3434000 | PA      | $3307542.95    | 0.01%             | 2026-06-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS EASTMAN CHEMICAL COMPANY                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5583.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                           | PNMAC FMSR ISSUER TRUST 2018-FT1                                                 | CUSIP: 69346MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    71300000 | PA      | $69452987.76   | 0.17%             | 2023-04-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| SoFi RR Funding II Trust                          | Sofi RR Funding II Trust 2019-1                                                  | CUSIP: 83405EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9021623 | PA      | $9021421.59    | 0.02%             | 2024-11-29      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                           | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     4065000 | PA      | $3757561.20    | 0.01%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SCHAEFFLER AG                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-27205.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                             | Intelsat Jackson Holdings SA                                                     | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     2400000 | PA      | $2.40          | 0.00%             | 2024-10-15      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17316.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FING COR                    | Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | CUSIP: 74529JPW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2250000 | PA      | $2143125.00    | 0.01%             | 2053-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                                | CUSIP: 664397AM8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     5370000 | PA      | $5199379.42    | 0.01%             | 2025-01-15      | Fixed         | 3.15%                 | 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      | $-642.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                | STL Holding Co LLC                                                               | CUSIP: 861036AA9<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |      500000 | PA      | $438767.03     | 0.00%             | 2026-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                    | Structured Asset Investment Loan Trust 2003-BC8                                  | CUSIP: 86358EDY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       26667 | PA      | $26775.81      | 0.00%             | 2033-08-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    19800000 | PA      | $16821610.34   | 0.04%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   698305000 | PA      | $482812441.41  | 1.21%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 44881HCK8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      170000 | PA      | $204273.04     | 0.00%             | 2027-04-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                          | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAK5<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    10445000 | PA      | $9127741.11    | 0.02%             | 2039-03-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UPC HOLDING BV                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-37222.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BANK OF AMERICA CORP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3568.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2017-CD6 Mortgage Trust                                                       | CUSIP: 125039AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    81000000 | PA      | $75350071.80   | 0.19%             | 2050-11-13      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.36.V1                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $2917114.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31287V2T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         915 | PA      | $954.37        | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TRANSDIGM INC                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-38035.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                          | United States International Development Finance Corp                             | CUSIP: 6903532V8<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |     6231312 | PA      | $5910091.09    | 0.01%             | 2034-10-05      | Fixed         | 3.37%                 | 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      | $92060.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                             | eG Global Finance PLC                                                            | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    74133000 | PA      | $71834970.10   | 0.18%             | 2025-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-881405.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                           | Greenwood Park CLO Ltd                                                           | CUSIP: 39729RAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $9674397.00    | 0.02%             | 2031-04-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                           | American Axle & Manufacturing Inc                                                | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    26197000 | PA      | $24164003.56   | 0.06%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31390VPW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22058 | PA      | $22843.86      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                         | Mosaic Co/The                                                                    | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     3455000 | PA      | $3470304.96    | 0.01%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    48655000 | PA      | $9785627.40    | 0.02%             | 2032-01-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136B1MK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4792991 | PA      | $4541705.65    | 0.01%             | 2048-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ALSTOM SA                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-39664.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SAFEWAY INC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5070.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    39566000 | PA      | $41491499.96   | 0.10%             | 2039-01-23      | Fixed         | 5.45%                 | 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        |    25559570 | PA      | $2659161.42    | 0.01%             | 2032-02-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                     | Radnor RE 2020-1 Ltd                                                             | CUSIP: 750493AA6<br>LEI: 254900YVLP8CB4GC2O97 | Long             | ABS-MBS          | CORP              | BM        |      572521 | PA      | $572069.69     | 0.00%             | 2030-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    11505000 | PA      | $9836796.74    | 0.02%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     7580000 | PA      | $6319453.73    | 0.02%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                    | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10               | CUSIP: 06054MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2236781 | PA      | $2108665.18    | 0.01%             | 2049-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CR FUND                        | BLACKSTONE PRIVATE CR FUND                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    43775000 | PA      | $39621978.20   | 0.10%             | 2027-05-03      | Fixed         | 5.61%                 | No            |                  3 | On Loan: No      |
| FANNIE MAE                                        | Fannie Mae Principal Strip                                                       | CUSIP: 31358DDG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     3617000 | PA      | $2757917.87    | 0.01%             | 2030-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31292GMW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         137 | PA      | $138.23        | 0.00%             | 2024-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                          | Magellan Midstream Partners LP                                                   | CUSIP: 559080AJ5<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |     2830000 | PA      | $2201884.61    | 0.01%             | 2045-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mcafee Corp                                       | McAfee Corp                                                                      | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    55446375 | PA      | $51842360.63   | 0.13%             | 2029-03-01      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     3109000 | PA      | $625290.63     | 0.00%             | 2032-01-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                    | Oaktown Re II Ltd                                                                | CUSIP: 67400CAA6<br>LEI: 254900KOPN6EP9T3LD85 | Long             | ABS-MBS          | CORP              | US        |     6407278 | PA      | $6404703.78    | 0.02%             | 2028-07-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36295QGR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         493 | PA      | $510.75        | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $7303134.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                            | Lendmark Funding Trust 2021-1                                                    | CUSIP: 52607MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1099261.80    | 0.00%             | 2031-11-20      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOLDMAN SACHS GROUP INC/THE                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6312.98      | -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      | $-63053.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    30000000 | PA      | $30877777.88   | 0.08%             | 2026-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS GOVERNMENT FEDERATIVE REPUBLIC OF BRAZIL                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1729160.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Henley CLO                                        | Henley CLO III DAC                                                               | CUSIP: 000000000<br>LEI: 635400GBWJ33C3GSJK66 | Long             | ABS-CBDO         | CORP              | IE        |    43250000 | PA      | $45578064.96   | 0.11%             | 2035-12-25      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                            | Lending Funding Trust 2020-2                                                     | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15900000 | PA      | $14118724.59   | 0.04%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STELLANTIS NV                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17248.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                          | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4415000 | PA      | $4130700.49    | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 13-1 A PASS T                          | American Airlines 2013-1 Class A Pass Through Trust                              | CUSIP: 023772AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3216776 | PA      | $2931025.60    | 0.01%             | 2025-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LLOYDS BANKING GROUP PLC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21563.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                           | CUSIP: 225433AT8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    23170000 | PA      | $22904712.77   | 0.06%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NRG ENERGY INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-93988.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FREEPORT-MCMORAN INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-9785.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                  | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      413000 | PA      | $396923.98     | 0.00%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REP5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    20000000 | PA      | $18658438.00   | 0.05%             | 2025-09-22      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| HPS Investment Partners CLO                       | HPC Investment Partners CLO                                                      | CUSIP: 44330BAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13481067 | PA      | $13409879.14   | 0.03%             | 2029-10-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                          | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     7206000 | PA      | $5927852.40    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $43169.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                     | Valvoline Inc                                                                    | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |       95000 | PA      | $93431.44      | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                      | Providus CLO II DAC                                                              | CUSIP: 000000000<br>LEI: 635400JFBYET5G2XFP83 | Long             | ABS-CBDO         | CORP              | IE        |   203900000 | PA      | $216622395.22  | 0.54%             | 2031-07-15      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18650000 | PA      | $17225018.78   | 0.04%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31404P7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2249 | PA      | $2346.36       | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOODYEAR TIRE & RUBBER COMPANY (THE)                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-150458.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                           | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    48220000 | PA      | $46644705.64   | 0.12%             | 2046-02-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DELL INC                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26994.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DARDEN RESTAURANTS INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5837.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    55529000 | PA      | $49124481.71   | 0.12%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $49271.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      500000 | PA      | $487102.42     | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4326000 | PA      | $4245032.42    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Intelsat SA/Luxembourg                            | Intelsat SA/Luxembourg                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       66831 | NS      | $1576108.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ALTICE FINCO SA                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-154661.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                            | Power Finance Corp Ltd                                                           | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     3060000 | PA      | $2683798.28    | 0.01%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                  | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3420000 | PA      | $3293084.24    | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AMKOR TECHNOLOGY INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-32958.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARROW ELECTRONICS INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4830.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                          | Everest Reinsurance Holdings Inc                                                 | CUSIP: 299808AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27295000 | PA      | $20342027.55   | 0.05%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | CBOT US Long Bond                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -8438 | NC      | $-30283377.60  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| BOXER PARENT CO INC                               | Boxer Parent Co Inc                                                              | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    14859000 | PA      | $14164196.43   | 0.04%             | 2026-03-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2019-H6                                           | CUSIP: 61769JAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    47750000 | PA      | $43325513.65   | 0.11%             | 2052-06-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DELTA AIR LINES INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-88660.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2548576.40    | 0.01%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $237893.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    18446000 | PA      | $12750797.50   | 0.03%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    64530000 | PA      | $65905186.57   | 0.16%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $32684.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMT Trust                                         | IMT Trust 2017-APTS                                                              | CUSIP: 44974AAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7630000 | PA      | $7320656.91    | 0.02%             | 2034-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NORDSTROM INC                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-205682.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBAM CLO Management                               | CBAM 2020-12 Ltd                                                                 | CUSIP: 12509VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    89850000 | PA      | $88609396.13   | 0.22%             | 2034-07-20      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $61420.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     5475000 | PA      | $5529486.98    | 0.01%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2555000 | PA      | $2557539.11    | 0.01%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HCA INC                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3407.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                            | Corp Andina de Fomento                                                           | CUSIP: 219868CA2<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    10400000 | PA      | $10249200.00   | 0.03%             | 2023-11-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DOW CHEMICAL COMPANY (THE)                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4704.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  1025000000 | PA      | $961196281.75  | 2.40%             | 2053-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NAVIENT CORP                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-31873.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARKEL CORP                                       | Markel Corp                                                                      | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    14057000 | PA      | $13139357.92   | 0.03%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED AIRLINES HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-59696.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                       | Equinor ASA                                                                      | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    20155000 | PA      | $17156012.59   | 0.04%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS RENAULT SA                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-39254.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136B4HB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      433940 | PA      | $431501.45     | 0.00%             | 2032-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ANHEUSER BUSCH INBEV SA                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12134.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                    | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 48128U2R9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6163000 | PA      | $5542485.74    | 0.01%             | 2028-12-26      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   105000000 | PA      | $92480167.50   | 0.23%             | 2056-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AMERICAN AXLE & MANUFACTURING INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-116856.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2719032.72    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                          | Digicel International Finance Ltd/Digicel international Holdings Ltd             | CUSIP: 25381XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    68274000 | PA      | $58685770.13   | 0.15%             | 2024-05-25      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ALSTOM SA                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-39664.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                 | CDP Financial Inc                                                                | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     1200000 | PA      | $1333971.36    | 0.00%             | 2039-11-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    19835000 | PA      | $18699354.22   | 0.05%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14070000 | PA      | $13245585.94   | 0.03%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                              | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $6701701.85    | 0.02%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HOWMET AEROSPACE INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $160.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10530.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    51175000 | PA      | $47886356.33   | 0.12%             | 2050-06-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $29737.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS GENERAL MOTORS CO                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1698100.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                     | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    10700000 | PA      | $10426040.30   | 0.03%             | 2025-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                          | United States International Development Finance Corp                             | CUSIP: 6903533R6<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |     7400000 | PA      | $8490254.73    | 0.02%             | 2023-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    18025000 | PA      | $17957406.25   | 0.04%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    18575000 | PA      | $18294471.81   | 0.05%             | 2024-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1600000 | PA      | $1739266.06    | 0.00%             | 2023-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                     | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31395A3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       59329 | PA      | $56888.36      | 0.00%             | 2044-07-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NORDSTROM INC                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-53358.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GAP INC/THE                                       | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $9730976.58    | 0.02%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Carlyle Global Market Strategi                    | Carlyle Global Market Strategies CLO 2015-5 Ltd                                  | CUSIP: 14312JAY8<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |    66250000 | PA      | $65386047.00   | 0.16%             | 2032-01-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $223675.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS MALAYSIA GOVERNMENT                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $353938.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137ADSL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2401694 | PA      | $2352130.67    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BANCO BILBAO VIZCAYA ARGENTARIA SA                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-32014.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    67181000 | PA      | $67181000.00   | 0.17%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    14827000 | PA      | $10581229.66   | 0.03%             | 2033-03-03      | Fixed         | 1.65%                 | 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        |    12250000 | PA      | $10202903.48   | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MARKS AND SPENCER PLC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-112686.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31371KVG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1981 | PA      | $2071.62       | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                          | Gazprom PJSC Via Gaz Capital SA                                                  | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |    40100000 | PA      | $31606168.38   | 0.08%             | 2023-11-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   113155000 | PA      | $83677523.91   | 0.21%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/KRW FORWARD                                                                  | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-643725.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                    | Structured Asset Mortgage Investments Trust 2002-AR3                             | CUSIP: 86358HNX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5087 | PA      | $4835.97       | 0.00%             | 2032-09-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      875000 | PA      | $769515.08     | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                               | Kasikornbank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |     8650000 | PA      | $7730764.50    | 0.02%             | 2031-10-02      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                            | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     9465651 | PA      | $9366261.66    | 0.02%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| Bank of America, National Association             | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $196259.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2017-C5                               | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26126942 | PA      | $24821804.76   | 0.06%             | 2050-03-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2014-UBS3 Mortgage Trust                                                    | CUSIP: 12591YBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11935569 | PA      | $11633083.50   | 0.03%             | 2047-06-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                    | Benefit Street Partners CLO XXI Ltd                                              | CUSIP: 08186RAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    73525000 | PA      | $72549146.79   | 0.18%             | 2034-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   352290000 | OU      | $36212.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNICREDIT SPA                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-46200.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    12710000 | PA      | $12785995.63   | 0.03%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $82542.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6095000 | PA      | $5523291.44    | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.COPENHAGEN.5-10                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $225418.70     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VALERO ENERGY CORPORATION                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1757.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | KRW/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2852066.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                    | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      288505 | PA      | $284804.62     | 0.00%             | 2028-01-25      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   118348000 | PA      | $129315395.55  | 0.32%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31412VE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2838 | PA      | $2821.91       | 0.00%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    31393000 | PA      | $30664424.04   | 0.08%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3328538.19    | 0.01%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $837760.72     | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    26803000 | PA      | $25769328.64   | 0.06%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HOWMET AEROSPACE INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17716.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BKH29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    33090172 | PA      | $1624932.61    | 0.00%             | 2033-07-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TEVA PHARMACEUTICAL INDUSTRIES LTD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-110431.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   181110000 | PA      | $155852270.81  | 0.39%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                       | CUSIP: 21H030625<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   467000000 | PA      | $428983281.25  | 1.07%             | 2053-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                              | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     7025000 | PA      | $7176152.71    | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FCHS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1834007 | PA      | $269657.57     | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 9128337N4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5765000 | PA      | $4354376.56    | 0.01%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SOCIETE GENERALE SA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21187.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GKN HOLDINGS LTD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-29059.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                          | Banco de Credito del Peru S.A.                                                   | CUSIP: 05990GAA3<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     2532000 | PA      | $2518232.25    | 0.01%             | 2023-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10055000 | PA      | $9577242.71    | 0.02%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                             | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     4090000 | PA      | $4761675.55    | 0.01%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5194.87       | 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      | $19249.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REXEL SA                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-72894.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                 | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7089305.12    | 0.02%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                          | Shire Acquisitions Investments Ireland DAC                                       | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    69545000 | PA      | $66388234.22   | 0.17%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ANHEUSER BUSCH INBEV SA (PRE-REINCORPORATION)                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5792.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS BOEING CO                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $295998.28     | 0.00%             |  |  |  | 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        |    11231000 | PA      | $13906138.40   | 0.03%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/PLN FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-397864.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                           | Development Bank of Japan Inc                                                    | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    10000000 | PA      | $9866810.00    | 0.02%             | 2023-09-05      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    40760000 | PA      | $30374077.69   | 0.08%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $228163.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS RYDER SYSTEM INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2624.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NETFLIX INC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-867.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12282390.36   | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | 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      | $10792.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $437928.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $48903.62      | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | 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      | $55918.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS CASINO GUICHARD PERRACHON SA                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2811466.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYA EURO CLO                                     | Voya Euro CLO I DAC                                                              | CUSIP: 000000000<br>LEI: 635400EFYWXM2GM8RL10 | Long             | ABS-CBDO         | CORP              | IE        |    55913261 | PA      | $59771314.11   | 0.15%             | 2030-10-15      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                       | GSAMP Trust 2005-HE3                                                             | CUSIP: 362341BS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      454799 | PA      | $452154.77     | 0.00%             | 2035-06-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1673862.30    | 0.00%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education Inc                      | Adtalem Global Education Inc                                                     | CUSIP: 00737RAE0<br>LEI: 549300Z467EZLMODV621 | Long             | LON              | CORP              | US        |     3687541 | PA      | $3681615.47    | 0.01%             | 2028-08-12      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE                          | Five Point Operating Co LP / Five Point Capital Corp                             | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6050000 | PA      | $5446371.54    | 0.01%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NETFLIX INC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15022.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2020-DNA5                                          | CUSIP: 35566ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10705000 | PA      | $11140157.18   | 0.03%             | 2050-10-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                                                        | CUSIP: 74815HCE0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $109475.90     | 0.00%             | 2026-04-09      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS PEOPLES REPBLIC OF CHINA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $64100.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      208000 | PA      | $174727.82     | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $512803.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47416.30      | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                             | Reynolds American Inc                                                            | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    21633000 | PA      | $21235508.34   | 0.05%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    17900000 | PA      | $17345548.93   | 0.04%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OCCIDENTAL PETROLEUM CORPORATION                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7559.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS APACHE CORPORATION                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22376.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.COPENHAGEN.10-15                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8894901.55    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $27175.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED RENTALS (NORTH AMERICA) INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4488.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TRANSOCEAN INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-126484.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    59564000 | PA      | $58485324.55   | 0.15%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1634.23      | -0.00%            |  |  |  | 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      | $8561.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-244870.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SoFi RR Funding III Trust                         | Sofi RR Funding III Trust 2020-1                                                 | CUSIP: 78472DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    29075217 | PA      | $29072170.16   | 0.07%             | 2024-11-29      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                          | EQM Midstream Partners LP                                                        | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18712.66      | 0.00%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2019-L2                                           | CUSIP: 61768HAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    41900000 | PA      | $39282125.71   | 0.10%             | 2052-03-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                           | CUSIP: 225401AC2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     3541000 | PA      | $3112136.39    | 0.01%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137AWAJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6894360 | PA      | $999230.60     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $4561162.58    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2018-C11                                           | CUSIP: 90276XAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    40000000 | PA      | $38330744.00   | 0.10%             | 2051-06-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MEXICO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $35381.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                             | CUSIP: 26882PAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     2355000 | PA      | $2587625.68    | 0.01%             | 2034-06-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | THB/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $956011.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BLOCK FINANCIAL LLC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6800.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $30710.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HCA INC                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13375.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ozlme                                             | OZLME III DAC                                                                    | CUSIP: 000000000<br>LEI: 635400NZEYX722WIXX02 | Long             | ABS-CBDO         | CORP              | IE        |    66366042 | PA      | $70757970.76   | 0.18%             | 2030-08-24      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| TPC Group Rights                                  | TPC Group Rights                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      353022 | NS      | $7060440.00    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                           | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14625000 | PA      | $14554108.24   | 0.04%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AHOLD FINANCE USA LLC                             | Ahold Finance USA LLC                                                            | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    17470000 | PA      | $18615880.54   | 0.05%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MACYS INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-98372.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                               | Spectrum Brands Inc                                                              | CUSIP: 84762LAU9<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |       43000 | PA      | $42676.31      | 0.00%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VF CORP                                           | VF Corp                                                                          | CUSIP: 918204BA5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9486401.90    | 0.02%             | 2025-04-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| RUTGERS NJ ST UNIV                                | Rutgers The State University of New Jersey                                       | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     1350000 | PA      | $1442078.44    | 0.00%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS SA                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-45828.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CZK/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-114690.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PEARSON PLC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6609.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                        | Palmer Square European CLO 2021-2 DAC                                            | CUSIP: 000000000<br>LEI: 5493008YA044FHERJ655 | Long             | ABS-CBDO         | CORP              | IE        |    15000000 | PA      | $15840875.70   | 0.04%             | 2035-04-15      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5910000 | PA      | $5055414.59    | 0.01%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SCHAEFFLER AG                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16845.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HP INC                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10797.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     7895000 | PA      | $8120110.85    | 0.02%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LADBROKES CORAL GROUP LTD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-49979.75     | -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      | $2189.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   528099756 | PA      | $30067412.40   | 0.08%             | 2029-07-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4098937.07    | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -373583333 | OU      | $-420062.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    23755000 | PA      | $18105787.58   | 0.05%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GENERAL ELECTRIC CO                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6577.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FQGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16808467 | PA      | $15411163.61   | 0.04%             | 2048-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-206395.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/CNH FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2834357.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     3000000 | PA      | $3725250.00    | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                      | Eagle RE 2021-2 Ltd                                                              | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    40750000 | PA      | $41118229.23   | 0.10%             | 2034-04-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $235952.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BOYD GAMING CORPORATION                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-49260.76     | -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      | $-327316.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                       | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     4510000 | PA      | $3497795.90    | 0.01%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33775000 | PA      | $34479525.56   | 0.09%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     7845000 | PA      | $6861065.67    | 0.02%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                            | CUSIP: 903724BW1<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     7697000 | PA      | $1733268.19    | 0.00%             | 2026-02-01      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    18135000 | PA      | $15250306.72   | 0.04%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                             | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     3720000 | PA      | $3329266.64    | 0.01%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2020-HQA4                                          | CUSIP: 35565RBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15471740 | PA      | $16283120.28   | 0.04%             | 2050-09-25      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-248755.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | KRW/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-657026.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HOLCIM AG                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17945.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC & GAS REVE                    | City of San Antonio TX Electric & Gas Systems Revenue                            | CUSIP: 796253Z21<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     6480000 | PA      | $6316609.33    | 0.02%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REYNOLDS AMERICAN INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4264.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38380UA29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10735579 | PA      | $2035698.76    | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PREMIER FOODS FINANCE PLC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-96629.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-6045914.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                            | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $6784162.92    | 0.02%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PULTE GROUP INC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3909.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                          | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    23050000 | PA      | $22949296.16   | 0.06%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-163658.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/TWD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2052480.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PEARSON PLC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6609.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $196625.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AETNA INC                                         | Aetna Inc                                                                        | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     5365000 | PA      | $6071565.19    | 0.02%             | 2037-12-15      | Fixed         | 6.75%                 | 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      | $18676.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                     | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      166000 | PA      | $160843.80     | 0.00%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     9449000 | PA      | $7819047.50    | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/THB FORWARD                                                                  | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3177386.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BEAZER HOMES USA INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-52655.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                           | International Game Technology PLC                                                | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     8150000 | PA      | $8150000.00    | 0.02%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit                    | SG Commercial Mortgage Securities Trust 2019-PREZ                                | CUSIP: 78430EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35000000 | PA      | $30003865.50   | 0.07%             | 2039-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                            | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     3930000 | PA      | $4093285.13    | 0.01%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certifica                    | ABFC 2003-OPT1 Trust                                                             | CUSIP: 04542BDD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2064797 | PA      | $1995642.30    | 0.00%             | 2033-04-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KOHLS CORP                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-92057.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CCO HOLDINGS LLC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-59566.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TEVA PHARMACEUTICAL INDUSTRIES LTD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-32127.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                    | Merrill Lynch Mortgage Investors Trust Series 2004-WMC3                          | CUSIP: 59020UCP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1353940 | PA      | $1305248.99    | 0.00%             | 2035-01-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $20238.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                               | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    29438000 | PA      | $28251348.33   | 0.07%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR Clo 33 Ltd                                                                   | CUSIP: 48254QAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    89750000 | PA      | $88305599.40   | 0.22%             | 2034-07-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   290000000 | PA      | $291064842.30  | 0.73%             | 2053-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                          | Diamond Sports Group LLC / Diamond Sports Finance Co                             | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   104920000 | PA      | $7647342.86    | 0.02%             | 2026-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TELEFONAKTIEBOLAGET LM ERICSSON                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-60505.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    41875000 | PA      | $35882721.00   | 0.09%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NETFLIX INC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6424.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MARRIOTT INTERNATIONAL INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2438.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government International Bond                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |   191000000 | PA      | $213783510.06  | 0.53%             | 2034-07-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2101779.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                         | CUSIP: 571676AH8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    12865000 | PA      | $11108988.74   | 0.03%             | 2059-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOODYEAR TIRE & RUBBER COMPANY (THE)                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-78682.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                  | CUSIP: 458182BY7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |     2000000 | PA      | $2182869.80    | 0.01%             | 2026-08-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ZIGGO BOND COMPANY BV                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-41026.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIATRIS INC                                       | Viatris Inc                                                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    27725000 | PA      | $20229682.93   | 0.05%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31405ULZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14750 | PA      | $15342.36      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137BL4V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1931791 | PA      | $1872852.12    | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                     | B&G Foods Inc                                                                    | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $2627182.19    | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FORD MOTOR COMPANY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-87183.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS EMIRATE OF DUBAI                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $49271.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS APACHE CORPORATION                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10726.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                          | Province of British Columbia Canada                                              | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    17530000 | PA      | $23078162.61   | 0.06%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPBULIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1031976.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                            | Hartford Financial Services Group Inc/The                                        | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      480000 | PA      | $421787.34     | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $101416.89     | 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      | $-327316.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CAMPBELL SOUP COMPANY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4314.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912833XS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      930000 | PA      | $741021.10     | 0.00%             | 2029-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                               | SOUND POINT CLO XXII LTD                                                         | CUSIP: 83611KAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    21830000 | PA      | $21389636.51   | 0.05%             | 2032-01-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    12240000 | PA      | $12116891.79   | 0.03%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                  | Eastern Gas Transmission & Storage Inc                                           | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |      245000 | PA      | $216633.28     | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | 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      | $-320814.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31404HUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65137 | PA      | $66913.93      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    13748000 | PA      | $10690259.48   | 0.03%             | 2050-10-15      | Fixed         | 3.95%                 | 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      | $-210177.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24505000 | PA      | $23484596.61   | 0.06%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                      | Voya CLO 2020-2 Ltd                                                              | CUSIP: 92918HAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   121000000 | PA      | $119064847.00  | 0.30%             | 2034-07-19      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                               | American International Group Inc                                                 | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    13440000 | PA      | $13166098.31   | 0.03%             | 2026-04-01      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ENERGY TRANSFER LP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1073.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 44881HET7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      590000 | PA      | $633208.06     | 0.00%             | 2024-11-18      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BSPB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    59334000 | PA      | $1526829.96    | 0.00%             | 2026-08-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46774.54      | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                          | EnLink Midstream Partners LP                                                     | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1109804.23    | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS CASINO GUICHARD PERRACHON SA                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-4401702.82   | -0.01%            |  |  |  | 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      | $-2300.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1632471.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KKK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    23034675 | PA      | $20707901.02   | 0.05%             | 2041-09-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ANGLO AMERICAN PLC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15117.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $23408.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    11360000 | PA      | $10685029.70   | 0.03%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | COP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1249115.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                           | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    14970000 | PA      | $12761925.00   | 0.03%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2014-UBS6 Mortgage Trust                                                    | CUSIP: 12592PBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12004656 | PA      | $11576675.23   | 0.03%             | 2047-12-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MACYS INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-47580.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                    | CWABS Asset-Backed Certificates Trust 2004-BC4                                   | CUSIP: 126673KY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      451513 | PA      | $445275.14     | 0.00%             | 2034-11-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HOCHTIEF AG                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28094.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    37711000 | PA      | $36050426.28   | 0.09%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                             | Southwest Airlines Co                                                            | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    38315000 | PA      | $38728178.23   | 0.10%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| UNITED AIRLINES 2012-1 A                          | United Airlines 2012-1 Class A Pass Through Trust                                | CUSIP: 210795PZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1570645 | PA      | $1540535.85    | 0.00%             | 2024-04-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    14025000 | PA      | $10143109.17   | 0.03%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CODERE FINANCE 2 LUXEMBO                          | Codere Finance 2 Luxembourg SA                                                   | CUSIP: 000000000<br>LEI: 2221005CUH65GSJUKB29 | Long             | DBT              | CORP              | LU        |    11336124 | PA      | $11017716.08   | 0.03%             | 2026-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $118946.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2018-CD7 Mortgage Trust                                                       | CUSIP: 12512JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    27250000 | PA      | $26195313.28   | 0.07%             | 2051-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                | Shackleton 2014-V-R CLO Ltd                                                      | CUSIP: 81881JAC6<br>LEI: 549300OM5GJJFIKCOZ48 | Long             | ABS-CBDO         | CORP              | KY        |    75000000 | PA      | $74137470.00   | 0.19%             | 2031-05-07      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                             | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 75625QAD1<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |    10000000 | PA      | $9701210.00    | 0.02%             | 2024-06-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| BAYCARE HEALTH SYSTEM                             | BayCare Health System Inc                                                        | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    14365000 | PA      | $12256585.60   | 0.03%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                             | Quest Diagnostics Inc                                                            | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    13180000 | PA      | $11761831.47   | 0.03%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNIBAIL-RODAMCO-WESTFIELD SE                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-106536.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UPC HOLDING BV                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-126888.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AVNET INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10568.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                     | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    11154000 | PA      | $9301178.16    | 0.02%             | 2047-09-20      | Fixed         | 5.20%                 | 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        |    10617000 | PA      | $9784602.14    | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AMERICAN AXLE & MANUFACTURING INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-225813.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT LLC                                        | Sprint LLC                                                                       | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    24159000 | PA      | $25075109.28   | 0.06%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                     | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     3915000 | PA      | $3904881.13    | 0.01%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    14785000 | PA      | $11424617.74   | 0.03%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    14375000 | PA      | $12600691.02   | 0.03%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                            | Valero Energy Partners LP                                                        | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |     7970000 | PA      | $7906119.89    | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    32500000 | PA      | $30552564.90   | 0.08%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    48265000 | PA      | $44112575.75   | 0.11%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4238191.19    | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BEAZER HOMES USA INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-109352.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    10309091 | PA      | $9907036.36    | 0.02%             | 2025-07-17      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                    | Banc of America Funding 2005-D Trust                                             | CUSIP: 06051GDM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       22144 | PA      | $20875.45      | 0.00%             | 2035-05-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      102000 | PA      | $89283.80      | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Logan CLO I Ltd                                   | Logan CLO I Ltd                                                                  | CUSIP: 540543AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   112750000 | PA      | $110957275.00  | 0.28%             | 2034-07-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS XEROX CORPORATION                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-173568.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                                | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     5180000 | PA      | $5507200.09    | 0.01%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MATTERHORN TELECOM HOLDING SA                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-105334.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust                                                    | CUSIP: 90278MAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    80675000 | PA      | $70793450.02   | 0.18%             | 2052-10-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                 | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    12485000 | PA      | $11679922.75   | 0.03%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                           | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    25500000 | PA      | $21388622.25   | 0.05%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $85613.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WP CAREY INC                                      | WP Carey Inc                                                                     | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    12425000 | PA      | $10437283.04   | 0.03%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2                    | BX Commercial Mortgage Trust 2019-XL                                             | CUSIP: 056054AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    90856500 | PA      | $88407726.53   | 0.22%             | 2036-10-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | CLP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1090368.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    14830000 | PA      | $14409867.43   | 0.04%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                          | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      815000 | PA      | $803776.22     | 0.00%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS PEOPLES REPBLIC OF CHINA                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $242384.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL LOAN TRUST 1                               | Brazil Loan Trust 1                                                              | CUSIP: 000000000<br>LEI: 549300V5WCG7Q7KQX569 | Long             | DBT              | CORP              | US        |     5645829 | PA      | $5602779.31    | 0.01%             | 2023-07-24      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     3555000 | PA      | $3485408.67    | 0.01%             | 2027-04-02      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $16777.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LAMB WESTON HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22437.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIGNA CORP                                        | Cigna Corp                                                                       | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     6005000 | PA      | $5985274.12    | 0.01%             | 2026-02-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Regal Trust IV                                    | Regal Trust IV                                                                   | CUSIP: 758842AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5398 | PA      | $5156.15       | 0.00%             | 2031-09-29      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                  | CVC Cordatus Loan Fund XIV DAC                                                   | CUSIP: 000000000<br>LEI: 635400UH3DTSYN3K2540 | Long             | ABS-CBDO         | CORP              | IE        |    43650000 | PA      | $46661125.29   | 0.12%             | 2032-05-22      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                | Union Pacific Corp                                                               | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     8960000 | PA      | $6480500.28    | 0.02%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                      | Intelsat Jackson Holdings SA                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6997 | NS      | $66687.01      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CALPINE CORP                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-238944.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                            | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    11817000 | PA      | $11717100.74   | 0.03%             | 2028-09-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                        | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     9000000 | PA      | $8554590.00    | 0.02%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1903371.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    20412000 | PA      | $22527581.53   | 0.06%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | EUR/PLN FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30525.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/ILS FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1113055.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    10965000 | PA      | $4824600.00    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BMTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   284317643 | PA      | $4032676.16    | 0.01%             | 2025-11-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC                            | Northwest Pipeline LLC                                                           | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |     4110000 | PA      | $3980304.02    | 0.01%             | 2027-04-01      | Fixed         | 4.00%                 | 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      | $760.23        | 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      | $2189.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                      | DP World Ltd/United Arab Emirates                                                | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     2000000 | PA      | $2252875.00    | 0.01%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOVERNMENT OF JAPAN                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1286944.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $84301.80      | 0.00%             |  |  |  | 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      | $4280.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34921.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac ARM Trust                                 | IndyMac ARM Trust 2001-H2                                                        | CUSIP: 45660UAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1191 | PA      | $1071.13       | 0.00%             | 2032-01-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| HURRICANE FINANCE                                 | Hurricane Finance PLC                                                            | CUSIP: 000000000<br>LEI: 984500D85P5I84C05891 | Long             | DBT              | CORP              | GB        |    20000000 | PA      | $22437870.00   | 0.06%             | 2025-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    26909000 | PA      | $20889570.79   | 0.05%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                              | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    23040000 | PA      | $21580040.45   | 0.05%             | N/A             | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                          | Teachers Insurance & Annuity Association of America                              | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    16598000 | PA      | $16212158.58   | 0.04%             | 2044-09-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DEVON ENERGY CORPORATION                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13592.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $94381.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FN4X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8900213 | PA      | $2175450.61    | 0.01%             | 2049-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                    | Banc of America Funding 2006-I Trust                                             | CUSIP: 05951VAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       25411 | PA      | $21034.00      | 0.00%             | 2046-10-20      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LADBROKES CORAL GROUP LTD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-49979.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4114725 | PA      | $3944596.79    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    53620000 | PA      | $25894689.98   | 0.06%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    54500000 | PA      | $45596499.59   | 0.11%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   402629000 | PA      | $416653.94     | 0.00%             | 2038-12-31      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2018-C15                                           | CUSIP: 90278LAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19751699 | PA      | $19034578.08   | 0.05%             | 2051-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    82650000 | PA      | $35681554.69   | 0.09%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      360971 | PA      | $353954.39     | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AMKOR TECHNOLOGY INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-32958.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-161899.03    | -0.00%            |  |  |  | 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      | $-9741.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MORGAN STANLEY                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4214.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNIVISION COMMUNICATIONS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-157113.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2015-P1                                      | CUSIP: 17324DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    58898000 | PA      | $69057.91      | 0.00%             | 2048-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                           | Willis-Knighton Medical Center                                                   | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1473701.10    | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SPRINT COMMUNICATIONS LLC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8814.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31296PU67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      206289 | PA      | $215080.40     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AVIS BUDGET GROUP INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-154192.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $120849.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31385HU59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1731 | PA      | $1697.68       | 0.00%             | 2036-05-01      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS ARGENTINA REPUBLIC OF GOVERNMENT                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-192488.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    88420000 | PA      | $85690145.51   | 0.21%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2019-C16                                           | CUSIP: 90276YAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    96253000 | PA      | $4368731.16    | 0.01%             | 2052-04-15      | Variable      | 0.86%                 | No            |                  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      | $-28221.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -421300000 | OU      | $-1580189.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.NEWPORT.15-100                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-72281.11     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| FANNIE MAE                                        | Federal National Mortgage Association                                            | CUSIP: 31359MEE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     6098000 | PA      | $8112286.00    | 0.02%             | 2028-12-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35300000 | PA      | $33063183.73   | 0.08%             | 2052-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $20036.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31283HZ40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25041 | PA      | $26071.72      | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                    | PECO Energy Co                                                                   | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $3849516.21    | 0.01%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     4458000 | PA      | $4323661.29    | 0.01%             | 2028-08-14      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TECK RESOURCES LTD                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16549.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                             | AECOM                                                                            | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     6763000 | PA      | $6644579.40    | 0.02%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                       | CUSIP: 695114CS5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     9960000 | PA      | $9621649.34    | 0.02%             | 2025-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DIGICEL LTD                                       | Digicel Ltd                                                                      | CUSIP: 25380QAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    36750000 | PA      | $14270484.38   | 0.04%             | 2023-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   105105000 | PA      | $87287593.04   | 0.22%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3090889.78    | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| NEW JERSEY ST TURNPIKE AUTH TU                    | New Jersey Turnpike Authority                                                    | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    15953000 | PA      | $20280581.16   | 0.05%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank, NA - CACL                    | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HBW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5972134 | PA      | $6130037.57    | 0.02%             | 2028-09-25      | Fixed         | 28.35%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $246359.95     | 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      | $16777.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CG-CCRE Commercial Mortgage Tr                    | CG-CCRE Commercial Mortgage Trust 2014-FL2                                       | CUSIP: 12528PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1798511 | PA      | $1751996.34    | 0.00%             | 2031-11-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                    | JPMBB Commercial Mortgage Securities Trust 2014-C26                              | CUSIP: 46643TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8505645 | PA      | $8190308.85    | 0.02%             | 2048-01-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KFG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    45095000 | PA      | $43038429.00   | 0.11%             | 2033-10-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                          | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13046000 | PA      | $8851806.37    | 0.02%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                    | Long Beach Mortgage Loan Trust 2004-2                                            | CUSIP: 542514FX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       95407 | PA      | $91279.29      | 0.00%             | 2034-06-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| DANA INC                                          | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3456506.39    | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PACTIV LLC                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-30653.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    16965000 | PA      | $14120841.67   | 0.04%             | 2062-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $27175.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                        | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1836816.90    | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-337963.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                          | Digicel International Finance Ltd/Digicel international Holdings Ltd             | CUSIP: 25381XAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    14640369 | PA      | $6293528.58    | 0.02%             | 2026-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136AYEQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2475322 | PA      | $433445.24     | 0.00%             | 2047-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | PHP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $206280.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2019-C53                                   | CUSIP: 95002BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6100000 | PA      | $5429722.24    | 0.01%             | 2052-10-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                   | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $2446925.00    | 0.01%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    33000000 | PA      | $32323450.17   | 0.08%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                  | CUSIP: 312902LX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |      893000 | PA      | $677943.77     | 0.00%             | 2029-12-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CONSTELLIUM SE(PRE-REINCORPORATION)                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-82906.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2453000 | PA      | $2412374.96    | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FORD MOTOR COMPANY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-87183.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834DV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   164055000 | PA      | $88429490.45   | 0.22%             | 2039-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KCN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6883825 | PA      | $5955472.36    | 0.01%             | 2033-08-25      | Floating      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KJA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    27900000 | PA      | $26575503.30   | 0.07%             | 2034-01-25      | Floating      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| AVANGRID INC                                      | Avangrid Inc                                                                     | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    21920000 | PA      | $20624599.68   | 0.05%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                      | QatarEnergy                                                                      | CUSIP: 74730DAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |    22410000 | PA      | $17708101.88   | 0.04%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  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      | $2243.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS TARGA RESOURCES PARTNERS LP                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $655837.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                    | IndyMac INDX Mortgage Loan Trust 2007-FLX4                                       | CUSIP: 456687AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1992583 | PA      | $1736909.57    | 0.00%             | 2037-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                          | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $5530807.43    | 0.01%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36198TUD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       58601 | PA      | $54146.48      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL JUDICIARY OFF                             | Federal Judiciary Office Building Trust                                          | CUSIP: 313490CM4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      325000 | PA      | $308103.38     | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                                 | MyMichigan Health                                                                | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17745000 | PA      | $13185477.08   | 0.03%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     7000000 | PA      | $7361772.12    | 0.02%             | 2025-10-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                        | Aurium CLO II DAC                                                                | CUSIP: 000000000<br>LEI: 213800HRTED9UC792482 | Long             | ABS-CBDO         | CORP              | IE        |    52000000 | PA      | $54785504.43   | 0.14%             | 2034-06-22      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                              | Eleven Madison Trust 2015-11MD Mortgage Trust                                    | CUSIP: 556227AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    30650000 | PA      | $27768936.78   | 0.07%             | 2035-09-10      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | KRW/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $814721.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                            | Commonwealth Edison Co                                                           | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2780000 | PA      | $2532824.28    | 0.01%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                  | Ventas Realty LP                                                                 | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4846990.30    | 0.01%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6066000 | PA      | $5643125.13    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.35.V1                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-116368.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    92575000 | PA      | $90675858.13   | 0.23%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     9414000 | PA      | $6780042.91    | 0.02%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOLDMAN SACHS GROUP INC/THE                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11740.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                    | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      375000 | PA      | $368655.61     | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.36.V1                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $729278.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                    | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    37700000 | PA      | $35827531.86   | 0.09%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | ILS/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-395180.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    12500000 | PA      | $10640625.00   | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                                | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |      315000 | NS      | $8237250.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.CAPETOWN.0-5                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5191608.23    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 706451BD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1590000 | PA      | $1693350.00    | 0.00%             | 2027-09-15      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                               | MidOcean Credit CLO III                                                          | CUSIP: 59802UAN9<br>LEI: 549300XSCUX0ONI5KZ96 | Long             | ABS-CBDO         | CORP              | KY        |    17500000 | PA      | $16832873.75   | 0.04%             | 2031-04-21      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                           | Home Equity Asset Trust 2004-7                                                   | CUSIP: 437084FS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       42631 | PA      | $42240.31      | 0.00%             | 2035-01-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-215482.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                               | Highwoods Realty LP                                                              | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     5885000 | PA      | $5532417.47    | 0.01%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ANYWHERE REAL ESTATE GROUP LLC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-196594.87    | -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      | $-49089.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DARDEN RESTAURANTS INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1540.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                            | Private Export Funding Corp                                                      | CUSIP: 742651DW9<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     3595000 | PA      | $3491916.22    | 0.01%             | 2025-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                          | Arch Capital Finance LLC                                                         | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     6475000 | PA      | $5946718.93    | 0.01%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      470000 | PA      | $461229.55     | 0.00%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16820000 | PA      | $16102521.88   | 0.04%             | 2025-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                            | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15935000 | PA      | $14812725.20   | 0.04%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                    | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QHN7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    16000000 | PA      | $15437723.20   | 0.04%             | 2025-09-15      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                            | TK Elevator Midco GmbH                                                           | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    43500000 | PA      | $42735953.47   | 0.11%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                               | DBWF 2016-85T Mortgage Trust                                                     | CUSIP: 23307CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22177000 | PA      | $17089684.91   | 0.04%             | 2036-12-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    21122000 | PA      | $9188070.00    | 0.02%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARAMARK SERVICES INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10170.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS THYSSENKRUPP AG                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-93143.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -286510000 | OU      | $-507094.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ALLY FINANCIAL INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-114262.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    36393000 | PA      | $31218031.86   | 0.08%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                             | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     3690000 | PA      | $3760739.29    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      493000 | PA      | $490531.41     | 0.00%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $998750.00     | 0.00%             | N/A             | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1422323.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NORDSTROM INC                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-105119.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DELTA AIR LINES INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-23425.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    37011000 | PA      | $34812612.11   | 0.09%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                    | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    17195000 | PA      | $15747769.07   | 0.04%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11797.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1355828.58    | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | 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      | $1346.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT WTR & PWR                     | Los Angeles Department of Water & Power                                          | CUSIP: 544495UG7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     8475000 | PA      | $9561748.40    | 0.02%             | 2039-07-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS PEOPLE'S REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $281982.92     | 0.00%             |  |  |  | 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        |     1525000 | PA      | $1352720.75    | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| TD SYNNEX CORP                                    | TD SYNNEX Corp                                                                   | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $17434582.80   | 0.04%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                             | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       52000 | PA      | $51210.53      | 0.00%             | 2026-12-15      | Fixed         | 5.25%                 | 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      | $-18406.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                            | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAN2<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    35000000 | PA      | $36452710.25   | 0.09%             | 2026-12-13      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS MALAYSIA GOVERNMENT                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $35964.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                  | Ascension Health                                                                 | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    29625000 | PA      | $26073251.64   | 0.07%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                           | Magna International Inc                                                          | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     3587000 | PA      | $3514748.49    | 0.01%             | 2024-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     8400000 | PA      | $8361858.19    | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                           | International Game Technology PLC                                                | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $476250.00     | 0.00%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    51715000 | PA      | $44233051.70   | 0.11%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.HY.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -88148000 | OU      | $-1126720.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northwoods Capital EURO                           | Northwoods Capital 19 Euro DAC                                                   | CUSIP: 000000000<br>LEI: 549300OXT9DWKDJI8F97 | Long             | ABS-CBDO         | CORP              | IE        |    98400000 | PA      | $103669277.06  | 0.26%             | 2034-07-22      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $141575.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                           | PNMAC GMSR ISSUER TRUST 2018-GT1                                                 | CUSIP: 69354WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    49679000 | PA      | $48782472.89   | 0.12%             | 2023-02-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2011-12                                            | CUSIP: 17318WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3125894 | PA      | $2751394.01    | 0.01%             | 2047-09-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                    | PECO Energy Co                                                                   | CUSIP: 693304AR8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     6449000 | PA      | $6158610.37    | 0.02%             | 2043-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS TARGA RESOURCES PARTNERS LP                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $428138.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS T-MOBILE USA INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-36038.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     6683000 | PA      | $6485204.59    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    25805000 | PA      | $20865848.94   | 0.05%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                                        | Federal National Mortgage Association                                            | CUSIP: 3136F1EQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      794000 | PA      | $573968.40     | 0.00%             | 2031-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rathlin Residential                               | Rathlin Residential 2021-1 DAC                                                   | CUSIP: 000000000<br>LEI: 635400C7HSB9QLJBUZ78 | Long             | ABS-O            | CORP              | IE        |    55564224 | PA      | $56643915.75   | 0.14%             | 2075-09-27      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                          | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8100000 | PA      | $5647777.49    | 0.01%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| OGLETHORPE POWER CORP                             | Oglethorpe Power Corp                                                            | CUSIP: 677050AR7<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $6849531.44    | 0.02%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   390050000 | OU      | $351490.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2020-B17 Mortgage Trust                                                | CUSIP: 08162MAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    95550000 | PA      | $80392282.43   | 0.20%             | 2053-03-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS HALLIBURTON COMPANY                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $498724.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CMA CGM SA                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-68811.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUND                            | Cleveland Clinic Foundation/The                                                  | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |     2815000 | PA      | $2637502.51    | 0.01%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -413770000 | OU      | $-63923.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MEXICO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $35381.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GKN HOLDINGS LTD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-29059.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    12110000 | PA      | $10933522.58   | 0.03%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   407303671 | PA      | $19390098.57   | 0.05%             | 2029-05-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     2695000 | PA      | $2302235.77    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HALLIBURTON COMPANY                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4960.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                  | Georgia Power Co                                                                 | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1006618.03    | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS XEROX CORPORATION                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-91973.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17000000 | PA      | $10811072.48   | 0.03%             | 2029-06-01      | Fixed         | 5.12%                 | 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      | $-840711.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10690000 | PA      | $10897118.75   | 0.03%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Assurant Commercial Mortgage T                    | Assurant Commercial Mortgage Trust 2016-1                                        | CUSIP: 04624UAJ0<br>LEI: 549300SPKO3Z7ZWM8X71 | Long             | ABS-MBS          | CORP              | US        |     7683000 | PA      | $7078430.88    | 0.02%             | 2049-05-15      | Variable      | 4.23%                 | 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      | $217087.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $80566.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.WAINSCOTT.5-10                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4475547.19    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LENNAR CORPORATION                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4512.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HAPAG-LLOYD AG                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-83688.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2920000 | PA      | $2279352.00    | 0.01%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| CNX RESOURCES CORP                                | CNX Resources Corp                                                               | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    18725000 | PA      | $18640727.58   | 0.05%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202DJC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1128 | PA      | $1182.95       | 0.00%             | 2030-08-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                    | University of California                                                         | CUSIP: 91412GXY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2250000 | PA      | $2086467.14    | 0.01%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     5539000 | PA      | $5248980.73    | 0.01%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| UBS Securities LLC                                | COP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $66736.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $46340.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2017-P7                                      | CUSIP: 17325HBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16372862 | PA      | $15527637.77   | 0.04%             | 2050-04-14      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                    | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    12375000 | PA      | $10320877.46   | 0.03%             | 2028-07-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CELLNEX TELECOM SA                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-24887.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ONEMAIN FINANCE CORP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-72534.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LENNAR CORP                                       | Lennar Corp                                                                      | CUSIP: 526057CT9<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50589.92      | 0.00%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                             | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1247547.49    | 0.00%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2020-DNA4                                          | CUSIP: 35565XBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24247752 | PA      | $25917069.46   | 0.06%             | 2050-08-25      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                       | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    10355000 | PA      | $9230082.81    | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   129210000 | PA      | $125920874.17  | 0.31%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $559188.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    32900000 | PA      | $29447434.52   | 0.07%             | 2041-12-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FDB27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1293931 | PA      | $205858.54     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 14-1 A PTT                             | American Airlines 2014-1 Class A Pass Through Trust                              | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1784766 | PA      | $1581380.38    | 0.00%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2764000 | PA      | $2594359.50    | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                         | Anchorage Capital Clo 16 Ltd                                                     | CUSIP: 03330WAJ3<br>LEI: 5493008M7D1YIDOH2C69 | Long             | ABS-CBDO         | CORP              | KY        |    57250000 | PA      | $56237482.23   | 0.14%             | 2035-01-19      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36206YD57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       22148 | PA      | $22972.33      | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | 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        |      600000 | PA      | $626198.40     | 0.00%             | 2026-07-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MGM RESORTS INTERNATIONAL                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26282.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   270500000 | PA      | $274874490.84  | 0.69%             | 2053-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                              | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      504000 | PA      | $509139.30     | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DEUTSCHE LUFTHANSA AG                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-56382.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31402ES33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2454 | PA      | $2480.82       | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CODERE FINANCE 2 LUXEMBO                          | Codere Finance 2 Luxembourg SA                                                   | CUSIP: 000000000<br>LEI: 2221005CUH65GSJUKB29 | Long             | DBT              | CORP              | LU        |     1065353 | PA      | $577246.26     | 0.00%             | 2027-11-30      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    75829000 | PA      | $71113460.65   | 0.18%             | N/A             | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Home Re Ltd                                       | Home RE 2021-2 Ltd                                                               | CUSIP: 43730VAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    26185000 | PA      | $25849365.91   | 0.06%             | 2034-01-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     5245000 | PA      | $4709997.78    | 0.01%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    34860000 | PA      | $33114138.34   | 0.08%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                              | CITGO Petroleum Corp                                                             | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     6194000 | PA      | $6144464.29    | 0.02%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    14175000 | PA      | $14578497.75   | 0.04%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-51874.81     | -0.00%            |  |  |  | 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        |    82210000 | PA      | $19074757.52   | 0.05%             | 2043-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                    | Structured Asset Investment Loan Trust 2003-BC10                                 | CUSIP: 86359A2G7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      185896 | PA      | $185486.57     | 0.00%             | 2033-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -419330000 | OU      | $-1175821.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-816235.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                             | American Airlines 2015-1 Class A Pass Through Trust                              | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7396944 | PA      | $6399031.88    | 0.02%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $4090271.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                 | Mountain View Clo XIV Ltd                                                        | CUSIP: 62432MAN9<br>LEI: 549300IB1UGD5G8HYT10 | Long             | ABS-CBDO         | CORP              | KY        |    37450000 | PA      | $36819345.75   | 0.09%             | 2034-10-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    40310000 | PA      | $38312272.18   | 0.10%             | 2028-02-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     5790000 | PA      | $5700863.53    | 0.01%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2440000 | PA      | $2382497.98    | 0.01%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CSC HOLDINGS LLC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-442632.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS EMIRATE OF DUBAI                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7390.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS GOVERNMENT OF MEXICO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $176909.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                             | NYU Langone Hospitals                                                            | CUSIP: 62952EAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6375000 | PA      | $6139860.04    | 0.02%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                             | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    10725000 | PA      | $10367188.90   | 0.03%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VERIZON COMMUNICATIONS INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-35776.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $7251976.82    | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31287YAD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11258 | PA      | $11663.04      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3630000 | PA      | $3525057.68    | 0.01%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2017-C6                                            | CUSIP: 90276UAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    47215171 | PA      | $44295913.18   | 0.11%             | 2050-12-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOVERNMENT OF MEXICO                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $70763.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LENNAR CORPORATION                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12531.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2444679.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    28750000 | PA      | $25893807.39   | 0.06%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DXC TECHNOLOGY CO                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-40106.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20898.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $3805437.70    | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2004-HE8                                  | CUSIP: 61744CGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      662894 | PA      | $610648.33     | 0.00%             | 2034-09-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38379PE37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8919921 | PA      | $1474730.57    | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.NEWPORT.10-15                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1529028.75    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/SGD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-85990.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-77602.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    14130000 | PA      | $12382168.46   | 0.03%             | 2030-08-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                           | Virgin Media Vendor Financing Notes III DAC                                      | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |    10800000 | PA      | $11127511.82   | 0.03%             | 2028-07-15      | Fixed         | 4.88%                 | 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      | $-3969.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                              | CUSIP: 45905UR71<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    28188000 | PA      | $22767953.86   | 0.06%             | 2037-12-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1182872.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vendome Funding                                   | Vendome Funding Clo 2020-1 DAC                                                   | CUSIP: 000000000<br>LEI: 213800E1K47KVQWSQS72 | Long             | ABS-CBDO         | CORP              | IE        |    61900000 | PA      | $65529690.30   | 0.16%             | 2034-07-20      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CNH INDUSTRIAL NV                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17823.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-3022957.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| St Pauls CLO                                      | St Paul's CLO V DAC                                                              | CUSIP: 000000000<br>LEI: 635400LOBVY9OW2EI809 | Long             | ABS-CBDO         | CORP              | IE        |   105559049 | PA      | $112714969.38  | 0.28%             | 2030-02-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL FIN EU                             | Liberty Mutual Finance Europe DAC                                                | CUSIP: 000000000<br>LEI: 254900GTNATA5DHR0920 | Long             | DBT              | CORP              | IE        |    15700000 | PA      | $16635591.80   | 0.04%             | 2024-03-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Stacr Remic Trust 2020-HQA2                                          | CUSIP: 35565LAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1760104 | PA      | $1798557.11    | 0.00%             | 2050-03-25      | Floating      | 7.61%                 | 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      | $-230152.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                     | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31395M2F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6578 | PA      | $6575.41       | 0.00%             | 2045-02-25      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Zais CLO 9, Limited                               | Zais Clo 9 Ltd                                                                   | CUSIP: 98875NAA3<br>LEI: 549300GT2U4OLB9UL559 | Long             | ABS-CBDO         | CORP              | KY        |   141173046 | PA      | $139523297.57  | 0.35%             | 2031-07-20      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    14175000 | PA      | $11895976.24   | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| UNIV OF PITTSBURGH PA OF THE C                    | University of Pittsburgh-of the Commonwealth System of Higher Education          | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    20900000 | PA      | $14767373.19   | 0.04%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                 | CDP Financial Inc                                                                | CUSIP: 125094AC6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     4045000 | PA      | $4496595.13    | 0.01%             | 2039-11-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    36535000 | PA      | $35306772.58   | 0.09%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS YUM! BRANDS INC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7607.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                           | Delta Air Lines 2020-1 Class AA Pass Through Trust                               | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    26076795 | PA      | $22734528.45   | 0.06%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| THE TORONTO-DOMINION BANK                         | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34102.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                              | FREMF 2013-K32 Mortgage Trust                                                    | CUSIP: 30291NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  1000367134 | PA      | $207976.33     | 0.00%             | 2046-10-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/AUD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-50953.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    26270000 | PA      | $23978941.55   | 0.06%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS APACHE CORPORATION                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-44751.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.HILO.10-15                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $186675.14     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                    | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49376.37      | 0.00%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                            | VistaJet Malta Finance PLC / XO Management Holding Inc                           | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1925000 | PA      | $1694000.00    | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                             | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     8625000 | PA      | $8444411.65    | 0.02%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS MALAYSIA                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $20380.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TEVA PHARMACEUTICAL INDUSTRIES LTD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-110431.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -415680000 | OU      | $-20065.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.COPENHAGEN.15-100                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-859511.76    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.34.V1                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $7317610.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     9205000 | PA      | $8211013.26    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $44867.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    35760000 | PA      | $35625860.66   | 0.09%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARROW ELECTRONICS INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12386.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BGK32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    71227236 | PA      | $614605.57     | 0.00%             | 2024-12-25      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                     | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    18942000 | PA      | $16462328.73   | 0.04%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                    | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 48128U2S7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4100000 | PA      | $3439437.52    | 0.01%             | 2028-12-26      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                            | Teck Resources Ltd                                                               | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     8563000 | PA      | $8703807.40    | 0.02%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MACYS INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19179.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $23106.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-300489.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   100670000 | PA      | $87964421.18   | 0.22%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CD&R Dock Bidco Limited                           | WSH Services Holding Ltd                                                         | CUSIP: 000000000<br>LEI: 213800Q4GRDGCYS3TU11 | Long             | LON              | CORP              | GB        |    10100000 | PA      | $10210463.70   | 0.03%             | 2027-03-15      | Floating      | 12.22%                | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      505000 | PA      | $434852.34     | 0.00%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM UK HOLDINGS                             | TransDigm UK Holdings PLC                                                        | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |      266000 | PA      | $263020.80     | 0.00%             | 2026-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | CARLYLE US CLO 2021-11 LTD                                                       | CUSIP: 143122AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   160750000 | PA      | $157891993.60  | 0.39%             | 2033-01-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-631611.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OLIN CORP                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-46212.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                            | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15055000 | PA      | $13152352.11   | 0.03%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   535700000 | OU      | $741620.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $2916648.30    | 0.01%             | 2025-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                  | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    36290000 | PA      | $29407440.74   | 0.07%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| Madison Park Euro Funding                         | Madison Park Euro Funding XIV DAC                                                | CUSIP: 000000000<br>LEI: 635400XLHN7OVUSEV112 | Long             | ABS-CBDO         | CORP              | IE        |    94380000 | PA      | $100142968.83  | 0.25%             | 2032-07-15      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LUMEN TECHNOLOGIES INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-96165.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS EXPEDIA GROUP INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8887.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      185000 | PA      | $201663.16     | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $82502.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                           | Greenwood Park CLO Ltd                                                           | CUSIP: 39729RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   101700000 | PA      | $100555875.00  | 0.25%             | 2031-04-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1015000 | PA      | $994259.08     | 0.00%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31391LYA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5343 | PA      | $5668.54       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4595000 | PA      | $4355198.44    | 0.01%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ZIGGO BOND COMPANY BV                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-74403.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                           | Providence St Joseph Health Obligated Group                                      | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2345492.07    | 0.01%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | Eurex 10 Year Euro BUND                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -4097 | NC      | $20116758.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3527.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARCELORMITTAL SA                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-54298.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    16825000 | PA      | $11985620.44   | 0.03%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CMA CGM SA                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-68811.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    17030000 | PA      | $15031891.05   | 0.04%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   124950000 | PA      | $55573465.47   | 0.14%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 1MDB GLOBAL INVESTMENTS                           | 1MDB Global Investments Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | VG        |    46900000 | PA      | $46000106.25   | 0.11%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                    | DBJPM 2017-C6 Mortgage Trust                                                     | CUSIP: 23312JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6850000 | PA      | $6415662.05    | 0.02%             | 2050-06-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL                     | New York City Transitional Finance Authority Future Tax Secured Revenue          | CUSIP: 64971M5J7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1100000 | PA      | $1101848.84    | 0.00%             | 2024-11-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AVIS BUDGET GROUP INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-47305.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2019-L3                                           | CUSIP: 61691UBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    40500000 | PA      | $35920895.85   | 0.09%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.HY.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  2300000000 | OU      | $68413980.38   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwoods Capital EURO                           | Northwoods Capital 19 Euro DAC                                                   | CUSIP: 000000000<br>LEI: 549300OXT9DWKDJI8F97 | Long             | ABS-CBDO         | CORP              | IE        |    19000000 | PA      | $19583354.89   | 0.05%             | 2034-07-22      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                            | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50165.30      | 0.00%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ALLY FINANCIAL INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-114262.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                               | LYB International Finance III LLC                                                | CUSIP: 50249AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    39600000 | PA      | $32197212.04   | 0.08%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KB HOME                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-48441.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                               | Emera US Finance LP                                                              | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7775000 | PA      | $7372752.06    | 0.02%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                          | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $6553988.14    | 0.02%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B12 Mortgage Trust                                                | CUSIP: 08162FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    81000000 | PA      | $72500994.00   | 0.18%             | 2052-08-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                    | Oaktown Re VI Ltd                                                                | CUSIP: 67401FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     8374521 | PA      | $8367338.22    | 0.02%             | 2033-10-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $159922.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    31495000 | PA      | $27799835.58   | 0.07%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3935000 | PA      | $3847530.85    | 0.01%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31405TUT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6068 | PA      | $6233.12       | 0.00%             | 2035-01-01      | 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        |    13928000 | PA      | $9560266.25    | 0.02%             | 2051-11-15      | Fixed         | 1.88%                 | 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      | $-30959.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31288AD69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23884 | PA      | $23930.53      | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/TWD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $318008.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14615909 | PA      | $14461069.41   | 0.04%             | 2034-01-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $47190.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                            | Chesapeake Energy Corp                                                           | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4694053.39    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2020-BNK29                                                                  | CUSIP: 06541TBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37450000 | PA      | $30468380.01   | 0.08%             | 2053-11-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                       | Markel Corp                                                                      | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     7530000 | PA      | $6949200.41    | 0.02%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     4635000 | PA      | $1043744.06    | 0.00%             | 2026-02-01      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                       | PNC Bank NA                                                                      | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1159869.60    | 0.00%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DOW CHEMICAL COMPANY (THE)                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4704.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31419BK20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      127613 | PA      | $126079.84     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEXT PLC                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-46639.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31296RQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19478 | PA      | $20179.30      | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                         | Loxam SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |     8735000 | PA      | $8314749.21    | 0.02%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS MALAYSIA GOVERNMENT                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $70787.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LADBROKES CORAL GROUP LTD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-93379.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                    | Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2003-11    | CUSIP: 03072SLN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      697520 | PA      | $663505.96     | 0.00%             | 2033-12-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                               | DBGS 2018-BIOD Mortgage Trust                                                    | CUSIP: 23306GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3881664 | PA      | $3737027.68    | 0.01%             | 2035-05-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | PEN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-144011.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SIRIUS XM RADIO INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-25052.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -419330000 | OU      | $-23933.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ORACLE CORPORATION                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-9209.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NORDSTROM INC                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-205682.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | TRS TRSBENCH4 INDEX                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2487192.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                               | DBWF 2016-85T Mortgage Trust                                                     | CUSIP: 23307CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    23960000 | PA      | $20039288.63   | 0.05%             | 2036-12-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                           | CUSIP: 195325AL9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      900000 | PA      | $914343.75     | 0.00%             | 2027-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      113000 | PA      | $113745.55     | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Limite                    | Bain Capital Credit Clo 2019-3 Ltd                                               | CUSIP: 05683TAN9<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | KY        |   141000000 | PA      | $138246608.40  | 0.35%             | 2034-10-21      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                        | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24671.92      | 0.00%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BRITISH TELECOMMUNICATIONS PLC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8597.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LENNAR CORPORATION                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26537.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137F5S59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1564653 | PA      | $1523322.67    | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FLBW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    18610102 | PA      | $18160762.77   | 0.05%             | 2049-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $568929.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     7785000 | PA      | $7503513.71    | 0.02%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $7661.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BOEING CO                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-37145.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                     | State of California                                                              | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      275000 | PA      | $364943.50     | 0.00%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                          | First Quantum Minerals Ltd                                                       | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     2500000 | PA      | $2462625.00    | 0.01%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                          | Manufacturers & Traders Trust Co                                                 | CUSIP: 55279HAK6<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    22225000 | PA      | $21382840.30   | 0.05%             | 2025-02-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.36.V1                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $2917114.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                    | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      307739 | PA      | $305246.37     | 0.00%             | 2028-01-25      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TELECOM ITALIA SPA                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-181435.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIP PRINC                                       | United States Treasury Strip Principal                                           | CUSIP: 912803EK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11280000 | PA      | $4973775.00    | 0.01%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARROW ELECTRONICS INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12386.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TPC GROUP INC                                     | TPC Group Inc                                                                    | CUSIP: 89236YAG9<br>LEI: 549300K276KVW5JD1583 | Long             | DBT              | CORP              | US        |     4603886 | PA      | $4709666.04    | 0.01%             | 2027-12-16      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                            | Texas Health Resources                                                           | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3126640.16    | 0.01%             | 2055-11-15      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     8275000 | PA      | $7138875.52    | 0.02%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2018-C47                                   | CUSIP: 95002DBD0<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    39016000 | PA      | $37846550.02   | 0.09%             | 2061-09-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS EMIRATE OF DUBAI                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $98543.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                     | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    11180000 | PA      | $10352378.92   | 0.03%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $207548.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                    | Santander Bank NA - SBCLN                                                        | CUSIP: 80290CAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4250000 | PA      | $3652463.60    | 0.01%             | 2031-12-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1224722.10    | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 71654QBN1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2750000 | PA      | $2745528.36    | 0.01%             | 2024-02-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                            | Motorola Solutions Inc                                                           | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    20980000 | PA      | $20488304.54   | 0.05%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    29251000 | PA      | $31219870.55   | 0.08%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $12840.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS CATALONIA AUTONOMOUS COMMUNITY OF                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $509922.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                          | Montefiore Obligated Group                                                       | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8570000 | PA      | $5465667.73    | 0.01%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059E4Z4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     1878000 | PA      | $1539981.30    | 0.00%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     8150000 | PA      | $8016643.42    | 0.02%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Funding XIII LLC                                                         | CUSIP: 68377FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    35437861 | PA      | $34545270.17   | 0.09%             | 2025-08-08      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     2489000 | PA      | $2215218.14    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TESLA INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-31010.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                            | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6200000 | PA      | $5468384.50    | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                          | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      367000 | PA      | $191021.38     | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49939.75      | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BATH & BODY WORKS INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-31727.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CODERE NEW HOLDCO SA                              | CODERE NEW HOLDCO SA                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     4686451 | PA      | $2485814.12    | 0.01%             | 2027-11-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $62025.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA WTR & SWR AUT                    | District of Columbia Water & Sewer Authority                                     | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    15765000 | PA      | $15004008.47   | 0.04%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PPM CLO LTD                                       | PPM CLO 2018-1 Ltd                                                               | CUSIP: 69355DAA5<br>LEI: 549300NI5BL19ELU5U14 | Long             | ABS-CBDO         | CORP              | KY        |    69700000 | PA      | $68934017.91   | 0.17%             | 2031-07-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DELL INC                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11607.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2019-R03                                     | CUSIP: 20753MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450371 | PA      | $450370.45     | 0.00%             | 2031-09-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                            | Pertamina Persero PT                                                             | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     2155000 | PA      | $2063412.50    | 0.01%             | 2043-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LANXESS AG                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-39607.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                            | Puget Sound Energy Inc                                                           | CUSIP: 745332CE4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2246516.24    | 0.01%             | 2041-11-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                  | Welltower OP LLC                                                                 | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $1890700.56    | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    30000000 | PA      | $25850241.00   | 0.06%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $26501.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                           | TK Elevator Holdco GmbH                                                          | CUSIP: 000000000<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    31146300 | PA      | $29853519.83   | 0.07%             | 2028-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MEXICO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28316.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      705000 | PA      | $693185.59     | 0.00%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EG Group Limited                                  | EG Finco Ltd                                                                     | CUSIP: 000000000<br>LEI: 2138003OUK4UQHRJLT65 | Long             | LON              | CORP              | GB        |   123012495 | PA      | $115679074.36  | 0.29%             | 2027-04-30      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    63929000 | PA      | $57826543.51   | 0.14%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CALPINE CORP                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-90001.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                            | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     8855000 | PA      | $7957956.44    | 0.02%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ANGLO AMERICAN PLC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-30352.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $105474.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS INTERNATIONAL GAME TECHNOLOGY PLC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-76650.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                    | Mariner Finance Issuance Trust 2020-A                                            | CUSIP: 56848MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25800000 | PA      | $24733577.64   | 0.06%             | 2034-08-21      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MEXICO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17690.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.HY.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    88148000 | OU      | $56808.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp.                      | GSMSC Resecuritization Trust 2015-3R                                             | CUSIP: 36250FAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2371112 | PA      | $2342167.51    | 0.01%             | 2036-10-26      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                  | Trinitas Clo VIII Ltd                                                            | CUSIP: 89642RAA5<br>LEI: 5493000JXST1RIX07H55 | Long             | ABS-CBDO         | CORP              | KY        |    70000000 | PA      | $69406694.00   | 0.17%             | 2031-07-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                  | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    30645000 | PA      | $25644304.46   | 0.06%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF HUNGARY                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-61477.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | Carlyle Global Market Strategies CLO 2014-3-R Ltd                                | CUSIP: 14315LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2479582 | PA      | $2453908.67    | 0.01%             | 2031-07-27      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC               | Ascent Resources Utica Holdings LLC                                              | CUSIP: 000000000<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | LON              | CORP              | US        |    23181000 | PA      | $24571860.00   | 0.06%             | 2025-11-01      | Floating      | 13.81%                | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2018-COR3 Mortgage Trust                                                    | CUSIP: 12595VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    55000000 | PA      | $52569759.00   | 0.13%             | 2051-05-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22520.24      | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   286510000 | OU      | $316792.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                           | Becton Dickinson and Co                                                          | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     1082000 | PA      | $1063071.19    | 0.00%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI                    | Pennsylvania Turnpike Commission                                                 | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     5370000 | PA      | $6022084.31    | 0.02%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SINOCHEM OFFSHORE CAPITA                          | Sinochem Offshore Capital Co Ltd                                                 | CUSIP: 000000000<br>LEI: 3003004LKKZ33WMP2P47 | Long             | DBT              | CORP              | VG        |     2000000 | PA      | $1947055.21    | 0.00%             | 2025-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                           | Standard Industries Inc/NJ                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    18650000 | PA      | $14837213.58   | 0.04%             | 2031-01-15      | Fixed         | 3.38%                 | 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      | $8845.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                     | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    12160000 | PA      | $11925521.03   | 0.03%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ALTICE FRANCE SA (FRANCE)                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-148673.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                            | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17168000 | PA      | $16179756.70   | 0.04%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                    | CWABS Inc Asset-Backed Certificates Trust 2004-6                                 | CUSIP: 126673BR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      246714 | PA      | $233825.86     | 0.00%             | 2034-11-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-107741.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $21584.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HPS Loan Management 6-2015, Lt                    | HPS Loan Management 6-2015 Ltd                                                   | CUSIP: 40436KAC9<br>LEI: 549300OYG05TXUTUVD98 | Long             | ABS-CBDO         | CORP              | KY        |     7449091 | PA      | $7391848.46    | 0.02%             | 2031-02-05      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FING COR                    | Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | CUSIP: 74529JPX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    27600000 | PA      | $27192902.48   | 0.07%             | 2058-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -433470000 | OU      | $-180796.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Independence Plaza Trust                          | Independence Plaza Trust 2018-INDP                                               | CUSIP: 45378YAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15550000 | PA      | $14631026.10   | 0.04%             | 2035-07-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                    | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 86359BGH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       51282 | PA      | $48115.55      | 0.00%             | 2034-02-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-165152.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MACYS INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-47580.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    36700000 | PA      | $37836156.19   | 0.09%             | 2030-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                               | CUSIP: 05964HAH8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     3400000 | PA      | $3399465.18    | 0.01%             | 2023-04-12      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VISTRA OPERATIONS COMPANY LLC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-114292.82    | -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        |     1325857 | PA      | $1442095.77    | 0.00%             | 2024-12-31      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                    | WaMu Mortgage Pass-Through Certificates Series 2004-AR8 Trust                    | CUSIP: 92922FTJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      622843 | PA      | $562654.41     | 0.00%             | 2044-06-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                   | Venture XIX CLO Ltd                                                              | CUSIP: 92330EAP2<br>LEI: 549300KIDQKDB48YU144 | Long             | ABS-CBDO         | CORP              | KY        |    38750000 | PA      | $38320099.75   | 0.10%             | 2032-01-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                 | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    73330000 | PA      | $51527305.14   | 0.13%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $52737.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AES CORPORATION (THE)                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28056.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VIRGIN MEDIA FINANCE PLC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-59410.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                            | Discover Financial Services                                                      | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    14835000 | PA      | $14407817.57   | 0.04%             | 2025-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                    | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    39020000 | PA      | $31142647.86   | 0.08%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STORA ENSO OYJ                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17921.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Freddie Mac Strips                                                               | CUSIP: 31325UQB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2371795 | PA      | $276496.08     | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Funding XIII LLC                                                         | CUSIP: 68377FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9704827 | PA      | $9347945.19    | 0.02%             | 2025-08-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    19890000 | PA      | $18027078.93   | 0.05%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37450000 | PA      | $30660176.44   | 0.08%             | 2053-12-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GENERAL MOTORS CO                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-70490.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    40750000 | PA      | $39013226.04   | 0.10%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BARCLAYS BANK PLC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-38443.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 448814DF7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     7800000 | PA      | $10109068.32   | 0.03%             | 2030-04-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PULTE GROUP INC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11959.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2016-ETC Mortgage Trust                                                    | CUSIP: 05491LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13900000 | PA      | $10630765.87   | 0.03%             | 2036-08-14      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                      | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    22380000 | PA      | $24233680.92   | 0.06%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNIVISION COMMUNICATIONS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-282870.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $456326.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2019-BNK21                                                                  | CUSIP: 06540BBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   206158000 | PA      | $4397762.46    | 0.01%             | 2052-10-17      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS INTERNATIONAL GAME TECHNOLOGY PLC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-39455.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                      | AutoZone Inc                                                                     | CUSIP: 053332AR3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $17400909.24   | 0.04%             | 2025-04-15      | Fixed         | 3.25%                 | 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      | $1267.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                  | CVC Cordatus Loan Fund XII DAC                                                   | CUSIP: 000000000<br>LEI: 635400LAN4VXPJEK9R11 | Long             | ABS-CBDO         | CORP              | IE        |   236250000 | PA      | $252280754.23  | 0.63%             | 2032-01-23      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                             | Quest Diagnostics Inc                                                            | CUSIP: 74834LAX8<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     8005000 | PA      | $7779392.12    | 0.02%             | 2025-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $15978.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                           | Magna International Inc                                                          | CUSIP: 559222AR5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     3900000 | PA      | $3836716.26    | 0.01%             | 2025-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO Ltd                               | Crown Point CLO 11 Ltd                                                           | CUSIP: 22845JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   102500000 | PA      | $101071642.00  | 0.25%             | 2034-01-17      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Stacr Remic Trust 2020-DNA1                                          | CUSIP: 35565HAH8<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | CORP              | US        |     2719636 | PA      | $2712854.85    | 0.01%             | 2050-01-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GAP INC                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-95678.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-35414.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toro European CLO                                 | Toro European CLO 2 DAC                                                          | CUSIP: 000000000<br>LEI: 213800UUXX2DYH3TCG21 | Long             | ABS-CBDO         | CORP              | IE        |    98050000 | PA      | $103830589.30  | 0.26%             | 2034-07-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| HPS Investment Partners CLO                       | HPC Investment Partners CLO                                                      | CUSIP: 44330BAM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1025000 | PA      | $1006075.43    | 0.00%             | 2029-10-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | PHP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $79987.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                              | Signal Peak CLO 5 Ltd                                                            | CUSIP: 56844YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2850000 | PA      | $2815436.63    | 0.01%             | 2031-04-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -433470000 | OU      | $-1187025.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-506945.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EOLE FINANCE SPC                                  | Eole Finance SPC                                                                 | CUSIP: 000000000<br>LEI: 549300K749ZDQPJAIQ96 | Long             | DBT              | CORP              | KY        |     6521596 | PA      | $6401211.13    | 0.02%             | 2024-02-24      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   419330000 | OU      | $50108.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SASU                                                               | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    15350000 | PA      | $14497921.50   | 0.04%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                           | Marathon Petroleum Corp                                                          | CUSIP: 56585AAM4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     9983000 | PA      | $9726025.00    | 0.02%             | 2045-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $70787.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED RENTALS (NORTH AMERICA) INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-32257.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $899308.47     | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $295056.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                   | Vibrant ClO 1X LTD                                                               | CUSIP: 92558VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   195000000 | PA      | $193456243.50  | 0.48%             | 2031-07-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MONDELEZ INTERNATIONAL INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2931.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                             | Tennessee Valley Authority                                                       | CUSIP: 880591EU2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     4560000 | PA      | $4392344.99    | 0.01%             | 2027-02-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS AT&T INC                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $79144.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    14172000 | PA      | $14043112.46   | 0.04%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PUBLICIS GROUPE SA                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10273.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $67373.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KB HOME                                           | KB Home                                                                          | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2688776.70    | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20130000 | PA      | $16170051.56   | 0.04%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-9205.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KRAFT HEINZ FOODS CO                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2183.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AES CORPORATION (THE)                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28056.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DEVON ENERGY CORPORATION                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13592.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                     | Radnor RE 2021-1 Ltd                                                             | CUSIP: 75279YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     5926917 | PA      | $5923997.14    | 0.01%             | 2033-12-27      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                    | Bear Stearns ARM Trust 2002-11                                                   | CUSIP: 07384MSH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1042 | PA      | $994.71        | 0.00%             | 2033-02-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NOVA CHEMICALS CORP                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-67773.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1083284.64    | 0.00%             | 2024-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    38595000 | PA      | $32952038.94   | 0.08%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VIRGIN MEDIA FINANCE PLC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-96418.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OHIO ST UNIV                                      | Ohio State University/The                                                        | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     7815000 | PA      | $7033888.72    | 0.02%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6600000 | PA      | $6438836.13    | 0.02%             | 2027-04-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FKUR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   420362188 | PA      | $7886036.69    | 0.02%             | 2028-12-25      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT FEDERATIVE REPUBLIC OF BRAZIL                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-345832.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS ESKOM HOLDINGS SOC LTD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-933359.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLORADO ST BRIDGE ENTERPRISE                     | Colorado Bridge Enterprise                                                       | CUSIP: 19633SAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1000000 | PA      | $1108807.22    | 0.00%             | 2040-12-01      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                          | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15411000 | PA      | $14742377.12   | 0.04%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | JPY/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $424962.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                  | CUSIP: 458182BW1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    10000000 | PA      | $10666439.00   | 0.03%             | 2025-10-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-25741.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $42720.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                             | General Dynamics Corp                                                            | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    10545000 | PA      | $10239107.79   | 0.03%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CANADIAN NATURAL RESOURCES LTD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-822.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                 | CF Industries Inc                                                                | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     8565000 | PA      | $7802066.37    | 0.02%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $29737.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ALLY FINANCIAL INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-35267.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MEXICO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-58159.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $9922.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MDC HOLDINGS INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-55575.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                    | Structured Asset Investment Loan Trust 2003-BC7                                  | CUSIP: 86358ECW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      572302 | PA      | $551914.81     | 0.00%             | 2033-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                            | Citigroup Capital XIII                                                           | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       22000 | NS      | $631840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     6465000 | PA      | $4722958.81    | 0.01%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                            | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    49030000 | PA      | $46020783.75   | 0.11%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AIRBUS SE                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10105.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                     | Discover Bank                                                                    | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     6525000 | PA      | $6194253.69    | 0.02%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $47190.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust 2005-HYB9                                        | CUSIP: 126670JY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7839 | PA      | $6501.58       | 0.00%             | 2036-02-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38379FE39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3742294 | PA      | $387997.67     | 0.00%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     9665000 | PA      | $8818615.85    | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                    | CWABS Inc Asset-Backed Certificates Trust 2004-6                                 | CUSIP: 126673BB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      222782 | PA      | $212476.52     | 0.00%             | 2034-11-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2665000 | PA      | $2097421.65    | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                    | Countrywide Asset-Backed Certificates                                            | CUSIP: 126671K62<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      395821 | PA      | $383149.36     | 0.00%             | 2033-12-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BOEING CO                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19105.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $31347.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31390TY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          67 | PA      | $70.12         | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3710376.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                     | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09259GAF0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |     2789864 | PA      | $2720117.33    | 0.01%             | 2029-05-09      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                      | CUSIP: 00973RAG8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     3834000 | PA      | $3616257.17    | 0.01%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | THB/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $530633.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834DU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17610000 | PA      | $9664863.37    | 0.02%             | 2038-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    13050000 | PA      | $12221029.42   | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | CARLYLE US CLO 2018-1 LTD                                                        | CUSIP: 14311XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6750000 | PA      | $6643647.00    | 0.02%             | 2031-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS ISRAEL ELECTRIC CORP LTD                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $86814.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Loan Revolving Advance Investm                    | Loan Revolving Advance Investment Trust 2021-2                                   | CUSIP: 53958V201<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5189408 | PA      | $5130405.83    | 0.01%             | 2023-06-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    22735000 | PA      | $21267455.75   | 0.05%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     5920000 | PA      | $5971194.92    | 0.01%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 448814EX7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      130000 | PA      | $159717.43     | 0.00%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS MALAYSIA                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $83917.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                          | Gazprom PJSC Via Gaz Capital SA                                                  | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |     1200000 | PA      | $945820.50     | 0.00%             | 2024-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2825000 | PA      | $2327330.49    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $73143.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 448814EL3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |        5000 | PA      | $5573.88       | 0.00%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      500000 | PA      | $463608.58     | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $48577.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    42640000 | PA      | $39424229.78   | 0.10%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BEAZER HOMES USA INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-109352.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                  | Ascension Health                                                                 | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4680000 | PA      | $3798214.24    | 0.01%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                            | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13975000 | PA      | $13498744.30   | 0.03%             | 2026-08-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS T-MOBILE USA INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-36038.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2017-C5                                            | CUSIP: 90276TAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    32275000 | PA      | $30304637.07   | 0.08%             | 2050-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SPRINT COMMUNICATIONS LLC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14843.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-345832.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                            | Eskom Holdings SOC Ltd                                                           | CUSIP: 29646AAA4<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     2800000 | PA      | $2742950.00    | 0.01%             | 2023-08-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government International Bond                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |   132800000 | PA      | $159412909.58  | 0.40%             | 2028-04-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEW ALBERTSONS INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-35521.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDER FUNDING TRUST                           | Alexander Funding Trust                                                          | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    95000000 | PA      | $91612000.75   | 0.23%             | 2023-11-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                           | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    51435000 | PA      | $48686678.27   | 0.12%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    28300000 | PA      | $24593393.35   | 0.06%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      972082 | PA      | $992058.12     | 0.00%             | 2041-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BOEING CO                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-37145.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31390UYD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32643 | PA      | $34325.32      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2081185.50    | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                  | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    13630000 | PA      | $14950726.56   | 0.04%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2750000 | PA      | $1251250.00    | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CALPINE CORP                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-133039.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EG Finco Limited                                  | EG Finco Ltd                                                                     | CUSIP: 000000000<br>LEI: 2138003OUK4UQHRJLT65 | Long             | LON              | CORP              | GB        |    12787312 | PA      | $14516783.27   | 0.04%             | 2025-02-07      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY                    | TIAA CLO I Ltd                                                                   | CUSIP: 87271LAJ1<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |     3250000 | PA      | $3219141.90    | 0.01%             | 2031-07-20      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    26000000 | PA      | $22885580.12   | 0.06%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    20670000 | PA      | $20238778.33   | 0.05%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                   | CMS Energy Corp                                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    23485000 | PA      | $21367829.36   | 0.05%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   258604537 | PA      | $6564391.71    | 0.02%             | 2026-05-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    13200000 | PA      | $12422850.00   | 0.03%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CODERE NEW TOPCO SA                               | CODERE NEW TOPCO SA                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |      162877 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cordatus CLO PLC                                  | CVC Cordatus Loan Fund VII DAC                                                   | CUSIP: 000000000<br>LEI: 635400CLBI5JM6YQBR92 | Long             | ABS-CBDO         | CORP              | IE        |   110885000 | PA      | $117821287.38  | 0.29%             | 2031-09-15      | Floating      | 2.68%                 | No            |                  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      | $35393.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   382720000 | PA      | $278608200.00  | 0.70%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36184BDM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12649 | PA      | $11687.40      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4320000 | PA      | $4147581.93    | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS XEROX CORPORATION                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-91973.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CONSTELLIUM SE(PRE-REINCORPORATION)                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-57532.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NATWEST GROUP PLC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-27260.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                      | Intelsat Jackson Holdings SA                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6997 | NS      | $13850.56      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ADVOCATE HEALTH CORP                              | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     8685000 | PA      | $6722736.20    | 0.02%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-110861.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                            | Market Bidco Finco PLC                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |    64153000 | PA      | $61263908.78   | 0.15%             | 2027-11-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                  | Bellemeade Re 2018-3 Ltd                                                         | CUSIP: 07877TAB7<br>LEI: 2549009SOTYJD2MZFC61 | Long             | ABS-MBS          | CORP              | BM        |     1869912 | PA      | $1869560.48    | 0.00%             | 2028-10-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                    | New Century Home Equity Loan Trust 2004-1                                        | CUSIP: 64352VFQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      309252 | PA      | $296685.21     | 0.00%             | 2034-05-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-6693.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NABORS INDUSTRIES INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-68088.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2016-ETC Mortgage Trust                                                    | CUSIP: 05491LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5770000 | PA      | $4849318.03    | 0.01%             | 2036-08-14      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136AH5A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2182015 | PA      | $356211.33     | 0.00%             | 2043-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/KRW FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $359089.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                       | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $90767692.00   | 0.23%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $17946.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                      | QatarEnergy                                                                      | CUSIP: 74730DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |    22400000 | PA      | $20066200.00   | 0.05%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | NZD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12119.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2016-ETC Mortgage Trust                                                    | CUSIP: 05491LAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21720000 | PA      | $17631335.98   | 0.04%             | 2036-08-14      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC Trust 2016-NXSR                                                             | CUSIP: 12594PAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13245000 | PA      | $12679763.00   | 0.03%             | 2049-12-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                        | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    12350000 | PA      | $9384456.25    | 0.02%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                       | State of Illinois                                                                | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    19045000 | PA      | $18903540.02   | 0.05%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | CZK/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $323836.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                               | Abbott Laboratories                                                              | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      458000 | PA      | $478035.13     | 0.00%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3133T3KK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         870 | PA      | $870.93        | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS SA                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15172.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CCO HOLDINGS LLC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-30846.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ASHLAND LLC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-18560.48     | -0.00%            |  |  |  | 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        |    41935200 | PA      | $9081935.62    | 0.02%             | 2048-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                       | TCW CLO 2020-1 Ltd                                                               | CUSIP: 87190CAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    47500000 | PA      | $46679988.50   | 0.12%             | 2034-04-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   184190000 | PA      | $140803450.57  | 0.35%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receiv                    | Santander Consumer Auto Receivables Trust 2021-A                                 | CUSIP: 80282Y205<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       27250 | PA      | $1635602.12    | 0.00%             | 2028-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXXVIII Ltd                                                 | CUSIP: 55821KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    94500000 | PA      | $93318750.00   | 0.23%             | 2034-07-17      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.HILO.0-5                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4619594.55    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                           | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     5915000 | PA      | $6009090.67    | 0.02%             | 2025-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-412790.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                    | Structured Asset Investment Loan Trust 2004-BNC1                                 | CUSIP: 86358EKV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      779748 | PA      | $746702.74     | 0.00%             | 2034-09-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2013-GC16                                           | CUSIP: 36248GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22240788 | PA      | $88947.58      | 0.00%             | 2046-11-10      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2018-C48                                   | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $9748707.00    | 0.02%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     5000000 | PA      | $4821849.98    | 0.01%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | PLN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1151952.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ELO SA                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-31995.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HCA INC                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13375.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                          | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      758000 | PA      | $570592.75     | 0.00%             | 2059-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | IDR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $126450.82     | 0.00%             |  |  |  | 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        |   185800000 | PA      | $160127010.68  | 0.40%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                       | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50879.46      | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AUTOZONE INC                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2876.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      216000 | PA      | $242438.57     | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                              | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      600000 | PA      | $508715.28     | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS PETROLEOS MEXICANOS                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1034821.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                          | Diversified Healthcare Trust                                                     | CUSIP: 81721MAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2498000 | PA      | $2168723.18    | 0.01%             | 2024-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     7635000 | PA      | $7459975.87    | 0.02%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | TWD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $875744.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CODERE FINANCE 2 LUXEMBO                          | Codere Finance 2 Luxembourg SA                                                   | CUSIP: 000000000<br>LEI: 2221005CUH65GSJUKB29 | Long             | DBT              | CORP              | LU        |      299492 | PA      | $163597.38     | 0.00%             | 2027-11-30      | Fixed         | 13.62%                | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $23572.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TESCO PLC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12106.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                      | TICP CLO I-2 LTD                                                                 | CUSIP: 87248VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6123499 | PA      | $6080228.36    | 0.02%             | 2028-04-26      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                    | Merrill Lynch Mortgage Investors Trust Series 2004-OPT1                          | CUSIP: 59020UKM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      336099 | PA      | $330196.33     | 0.00%             | 2035-06-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OVINTIV INC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6474.44      | -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      | $-86458.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   200000000 | PA      | $160687500.00  | 0.40%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQ4B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   468069791 | PA      | $21028643.84   | 0.05%             | 2029-10-25      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HALLIBURTON COMPANY                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1015.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS WHIRLPOOL CORPORATION                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19858.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/COP FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3366791.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                           | Big River Steel LLC / BRS Finance Corp                                           | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $39427.55      | 0.00%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                     | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09259GAC7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |     6548287 | PA      | $6409135.60    | 0.02%             | 2026-04-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     9502000 | PA      | $9017364.55    | 0.02%             | 2077-08-16      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BEAZER HOMES USA INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-216503.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    20329000 | PA      | $9249695.00    | 0.02%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Battalion CLO LTD                                 | Battalion Clo XVI Ltd                                                            | CUSIP: 07133MAF3<br>LEI: 549300QOOT46OWR6Z544 | Long             | ABS-CBDO         | CORP              | KY        |    92500000 | PA      | $90762674.25   | 0.23%             | 2032-12-19      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                            | Indiana Michigan Power Co                                                        | CUSIP: 454889AP1<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |      475000 | PA      | $474092.99     | 0.00%             | 2023-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                           | Midwest Connector Capital Co LLC                                                 | CUSIP: 59833CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20820000 | PA      | $20336130.71   | 0.05%             | 2024-04-01      | Fixed         | 3.90%                 | 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      | $-103197.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Re Ltd                                       | Home RE 2021-2 Ltd                                                               | CUSIP: 43730VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    41170000 | PA      | $40237631.24   | 0.10%             | 2034-01-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                               | CUSIP: 448055AD5<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     6150000 | PA      | $6629145.89    | 0.02%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17946.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAQ5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    10300000 | PA      | $10008174.22   | 0.03%             | 2047-08-10      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      875000 | PA      | $724994.59     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                     | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    12175000 | PA      | $8366959.26    | 0.02%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2017-1, Ltd                               | TCW CLO 2017-1A Ltd                                                              | CUSIP: 87240NAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   141000000 | PA      | $138458080.20  | 0.35%             | 2034-10-29      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2020-DNA3                                          | CUSIP: 35565WBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7432826 | PA      | $7774355.86    | 0.02%             | 2050-06-25      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $3154323.67    | 0.01%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                          | Ontario Teachers' Cadillac Fairview Properties Trust                             | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    14600000 | PA      | $13633782.22   | 0.03%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2016-ETC Mortgage Trust                                                    | CUSIP: 05491LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6970000 | PA      | $6049138.24    | 0.02%             | 2036-08-14      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HEIDELBERGCEMENT AG                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-32974.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3975000 | PA      | $3620603.35    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46625HJJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2764586.92    | 0.01%             | 2023-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.EM.30.V1                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-279592.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2017-CD4 Mortgage Trust                                                       | CUSIP: 12515DAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    55314050 | PA      | $51875407.94   | 0.13%             | 2050-05-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SOCIETE GENERALE SA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21187.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     2120000 | PA      | $1690828.09    | 0.00%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                    | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    13906000 | PA      | $11521449.46   | 0.03%             | 2046-12-08      | Fixed         | 5.29%                 | 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        |      700000 | PA      | $502987.17     | 0.00%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                            | Teck Resources Ltd                                                               | CUSIP: 878744AB7<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     3050000 | PA      | $2838317.50    | 0.01%             | 2042-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                | Union Pacific Corp                                                               | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    19231000 | PA      | $14991710.86   | 0.04%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MEXICO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $103599.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BNP PARIBAS SA                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16439.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137BD7E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4099780 | PA      | $673864.07     | 0.00%             | 2044-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AT&T INC                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17820.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MGIC INVESTMENT CORPORATION                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17594.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     6510000 | PA      | $4540829.23    | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: —       |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                                                        | CUSIP: 74815HCJ9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      474000 | PA      | $521836.36     | 0.00%             | 2026-07-22      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                     | State of California                                                              | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      835000 | PA      | $1063908.82    | 0.00%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KB HOME                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-23403.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | SN               | NUSS              | IT        |    30000000 | PA      | $32724932.70   | 0.08%             | 2029-06-28      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-11114.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                    | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    38000000 | PA      | $34229567.80   | 0.09%             | 2052-06-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                    | Oaktown Re VII Ltd                                                               | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    44200000 | PA      | $41337108.54   | 0.10%             | 2034-04-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS T-MOBILE USA INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10905.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | CUSIP: 46591EAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    65497000 | PA      | $3202803.30    | 0.01%             | 2052-06-13      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    37960000 | PA      | $38549130.47   | 0.10%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GAP INC                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-49039.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ANGLO AMERICAN PLC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-30352.43     | -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      | $113424.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GAP INC                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-95678.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TECHNIPFMC PLC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-47550.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $126452.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 3620C4XB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      100279 | PA      | $97235.59      | 0.00%             | 2040-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SEALED AIR CORPORATION                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16293.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                               | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    29300000 | PA      | $36176148.61   | 0.09%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $223675.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    10308000 | PA      | $9904636.11    | 0.02%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BARCLAYS PLC                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-36952.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FREEPORT-MCMORAN INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22299.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                            | Commonwealth Edison Co                                                           | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      690000 | PA      | $805019.34     | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    12045000 | PA      | $10818160.14   | 0.03%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $5986442.42    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDG                                  | Resolution Funding Corp                                                          | CUSIP: 761157AB2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |      429000 | PA      | $545497.03     | 0.00%             | 2030-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SAFEWAY INC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15789.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSMCM Trust Certificates                          | CSMCM 2018-RPL9 Trust                                                            | CUSIP: 12656WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18986774 | PA      | $15619414.50   | 0.04%             | 2057-09-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                           | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     6000000 | PA      | $5729250.00    | 0.01%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNIVISION COMMUNICATIONS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-282870.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2019-GC44 Mortgage Trust                                                    | CUSIP: 12655TBL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    34500000 | PA      | $30322608.90   | 0.08%             | 2057-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-60582.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B14 Mortgage Trust                                                | CUSIP: 08162YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    48180000 | PA      | $45128476.34   | 0.11%             | 2062-12-15      | Fixed         | 3.09%                 | 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      | $-420355.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                               | Century Communities Inc                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $967632.59     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/HUF FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3216637.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $736564.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2018-CHRS Mortgage Trust                                                   | CUSIP: 05491VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19295000 | PA      | $12634948.71   | 0.03%             | 2038-08-05      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   110085000 | PA      | $86456790.44   | 0.22%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CMA CGM SA                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-125749.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $62025.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AMERICAN AXLE & MANUFACTURING INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-62101.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                              | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      125000 | PA      | $174116.80     | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| TVA PRIN STRIP                                    | Tennessee Valley Authority Principal Strip                                       | CUSIP: 88059FCF6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      475000 | PA      | $437941.70     | 0.00%             | 2024-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                    | Bear Stearns ARM Trust 2007-3                                                    | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      122568 | PA      | $108534.96     | 0.00%             | 2047-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS APACHE CORPORATION                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22376.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                               | Province of Alberta Canada                                                       | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    21630000 | PA      | $17848749.39   | 0.04%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TENET HEALTHCARE CORPORATION                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-146303.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31287V6U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2008 | PA      | $2082.58       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ISTAR INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4869.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ANHEUSER BUSCH INBEV SA (PRE-REINCORPORATION)                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5792.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      323000 | PA      | $328313.52     | 0.00%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                             | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    10370000 | PA      | $9826715.70    | 0.02%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING STRIP                          | Resolution Funding Corp Interest Strip                                           | CUSIP: 76116EHP8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    20677000 | PA      | $15564897.09   | 0.04%             | 2030-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                                                        | CUSIP: 74815HCC4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       82000 | PA      | $89472.15      | 0.00%             | 2026-03-06      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XIX Ltd                                                     | CUSIP: 55819QAY3<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |     3194884 | PA      | $3171365.78    | 0.01%             | 2028-01-22      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BEST BUY CO INC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-24161.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-412242.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ADT SECURITY CORP                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-53429.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5190000 | PA      | $5140195.83    | 0.01%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UPC HOLDING BV                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-66314.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP REV                    | New York State Urban Development Corp                                            | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    18800000 | PA      | $19829850.46   | 0.05%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                     | Radnor Re 2018-1 Ltd                                                             | CUSIP: 750496AB7<br>LEI: 549300ED4YNDE7SVU538 | Long             | ABS-MBS          | CORP              | BM        |    17495205 | PA      | $17506710.31   | 0.04%             | 2028-03-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                   | AdaptHealth LLC                                                                  | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $870049.07     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PREMIER FOODS FINANCE PLC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-96629.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 9128337P9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      837000 | PA      | $620916.68     | 0.00%             | 2031-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                     | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    13607000 | PA      | $11505811.41   | 0.03%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | Eurex 5 Year Euro BOBL                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -4549 | NC      | $9493637.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CZK/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-443900.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KOHLS CORP                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-50581.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TENET HEALTHCARE CORPORATION                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21722.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31287V6T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         892 | PA      | $930.35        | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                             | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    10390000 | PA      | $9777480.82    | 0.02%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $7372697.76    | 0.02%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS PEOPLES REPBLIC OF CHINA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $512803.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7110000 | PA      | $7243961.64    | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7285000 | PA      | $6297995.20    | 0.02%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                            | CenterPoint Energy Inc                                                           | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    26025000 | PA      | $23111754.21   | 0.06%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      990000 | PA      | $747185.56     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751BR1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    42642000 | PA      | $43469254.80   | 0.11%             | 2024-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                    | Transocean Inc                                                                   | CUSIP: 893830BF5<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     4450000 | PA      | $4183000.00    | 0.01%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS EXPEDIA GROUP INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-20609.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED STATES STEEL CORP                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-62077.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS WHIRLPOOL CORPORATION                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19858.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36200GK21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12957 | PA      | $13305.18      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                           | California Institute of Technology                                               | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    39775000 | PA      | $28562935.03   | 0.07%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $61420.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CityLine Commercial Mortgage T                    | CityLine Commercial Mortgage Trust 2016-CLNE                                     | CUSIP: 178772AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    40376000 | PA      | $38771889.78   | 0.10%             | 2031-11-10      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                              | Utah Acquisition Sub Inc                                                         | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    94061000 | PA      | $78631262.72   | 0.20%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CenturyLink Inc                                   | Lumen Technologies Inc                                                           | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    10593457 | PA      | $10218903.95   | 0.03%             | 2027-03-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    13560000 | PA      | $11180877.66   | 0.03%             | 2031-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NAVIENT CORP                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-64441.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31404WRR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40164 | PA      | $40877.05      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Freddie Mac Coupon Strips                                                        | CUSIP: 3134A4NT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     1140000 | PA      | $785658.31     | 0.00%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5505655.74    | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ENBRIDGE INC                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5666.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2019-GC39                                           | CUSIP: 36260JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    73000000 | PA      | $66747243.40   | 0.17%             | 2052-05-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SOUTHWEST AIRLINES CO                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14438.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                  | Ventas Realty LP                                                                 | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     4765000 | PA      | $4572352.53    | 0.01%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     5375000 | PA      | $4782256.88    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    15294000 | PA      | $14072599.60   | 0.04%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEW ALBERTSONS INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-35521.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AETNA INC                                         | Aetna Inc                                                                        | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     4540000 | PA      | $4185807.09    | 0.01%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GENERAL ELECTRIC CO                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14382.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LL                          | Black Knight InfoServ LLC                                                        | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44489.33      | 0.00%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LEONARDO SPA                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-18693.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                       | CDS PETROLEOS MEXICANOS                                                          | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-35690.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.WAINSCOTT.10-100                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-657633.16    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| M&T BANK CORPORATION                              | M&T Bank Corp                                                                    | CUSIP: 71270QEB8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      500000 | PA      | $492301.75     | 0.00%             | 2024-07-15      | Fixed         | 4.00%                 | 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        |    13075000 | PA      | $12376668.70   | 0.03%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     8815000 | PA      | $8446892.65    | 0.02%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                       | LOANDEPOT GMSR Master Trust Seres 2018-GT1                                       | CUSIP: 53946TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    29500000 | PA      | $25993815.85   | 0.06%             | 2023-10-16      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                          | Duke Energy Progress LLC                                                         | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2147173.26    | 0.01%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                            | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     7550000 | PA      | $7146784.62    | 0.02%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                              | CUSIP: 45905UPL2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     8591000 | PA      | $5212804.03    | 0.01%             | 2034-06-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NORDSTROM INC                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-105119.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NABORS INDUSTRIES INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-27043.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1678912.31    | 0.00%             | 2041-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    15025000 | PA      | $18996080.46   | 0.05%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31385W2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1119 | PA      | $1170.82       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                          | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1482272.95    | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                              | CUSIP: 45905APM4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     2250000 | PA      | $1647074.25    | 0.00%             | 2030-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                        | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1425000 | PA      | $1149811.13    | 0.00%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing LLC                                                      | CUSIP: 42806MAC3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     6200000 | PA      | $5694808.50    | 0.01%             | 2025-12-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $14868.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                                            | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    12955000 | PA      | $12204636.94   | 0.03%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31362GM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1006 | PA      | $997.60        | 0.00%             | 2028-01-01      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                  | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    31075000 | PA      | $24979517.25   | 0.06%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    27405000 | PA      | $24701458.38   | 0.06%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    19625000 | PA      | $17722356.25   | 0.04%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | CUSIP: 46590RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    29770905 | PA      | $27537994.89   | 0.07%             | 2049-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                | AMN Healthcare Inc                                                               | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46379.17      | 0.00%             | 2027-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS Mortgage Trust 2020-C8                                                     | CUSIP: 05552ABH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   119592000 | PA      | $8183620.76    | 0.02%             | 2053-10-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                          | Memorial Sloan-Kettering Cancer Center                                           | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      675000 | PA      | $606687.66     | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                         | Mylan Inc                                                                        | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    38126000 | PA      | $32852843.65   | 0.08%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $8274763.31    | 0.02%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                     | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    71841000 | PA      | $71661397.50   | 0.18%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TECK RESOURCES LTD                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-35869.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    64070000 | PA      | $57736783.65   | 0.14%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GAP INC                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-186948.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    14345000 | PA      | $14291206.25   | 0.04%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    13750000 | PA      | $10858161.88   | 0.03%             | 2032-01-20      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                          | United States International Development Finance Corp                             | CUSIP: 6903536Z5<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |    16600000 | PA      | $16891211.48   | 0.04%             | 2025-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                    | WaMu Mortgage Pass-Through Certificates Series 2005-AR5 Trust                    | CUSIP: 92922FM21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      385651 | PA      | $376302.00     | 0.00%             | 2035-05-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5593000 | PA      | $4847286.26    | 0.01%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   525700000 | OU      | $1083993.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                          | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     5595000 | PA      | $4709341.66    | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    14350000 | PA      | $15520018.64   | 0.04%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ANGLO AMERICAN PLC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7144.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TOLL BROTHERS INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-27900.42     | -0.00%            |  |  |  | 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      | $-8095.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    12930000 | PA      | $12235626.68   | 0.03%             | 2041-11-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                            | Lendmark Funding Trust 2019-2                                                    | CUSIP: 52604AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    29819554 | PA      | $29183102.97   | 0.07%             | 2028-04-20      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| BANK RAKYAT INDONESIA                             | Bank Rakyat Indonesia Persero Tbk PT                                             | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | DBT              | CORP              | ID        |     1000000 | PA      | $985110.00     | 0.00%             | 2024-03-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FAV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      300709 | PA      | $310564.81     | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR Remic Trust 2020-DNA2                                          | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |    10149329 | PA      | $10127639.63   | 0.03%             | 2050-02-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DEVON ENERGY CORPORATION                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6965.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                    | Qatar Government International Bond                                              | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    10705000 | PA      | $11026150.00   | 0.03%             | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2020-DNA6                                          | CUSIP: 35566CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2568441 | PA      | $2562029.32    | 0.01%             | 2050-12-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                        | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     8350000 | PA      | $8496125.00    | 0.02%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NOKIA OYJ                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22532.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ENBRIDGE INC                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12279.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-231434.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    46895000 | PA      | $44743850.85   | 0.11%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JPMCC Commercial Mortgage Securities Trust 2019-COR4                             | CUSIP: 48128YAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31675000 | PA      | $29418720.07   | 0.07%             | 2052-03-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                       | SREIT Trust 2021-MFP                                                             | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    75000000 | PA      | $71621212.50   | 0.18%             | 2038-11-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                    | Countrywide Asset-Backed Certificates                                            | CUSIP: 1266714Q6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       52660 | PA      | $52433.29      | 0.00%             | 2034-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $256401.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39035000 | PA      | $17678585.74   | 0.04%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                           | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    15719945 | PA      | $7917277.83    | 0.02%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31402WA57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29110 | PA      | $30351.18      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     6575000 | PA      | $6521440.77    | 0.02%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | IDR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $327039.57     | 0.00%             |  |  |  | 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      | $2568.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                           | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                      | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    50460000 | PA      | $49789558.67   | 0.12%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/PLN FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-350102.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                                | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    35000000 | PA      | $28307663.30   | 0.07%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| CALIFORNIA INSTITUTE OF                           | California Institute of Technology                                               | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     2105000 | PA      | $1950483.55    | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SWF ESCROW ISSUER CORP                            | SWF Escrow Issuer Corp                                                           | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4548000 | PA      | $2986352.47    | 0.01%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -525700000 | OU      | $-1119334.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/PLN FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-779527.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B13 Mortgage Trust                                                | CUSIP: 08162DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    38700000 | PA      | $34037048.61   | 0.09%             | 2057-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/IDR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2156625.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP CDS CDX.NA.IG.38.V1                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        | -1000000000 | OU      | $-7827.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   494500000 | PA      | $415611796.88  | 1.04%             | 2053-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                          | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4225000 | PA      | $4239321.48    | 0.01%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136B1BV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3228510 | PA      | $3082708.72    | 0.01%             | 2046-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Zais CLO 8, Limited                               | Zais CLO 8 Ltd                                                                   | CUSIP: 98885GAA6<br>LEI: 549300XI7G6FVIEXZ367 | Long             | ABS-CBDO         | CORP              | KY        |    13534677 | PA      | $13436379.18   | 0.03%             | 2029-04-15      | Floating      | 5.74%                 | 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        |    43333711 | PA      | $34259896.72   | 0.09%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3423000 | PA      | $3255200.98    | 0.01%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    21237000 | PA      | $21241432.16   | 0.05%             | 2023-10-22      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2060000 | PA      | $1881262.91    | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                             | CUSIP: 26884TAT9<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    27400000 | PA      | $26839997.70   | 0.07%             | 2023-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $34245.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FERMACA ENTERPRISES S RL                          | Fermaca Enterprises S de RL de CV                                                | CUSIP: 31503AAA2<br>LEI: 549300HYMZDEHWD3X752 | Long             | DBT              | CORP              | MX        |     4253753 | PA      | $4071638.98    | 0.01%             | 2038-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $34245.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $17122.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                    | Bear Stearns Asset Backed Securities I Trust 2004-HE8                            | CUSIP: 073879HE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      205897 | PA      | $198607.49     | 0.00%             | 2034-09-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    15265000 | PA      | $15260456.71   | 0.04%             | 2026-09-18      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3264942.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36200KT72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4260 | PA      | $4405.41       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B14 Mortgage Trust                                                | CUSIP: 08162YAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    57600000 | PA      | $51277380.48   | 0.13%             | 2062-12-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MDC HOLDINGS INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28998.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DELL INC                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1698.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust                             | Vendee Mortgage Trust 2011-2                                                     | CUSIP: 92262BAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2534320 | PA      | $2386503.61    | 0.01%             | 2041-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $23572.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    15995000 | PA      | $14317384.26   | 0.04%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BBBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   136879554 | PA      | $1206552.21    | 0.00%             | 2024-03-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     8050000 | PA      | $6777111.38    | 0.02%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                  | Altice France SA/France                                                          | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    10202000 | PA      | $9538870.00    | 0.02%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS GAZPROM PAO                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $387070.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-157836.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    24791000 | PA      | $24030976.36   | 0.06%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | Eurex 2 Year Euro SCHATZ                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -2661 | NC      | $2803919.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VERIZON COMMUNICATIONS INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-35776.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | Barclays Commercial Mortgage Trust 2019-C3                                       | CUSIP: 05550MAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    30000000 | PA      | $27806505.00   | 0.07%             | 2052-05-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     9130000 | PA      | $8830996.15    | 0.02%             | 2025-11-26      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31402CU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      330294 | PA      | $339427.14     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.NEWPORT.5-10                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $455579.11     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications Inc                                                           | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    15505000 | PA      | $14717741.53   | 0.04%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-110861.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AT&T INC                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17820.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DEVON ENERGY CORPORATION                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26767.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8407000 | PA      | $6319699.53    | 0.02%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $70554.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NRG ENERGY INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-173556.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F040628<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   189000000 | PA      | $182503125.00  | 0.46%             | 2053-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                       | Home RE 2020-1 Ltd                                                               | CUSIP: 43731WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     3368610 | PA      | $3381116.76    | 0.01%             | 2030-10-25      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1625000 | PA      | $1581914.10    | 0.00%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10183964 | PA      | $9545777.54    | 0.02%             | 2052-11-10      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/THB FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1071821.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -352290000 | OU      | $-1321350.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS INTERNATIONAL BUSINESS MACHINES CORP                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1966.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                      | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1210735.75    | 0.00%             | 2026-12-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31417VRQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10284 | PA      | $10397.83      | 0.00%             | 2025-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136B4GZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13117161 | PA      | $12569157.62   | 0.03%             | 2049-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FG2C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4546219 | PA      | $4390433.57    | 0.01%             | 2048-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                    | HPS Loan Management 11-2017 Ltd                                                  | CUSIP: 40436VAE1<br>LEI: 549300Z5U2GIJ32SH058 | Long             | ABS-CBDO         | CORP              | KY        |    45382979 | PA      | $44951840.57   | 0.11%             | 2030-05-06      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                            | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1503000 | PA      | $1462545.15    | 0.00%             | 2025-05-20      | Fixed         | 5.50%                 | Yes           |                  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      | $27959.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MARRIOTT INTERNATIONAL INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2438.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                    | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5185000 | PA      | $4895857.65    | 0.01%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    18700000 | PA      | $18148807.22   | 0.05%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    26125000 | PA      | $24593101.06   | 0.06%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MACYS INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-98372.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.HY.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        | -2300000000 | OU      | $-471248.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HALLIBURTON COMPANY                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1015.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS WPP 2005 LTD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19403.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1632471.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NRG ENERGY INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-93988.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/CLP FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-822229.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48987.53      | 0.00%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ALLY FINANCIAL INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-60371.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VERIZON COMMUNICATIONS INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12132.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137BGQE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      774744 | PA      | $106473.60     | 0.00%             | 2044-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36213TEP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       44749 | PA      | $46415.31      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                             | Southern California Gas Co                                                       | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     5260000 | PA      | $4490126.73    | 0.01%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS IRON MOUNTAIN INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-50975.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS ST PRIV ACTIVITY BOND SU                    | Texas Private Activity Bond Surface Transportation Corp                          | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    20905000 | PA      | $17044160.49   | 0.04%             | 2049-12-31      | Fixed         | 3.92%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17660.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                              | Appalachian Power Co                                                             | CUSIP: 037735CU9<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    15645000 | PA      | $15162557.79   | 0.04%             | 2025-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                              | CUSIP: 45905UPV0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      853000 | PA      | $535043.40     | 0.00%             | 2034-08-28      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                               | Georgia-Pacific LLC                                                              | CUSIP: 373298BN7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     3697000 | PA      | $3947225.53    | 0.01%             | 2025-12-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OCCIDENTAL PETROLEUM CORPORATION                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14511.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diamond Sports Group LLC                          | Diamond Sports Group LLC                                                         | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |     3134240 | PA      | $2820815.55    | 0.01%             | 2026-05-25      | Floating      | 13.06%                | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                          | Scientific Games International Inc                                               | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     3273000 | PA      | $3356673.07    | 0.01%             | 2025-07-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OLIN CORP                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7594.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KOHLS CORP                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-92057.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53127.65      | 0.00%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 71654QCD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5319000 | PA      | $5254108.20    | 0.01%             | 2023-09-21      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38380GG81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6168686 | PA      | $5086328.04    | 0.01%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROCHESTER GAS & ELECTRIC                          | Rochester Gas and Electric Corp                                                  | CUSIP: 771367CD9<br>LEI: 549300DD8M80WFTQO509 | Long             | DBT              | CORP              | US        |    17545000 | PA      | $16470792.11   | 0.04%             | 2027-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS                      | City of Los Angeles Department of Airports                                       | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4840000 | PA      | $5471412.61    | 0.01%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                    | CSAIL 2019-C17 Commercial Mortgage Trust                                         | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37150000 | PA      | $32746766.53   | 0.08%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Limited             | Digicel International Finance Ltd                                                | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | LC        |    37855548 | PA      | $31956404.04   | 0.08%             | 2024-05-27      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    53320000 | PA      | $63929855.67   | 0.16%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $808666.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                             | Mountain View CLO 2013-1 Ltd                                                     | CUSIP: 62431UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   121840745 | PA      | $120610932.97  | 0.30%             | 2030-10-12      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| MONITCHEM HOLDCO 2 S.A.                           | Monitchem HoldCo 2 SA                                                            | CUSIP: 000000000<br>LEI: 222100IQ8LHD0M05LB11 | Long             | DBT              | CORP              | LU        |     3700000 | PA      | $3807277.79    | 0.01%             | 2026-09-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $54059.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEWELL BRANDS INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-31181.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11675353.06  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DEUTSCHE LUFTHANSA AG                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-56382.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NOKIA OYJ                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22532.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOODYEAR TIRE & RUBBER COMPANY (THE)                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-150458.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED RENTALS (NORTH AMERICA) INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-32257.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834KB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32250000 | PA      | $13560117.19   | 0.03%             | 2045-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Shops at Crystals Trust 2016-C                    | Shops at Crystals Trust 2016-CSTL                                                | CUSIP: 82510WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20955000 | PA      | $18789407.62   | 0.05%             | 2036-07-05      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPBULIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-206395.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ONEMAIN FINANCE CORP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-30706.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-65020.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136ATG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11920220 | PA      | $11213605.67   | 0.03%             | 2043-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/KRW FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-703769.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS GOVERNMENT OF MEXICO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $70790.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                          | Interstate Power and Light Co                                                    | CUSIP: 461070AL8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     7850000 | PA      | $7635346.62    | 0.02%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12000000 | PA      | $11947500.00   | 0.03%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CityLine Commercial Mortgage T                    | CityLine Commercial Mortgage Trust 2016-CLNE                                     | CUSIP: 178772AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15000000 | PA      | $14291560.50   | 0.04%             | 2031-11-10      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    12235000 | PA      | $10999315.29   | 0.03%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31287YV43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6753 | PA      | $6944.88       | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    10855000 | PA      | $9794841.00    | 0.02%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    53520000 | PA      | $23304197.01   | 0.06%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     9455241 | PA      | $8752007.09    | 0.02%             | 2027-04-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                 | Southern Power Co                                                                | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      725000 | PA      | $695764.50     | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                          | Bear Stearns ALT-A Trust 2005-4                                                  | CUSIP: 07386HSY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       62727 | PA      | $58518.61      | 0.00%             | 2035-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3133TPF87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14289 | PA      | $15272.58      | 0.00%             | 2030-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| St Pauls CLO                                      | St Paul's CLO VII DAC                                                            | CUSIP: 000000000<br>LEI: 635400XNW8X824E1MY52 | Long             | ABS-CBDO         | CORP              | IE        |    90050000 | PA      | $95340892.73   | 0.24%             | 2034-07-18      | Floating      | 3.22%                 | 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      | $-12119.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFK Trust                                         | CFK Trust 2019-FAX                                                               | CUSIP: 12528XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21052000 | PA      | $19355217.22   | 0.05%             | 2039-01-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS PETROLEOS MEXICANOS                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1233825.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DXC TECHNOLOGY CO                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-40106.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                               | NOVA Chemicals Corp                                                              | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     1589000 | PA      | $1559206.25    | 0.00%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                        | Sprint LLC                                                                       | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    79334000 | PA      | $80511473.64   | 0.20%             | 2023-09-15      | Fixed         | 7.88%                 | 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      | $-420355.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REBPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $118946.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                           | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25400000 | PA      | $25184863.52   | 0.06%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     4000000 | PA      | $913250.00     | 0.00%             | 2025-09-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2212.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                                | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    19245000 | PA      | $18280978.11   | 0.05%             | 2026-04-01      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $49271.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/PHP FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $676823.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                              | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49477.95      | 0.00%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Freddie Mac Strips                                                               | CUSIP: 3134A4KY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     9085000 | PA      | $6211924.90    | 0.02%             | 2032-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17056000 | PA      | $16763418.99   | 0.04%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FCA79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7871850 | PA      | $1457546.27    | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SIRIUS XM RADIO INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-50128.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                          | President and Fellows of Harvard College                                         | CUSIP: 740816AL7<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     4010000 | PA      | $3658969.49    | 0.01%             | 2037-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TESLA INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-48462.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BEST BUY CO INC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-24161.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                    | Oaktown Re VI Ltd                                                                | CUSIP: 67401FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    19887000 | PA      | $19703140.71   | 0.05%             | 2033-10-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                                            | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    35565000 | PA      | $31514154.68   | 0.08%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    24530000 | PA      | $23899766.41   | 0.06%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    11074000 | PA      | $10313307.89   | 0.03%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $23408.32      | 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      | $44249.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                            | Private Export Funding Corp                                                      | CUSIP: 74274TAG5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8441645.13    | 0.02%             | 2024-07-30      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BARCLAYS PLC                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-36952.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                           | Development Bank of Japan Inc                                                    | CUSIP: 25159MAV9<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    10000000 | PA      | $9881024.00    | 0.02%             | 2023-09-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Armada Euro CLO                                   | Armada Euro CLO II DAC                                                           | CUSIP: 000000000<br>LEI: 549300ZZKACIYBGH9718 | Long             | ABS-CBDO         | CORP              | IE        |    65201531 | PA      | $69543381.51   | 0.17%             | 2031-11-15      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                     | United States Small Business Administration                                      | CUSIP: 83162CNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1342 | PA      | $1334.24       | 0.00%             | 2023-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5375000 | PA      | $5456658.02    | 0.01%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                               | Albania Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    91273547 | PA      | $81523171.85   | 0.20%             | 2025-08-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                    | Port Authority of New York & New Jersey                                          | CUSIP: 73358WX90<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     4000000 | PA      | $3641296.68    | 0.01%             | 2048-09-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CCO HOLDINGS LLC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-116501.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                           | PNMAC GMSR ISSUER TRUST 2018-GT2                                                 | CUSIP: 69354WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    45300000 | PA      | $43730771.76   | 0.11%             | 2025-08-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   552704747 | PA      | $16131793.46   | 0.04%             | 2029-03-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                        | Fortis Inc/Canada                                                                | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    25625000 | PA      | $24014786.50   | 0.06%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                            | Patrick Industries Inc                                                           | CUSIP: 703343AC7<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |      300000 | PA      | $297186.77     | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $2540350.24    | 0.01%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | CME Ultra Long Term US Treasury Bond                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       10602 | NC      | $65668915.39   | 0.16%             |  |  |  | No            |                  1 | 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        |    15490000 | PA      | $10536187.40   | 0.03%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | CBOT 2 Year US Treasury Note                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       33108 | NC      | $15888509.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    49095000 | PA      | $46547261.12   | 0.12%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS ARGENTINA REPUBLIC OF GOVERNMENT                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-641629.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ELO SA                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-31995.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $41271.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    73611000 | PA      | $53933634.31   | 0.13%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                       | Nutrien Ltd                                                                      | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     8000000 | PA      | $7870774.40    | 0.02%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KB HOME                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-96450.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.HY.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   300000000 | OU      | $1260374.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/PHP FORWARD                                                                  | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2315914.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136ARZ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2828902 | PA      | $269562.92     | 0.00%             | 2036-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS YUM! BRANDS INC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17858.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Re Ltd                                       | Home RE 2019-1 Ltd                                                               | CUSIP: 43731AAA1<br>LEI: 254900GFKVQN72ENGJ20 | Long             | ABS-MBS          | CORP              | BM        |     6452613 | PA      | $6453891.58    | 0.02%             | 2029-05-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | THB/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1767396.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-215482.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-25681.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132WLBV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      970662 | PA      | $933073.18     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   172484000 | PA      | $167939614.07  | 0.42%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                                        | Fannie Mae Principal Strip                                                       | CUSIP: 31358DDR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     2880000 | PA      | $2171526.51    | 0.01%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NOKIA OYJ                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3133.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | CGMS Commercial Mortgage Trust 2017-B1                                           | CUSIP: 17326CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19713664 | PA      | $18306289.34   | 0.05%             | 2050-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI                    | Bay Area Toll Authority                                                          | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |      525000 | PA      | $687425.40     | 0.00%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   421300000 | OU      | $43305.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HAPAG-LLOYD AG                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-151757.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                   | Nevada Power Co                                                                  | CUSIP: 641423BZ0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      500000 | PA      | $507876.12     | 0.00%             | 2040-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $28874.30      | 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      | $1557546.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                     | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     2400000 | PA      | $2356830.48    | 0.01%             | 2024-04-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.HY.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -88148000 | OU      | $-24374.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-38772.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-12289.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ZIGGO BOND COMPANY BV                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-142959.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                 | L3Harris Technologies Inc                                                        | CUSIP: 413875AR6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2638458.36    | 0.01%             | 2025-04-27      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                          | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    21296000 | PA      | $16630939.34   | 0.04%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: —       |
| CSAIL Commercial Mortgage Trus                    | CSAIL 2018-CX11 Commercial Mortgage Trust                                        | CUSIP: 12652UAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16888642 | PA      | $16621793.17   | 0.04%             | 2051-04-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS ARGENTINA REPUBLIC OF GOVERNMENT                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-6416295.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2692367.01    | 0.01%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1548122.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $4915325.64    | 0.01%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| West Corporation                                  | Intrado Corp                                                                     | CUSIP: 68162RAD3<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |     1248083 | PA      | $1168205.44    | 0.00%             | 2024-10-10      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                               | LYB International Finance III LLC                                                | CUSIP: 50249AAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14600000 | PA      | $11217912.48   | 0.03%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/THB FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3475162.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AID-INDONESIA                                     | Indonesia Government AID Bond                                                    | CUSIP: 455780AM8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    11866371 | PA      | $12806829.32   | 0.03%             | 2029-07-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    31720000 | PA      | $30392963.35   | 0.08%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CAD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-75571.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KRAFT HEINZ FOODS CO                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2183.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNISYS CORPORATION                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-648618.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS IRON MOUNTAIN INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-50975.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MGIC INVESTMENT CORPORATION                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4165.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEV                               | International Bank for Reconstruction & Development                              | CUSIP: 45905AQD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     3739000 | PA      | $2692491.29    | 0.01%             | 2030-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                    | University of California                                                         | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2050000 | PA      | $1913469.77    | 0.00%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group LLC                          | Diamond Sports Group LLC                                                         | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |    55305153 | PA      | $4562675.08    | 0.01%             | 2026-08-24      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    19755000 | PA      | $19023079.82   | 0.05%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LANXESS AG                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-39607.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                            | Texas Health Resources                                                           | CUSIP: 882484AB4<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $1673208.23    | 0.00%             | 2051-11-15      | Fixed         | 3.37%                 | No            |                  2 | 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        |    22439792 | PA      | $21115967.96   | 0.05%             | 2043-08-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS PEOPLES REPBLIC OF CHINA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $256401.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LENNAR CORPORATION                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12531.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTBP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   327425031 | PA      | $30948574.07   | 0.08%             | 2030-03-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.WAINSCOTT.0-5                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $357509.84     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                              | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       75000 | PA      | $67015.74      | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-283560.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     7295000 | PA      | $7634755.21    | 0.02%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                  | Ascension Health                                                                 | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3020000 | PA      | $2655994.81    | 0.01%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    24020000 | PA      | $22512947.49   | 0.06%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    68400000 | PA      | $60950282.40   | 0.15%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ALTRIA GROUP INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1409.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                    | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HAY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      467596 | PA      | $457389.69     | 0.00%             | 2028-02-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MEXICO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3539.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2020-C55                                   | CUSIP: 95002EBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    58725000 | PA      | $50775890.04   | 0.13%             | 2053-02-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AVNET INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22989.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GLENCORE INTERNATIONAL AG                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28544.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS CDX.EM.30.V1                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-419388.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $52737.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3975000 | PA      | $3106898.32    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJMN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      331728 | PA      | $337389.72     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                       | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    46000000 | PA      | $46743906.02   | 0.12%             | 2053-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                   | Venture 32 CLO Ltd                                                               | CUSIP: 92325QAA5<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |    38372500 | PA      | $37681795.00   | 0.09%             | 2031-07-18      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526BR9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     9250000 | PA      | $9241527.93    | 0.02%             | 2023-02-27      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3960000 | PA      | $3972684.39    | 0.01%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                             | CUSIP: 96950FAQ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    18356000 | PA      | $18006101.23   | 0.04%             | 2025-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2017-C7                               | CUSIP: 46648KAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    70000000 | PA      | $65291086.00   | 0.16%             | 2050-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $107923.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $111837.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38378VPP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1256787 | PA      | $1147359.05    | 0.00%             | 2043-07-20      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance T                    | Fairstone Financial Issuance Trust I                                             | CUSIP: 30575PAN6<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |    20600000 | PA      | $14637139.53   | 0.04%             | 2039-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38380BZJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    19542565 | PA      | $2892485.31    | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JPMCC Commercial Mortgage Securities Trust 2019-COR4                             | CUSIP: 48128YAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31250000 | PA      | $29317712.50   | 0.07%             | 2052-03-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CNH/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-860573.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6070000 | PA      | $5430445.01    | 0.01%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Euro CLO                             | Bain Capital Euro CLO 2021-1 DAC                                                 | CUSIP: 000000000<br>LEI: 549300PIGPIGPDTXG932 | Long             | ABS-CBDO         | CORP              | IE        |    47750000 | PA      | $50285884.48   | 0.13%             | 2034-07-15      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13055000 | PA      | $6078224.45    | 0.02%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GENERAL ELECTRIC CO                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6577.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2585000 | PA      | $2604993.37    | 0.01%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                   | BAE Systems PLC                                                                  | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    10325000 | PA      | $7284331.90    | 0.02%             | 2050-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        | -1700000000 | OU      | $-40485034.87  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS CDX.EM.30.V1                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-237653.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05578QAC7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     3460000 | PA      | $3393519.91    | 0.01%             | 2024-07-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    16325000 | PA      | $15776719.81   | 0.04%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $27527.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    10270000 | PA      | $7976654.57    | 0.02%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.NEWPORT.0-5                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $704217.73     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DH EUROPE FINANCE II                              | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    50715000 | PA      | $38624725.80   | 0.10%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | 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       |     7190000 | PA      | $6661678.80    | 0.02%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS JPMORGAN CHASE & CO                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3072.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LIBERTY INTERACTIVE LLC                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-621932.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14290000 | PA      | $11072517.19   | 0.03%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LENNAR CORPORATION                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26537.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STANDARD CHARTERED PLC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19852.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS J SAINSBURY PLC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22920.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | THB/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6964150.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | CNH/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-682072.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-228655.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2020-GC46                                    | CUSIP: 17328RAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    90000000 | PA      | $77670603.00   | 0.19%             | 2053-02-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    19994000 | PA      | $14659693.97   | 0.04%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    40400000 | PA      | $34061799.14   | 0.09%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    15650000 | PA      | $15105841.21   | 0.04%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BlackRock European CLO DAC                        | Blackrock European Clo III Designated Activity Co                                | CUSIP: 000000000<br>LEI: 635400I5HNBLHUNUTO41 | Long             | ABS-CBDO         | CORP              | IE        |   105500000 | PA      | $111126161.61  | 0.28%             | 2035-07-19      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                               | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     1990000 | PA      | $1689207.02    | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                           | Southern Co Gas Capital Corp                                                     | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2339022.96    | 0.01%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $866138.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEW ALBERTSONS INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4912.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128KHWU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         867 | PA      | $916.31        | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | EUR/PLN FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-76358.68     | -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      | $73931.64      | 0.00%             | 2040-04-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/ILS FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-289611.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | Service Properties Trust                                                         | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $28281117.00   | 0.07%             | 2024-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                          | Magellan Midstream Partners LP                                                   | CUSIP: 559080AG1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    14820000 | PA      | $13791956.01   | 0.03%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    12600000 | PA      | $13257375.52   | 0.03%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ENERGY TRANSFER LP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8252.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                          | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     7345000 | PA      | $6186013.65    | 0.02%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                            | Digicel Group Holdings Ltd                                                       | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      647510 | PA      | $158559.01     | 0.00%             | 2025-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AVIENT CORP                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-76175.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136APJF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3567821 | PA      | $617020.43     | 0.00%             | 2045-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIRCRAFT FINANCE CO LTD                           | Aircraft Finance Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300V406LJMUES1M40 | Long             | DBT              | CORP              | KY        |     1357006 | PA      | $1320960.77    | 0.00%             | 2026-03-29      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2403169.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GCC Home Equity Trust                             | Greystone Commercial Capital Trust Series 2021-3                                 | CUSIP: 39810EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   174000000 | PA      | $169234505.40  | 0.42%             | 2023-08-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-221722.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | USD/KRW FORWARD                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1687398.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31390CTC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14700 | PA      | $14694.62      | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                            | Lumen Technologies Inc                                                           | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $675566.03     | 0.00%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY RES                            | CenterPoint Energy Resources Corp                                                | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1208956.51    | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS EMIRATE OF DUBAI                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $46016.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      669000 | PA      | $742306.06     | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                            | Eskom Holdings SOC Ltd                                                           | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    13000000 | PA      | $12405250.00   | 0.03%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Bank of America, National Association             | USD/TWD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18222.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                               | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    12800000 | PA      | $11523002.88   | 0.03%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                  | Bellemeade Re Ltd                                                                | CUSIP: 07876MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     9400000 | PA      | $9254528.42    | 0.02%             | 2031-03-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    55614000 | PA      | $60056428.77   | 0.15%             | 2025-07-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                    | Structured Asset Investment Loan Trust 2004-BNC1                                 | CUSIP: 86358EKX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      548674 | PA      | $529940.04     | 0.00%             | 2034-09-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4223246.58    | 0.01%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNIVERSAL HEALTH SERVICES INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26957.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                       | Cencosud SA                                                                      | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |     3835000 | PA      | $3671533.13    | 0.01%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VIRGIN MEDIA FINANCE PLC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-96418.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                                       | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     6745000 | PA      | $6588816.62    | 0.02%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JEFFERSON MILL CLO LTD                            | Jefferson Mill CLO Ltd                                                           | CUSIP: 47421MAW3<br>LEI: 549300RV1TCF15DHXS87 | Long             | ABS-CBDO         | CORP              | KY        |   147536912 | PA      | $145615155.20  | 0.36%             | 2031-10-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| MONITCHEM HOLDCO 2 S.A.                           | Monitchem HoldCo 2 SA                                                            | CUSIP: 000000000<br>LEI: 222100IQ8LHD0M05LB11 | Long             | DBT              | CORP              | LU        |     1900000 | PA      | $1955088.60    | 0.00%             | 2026-09-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    84135000 | PA      | $67275082.18   | 0.17%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: —       |
| Tikehau                                           | Tikehau CLO IV DAC                                                               | CUSIP: 000000000<br>LEI: 5493003A9LSOVYP56X91 | Long             | ABS-CBDO         | CORP              | IE        |    50700000 | PA      | $54193985.78   | 0.14%             | 2031-10-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    14395000 | PA      | $14038753.69   | 0.04%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                         | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    23410000 | PA      | $22346308.13   | 0.06%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| JAPAN FIN ORG MUNICIPAL                           | Japan Finance Organization for Municipalities                                    | CUSIP: 471068AN6<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    12000000 | PA      | $11875299.60   | 0.03%             | 2023-09-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/COP FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1290199.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | NZD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30379.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3022957.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LP                                                   | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10100000 | PA      | $8882168.26    | 0.02%             | 2027-12-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | ZAR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41102.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                    | Transocean Inc                                                                   | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     1950000 | PA      | $1789125.00    | 0.00%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PULTE GROUP INC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11959.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36202T6G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3585 | PA      | $3730.55       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31408GT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1150 | PA      | $1181.39       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HESS CORPORATION                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10199.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXI Ltd                                                     | CUSIP: 55820JBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   186000000 | PA      | $183954000.00  | 0.46%             | 2032-10-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ITV PLC                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-43968.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    80445000 | PA      | $71939035.30   | 0.18%             | 2027-01-13      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6745000 | PA      | $5776190.22    | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TDC HOLDING A/S                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11909.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS PEOPLE'S REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $68481.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Armada Euro CLO                                   | Armada Euro CLO II DAC                                                           | CUSIP: 000000000<br>LEI: 549300ZZKACIYBGH9718 | Long             | ABS-CBDO         | CORP              | IE        |    14379045 | PA      | $14874948.11   | 0.04%             | 2031-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                    | Floating Rate Mortgage Pass-through Cert-series 2001-2                           | CUSIP: 03072SBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40429 | PA      | $37550.72      | 0.00%             | 2031-10-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                          | Golden Entertainment Inc                                                         | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |     8900000 | PA      | $8953898.22    | 0.02%             | 2026-04-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                      | Peraton Corp                                                                     | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    24295656 | PA      | $24117787.70   | 0.06%             | 2028-02-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                          | Gazprom PJSC Via Gaz Capital SA                                                  | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |    19900000 | PA      | $17498088.48   | 0.04%             | 2023-03-06      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    16085000 | PA      | $13189424.75   | 0.03%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                              | CITGO Petroleum Corp                                                             | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |      539000 | PA      | $528435.82     | 0.00%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      450000 | PA      | $365261.20     | 0.00%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VERIZON COMMUNICATIONS INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19284.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                            | Private Export Funding Corp                                                      | CUSIP: 742651DT6<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     2384000 | PA      | $2350287.83    | 0.01%             | 2024-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    33234000 | PA      | $32361607.50   | 0.08%             | 2024-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                          | Pioneer Natural Resources Co                                                     | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     6410000 | PA      | $5255884.37    | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10136.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                            | Credit Suisse AG/New York NY                                                     | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |     6130000 | PA      | $5836855.43    | 0.01%             | 2024-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                           | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    15235000 | PA      | $14415387.17   | 0.04%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MDC HOLDINGS INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16369.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                        | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     1532000 | PA      | $1479984.77    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-51598.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HAPAG-LLOYD AG                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-83688.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $111837.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPT/LEGACY LIFEPT                              | RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc               | CUSIP: 53219LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5255550.30    | 0.01%             | 2026-12-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-221722.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jubilee CDO BV                                    | Jubilee CLO 2013-X DAC                                                           | CUSIP: 000000000<br>LEI: 635400BEM2JFGBOYIE25 | Long             | ABS-CBDO         | CORP              | IE        |    21317000 | PA      | $22399068.11   | 0.06%             | 2034-07-15      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    80244000 | PA      | $64884796.88   | 0.16%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ANGLO AMERICAN PLC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15117.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                 | Expedia Group Inc                                                                | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5930000 | PA      | $4994176.38    | 0.01%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    41150000 | PA      | $34182661.00   | 0.09%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                               | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    14665000 | PA      | $14121911.06   | 0.04%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| LYB INT FINANCE III                               | LYB International Finance III LLC                                                | CUSIP: 50249AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13410000 | PA      | $10879521.47   | 0.03%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                          | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $187985.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Re 2018-1 Ltd.                              | Eagle RE 2018-1 Ltd                                                              | CUSIP: 269826AA1<br>LEI: 549300BLEDGL5R7YKU33 | Long             | ABS-MBS          | CORP              | US        |    18410882 | PA      | $18389477.73   | 0.05%             | 2028-11-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                          | iHeartCommunications Inc                                                         | CUSIP: 45174UAF5<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     7452321 | PA      | $7333546.11    | 0.02%             | 2026-05-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                          | Willis North America Inc                                                         | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    20670000 | PA      | $20235855.79   | 0.05%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bain Capital Euro CLO                             | Bain Capital Euro CLO 2018-1 DAC                                                 | CUSIP: 000000000<br>LEI: 635400RC52ENQUSSDP41 | Long             | ABS-CBDO         | CORP              | IE        |    79402003 | PA      | $84830280.29   | 0.21%             | 2032-04-20      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | CNH/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-461534.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS GS_21-PJ                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $137779.92     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    34745000 | PA      | $29863662.79   | 0.07%             | 2028-03-25      | Fixed         | 2.26%                 | 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        |    37110000 | PA      | $164612.54     | 0.00%             | 2047-06-10      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                    | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HCH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2900000 | PA      | $2519789.41    | 0.01%             | 2029-02-26      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2380000 | PA      | $2111721.74    | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                        | Federal National Mortgage Association                                            | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    58839000 | PA      | $70545747.48   | 0.18%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED RENTALS (NORTH AMERICA) INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14843.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS EXPEDIA GROUP INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1370.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                              | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     5685000 | PA      | $5326897.81    | 0.01%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MICHAEL KORS USA INC                              | Michael Kors USA Inc                                                             | CUSIP: 59408TAA8<br>LEI: 549300MIBZ1H6BCOET19 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9725165.20    | 0.02%             | 2024-11-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12810.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED AIRLINES HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-107010.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OHIO ST UNIV                                      | Ohio State University/The                                                        | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |      295000 | PA      | $305312.01     | 0.00%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOVERNMENT OF MEXICO                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $103599.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                           | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     3590000 | PA      | $3364020.63    | 0.01%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LEONARDO SPA                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-18693.55     | -0.00%            |  |  |  | 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      | $-1011.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $71656.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      700000 | PA      | $606358.52     | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-167012.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    26440000 | PA      | $24648161.20   | 0.06%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.HY.39.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $82951176.03   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5965000 | PA      | $5190298.73    | 0.01%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                           | Principal Financial Group Inc                                                    | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      275000 | PA      | $244158.94     | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4761164.52    | 0.01%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31376KEX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12435 | PA      | $12993.39      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Olympic Tower Mortgage Trust                      | Olympic Tower 2017-OT Mortgage Trust                                             | CUSIP: 68162MAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21000000 | PA      | $17867184.30   | 0.04%             | 2039-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                     | Discover Bank                                                                    | CUSIP: 25466AAD3<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     9280000 | PA      | $9231747.43    | 0.02%             | 2023-08-08      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PENTA AIRCRAFT LEASING 2                          | Penta Aircraft Leasing 2013 LLC                                                  | CUSIP: 709604AA0<br>LEI: 549300GE30W07HVKDT53 | Long             | DBT              | CORP              | US        |     1164818 | PA      | $1131853.62    | 0.00%             | 2025-04-29      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CNH INDUSTRIAL NV                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17823.63     | -0.00%            |  |  |  | No            |                  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      | $10618.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    15400000 | PA      | $12440946.98   | 0.03%             | 2032-01-14      | Fixed         | 3.73%                 | 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      | $-105088.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2018-H4                                           | CUSIP: 61691RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18525000 | PA      | $17815820.39   | 0.04%             | 2051-12-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TOLL BROTHERS INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-27900.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136AAPN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5544386 | PA      | $541968.77     | 0.00%             | 2032-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                           | Home Equity Asset Trust                                                          | CUSIP: 22541N3S6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      459462 | PA      | $446363.10     | 0.00%             | 2033-08-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLYZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    53046000 | PA      | $2759235.43    | 0.01%             | 2029-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MGIC INVESTMENT CORPORATION                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17594.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | USD/PEN FORWARD                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-134240.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VECTOR GROUP LTD                                  | Vector Group Ltd                                                                 | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |    28375000 | PA      | $24766192.31   | 0.06%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $122723.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United AirLines Inc                               | United Airlines Inc                                                              | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    20123199 | PA      | $20068322.76   | 0.05%             | 2028-04-21      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    21310000 | PA      | $17233128.47   | 0.04%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     8235000 | PA      | $7770030.32    | 0.02%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 448814DL4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    29048000 | PA      | $38942811.96   | 0.10%             | 2030-11-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    10000000 | PA      | $8058000.00    | 0.02%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                           | Legacy LifePoint Health LLC                                                      | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5025000 | PA      | $4393104.59    | 0.01%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust 2005-29                                          | CUSIP: 126694TD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      361258 | PA      | $194418.65     | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                            | CUSIP: 903724AQ5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    10000000 | PA      | $2283125.00    | 0.01%             | 2025-09-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $35358.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2845000 | PA      | $2286289.77    | 0.01%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GENERAL ELECTRIC CO                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14382.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLORADO INT GAS CO/ISS                           | Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp                | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    24840000 | PA      | $23979415.96   | 0.06%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1089449.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    18296000 | PA      | $17248536.62   | 0.04%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                           | Japan Finance Organization for Municipalities                                    | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    14400000 | PA      | $14108980.32   | 0.04%             | 2023-10-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS MILLICOM INTERNATIONAL CELLULAR SA                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-302364.56    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                          | Johns Hopkins University                                                         | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     8040000 | PA      | $5346129.18    | 0.01%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                    | Bear Stearns ARM Trust 2005-4                                                    | CUSIP: 07387ABR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       90898 | PA      | $83572.00      | 0.00%             | 2035-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    41472000 | PA      | $41472000.00   | 0.10%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KB HOME                                           | KB Home                                                                          | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44914.55      | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2019-H7                                           | CUSIP: 61771MAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    72600000 | PA      | $65199540.78   | 0.16%             | 2052-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1382122.81    | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $42042.50      | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MGM RESORTS INTERNATIONAL                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-124228.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VIRGIN MEDIA FINANCE PLC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-179054.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-8162355.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    17775000 | PA      | $15873075.00   | 0.04%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14575000 | PA      | $13640058.35   | 0.03%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $52762.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TESLA INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-48462.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                     | Sempra Energy                                                                    | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    20485000 | PA      | $17948765.06   | 0.04%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEXT PLC                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-46639.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.CAPETOWN.5-10                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $535276.19     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BARCLAYS PLC                                      | KRW/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-473504.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-3264942.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TENET HEALTHCARE CORPORATION                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-146303.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OLIN CORP                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21739.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14960000 | PA      | $15349937.04   | 0.04%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Freddie Mac Coupon Strips                                                        | CUSIP: 3134A4NV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     1881000 | PA      | $1231515.27    | 0.00%             | 2032-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    21457000 | PA      | $14761916.48   | 0.04%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $19640.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | HUF/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $161049.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14107000 | PA      | $13046235.84   | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    16375000 | PA      | $14204724.31   | 0.04%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING STRIP                          | Resolution Funding Corp Interest Strip                                           | CUSIP: 76116EGR5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     1519000 | PA      | $1136397.47    | 0.00%             | 2030-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | PLN/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2325.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $23106.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                               | American International Group Inc                                                 | CUSIP: 000000000<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    46400000 | PA      | $46460175.92   | 0.12%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 448814FN8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       25000 | PA      | $27869.41      | 0.00%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                              | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    47800000 | PA      | $42630214.90   | 0.11%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   433470000 | OU      | $682438.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                          | Gazprom PJSC Via Gaz Capital SA                                                  | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |     8530000 | PA      | $7361347.35    | 0.02%             | 2024-04-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $111837.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -535700000 | OU      | $-1826675.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      630000 | PA      | $604086.61     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                      | Eagle RE 2019-1 Ltd                                                              | CUSIP: 269822AB8<br>LEI: 254900L82OLW9QTLJ788 | Long             | ABS-MBS          | CORP              | US        |     9865662 | PA      | $9855041.62    | 0.02%             | 2029-04-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5535000 | PA      | $4525467.31    | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA PRIN STRIPS                                  | Fannie Mae Principal Strip                                                       | CUSIP: 31358DJP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     6895000 | PA      | $3730209.55    | 0.01%             | 2037-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     3517000 | PA      | $3034848.74    | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                       | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    90000000 | PA      | $89353125.00   | 0.22%             | 2053-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     9173000 | PA      | $7741096.42    | 0.02%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS GAZPROM PAO                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1869056.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                            | Barrick North America Finance LLC                                                | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14510000 | PA      | $15756821.08   | 0.04%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    80768000 | PA      | $79862089.96   | 0.20%             | 2024-05-31      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    31420000 | PA      | $29306642.73   | 0.07%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 448814ET6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       60000 | PA      | $75857.89      | 0.00%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3133T8ZJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23936 | PA      | $24363.80      | 0.00%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31407HTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2254 | PA      | $2357.95       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                 | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    70980000 | PA      | $68762374.70   | 0.17%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| WAMU Mortgage Pass-Through Cer                    | WaMu Mortgage Pass-Through Certificates Series 2004-AR10 Trust                   | CUSIP: 92922FWZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      935315 | PA      | $864907.83     | 0.00%             | 2044-07-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                 | Elevation CLO 2018-9 Ltd                                                         | CUSIP: 28622XAA4<br>LEI: 549300BOE42FYBAXFR86 | Long             | ABS-CBDO         | CORP              | KY        |   102600000 | PA      | $101427569.28  | 0.25%             | 2031-07-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LUMEN TECHNOLOGIES INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-377945.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3864247.16    | 0.01%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7580000 | PA      | $7527337.04    | 0.02%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $54351.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                            | Lumen Technologies Inc                                                           | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |       50000 | PA      | $32914.50      | 0.00%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                          | President and Fellows of Harvard College                                         | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     9930000 | PA      | $8124503.47    | 0.02%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Race Point CLO Ltd                                | Race Point VIII CLO Ltd                                                          | CUSIP: 74982LAY6<br>LEI: 5493008ABAJEYBWITR69 | Long             | ABS-CBDO         | CORP              | KY        |      889510 | PA      | $882117.42     | 0.00%             | 2030-02-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    11026000 | PA      | $8346426.64    | 0.02%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LUMEN TECHNOLOGIES INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-193910.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIGNA CORP                                        | Cigna Corp                                                                       | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9711291.70    | 0.02%             | 2025-04-15      | Fixed         | 3.25%                 | Yes           |                  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        |    40252500 | PA      | $30028896.33   | 0.08%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/THB FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15634944.76  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                              | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     7840000 | PA      | $7691717.38    | 0.02%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Loan Revolving Advance Investm                    | Loan Revolving Advance Investment Trust 2021-2                                   | CUSIP: 53958V102<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10254562 | PA      | $10137973.01   | 0.03%             | 2023-06-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834PB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17805000 | PA      | $7616506.10    | 0.02%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GENERAL MOTORS CO                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-38243.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                     | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    21595000 | PA      | $21360672.44   | 0.05%             | 2030-10-15      | Fixed         | 4.25%                 | 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      | $-6136.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| St Pauls CLO                                      | St Pauls CLO II DAC                                                              | CUSIP: 000000000<br>LEI: 549300HFD82A7GIR1V82 | Long             | ABS-CBDO         | CORP              | IE        |    34750000 | PA      | $36571206.40   | 0.09%             | 2035-10-25      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                              | Pentair Finance Sarl                                                             | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     1300000 | PA      | $1227640.96    | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAA3<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |     8500000 | PA      | $8433266.50    | 0.02%             | 2031-04-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HALLIBURTON COMPANY                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4960.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ONEMAIN FINANCE CORP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-72534.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AIRBUS SE                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10105.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11438834.34  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS WILLIAMS COMPANIES INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-281.78       | -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        |    55952000 | PA      | $1521765.71    | 0.00%             | 2048-07-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27600000 | PA      | $14139609.44   | 0.04%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $107819.19     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                             | CUSIP: 07556QBM6<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |       59000 | PA      | $57852.08      | 0.00%             | 2025-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Central Park Funding Trust                        | Central Park Funding Trust 2021-3                                                | CUSIP: 154811AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   124147646 | PA      | $123144533.15  | 0.31%             | 2023-03-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| BBCCRE Trust                                      | BBCCRE Trust 2015-GTP                                                            | CUSIP: 05490TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16700000 | PA      | $15596128.33   | 0.04%             | 2033-08-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.HILO.15-100                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-907370.12    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    28365000 | PA      | $24357434.52   | 0.06%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     6047000 | PA      | $5974885.29    | 0.01%             | 2024-03-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   519142661 | PA      | $25154849.98   | 0.06%             | 2029-06-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                    | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3800000 | PA      | $3465315.76    | 0.01%             | 2028-09-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | Credit Suisse Mortgage Capital Certificates 2019-ICE4                            | CUSIP: 12653VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   126856000 | PA      | $124622687.43  | 0.31%             | 2036-05-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEO BRASILEIRO SA PETROBRAS                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-99698.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/CNH FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-818359.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                              | CUSIP: 45905UPQ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     4605000 | PA      | $3069531.83    | 0.01%             | 2034-07-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                     | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       16000 | PA      | $13819.09      | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS RELX PLC                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3183.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                       | Asurion LLC                                                                      | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    10780000 | PA      | $10266268.32   | 0.03%             | 2026-12-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   258130000 | OU      | $464138.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STELLANTIS NV                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17248.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/COP FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-836310.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    45750000 | PA      | $43691250.00   | 0.11%             | 2041-10-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARGENTINA REPUBLIC OF GOVERNMENT                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20898.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31287WCJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2058 | PA      | $2151.75       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding Gmbh                     | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |    17000000 | PA      | $19166502.53   | 0.05%             | 2026-08-21      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $5068.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS ESKOM HOLDINGS SOC LTD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $903223.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $4997090.95    | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    12825000 | PA      | $12248333.75   | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                 | Union Electric Co                                                                | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     6045000 | PA      | $5749311.36    | 0.01%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS RADIAN GROUP INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-54541.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   390050000 | OU      | $241278.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDO DAC/FIN LLC/FINCO                            | Endo Dac / Endo Finance LLC / Endo Finco Inc                                     | CUSIP: 29273EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |        2000 | PA      | $115.00        | 0.00%             | 2025-02-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                                                        | CUSIP: 748148PB3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      605000 | PA      | $611675.75     | 0.00%             | 2023-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2015-1 AA PTT                          | United Airlines 2015-1 Class AA Pass Through Trust                               | CUSIP: 90932LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7625053 | PA      | $6911497.89    | 0.02%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PARAMOUNT GLOBAL                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-54683.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 448814CS0<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      516000 | PA      | $575224.52     | 0.00%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TFS_18-3-A1                                       | TFS_18-3-A1                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | LU        |    55115924 | PA      | $56803474.19   | 0.14%             | 2023-03-16      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136B3W22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2614464 | PA      | $2237883.72    | 0.01%             | 2049-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KB HOME                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-96450.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2019-BNK21                                                                  | CUSIP: 06540BBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4253819 | PA      | $4139737.48    | 0.01%             | 2052-10-17      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                          | Diversified Healthcare Trust                                                     | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17845000 | PA      | $10864534.41   | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     1880000 | PA      | $2410454.24    | 0.01%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     8890000 | PA      | $8152130.00    | 0.02%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                              | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    10005000 | PA      | $10017041.62   | 0.03%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED STATES STEEL CORP                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-62077.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UPC HOLDING BV                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-66314.70     | -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      | $31713569.72   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AT&T INC                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10940.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2                    | BX Commercial Mortgage Trust 2019-XL                                             | CUSIP: 056054AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    46299500 | PA      | $45253094.26   | 0.11%             | 2036-10-15      | Floating      | 6.59%                 | 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        |    73614000 | PA      | $73504727.38   | 0.18%             | 2033-06-15      | Fixed         | 5.38%                 | 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      | $93037.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                            | Methodist Hospital/The                                                           | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    32095000 | PA      | $21724097.08   | 0.05%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                     | RFMSI Series 2003-S9 Trust                                                       | CUSIP: 76111JZ72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6025 | PA      | $5868.30       | 0.00%             | 2032-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LUMEN TECHNOLOGIES INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-193910.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BRITISH TELECOMMUNICATIONS PLC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8597.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.CAPETOWN.10-100                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-656948.39    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1980125.40    | 0.00%             | 2023-04-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38869.44      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                          | Magellan Midstream Partners LP                                                   | CUSIP: 559080AF3<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1264163.54    | 0.00%             | 2042-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                  | Progressive Corp/The                                                             | CUSIP: 743315AU7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    15110000 | PA      | $14881149.68   | 0.04%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    42775000 | PA      | $30640490.05   | 0.08%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BPW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   259613864 | PA      | $8823029.09    | 0.02%             | 2026-03-25      | Variable      | 1.34%                 | 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      | $4486.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DEVON ENERGY CORPORATION                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26767.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                             | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     3460000 | PA      | $3331586.01    | 0.01%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                          | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1238294.80    | 0.00%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                      | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11509000 | PA      | $10751811.38   | 0.03%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                 | Wellfleet CLO 2018-2 Ltd                                                         | CUSIP: 94949JAA3<br>LEI: 254900QO5AI38SSR4719 | Long             | ABS-CBDO         | CORP              | KY        |    18500000 | PA      | $18222500.00   | 0.05%             | 2031-10-20      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CSC HOLDINGS LLC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-300677.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | TRS TRSBENCH2 INDEX                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-466081.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                               | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47651.38      | 0.00%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2019-GC40                                           | CUSIP: 36257HBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    50000000 | PA      | $45198470.00   | 0.11%             | 2052-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $41271.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2019-C16                                           | CUSIP: 90276YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31500000 | PA      | $29359477.35   | 0.07%             | 2052-04-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H                    | Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE9              | CUSIP: 04541GNA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1307337 | PA      | $1193459.29    | 0.00%             | 2034-12-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN                    | University of Virginia                                                           | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     8135000 | PA      | $6818516.12    | 0.02%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CONSTELLIUM SE(PRE-REINCORPORATION)                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-82906.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     9640000 | PA      | $7460693.97    | 0.02%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| UNIV OF CALIFORNIA CA REVENUES                    | University of California                                                         | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4900000 | PA      | $4528805.69    | 0.01%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS GAZPROM PAO                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $629674.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                       | Phillips 66                                                                      | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     2965000 | PA      | $2925424.31    | 0.01%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31287WCH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2179 | PA      | $2258.20       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Company Bidco Limited               | Stonegate Pub Co Bidco Holdings Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    44050000 | PA      | $45482148.09   | 0.11%             | 2028-03-06      | Floating      | 8.77%                 | No            |                  3 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1811191.90    | 0.00%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                             | Intelsat Jackson Holdings SA                                                     | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    83590000 | PA      | $75612170.40   | 0.19%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    43207000 | PA      | $40299586.28   | 0.10%             | 2027-08-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45775.01      | 0.00%             | 2030-02-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $8973.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                    | JPMBB Commercial Mortgage Securities Trust 2014-C24                              | CUSIP: 46643GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8040000 | PA      | $7751491.84    | 0.02%             | 2047-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                          | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4675000 | PA      | $3900727.15    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     7661000 | PA      | $5824620.07    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                          | American Water Capital Corp                                                      | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     4795000 | PA      | $4001528.00    | 0.01%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                              | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      665000 | PA      | $606769.27     | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912833XT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14060000 | PA      | $11003048.51   | 0.03%             | 2029-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                               | Meritage Homes Corp                                                              | CUSIP: 59001AAY8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4319877.95    | 0.01%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                          | CUSIP: 3130ACUP7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    22500000 | PA      | $20100302.55   | 0.05%             | 2032-11-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $995974.22     | 0.00%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31402QTR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23954 | PA      | $25055.43      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     5550000 | PA      | $5655573.38    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                          | Sally Holdings LLC / Sally Capital Inc                                           | CUSIP: 79546VAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    39699000 | PA      | $39301679.70   | 0.10%             | 2025-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31297B4V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2161 | PA      | $2256.40       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                               | Gray Television Inc                                                              | CUSIP: 389375AJ5<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45841.59      | 0.00%             | 2026-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R03                                     | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13590000 | PA      | $14286089.31   | 0.04%             | 2042-03-25      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     9120000 | PA      | $8799067.20    | 0.02%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-52122.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCR CORP                                          | NCR Corp                                                                         | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      500000 | PA      | $487771.81     | 0.00%             | 2027-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DOMTAR CORP                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-46420.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.34.V1                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $3658805.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2019-BNK20                                                                  | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    50700711 | PA      | $45483922.15   | 0.11%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                    | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      820000 | PA      | $863080.17     | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BATH & BODY WORKS INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-104936.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARCELORMITTAL SA                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15097.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                 | Amsted Industries Inc                                                            | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      347000 | PA      | $310035.01     | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AVNET INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22989.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CODERE FINANCE 2 LUXEMBO                          | Codere Finance 2 Luxembourg SA                                                   | CUSIP: 19200EAA5<br>LEI: 2221005CUH65GSJUKB29 | Long             | DBT              | CORP              | LU        |     2944594 | PA      | $1608484.55    | 0.00%             | 2027-11-30      | Fixed         | 13.62%                | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                           | Exxon Mobil Corp                                                                 | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    26280000 | PA      | $21428921.98   | 0.05%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   219885000 | PA      | $187287747.98  | 0.47%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/KRW FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $123586.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | IDR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5012942.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                    | JPMBB Commercial Mortgage Securities Trust 2014-C25                              | CUSIP: 46643PBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3752855 | PA      | $3633335.86    | 0.01%             | 2047-11-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JPMCC Commercial Mortgage Securities Trust 2017-JP7                              | CUSIP: 465968AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    70600000 | PA      | $65391802.70   | 0.16%             | 2050-09-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/TWD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-606883.49    | -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      | $69264.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR Trust 2019-DNA4                                                | CUSIP: 35565AAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      314521 | PA      | $314520.96     | 0.00%             | 2049-10-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                          | Digicel International Finance Ltd/Digicel international Holdings Ltd             | CUSIP: 25381XAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    29335936 | PA      | $14667968.08   | 0.04%             | 2025-12-31      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                           | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6002000 | PA      | $5919472.50    | 0.01%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NAVIENT CORP                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-64441.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BRITISH AMERICAN TOBACCO PLC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11361.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                           | University of Southern California                                                | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     5210000 | PA      | $3392006.87    | 0.01%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Washington Mutual MSC Mortgage                    | Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-AR1 Trust   | CUSIP: 939336PM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         230 | PA      | $217.46        | 0.00%             | 2033-02-25      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                    | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 59020UPR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      763518 | PA      | $747356.33     | 0.00%             | 2035-12-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT FEDERATIVE REPUBLIC OF BRAZIL                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-345832.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                          | CrownRock LP / CrownRock Finance Inc                                             | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $489074.79     | 0.00%             | 2025-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BOMBARDIER INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-57757.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED GROUP BV                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-219706.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE STRIPS                                  | Fannie Mae Interest Strip                                                        | CUSIP: 31359YDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      237000 | PA      | $177120.24     | 0.00%             | 2029-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA INT STRIPS                                   | Fannie Mae Interest Strip                                                        | CUSIP: 31359YQF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      890000 | PA      | $647806.34     | 0.00%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38379WM25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12845862 | PA      | $11614827.29   | 0.03%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1118206.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $228163.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    91135000 | PA      | $84841665.28   | 0.21%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TEGNA INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-34917.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS XEROX CORPORATION                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-173568.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TOLL BROTHERS INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14921.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | TWD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1290396.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| St Pauls CLO                                      | St Paul's CLO IV DAC                                                             | CUSIP: 000000000<br>LEI: 549300IMSL8GGSOV5A04 | Long             | ABS-CBDO         | CORP              | IE        |   104252185 | PA      | $111396321.53  | 0.28%             | 2030-04-25      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd                         | Regatta XXIII Funding Ltd                                                        | CUSIP: 75889FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    19317000 | PA      | $18953863.58   | 0.05%             | 2035-01-20      | Floating      | 5.96%                 | 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       |     9130000 | PA      | $8146425.10    | 0.02%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HP INC                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1985.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36211BWM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         148 | PA      | $148.10        | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.HILO.5-15                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $231311.67     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KFV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13960000 | PA      | $13349759.54   | 0.03%             | 2033-12-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VIRGIN MEDIA FINANCE PLC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-179054.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                       | Houston Galleria Mall Trust 2015-HGLR                                            | CUSIP: 44217NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   525000000 | PA      | $84525.00      | 0.00%             | 2023-03-05      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                            | Orlando Health Obligated Group                                                   | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9850000 | PA      | $7204201.45    | 0.02%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137A5P24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2343002 | PA      | $2269916.02    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                            | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $7508275.67    | 0.02%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                           | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1015000 | PA      | $985057.50     | 0.00%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                    | Banc of America Funding Corp                                                     | CUSIP: 05990QAD5<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |      236625 | PA      | $235915.25     | 0.00%             | 2037-02-27      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                             | CUSIP: 26884TAS1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     7890000 | PA      | $6693358.73    | 0.02%             | 2046-11-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                  | Bellemeade Re Ltd                                                                | CUSIP: 07876MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    19387536 | PA      | $19364196.85   | 0.05%             | 2031-03-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS VERIZON COMMUNICATIONS INC                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $341835.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FORD MOTOR COMPANY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-157775.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    20453000 | PA      | $19170089.87   | 0.05%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                          | Hackensack Meridian Health Inc                                                   | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    40545000 | PA      | $29787393.82   | 0.07%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NRG ENERGY INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-173556.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTH                                  | Tennessee Valley Authority Principal Strip                                       | CUSIP: 88059FBG5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    16075000 | PA      | $11826912.48   | 0.03%             | 2030-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS PEOPLES REPBLIC OF CHINA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $128200.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $113348.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANK NA                             | Texas Capital Bank NA                                                            | CUSIP: 88225GAA6<br>LEI: 38PG5GG0OEQK4QMSKE59 | Long             | DBT              | CORP              | US        |    73420000 | PA      | $71385219.03   | 0.18%             | 2024-09-30      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                      | Stryker Corp                                                                     | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    16050000 | PA      | $16489475.41   | 0.04%             | 2027-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $456326.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                            | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     4025000 | PA      | $3807197.19    | 0.01%             | 2026-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    33747000 | PA      | $29489138.99   | 0.07%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    99640000 | PA      | $90937402.54   | 0.23%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                          | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2500000 | PA      | $3104375.00    | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                         | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     3500000 | PA      | $4471635.00    | 0.01%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                    | Oaktown Re V Ltd                                                                 | CUSIP: 67401JAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      293452 | PA      | $293623.05     | 0.00%             | 2030-10-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17660.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                               | El Paso Electric Co                                                              | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |      750000 | PA      | $776357.01     | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI                    | Bay Area Toll Authority                                                          | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    12630000 | PA      | $15376996.08   | 0.04%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33805000 | PA      | $16549924.33   | 0.04%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                          | FMC Corp                                                                         | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    12925000 | PA      | $11116286.87   | 0.03%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                  | Bellemeade RE 2021-3 Ltd                                                         | CUSIP: 078777AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10950000 | PA      | $10502557.82   | 0.03%             | 2031-09-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                          | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |      120000 | PA      | $105414.60     | 0.00%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                           | KazMunayGas National Co JSC                                                      | CUSIP: 48667QAN5<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     3000000 | PA      | $2784375.00    | 0.01%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SOUTHWEST AIRLINES CO                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14438.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oak Hill European Credit Partn                    | OAK Hill European Credit Partners VI DAC                                         | CUSIP: 000000000<br>LEI: 549300KDAJJQKITHIP59 | Long             | ABS-CBDO         | CORP              | IE        |    28659118 | PA      | $30541155.47   | 0.08%             | 2032-01-20      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                 | CF Industries Inc                                                                | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    19358000 | PA      | $18570967.41   | 0.05%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -258130000 | OU      | $-410893.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BN6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   132144696 | PA      | $2674595.43    | 0.01%             | 2025-12-25      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEWELL BRANDS INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-31181.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2016-C34                                   | CUSIP: 95000DBH3<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |    36018000 | PA      | $982635.87     | 0.00%             | 2049-06-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    29190000 | PA      | $27640485.92   | 0.07%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     8849000 | PA      | $7698630.00    | 0.02%             | 2028-02-12      | Fixed         | 5.35%                 | 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      | $-96953.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AlbaCore Euro CLO                                 | AlbaCore EURO CLO II DAC                                                         | CUSIP: 000000000<br>LEI: 549300WN8XXHR94EX575 | Long             | ABS-CBDO         | CORP              | IE        |    24500000 | PA      | $25353375.85   | 0.06%             | 2034-06-15      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $23595.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1633514.73    | 0.00%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $17122.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VALEO SE                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-44091.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ILLINOIS ST TOLL HIGHWAY AUTH                     | Illinois State Toll Highway Authority                                            | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     5000000 | PA      | $5711976.25    | 0.01%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-166637.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HP INC                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-24720.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.EM.34.V1                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3658805.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $80872.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ING GROEP NV                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16591.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -421300000 | OU      | $-21479.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ares Euro CLO                                     | Ares European CLO XI DAC                                                         | CUSIP: 000000000<br>LEI: 6354007OH9MZ1YTNJL79 | Long             | ABS-CBDO         | CORP              | IE        |    39750000 | PA      | $42421369.99   | 0.11%             | 2032-04-15      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31292GMF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         398 | PA      | $401.80        | 0.00%             | 2024-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35525000 | PA      | $15053718.75   | 0.04%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                     | Discover Bank                                                                    | CUSIP: 25466AAE1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |      675000 | PA      | $655641.78     | 0.00%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    22381000 | PA      | $20877760.22   | 0.05%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36201YYZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       50160 | PA      | $51988.36      | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                               | Elmwood CLO II Ltd                                                               | CUSIP: 29001LAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   112250000 | PA      | $110734793.38  | 0.28%             | 2034-04-20      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/CLP FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3715152.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                               | NOVA Chemicals Corp                                                              | CUSIP: 66977WAP4<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     3190000 | PA      | $3086325.00    | 0.01%             | 2025-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                  | GREYWOLF CLO VI Ltd                                                              | CUSIP: 39809GAA3<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |    32750000 | PA      | $32438875.00   | 0.08%             | 2031-04-26      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/TWD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $804957.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                           | Principal Financial Group Inc                                                    | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     7190000 | PA      | $6275813.57    | 0.02%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REXEL SA                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-72894.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36200FSF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11217 | PA      | $11518.68      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MEXICO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $70763.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AES CORPORATION (THE)                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12523.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                  | Symphony CLO XVIII Ltd                                                           | CUSIP: 87154GAU9<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |   121000000 | PA      | $119614005.50  | 0.30%             | 2033-07-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CNAC HK FINBRIDGE CO LTD                          | CNAC HK Finbridge Co Ltd                                                         | CUSIP: 000000000<br>LEI: 549300US1UQ7R7WABI28 | Long             | DBT              | CORP              | HK        |     4395000 | PA      | $4464466.41    | 0.01%             | 2024-09-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    25402000 | PA      | $23449733.35   | 0.06%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                            | Massachusetts Institute of Technology                                            | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    18113000 | PA      | $14428266.79   | 0.04%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-73138.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                     | Metropolitan Transportation Authority                                            | CUSIP: 59259YDC0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      700000 | PA      | $756846.69     | 0.00%             | 2040-11-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNISYS CORPORATION                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-648618.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                    | UBS-Barclays Commercial Mortgage Trust 2013-C5                                   | CUSIP: 90270YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      443298 | PA      | $4.43          | 0.00%             | 2046-03-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5930000 | PA      | $5376842.19    | 0.01%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                          | President and Fellows of Harvard College                                         | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     8950000 | PA      | $6347111.24    | 0.02%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    14600000 | PA      | $13488027.21   | 0.03%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FREEPORT-MCMORAN INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-9785.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARCELORMITTAL SA                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-54298.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                             | eG Global Finance PLC                                                            | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    29200000 | PA      | $28191348.69   | 0.07%             | 2025-02-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ARD FINANCE SA                                    | ARD Finance SA                                                                   | CUSIP: 000000000<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |     3491794 | PA      | $2861556.98    | 0.01%             | 2027-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | COP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4451199.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31400DWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21122 | PA      | $22241.30      | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    33477000 | PA      | $27207010.99   | 0.07%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AES CORPORATION (THE)                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12523.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                            | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    10985000 | PA      | $9549858.63    | 0.02%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TELEFONAKTIEBOLAGET LM ERICSSON                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-60505.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7215000 | PA      | $7397629.69    | 0.02%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                           | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     8734000 | PA      | $7483354.08    | 0.02%             | 2029-01-12      | Fixed         | 3.87%                 | 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        |   256976178 | PA      | $16659328.76   | 0.04%             | 2030-06-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    35605000 | PA      | $31962670.81   | 0.08%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MERITOR INC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12600.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CONSTELLIUM SE(PRE-REINCORPORATION)                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-148030.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS ARGENTINA REPUBLIC OF GOVERNMENT                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1283259.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS YUM! BRANDS INC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-952.06       | -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      | $-496.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $10136.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    49500000 | PA      | $44367528.15   | 0.11%             | 2041-09-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Voya Euro CLO                                     | Voya Euro CLO IV DAC                                                             | CUSIP: 000000000<br>LEI: 549300H0DM0Z0GCEKC77 | Long             | ABS-CBDO         | CORP              | IE        |    81870000 | PA      | $86137408.36   | 0.22%             | 2034-10-15      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| CFK Trust                                         | CFK Trust 2019-FAX                                                               | CUSIP: 12528XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14250000 | PA      | $13376916.75   | 0.03%             | 2039-01-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    23162000 | PA      | $22399689.29   | 0.06%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $42720.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MARRIOTT INTERNATIONAL INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $877.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                       | CUSIP: 21H032621<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   362000000 | PA      | $342252096.36  | 0.86%             | 2053-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CD&R Dock Bidco Limited                           | WSH Services Holding Ltd                                                         | CUSIP: 000000000<br>LEI: 213800Q4GRDGCYS3TU11 | Long             | LON              | CORP              | GB        |     7900000 | PA      | $8637732.37    | 0.02%             | 2026-03-16      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                          | United Airlines 2016-2 Class AA Pass Through Trust                               | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12160959 | PA      | $10872904.71   | 0.03%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    47128000 | PA      | $48364147.17   | 0.12%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    14826000 | PA      | $13592583.32   | 0.03%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARAMARK SERVICES INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-27509.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CANADIAN NATURAL RESOURCES LTD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-822.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | ILS/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $114309.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                        | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    10000000 | PA      | $8058000.00    | 0.02%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TELEFONICA SA                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17366.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CALPINE CORP                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-133039.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                   | MEG Energy Corp                                                                  | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     1850000 | PA      | $1776000.00    | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                              | BAT International Finance PLC                                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    14740000 | PA      | $13291377.86   | 0.03%             | 2026-03-25      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                            | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAG5<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5636553.60    | 0.01%             | 2026-06-15      | Fixed         | 3.85%                 | 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        |    25000000 | PA      | $23700810.00   | 0.06%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38380K3T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3792793 | PA      | $730642.47     | 0.00%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -525700000 | OU      | $-280246.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CMA CGM SA                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-44831.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31390GHF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3956 | PA      | $3997.89       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FORD MOTOR CREDIT COMPANY LLC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-79952.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HOST HOTELS & RESORTS LP                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3698.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-159203.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DAVITA INC                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-58181.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OZLM Ltd                                          | OZLM XI Ltd                                                                      | CUSIP: 67109UAS1<br>LEI: 5493009CITK5BZZY6417 | Long             | ABS-CBDO         | CORP              | KY        |     3229264 | PA      | $3204222.73    | 0.01%             | 2030-10-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                  | Welltower OP LLC                                                                 | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     6960000 | PA      | $6811514.66    | 0.02%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ALTRIA GROUP INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1409.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DELTA AIR LINES INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-45223.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -390050000 | OU      | $-1228773.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2019-BNK24                                                                  | CUSIP: 06540VAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    70000000 | PA      | $62283291.00   | 0.16%             | 2062-11-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-691664.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                    | Structured Adjustable Rate Mortgage Loan Trust Series 2004-18                    | CUSIP: 863579FU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4750018 | PA      | $4384878.07    | 0.01%             | 2034-12-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $10305710.35   | 0.03%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS RENAULT SA                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-39254.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $25341.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   124435000 | PA      | $107893296.74  | 0.27%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                       | Asurion LLC                                                                      | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     3428205 | PA      | $3388568.22    | 0.01%             | 2024-11-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      445000 | PA      | $585386.29     | 0.00%             | 2039-01-15      | Fixed         | 8.20%                 | 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      | $-172916.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |   211200000 | PA      | $214147299.55  | 0.54%             | 2026-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TEVA PHARMACEUTICAL INDUSTRIES LTD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-57575.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31390TKJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6757 | PA      | $7056.96       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    89955000 | PA      | $82509398.56   | 0.21%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  1700000000 | OU      | $208099.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                               | Century Communities Inc                                                          | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     5575000 | PA      | $5518242.37    | 0.01%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2019-C54                                   | CUSIP: 95001YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    44250000 | PA      | $39460061.40   | 0.10%             | 2052-12-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                              | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     2131000 | PA      | $1988248.36    | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1841866.10    | 0.00%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                    | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17433258 | PA      | $20029659.65   | 0.05%             | 2028-01-25      | Fixed         | 33.78%                | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                          | First Quantum Minerals Ltd                                                       | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1981250.00    | 0.00%             | 2024-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | CCUBS Commercial Mortgage Trust 2017-C1                                          | CUSIP: 12508GAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37610000 | PA      | $35209575.60   | 0.09%             | 2050-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    65450000 | PA      | $59504307.98   | 0.15%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                           | Arch Capital Group US Inc                                                        | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2157202.22    | 0.01%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| KENTUCKY ST PROPERTY & BLDGS C                    | Kentucky State Property & Building Commission                                    | CUSIP: 49151E7C1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1450000 | PA      | $1449520.76    | 0.00%             | 2025-11-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                 | Elevation CLO 2021-14 Ltd                                                        | CUSIP: 28623RAC2<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | KY        |    88000000 | PA      | $86430784.00   | 0.22%             | 2034-10-20      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    15385000 | PA      | $14063029.26   | 0.04%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                         | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    14850000 | PA      | $13288541.21   | 0.03%             | 2039-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    52470000 | PA      | $50307850.35   | 0.13%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                | CNA Financial Corp                                                               | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    16610000 | PA      | $15632540.20   | 0.04%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                    | Dallas Fort Worth International Airport                                          | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2035000 | PA      | $1549251.04    | 0.00%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                    | Port Authority of New York & New Jersey                                          | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     2600000 | PA      | $2500884.33    | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     6490000 | PA      | $6233319.33    | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $24353.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                 | Iberdrola International BV                                                       | CUSIP: 29266MAE9<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |       15000 | PA      | $16039.46      | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    16495000 | PA      | $15663787.26   | 0.04%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp                            | Chesapeake Energy Corp                                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      617664 | NS      | $53563822.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP LLC                                  | Welltower OP LLC                                                                 | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $991970.69     | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                        | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      727000 | PA      | $739797.00     | 0.00%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 31358SNY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         416 | PA      | $414.85        | 0.00%             | 2030-10-18      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LLOYDS BANKING GROUP PLC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21563.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1216815.54    | 0.00%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | PHP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-535266.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                            | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5069897.10    | 0.01%             | 2025-06-01      | Fixed         | 7.50%                 | 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        |    39245000 | PA      | $31431775.74   | 0.08%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     1980000 | PA      | $1921043.72    | 0.00%             | 2025-10-24      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | KRW/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $795768.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS K&S AG                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-37315.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                              | BlueMountain CLO 2016-2 Ltd                                                      | CUSIP: 09628WAW2<br>LEI: 549300O2Y407FNHQWX93 | Long             | ABS-CBDO         | CORP              | KY        |   113000000 | PA      | $111209571.50  | 0.28%             | 2032-08-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $43466.91      | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TESLA INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-89226.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | CARLYLE US CLO 2019-1 LTD                                                        | CUSIP: 14316BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    41500000 | PA      | $40786540.30   | 0.10%             | 2031-04-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9593000 | PA      | $7534941.19    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                            | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     6400000 | PA      | $6271200.00    | 0.02%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    38600000 | PA      | $35153390.56   | 0.09%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                              | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $9570180.64    | 0.02%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                              | Las Vegas Sands Corp                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2013737.92    | 0.01%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ORACLE CORPORATION                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-9209.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.36.V1                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1458557.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF HUNGARY                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-32784.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                       | Equifax Inc                                                                      | CUSIP: 294429AN5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    13305000 | PA      | $13241570.14   | 0.03%             | 2023-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                     | Radnor RE 2021-2 Ltd                                                             | CUSIP: 75049GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    27463580 | PA      | $27164131.25   | 0.07%             | 2031-11-25      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                             | Palmer Square CLO 2015-1 Ltd                                                     | CUSIP: 69689ABJ8<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |   144500000 | PA      | $143055000.00  | 0.36%             | 2034-05-21      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4191609.37    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AVIENT CORP                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-76175.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DAVITA INC                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-114214.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                          | EQM Midstream Partners LP                                                        | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46128.02      | 0.00%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                          | Diversified Healthcare Trust                                                     | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10273000 | PA      | $10081698.45   | 0.03%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CDC Mortgage Capital Trust                        | CDC Mortgage Capital Trust 2003-HE3                                              | CUSIP: 12506YBN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      251035 | PA      | $246702.90     | 0.00%             | 2033-11-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                            | Hartford Financial Services Group Inc/The                                        | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      755000 | PA      | $806379.54     | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                    | Alternative Loan Trust 2004-18CB                                                 | CUSIP: 12667FQS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3045 | PA      | $2957.55       | 0.00%             | 2019-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                              | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    14025000 | PA      | $11854035.61   | 0.03%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                      | Voya CLO 2019-3 Ltd                                                              | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   139500000 | PA      | $137784331.35  | 0.34%             | 2032-10-17      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Trimaran Advisors CAVU 2019-1                     | Trimaran Cavu 2019-1 Ltd                                                         | CUSIP: 89624CAE2<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |    33500000 | PA      | $32969862.50   | 0.08%             | 2032-07-20      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS ARGENTINA REPUBLIC OF GOVERNMENT                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2566518.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8658.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3462439.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     8675000 | PA      | $8708544.66    | 0.02%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $94381.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/PEN FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-78316.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1860.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    34000000 | PA      | $36819867.99   | 0.09%             | 2023-06-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                          | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    24085000 | PA      | $16069300.99   | 0.04%             | 2050-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                           | Japan Finance Organization for Municipalities                                    | CUSIP: 471068AJ5<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    15000000 | PA      | $14696854.50   | 0.04%             | 2023-10-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MARKEL CORPORATION                                | Markel Corp                                                                      | CUSIP: 570535AP9<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      300000 | PA      | $272554.52     | 0.00%             | 2043-03-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1345000 | PA      | $966971.38     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    29100000 | PA      | $31197114.60   | 0.08%             | 2024-02-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                              | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    13075000 | PA      | $12726836.29   | 0.03%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3255000 | PA      | $1532265.83    | 0.00%             | 2042-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KRAFT HEINZ FOODS CO                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7921.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3051000 | PA      | $3053569.37    | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST FIN AUTH REVENUE                      | Michigan Finance Authority                                                       | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    13895000 | PA      | $11787801.85   | 0.03%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ADECCO GROUP AG                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19665.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.COPENHAGEN.0-5                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6017390.76    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| CIGNA CORP                                        | Cigna Corp                                                                       | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $1948174.24    | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOLDMAN SACHS GROUP INC/THE                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11740.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ENBRIDGE INC                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12279.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36213FB51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       20567 | PA      | $21324.06      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $82542.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                               | SOUND POINT CLO XVII                                                             | CUSIP: 83611GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $3960550.80    | 0.01%             | 2030-10-20      | Floating      | 5.79%                 | 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        |     1000000 | PA      | $773500.00     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GULF POWER CO                                     | Gulf Power Co                                                                    | CUSIP: 402479CF4<br>LEI: BLVY3B5CY5IDPCFLQ577 | Long             | DBT              | CORP              | US        |     9415000 | PA      | $9024957.07    | 0.02%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    30045000 | PA      | $27122489.80   | 0.07%             | 2026-10-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOODYEAR TIRE & RUBBER COMPANY (THE)                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-78682.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OZLM Ltd                                          | OZLM VII Ltd                                                                     | CUSIP: 67108WBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    16037862 | PA      | $15872111.19   | 0.04%             | 2029-07-17      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BELLIS FINCO PLC                                  | Bellis Finco PLC                                                                 | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |    66355000 | PA      | $59067850.27   | 0.15%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052631<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   386500000 | PA      | $392418277.39  | 0.98%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ZUERICH VERSICHERUNGS GESELLSCHAFT AG                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13178.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OWENS CORNING                                     | Owens Corning                                                                    | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     4370000 | PA      | $3741442.14    | 0.01%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.HY.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -300000000 | OU      | $-7691891.18   | -0.02%            |  |  |  | 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      | $3237.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPBULIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-412790.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3230000 | PA      | $3132311.94    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                    | Port Authority of New York & New Jersey                                          | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     8650000 | PA      | $8760271.76    | 0.02%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    11270000 | PA      | $9073851.73    | 0.02%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    27119000 | PA      | $25403723.25   | 0.06%             | 2026-03-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                               | MidOcean Credit CLO III                                                          | CUSIP: 59802UAU3<br>LEI: 549300XSCUX0ONI5KZ96 | Long             | ABS-CBDO         | CORP              | KY        |    38538526 | PA      | $38054189.46   | 0.10%             | 2031-04-21      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    13189000 | PA      | $11436181.90   | 0.03%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                  | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     7440000 | PA      | $7361369.10    | 0.02%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TECK RESOURCES LTD                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5094.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      290000 | PA      | $302426.10     | 0.00%             | 2025-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HCA INC                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-29689.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNIVISION COMMUNICATIONS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-105032.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-15390.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOVERNMENT FEDERATIVE REPUBLIC OF BRAZIL                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-691664.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                    | Microsoft Corp                                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1535000 | PA      | $1094267.19    | 0.00%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                    | PMT Credit Risk Transfer Trust 2021-1R                                           | CUSIP: 69356UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16270446 | PA      | $15757925.34   | 0.04%             | 2024-02-27      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38379TZS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6932090 | PA      | $5867069.91    | 0.01%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BRITISH TELECOMMUNICATIONS PLC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19349.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    10000000 | PA      | $8356393.00    | 0.02%             | 2032-04-19      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                             | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1086000 | PA      | $990513.33     | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4210000 | PA      | $4106870.58    | 0.01%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | SGD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1029268.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4120000 | PA      | $4616804.42    | 0.01%             | 2025-11-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2016-ETC Mortgage Trust                                                    | CUSIP: 05491LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17450000 | PA      | $15528587.48   | 0.04%             | 2036-08-14      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2018-C43                                   | CUSIP: 95001LAU6<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $964646.80     | 0.00%             | 2051-03-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/IDR FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $98421.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                    | Barings Clo Ltd 2020-IIII                                                        | CUSIP: 06762CAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    51925000 | PA      | $51296385.57   | 0.13%             | 2033-10-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    12612000 | PA      | $11942626.93   | 0.03%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                           | University of Southern California                                                | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     9375000 | PA      | $8227216.22    | 0.02%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                           | Sasol Financing USA LLC                                                          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     7510000 | PA      | $7242664.05    | 0.02%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STONEGATE PUB COMPANY FINANCING 2019 PLC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15145.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TENET HEALTHCARE CORPORATION                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-68301.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Funding XIV LLC                                                          | CUSIP: 68377BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    36300000 | PA      | $34070406.81   | 0.09%             | 2028-03-08      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      225000 | PA      | $216478.17     | 0.00%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                              | Entergy Arkansas LLC                                                             | CUSIP: 29364DAR1<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1192365.74    | 0.00%             | 2023-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                    | Long Beach Mortgage Loan Trust 2004-4                                            | CUSIP: 542514HN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13915 | PA      | $12862.18      | 0.00%             | 2034-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HP INC                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-24720.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11025000 | PA      | $9640879.38    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2020-A                                          | CUSIP: 68269LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7401536 | PA      | $7354630.79    | 0.02%             | 2032-05-14      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Freddie Mac Coupon Strips                                                        | CUSIP: 3134A4NU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     4588000 | PA      | $3089924.27    | 0.01%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/PHP FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7151631.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B10 Mortgage Trust                                                | CUSIP: 08162VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    40000000 | PA      | $37504792.00   | 0.09%             | 2062-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TECK RESOURCES LTD                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16549.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                          | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AE4<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     3615000 | PA      | $3245793.87    | 0.01%             | 2116-08-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                       | CDS CEMEX SAB DE CV                                                              | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $580673.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                     | State of California                                                              | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1600000 | PA      | $2123756.35    | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13073.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NATWEST GROUP PLC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-27260.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     2308000 | PA      | $2314494.67    | 0.01%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KONINKLIJKE PHILIPS NV                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-25060.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AVIENT CORP                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14409.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     9795000 | PA      | $9528254.82    | 0.02%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS (SUISSE) SA                           | CDS REPUBLIC OF SERBIA                                                           | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DCR              | CORP              | CH        |           1 | NC      | $-187137.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS SA                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15158.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    14865000 | PA      | $14064703.63   | 0.04%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $98543.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS CDX.EM.36.V1                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $14585570.39   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2018-C45                                   | CUSIP: 95001NAX6<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    26680698 | PA      | $25649776.94   | 0.06%             | 2051-06-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ING GROEP NV                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16591.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31391AVP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         843 | PA      | $872.67        | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HESS CORPORATION                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4000.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                            | Export-Import Bank of India                                                      | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    11845000 | PA      | $11202764.10   | 0.03%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137BJLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4844303 | PA      | $751981.65     | 0.00%             | 2045-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31404QFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2294 | PA      | $2333.75       | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS CDX.EM.30.V1                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-978572.74    | -0.00%            |  |  |  | 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        |   725237061 | NS      | $725092013.10  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| RFC PRINCIPAL STRIP                               | Resolution Funding Corp Principal Strip                                          | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     1745000 | PA      | $1312944.79    | 0.00%             | 2030-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                           | Dana Financing Luxembourg Sarl                                                   | CUSIP: 235822AB9<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |     5513000 | PA      | $5402740.00    | 0.01%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CLEVELAND-CLIFFS INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-111979.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $26491.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    10440000 | PA      | $9503449.63    | 0.02%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3128X75U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    10000000 | PA      | $5214985.50    | 0.01%             | 2038-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                            | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2158000 | PA      | $2125976.04    | 0.01%             | 2024-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     4330000 | PA      | $4002617.36    | 0.01%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                              | CUSIP: 45905UQU1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      273000 | PA      | $185676.58     | 0.00%             | 2034-11-28      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   121425000 | PA      | $87784418.67   | 0.22%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SEALED AIR CORPORATION                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3450.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LOWES COMPANIES INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3268.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANFF MERGER SUB INC                              | Banff Merger Sub Inc                                                             | CUSIP: 000000000<br>LEI: 549300DSDR5SWIGOZV63 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2457149.25    | 0.01%             | 2026-09-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MEXICO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $207199.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    70000000 | PA      | $46327275.40   | 0.12%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KONINKLIJKE KPN NV                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3806.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AMERICAN AXLE & MANUFACTURING INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-116856.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74773 | PA      | $77967.65      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                            | Digicel Group Holdings Ltd                                                       | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      112859 | PA      | $9028.72       | 0.00%             | N/A             | Fixed         | 7.00%                 | Yes           |                  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      | $14178.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    50309000 | PA      | $43395765.62   | 0.11%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $35188.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE STRIPS                                  | Fannie Mae Interest Strip                                                        | CUSIP: 31358C5U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      621000 | PA      | $309843.71     | 0.00%             | 2038-08-06      | None          | 0.00%                 | 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        |    23318796 | PA      | $22289605.06   | 0.06%             | 2025-04-15      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                           | Sasol Financing USA LLC                                                          | CUSIP: 80386WAA3<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    47980000 | PA      | $47305881.00   | 0.12%             | 2024-03-27      | Fixed         | 5.88%                 | 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      | $917615.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    30100000 | PA      | $29792884.88   | 0.07%             | N/A             | Floating      | 7.02%                 | No            |                  2 | On Loan: —       |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     8854000 | PA      | $7061599.95    | 0.02%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10670000 | PA      | $10616650.00   | 0.03%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-91964.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    63470000 | PA      | $64735947.23   | 0.16%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-163658.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ENERGY TRANSFER LP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8252.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 448814EJ8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1940000 | PA      | $2026502.08    | 0.01%             | 2024-07-07      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                            | Hartford Financial Services Group Inc/The                                        | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      995000 | PA      | $1061061.68    | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                        | Federal National Mortgage Association                                            | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     7255000 | PA      | $8789250.83    | 0.02%             | 2030-01-15      | Fixed         | 7.12%                 | 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      | $62446.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS YUM! BRANDS INC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17858.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MOTOROLA SOLUTIONS INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1581.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                    | Romark CLO II Ltd                                                                | CUSIP: 77587EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    37000000 | PA      | $36554172.20   | 0.09%             | 2031-07-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                  | Crown City CLO I                                                                 | CUSIP: 22823RAJ8<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |    59500000 | PA      | $58506379.75   | 0.15%             | 2034-07-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     3045000 | PA      | $2553422.05    | 0.01%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     6850000 | PA      | $6338833.14    | 0.02%             | 2028-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/PHP FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $642669.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $85441.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                 | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    15359000 | PA      | $14864727.41   | 0.04%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1222000 | PA      | $1102412.60    | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                       | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    20140000 | PA      | $16248289.60   | 0.04%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BRITISH AMERICAN TOBACCO PLC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11361.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $173162.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                    | UBS-Barclays Commercial Mortgage Trust 2013-C5                                   | CUSIP: 90270YAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    96528000 | PA      | $965.28        | 0.00%             | 2046-03-10      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-6045914.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CROATIA                                           | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |    33934000 | PA      | $33834318.88   | 0.08%             | 2023-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $980202.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VERIZON COMMUNICATIONS INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19284.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DISH DBS CORP                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-597617.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LIX Ltd                                                     | CUSIP: 55822EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    49525000 | PA      | $49145965.37   | 0.12%             | 2034-01-18      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-37204.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEO BRASILEIRO SA PETROBRAS                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-99698.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS ARGENTINA REPUBLIC OF GOVERNMENT                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1248920.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                       | Nutrien Ltd                                                                      | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     3370000 | PA      | $3164919.32    | 0.01%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BNP PARIBAS SA                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16439.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FORD MOTOR CREDIT COMPANY LLC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-79952.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KOHLS CORP                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-176767.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERATIVE REBPULIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11507.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RFC PRINCIPAL STRIP                               | Resolution Funding Corp Principal Strip                                          | CUSIP: 76116FAB3<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     5029000 | PA      | $3824413.64    | 0.01%             | 2030-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B11 Mortgage Trust                                                | CUSIP: 08162BBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    61825000 | PA      | $57031225.52   | 0.14%             | 2052-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2240000 | PA      | $2043827.09    | 0.01%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                          | Texas Eastern Transmission LP                                                    | CUSIP: 882384AE0<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |      835000 | PA      | $717379.32     | 0.00%             | 2048-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2019-COR6                             | CUSIP: 48129RAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    80750000 | PA      | $70082375.90   | 0.18%             | 2052-11-13      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                               | Leland Stanford Junior University/The                                            | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     7250000 | PA      | $6392919.50    | 0.02%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    31500000 | PA      | $26952628.19   | 0.07%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CLEVELAND-CLIFFS INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-111979.15    | -0.00%            |  |  |  | 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      | $-50929.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                  | Bellemeade Re 2020-3 Ltd                                                         | CUSIP: 07877KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12256969 | PA      | $12379869.77   | 0.03%             | 2030-10-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    45302000 | PA      | $42913771.43   | 0.11%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REXEL SA                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-37355.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9988197.80    | 0.02%             | 2023-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHN SEVIER COMB CYCLE                            | John Sevier Combined Cycle Generation LLC                                        | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17732179 | PA      | $17468230.24   | 0.04%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                           | KazMunayGas National Co JSC                                                      | CUSIP: 48667QAR6<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    14525000 | PA      | $14217796.25   | 0.04%             | 2025-04-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2018-H3                                           | CUSIP: 61767YAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8100000 | PA      | $7780702.86    | 0.02%             | 2051-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1583840.99    | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                          | Martin Marietta Materials Inc                                                    | CUSIP: 573284AN6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2285296.03    | 0.01%             | 2024-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ADT SECURITY CORP                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-25492.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PARAMOUNT GLOBAL                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-54683.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $32385.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                                | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    25766000 | PA      | $21471787.68   | 0.05%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-78560.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                  | Ventas Realty LP                                                                 | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    31660000 | PA      | $30519395.31   | 0.08%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LP                                                   | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    91400000 | PA      | $80837624.06   | 0.20%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                               | LYB International Finance BV                                                     | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    10495000 | PA      | $9431719.02    | 0.02%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1632471.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | COP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1569198.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28893000 | PA      | $30409882.50   | 0.08%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      571500 | PA      | $518127.96     | 0.00%             | 2041-12-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                           | Public Service Co of Colorado                                                    | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     2945000 | PA      | $2622784.72    | 0.01%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| West Corporation                                  | Intrado Corp                                                                     | CUSIP: 68162RAC5<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |    28075201 | PA      | $26302953.54   | 0.07%             | 2024-10-10      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEWELL BRANDS INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10603.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $8973.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38382BLB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11371077 | PA      | $2198936.58    | 0.01%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    21145000 | PA      | $20664908.27   | 0.05%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS TURKEY                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-408117.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $71116.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU                    | New Jersey Turnpike Authority                                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    12865000 | PA      | $16787839.54   | 0.04%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4690000 | PA      | $4610468.01    | 0.01%             | 2024-10-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2020-BID Mortgage Trust                                                    | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35000000 | PA      | $34166821.50   | 0.09%             | 2037-10-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                       | GSAMP Trust 2004-AR1                                                             | CUSIP: 36228F6P6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1614665 | PA      | $1555899.93    | 0.00%             | 2034-06-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2D5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    20610000 | PA      | $20014315.35   | 0.05%             | 2025-01-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Barings Loan Partners CLO Ltd.                    | Barings Loan Partners CLO Ltd 3                                                  | CUSIP: 06763BAA7<br>LEI: 549300RUPLT0ZHQPBR47 | Long             | ABS-CBDO         | CORP              | KY        |   173400000 | PA      | $169091287.44  | 0.42%             | 2034-01-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | CLP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-429626.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Freddie Mac Strips                                                               | CUSIP: 3134A4AB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    15704000 | PA      | $11356793.75   | 0.03%             | 2031-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FREEPORT-MCMORAN INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22299.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                          | Bear Stearns ALT-A Trust 2005-4                                                  | CUSIP: 07386HSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20909 | PA      | $19535.50      | 0.00%             | 2035-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F022626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   716500000 | PA      | $627294195.20  | 1.57%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                          | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAS6<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     5975000 | PA      | $5668395.62    | 0.01%             | 2025-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                             | University of Chicago/The                                                        | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     6560000 | PA      | $5267916.55    | 0.01%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $69264.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2019-MEAD                                         | CUSIP: 61771LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25000000 | PA      | $21066185.00   | 0.05%             | 2036-11-10      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    52373000 | PA      | $63267152.25   | 0.16%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                                | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      850000 | PA      | $830546.97     | 0.00%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GENWORTH HOLDINGS INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-18247.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    42350000 | PA      | $40680948.39   | 0.10%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                          | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EEHT0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      541000 | PA      | $503229.13     | 0.00%             | 2030-01-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31402K6W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         141 | PA      | $143.24        | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2190000 | PA      | $2122117.23    | 0.01%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $46816.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2019-C52                                   | CUSIP: 95002MAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    86325000 | PA      | $77011577.03   | 0.19%             | 2052-08-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GENERAL MOTORS CO                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-38243.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.32.V3                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $3565.32       | 0.00%             |  |  |  | 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        |    12607588 | PA      | $12346549.15   | 0.03%             | 2048-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                 | Elevation CLO 2017-6 Ltd                                                         | CUSIP: 28622PAA1<br>LEI: 549300TLJB7OIA4JRG73 | Long             | ABS-CBDO         | CORP              | KY        |     7175245 | PA      | $7107922.67    | 0.02%             | 2029-07-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       98000 | PA      | $90980.44      | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                          | United States International Development Finance Corp                             | CUSIP: 690353T64<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |     2626290 | PA      | $2461709.44    | 0.01%             | 2034-10-05      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CZK/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $280810.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     4043000 | PA      | $3782634.64    | 0.01%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LOUIS DREYFUS CO BV                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14127.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICHIGAN ST FIN AUTH REVENUE                      | Michigan Finance Authority                                                       | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    10720000 | PA      | $9293524.87    | 0.02%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management                | Dreyfus Government Cash Management                                               | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |  3258573538 | NS      | $3258573538.06 | 8.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    48415000 | PA      | $38757973.68   | 0.10%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS RADIAN GROUP INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-27978.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $32385.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DISH DBS CORP                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-181488.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F030629<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  1329500000 | PA      | $1207559921.88 | 3.02%             | 2053-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     7050000 | PA      | $3145339.88    | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                   | Tyson Foods Inc                                                                  | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     2615000 | PA      | $2598765.50    | 0.01%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS T-MOBILE USA INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-18906.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS YUM! BRANDS INC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7607.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38680000 | PA      | $19601392.09   | 0.05%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                              | ACE Securities Corp Home Equity Loan Trust Series 2003-HE1                       | CUSIP: 004421DA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      384488 | PA      | $367476.67     | 0.00%             | 2033-11-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                       | Mayo Clinic                                                                      | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     8312000 | PA      | $7531844.74    | 0.02%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OREGON ST DEPT OF TRANSPRTN HI                    | State of Oregon Department of Transportation                                     | CUSIP: 68607DNL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      675000 | PA      | $748226.37     | 0.00%             | 2034-11-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CROATIA                                           | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |    60931000 | PA      | $60904342.69   | 0.15%             | 2024-01-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STENA AB                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-136203.20    | -0.00%            |  |  |  | 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      | $5396.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                            | GSAA Trust                                                                       | CUSIP: 362334NB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      614733 | PA      | $244531.53     | 0.00%             | 2046-03-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OCCIDENTAL PETROLEUM CORPORATION                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14511.73     | -0.00%            |  |  |  | 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        |    68500000 | PA      | $72868935.48   | 0.18%             | 2034-01-15      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                           | Standard Industries Inc/NJ                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42869.24      | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF WTR & P                    | Los Angeles Department of Water & Power Water System Revenue                     | CUSIP: 544525NZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6200000 | PA      | $6902287.45    | 0.02%             | 2039-07-01      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                          | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     3500000 | PA      | $3232915.00    | 0.01%             | 2026-12-29      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MARKS AND SPENCER PLC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-112686.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                    | Merrill Lynch Mortgage Investors Trust Series 2004-OPT1                          | CUSIP: 59020UKL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       36503 | PA      | $36491.96      | 0.00%             | 2035-06-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                          | PeaceHealth Obligated Group                                                      | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14445000 | PA      | $10260858.70   | 0.03%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    16200000 | PA      | $13816211.96   | 0.03%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38380WKZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6458815 | PA      | $5982231.23    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                       | Viatris Inc                                                                      | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    18558000 | PA      | $12866823.52   | 0.03%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     7216000 | PA      | $6089583.75    | 0.02%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CALIF GAS CO                             | Southern California Gas Co                                                       | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     9350000 | PA      | $8204399.01    | 0.02%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                          | OZLM XX Ltd                                                                      | CUSIP: 67112MAA3<br>LEI: 549300ROA1URR67W0G46 | Long             | ABS-CBDO         | CORP              | KY        |    94500000 | PA      | $93476933.55   | 0.23%             | 2031-04-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ISTAR INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4869.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | CBOT 10 Year US Treasury Note                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       24461 | NC      | $7038131.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                                       | Freddie Mac Coupon Strips                                                        | CUSIP: 3134A4NS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |      415000 | PA      | $293125.33     | 0.00%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SES SA                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-32538.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7078.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MERITOR INC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8890.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    43680000 | PA      | $36932715.02   | 0.09%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                               | Midocean Credit CLO IX                                                           | CUSIP: 59802MAA5<br>LEI: 549300XXQYQPW7OQNX23 | Long             | ABS-CBDO         | CORP              | KY        |    54250000 | PA      | $53612117.65   | 0.13%             | 2031-07-20      | Floating      | 5.96%                 | 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      | $499568.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/IDR FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $251236.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANA INC                                          | Dana Inc                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47250.00      | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | SGD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-629804.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/AUD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-85456.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31296RVU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17424 | PA      | $17915.63      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7DJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36617 | PA      | $37671.68      | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                        | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      500000 | PA      | $471127.20     | 0.00%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS PETROLEOS MEXICANOS                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-132472.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MATTERHORN TELECOM HOLDING SA                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-52202.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HESS CORPORATION                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10199.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                 | Amsted Industries Inc                                                            | CUSIP: 032177AH0<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      500000 | PA      | $491505.14     | 0.00%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      615000 | PA      | $582922.49     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                            | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    21986000 | PA      | $19042582.48   | 0.05%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136B2XJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1779585 | PA      | $232484.58     | 0.00%             | 2048-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                          | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    15275000 | PA      | $14019435.78   | 0.04%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     6685000 | PA      | $5853614.23    | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                           | American Axle & Manufacturing Inc                                                | CUSIP: 02406PAY6<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     2140000 | PA      | $2015247.27    | 0.01%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $46816.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -390050000 | OU      | $-942969.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    26250000 | PA      | $19551793.28   | 0.05%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    16800000 | PA      | $15869225.23   | 0.04%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CONTL AIRLINES 2012-2 A                           | Continental Airlines 2012-2 Class A Pass Through Trust                           | CUSIP: 210795QB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      538217 | PA      | $516590.12     | 0.00%             | 2024-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                             | Tennessee Valley Authority                                                       | CUSIP: 880591CK6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      790000 | PA      | $914452.35     | 0.00%             | 2036-04-01      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   334203884 | PA      | $21396935.80   | 0.05%             | 2034-08-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MEXICO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $35381.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GENERAL MOTORS CO                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-70490.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vendome Funding                                   | Vendome Funding Clo 2020-1 DAC                                                   | CUSIP: 000000000<br>LEI: 213800E1K47KVQWSQS72 | Long             | ABS-CBDO         | CORP              | IE        |    24000000 | PA      | $24831440.95   | 0.06%             | 2034-07-20      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    40050000 | PA      | $33041661.71   | 0.08%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Jubilee CDO BV                                    | Jubilee CLO 2013-X DAC                                                           | CUSIP: 000000000<br>LEI: 635400BEM2JFGBOYIE25 | Long             | ABS-CBDO         | CORP              | IE        |    30000000 | PA      | $30879128.12   | 0.08%             | 2034-07-15      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36202XZJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3191 | PA      | $3278.08       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1004151.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                             | Healthpeak Properties Inc                                                        | CUSIP: 40414LAM1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      537000 | PA      | $520162.01     | 0.00%             | 2025-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VALEO SE                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-25119.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DXC TECHNOLOGY CO                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19123.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                     | Exeter Automobile Receivables Trust 2022-1                                       | CUSIP: 30167JAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20400000 | PA      | $16672095.84   | 0.04%             | 2029-10-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   415680000 | OU      | $38174.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Funding XIII LLC                                                         | CUSIP: 68377FAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3303574 | PA      | $3113797.06    | 0.01%             | 2025-08-08      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FBU95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   523457269 | PA      | $7538098.74    | 0.02%             | 2027-09-25      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/CNH FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14222259.63  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                     | Radnor RE 2021-2 Ltd                                                             | CUSIP: 75049GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    42300000 | PA      | $41543409.51   | 0.10%             | 2031-11-25      | Floating      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                 | Tampa Electric Co                                                                | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     4755000 | PA      | $4185551.23    | 0.01%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/HUF FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $433590.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                           | Midwest Connector Capital Co LLC                                                 | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5980000 | PA      | $5574002.07    | 0.01%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $256401.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                         | CUSIP: 465077AK1<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     6500000 | PA      | $6467500.00    | 0.02%             | 2024-11-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                  | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4812104.95    | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2015-UBS8                                         | CUSIP: 61691ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13800000 | PA      | $13302969.54   | 0.03%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                    | PulteGroup Inc                                                                   | CUSIP: 745867AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7476000 | PA      | $7557251.71    | 0.02%             | 2026-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CENTRICA PLC                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-18783.87     | -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        |     2040000 | PA      | $1791056.25    | 0.00%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Broad River BSL Funding CLO Lt                    | Broad River Bsl Funding Clo Ltd 2020-1                                           | CUSIP: 11124TAJ3<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |    19410000 | PA      | $19001240.93   | 0.05%             | 2034-07-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $34659.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $61812.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN                     | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      920000 | PA      | $1085374.27    | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BOEING CO                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10269.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | KRW/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-65196.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LOUIS DREYFUS CO BV                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14127.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MALAYSIA GOVERNMENT                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $141575.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2015-GC32                                           | CUSIP: 36250PAG0<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |    60188000 | PA      | $12037.60      | 0.00%             | 2048-07-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | PHP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1853998.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STANDARD CHARTERED PLC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19852.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AMKOR TECHNOLOGY INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-9121.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                              | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     2101000 | PA      | $2083881.72    | 0.01%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4200000 | PA      | $3873051.42    | 0.01%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3774000 | PA      | $3056663.55    | 0.01%             | 2049-04-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                                            | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4694950.05    | 0.01%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6800.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21164.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059E5Z3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      575000 | PA      | $270324.69     | 0.00%             | 2039-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    36550000 | PA      | $34585437.50   | 0.09%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                                 | CDS CDX.EM.35.V1                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $2327371.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup COmmercial Mortgage Trust 2019-SMRT                                    | CUSIP: 29429MAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11000000 | PA      | $10687034.60   | 0.03%             | 2036-01-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $47190.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                | CNA Financial Corp                                                               | CUSIP: 126117AS9<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    18435000 | PA      | $18187983.35   | 0.05%             | 2024-05-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-8364.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11480000 | PA      | $5751210.91    | 0.01%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                            | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3400000 | PA      | $2811031.50    | 0.01%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Impac CMB Trust                                   | Impac CMB Trust Series 2005-1                                                    | CUSIP: 45254NML8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      734367 | PA      | $672041.30     | 0.00%             | 2035-04-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.36.V1                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $2917114.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                  | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    22650000 | PA      | $21573309.60   | 0.05%             | 2025-12-20      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-G                                 | CUSIP: 63941UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6200000 | PA      | $4829547.66    | 0.01%             | 2069-09-16      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3390000 | PA      | $3069132.03    | 0.01%             | 2048-07-15      | Fixed         | 5.20%                 | 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      | $-5136.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                             | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     5902000 | PA      | $5427500.03    | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARGENTINA REPUBLIC OF GOVERNMENT                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2566518.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CONAGRA BRANDS INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                             | CUSIP: 26884TAP7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    17535000 | PA      | $16928985.84   | 0.04%             | 2025-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1042427.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPBULIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $63134.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOS ANGELES CNTY CA PUBLIC WKS                    | Los Angeles County Public Works Financing Authority                              | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4300000 | PA      | $5623535.36    | 0.01%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    43926000 | PA      | $42468984.24   | 0.11%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KB HOME                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-48441.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VALERO ENERGY CORPORATION                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1757.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834PM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12525000 | PA      | $5218423.89    | 0.01%             | 2045-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                    | Bain Capital Credit CLO 2018-1                                                   | CUSIP: 05683LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9500000 | PA      | $9398388.00    | 0.02%             | 2031-04-23      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                           | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     1461000 | PA      | $1173484.02    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HAPAG-LLOYD AG                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-151757.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OLIN CORP                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21739.55     | -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      | $2534.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1201584.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    46117000 | PA      | $49437465.51   | 0.12%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                                        | Federal National Mortgage Association                                            | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     3000000 | PA      | $2810182.65    | 0.01%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1201584.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                  | CUSIP: 45818QAC3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |     2756000 | PA      | $2968867.10    | 0.01%             | 2027-07-16      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    19895000 | PA      | $18845940.83   | 0.05%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| IVORY COAST                                       | Ivory Coast Government International Bond                                        | CUSIP: 221625AP1<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     7375000 | PA      | $7721075.19    | 0.02%             | 2025-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AVIENT CORP                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-36631.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     5845000 | PA      | $4924250.54    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                          | President and Fellows of Harvard College                                         | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     3840000 | PA      | $3078119.31    | 0.01%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS SIMON PROPERTY GROUP LP                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $900711.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                    | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500000 | PA      | $8237605.00    | 0.02%             | 2050-03-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BARCLAYS BANK PLC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-38443.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MGM RESORTS INTERNATIONAL                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-60965.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                        | Atlas Senior Loan Fund VII Ltd                                                   | CUSIP: 04941TBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    76712800 | PA      | $75846888.93   | 0.19%             | 2031-11-27      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                   | Sands China Ltd                                                                  | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    10815000 | PA      | $10666293.75   | 0.03%             | 2025-08-08      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $677574.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS WELLS FARGO & COMPANY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2894.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ZIGGO BOND COMPANY BV                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-74403.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Auto Securitization Trust                    | Ford Auto Securitization Trust                                                   | CUSIP: 345213JE3<br>LEI: 549300UXPSVB9J11GQ87 | Long             | ABS-O            | CORP              | CA        |     6600000 | PA      | $4707327.05    | 0.01%             | 2028-04-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| SOMPO INTL HLDS LTD                               | Sompo International Holdings Ltd                                                 | CUSIP: 29267HAA7<br>LEI: 54930073OSJENOG1DL54 | Long             | DBT              | CORP              | BM        |      525000 | PA      | $573346.41     | 0.00%             | 2034-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14868.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    22019000 | PA      | $20400218.83   | 0.05%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/IDR FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1031931.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                          | Interstate Power and Light Co                                                    | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     3260000 | PA      | $3202357.89    | 0.01%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                  | Welltower OP LLC                                                                 | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     2640000 | PA      | $2427271.07    | 0.01%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CALEDONIA GENERA                                  | Caledonia Generating LLC                                                         | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15484946 | PA      | $13647119.64   | 0.03%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | HUF/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $528829.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5545000 | PA      | $5372151.98    | 0.01%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -390050000 | OU      | $-74079.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNIVISION COMMUNICATIONS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-157113.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                            | Export-Import Bank of India                                                      | CUSIP: 30216JAA3<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     8420000 | PA      | $7931387.40    | 0.02%             | 2026-08-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $208037.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/HUF FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $266024.32     | 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      | $-420355.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    77865000 | PA      | $73609005.78   | 0.18%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    16905000 | PA      | $15925529.20   | 0.04%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL                     | New York City Transitional Finance Authority Future Tax Secured Revenue          | CUSIP: 64971M5H1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1400000 | PA      | $1395509.86    | 0.00%             | 2023-11-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    42000000 | PA      | $37393742.40   | 0.09%             | 2052-11-10      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| TALKTALK TELECOM GROUP                            | TalkTalk Telecom Group Ltd                                                       | CUSIP: 000000000<br>LEI: 213800WF53FVDRRHRF44 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $5084791.20    | 0.01%             | 2025-02-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    11930000 | PA      | $10974048.03   | 0.03%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                              | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    23620000 | PA      | $17012021.56   | 0.04%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                          | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    26375000 | PA      | $19414695.49   | 0.05%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                    | SWOP CDS CDX.NA.IG.39.V1                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |  -390050000 | OU      | $-64291.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                    | JPMBB Commercial Mortgage Securities Trust 2014-C23                              | CUSIP: 46643ABG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    44134116 | PA      | $304543.06     | 0.00%             | 2047-09-15      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI                    | Pennsylvania Turnpike Commission                                                 | CUSIP: 709223VZ1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |      400000 | PA      | $468755.56     | 0.00%             | 2039-12-01      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                       | Truist Bank                                                                      | CUSIP: 86787EAN7<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     3675000 | PA      | $3656132.00    | 0.01%             | 2023-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18200000 | PA      | $15072156.74   | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARCELORMITTAL SA                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-27978.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                   | BAE Systems PLC                                                                  | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    17620000 | PA      | $16098572.91   | 0.04%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-12189.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | Carlyle Euro CLO 2019-1 DAC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   172250000 | PA      | $183915391.47  | 0.46%             | 2032-03-15      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| Constellation Automotive Limited                  | Constellation Automotive Ltd                                                     | CUSIP: 000000000<br>LEI: 213800XQDK86MM9NB619 | Long             | LON              | CORP              | GB        |    11975000 | PA      | $6034531.06    | 0.02%             | 2029-07-27      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    59765000 | PA      | $52259754.93   | 0.13%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $43169.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | Carlyle Global Market Strategies Euro CLO 2014-3 DAC                             | CUSIP: 000000000<br>LEI: 6354007OBILXDMGSBC20 | Long             | ABS-CBDO         | CORP              | IE        |    24978372 | PA      | $26635790.13   | 0.07%             | 2032-01-25      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    41450000 | PA      | $40095695.86   | 0.10%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                         | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     8210000 | PA      | $7248979.11    | 0.02%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MEXICO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $207199.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HOST HOTELS & RESORTS LP                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11258.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/CLP FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3866064.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                      | Eagle RE 2021-1 Ltd                                                              | CUSIP: 26983BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    45665000 | PA      | $45615371.28   | 0.11%             | 2033-10-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                          | Shire Acquisitions Investments Ireland DAC                                       | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     8917000 | PA      | $8782753.67    | 0.02%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                             | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |      200000 | PA      | $170872.75     | 0.00%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                 | Elevation Clo 2021-13 Ltd                                                        | CUSIP: 28622EAC2<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |    45100000 | PA      | $44173470.11   | 0.11%             | 2034-07-15      | Floating      | 5.98%                 | 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        |    47051000 | PA      | $50047972.77   | 0.13%             | 2031-04-15      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS INTERNATIONAL PAPER CO                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2211.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                   | San Diego Gas & Electric Co                                                      | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     1665000 | PA      | $1382076.86    | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202DPG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         155 | PA      | $155.18        | 0.00%             | 2031-08-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $80566.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HOST HOTELS & RESORTS LP                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11258.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                          | United States International Development Finance Corp                             | CUSIP: 690353X85<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |     6128010 | PA      | $5673620.51    | 0.01%             | 2034-10-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                                    | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    37340000 | PA      | $34927570.89   | 0.09%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    26899000 | PA      | $22928161.01   | 0.06%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    17857000 | PA      | $13946168.97   | 0.03%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    22485000 | PA      | $22318828.65   | 0.06%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC & GAS REVE                    | City of San Antonio TX Electric & Gas Systems Revenue                            | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     1000000 | PA      | $1139673.39    | 0.00%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     2855000 | PA      | $2609745.59    | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36184BTZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      127285 | PA      | $118558.28     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Telos CLO Ltd                                     | Telos CLO 2013-4 Ltd                                                             | CUSIP: 87974HAS0<br>LEI: 635400UODWAQKOLDKL79 | Long             | ABS-CBDO         | CORP              | KY        |    65783974 | PA      | $65012176.80   | 0.16%             | 2030-01-17      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                    | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAS2<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1176689.40    | 0.00%             | 2025-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $17122.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834AU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   214720000 | PA      | $116754000.00  | 0.29%             | 2039-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31403VZH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2762 | PA      | $2807.67       | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2021-3 Ltd                                                    | CUSIP: 77341NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    97000000 | PA      | $95638391.60   | 0.24%             | 2034-10-20      | Floating      | 5.99%                 | No            |                  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      | $17696.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    13358000 | PA      | $12717255.61   | 0.03%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    46616000 | PA      | $42196976.15   | 0.11%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FREEPORT-MCMORAN INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1907.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $34632.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                    | New Century Home Equity Loan Trust                                               | CUSIP: 64352VDR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1022292 | PA      | $962988.58     | 0.00%             | 2033-10-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32780.01      | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/PLN FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10747.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31403AS22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2208 | PA      | $2268.74       | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31400WLV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11894 | PA      | $12091.32      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TEGNA INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-165045.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    89558000 | PA      | $81482622.31   | 0.20%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SIRIUS XM RADIO INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-50128.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                      | Eagle RE 2021-1 Ltd                                                              | CUSIP: 26983BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12199157 | PA      | $12199605.00   | 0.03%             | 2033-10-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967LZ2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4520000 | PA      | $4502563.38    | 0.01%             | 2024-06-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | CARLYLE US CLO 2021-5 LTD                                                        | CUSIP: 14317YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   170500000 | PA      | $167533300.00  | 0.42%             | 2034-07-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BOEING CO                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19105.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     4248000 | PA      | $4349102.40    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                    | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HBU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1253026 | PA      | $1209625.47    | 0.00%             | 2028-09-25      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OVINTIV INC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13362.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                    | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    28415000 | PA      | $25746959.37   | 0.06%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| TH MSR ISSUER TRUST                               | TH MSR issuer Trust                                                              | CUSIP: 87271AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   132480000 | PA      | $124937264.45  | 0.31%             | 2024-06-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED STATES STEEL CORP                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28681.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    21058000 | PA      | $17011714.35   | 0.04%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                            | Puget Sound Energy Inc                                                           | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    11280000 | PA      | $9904581.77    | 0.02%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $376050.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                | CNA Financial Corp                                                               | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11956319.16   | 0.03%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2021-V Ltd                                                          | CUSIP: 12565EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    61250000 | PA      | $60335886.63   | 0.15%             | 2034-07-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| APS RESECURITIZATION TRUST                        | APS Resecuritization Trust 2016-1                                                | CUSIP: 00192JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      931001 | PA      | $923027.86     | 0.00%             | 2057-07-27      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust 2003-53                                          | CUSIP: 12669E5R3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5198524 | PA      | $4843985.44    | 0.01%             | 2034-02-19      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    21582000 | PA      | $21103365.20   | 0.05%             | 2025-09-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $21584.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31404TBH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17330 | PA      | $17849.11      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                          | Trustees of the University of Pennsylvania/The                                   | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $773315.85     | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1958000 | PA      | $1777134.21    | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31402RJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      571568 | PA      | $595936.15     | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ROLLS-ROYCE PLC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-40726.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                               | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     6400000 | PA      | $5154807.68    | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $34632.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                          | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAJ8<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     2720000 | PA      | $2579363.48    | 0.01%             | 2031-03-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AMKOR TECHNOLOGY INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16953.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DOW CHEMICAL COMPANY (THE)                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13423.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd                           | Regatta VII Funding Ltd                                                          | CUSIP: 75888ABE5<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |    40600000 | PA      | $39926405.40   | 0.10%             | 2034-06-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.EM.30.V1                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-279592.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    15545000 | PA      | $15273035.10   | 0.04%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $5068.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                                       | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    75000000 | PA      | $75362198.25   | 0.19%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CSC HOLDINGS LLC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-442632.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF                            | Societe Nationale SNCF SA                                                        | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |    25000000 | PA      | $32164748.29   | 0.08%             | 2027-03-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BANCO BILBAO VIZCAYA ARGENTARIA SA                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-32014.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                            | TK Elevator Midco GmbH                                                           | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    24306000 | PA      | $26137244.86   | 0.07%             | 2027-07-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: —       |
| MEG ENERGY CORP                                   | MEG Energy Corp                                                                  | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     8860000 | PA      | $9061565.00    | 0.02%             | 2027-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| DIAMOND SPORTS GR/DIAMON                          | Diamond Sports Group LLC / Diamond Sports Finance Co                             | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    35072000 | PA      | $713669.61     | 0.00%             | 2027-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FHQF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1113066 | PA      | $1090067.48    | 0.00%             | 2044-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    15455000 | PA      | $15076224.22   | 0.04%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31287V2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         448 | PA      | $464.00        | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                   | Oaktree CLO 2019-1 Ltd                                                           | CUSIP: 67401XAS0<br>LEI: 549300BJ8TRWJ20BLC43 | Long             | ABS-CBDO         | CORP              | KY        |   105500000 | PA      | $104179372.10  | 0.26%             | 2030-04-22      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XCZ7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    19671000 | PA      | $19290853.40   | 0.05%             | 2023-08-18      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     9800000 | PA      | $9113119.96    | 0.02%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO                               | Sherwin-Williams Co/The                                                          | CUSIP: 824348AR7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1204520.76    | 0.00%             | 2025-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion CLO XI Ltd                                                             | CUSIP: 07132LAL3<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | KY        |   114000000 | PA      | $111264000.00  | 0.28%             | 2034-04-24      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LIBERTY INTERACTIVE LLC                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1272919.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2020-DNA5                                          | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9398199 | PA      | $9485255.44    | 0.02%             | 2050-10-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-D       | LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-D                                      | CUSIP: 51889BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    26605390 | PA      | $25336802.47   | 0.06%             | 2043-11-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Ford Auto Securitization Trust                    | Ford Auto Securitization Trust                                                   | CUSIP: 345213JD5<br>LEI: 549300UXPSVB9J11GQ87 | Long             | ABS-O            | CORP              | CA        |     6600000 | PA      | $4672207.73    | 0.01%             | 2026-06-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    45315000 | PA      | $40607139.46   | 0.10%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Tank Holding Corp                                 | Tank Holding Corp                                                                | CUSIP: 87583FAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    57486125 | PA      | $54611818.75   | 0.14%             | 2028-03-31      | Floating      | 10.41%                | No            |                  3 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   100840000 | PA      | $87078107.05   | 0.22%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                            | Massachusetts Institute of Technology                                            | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2857159.44    | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DELL INC                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11607.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-337963.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO                      | Anchorage Capital Europe CLO 2 DAC                                               | CUSIP: 000000000<br>LEI: 635400HYNZWTWNENDW97 | Long             | ABS-CBDO         | CORP              | IE        |    47000000 | PA      | $49568339.42   | 0.12%             | 2034-04-15      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                          | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    14835000 | PA      | $11109603.05   | 0.03%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $85441.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                           | Standard Industries Inc/NJ                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1241136.79    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| OWENS CORNING                                     | Owens Corning                                                                    | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     3315000 | PA      | $3132881.82    | 0.01%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1638390.48    | 0.00%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AT&T INC                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-33327.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ASHLAND LLC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-18560.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                               | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    10478000 | PA      | $11481116.57   | 0.03%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS JAGUAR LAND ROVER AUTOMOTIVE PLC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-121901.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2019-C18                                           | CUSIP: 90278PAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22850000 | PA      | $20144283.52   | 0.05%             | 2052-12-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                     | Radnor RE 2020-1 Ltd                                                             | CUSIP: 750493AB4<br>LEI: 254900YVLP8CB4GC2O97 | Long             | ABS-MBS          | CORP              | BM        |    24000000 | PA      | $23834148.00   | 0.06%             | 2030-01-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $868284.89     | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-22

**Name of Applicant:** Prudential Investment Portfolios, Inc. 17

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer