# EDGAR Filing Document

**Accession Number:** 0000793159
**File Stem:** 0001752724-23-068064
**Filing Date:** 2023-3
**Character Count:** 961238
**Document Hash:** 6f2819de182ce405be152c81b2c6d5b7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-068064.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-068064

**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 GLOBAL TOTAL RETURN FUND, INC.
- **CENTRAL INDEX KEY:** 0000793159
- **IRS NUMBER:** 133352347
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04661
- **FILM NUMBER:** 23764308

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

#### PGIM Global Total Return Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Long-Term Investments 96.7%** |  |  |  |  |
| **Asset-Backed Securities 11.4%** | **Asset-Backed Securities 11.4%** | **Asset-Backed Securities 11.4%** | **Asset-Backed Securities 11.4%** | **Asset-Backed Securities 11.4%** |
| **Canada 0.1%** | **Canada 0.1%** | **Canada 0.1%** | **Canada 0.1%** | **Canada 0.1%** |
| Fairstone Financial Issuance Trust,<br> Series 2020-01A, Class A, 144A | 2.509% | &nbsp;&nbsp;10/20/39 &nbsp;&nbsp;CAD | &nbsp;&nbsp;1500 | &nbsp;&nbsp; $1065811 |
| Ford Auto Securitization Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-AA, Class B, 144A | 1.872 | &nbsp;&nbsp;06/15/26 &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283164 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-AA, Class C, 144A | 2.763 | &nbsp;&nbsp;04/15/28 &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356616 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705591 |
| **Cayman Islands 3.3%** | **Cayman Islands 3.3%** | **Cayman Islands 3.3%** | **Cayman Islands 3.3%** | **Cayman Islands 3.3%** |
| Battalion CLO Ltd.,<br> Series 2015-08A, Class A1R2, 144A, 3 Month LIBOR + 1.070% (Cap N/A, Floor 1.070%) | 5.865(c) | &nbsp;&nbsp;07/18/30 | &nbsp;&nbsp;5389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5323558 |
| Carlyle CLO Ltd.,<br> Series C17A, Class A1AR, 144A, 3 Month LIBOR + 1.030% (Cap N/A, Floor 0.000%) | 5.832(c) | &nbsp;&nbsp;04/30/31 | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14830224 |
| Carlyle US CLO Ltd.,<br> 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 | 12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12303050 |
| Elevation CLO Ltd.,<br> 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;359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355396 |
| MidOcean Credit CLO, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-05A, Class AR, 144A, 3 Month LIBOR + 1.120% (Cap N/A, Floor 0.000%) | 5.918(c) | &nbsp;&nbsp;07/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882282 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-08A, Class B, 144A, 3 Month LIBOR + 1.650% (Cap N/A, Floor 0.000%) | 6.325(c) | &nbsp;&nbsp;02/20/31 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1932373 |
| &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;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1976484 |
| Mountain View CLO Ltd., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-09A, Class A2R, 144A, 3 Month LIBOR + 1.780% (Cap N/A, Floor 0.000%) | 6.572(c) | &nbsp;&nbsp;07/15/31 | &nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5536397 |
| &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 | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14747401 |
| OZLM Ltd., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-06A, Class A2AS, 144A, 3 Month LIBOR + 1.750% (Cap N/A, Floor 0.000%) | 6.542(c) | &nbsp;&nbsp;04/17/31 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1939767 |
| &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;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4945870 |
| Race Point CLO Ltd.,<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;8099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8031911 |

---

------

#### PGIM Global Total Return 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)** |
| **Cayman Islands (cont'd.)** | **Cayman Islands (cont'd.)** | **Cayman Islands (cont'd.)** | **Cayman Islands (cont'd.)** | **Cayman Islands (cont'd.)** | **Cayman Islands (cont'd.)** |
| Shackleton CLO Ltd., |  |  |  |  |  |
| &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;5000 | &nbsp;&nbsp; $4942498 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-05RA, Class B, 144A, 3 Month LIBOR + 1.700% (Cap N/A, Floor 0.000%) | 6.232(c) | &nbsp;&nbsp;05/07/31 |  | &nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6260000 |
| &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 |  | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9712512 |
| Voya CLO Ltd.,<br> Series 2013-02A, Class A1R, 144A, 3 Month SOFR + 1.232% (Cap N/A, Floor 0.970%) | 5.891(c) | &nbsp;&nbsp;04/25/31 |  | &nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4466244 |
| Zais CLO Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-03A, Class A2R, 144A, 3 Month LIBOR + 2.190% (Cap N/A, Floor 0.000%) | 6.982(c) | &nbsp;&nbsp;07/15/31 |  | &nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8130760 |
| &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;&nbsp;&nbsp;608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601427 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106918154 |
| **Ireland 5.9%** | **Ireland 5.9%** | **Ireland 5.9%** | **Ireland 5.9%** | **Ireland 5.9%** | **Ireland 5.9%** |
| Anchorage Capital Europe CLO DAC,<br> Series 04A, Class A, 144A, 3 Month EURIBOR + 0.870% (Cap N/A, Floor 0.870%) | 3.319(c) | &nbsp;&nbsp;04/25/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4229657 |
| Ares European CLO DAC,<br> Series 2013-06A, Class B1RR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | 3.538(c) | &nbsp;&nbsp;04/15/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8370326 |
| Armada Euro CLO DAC,<br> Series 02A, Class A3, 144A | 1.500 | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1538788 |
| BNPP AM Euro CLO DAC,<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 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10636963 |
| Bosphorus CLO DAC,<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 | 20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21133157 |
| Capital Four CLO DAC,<br> Series 02A, 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 | 23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24499350 |
| Carlyle Euro CLO DAC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-02A, Class AA2R, 144A, 3 Month EURIBOR + 1.300% (Cap N/A, Floor 1.300%) | 3.098(c) | &nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9949056 |
| &nbsp;&nbsp;&nbsp;&nbsp;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 | 20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21354472 |

---

------

#### PGIM Global Total Return 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)** |
| **Ireland (cont'd.)** | **Ireland (cont'd.)** | **Ireland (cont'd.)** | **Ireland (cont'd.)** | **Ireland (cont'd.)** | **Ireland (cont'd.)** |
| CIFC European Funding CLO DAC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;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 | 15000 | &nbsp;&nbsp; $15956701 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 03A, Class B2, 144A | 2.000 | &nbsp;&nbsp;01/15/34 | &nbsp;&nbsp;EUR | 11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10275666 |
| Hayfin Emerald CLO DAC,<br> Series 05A, Class A, 144A, 3 Month EURIBOR + 1.100% (Cap N/A, Floor 1.100%) | 2.895(c) | &nbsp;&nbsp;11/17/32 | &nbsp;&nbsp;EUR | 18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19814670 |
| Henley CLO DAC,<br> Series 04A, Class A, 144A, 3 Month EURIBOR + 0.900% (Cap N/A, Floor 0.900%) | 3.349(c) | &nbsp;&nbsp;04/25/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5303195 |
| Invesco Euro CLO DAC,<br> Series 01A, Class A2R, 144A | 0.800 | &nbsp;&nbsp;07/15/31 | &nbsp;&nbsp;EUR | 30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30152001 |
| OAK Hill European Credit Partners DAC,<br> Series 2017-06A, Class A2, 144A | 1.150 | &nbsp;&nbsp;01/20/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2856792 |
| Providus CLO DAC,<br> Series 02A, Class B1R, 144A, 3 Month EURIBOR + 1.650% (Cap N/A, Floor 1.650%) | 3.938(c) | &nbsp;&nbsp;07/15/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7870510 |
| Rathlin Residential DAC,<br> Series 2021-01A, Class A, 144A, 1 Month EURIBOR + 2.000% | 3.895(c) | &nbsp;&nbsp;09/27/75 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1146493 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195087797 |
| **Spain 0.1%** | **Spain 0.1%** | **Spain 0.1%** | **Spain 0.1%** | **Spain 0.1%** | **Spain 0.1%** |
| LSF11 Boson Investments Sarl Compartment 2,<br> Series 2021-NPLA, Class A1, 144A, 3 Month EURIBOR + 2.000% (Cap 3.000%, Floor 0.000%) | 3.898(c) | &nbsp;&nbsp;11/25/60 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280090 |
| TFS, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-03, Class A1^ | 0.000(s) | &nbsp;&nbsp;04/16/40 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4528 |
| &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 | &nbsp;&nbsp;3376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3478957 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4763575 |
| **United Kingdom 0.2%** | **United Kingdom 0.2%** | **United Kingdom 0.2%** | **United Kingdom 0.2%** | **United Kingdom 0.2%** | **United Kingdom 0.2%** |
| Newday Funding Master Issuer PLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01A, Class A1, 144A, SONIA + 0.970% (Cap N/A, Floor 0.000%) | 4.402(c) | &nbsp;&nbsp;03/15/29 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3051387 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01A, Class A2, 144A, SOFR + 1.100% (Cap N/A, Floor 0.000%) | 5.409(c) | &nbsp;&nbsp;03/15/29 |  | &nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3462025 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6513412 |

---

------

#### PGIM Global Total Return 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)** |
| **United States 1.8%** | **United States 1.8%** | **United States 1.8%** | **United States 1.8%** | **United States 1.8%** |
| Ameriquest Mortgage Securities, Inc., Asset-Backed<br> Pass-Through Certificates, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2002-02, Class M3, 1 Month LIBOR + 2.655% (Cap N/A, Floor 2.655%) | &nbsp;&nbsp;5.138 %(c) | &nbsp;&nbsp;08/25/32 | &nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp; $193467 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2002-03, Class M3, 1 Month LIBOR + 2.850% (Cap N/A, Floor 2.850%) | &nbsp;&nbsp;7.356(c) | &nbsp;&nbsp;08/25/32 | &nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111372 |
| Chase Funding Trust,<br> Series 2003-04, Class 2A2, 1 Month LIBOR + 0.600% (Cap N/A, Floor 0.600%) | &nbsp;&nbsp;5.106(c) | &nbsp;&nbsp;05/25/33 | &nbsp;&nbsp;&nbsp;496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481206 |
| Commonbond Student Loan Trust,<br> Series 2020-AGS, Class A, 144A | &nbsp;&nbsp;1.980 | &nbsp;&nbsp;08/25/50 | 2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1783489 |
| EquiFirst Mortgage Loan Trust,<br> Series 2004-01, Class 1A1, 1 Month LIBOR + 0.480% (Cap N/A, Floor 0.480%) | &nbsp;&nbsp;4.986(c) | &nbsp;&nbsp;01/25/34 | &nbsp;&nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407815 |
| Exeter Automobile Receivables Trust,<br> Series 2022-01A, Class E, 144A | &nbsp;&nbsp;5.020 | &nbsp;&nbsp;10/15/29 | 4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3677668 |
| Ford Credit Auto Owner Trust,<br> Series 2020-02, Class C, 144A | &nbsp;&nbsp;1.740 | &nbsp;&nbsp;04/15/33 | 1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143183 |
| JPMorgan Chase Bank, NA, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-01, Class R, 144A | 33.784 | &nbsp;&nbsp;01/25/28 | 1182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1358297 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-02, Class E, 144A | &nbsp;&nbsp;3.072 | &nbsp;&nbsp;02/25/28 | &nbsp;&nbsp;&nbsp;761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748251 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-02, Class R, 144A | 31.355 | &nbsp;&nbsp;02/25/28 | &nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628137 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01, Class E, 144A | &nbsp;&nbsp;2.365 | &nbsp;&nbsp;09/25/28 | &nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196156 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01, Class F, 144A | &nbsp;&nbsp;4.280 | &nbsp;&nbsp;09/25/28 | &nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547155 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01, Class R, 144A | 28.348 | &nbsp;&nbsp;09/25/28 | 1896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1946044 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02, Class F, 144A | &nbsp;&nbsp;4.393 | &nbsp;&nbsp;12/26/28 | &nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539590 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-03, Class F, 144A | &nbsp;&nbsp;3.694 | &nbsp;&nbsp;02/26/29 | &nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521336 |
| Laurel Road Prime Student Loan Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-A, Class A, 144A | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;02/25/43 | 3430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795845 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C, Class A, 144A | &nbsp;&nbsp;0.000(cc) | &nbsp;&nbsp;08/25/43 | &nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757392 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-A, Class R, 144A | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;10/25/48 | 2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440652 |
| Lending Funding Trust,<br> Series 2020-02A, Class A, 144A | &nbsp;&nbsp;2.320 | &nbsp;&nbsp;04/21/31 | 1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976767 |
| Lendmark Funding Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-02A, Class A, 144A | &nbsp;&nbsp;2.780 | &nbsp;&nbsp;04/20/28 | 1577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1543015 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01A, Class D, 144A | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;11/20/31 | 1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534020 |
| Long Beach Mortgage Loan Trust,<br> Series 2004-03, Class M1, 1 Month LIBOR + 0.855% (Cap N/A, Floor 0.855%) | &nbsp;&nbsp;5.361(c) | &nbsp;&nbsp;07/25/34 | &nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100945 |
| Mariner Finance Issuance Trust,<br> Series 2020-AA, Class A, 144A | &nbsp;&nbsp;2.190 | &nbsp;&nbsp;08/21/34 | 1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725598 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| MASTR Asset-Backed Securities Trust,<br> Series 2004-WMC02, Class M1, 1 Month LIBOR + 0.900% (Cap N/A, Floor 0.900%) | 5.406 %(c) | &nbsp;&nbsp;04/25/34 | &nbsp;&nbsp;&nbsp;922 | &nbsp;&nbsp; $887045 |
| Merrill Lynch Mortgage Investors Trust,<br> Series 2004-HE02, Class M1, 1 Month LIBOR + 1.200% (Cap N/A, Floor 1.200%) | 5.706(c) | &nbsp;&nbsp;08/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17931 |
| Morgan Stanley ABS Capital I, Inc. Trust,<br> Series 2003-NC08, Class M1, 1 Month LIBOR + 1.050% (Cap N/A, Floor 1.050%) | 5.556(c) | &nbsp;&nbsp;09/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69255 |
| Morgan Stanley Dean Witter Capital I, Inc. Trust,<br> Series 2002-AM03, Class A3, 1 Month LIBOR + 0.980% (Cap N/A, Floor 0.980%) | 5.486(c) | &nbsp;&nbsp;02/25/33 | &nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97950 |
| Navient Private Education Refi Loan Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-GA, Class B, 144A | 2.500 | &nbsp;&nbsp;09/16/69 | 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1557919 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-A, Class B, 144A | 2.240 | &nbsp;&nbsp;05/15/69 | 1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1358666 |
| OneMain Direct Auto Receivables Trust,<br> Series 2019-01A, Class B, 144A | 3.950 | &nbsp;&nbsp;11/14/28 | 1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232442 |
| Oportun Funding XIII LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-A, Class B, 144A | 3.870 | &nbsp;&nbsp;08/08/25 | 2744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2672332 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-A, Class D, 144A | 6.220 | &nbsp;&nbsp;08/08/25 | 2244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2114844 |
| Oportun Funding XIV LLC,<br> Series 2021-A, Class C, 144A | 3.440 | &nbsp;&nbsp;03/08/28 | 1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114967 |
| 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 | 4290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4178868 |
| Santander Bank Auto Credit-Linked Notes,<br> Series 2022-A, Class C, 144A | 7.375 | &nbsp;&nbsp;05/15/32 | 1821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780285 |
| Santander Bank, NA,<br> Series 2021-01A, Class D, 144A | 5.004 | &nbsp;&nbsp;12/15/31 | 1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202760 |
| Santander Consumer Auto Receivables Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-AA, Class D, 144A | 1.570 | &nbsp;&nbsp;01/15/27 | &nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777991 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-AA, Class R, 144A | 0.000 | &nbsp;&nbsp;08/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360133 |
| Silver Creek CLO Ltd.,<br> Series 2014-01A, Class AR, 144A, 3 Month LIBOR + 1.240% (Cap N/A, Floor 0.000%) | 6.048(c) | &nbsp;&nbsp;07/20/30 | &nbsp;&nbsp;&nbsp;362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357910 |
| SoFi Professional Loan Program LLC,<br> Series 2019-C, Class BFX, 144A | 3.050 | &nbsp;&nbsp;11/16/48 | 2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1768816 |
| 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;&nbsp;468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467703 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| 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 |  | 2207 | &nbsp;&nbsp; $2206771 |
| 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 |  | 9330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8798797 |
| Wellfleet CLO Ltd.,<br> Series 2017-03A, Class A1, 144A, 3 Month LIBOR + 1.150% (Cap N/A, Floor 1.150%) | 5.942(c) | &nbsp;&nbsp;01/17/31 |  | 2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2472841 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57653626 |
| **Total Asset-Backed Securities<br> (cost $411,154,261)** | **Total Asset-Backed Securities<br> (cost $411,154,261)** | **Total Asset-Backed Securities<br> (cost $411,154,261)** | **Total Asset-Backed Securities<br> (cost $411,154,261)** | **Total Asset-Backed Securities<br> (cost $411,154,261)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372642155 |
| **Commercial Mortgage-Backed Securities 7.5%** | **Commercial Mortgage-Backed Securities 7.5%** | **Commercial Mortgage-Backed Securities 7.5%** | **Commercial Mortgage-Backed Securities 7.5%** | **Commercial Mortgage-Backed Securities 7.5%** | **Commercial Mortgage-Backed Securities 7.5%** |
| **Canada 0.1%** | **Canada 0.1%** | **Canada 0.1%** | **Canada 0.1%** | **Canada 0.1%** | **Canada 0.1%** |
| Real Estate Asset Liquidity Trust,<br> Series 2020-01A, Class A1, 144A | 2.381(cc) | &nbsp;&nbsp;02/12/55 | &nbsp;&nbsp;CAD | 1709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192820 |
| **United Kingdom 0.7%** | **United Kingdom 0.7%** | **United Kingdom 0.7%** | **United Kingdom 0.7%** | **United Kingdom 0.7%** | **United Kingdom 0.7%** |
| Taurus DAC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-UK1A, Class D, 144A, SONIA + 2.600% (Cap N/A, Floor 2.600%) | 5.850(c) | &nbsp;&nbsp;05/17/31 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619568 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-UK4A, Class B, 144A, SONIA + 1.500% (Cap N/A, Floor 1.500%) | 4.750(c) | &nbsp;&nbsp;08/17/31 | &nbsp;&nbsp;GBP | 5049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5866130 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-UK4A, Class C, 144A, SONIA + 1.750% (Cap N/A, Floor 1.750%) | 5.000(c) | &nbsp;&nbsp;08/17/31 | &nbsp;&nbsp;GBP | 8288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9419490 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-UK4A, Class D, 144A, SONIA + 2.100% (Cap N/A, Floor 2.100%) | 5.350(c) | &nbsp;&nbsp;08/17/31 | &nbsp;&nbsp;GBP | 6897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7468367 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23373555 |
| **United States 6.7%** | **United States 6.7%** | **United States 6.7%** | **United States 6.7%** | **United States 6.7%** | **United States 6.7%** |
| 20 Times Square Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-20TS, Class G, 144A (original cost $909,111; purchased 05/09/18)(f) | 3.100(cc) | &nbsp;&nbsp;05/15/35 |  | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-20TS, Class H, 144A (original cost $885,052; purchased 05/09/18)(f) | 3.100(cc) | &nbsp;&nbsp;05/15/35 |  | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746013 |
| BANK, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-BNK05, Class A3 | 3.020 | &nbsp;&nbsp;06/15/60 |  | 3248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3142108 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BN21, Class A3 | 2.458 | &nbsp;&nbsp;10/17/52 |  | 2974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2894596 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| Benchmark Mortgage Trust,<br> Series 2020-B17, Class A4 | 2.042% | &nbsp;&nbsp;03/15/53 | &nbsp;&nbsp;6200 | &nbsp;&nbsp; $5216454 |
| 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;2805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2741605 |
| &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;7416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7216366 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-XL, Class J, 144A, 1 Month SOFR + 2.764% (Cap N/A, Floor 2.764%) | 7.243(c) | &nbsp;&nbsp;10/15/36 | 22142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21419323 |
| Cantor Commercial Real Estate Lending,<br> Series 2019-CF02, Class A3 | 2.647 | &nbsp;&nbsp;11/15/52 | 16531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15548882 |
| CF Mortgage Trust,<br> Series 2020-P01, Class A1, 144A | 2.840(cc) | &nbsp;&nbsp;04/15/25 | &nbsp;&nbsp;9335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8922980 |
| Citigroup Commercial Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-GC21, Class XB, IO | 0.435(cc) | &nbsp;&nbsp;05/10/47 | 27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150023 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-GC37, Class XB, IO | 0.682(cc) | &nbsp;&nbsp;04/10/49 | 33868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636529 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-P04, Class XB, IO | 1.315(cc) | &nbsp;&nbsp;07/10/49 | &nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354884 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-P08, Class A2 | 3.109 | &nbsp;&nbsp;09/15/50 | &nbsp;&nbsp;1767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1699636 |
| 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;4399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4288670 |
| Commercial Mortgage Trust,<br> Series 2014-UBS04, Class XB, IO, 144A | 0.216(cc) | &nbsp;&nbsp;08/10/47 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141355 |
| 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 | 14125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13876328 |
| CSAIL Commercial Mortgage Trust,<br> Series 2018-CX11, Class A3 | 4.095 | &nbsp;&nbsp;04/15/51 | &nbsp;&nbsp;1533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508999 |
| DBWF Mortgage Trust,<br> Series 2016-85T, Class E, 144A | 3.808(cc) | &nbsp;&nbsp;12/10/36 | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2311812 |
| Deutsche Bank Commercial Mortgage Trust,<br> Series 2016-C03, Class A3 | 2.362 | &nbsp;&nbsp;08/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161406 |
| Eleven Madison Mortgage Trust,<br> Series 2015-11MD, Class C, 144A | 3.555(cc) | &nbsp;&nbsp;09/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453001 |
| ELP Commercial Mortgage Trust,<br> Series 2021-ELP, Class F, 144A, 1 Month LIBOR + 2.667% (Cap N/A, Floor 2.667%) | 7.127(c) | &nbsp;&nbsp;11/15/38 | 23600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22477747 |
| FHLMC Multifamily Structured Pass-Through<br> Certificates, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K037, Class X1, IO | 0.909(cc) | &nbsp;&nbsp;01/25/24 | &nbsp;&nbsp;9679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61828 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K043, Class X1, IO | 0.509(cc) | &nbsp;&nbsp;12/25/24 | 11563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99774 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K049, Class X1, IO | 0.565(cc) | &nbsp;&nbsp;07/25/25 | 37687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428065 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| FHLMC Multifamily Structured Pass-Through Certificates, (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K052, Class X1, IO | 0.636 %(cc) | &nbsp;&nbsp;11/25/25 | &nbsp;&nbsp;11513 | &nbsp;&nbsp; $163297 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K053, Class X1, IO | 0.877(cc) | &nbsp;&nbsp;12/25/25 | &nbsp;&nbsp;43844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887393 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K054, Class X1, IO | 1.156(cc) | &nbsp;&nbsp;01/25/26 | &nbsp;&nbsp;29482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819048 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K058, Class X1, IO | 0.915(cc) | &nbsp;&nbsp;08/25/26 | &nbsp;&nbsp;39670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058760 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K090, Class X1, IO | 0.707(cc) | &nbsp;&nbsp;02/25/29 | &nbsp;&nbsp;22891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834898 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K111, Class X1, IO | 1.572(cc) | &nbsp;&nbsp;05/25/30 | &nbsp;&nbsp;29295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2606333 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K113, Class X1, IO | 1.380(cc) | &nbsp;&nbsp;06/25/30 | 118509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9320134 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K114, Class X1, IO | 1.116(cc) | &nbsp;&nbsp;06/25/30 | &nbsp;&nbsp;75271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4879679 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K116, Class X1, IO | 1.425(cc) | &nbsp;&nbsp;07/25/30 | &nbsp;&nbsp;49041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3965580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K121, Class X1, IO | 1.024(cc) | &nbsp;&nbsp;10/25/30 | 126628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7553696 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series KG03, Class X1, IO | 1.379(cc) | &nbsp;&nbsp;06/25/30 | 101531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7836795 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series Q001, Class XA, IO | 2.115(cc) | &nbsp;&nbsp;02/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;5773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600593 |
| 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;17250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16777559 |
| GS Mortgage Securities Corp. Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-RENT, Class C, 144A, 1 Month LIBOR + 1.550% (Cap N/A, Floor 1.550%) | 6.058(c) | &nbsp;&nbsp;11/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7062933 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-RENT, Class D, 144A, 1 Month LIBOR + 1.850% (Cap N/A, Floor 1.850%) | 6.358(c) | &nbsp;&nbsp;11/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;4454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4026326 |
| GS Mortgage Securities Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-GC20, Class XB, IO | 0.472(cc) | &nbsp;&nbsp;04/10/47 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131928 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-GC22, Class XB, IO | 0.295(cc) | &nbsp;&nbsp;06/10/47 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155253 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-GC24, Class XB, IO | 0.021(cc) | &nbsp;&nbsp;09/10/47 | &nbsp;&nbsp;83262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20999 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-GC26, Class XB, IO | 0.306(cc) | &nbsp;&nbsp;11/10/47 | &nbsp;&nbsp;56483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302613 |
| JPMBB Commercial Mortgage Securities Trust,<br> Series 2016-C01, Class A3 | 3.515 | &nbsp;&nbsp;03/17/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94737 |
| JPMCC Commercial Mortgage Securities Trust,<br> Series 2017-JP06, Class A3 | 3.109 | &nbsp;&nbsp;07/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2167771 |
| JPMDB Commercial Mortgage Securities Trust,<br> Series 2020-COR07, Class A4 | 1.915 | &nbsp;&nbsp;05/13/53 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4052778 |
| JPMorgan Chase Commercial Mortgage Securities Trust,<br> Series 2018-AON, Class E, 144A | 4.613(cc) | &nbsp;&nbsp;07/05/31 | &nbsp;&nbsp;&nbsp;&nbsp;5564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4098732 |
| MKT Mortgage Trust,<br> Series 2020-525M, Class F, 144A | 2.941(cc) | &nbsp;&nbsp;02/12/40 | &nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2107202 |
| Morgan Stanley Capital I Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-MEAD, Class E, 144A | 3.177(cc) | &nbsp;&nbsp;11/10/36 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432501 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-HR08, Class XB, IO | 0.877(cc) | &nbsp;&nbsp;07/15/53 | &nbsp;&nbsp;54413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2946954 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| One New York Plaza Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-01NYP, Class C, 144A, 1 Month LIBOR + 2.200% (Cap N/A, Floor 2.200%) | 6.659 %(c) | &nbsp;&nbsp;01/15/36 | &nbsp;&nbsp;8475 | &nbsp;&nbsp; $7820316 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-01NYP, Class D, 144A, 1 Month LIBOR + 2.750% (Cap N/A, Floor 2.750%) | 7.209(c) | &nbsp;&nbsp;01/15/36 | &nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2632628 |
| UBS-Barclays Commercial Mortgage Trust,<br> Series 2012-C02, Class XA, IO, 144A | 0.601(cc) | &nbsp;&nbsp;05/10/63 | &nbsp;&nbsp;&nbsp;&nbsp;648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| Wells Fargo Commercial Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C35, Class XB, IO | 0.927(cc) | &nbsp;&nbsp;07/15/48 | 24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652745 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-LC24, Class XB, IO | 0.977(cc) | &nbsp;&nbsp;10/15/49 | 20910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637782 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FCMT, Class B, 144A, 1 Month LIBOR + 1.850% (Cap N/A, Floor 1.850%) | 6.309(c) | &nbsp;&nbsp;05/15/31 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1692055 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FCMT, Class C, 144A, 1 Month LIBOR + 2.400% (Cap N/A, Floor 2.400%) | 6.859(c) | &nbsp;&nbsp;05/15/31 | &nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1577892 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FCMT, Class D, 144A, 1 Month LIBOR + 3.500% (Cap N/A, Floor 3.500%) | 7.959(c) | &nbsp;&nbsp;05/15/31 | &nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1983697 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220200909 |
| **Total Commercial Mortgage-Backed Securities<br> (cost $266,946,721)** | **Total Commercial Mortgage-Backed Securities<br> (cost $266,946,721)** | **Total Commercial Mortgage-Backed Securities<br> (cost $266,946,721)** | **Total Commercial Mortgage-Backed Securities<br> (cost $266,946,721)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244767284 |
| **Corporate Bonds 45.2%** | **Corporate Bonds 45.2%** | **Corporate Bonds 45.2%** | **Corporate Bonds 45.2%** | **Corporate Bonds 45.2%** |
| **Australia 0.1%** | **Australia 0.1%** | **Australia 0.1%** | **Australia 0.1%** | **Australia 0.1%** |
| Australia & New Zealand Banking Group Ltd.,<br> Sr. Unsec'd. Notes, EMTN | 3.700 | &nbsp;&nbsp;03/18/24 &nbsp;&nbsp;CNH | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295483 |
| Westpac Banking Corp.,<br> Sr. Unsec'd. Notes, EMTN | 4.420 | &nbsp;&nbsp;08/14/23 &nbsp;&nbsp;CNH | 21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3127469 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3422952 |
| **Belgium 0.3%** | **Belgium 0.3%** | **Belgium 0.3%** | **Belgium 0.3%** | **Belgium 0.3%** |
| Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.,<br> Gtd. Notes | 4.900 | &nbsp;&nbsp;02/01/46 | &nbsp;&nbsp;7380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7138904 |
| Anheuser-Busch InBev Worldwide, Inc.,<br> Gtd. Notes | 5.550 | &nbsp;&nbsp;01/23/49 | &nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4073603 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11212507 |

---

------

#### PGIM Global Total Return 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)** |
| **Brazil 0.8%** | **Brazil 0.8%** | **Brazil 0.8%** | **Brazil 0.8%** | **Brazil 0.8%** | **Brazil 0.8%** |
| Petrobras Global Finance BV, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.375% | &nbsp;&nbsp;10/01/29 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;7984 | &nbsp;&nbsp; $8740650 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.625 | &nbsp;&nbsp;01/16/34 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;9480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10265205 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 6.250 | &nbsp;&nbsp;12/14/26 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5448311 |
| Suzano Austria GmbH,<br> Gtd. Notes | 6.000 | &nbsp;&nbsp;01/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201750 |
| Swiss Insured Brazil Power Finance Sarl,<br> Sr. Sec'd. Notes | 9.850 | &nbsp;&nbsp;07/16/32 | &nbsp;&nbsp;BRL | 19205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3309157 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27965073 |
| **Bulgaria 0.4%** | **Bulgaria 0.4%** | **Bulgaria 0.4%** | **Bulgaria 0.4%** | **Bulgaria 0.4%** | **Bulgaria 0.4%** |
| Bulgarian Energy Holding EAD,<br> Sr. Unsec'd. Notes | 2.450 | &nbsp;&nbsp;07/22/28 | &nbsp;&nbsp;EUR | 14580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12871716 |
| **Canada 0.8%** | **Canada 0.8%** | **Canada 0.8%** | **Canada 0.8%** | **Canada 0.8%** | **Canada 0.8%** |
| Barrick North America Finance LLC,<br> Gtd. Notes | 5.700 | &nbsp;&nbsp;05/30/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48472 |
| Barrick PD Australia Finance Pty Ltd.,<br> Gtd. Notes | 5.950 | &nbsp;&nbsp;10/15/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54523 |
| Bombardier, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 7.125 | &nbsp;&nbsp;06/15/26 |  | &nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3885375 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 7.500 | &nbsp;&nbsp;12/01/24 |  | &nbsp;&nbsp;1667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1699340 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 7.500 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373594 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 7.875 | &nbsp;&nbsp;04/15/27 |  | &nbsp;&nbsp;2535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2535000 |
| Brookfield Residential Properties, Inc./Brookfield<br> Residential US LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.875 | &nbsp;&nbsp;02/15/30 |  | &nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1794520 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.250 | &nbsp;&nbsp;09/15/27 |  | &nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929290 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.000 | &nbsp;&nbsp;06/15/29 |  | &nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323250 |
| Cenovus Energy, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.650 | &nbsp;&nbsp;01/15/32 |  | &nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114168 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;02/15/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724810 |
| Hydro-Quebec,<br> Local Gov't. Gtd. Notes, Series HQ | 9.500 | &nbsp;&nbsp;11/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072509 |
| MEG Energy Corp.,<br> Gtd. Notes, 144A(a) | 7.125 | &nbsp;&nbsp;02/01/27 |  | &nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252869 |
| Methanex Corp.,<br> Sr. Unsec'd. Notes | 4.250 | &nbsp;&nbsp;12/01/24 |  | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442820 |
| Ontario Teachers' Cadillac Fairview Properties Trust,<br> Sr. Unsec'd. Notes, 144A | 2.500 | &nbsp;&nbsp;10/15/31 |  | &nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388088 |

---

------

#### PGIM Global Total Return 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)** |
| **Canada (cont'd.)** | **Canada (cont'd.)** | **Canada (cont'd.)** | **Canada (cont'd.)** | **Canada (cont'd.)** | **Canada (cont'd.)** |
| Rogers Communications, Inc.,<br> Gtd. Notes | 3.250% | &nbsp;&nbsp;05/01/29 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp; $484339 |
| Teck Resources Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.400 | &nbsp;&nbsp;02/01/43 |  | &nbsp;&nbsp;&nbsp;&nbsp;1403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344120 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.000 | &nbsp;&nbsp;08/15/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;4142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4210110 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26677197 |
| **China 0.8%** | **China 0.8%** | **China 0.8%** | **China 0.8%** | **China 0.8%** | **China 0.8%** |
| Agricultural Development Bank of China,<br> Sr. Unsec'd. Notes | 3.800 | &nbsp;&nbsp;10/27/30 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8351246 |
| Aircraft Finance Co. Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series B | 4.100 | &nbsp;&nbsp;03/29/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;1465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426037 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series C | 3.955 | &nbsp;&nbsp;03/29/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;4129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4121007 |
| China Development Bank, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.300 | &nbsp;&nbsp;08/02/32 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3938498 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 4.350 | &nbsp;&nbsp;08/06/24 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 4.350 | &nbsp;&nbsp;09/19/24 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;8990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362397 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes | 4.200 | &nbsp;&nbsp;01/19/27 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2465000 |
| NXP BV/NXP Funding LLC/NXP USA, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.150 | &nbsp;&nbsp;05/01/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532749 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.400 | &nbsp;&nbsp;05/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646896 |
| State Grid Overseas Investment BVI Ltd.,<br> Gtd. Notes, EMTN | 0.797 | &nbsp;&nbsp;08/05/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3690935 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27245855 |
| **Denmark 0.2%** | **Denmark 0.2%** | **Denmark 0.2%** | **Denmark 0.2%** | **Denmark 0.2%** | **Denmark 0.2%** |
| Danske Bank A/S, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 1.621(ff) | &nbsp;&nbsp;09/11/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;4645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4189014 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.244(ff) | &nbsp;&nbsp;12/20/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042948 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5231962 |
| **France 3.1%** | **France 3.1%** | **France 3.1%** | **France 3.1%** | **France 3.1%** | **France 3.1%** |
| Altice France SA,<br> Sr. Sec'd. Notes(a) | 3.375 | &nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;8475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7209997 |
| Banque Federative du Credit Mutuel SA,<br> Sr. Unsec'd. Notes, Series 19 | 0.999 | &nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;JPY | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540641 |
| BNP Paribas SA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.323(ff) | &nbsp;&nbsp;01/13/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3040496 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 2.159(ff) | &nbsp;&nbsp;09/15/29 |  | &nbsp;&nbsp;21167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17975184 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 2.591(ff) | &nbsp;&nbsp;01/20/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;3605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3259439 |

---

------

#### PGIM Global Total Return 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)** |
| **France (cont'd.)** | **France (cont'd.)** | **France (cont'd.)** | **France (cont'd.)** | **France (cont'd.)** | **France (cont'd.)** |
| BNP Paribas SA, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 2.871 %(ff) | &nbsp;&nbsp;04/19/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;5220 | &nbsp;&nbsp; $4362037 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 6.420 | &nbsp;&nbsp;09/11/23 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12776 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | 4.625 | &nbsp;&nbsp;03/09/27 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249476 |
| BPCE SA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 0.562 | &nbsp;&nbsp;06/24/24 | &nbsp;&nbsp;JPY | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762578 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 03 | 0.989 | &nbsp;&nbsp;07/12/28 | &nbsp;&nbsp;JPY | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2194339 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05 | 0.530(ff) | &nbsp;&nbsp;12/10/26 | &nbsp;&nbsp;JPY | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3729797 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, Series 01 | 2.047 | &nbsp;&nbsp;01/30/25 | &nbsp;&nbsp;JPY | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772481 |
| Credit Agricole Assurances SA,<br> Sub. Notes | 4.250(ff) | &nbsp;&nbsp;01/13/25(oo) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2137870 |
| Credit Agricole Corporate & Investment Bank SA,<br> Sr. Unsec'd. Notes, EMTN | 2.670 | &nbsp;&nbsp;02/20/24 | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874418 |
| Credit Agricole SA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.247(ff) | &nbsp;&nbsp;01/26/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2268904 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 04 | 0.959 | &nbsp;&nbsp;06/08/28 | &nbsp;&nbsp;JPY | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2946099 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 07 | 1.248(ff) | &nbsp;&nbsp;06/04/26 | &nbsp;&nbsp;JPY | 600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4605554 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | 4.200(ff) | &nbsp;&nbsp;05/29/34 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250500 |
| Iliad Holding SASU,<br> Sr. Sec'd. Notes, 144A | 5.125 | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7075522 |
| Loxam SAS,<br> Sr. Sub. Notes | 4.500 | &nbsp;&nbsp;04/15/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808589 |
| SNCF Reseau,<br> Sr. Unsec'd. Notes, Series MPLE | 4.700 | &nbsp;&nbsp;06/01/35 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5132121 |
| Societe Generale SA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 2.889(ff) | &nbsp;&nbsp;06/09/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1372324 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.337(ff) | &nbsp;&nbsp;01/21/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;4915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4091902 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 2.625 | &nbsp;&nbsp;01/22/25 |  | &nbsp;&nbsp;20885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19822175 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 3.875 | &nbsp;&nbsp;03/28/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3071437 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | 5.000 | &nbsp;&nbsp;05/19/27 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147494 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | 5.000(ff) | &nbsp;&nbsp;07/20/28 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;1006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703978 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101418128 |
| **Germany 0.4%** | **Germany 0.4%** | **Germany 0.4%** | **Germany 0.4%** | **Germany 0.4%** | **Germany 0.4%** |
| Deutsche Bahn Finance GMBH,<br> Gtd. Notes, MTN | 1.987 | &nbsp;&nbsp;07/08/30 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561813 |
| Deutsche Bank AG, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 2.129(ff) | &nbsp;&nbsp;11/24/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;3760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3389071 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | 3.662(ff) | &nbsp;&nbsp;04/10/25 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;53000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7689062 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11639946 |

---

------

#### PGIM Global Total Return 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)** |
| **Hong Kong 0.3%** | **Hong Kong 0.3%** | **Hong Kong 0.3%** | **Hong Kong 0.3%** | **Hong Kong 0.3%** | **Hong Kong 0.3%** |
| HKT Capital No. 3 Ltd.,<br> Gtd. Notes | 1.650% | &nbsp;&nbsp;04/10/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;9200 | &nbsp;&nbsp; $8797666 |
| Sun Hung Kai Properties Capital Market Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.160 | &nbsp;&nbsp;01/25/28 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569991 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.200 | &nbsp;&nbsp;08/14/27 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432734 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800391 |
| **Hungary 0.1%** | **Hungary 0.1%** | **Hungary 0.1%** | **Hungary 0.1%** | **Hungary 0.1%** | **Hungary 0.1%** |
| MFB Magyar Fejlesztesi Bank Zrt,<br> Gov't. Gtd. Notes | 1.375 | &nbsp;&nbsp;06/24/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3437609 |
| **Iceland 0.2%** | **Iceland 0.2%** | **Iceland 0.2%** | **Iceland 0.2%** | **Iceland 0.2%** | **Iceland 0.2%** |
| Landsvirkjun,<br> Gov't. Gtd. Notes, EMTN, 3 Month EURIBOR + 0.090% | 2.507(c) | &nbsp;&nbsp;07/24/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5224139 |
| **India 0.4%** | **India 0.4%** | **India 0.4%** | **India 0.4%** | **India 0.4%** | **India 0.4%** |
| NTPC Ltd.,<br> Sr. Unsec'd. Notes, EMTN | 2.750 | &nbsp;&nbsp;02/01/27 | &nbsp;&nbsp;EUR | 12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12008659 |
| Power Finance Corp. Ltd.,<br> Sr. Unsec'd. Notes, GMTN | 1.841 | &nbsp;&nbsp;09/21/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2718881 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14727540 |
| **Indonesia 0.3%** | **Indonesia 0.3%** | **Indonesia 0.3%** | **Indonesia 0.3%** | **Indonesia 0.3%** | **Indonesia 0.3%** |
| Freeport Indonesia PT, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 4.763 | &nbsp;&nbsp;04/14/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582066 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 5.315 | &nbsp;&nbsp;04/14/32 |  | &nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1790983 |
| Perusahaan Listrik Negara PT, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.875 | &nbsp;&nbsp;10/25/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2524036 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.875 | &nbsp;&nbsp;11/05/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5503167 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 2.875 | &nbsp;&nbsp;10/25/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946514 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11346766 |
| **Israel 0.6%** | **Israel 0.6%** | **Israel 0.6%** | **Israel 0.6%** | **Israel 0.6%** | **Israel 0.6%** |
| Energean Israel Finance Ltd.,<br> Sr. Sec'd. Notes, 144A | 4.500 | &nbsp;&nbsp;03/30/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636833 |
| Israel Electric Corp. Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, GMTN | 3.750 | &nbsp;&nbsp;02/22/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532800 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 7.875 | &nbsp;&nbsp;12/15/26 |  | &nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5942750 |

---

------

#### PGIM Global Total Return 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)** |
| **Israel (cont'd.)** | **Israel (cont'd.)** | **Israel (cont'd.)** | **Israel (cont'd.)** | **Israel (cont'd.)** | **Israel (cont'd.)** |
| Israel Electric Corp. Ltd., (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;05/23/30 | &nbsp;&nbsp;JPY | 200000 | &nbsp;&nbsp; $1753063 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;12/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10395375 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19260821 |
| **Italy 0.3%** | **Italy 0.3%** | **Italy 0.3%** | **Italy 0.3%** | **Italy 0.3%** | **Italy 0.3%** |
| Intesa Sanpaolo SpA,<br> Sub. Notes, 144A | &nbsp;&nbsp;4.198(ff) | &nbsp;&nbsp;06/01/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1131419 |
| UniCredit SpA,<br> Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;1.982(ff) | &nbsp;&nbsp;06/03/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;8485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7470897 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8602316 |
| **Jamaica 0.2%** | **Jamaica 0.2%** | **Jamaica 0.2%** | **Jamaica 0.2%** | **Jamaica 0.2%** | **Jamaica 0.2%** |
| Digicel International Finance Ltd./Digicel<br> International Holdings Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A (original cost $1,071,125; purchased 04/16/21)(f) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;12/31/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472863 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A, Cash coupon 6.000% and PIK 7.000% (original cost $1,165,022; purchased 01/05/21 - 12/15/22)(f) | 13.000 | &nbsp;&nbsp;12/31/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;1148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573761 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A (original cost $787,500; purchased 01/05/21)(f) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;05/25/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644203 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A (original cost $7,519,688; purchased 07/30/20 - 01/14/21)(f) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;05/25/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6231828 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7922655 |
| **Japan 0.2%** | **Japan 0.2%** | **Japan 0.2%** | **Japan 0.2%** | **Japan 0.2%** | **Japan 0.2%** |
| Nomura Holdings, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;2.608 | &nbsp;&nbsp;07/14/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670233 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;2.999 | &nbsp;&nbsp;01/22/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;7475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6162793 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7833026 |
| **Kazakhstan 0.3%** | **Kazakhstan 0.3%** | **Kazakhstan 0.3%** | **Kazakhstan 0.3%** | **Kazakhstan 0.3%** | **Kazakhstan 0.3%** |
| Kazakhstan Temir Zholy National Co. JSC,<br> Gtd. Notes | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;12/05/23 | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8918965 |

---

------

#### PGIM Global Total Return 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)** |
| **Luxembourg 0.4%** | **Luxembourg 0.4%** | **Luxembourg 0.4%** | **Luxembourg 0.4%** | **Luxembourg 0.4%** | **Luxembourg 0.4%** |
| ARD Finance SA,<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;&nbsp;&nbsp;1752 | &nbsp;&nbsp; $1435780 |
| Blackstone Property Partners Europe Holdings Sarl, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.000 | &nbsp;&nbsp;05/04/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8243357 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.625 | &nbsp;&nbsp;04/20/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1915591 |
| Codere New Holdco SA,<br> Sr. Sec'd. Notes, 144A, Cash coupon N/A or PIK 7.500% (original cost $618,818; purchased 11/19/21 - 10/31/22)(f) | 7.500 | &nbsp;&nbsp;11/30/27(d) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250890 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11845618 |
| **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** |
| Freeport Terminal Malta PLC,<br> Gov't. Gtd. Notes, 144A | 7.250 | &nbsp;&nbsp;05/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3385860 |
| **Mexico 1.4%** | **Mexico 1.4%** | **Mexico 1.4%** | **Mexico 1.4%** | **Mexico 1.4%** | **Mexico 1.4%** |
| Comision Federal de Electricidad,<br> Sr. Unsec'd. Notes | 5.000 | &nbsp;&nbsp;09/29/36 |  | &nbsp;&nbsp;11220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9088200 |
| Petroleos Mexicanos, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.625 | &nbsp;&nbsp;11/24/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9518720 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.500 | &nbsp;&nbsp;01/23/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451525 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 9.500 | &nbsp;&nbsp;09/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043125 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.750 | &nbsp;&nbsp;11/16/25 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156882 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 4.875 | &nbsp;&nbsp;02/21/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;25400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24141198 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935976 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46335626 |
| **Netherlands 1.1%** | **Netherlands 1.1%** | **Netherlands 1.1%** | **Netherlands 1.1%** | **Netherlands 1.1%** | **Netherlands 1.1%** |
| ABN AMRO Bank NV,<br> Sub. Notes, 144A | 4.750 | &nbsp;&nbsp;07/28/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490091 |
| Cooperatieve Rabobank UA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 2.750 | &nbsp;&nbsp;03/04/24 | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235397 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 9.298(s) | &nbsp;&nbsp;03/11/39 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193486 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 3.500 | &nbsp;&nbsp;12/14/26 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;2882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900734 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, Series 01 | 1.429 | &nbsp;&nbsp;12/19/24 | &nbsp;&nbsp;JPY | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2326464 |
| OCI NV,<br> Sr. Sec'd. Notes, 144A | 3.625 | &nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;8370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8978923 |
| TMNL Holding BV,<br> Sr. Sec'd. Notes, 144A | 3.750 | &nbsp;&nbsp;01/15/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2221929 |

---

------

#### PGIM Global Total Return 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)** |
| **Netherlands (cont'd.)** | **Netherlands (cont'd.)** | **Netherlands (cont'd.)** | **Netherlands (cont'd.)** | **Netherlands (cont'd.)** | **Netherlands (cont'd.)** |
| United Group BV, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 4.875% | &nbsp;&nbsp;07/01/24 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp; $314817 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 3.125 | &nbsp;&nbsp;02/15/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3545199 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 5.250 | &nbsp;&nbsp;02/01/30 | &nbsp;&nbsp;EUR | 11575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9959247 |
| Ziggo Bond Co. BV,<br> Gtd. Notes, 144A | 3.375 | &nbsp;&nbsp;02/28/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5032421 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35198708 |
| **Norway 0.1%** | **Norway 0.1%** | **Norway 0.1%** | **Norway 0.1%** | **Norway 0.1%** | **Norway 0.1%** |
| Equinor ASA,<br> Gtd. Notes | 6.800 | &nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;2265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2472616 |
| **Peru 0.0%** | **Peru 0.0%** | **Peru 0.0%** | **Peru 0.0%** | **Peru 0.0%** | **Peru 0.0%** |
| Lima Metro Line 2 Finance Ltd.,<br> Sr. Sec'd. Notes | 5.875 | &nbsp;&nbsp;07/05/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90867 |
| Peru Enhanced Pass-Through Finance Ltd.,<br> Pass-Through Certificates | 2.246(s) | &nbsp;&nbsp;06/02/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587042 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677909 |
| **Philippines 0.1%** | **Philippines 0.1%** | **Philippines 0.1%** | **Philippines 0.1%** | **Philippines 0.1%** | **Philippines 0.1%** |
| Bangko Sentral ng Pilipinas International Bond,<br> Sr. Unsec'd. Notes, Series A | 8.600 | &nbsp;&nbsp;06/15/27 |  | &nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4021874 |
| **Poland 0.2%** | **Poland 0.2%** | **Poland 0.2%** | **Poland 0.2%** | **Poland 0.2%** | **Poland 0.2%** |
| Bank Gospodarstwa Krajowego, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | 1.375 | &nbsp;&nbsp;06/01/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508005 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | 1.625 | &nbsp;&nbsp;04/30/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561907 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN | 1.750 | &nbsp;&nbsp;05/06/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4719359 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5789271 |
| **Qatar 0.1%** | **Qatar 0.1%** | **Qatar 0.1%** | **Qatar 0.1%** | **Qatar 0.1%** | **Qatar 0.1%** |
| QNB Finance Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.500 | &nbsp;&nbsp;03/09/26 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070427 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | 4.900 | &nbsp;&nbsp;02/01/28 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654500 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1724927 |
| **Russia 0.9%** | **Russia 0.9%** | **Russia 0.9%** | **Russia 0.9%** | **Russia 0.9%** | **Russia 0.9%** |
| Gazprom PJSC Via Gaz Capital SA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.450 | &nbsp;&nbsp;03/06/23(d) | &nbsp;&nbsp;CHF | 11325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9958083 |

---

------

#### PGIM Global Total Return 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)** |
| **Russia (cont'd.)** | **Russia (cont'd.)** | **Russia (cont'd.)** | **Russia (cont'd.)** | **Russia (cont'd.)** | **Russia (cont'd.)** |
| Gazprom PJSC Via Gaz Capital SA, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;03/21/26(d) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; $2882307 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;04/06/24 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6840961 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;4.364 | &nbsp;&nbsp;03/21/25(d) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3326679 |
| Gazprom PJSC via Gaz Finance PLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;06/29/27(d) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965850 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;1.540 | &nbsp;&nbsp;06/30/27 | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4096122 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28070002 |
| **South Africa 0.4%** | **South Africa 0.4%** | **South Africa 0.4%** | **South Africa 0.4%** | **South Africa 0.4%** | **South Africa 0.4%** |
| Eskom Holdings SOC Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, 144A, MTN | &nbsp;&nbsp;6.350 | &nbsp;&nbsp;08/10/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290938 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, MTN | &nbsp;&nbsp;6.350 | &nbsp;&nbsp;08/10/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11475000 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12765938 |
| **South Korea 0.6%** | **South Korea 0.6%** | **South Korea 0.6%** | **South Korea 0.6%** | **South Korea 0.6%** | **South Korea 0.6%** |
| Korea Development Bank (The), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;1.830 | &nbsp;&nbsp;08/10/27 | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6695716 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;01/22/25 | &nbsp;&nbsp;IDR | 15000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988972 |
| Korea Expressway Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;2.310 | &nbsp;&nbsp;04/28/32 | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6877498 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;3.030 | &nbsp;&nbsp;05/11/32 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5242817 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19805003 |
| **Spain 0.7%** | **Spain 0.7%** | **Spain 0.7%** | **Spain 0.7%** | **Spain 0.7%** | **Spain 0.7%** |
| Banco Santander SA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.306 | &nbsp;&nbsp;06/27/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1446462 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;2.749 | &nbsp;&nbsp;12/03/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483263 |
| Cellnex Finance Co. SA,<br> Gtd. Notes, EMTN | &nbsp;&nbsp;2.000 | &nbsp;&nbsp;02/15/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10072396 |
| Codere Finance 2 Luxembourg SA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, Cash coupon 8.000% and PIK 3.000% (original cost $1,288,015; purchased 07/24/20 - 09/30/22)(f) | 11.000 | &nbsp;&nbsp;09/30/26(d) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093992 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, Cash coupon 2.000% and PIK 11.625% (original cost $400,554; purchased 10/31/19 - 10/31/22)(f) | 13.625 | &nbsp;&nbsp;11/30/27(d) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247420 |

---

------

#### PGIM Global Total Return 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)** |
| **Spain (cont'd.)** | **Spain (cont'd.)** | **Spain (cont'd.)** | **Spain (cont'd.)** | **Spain (cont'd.)** | **Spain (cont'd.)** |
| Lorca Telecom Bondco SA,<br> Sr. Sec'd. Notes, 144A | 4.000% | &nbsp;&nbsp;09/18/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp; $10250201 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23593734 |
| **Supranational Bank 0.6%** | **Supranational Bank 0.6%** | **Supranational Bank 0.6%** | **Supranational Bank 0.6%** | **Supranational Bank 0.6%** | **Supranational Bank 0.6%** |
| African Development Bank, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 0.500 | &nbsp;&nbsp;03/13/23 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051705 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 0.500 | &nbsp;&nbsp;09/07/32 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430459 |
| African Export-Import Bank (The),<br> Sr. Unsec'd. Notes | 3.798 | &nbsp;&nbsp;05/17/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255000 |
| Asian Infrastructure Investment Bank (The),<br> Sr. Unsec'd. Notes, EMTN^ | 0.375 | &nbsp;&nbsp;09/09/25 | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2108285 |
| European Investment Bank, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, EMTN | 5.400 | &nbsp;&nbsp;01/05/45 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3818211 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.000 | &nbsp;&nbsp;02/25/28 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701434 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.500 | &nbsp;&nbsp;11/21/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448550 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 6.270 | &nbsp;&nbsp;08/28/24 | &nbsp;&nbsp;IDR | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668800 |
| Inter-American Development Bank,<br> Sr. Unsec'd. Notes, GMTN | 7.500 | &nbsp;&nbsp;12/05/24 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30137 |
| International Bank for Reconstruction &<br> Development, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Notes, MTN | 0.887(s) | &nbsp;&nbsp;03/01/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1181818 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.928(s) | &nbsp;&nbsp;04/23/32 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4008501 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN, 3 Month LIBOR + 0.000% (Cap 1.820%, Floor 0.000%) | 1.820(c) | &nbsp;&nbsp;08/11/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65264 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 6.630 | &nbsp;&nbsp;07/24/28 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545765 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN, 3 Month LIBOR + 0.000% (Cap 2.330%, Floor 0.000%) | 1.598(c) | &nbsp;&nbsp;05/31/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&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;3705 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.700 | &nbsp;&nbsp;12/28/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242315 |
| International Finance Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 7.020 | &nbsp;&nbsp;04/06/28 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2137310 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 8.215(s) | &nbsp;&nbsp;01/27/37 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152654 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20849913 |
| **Switzerland 0.8%** | **Switzerland 0.8%** | **Switzerland 0.8%** | **Switzerland 0.8%** | **Switzerland 0.8%** | **Switzerland 0.8%** |
| Credit Suisse Group AG, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.305(ff) | &nbsp;&nbsp;02/02/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5343718 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 2.593(ff) | &nbsp;&nbsp;09/11/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1270789 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.869(ff) | &nbsp;&nbsp;01/12/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771127 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.207(ff) | &nbsp;&nbsp;06/12/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2803334 |

---

------

#### PGIM Global Total Return 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)** |
| **Switzerland (cont'd.)** | **Switzerland (cont'd.)** | **Switzerland (cont'd.)** | **Switzerland (cont'd.)** | **Switzerland (cont'd.)** | **Switzerland (cont'd.)** |
| Credit Suisse Group AG, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.282% | &nbsp;&nbsp;01/09/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp; $1823689 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.500(ff) | &nbsp;&nbsp;03/08/24 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526396 |
| UBS Group AG, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.494(ff) | &nbsp;&nbsp;08/10/27 |  | &nbsp;&nbsp;13125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11522319 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.125 | &nbsp;&nbsp;09/24/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2444556 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26505928 |
| **Ukraine 0.0%** | **Ukraine 0.0%** | **Ukraine 0.0%** | **Ukraine 0.0%** | **Ukraine 0.0%** | **Ukraine 0.0%** |
| NAK Naftogaz Ukraine via Kondor Finance PLC,<br> Sr. Unsec'd. Notes | 7.125 | &nbsp;&nbsp;07/19/24(d) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239173 |
| **United Arab Emirates 0.4%** | **United Arab Emirates 0.4%** | **United Arab Emirates 0.4%** | **United Arab Emirates 0.4%** | **United Arab Emirates 0.4%** | **United Arab Emirates 0.4%** |
| ADCB Finance Cayman Ltd.,<br> Gtd. Notes, MTN | 4.500 | &nbsp;&nbsp;10/25/27 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;2370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650176 |
| DP World Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.375 | &nbsp;&nbsp;09/25/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3317329 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.250 | &nbsp;&nbsp;09/25/30 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5180282 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.250 | &nbsp;&nbsp;09/25/30 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2114158 |
| First Abu Dhabi Bank PJSC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 0.875 | &nbsp;&nbsp;12/09/25 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;1883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2074802 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.500 | &nbsp;&nbsp;07/02/25 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316050 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14652797 |
| **United Kingdom 3.2%** | **United Kingdom 3.2%** | **United Kingdom 3.2%** | **United Kingdom 3.2%** | **United Kingdom 3.2%** | **United Kingdom 3.2%** |
| Barclays Bank PLC,<br> Sr. Unsec'd. Notes, EMTN | 2.100 | &nbsp;&nbsp;11/13/25 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518223 |
| Barclays PLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 3.250 | &nbsp;&nbsp;06/26/24 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1201654 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 5.244 | &nbsp;&nbsp;06/15/28 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678278 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 01 | 1.232(ff) | &nbsp;&nbsp;09/25/24 | &nbsp;&nbsp;JPY | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769890 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes(a) | 4.836 | &nbsp;&nbsp;05/09/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;3780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3646982 |
| Bellis Acquisition Co. PLC,<br> Sr. Sec'd. Notes, 144A | 3.250 | &nbsp;&nbsp;02/16/26 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21394451 |
| Bellis Finco PLC,<br> Sr. Unsec'd. Notes, 144A | 4.000 | &nbsp;&nbsp;02/16/27 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5964202 |
| BP Capital Markets PLC,<br> Gtd. Notes | 4.375(ff) | &nbsp;&nbsp;06/22/25(oo) |  | &nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14096755 |
| Constellation Automotive Financing PLC,<br> Sr. Sec'd. Notes | 4.875 | &nbsp;&nbsp;07/15/27 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4326543 |

---

------

#### PGIM Global Total Return 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)** |
| **United Kingdom (cont'd.)** | **United Kingdom (cont'd.)** | **United Kingdom (cont'd.)** | **United Kingdom (cont'd.)** | **United Kingdom (cont'd.)** | **United Kingdom (cont'd.)** |
| eG Global Finance PLC,<br> Sr. Sec'd. Notes | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/30/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5845 | &nbsp;&nbsp; $5663812 |
| HSBC Bank PLC,<br> Sr. Unsec'd. Notes, 144A, EMTN | &nbsp;&nbsp;3.120 | &nbsp;&nbsp;04/04/26 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;36800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5301394 |
| HSBC Holdings PLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;2.206(ff) | &nbsp;&nbsp;08/17/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3634322 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.973(ff) | &nbsp;&nbsp;05/22/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2216690 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 02 | &nbsp;&nbsp;0.842 | &nbsp;&nbsp;09/26/23 | &nbsp;&nbsp;JPY | 700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5368715 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 04 | &nbsp;&nbsp;0.575(ff) | &nbsp;&nbsp;09/13/24 | &nbsp;&nbsp;JPY | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765279 |
| Kane Bidco Ltd.,<br> Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;02/15/27 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8933494 |
| Lloyds Bank PLC,<br> Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;04/02/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756720 |
| Lloyds Banking Group PLC,<br> Sub. Notes | &nbsp;&nbsp;4.582 | &nbsp;&nbsp;12/10/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2202682 |
| Market Bidco Finco PLC,<br> Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;11/04/27 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;5319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5079462 |
| Tesco Corporate Treasury Services PLC,<br> Gtd. Notes, EMTN(a) | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;07/01/24 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802791 |
| Virgin Media Secured Finance PLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;04/15/27 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3164024 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;04/15/27 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6667051 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105153414 |
| **United States 24.3%** | **United States 24.3%** | **United States 24.3%** | **United States 24.3%** | **United States 24.3%** | **United States 24.3%** |
| Aflac, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;JPY | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721158 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;0.830 | &nbsp;&nbsp;03/12/35 | &nbsp;&nbsp;JPY | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657806 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;0.932 | &nbsp;&nbsp;01/25/27 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613100 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;1.159 | &nbsp;&nbsp;10/18/30 | &nbsp;&nbsp;JPY | 600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4518411 |
| Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC,<br> Gtd. Notes, 144A | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;03/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2566097 |
| Altria Group, Inc.,<br> Gtd. Notes | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;06/15/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2665574 |
| 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 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454730 |
| American International Group, Inc.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;1.875 | &nbsp;&nbsp;06/21/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2102723 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| AmeriGas Partners LP/AmeriGas Finance Corp.,<br> Sr. Unsec'd. Notes | 5.625% | &nbsp;&nbsp;05/20/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp; $1453112 |
| Antero Midstream Partners LP/Antero Midstream Finance Corp.,<br> Gtd. Notes, 144A | 7.875 | &nbsp;&nbsp;05/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3642532 |
| Ascent Resources Utica Holdings LLC/ARU Finance<br> Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.000 | &nbsp;&nbsp;11/01/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550053 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 9.000 | &nbsp;&nbsp;11/01/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716913 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 8.250 | &nbsp;&nbsp;12/31/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1797853 |
| Ashton Woods USA LLC/Ashton Woods Finance Co.,<br> Sr. Unsec'd. Notes, 144A | 6.625 | &nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6014304 |
| AT&T, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.550 | &nbsp;&nbsp;12/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78361 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.500 | &nbsp;&nbsp;09/15/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1117377 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 7.000 | &nbsp;&nbsp;04/30/40 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225642 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | 4.850 | &nbsp;&nbsp;05/25/47 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103717 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | 5.100 | &nbsp;&nbsp;11/25/48 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3271286 |
| Bank of America Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.687(ff) | &nbsp;&nbsp;04/22/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;13060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11042611 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.419(ff) | &nbsp;&nbsp;12/20/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4228467 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.087(ff) | &nbsp;&nbsp;06/14/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;25850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22506422 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.496(ff) | &nbsp;&nbsp;02/13/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2346580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.884(ff) | &nbsp;&nbsp;10/22/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4263924 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 3.194(ff) | &nbsp;&nbsp;07/23/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4605996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 6.800 | &nbsp;&nbsp;03/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407946 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | 8.125 | &nbsp;&nbsp;06/02/28 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692186 |
| Bausch Health Americas, Inc.,<br> Gtd. Notes, 144A(a) | 8.500 | &nbsp;&nbsp;01/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817429 |
| Bausch Health Cos., Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.000 | &nbsp;&nbsp;01/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155522 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.000 | &nbsp;&nbsp;02/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 5.250 | &nbsp;&nbsp;01/30/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2392500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 5.250 | &nbsp;&nbsp;02/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.250 | &nbsp;&nbsp;02/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183000 |
| Beazer Homes USA, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 5.875 | &nbsp;&nbsp;10/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240752 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.750 | &nbsp;&nbsp;03/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2034628 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 7.250 | &nbsp;&nbsp;10/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1478575 |
| Berkshire Hathaway, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.440 | &nbsp;&nbsp;09/13/29 | &nbsp;&nbsp;JPY | 1640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11841603 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.787 | &nbsp;&nbsp;09/13/34 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674907 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| Berkshire Hathaway, Inc., (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.965% | &nbsp;&nbsp;09/13/39 | &nbsp;&nbsp;JPY | 300000 | &nbsp;&nbsp; $1906365 |
| Boeing Co. (The),<br> Sr. Unsec'd. Notes | 5.805 | &nbsp;&nbsp;05/01/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;4030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4115883 |
| Booking Holdings, Inc.,<br> Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6008135 |
| Boxer Parent Co., Inc.,<br> Sr. Sec'd. Notes, 144A | 7.125 | &nbsp;&nbsp;10/02/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4768476 |
| Brixmor Operating Partnership LP, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.500 | &nbsp;&nbsp;08/16/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510556 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.125 | &nbsp;&nbsp;05/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;2865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2654372 |
| Broadcom, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.500 | &nbsp;&nbsp;02/15/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;3765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2879134 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.137 | &nbsp;&nbsp;11/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;4626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3591183 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.419 | &nbsp;&nbsp;04/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;6765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5677594 |
| Caesars Entertainment, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 6.250 | &nbsp;&nbsp;07/01/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650042 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 4.625 | &nbsp;&nbsp;10/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448487 |
| Caledonia Generating LLC,<br> Sr. Sec'd. Notes, 144A | 1.950 | &nbsp;&nbsp;02/28/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;2461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2168935 |
| Calpine Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.625 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;2770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2407383 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.000 | &nbsp;&nbsp;02/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1868044 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.125 | &nbsp;&nbsp;03/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4526019 |
| Cantor Fitzgerald LP,<br> Sr. Unsec'd. Notes, 144A | 1.150 | &nbsp;&nbsp;04/21/23 | &nbsp;&nbsp;JPY | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1537422 |
| CCO Holdings LLC/CCO Holdings Capital Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 4.250 | &nbsp;&nbsp;02/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7912456 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 4.500 | &nbsp;&nbsp;06/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2173578 |
| CDW LLC/CDW Finance Corp.,<br> Gtd. Notes | 2.670 | &nbsp;&nbsp;12/01/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6908598 |
| Central Garden & Pet Co.,<br> Gtd. Notes, 144A | 4.125 | &nbsp;&nbsp;04/30/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566692 |
| CF Industries, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.950 | &nbsp;&nbsp;06/01/43 |  | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120437 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.375 | &nbsp;&nbsp;03/15/44 |  | &nbsp;&nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3415262 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.500 | &nbsp;&nbsp;12/01/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;6451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6369554 |
| Chart Industries, Inc.,<br> Sr. Sec'd. Notes, 144A | 7.500 | &nbsp;&nbsp;01/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612910 |
| Charter Communications Operating LLC/Charter<br> Communications Operating Capital, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 2.800 | &nbsp;&nbsp;04/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2963417 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| Charter Communications Operating LLC/Charter Communications Operating Capital, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 3.900% | &nbsp;&nbsp;06/01/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;3365 | &nbsp;&nbsp; $2288849 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 4.800 | &nbsp;&nbsp;03/01/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4123678 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 6.384 | &nbsp;&nbsp;10/23/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;2357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2401409 |
| Chesapeake Energy Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.500 | &nbsp;&nbsp;02/01/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631183 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.875 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574782 |
| CitiFinancial Credit Co.,<br> Sr. Unsec'd. Notes | 7.875 | &nbsp;&nbsp;02/01/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694639 |
| Citigroup Global Markets Holdings, Inc.,<br> Gtd. Notes, GMTN | 3.790 | &nbsp;&nbsp;09/28/28 | &nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734676 |
| Citigroup, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes | 3.875(ff) | &nbsp;&nbsp;02/18/26(oo) |  | &nbsp;&nbsp;19245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17566606 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.520(ff) | &nbsp;&nbsp;11/03/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361618 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.561(ff) | &nbsp;&nbsp;05/01/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5499843 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.800 | &nbsp;&nbsp;06/25/27 | &nbsp;&nbsp;JPY | 770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6380769 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 6.500 | &nbsp;&nbsp;08/16/30 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9537 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 0.620 | &nbsp;&nbsp;09/21/27 | &nbsp;&nbsp;JPY | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 18BR | 2.360 | &nbsp;&nbsp;09/16/25 | &nbsp;&nbsp;JPY | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386135 |
| Corning, Inc.,<br> Sr. Unsec'd. Notes | 0.698 | &nbsp;&nbsp;08/09/24 | &nbsp;&nbsp;JPY | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764737 |
| Dana, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;02/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3393278 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 5.375 | &nbsp;&nbsp;11/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2505003 |
| DaVita, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.750 | &nbsp;&nbsp;02/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835693 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.625 | &nbsp;&nbsp;06/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989905 |
| DH Europe Finance II Sarl,<br> Gtd. Notes | 0.450 | &nbsp;&nbsp;03/18/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2057543 |
| Diamond Sports Group LLC/Diamond Sports Finance Co.,<br> Gtd. Notes, 144A (original cost $3,451,125; purchased 07/18/19 - 02/27/20)(f) | 6.625 | &nbsp;&nbsp;08/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;3740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76104 |
| Discovery Communications LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.450 | &nbsp;&nbsp;03/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2410032 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.300 | &nbsp;&nbsp;05/15/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2097039 |
| DISH DBS Corp.,<br> Gtd. Notes | 7.750 | &nbsp;&nbsp;07/01/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4015570 |
| Diversified Healthcare Trust,<br> Gtd. Notes | 9.750 | &nbsp;&nbsp;06/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;1376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350376 |
| Dow Chemical Co. (The),<br> Sr. Unsec'd. Notes | 9.400 | &nbsp;&nbsp;05/15/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122578 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| Energy Transfer LP, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series G | 7.125 %(ff) | &nbsp;&nbsp;05/15/30(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp; $7091422 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series H | 6.500(ff) | &nbsp;&nbsp;11/15/26(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4756150 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.400 | &nbsp;&nbsp;10/01/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024305 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.000 | &nbsp;&nbsp;06/15/48 |  | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2311912 |
| ERAC USA Finance LLC,<br> Gtd. Notes, 144A | 7.000 | &nbsp;&nbsp;10/15/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221203 |
| Fidelity National Information Services, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 1.100 | &nbsp;&nbsp;07/15/24 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2416552 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.500 | &nbsp;&nbsp;05/21/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5586114 |
| Ford Motor Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.750 | &nbsp;&nbsp;01/15/43 |  | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3904959 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 5.291 | &nbsp;&nbsp;12/08/46 |  | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485571 |
| Ford Motor Credit Co. LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.134 | &nbsp;&nbsp;08/04/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191023 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.683 | &nbsp;&nbsp;12/03/24 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339034 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 4.125 | &nbsp;&nbsp;06/20/24 | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1476119 |
| General Motors Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.000 | &nbsp;&nbsp;04/01/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2023510 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.400 | &nbsp;&nbsp;04/01/48 |  | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1812348 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.250 | &nbsp;&nbsp;10/02/43 |  | &nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2694853 |
| General Motors Financial Co., Inc.,<br> Gtd. Notes | 3.850 | &nbsp;&nbsp;01/05/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2718098 |
| Golden Entertainment, Inc.,<br> Sr. Unsec'd. Notes, 144A | 7.625 | &nbsp;&nbsp;04/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006056 |
| 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;11370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9893327 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.992(ff) | &nbsp;&nbsp;01/27/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1961314 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.383(ff) | &nbsp;&nbsp;07/21/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449805 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.615(ff) | &nbsp;&nbsp;04/22/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;9660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8081875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;05/16/28 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140632 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.428(s) | &nbsp;&nbsp;12/15/23 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209730 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN, 6 Month EURIBOR + 0.000% (Cap 5.500%, Floor 0.000%) | 0.774(c) | &nbsp;&nbsp;08/12/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3296550 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.000 | &nbsp;&nbsp;08/06/24 | &nbsp;&nbsp;JPY | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778666 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.000 | &nbsp;&nbsp;08/16/32 | &nbsp;&nbsp;JPY | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.300 | &nbsp;&nbsp;03/22/30 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74765 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN, EURIBOR ICE SWAP 11:00 Fft 10Y Index + 0.000% (Cap 7.000%, Floor N/A) | 2.399(c) | &nbsp;&nbsp;06/30/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2393241 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN, 3 Month LIBOR + 0.000% (Cap N/A, Floor 0.000%) | 4.735(c) | &nbsp;&nbsp;11/30/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39150 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| Goldman Sachs Group, Inc. (The), (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN, EURIBOR ICE SWAP 11:00 Fft 20Y Index + 0.000% (Cap 12.000%, Floor 5.220%)^ | 5.220 %(c) | &nbsp;&nbsp;08/24/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; $5619478 |
| Goldman Sachs International,<br> Gtd. Notes, EMTN | 1.750 | &nbsp;&nbsp;05/29/24 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3886716 |
| 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 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18336000 |
| HCA, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.250 | &nbsp;&nbsp;06/15/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1372007 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.625 | &nbsp;&nbsp;09/01/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711735 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 7.500 | &nbsp;&nbsp;11/06/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2207288 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | 7.750 | &nbsp;&nbsp;07/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2255272 |
| Honeywell International, Inc.,<br> Sr. Unsec'd. Notes | 0.750 | &nbsp;&nbsp;03/10/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2582689 |
| Housing & Urban Development Corp. Ltd. AID Bond,<br> U.S. Gov't. Gtd. Notes, 6 Month LIBOR + 0.035% | 3.872(c) | &nbsp;&nbsp;09/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794073 |
| Hunt Cos., Inc.,<br> Sr. Sec'd. Notes, 144A | 5.250 | &nbsp;&nbsp;04/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4880355 |
| International Game Technology PLC,<br> Sr. Sec'd. Notes, 144A | 4.125 | &nbsp;&nbsp;04/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5168126 |
| IQVIA, Inc.,<br> Gtd. Notes, 144A | 2.250 | &nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700603 |
| JBS USA LUX SA/JBS USA Food Co./JBS USA Finance,<br> Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.125 | &nbsp;&nbsp;02/01/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345265 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.500 | &nbsp;&nbsp;01/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1194327 |
| Jefferies Financial Group, Inc.,<br> Sr. Unsec'd. Notes | 2.750 | &nbsp;&nbsp;10/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7402564 |
| John Sevier Combined Cycle Generation LLC,<br> Sec'd. Notes | 4.626 | &nbsp;&nbsp;01/15/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3746550 |
| JPMorgan Chase & Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series HH | 4.600(ff) | &nbsp;&nbsp;02/01/25(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22044244 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.953(ff) | &nbsp;&nbsp;02/04/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10840791 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.525(ff) | &nbsp;&nbsp;11/19/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4453295 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.545(ff) | &nbsp;&nbsp;11/08/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7428643 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.580(ff) | &nbsp;&nbsp;04/22/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6394086 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.509(ff) | &nbsp;&nbsp;01/23/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2998447 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.702(ff) | &nbsp;&nbsp;05/06/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480202 |
| JPMorgan Chase Bank, NA,<br> Sr. Unsec'd. Notes | 4.762(s) | &nbsp;&nbsp;03/17/48 | &nbsp;&nbsp;ITL(jj) | 29800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3849232 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| KB Home,<br> Gtd. Notes(a) | 6.875% | &nbsp;&nbsp;06/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp; $1686920 |
| Kimco Realty OP LLC,<br> Gtd. Notes | 2.250 | &nbsp;&nbsp;12/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3347539 |
| Kraft Heinz Foods Co.,<br> Gtd. Notes | 4.875 | &nbsp;&nbsp;10/01/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14034 |
| Lamb Weston Holdings, Inc.,<br> Gtd. Notes, 144A(a) | 4.375 | &nbsp;&nbsp;01/31/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1543680 |
| Legacy LifePoint Health LLC,<br> Sr. Sec'd. Notes, 144A | 4.375 | &nbsp;&nbsp;02/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65569 |
| Level 3 Financing, Inc.,<br> Sr. Sec'd. Notes, 144A | 3.400 | &nbsp;&nbsp;03/01/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500870 |
| Liberty Mutual Group, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 2.750 | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044467 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.951 | &nbsp;&nbsp;10/15/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69983 |
| LifePoint Health, Inc.,<br> Gtd. Notes, 144A | 5.375 | &nbsp;&nbsp;01/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2009941 |
| Marathon Petroleum Corp.,<br> Sr. Unsec'd. Notes | 6.500 | &nbsp;&nbsp;03/01/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9910229 |
| Marriott International, Inc.,<br> Sr. Unsec'd. Notes, Series HH | 2.850 | &nbsp;&nbsp;04/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7782588 |
| Medline Borrower LP, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 3.875 | &nbsp;&nbsp;04/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4663233 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.250 | &nbsp;&nbsp;10/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461572 |
| Medtronic Global Holdings SCA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 1.500 | &nbsp;&nbsp;07/02/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383886 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 1.625 | &nbsp;&nbsp;03/07/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2370738 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 1.750 | &nbsp;&nbsp;07/02/49 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455206 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 2.250 | &nbsp;&nbsp;03/07/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1669123 |
| MetLife, Inc.,<br> Sr. Unsec'd. Notes | 0.769 | &nbsp;&nbsp;05/23/29 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4406668 |
| Morgan Guaranty Trust Co.,<br> Sr. Unsec'd. Notes | 1.146(s) | &nbsp;&nbsp;01/21/27 | &nbsp;&nbsp;ITL(jj) | 2275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069279 |
| Morgan Stanley, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.406(ff) | &nbsp;&nbsp;10/29/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9532005 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 0.000 | &nbsp;&nbsp;04/02/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;17400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10396500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 0.500(cc) | &nbsp;&nbsp;06/26/43 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147722 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 0.500(cc) | &nbsp;&nbsp;09/25/43 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;33900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295830 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 5.632(s) | &nbsp;&nbsp;10/05/26 | &nbsp;&nbsp;IDR | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101984 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 7.118(s) | &nbsp;&nbsp;06/28/27 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911145 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 7.500 | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;33300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565487 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 7.926(s) | &nbsp;&nbsp;04/05/32 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;71000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466930 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| Morgan Stanley, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 7.950 %(s) | &nbsp;&nbsp;11/07/31 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;56000 | &nbsp;&nbsp; $1219822 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 1.875 | &nbsp;&nbsp;03/06/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014010 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.511(ff) | &nbsp;&nbsp;10/20/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3569425 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.943(ff) | &nbsp;&nbsp;01/21/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2514977 |
| MPLX LP, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.000 | &nbsp;&nbsp;03/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494632 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.125 | &nbsp;&nbsp;03/01/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940439 |
| MPT Operating Partnership LP/MPT Finance Corp.,<br> Gtd. Notes | 3.325 | &nbsp;&nbsp;03/24/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610131 |
| Nationstar Mortgage Holdings, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.500 | &nbsp;&nbsp;08/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175314 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.000 | &nbsp;&nbsp;01/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683235 |
| Newell Brands, Inc.,<br> Sr. Unsec'd. Notes | 4.450 | &nbsp;&nbsp;04/01/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234880 |
| NRG Energy, Inc.,<br> Sr. Sec'd. Notes, 144A | 3.750 | &nbsp;&nbsp;06/15/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5443480 |
| Occidental Petroleum Corp.,<br> Sr. Unsec'd. Notes | 6.450 | &nbsp;&nbsp;09/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36826 |
| OneMain Finance Corp.,<br> Gtd. Notes(a) | 4.000 | &nbsp;&nbsp;09/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1434692 |
| ONEOK Partners LP,<br> Gtd. Notes | 4.900 | &nbsp;&nbsp;03/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992210 |
| ONEOK, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.100 | &nbsp;&nbsp;03/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6491607 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.450 | &nbsp;&nbsp;09/01/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625415 |
| Organon & Co./Organon Foreign Debt Co-Issuer BV, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.125 | &nbsp;&nbsp;04/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725964 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.125 | &nbsp;&nbsp;04/30/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553024 |
| Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC,<br> Sr. Sec'd. Notes, 144A(a) | 4.000 | &nbsp;&nbsp;10/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093277 |
| Paramount Global,<br> Sr. Unsec'd. Notes | 4.375 | &nbsp;&nbsp;03/15/43 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803603 |
| Pilgrim's Pride Corp.,<br> Gtd. Notes, 144A(a) | 4.250 | &nbsp;&nbsp;04/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3946962 |
| Post Holdings, Inc.,<br> Sr. Unsec'd. Notes, 144A(a) | 4.500 | &nbsp;&nbsp;09/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2005267 |
| Prologis Yen Finance LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 0.885 | &nbsp;&nbsp;06/27/36 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1297829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 0.972 | &nbsp;&nbsp;09/25/28 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5231319 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 1.003 | &nbsp;&nbsp;06/24/32 | &nbsp;&nbsp;JPY | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10562081 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| Prologis Yen Finance LLC, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 1.222% | &nbsp;&nbsp;06/22/35 | &nbsp;&nbsp;JPY | 200000 | &nbsp;&nbsp; $1349680 |
| Realty Income Corp.,<br> Sr. Unsec'd. Notes(h) | 2.200 | &nbsp;&nbsp;06/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425632 |
| Sally Holdings LLC/Sally Capital, Inc.,<br> Gtd. Notes | 5.625 | &nbsp;&nbsp;12/01/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4479712 |
| Service Properties Trust,<br> Sr. Unsec'd. Notes | 4.350 | &nbsp;&nbsp;10/01/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3393734 |
| Southaven Combined Cycle Generation LLC,<br> Sec'd. Notes | 3.846 | &nbsp;&nbsp;08/15/33 |  | &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;7020 |
| Sprint Capital Corp.,<br> Gtd. Notes(a) | 8.750 | &nbsp;&nbsp;03/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;1985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450841 |
| Sprint LLC,<br> Gtd. Notes | 7.625 | &nbsp;&nbsp;02/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311376 |
| Standard Industries, Inc.,<br> Sr. Unsec'd. Notes, 144A | 4.375 | &nbsp;&nbsp;07/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3901101 |
| Stellantis Finance US, Inc.,<br> Gtd. Notes, 144A | 2.691 | &nbsp;&nbsp;09/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;3645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2936530 |
| Tallgrass Energy Partners LP/Tallgrass Energy<br> Finance Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.500 | &nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2419194 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 6.000 | &nbsp;&nbsp;12/31/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1548434 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.500 | &nbsp;&nbsp;10/01/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091332 |
| Taylor Morrison Communities, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.750 | &nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;2723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2642408 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.125 | &nbsp;&nbsp;08/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342786 |
| Tenet Healthcare Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 6.125 | &nbsp;&nbsp;10/01/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931308 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 4.250 | &nbsp;&nbsp;06/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444861 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes(a) | 5.125 | &nbsp;&nbsp;11/01/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2122585 |
| 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;15020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14603732 |
| Thermo Fisher Scientific, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.875 | &nbsp;&nbsp;07/24/37 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438885 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.650 | &nbsp;&nbsp;11/21/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270163 |
| Time Warner Cable Enterprises LLC,<br> Sr. Sec'd. Notes | 8.375 | &nbsp;&nbsp;07/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2424308 |
| T-Mobile USA, Inc.,<br> Gtd. Notes | 4.375 | &nbsp;&nbsp;04/15/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2265847 |
| Tote Shipholdings LLC,<br> U.S. Gov't. Gtd. Notes | 3.400 | &nbsp;&nbsp;10/16/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87005 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| Toyota Motor Credit Corp.,<br> Sr. Unsec'd. Notes, EMTN(h) | 3.500 %(cc) | &nbsp;&nbsp;10/24/25 |  | &nbsp;&nbsp;2656 | &nbsp;&nbsp; $2576915 |
| U.S. Bancorp,<br> Jr. Sub. Notes | 3.700(ff) | &nbsp;&nbsp;01/15/27(oo) |  | 18150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15857425 |
| UGI International LLC,<br> Gtd. Notes, 144A | 2.500 | &nbsp;&nbsp;12/01/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7252737 |
| United Airlines, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.375 | &nbsp;&nbsp;04/15/26 |  | &nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3562192 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.625 | &nbsp;&nbsp;04/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866807 |
| United Rentals North America, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.750 | &nbsp;&nbsp;01/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216169 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.875 | &nbsp;&nbsp;02/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346162 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 4.875 | &nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;3115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3017678 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 5.250 | &nbsp;&nbsp;01/15/30 |  | &nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2264696 |
| Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC,<br> Sr. Sec'd. Notes, 144A | 7.875 | &nbsp;&nbsp;02/15/25 |  | &nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8485735 |
| Univision Communications, Inc.,<br> Sr. Sec'd. Notes, 144A | 6.625 | &nbsp;&nbsp;06/01/27 |  | &nbsp;&nbsp;3335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3267468 |
| Vector Group Ltd.,<br> Sr. Sec'd. Notes, 144A | 5.750 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4145882 |
| Ventas Realty LP,<br> Gtd. Notes(a) | 2.500 | &nbsp;&nbsp;09/01/31 |  | &nbsp;&nbsp;7995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6533972 |
| Verizon Communications, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.500 | &nbsp;&nbsp;04/08/31 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470346 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.650 | &nbsp;&nbsp;05/06/30 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935604 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 3.000 | &nbsp;&nbsp;03/23/31 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584311 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | 4.050 | &nbsp;&nbsp;03/22/51 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2020217 |
| Viatris, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.850 | &nbsp;&nbsp;06/22/40 |  | &nbsp;&nbsp;4410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3217778 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.000 | &nbsp;&nbsp;06/22/50 |  | &nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3067987 |
| VICI Properties LP/VICI Note Co., Inc.,<br> Gtd. Notes, 144A | 4.250 | &nbsp;&nbsp;12/01/26 |  | &nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3786361 |
| Vistra Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | 7.000(ff) | &nbsp;&nbsp;12/15/26(oo) |  | &nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2494611 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | 8.000(ff) | &nbsp;&nbsp;10/15/26(oo) |  | &nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9452034 |
| Vistra Operations Co. LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 5.000 | &nbsp;&nbsp;07/31/27 |  | &nbsp;&nbsp;3520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3310918 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 3.550 | &nbsp;&nbsp;07/15/24 |  | 14300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13814684 |
| Warner Media LLC,<br> Gtd. Notes | 4.050 | &nbsp;&nbsp;12/15/23 |  | 11250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11088972 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| Warnermedia Holdings, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;03/15/42 |  | &nbsp;&nbsp;4355 | &nbsp;&nbsp; $3718257 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.141 | &nbsp;&nbsp;03/15/52 |  | &nbsp;&nbsp;8795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7305869 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.391 | &nbsp;&nbsp;03/15/62 |  | &nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057086 |
| Wells Fargo & Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;04/27/27 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;4198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2826112 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;07/27/26 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;1458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983783 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;2.572(ff) | &nbsp;&nbsp;02/11/31 |  | &nbsp;&nbsp;7890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6813232 |
| Welltower OP LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;2.050 | &nbsp;&nbsp;01/15/29 |  | &nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2606933 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;2.800 | &nbsp;&nbsp;06/01/31 |  | 10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8580449 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | &nbsp;&nbsp;3.100 | &nbsp;&nbsp;01/15/30 |  | &nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4903859 |
| WPC Eurobond BV,<br> Gtd. Notes | &nbsp;&nbsp;0.950 | &nbsp;&nbsp;06/01/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8263810 |
| Xerox Corp.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;03/15/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39853 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796618583 |
| **Total Corporate Bonds<br> (cost $1,738,646,049)** | **Total Corporate Bonds<br> (cost $1,738,646,049)** | **Total Corporate Bonds<br> (cost $1,738,646,049)** | **Total Corporate Bonds<br> (cost $1,738,646,049)** | **Total Corporate Bonds<br> (cost $1,738,646,049)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1484466458 |
| **Floating Rate and other Loans 1.4%** | **Floating Rate and other Loans 1.4%** | **Floating Rate and other Loans 1.4%** | **Floating Rate and other Loans 1.4%** | **Floating Rate and other Loans 1.4%** | **Floating Rate and other Loans 1.4%** |
| **United Kingdom 1.3%** | **United Kingdom 1.3%** | **United Kingdom 1.3%** | **United Kingdom 1.3%** | **United Kingdom 1.3%** | **United Kingdom 1.3%** |
| CD&R Firefly Bidco Ltd.,<br> Initial Term Loan, SONIA + 8.356% | 10.542(c) | &nbsp;&nbsp;06/19/26 | &nbsp;&nbsp;GBP | 16075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18183073 |
| Constellation Automotive Group Ltd.,<br> Facility B2 Loan, SONIA + 4.750% | &nbsp;&nbsp;5.941(c) | &nbsp;&nbsp;07/28/28 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3612066 |
| EG Group Ltd.,<br> Additional Second Lien Loan Facility, 6 Month EURIBOR + 7.000% | &nbsp;&nbsp;9.752(c) | &nbsp;&nbsp;04/30/27 | &nbsp;&nbsp;EUR | 23880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22456388 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44251527 |
| **United States 0.1%** | **United States 0.1%** | **United States 0.1%** | **United States 0.1%** | **United States 0.1%** | **United States 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 |  | &nbsp;&nbsp;1199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1270940 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| Diamond Sports Group LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;First Lien Term Loan, 6 Month SOFR + 8.250% | 12.358 %(c) | &nbsp;&nbsp;05/25/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp; $222568 |
| &nbsp;&nbsp;&nbsp;&nbsp;Second Lien Term loan, 1 Month SOFR + 3.400% | &nbsp;&nbsp;8.025(c) | &nbsp;&nbsp;08/24/26 |  | &nbsp;&nbsp;7155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590262 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083770 |
| **Total Floating Rate and other Loans<br> (cost $60,003,552)** | **Total Floating Rate and other Loans<br> (cost $60,003,552)** | **Total Floating Rate and other Loans<br> (cost $60,003,552)** | **Total Floating Rate and other Loans<br> (cost $60,003,552)** | **Total Floating Rate and other Loans<br> (cost $60,003,552)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46335297 |
| **Municipal Bond 0.1%** | **Municipal Bond 0.1%** | **Municipal Bond 0.1%** | **Municipal Bond 0.1%** | **Municipal Bond 0.1%** | **Municipal Bond 0.1%** |
| **Puerto Rico** | **Puerto Rico** | **Puerto Rico** | **Puerto Rico** | **Puerto Rico** | **Puerto Rico** |
| Commonwealth of Puerto Rico,<br> General Obligation, Sub-Series C<br> (cost $5,946,203) | &nbsp;&nbsp;0.000(cc) | &nbsp;&nbsp;11/01/43 |  | 10573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4669751 |
| **Residential Mortgage-Backed Securities 4.4%** | **Residential Mortgage-Backed Securities 4.4%** | **Residential Mortgage-Backed Securities 4.4%** | **Residential Mortgage-Backed Securities 4.4%** | **Residential Mortgage-Backed Securities 4.4%** | **Residential Mortgage-Backed Securities 4.4%** |
| **Spain 0.1%** | **Spain 0.1%** | **Spain 0.1%** | **Spain 0.1%** | **Spain 0.1%** | **Spain 0.1%** |
| Retiro Mortgage Securities DAC,<br> Series 01A, Class A1, 144A, 3 Month EURIBOR + 2.000% (Cap 5.000%, Floor 0.000%) | &nbsp;&nbsp;4.468(c) | &nbsp;&nbsp;07/30/75 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3553212 |
| **United States 4.3%** | **United States 4.3%** | **United States 4.3%** | **United States 4.3%** | **United States 4.3%** | **United States 4.3%** |
| APS Resecuritization Trust,<br> Series 2016-01, Class 1A, 144A, 1 Month LIBOR + 0.150% (Cap N/A, Floor 0.150%) | &nbsp;&nbsp;4.519(c) | &nbsp;&nbsp;07/27/57 |  | &nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236068 |
| Bellemeade Re Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-03A, Class M1B, 144A, 1 Month LIBOR + 1.850% (Cap N/A, Floor 1.850%) | &nbsp;&nbsp;6.356(c) | &nbsp;&nbsp;10/25/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53674 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-03A, Class M1B, 144A, 1 Month LIBOR + 1.600% (Cap N/A, Floor 1.600%) | &nbsp;&nbsp;6.106(c) | &nbsp;&nbsp;07/25/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201385 |
| &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;2449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2445731 |
| &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;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722918 |
| &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;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150965 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| BVRT Financing Trust,<br> Series 2021-04, Class F, 144A, 1 Month SOFR + 2.000%^ | 6.245 %(c) | &nbsp;&nbsp;09/12/26 | 5251 | &nbsp;&nbsp; $5225089 |
| Connecticut Avenue Securities Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-R07, Class 1M2, 144A, 1 Month LIBOR + 2.100% (Cap N/A, Floor 0.000%) | 6.606(c) | &nbsp;&nbsp;10/25/39 | &nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74153 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-R01, Class 1M2, 144A, 1 Month LIBOR + 2.050% (Cap N/A, Floor 0.000%) | 6.556(c) | &nbsp;&nbsp;01/25/40 | &nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456061 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.100% (Cap N/A, Floor 0.000%) | 7.410(c) | &nbsp;&nbsp;10/25/41 | 1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R01, Class 1M2, 144A, 30 Day Average SOFR + 1.550% (Cap N/A, Floor 0.000%) | 5.860(c) | &nbsp;&nbsp;10/25/41 | &nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236337 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R03, Class 1B1, 144A, 30 Day Average SOFR + 2.750% (Cap N/A, Floor 2.750%) | 7.060(c) | &nbsp;&nbsp;12/25/41 | &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467597 |
| Credit Suisse Mortgage Trust,<br> Series 2020-RPL06, Class A1, 144A | 2.688(cc) | &nbsp;&nbsp;03/25/59 | 2093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2018659 |
| Eagle Re Ltd., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-01, Class M1B, 144A, 1 Month LIBOR + 1.800% (Cap N/A, Floor 0.000%) | 6.306(c) | &nbsp;&nbsp;04/25/29 | &nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618945 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01, Class M1B, 144A, 30 Day Average SOFR + 2.150% (Cap N/A, Floor 2.150%) | 6.460(c) | &nbsp;&nbsp;10/25/33 | 1122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1122041 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01, Class M1C, 144A, 30 Day Average SOFR + 2.700% (Cap N/A, Floor 2.700%) | 7.010(c) | &nbsp;&nbsp;10/25/33 | 4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4195435 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02, Class M1C, 144A, 30 Day Average SOFR + 3.450% (Cap N/A, Floor 3.450%) | 7.760(c) | &nbsp;&nbsp;04/25/34 | 3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3531627 |
| Fannie Mae Connecticut Avenue Securities, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R02, Class 2B1, 144A, 30 Day Average SOFR + 3.300% (Cap N/A, Floor 0.000%) | 7.610(c) | &nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245214 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R02, Class 2M2, 144A, 30 Day Average SOFR + 2.000% (Cap N/A, Floor 0.000%) | 6.310(c) | &nbsp;&nbsp;11/25/41 | 1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362668 |
| Fannie Mae REMIC,<br> Series 2012-107, Class GI, IO | 3.500 | &nbsp;&nbsp;09/25/27 | 1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82784 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| FHLMC Structured Agency Credit Risk Debt Notes, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-HQA05, Class B1, 144A, 30 Day Average SOFR + 4.000% (Cap N/A, Floor 0.000%) | 8.310 %(c) | &nbsp;&nbsp;11/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp; $581617 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-HQA05, Class M2, 144A, 30 Day Average SOFR + 2.600% (Cap N/A, Floor 0.000%) | 6.910(c) | &nbsp;&nbsp;11/25/50 | &nbsp;&nbsp;1686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702738 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA02, Class B1, 144A, 30 Day Average SOFR + 3.400% (Cap N/A, Floor 0.000%) | 7.710(c) | &nbsp;&nbsp;08/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666799 |
| FHLMC Structured Agency Credit Risk REMIC Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-DNA02, Class M2, 144A, 1 Month LIBOR + 1.850% (Cap N/A, Floor 0.000%) | 6.356(c) | &nbsp;&nbsp;02/25/50 | &nbsp;&nbsp;1708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1704735 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-DNA03, Class B1, 144A, 1 Month LIBOR + 5.100% (Cap N/A, Floor 0.000%) | 9.606(c) | &nbsp;&nbsp;06/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617666 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-HQA02, Class M2, 144A, 1 Month LIBOR + 3.100% (Cap N/A, Floor 0.000%) | 7.606(c) | &nbsp;&nbsp;03/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133846 |
| &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 | &nbsp;&nbsp;1308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1376630 |
| &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 | &nbsp;&nbsp;2995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2778247 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA01, Class M2, 144A, 30 Day Average SOFR + 1.800% (Cap N/A, Floor 0.000%) | 6.110(c) | &nbsp;&nbsp;01/25/51 | 10337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10175415 |
| &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 | &nbsp;&nbsp;4630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4410200 |
| &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 | &nbsp;&nbsp;1411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396352 |
| &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 | &nbsp;&nbsp;1830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1747650 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA07, Class M2, 144A, 30 Day Average SOFR + 1.800% (Cap N/A, Floor 0.000%) | 6.110(c) | &nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192626 |
| &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 | 13200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11419848 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| FHLMC Structured Agency Credit Risk REMIC Trust, (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA01, Class M2, 144A, 30 Day Average SOFR + 2.250% (Cap N/A, Floor 0.000%) | 6.560 %(c) | &nbsp;&nbsp;08/25/33 | 17900 | &nbsp;&nbsp; $17404496 |
| &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 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1735000 |
| &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 | &nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231614 |
| &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 | &nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2913019 |
| &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 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1879623 |
| Freddie Mac REMIC,<br> Series 4166, Class IO, IO | 3.500 | &nbsp;&nbsp;02/15/43 | &nbsp;&nbsp;4528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784158 |
| GCAT Asset-Backed Notes,<br> Series 2021-01, Class A1, 144A | 2.487 | &nbsp;&nbsp;11/25/49 | 12803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11890690 |
| 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;&nbsp;&nbsp;378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378018 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01, Class M1B, 144A, 1 Month LIBOR + 1.550% (Cap N/A, Floor 0.000%) | 6.056(c) | &nbsp;&nbsp;07/25/33 | &nbsp;&nbsp;5390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5380104 |
| &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 | &nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2818405 |
| &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 | &nbsp;&nbsp;4790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4681522 |
| Legacy Mortgage Asset Trust,<br> Series 2020-GS01, Class A1, 144A | 5.882(cc) | &nbsp;&nbsp;10/25/59 | &nbsp;&nbsp;5149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5140080 |
| Loan Revolving Advance Investment Trust,<br> 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 | &nbsp;&nbsp;1659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640285 |
| 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 | &nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593365 |
| 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;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185823 |

---

------

#### PGIM Global Total Return 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)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| 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;&nbsp;787 | &nbsp;&nbsp; $786701 |
| &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 | 1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1847758 |
| Oaktown Re VII Ltd., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02, Class M1A, 144A, 30 Day Average SOFR + 1.600% (Cap N/A, Floor 1.600%) | 5.910(c) | &nbsp;&nbsp;04/25/34 | 2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2162726 |
| &nbsp;&nbsp;&nbsp;&nbsp;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 | &nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654660 |
| 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 | 1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001593 |
| &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 | 2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2220326 |
| Radnor Re Ltd., |  |  |  |  |
| &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;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54919 |
| &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 | 1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1787561 |
| &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;&nbsp;706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705863 |
| &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 | 5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5008780 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140530165 |
| **Total Residential Mortgage-Backed Securities<br> (cost $149,581,687)** | **Total Residential Mortgage-Backed Securities<br> (cost $149,581,687)** | **Total Residential Mortgage-Backed Securities<br> (cost $149,581,687)** | **Total Residential Mortgage-Backed Securities<br> (cost $149,581,687)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144083377 |

---

------

#### PGIM Global Total Return 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 25.2%** | **Sovereign Bonds 25.2%** | **Sovereign Bonds 25.2%** | **Sovereign Bonds 25.2%** | **Sovereign Bonds 25.2%** | **Sovereign Bonds 25.2%** |
| **Albania 0.1%** | **Albania 0.1%** | **Albania 0.1%** | **Albania 0.1%** | **Albania 0.1%** | **Albania 0.1%** |
| Albania Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.500% | &nbsp;&nbsp;10/09/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; $1012273 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.500 | &nbsp;&nbsp;10/09/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012272 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024545 |
| **Andorra 0.0%** | **Andorra 0.0%** | **Andorra 0.0%** | **Andorra 0.0%** | **Andorra 0.0%** | **Andorra 0.0%** |
| Andorra International Bond,<br> Sr. Unsec'd. Notes, EMTN | 1.250 | &nbsp;&nbsp;05/06/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353815 |
| **Argentina 0.1%** | **Argentina 0.1%** | **Argentina 0.1%** | **Argentina 0.1%** | **Argentina 0.1%** | **Argentina 0.1%** |
| Argentine Republic Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.330 | &nbsp;&nbsp;12/31/33(d) | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;519215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931397 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.670 | &nbsp;&nbsp;12/31/38(d) | &nbsp;&nbsp;JPY | 1637456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694494 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.670 | &nbsp;&nbsp;12/31/38(d) | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;59017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61209 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2687100 |
| **Austria 0.1%** | **Austria 0.1%** | **Austria 0.1%** | **Austria 0.1%** | **Austria 0.1%** | **Austria 0.1%** |
| Republic of Austria Government Bond,<br> Sr. Unsec'd. Notes, 144A | 0.750 | &nbsp;&nbsp;03/20/51 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65332 |
| Republic of Austria Government International Bond,<br> Sr. Unsec'd. Notes, 144A, MTN | 5.375 | &nbsp;&nbsp;12/01/34 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1831492 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1896824 |
| **Belgium 0.0%** | **Belgium 0.0%** | **Belgium 0.0%** | **Belgium 0.0%** | **Belgium 0.0%** | **Belgium 0.0%** |
| Kingdom of Belgium Government Bond,<br> Sr. Unsec'd. Notes, Series 93, 144A | 0.650 | &nbsp;&nbsp;06/22/71 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47688 |
| **Brazil 1.0%** | **Brazil 1.0%** | **Brazil 1.0%** | **Brazil 1.0%** | **Brazil 1.0%** | **Brazil 1.0%** |
| Brazil Loan Trust 1,<br> Gov't. Gtd. Notes, 144A | 5.477 | &nbsp;&nbsp;07/24/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464266 |
| Brazil Minas SPE via State of Minas Gerais, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | 5.333 | &nbsp;&nbsp;02/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;30419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29740080 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, 144A | 5.333 | &nbsp;&nbsp;02/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413562 |
| Brazilian Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 8.500 | &nbsp;&nbsp;01/05/24 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5672 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series B | 8.875 | &nbsp;&nbsp;04/15/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215839 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30839419 |

---

------

#### PGIM Global Total Return 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)** |
| **Bulgaria 0.2%** | **Bulgaria 0.2%** | **Bulgaria 0.2%** | **Bulgaria 0.2%** | **Bulgaria 0.2%** | **Bulgaria 0.2%** |
| Bulgaria Government International Bond,<br> Sr. Unsec'd. Notes, GMTN | 3.125% | &nbsp;&nbsp;03/26/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;8212 | &nbsp;&nbsp; $7822876 |
| **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** |
| Canadian Government Bond,<br> Bonds(k) | 4.000 | &nbsp;&nbsp;06/01/41 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553859 |
| City of Toronto,<br> Unsec'd. Notes | 3.250 | &nbsp;&nbsp;06/24/46 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631553 |
| Province of Alberta,<br> Sr. Unsec'd. Notes, EMTN | 1.403 | &nbsp;&nbsp;02/20/29 | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167787 |
| Province of Quebec Residual Strips,<br> Bonds | 2.283(s) | &nbsp;&nbsp;04/01/35 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4636476 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5989675 |
| **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** |
| Bonos de la Tesoreria de la Republica en pesos, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 2.500 | &nbsp;&nbsp;03/01/25 | &nbsp;&nbsp;CLP | 900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042116 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 5.000 | &nbsp;&nbsp;03/01/35 | &nbsp;&nbsp;CLP | 505000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609357 |
| Chile Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.830 | &nbsp;&nbsp;07/02/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857490 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.440 | &nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784486 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.750 | &nbsp;&nbsp;01/20/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247022 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4540471 |
| **China 1.8%** | **China 1.8%** | **China 1.8%** | **China 1.8%** | **China 1.8%** | **China 1.8%** |
| China Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series INBK | 2.850 | &nbsp;&nbsp;06/04/27 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894584 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.160 | &nbsp;&nbsp;06/27/23 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741722 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.300 | &nbsp;&nbsp;07/04/23 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296919 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.310 | &nbsp;&nbsp;11/30/25 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600596 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.380 | &nbsp;&nbsp;11/21/24 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74921 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.390 | &nbsp;&nbsp;05/21/25 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375323 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.480 | &nbsp;&nbsp;06/29/27 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302129 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.600 | &nbsp;&nbsp;05/21/30 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2811212 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.900 | &nbsp;&nbsp;07/04/36 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2482291 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.950 | &nbsp;&nbsp;06/29/43 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6175410 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.000 | &nbsp;&nbsp;11/30/35 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;76500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11977852 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.100 | &nbsp;&nbsp;05/21/45 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9739940 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.150 | &nbsp;&nbsp;12/12/31 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;41500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6527170 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.400 | &nbsp;&nbsp;12/12/46 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;48500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7971675 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;05/22/34 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3909683 |

---

------

#### PGIM Global Total Return 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)** |
| **China (cont'd.)** | **China (cont'd.)** | **China (cont'd.)** | **China (cont'd.)** | **China (cont'd.)** | **China (cont'd.)** |
| Export-Import Bank of China (The), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;06/18/27 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; $617115 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;05/14/24 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3017618 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58516160 |
| **Colombia 1.8%** | **Colombia 1.8%** | **Colombia 1.8%** | **Colombia 1.8%** | **Colombia 1.8%** | **Colombia 1.8%** |
| Colombia Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;02/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3218490 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;9.850 | &nbsp;&nbsp;06/28/27 | &nbsp;&nbsp;COP | 15013000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2901445 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 10.375 | &nbsp;&nbsp;01/28/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580328 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 11.850 | &nbsp;&nbsp;03/09/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1188750 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN(a) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;03/22/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49930550 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58819563 |
| **Cyprus 0.8%** | **Cyprus 0.8%** | **Cyprus 0.8%** | **Cyprus 0.8%** | **Cyprus 0.8%** | **Cyprus 0.8%** |
| Cyprus Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;01/21/40 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5464977 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN(a) | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;04/16/50 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630725 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN(a) | &nbsp;&nbsp;2.375 | &nbsp;&nbsp;09/25/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4795938 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;02/26/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9860831 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN(a) | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;05/03/49 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2609772 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24362243 |
| **Denmark 0.1%** | **Denmark 0.1%** | **Denmark 0.1%** | **Denmark 0.1%** | **Denmark 0.1%** | **Denmark 0.1%** |
| Denmark Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;11/15/25 | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501761 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332066 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 10YR(k) | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610226 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 10YR(k) | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550812 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 30YR(k) | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407729 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3402594 |
| **Egypt 0.0%** | **Egypt 0.0%** | **Egypt 0.0%** | **Egypt 0.0%** | **Egypt 0.0%** | **Egypt 0.0%** |
| Egypt Government International Bond,<br> Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631634 |

---

------

#### PGIM Global Total Return 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)** |
| **Finland 0.0%** | **Finland 0.0%** | **Finland 0.0%** | **Finland 0.0%** | **Finland 0.0%** | **Finland 0.0%** |
| Finland Government Bond,<br> Sr. Unsec'd. Notes, 144A | 0.125% | &nbsp;&nbsp;04/15/52 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp; $53299 |
| Kuntarahoitus OYJ,<br> Local Gov't. Gtd. Notes, EMTN | 3.050 | &nbsp;&nbsp;09/24/32 | &nbsp;&nbsp;SEK | 13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241263 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1294562 |
| **France 0.7%** | **France 0.7%** | **France 0.7%** | **France 0.7%** | **France 0.7%** | **France 0.7%** |
| Caisse Francaise de Financement Local,<br> Covered Bonds, EMTN | 4.680 | &nbsp;&nbsp;03/09/29 | &nbsp;&nbsp;CAD | 28712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22216301 |
| French Republic Government Bond OAT,<br> Bonds, 144A(k) | 0.500 | &nbsp;&nbsp;05/25/72 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43778 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22260079 |
| **Germany 0.0%** | **Germany 0.0%** | **Germany 0.0%** | **Germany 0.0%** | **Germany 0.0%** | **Germany 0.0%** |
| State of North Rhine-Westphalia,<br> Sr. Unsec'd. Notes, EMTN | 7.500 | &nbsp;&nbsp;06/08/27 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25491 |
| **Greece 2.2%** | **Greece 2.2%** | **Greece 2.2%** | **Greece 2.2%** | **Greece 2.2%** | **Greece 2.2%** |
| Hellenic Republic Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2056 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34447 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60264 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/36 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1909 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.875 | &nbsp;&nbsp;02/04/35 | &nbsp;&nbsp;EUR | 60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50145250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.875 | &nbsp;&nbsp;01/24/52 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;7585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875878 |
| Hellenic Republic Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.200 | &nbsp;&nbsp;07/17/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;9719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10878335 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.140 | &nbsp;&nbsp;04/14/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6242072 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72243371 |
| **Hungary 0.1%** | **Hungary 0.1%** | **Hungary 0.1%** | **Hungary 0.1%** | **Hungary 0.1%** | **Hungary 0.1%** |
| Hungary Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.625 | &nbsp;&nbsp;04/28/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;4176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3437017 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 2.125 | &nbsp;&nbsp;09/22/31 |  | &nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072500 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4509517 |

---

------

#### PGIM Global Total Return 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)** |
| **Indonesia 1.7%** | **Indonesia 1.7%** | **Indonesia 1.7%** | **Indonesia 1.7%** | **Indonesia 1.7%** | **Indonesia 1.7%** |
| Indonesia Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.900% | &nbsp;&nbsp;02/14/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;10300 | &nbsp;&nbsp; $9961005 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.000 | &nbsp;&nbsp;07/28/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7576280 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.400 | &nbsp;&nbsp;10/30/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;9560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8199549 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.450 | &nbsp;&nbsp;09/18/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3398988 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.750 | &nbsp;&nbsp;04/24/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2711406 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.375 | &nbsp;&nbsp;07/30/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625219 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 2.625 | &nbsp;&nbsp;06/14/23 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6172743 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.750 | &nbsp;&nbsp;06/14/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;13980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14920987 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05 | 0.920 | &nbsp;&nbsp;05/31/23 | &nbsp;&nbsp;JPY | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768400 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 09 | 0.830 | &nbsp;&nbsp;05/22/24 | &nbsp;&nbsp;JPY | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535359 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56869936 |
| **Ireland 0.0%** | **Ireland 0.0%** | **Ireland 0.0%** | **Ireland 0.0%** | **Ireland 0.0%** | **Ireland 0.0%** |
| Ireland Government Bond,<br> Sr. Unsec'd. Notes | 0.550 | &nbsp;&nbsp;04/22/41 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70884 |
| **Israel 0.2%** | **Israel 0.2%** | **Israel 0.2%** | **Israel 0.2%** | **Israel 0.2%** | **Israel 0.2%** |
| Israel Government International Bond,<br> Sr. Unsec'd. Notes, EMTN | 6.875 | &nbsp;&nbsp;10/21/34 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;3435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5066721 |
| **Italy 4.6%** | **Italy 4.6%** | **Italy 4.6%** | **Italy 4.6%** | **Italy 4.6%** | **Italy 4.6%** |
| Cassa Del Trentino SPA,<br> Local Gov't. Gtd. Notes, EMTN | 1.160 | &nbsp;&nbsp;06/17/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129210 |
| Region of Lazio,<br> Sr. Unsec'd. Notes | 3.088 | &nbsp;&nbsp;03/31/43 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;6480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6063441 |
| Region of Umbria,<br> Sr. Unsec'd. Notes, 6 Month EURIBOR + 0.200% | 1.963(c) | &nbsp;&nbsp;03/26/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931752 |
| Repubic of Italy Government International Bond<br> Coupon Strips, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.737(s) | &nbsp;&nbsp;02/20/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4208847 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.486(s) | &nbsp;&nbsp;03/27/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768126 |
| Republic of Italy Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.875 | &nbsp;&nbsp;10/17/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2844021 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.444 | &nbsp;&nbsp;12/31/24 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101167 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN, EURIBOR ICE SWAP 11:00 Fft 30Y Index + 0.000% (Cap N/A, Floor 4.250%) | 4.250(c) | &nbsp;&nbsp;06/28/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;7892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8608839 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 4.425 | &nbsp;&nbsp;03/28/36 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475198 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 5.250 | &nbsp;&nbsp;12/07/34 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;17018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20606557 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 5.345 | &nbsp;&nbsp;01/27/48 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2423659 |

---

------

#### PGIM Global Total Return 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)** |
| **Italy (cont'd.)** | **Italy (cont'd.)** | **Italy (cont'd.)** | **Italy (cont'd.)** | **Italy (cont'd.)** | **Italy (cont'd.)** |
| Republic of Italy Government International Bond, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 6.000% | &nbsp;&nbsp;08/04/28 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;69287 | &nbsp;&nbsp; $87050301 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 5.375 | &nbsp;&nbsp;06/15/33 |  | &nbsp;&nbsp;11108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11091511 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 67, EMTN, EURIBOR ICE SWAP 11:00 Fft 10Y Index + 0.000% (Cap 8.800%, Floor 0.000%) | 1.972(c) | &nbsp;&nbsp;05/11/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3168150 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150470779 |
| **Japan 0.1%** | **Japan 0.1%** | **Japan 0.1%** | **Japan 0.1%** | **Japan 0.1%** | **Japan 0.1%** |
| Japan Government Twenty Year Bond,<br> Bonds, Series 159(k) | 0.600 | &nbsp;&nbsp;12/20/36 | &nbsp;&nbsp;JPY | 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2538211 |
| **Kazakhstan 0.5%** | **Kazakhstan 0.5%** | **Kazakhstan 0.5%** | **Kazakhstan 0.5%** | **Kazakhstan 0.5%** | **Kazakhstan 0.5%** |
| Kazakhstan Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 0.600 | &nbsp;&nbsp;09/30/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1902512 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN(a) | 1.500 | &nbsp;&nbsp;09/30/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7481100 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 2.375 | &nbsp;&nbsp;11/09/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;7615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7444574 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16828186 |
| **Lithuania 0.0%** | **Lithuania 0.0%** | **Lithuania 0.0%** | **Lithuania 0.0%** | **Lithuania 0.0%** | **Lithuania 0.0%** |
| Lithuania Government Bond,<br> Bonds, Series 07YR | 0.600 | &nbsp;&nbsp;06/29/23 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215132 |
| **Luxembourg 0.0%** | **Luxembourg 0.0%** | **Luxembourg 0.0%** | **Luxembourg 0.0%** | **Luxembourg 0.0%** | **Luxembourg 0.0%** |
| State of the Grand-Duchy of Luxembourg,<br> Sr. Unsec'd. Notes | 0.000 | &nbsp;&nbsp;09/14/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83500 |
| **Malaysia 0.2%** | **Malaysia 0.2%** | **Malaysia 0.2%** | **Malaysia 0.2%** | **Malaysia 0.2%** | **Malaysia 0.2%** |
| 1MDB Global Investments Ltd.,<br> Sr. Unsec'd. Notes | 4.400 | &nbsp;&nbsp;03/09/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2942438 |
| Malaysia Government Bond,<br> Bonds, Series 0220 | 2.632 | &nbsp;&nbsp;04/15/31 | &nbsp;&nbsp;MYR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2147125 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5089563 |
| **Mexico 1.3%** | **Mexico 1.3%** | **Mexico 1.3%** | **Mexico 1.3%** | **Mexico 1.3%** | **Mexico 1.3%** |
| Mexico Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 1.125 | &nbsp;&nbsp;01/17/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9003776 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.450 | &nbsp;&nbsp;10/25/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3823641 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.875 | &nbsp;&nbsp;04/08/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4049634 |

---

------

#### PGIM Global Total Return 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)** |
| **Mexico (cont'd.)** | **Mexico (cont'd.)** | **Mexico (cont'd.)** | **Mexico (cont'd.)** | **Mexico (cont'd.)** | **Mexico (cont'd.)** |
| Mexico Government International Bond, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.000% | &nbsp;&nbsp;03/15/2115 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp; $743804 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 5.625 | &nbsp;&nbsp;03/19/2114 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321188 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 6.750 | &nbsp;&nbsp;02/06/24 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;13633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17017537 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 26 | 0.850 | &nbsp;&nbsp;04/18/25 | &nbsp;&nbsp;JPY | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3819736 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 28 | 2.000 | &nbsp;&nbsp;04/20/38 | &nbsp;&nbsp;JPY | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1832388 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series A, MTN | 7.500 | &nbsp;&nbsp;04/08/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995330 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41607034 |
| **Montenegro 0.0%** | **Montenegro 0.0%** | **Montenegro 0.0%** | **Montenegro 0.0%** | **Montenegro 0.0%** | **Montenegro 0.0%** |
| Montenegro Government International Bond,<br> Sr. Unsec'd. Notes, 144A | 3.375 | &nbsp;&nbsp;04/21/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746974 |
| **Netherlands 0.0%** | **Netherlands 0.0%** | **Netherlands 0.0%** | **Netherlands 0.0%** | **Netherlands 0.0%** | **Netherlands 0.0%** |
| Netherlands Government Bond,<br> Bonds, 144A | 0.000 | &nbsp;&nbsp;01/15/52 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55705 |
| **New Zealand 0.0%** | **New Zealand 0.0%** | **New Zealand 0.0%** | **New Zealand 0.0%** | **New Zealand 0.0%** | **New Zealand 0.0%** |
| New Zealand Local Government Funding Agency Bond,<br> Local Gov't. Gtd. Notes | 2.000 | &nbsp;&nbsp;04/15/37 | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920514 |
| **Panama 0.4%** | **Panama 0.4%** | **Panama 0.4%** | **Panama 0.4%** | **Panama 0.4%** | **Panama 0.4%** |
| Panama Government International Bond,<br> Sr. Unsec'd. Notes | 8.125 | &nbsp;&nbsp;04/28/34 |  | &nbsp;&nbsp;10732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12304909 |
| **Peru 0.6%** | **Peru 0.6%** | **Peru 0.6%** | **Peru 0.6%** | **Peru 0.6%** | **Peru 0.6%** |
| Peruvian Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.250 | &nbsp;&nbsp;03/11/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944125 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 2.750 | &nbsp;&nbsp;01/30/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;7718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8038217 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;9408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9699252 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18681594 |
| **Philippines 1.0%** | **Philippines 1.0%** | **Philippines 1.0%** | **Philippines 1.0%** | **Philippines 1.0%** | **Philippines 1.0%** |
| Philippine Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.000 | &nbsp;&nbsp;02/03/23 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2173213 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.250 | &nbsp;&nbsp;04/28/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694717 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.700 | &nbsp;&nbsp;02/03/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4873104 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.200 | &nbsp;&nbsp;04/28/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130092 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.750 | &nbsp;&nbsp;04/28/41 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787207 |

---

------

#### PGIM Global Total Return 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)** |
| **Philippines (cont'd.)** | **Philippines (cont'd.)** | **Philippines (cont'd.)** | **Philippines (cont'd.)** | **Philippines (cont'd.)** | **Philippines (cont'd.)** |
| Philippine Government International Bond, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 0.875% | &nbsp;&nbsp;05/17/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; $3857480 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 11 | 0.990 | &nbsp;&nbsp;08/15/28 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5954043 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 15 | 0.590 | &nbsp;&nbsp;08/15/29 | &nbsp;&nbsp;JPY | 1700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12188892 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31658748 |
| **Poland 0.0%** | **Poland 0.0%** | **Poland 0.0%** | **Poland 0.0%** | **Poland 0.0%** | **Poland 0.0%** |
| Republic of Poland Government International Bond,<br> Sr. Unsec'd. Notes, EMTN | 3.220 | &nbsp;&nbsp;08/04/34 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890478 |
| **Portugal 0.8%** | **Portugal 0.8%** | **Portugal 0.8%** | **Portugal 0.8%** | **Portugal 0.8%** | **Portugal 0.8%** |
| Metropolitano de Lisboa EPE,<br> Gov't. Gtd. Notes | 4.799 | &nbsp;&nbsp;12/07/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750598 |
| Portugal Obrigacoes do Tesouro OT, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 4.100 | &nbsp;&nbsp;02/15/45 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10545181 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, 144A | 1.000 | &nbsp;&nbsp;04/12/52 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2306454 |
| Regiao Autonoma Madeira,<br> Gov't. Gtd. Notes | 0.943 | &nbsp;&nbsp;05/29/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7561640 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27163873 |
| **Romania 0.5%** | **Romania 0.5%** | **Romania 0.5%** | **Romania 0.5%** | **Romania 0.5%** | **Romania 0.5%** |
| Romania Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 05YR | 3.650 | &nbsp;&nbsp;07/28/25 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204097 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 15YR | 3.650 | &nbsp;&nbsp;09/24/31 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339544 |
| Romanian Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 2.500 | &nbsp;&nbsp;02/08/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3620617 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 2.124 | &nbsp;&nbsp;07/16/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1592675 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 2.375 | &nbsp;&nbsp;04/19/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975581 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.375 | &nbsp;&nbsp;02/08/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1641556 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN(a) | 3.500 | &nbsp;&nbsp;04/03/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841182 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.875 | &nbsp;&nbsp;10/29/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843900 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 4.125 | &nbsp;&nbsp;03/11/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2418365 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.875 | &nbsp;&nbsp;05/26/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672681 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, 144A, MTN | 2.124 | &nbsp;&nbsp;07/16/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2866814 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, 144A, MTN | 2.875 | &nbsp;&nbsp;05/26/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057070 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17074082 |
| **San Marino 0.0%** | **San Marino 0.0%** | **San Marino 0.0%** | **San Marino 0.0%** | **San Marino 0.0%** | **San Marino 0.0%** |
| San Marino Government Bond,<br> Sr. Unsec'd. Notes | 3.250 | &nbsp;&nbsp;02/24/24 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287861 |

---

------

#### PGIM Global Total Return 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)** |
| **Saudi Arabia 0.3%** | **Saudi Arabia 0.3%** | **Saudi Arabia 0.3%** | **Saudi Arabia 0.3%** | **Saudi Arabia 0.3%** | **Saudi Arabia 0.3%** |
| Saudi Government International Bond,<br> Sr. Unsec'd. Notes | 2.000% | &nbsp;&nbsp;07/09/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13756 | &nbsp;&nbsp; $11130136 |
| **Serbia 0.8%** | **Serbia 0.8%** | **Serbia 0.8%** | **Serbia 0.8%** | **Serbia 0.8%** | **Serbia 0.8%** |
| Serbia International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.500 | &nbsp;&nbsp;06/26/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4919898 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.125 | &nbsp;&nbsp;05/15/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15113524 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 2.125 | &nbsp;&nbsp;12/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850273 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26883695 |
| **Singapore 0.0%** | **Singapore 0.0%** | **Singapore 0.0%** | **Singapore 0.0%** | **Singapore 0.0%** | **Singapore 0.0%** |
| Housing & Development Board,<br> Sr. Unsec'd. Notes, MTN | 2.320 | &nbsp;&nbsp;01/24/28 | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359953 |
| **Slovenia 0.0%** | **Slovenia 0.0%** | **Slovenia 0.0%** | **Slovenia 0.0%** | **Slovenia 0.0%** | **Slovenia 0.0%** |
| Slovenia Government Bond,<br> Unsec'd. Notes, Series RS86 | 0.000 | &nbsp;&nbsp;02/12/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82826 |
| **South Korea 0.1%** | **South Korea 0.1%** | **South Korea 0.1%** | **South Korea 0.1%** | **South Korea 0.1%** | **South Korea 0.1%** |
| Export-Import Bank of Korea, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 6.700 | &nbsp;&nbsp;12/02/24 | &nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2673 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 8.000 | &nbsp;&nbsp;05/15/24 | &nbsp;&nbsp;IDR | &nbsp;&nbsp;6800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462005 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 4.140 | &nbsp;&nbsp;09/04/23 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744191 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 7.250 | &nbsp;&nbsp;12/07/24 | &nbsp;&nbsp;IDR | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675804 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 8.000 | &nbsp;&nbsp;05/15/24 | &nbsp;&nbsp;IDR | 19600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332530 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3217203 |
| **Spain 1.9%** | **Spain 1.9%** | **Spain 1.9%** | **Spain 1.9%** | **Spain 1.9%** | **Spain 1.9%** |
| Autonomous Community of Catalonia, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.690 | &nbsp;&nbsp;10/28/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656733 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN, EURIBOR ICE SWAP 11:00 Fft 10Y Index + 0.000% (Cap 12.000%, Floor 5.480%) | 5.480(c) | &nbsp;&nbsp;05/11/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196365 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 5.900 | &nbsp;&nbsp;05/28/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3880962 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 6.350 | &nbsp;&nbsp;11/30/41 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2773681 |
| Spain Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(k) | 1.000 | &nbsp;&nbsp;10/31/50 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6310773 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(k) | 1.200 | &nbsp;&nbsp;10/31/40 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859951 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(k) | 1.850 | &nbsp;&nbsp;07/30/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6590209 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(k) | 3.450 | &nbsp;&nbsp;07/30/66 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4260563 |

---

------

#### PGIM Global Total Return 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)** |
| **Spain (cont'd.)** | **Spain (cont'd.)** | **Spain (cont'd.)** | **Spain (cont'd.)** | **Spain (cont'd.)** | **Spain (cont'd.)** |
| Spain Government Bond Coupon Strips, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 0.246 %(s) | &nbsp;&nbsp;01/31/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3900 | &nbsp;&nbsp; $3158613 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 0.320(s) | &nbsp;&nbsp;01/31/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635712 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 0.449(s) | &nbsp;&nbsp;07/30/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390507 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 0.958(s) | &nbsp;&nbsp;01/31/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118822 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 1.027(s) | &nbsp;&nbsp;01/31/36 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113653 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 1.078(s) | &nbsp;&nbsp;01/31/37 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109594 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 1.296(s) | &nbsp;&nbsp;07/30/41 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240225 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 0.579(s) | &nbsp;&nbsp;07/30/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3192505 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.128(s) | &nbsp;&nbsp;07/30/36 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577374 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.212(s) | &nbsp;&nbsp;07/30/37 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552011 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.297(s) | &nbsp;&nbsp;07/30/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529720 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.365(s) | &nbsp;&nbsp;07/30/42 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161468 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.405(s) | &nbsp;&nbsp;07/30/43 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155841 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.455(s) | &nbsp;&nbsp;07/30/44 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150958 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.475(s) | &nbsp;&nbsp;07/30/45 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145978 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.485(s) | &nbsp;&nbsp;07/30/46 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141129 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.504(s) | &nbsp;&nbsp;07/30/47 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136833 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.514(s) | &nbsp;&nbsp;07/30/48 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132742 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.544(s) | &nbsp;&nbsp;07/30/49 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128465 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.564(s) | &nbsp;&nbsp;07/30/50 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117039 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.594(s) | &nbsp;&nbsp;07/30/51 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111123 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.623(s) | &nbsp;&nbsp;07/30/52 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107408 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.663(s) | &nbsp;&nbsp;07/30/53 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102030 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.683(s) | &nbsp;&nbsp;07/30/54 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98570 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.703(s) | &nbsp;&nbsp;07/30/55 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94798 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.732(s) | &nbsp;&nbsp;07/30/56 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96800 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.772(s) | &nbsp;&nbsp;07/30/57 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92644 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.782(s) | &nbsp;&nbsp;07/30/58 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82943 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.812(s) | &nbsp;&nbsp;07/30/59 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76189 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.851(s) | &nbsp;&nbsp;07/30/60 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75709 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.871(s) | &nbsp;&nbsp;07/30/61 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71980 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.891(s) | &nbsp;&nbsp;07/30/62 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67522 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.921(s) | &nbsp;&nbsp;07/30/63 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65399 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.950(s) | &nbsp;&nbsp;07/30/64 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62371 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 1.980(s) | &nbsp;&nbsp;07/30/65 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59702 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series CAC | 2.010(s) | &nbsp;&nbsp;07/30/66 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59344 |
| Spain Government Bond Principal Strips,<br> Bonds | 0.794(s) | &nbsp;&nbsp;07/30/41 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931363 |
| Spain Government International Bond,<br> Sr. Unsec'd. Notes, EMTN | 5.250 | &nbsp;&nbsp;04/06/29 | &nbsp;&nbsp;GBP | 16080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20636625 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62310946 |

---

------

#### PGIM Global Total Return 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)** |
| **Sweden 0.0%** | **Sweden 0.0%** | **Sweden 0.0%** | **Sweden 0.0%** | **Sweden 0.0%** | **Sweden 0.0%** |
| Svensk Exportkredit AB, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 8.904 %(s) | &nbsp;&nbsp;06/25/27 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp; $54709 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.665(s) | &nbsp;&nbsp;05/11/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58498 |
| Sweden Government Bond,<br> Bonds, 144A(k) | 3.500 | &nbsp;&nbsp;03/30/39 | &nbsp;&nbsp;SEK | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158242 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271449 |
| **Tunisia 0.0%** | **Tunisia 0.0%** | **Tunisia 0.0%** | **Tunisia 0.0%** | **Tunisia 0.0%** | **Tunisia 0.0%** |
| Tunisian Republic,<br> Sr. Unsec'd. Notes | 4.200 | &nbsp;&nbsp;03/17/31 | &nbsp;&nbsp;JPY | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335384 |
| **Ukraine 0.5%** | **Ukraine 0.5%** | **Ukraine 0.5%** | **Ukraine 0.5%** | **Ukraine 0.5%** | **Ukraine 0.5%** |
| Ukraine Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.375 | &nbsp;&nbsp;01/27/32(d) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;33896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6817257 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.750 | &nbsp;&nbsp;06/20/28(d) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;31299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6397021 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 7.375 | &nbsp;&nbsp;09/25/34(d) |  | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 7.750 | &nbsp;&nbsp;09/01/26(d) |  | &nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402891 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 7.750 | &nbsp;&nbsp;09/01/27(d) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85325 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 7.750 | &nbsp;&nbsp;09/01/28(d) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.375 | &nbsp;&nbsp;01/27/32(d) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;9705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1951896 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 7.253 | &nbsp;&nbsp;03/15/35(d) |  | &nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304005 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16777895 |
| **United Kingdom 0.3%** | **United Kingdom 0.3%** | **United Kingdom 0.3%** | **United Kingdom 0.3%** | **United Kingdom 0.3%** | **United Kingdom 0.3%** |
| HM Treasury UK Sovereign Sukuk PLC,<br> Unsec'd. Notes(k) | 0.333 | &nbsp;&nbsp;07/22/26 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552850 |
| Jersey International Bond,<br> Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;06/09/54 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891332 |
| United Kingdom Gilt, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 1.250 | &nbsp;&nbsp;10/22/41 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81924 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 1.250 | &nbsp;&nbsp;07/31/51 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70270 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 1.500 | &nbsp;&nbsp;07/22/47 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78806 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 1.625 | &nbsp;&nbsp;10/22/71 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70333 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 1.750 | &nbsp;&nbsp;01/22/49 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82692 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 1.750 | &nbsp;&nbsp;07/22/57 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78073 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 2.500 | &nbsp;&nbsp;07/22/65 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94588 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 3.250 | &nbsp;&nbsp;01/22/44 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113484 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 3.500 | &nbsp;&nbsp;07/22/68 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121243 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 3.750 | &nbsp;&nbsp;07/22/52 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123768 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 4.000 | &nbsp;&nbsp;01/22/60 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132713 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 4.250 | &nbsp;&nbsp;03/07/36 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394343 |

---

------

#### PGIM Global Total Return 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)** |
| **United Kingdom (cont'd.)** | **United Kingdom (cont'd.)** | **United Kingdom (cont'd.)** | **United Kingdom (cont'd.)** | **United Kingdom (cont'd.)** | **United Kingdom (cont'd.)** |
| United Kingdom Gilt, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 4.250% | &nbsp;&nbsp;09/07/39 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp; $235435 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 4.250 | &nbsp;&nbsp;12/07/40 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130787 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 4.250 | &nbsp;&nbsp;12/07/46 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5894477 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 4.250 | &nbsp;&nbsp;12/07/49 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132899 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 4.250 | &nbsp;&nbsp;12/07/55 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136105 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 4.500 | &nbsp;&nbsp;12/07/42 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135657 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds(k) | 4.750 | &nbsp;&nbsp;12/07/38 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138469 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes(k) | 0.875 | &nbsp;&nbsp;01/31/46 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68640 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes(k) | 1.125 | &nbsp;&nbsp;01/31/39 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84768 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9843656 |
| **Uruguay 0.1%** | **Uruguay 0.1%** | **Uruguay 0.1%** | **Uruguay 0.1%** | **Uruguay 0.1%** | **Uruguay 0.1%** |
| Uruguay Government International Bond,<br> Sr. Unsec'd. Notes | 6.875 | &nbsp;&nbsp;09/28/25 |  | &nbsp;&nbsp;2202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2288016 |
| **Total Sovereign Bonds<br> (cost $1,086,512,079)** | **Total Sovereign Bonds<br> (cost $1,086,512,079)** | **Total Sovereign Bonds<br> (cost $1,086,512,079)** | **Total Sovereign Bonds<br> (cost $1,086,512,079)** | **Total Sovereign Bonds<br> (cost $1,086,512,079)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825393470 |
| **U.S. Government Agency Obligations 1.1%** | **U.S. Government Agency Obligations 1.1%** | **U.S. Government Agency Obligations 1.1%** | **U.S. Government Agency Obligations 1.1%** | **U.S. Government Agency Obligations 1.1%** | **U.S. Government Agency Obligations 1.1%** |
| Federal National Mortgage Assoc. | 5.375 | &nbsp;&nbsp;12/07/28 | &nbsp;&nbsp;GBP | 19307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25684471 |
| Tennessee Valley Authority<br> Sr. Unsec'd. Notes | 5.625 | &nbsp;&nbsp;06/07/32 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10872061 |
| **Total U.S. Government Agency Obligations<br> (cost $47,389,168)** | **Total U.S. Government Agency Obligations<br> (cost $47,389,168)** | **Total U.S. Government Agency Obligations<br> (cost $47,389,168)** | **Total U.S. Government Agency Obligations<br> (cost $47,389,168)** | **Total U.S. Government Agency Obligations<br> (cost $47,389,168)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36556532 |
| **U.S. Treasury Obligations 0.3%** | **U.S. Treasury Obligations 0.3%** | **U.S. Treasury Obligations 0.3%** | **U.S. Treasury Obligations 0.3%** | **U.S. Treasury Obligations 0.3%** | **U.S. Treasury Obligations 0.3%** |
| U.S. Treasury Bonds(h) | 1.125 | &nbsp;&nbsp;08/15/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106050 |
| U.S. Treasury Bonds(h) | 2.250 | &nbsp;&nbsp;05/15/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434467 |
| U.S. Treasury Notes(h)(k) | 1.375 | &nbsp;&nbsp;02/15/23 |  | &nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1363134 |
| U.S. Treasury Notes | 1.500 | &nbsp;&nbsp;11/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48959 |
| U.S. Treasury Notes(h) | 1.750 | &nbsp;&nbsp;03/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309385 |
| U.S. Treasury Notes(h) | 1.875 | &nbsp;&nbsp;02/15/32 |  | &nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1417919 |
| U.S. Treasury Notes(h)(k) | 2.875 | &nbsp;&nbsp;05/15/32 |  | &nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1939291 |
| U.S. Treasury Notes(h)(k) | 4.375 | &nbsp;&nbsp;10/31/24 |  | &nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3401461 |
| U.S. Treasury Strips Coupon | 1.872(s) | &nbsp;&nbsp;05/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63056 |
| U.S. Treasury Strips Coupon | 1.888(s) | &nbsp;&nbsp;08/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272496 |
| U.S. Treasury Strips Coupon(k) | 2.089(s) | &nbsp;&nbsp;11/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495656 |

---

------

#### PGIM Global Total Return 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 | 2.251 %(s) | &nbsp;&nbsp;08/15/40 | 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $409844 |
| **Total U.S. Treasury Obligations<br> (cost $10,952,441)** | **Total U.S. Treasury Obligations<br> (cost $10,952,441)** | **Total U.S. Treasury Obligations<br> (cost $10,952,441)** | **Total U.S. Treasury Obligations<br> (cost $10,952,441)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10261718 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Shares** |  |
| **Common Stocks 0.1%** | **Common Stocks 0.1%** | **Common Stocks 0.1%** |
| **Spain 0.0%** | **Spain 0.0%** | **Spain 0.0%** |
| Codere New Topco SA^<br> (original Cost $0; purchased 11/19/21)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **United States 0.1%** | **United States 0.1%** | **United States 0.1%** |
| Chesapeake Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4247112 |
| Ferrellgas Partners LP (Class B Stock)^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512558 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4759670 |
| **Total Common Stocks<br> (cost $839,518)** | **Total Common Stocks<br> (cost $839,518)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4759670 |
| **Preferred Stock 0.0%** | **Preferred Stock 0.0%** | **Preferred Stock 0.0%** |
| **United States** | **United States** | **United States** |
| Citigroup Capital XIII, 11.172%(c), 3 Month LIBOR + 6.370%, Maturing 10/30/40<br> (cost $100,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114880 |
| **Total Long-Term Investments<br> (cost $3,778,071,679)** | **Total Long-Term Investments<br> (cost $3,778,071,679)** | &nbsp;&nbsp;&nbsp;&nbsp;3174050592 |
| **Short-Term Investments 2.7%** | **Short-Term Investments 2.7%** | **Short-Term Investments 2.7%** |
| **Affiliated Mutual Fund 2.6%** | **Affiliated Mutual Fund 2.6%** | **Affiliated Mutual Fund 2.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;PGIM Institutional Money Market Fund<br> (cost $85,421,131; includes $85,069,580 of cash collateral for securities on loan)(b)(we) | &nbsp;&nbsp;85510383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85493281 |
| **Options Purchased\*~ 0.1%** | **Options Purchased\*~ 0.1%** | **Options Purchased\*~ 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;(cost $1,021,778) | &nbsp;&nbsp;&nbsp;&nbsp;(cost $1,021,778) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825485 |
| **Total Short-Term Investments<br> (cost $86,442,909)** | **Total Short-Term Investments<br> (cost $86,442,909)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89318766 |

---

------

#### PGIM Global Total Return Fund

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

---

| | |
|:---|:---|
| **Description** | &nbsp;&nbsp;**Value** |
| **TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 99.4%<br> (cost $3,864,514,588)** | &nbsp;&nbsp; $3263369358 |
| **Options Written\*~ (0.1)%** | **Options Written\*~ (0.1)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $1,225,281) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4763579) |
| **TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 99.3%<br> (cost $3,863,289,307)** | &nbsp;&nbsp;&nbsp;&nbsp;3258605779 |
| Other assets in excess of liabilities(z) 0.7% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21934158 |
| **Net Assets 100.0%** | &nbsp;&nbsp;$3280539937 |

---

------

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

---

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

---

------

#### PGIM Global Total Return Fund

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

---

| |
|:---|
| BBR—New Zealand Bank Bill Rate |
| BBSW—Australian Bank Bill Swap Reference Rate |
| BNP—BNP Paribas S.A. |
| BOA—Bank of America, N.A. |
| BUBOR—Budapest Interbank Offered Rate |
| CAC—French Stock Market Index |
| CDOR—Canadian Dollar Offered Rate |
| CDX—Credit Derivative Index |
| CIBOR—Copenhagen Interbank Offered Rate |
| CITI—Citibank, N.A. |
| CLO—Collateralized Loan Obligation |
| CLOIS—Sinacofi Chile Interbank Rate Average |
| CPI—Consumer Price Index |
| CSI—Credit Suisse International |
| DB—Deutsche Bank AG |
| EMTN—Euro Medium Term Note |
| EURIBOR—Euro Interbank Offered Rate |
| EuroSTR—Euro Short-Term Rate |
| FHLMC—Federal Home Loan Mortgage Corporation |
| GMTN—Global Medium Term Note |
| GS—Goldman Sachs & Co. LLC |
| GSI—Goldman Sachs International |
| HICP—Harmonised Index of Consumer Prices |
| HSBC—HSBC Bank PLC |
| ICE—Intercontinental Exchange |
| IO—Interest Only (Principal amount represents notional) |
| JIBAR—Johannesburg Interbank Agreed Rate |
| JPM—JPMorgan Chase Bank N.A. |
| KLIBOR—Kuala Lumpur Interbank Offered Rate |
| KWCDC—Korean Won Certificate of Deposit |
| LIBOR—London Interbank Offered Rate |
| LP—Limited Partnership |
| M—Monthly payment frequency for swaps |
| MASTR—Morgan Stanley Structured Asset Security |
| MBS—Mortgage-Backed Security |
| MPLE—Maple Bonds |
| MSI—Morgan Stanley & Co International PLC |
| MTN—Medium Term Note |
| NIBOR—Norwegian Interbank Offered Rate |
| OAT—Obligations Assimilables du Tresor |
| OTC—Over-the-counter |
| PIK—Payment-in-Kind |
| PJSC—Public Joint-Stock Company |
| PRIBOR—Prague Interbank Offered Rate |
| Q—Quarterly payment frequency for swaps |
| REMIC—Real Estate Mortgage Investment Conduit |
| S—Semiannual payment frequency for swaps |
| SAIBOR—Saudi Arabian Interbank Offered Rate |
| SAN—Santander Bank, N.A. |
| SARON—Swiss Average Rate Overnight |
| SCB—Standard Chartered Bank |
| SOFR—Secured Overnight Financing Rate |
| SONIA—Sterling Overnight Index Average |

---

------

#### PGIM Global Total Return Fund

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

---

| |
|:---|
| SORA—Singapore Overnight Rate Average |
| STRIPs—Separate Trading of Registered Interest and Principal of Securities |
| T—Swap payment upon termination |
| TD—The Toronto-Dominion Bank |
| TELBOR—Tel Aviv Interbank Offered Rate |
| THBFIX—Thai Baht Interest Rate Fixing |
| THOR—Thai Overnight Repurchase Rate |
| TONAR—Tokyo Overnight Average Rate |
| UAG—UBS AG |
| UBS—UBS Securities LLC |
| WIBOR—Warsaw Interbank Offered Rate |

---

---

| | |
|:---|:---|
| \* | Non-income producing security. |
| # | Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
| ~ | See tables subsequent to the Schedule of Investments for options detail. |
| ^ | Indicates a Level 3 instrument. The aggregate value of Level 3 instruments is $35,297,446 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 $82,374,462; cash collateral of $85,069,580 (included in liabilities) was received with which the Fund purchased highly liquid short-term investments. In the event of significant appreciation in value of securities on loan on the last business day of the reporting period, the Fund may reflect a collateral value that is less than the market value of the loaned securities and such shortfall is remedied the following business day. |
| (b) | Represents security, or portion thereof, purchased with cash collateral received for securities on loan and includes dividend reinvestment. |
| (c) | Variable rate instrument. The interest rate shown reflects the rate in effect at January 31, 2023. |
| (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 $18,096,010. The aggregate value of $11,137,986 is 0.3% 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. |
| (jj) | Represents original contract currency denomination, settlement to occur in Euro currency. |
| (k) | Represents security, or a portion thereof, segregated as collateral for centrally cleared/exchange-traded derivatives. |
| (oo) | Perpetual security. Maturity date represents next call date. |
| (r) | Principal or notional amount is less than $500 par. |
| (s) | Represents zero coupon bond or principal only security. Rate represents yield to maturity at purchase date. |
| (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: |

---

------

#### PGIM Global Total Return Fund

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

#### Options Purchased :

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 2- Year Interest Rate Swap, 05/21/25 | &nbsp;&nbsp;Call | DB | &nbsp;&nbsp;05/17/23 | &nbsp;&nbsp;2.05% | &nbsp;&nbsp;2.05%(A) | &nbsp;&nbsp;3 Month SAIBOR(Q)/ 5.480% | &nbsp;&nbsp;SAR | &nbsp;&nbsp;304125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| 5- Year Interest Rate Swap, 01/30/29 | &nbsp;&nbsp;Call | GSI | &nbsp;&nbsp;01/26/24 | &nbsp;&nbsp;2.85% | &nbsp;&nbsp;2.85%(A) | &nbsp;&nbsp;3 Month TELBOR(Q)/ 3.930% | &nbsp;&nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52029 |
| 2- Year Interest Rate Swap, 05/21/25 | &nbsp;&nbsp;&nbsp;Put | DB | &nbsp;&nbsp;05/17/23 | &nbsp;&nbsp;2.05% | &nbsp;&nbsp;3 Month SAIBOR(Q)/ 5.480% | &nbsp;&nbsp;2.05%(A) | &nbsp;&nbsp;SAR | &nbsp;&nbsp;304125 | &nbsp;&nbsp;&nbsp;&nbsp;3773456 |
| **Total Options Purchased (cost $1,021,778)** | **Total Options Purchased (cost $1,021,778)** | **Total Options Purchased (cost $1,021,778)** | **Total Options Purchased (cost $1,021,778)** | **Total Options Purchased (cost $1,021,778)** | **Total Options Purchased (cost $1,021,778)** | **Total Options Purchased (cost $1,021,778)** |  |  | $3825485 |

---

#### Options Written :

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 2- Year Interest Rate Swap, 05/19/25 | &nbsp;&nbsp;Call | DB | &nbsp;&nbsp;05/17/23 | &nbsp;&nbsp;1.13% | &nbsp;&nbsp;3 Month LIBOR(Q)/ 4.814% | &nbsp;&nbsp;1.13%(S) |  | &nbsp;&nbsp;81100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(258) |
| 5- Year Interest Rate Swap, 01/30/29 | &nbsp;&nbsp;Call | GSI | &nbsp;&nbsp;01/26/24 | &nbsp;&nbsp;2.35% | &nbsp;&nbsp;3 Month TELBOR(Q)/ 3.930% | &nbsp;&nbsp;2.35%(A) | &nbsp;&nbsp;ILS | &nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3167) |
| 2- Year Interest Rate Swap, 05/19/25 | &nbsp;&nbsp;&nbsp;Put | DB | &nbsp;&nbsp;05/17/23 | &nbsp;&nbsp;1.13% | &nbsp;&nbsp;1.13%(S) | &nbsp;&nbsp;3 Month LIBOR(Q)/ 4.814% |  | &nbsp;&nbsp;81100 | &nbsp;&nbsp;&nbsp;&nbsp;(4733871) |
| 5- Year Interest Rate Swap, 01/30/29 | &nbsp;&nbsp;&nbsp;Put | GSI | &nbsp;&nbsp;01/26/24 | &nbsp;&nbsp;3.65% | &nbsp;&nbsp;3.65%(A) | &nbsp;&nbsp;3 Month TELBOR(Q)/ 3.930% | &nbsp;&nbsp;ILS | &nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25167) |
| GS_21-PJA<sup>††</sup>^ | &nbsp;&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;69580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1116) |
| **Total Options Written (premiums received $1,225,281)** | **Total Options Written (premiums received $1,225,281)** | **Total Options Written (premiums received $1,225,281)** | **Total Options Written (premiums received $1,225,281)** | **Total Options Written (premiums received $1,225,281)** | **Total Options Written (premiums received $1,225,281)** | **Total Options Written (premiums received $1,225,281)** |  |  | $(4763579) |

---

†† 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.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **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:** |
| 1139 | 2 Year U.S. Treasury Notes | Mar. 2023 | $234233571 | &nbsp;&nbsp;&nbsp;&nbsp; $808647 |
| 1166 | 10 Year U.S. Treasury Notes | Mar. 2023 | &nbsp;&nbsp;&nbsp;133525225 | &nbsp;&nbsp;&nbsp;&nbsp;1559116 |

---

------

#### PGIM Global Total Return Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures contracts outstanding at January 31, 2023 (continued):** | **Futures contracts outstanding at January 31, 2023 (continued):** | **Futures contracts outstanding at January 31, 2023 (continued):** | **Futures contracts outstanding at January 31, 2023 (continued):** | **Futures contracts outstanding at January 31, 2023 (continued):** |
| **Number<br> of<br> Contracts** | **Type** | **Expiration<br> Date** | **Current<br> Notional<br> Amount** | **Value /<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| **Long Positions (cont'd):** | **Long Positions (cont'd):** | **Long Positions (cont'd):** | **Long Positions (cont'd):** | **Long Positions (cont'd):** |
| 938 | 20 Year U.S. Treasury Bonds | Mar. 2023 | $121822750 | $3410154 |
| 547 | 30 Year U.S. Ultra Treasury Bonds | Mar. 2023 | &nbsp;&nbsp;&nbsp;&nbsp;77537250 | &nbsp;&nbsp;&nbsp;&nbsp;2489111 |
| 1805 | Japanese Yen Currency | Mar. 2023 | &nbsp;&nbsp;&nbsp;174261469 | &nbsp;&nbsp;&nbsp;&nbsp;6187685 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;14454713 |
| **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** |
| 414 | 5 Year Euro-Bobl | Mar. 2023 | &nbsp;&nbsp;&nbsp;&nbsp;52794396 | &nbsp;&nbsp;&nbsp;&nbsp;1015435 |
| 254 | 5 Year U.S. Treasury Notes | Mar. 2023 | &nbsp;&nbsp;&nbsp;&nbsp;27747516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| 11 | 10 Year Canadian Government Bonds | Mar. 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14317) |
| 899 | 10 Year Euro-Bund | Mar. 2023 | &nbsp;&nbsp;&nbsp;133720733 | &nbsp;&nbsp;&nbsp;&nbsp;4429026 |
| 508 | 10 Year U.K. Gilt | Mar. 2023 | &nbsp;&nbsp;&nbsp;&nbsp;65453338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33320) |
| 514 | 10 Year U.S. Ultra Treasury Notes | Mar. 2023 | &nbsp;&nbsp;&nbsp;&nbsp;62298409 | &nbsp;&nbsp;&nbsp;(1085085) |
| 1993 | British Pound Currency | Mar. 2023 | &nbsp;&nbsp;&nbsp;153622931 | &nbsp;&nbsp;&nbsp;(3844188) |
| 473 | Euro Currency | Mar. 2023 | &nbsp;&nbsp;&nbsp;&nbsp;64401906 | &nbsp;&nbsp;&nbsp;(2693280) |
| 1954 | Euro Schatz Index | Mar. 2023 | &nbsp;&nbsp;&nbsp;224633162 | &nbsp;&nbsp;&nbsp;&nbsp;1425552 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(800149) |
|  |  |  |  | $13654564 |

---

#### 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;53880 | $37655230 | $38145587 | &nbsp;&nbsp;&nbsp;&nbsp; $490357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| &nbsp;&nbsp;Expiring 10/31/23 | JPM | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3379499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3467178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87679 | &nbsp;&nbsp;&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;19292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3796223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3798797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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 | BOA | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3049538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10516) |
| &nbsp;&nbsp;Expiring 04/19/23 | BOA | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3514) |
| &nbsp;&nbsp;Expiring 04/19/23 | MSI | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6553385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6548800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4585) |
| 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;56927 | &nbsp;&nbsp;&nbsp;&nbsp;42487660 | &nbsp;&nbsp;&nbsp;&nbsp;42812211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/19/23 | BOA | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&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 | BARC | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3859588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4003578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 02/23/23 | BNP | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 02/23/23 | CITI | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862676 | &nbsp;&nbsp;&nbsp;123619084 | &nbsp;&nbsp;&nbsp;127891561 | &nbsp;&nbsp;&nbsp;&nbsp;4272477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 02/23/23 | DB | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75318 | &nbsp;&nbsp;&nbsp;&nbsp;11161778 | &nbsp;&nbsp;&nbsp;&nbsp;11165834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4056 | &nbsp;&nbsp;&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;353761 | &nbsp;&nbsp;&nbsp;&nbsp;50293029 | &nbsp;&nbsp;&nbsp;&nbsp;52445042 | &nbsp;&nbsp;&nbsp;&nbsp;2152013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

#### PGIM Global Total Return 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.):** |
| Chinese Renminbi (cont'd.), | Chinese Renminbi (cont'd.), | Chinese Renminbi (cont'd.), | Chinese Renminbi (cont'd.), | Chinese Renminbi (cont'd.), | Chinese Renminbi (cont'd.), | Chinese Renminbi (cont'd.), | Chinese Renminbi (cont'd.), |
| &nbsp;&nbsp;Expiring 02/23/23 | MSI | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19529 | &nbsp;&nbsp;&nbsp; $2833519 | &nbsp;&nbsp;&nbsp; $2895102 | &nbsp;&nbsp;&nbsp;&nbsp; $61583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| &nbsp;&nbsp;Expiring 02/23/23 | UAG | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5236974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5387044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 02/23/23 | UAG | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3228921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3317714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88793 | &nbsp;&nbsp;&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 | HSBC | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5234461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5319883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, |
| &nbsp;&nbsp;Expiring 04/19/23 | HSBC | DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3627656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3658618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30962 | &nbsp;&nbsp;&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 | DB | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3354004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3358736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/19/23 | DB | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1528203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/19/23 | UAG | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7548561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7598246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, |
| &nbsp;&nbsp;Expiring 02/23/23 | TD | HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1742729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1738663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4066) |
| &nbsp;&nbsp;Expiring 02/23/23 | UAG | HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4313) |
| Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, |
| &nbsp;&nbsp;Expiring 04/19/23 | HSBC | HUF | &nbsp;&nbsp;&nbsp;&nbsp;2663470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6978005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7223115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/19/23 | HSBC | HUF | &nbsp;&nbsp;&nbsp;&nbsp;1775646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4680822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4815410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/19/23 | JPM | HUF | &nbsp;&nbsp;&nbsp;&nbsp;1066869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2833009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2893262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/19/23 | TD | HUF | &nbsp;&nbsp;&nbsp;&nbsp;1600303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4266405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4339892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73487 | &nbsp;&nbsp;&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 | JPM | IDR | 114183111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7272346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7606645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334299 | &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;17431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5101097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5058112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42985) |
| Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, |
| &nbsp;&nbsp;Expiring 04/19/23 | BARC | JPY | &nbsp;&nbsp;&nbsp;16210351 | &nbsp;&nbsp;&nbsp;127979856 | &nbsp;&nbsp;&nbsp;125902101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2077755) |
| &nbsp;&nbsp;Expiring 10/31/23 | BARC | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5512000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4195356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1316644) |
| &nbsp;&nbsp;Expiring 10/31/23 | BARC | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4196000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3243865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(952135) |
| &nbsp;&nbsp;Expiring 10/31/23 | DB | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5353999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4080740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1273259) |
| &nbsp;&nbsp;Expiring 10/31/23 | GSI | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1254996 | &nbsp;&nbsp;&nbsp;&nbsp;12881000 | &nbsp;&nbsp;&nbsp;&nbsp;10021367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2859633) |
| &nbsp;&nbsp;Expiring 10/31/23 | MSI | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1637975 | &nbsp;&nbsp;&nbsp;&nbsp;15824364 | &nbsp;&nbsp;&nbsp;&nbsp;13079522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2744842) |
| Malaysian Ringgit, | Malaysian Ringgit, | Malaysian Ringgit, | Malaysian Ringgit, | Malaysian Ringgit, | Malaysian Ringgit, | Malaysian Ringgit, | Malaysian Ringgit, |
| &nbsp;&nbsp;Expiring 03/15/23 | BARC | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51967 | &nbsp;&nbsp;&nbsp;&nbsp;11882348 | &nbsp;&nbsp;&nbsp;&nbsp;12234832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, |
| &nbsp;&nbsp;Expiring 03/15/23 | CITI | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5578384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/28/23 | JPM | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4577425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5783123 | &nbsp;&nbsp;&nbsp;&nbsp;1205698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 04/28/23 | MSI | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352530 | &nbsp;&nbsp;&nbsp;&nbsp;14859000 | &nbsp;&nbsp;&nbsp;&nbsp;18425338 | &nbsp;&nbsp;&nbsp;&nbsp;3566338 | &nbsp;&nbsp;&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 | MSI | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8916007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9082459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, |
| &nbsp;&nbsp;Expiring 04/19/23 | CITI | NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9520897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9444147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(76750) |
| 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 | BNP | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6662338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6646367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15971) |

---

------

#### PGIM Global Total Return 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.):** |
| Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, |
| &nbsp;&nbsp;Expiring 04/19/23 | MSI | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89071 | $20249299 | $20440410 | &nbsp;&nbsp;&nbsp;&nbsp; $191111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| Romanian Leu, | Romanian Leu, | Romanian Leu, | Romanian Leu, | Romanian Leu, | Romanian Leu, | Romanian Leu, | Romanian Leu, |
| &nbsp;&nbsp;Expiring 04/19/23 | JPM | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2391355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2426785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35430 | &nbsp;&nbsp;&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;8812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6521028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6713333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192305 | &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 | JPM | KRW | &nbsp;&nbsp;&nbsp;59496242 | &nbsp;&nbsp;&nbsp;&nbsp;45767044 | &nbsp;&nbsp;&nbsp;&nbsp;48315314 | &nbsp;&nbsp;&nbsp;&nbsp;2548270 | &nbsp;&nbsp;&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 | MSI | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9499522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9939929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  | $671725208 | $678033128 | &nbsp;&nbsp;&nbsp;17694888 | &nbsp;&nbsp;&nbsp;(11386968) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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:** |
| 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;19292 | &nbsp;&nbsp;&nbsp; $3574918 | &nbsp;&nbsp;&nbsp; $3798796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(223878) |
| &nbsp;&nbsp;Expiring 03/02/23 | CITI | BRL | &nbsp;&nbsp;&nbsp;&nbsp;19292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3777750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3781489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3739) |
| British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, |
| &nbsp;&nbsp;Expiring 04/19/23 | BNP | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2931248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2935625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4377) |
| &nbsp;&nbsp;Expiring 04/19/23 | HSBC | GBP | &nbsp;&nbsp;&nbsp;&nbsp;77275 | &nbsp;&nbsp;&nbsp;&nbsp;94366235 | &nbsp;&nbsp;&nbsp;&nbsp;95430427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1064192) |
| &nbsp;&nbsp;Expiring 04/19/23 | JPM | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5036383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5015267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, |
| &nbsp;&nbsp;Expiring 04/19/23 | BNP | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1881137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1886640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5503) |
| Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, |
| &nbsp;&nbsp;Expiring 02/23/23 | BARC | CNH | &nbsp;&nbsp;&nbsp;&nbsp;26015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3739025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3856702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117677) |
| &nbsp;&nbsp;Expiring 02/23/23 | CITI | CNH | &nbsp;&nbsp;&nbsp;&nbsp;26414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3815686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3915812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(100126) |
| &nbsp;&nbsp;Expiring 02/23/23 | CITI | CNH | &nbsp;&nbsp;&nbsp;&nbsp;23153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3343123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3432367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(89244) |
| &nbsp;&nbsp;Expiring 02/23/23 | CITI | CNH | &nbsp;&nbsp;&nbsp;&nbsp;23145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3423668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3431295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7627) |
| &nbsp;&nbsp;Expiring 02/23/23 | GSI | CNH | &nbsp;&nbsp;&nbsp;&nbsp;26232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3680128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3888877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(208749) |
| &nbsp;&nbsp;Expiring 02/23/23 | HSBC | CNH | &nbsp;&nbsp;&nbsp;&nbsp;26773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3882912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3969048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86136) |
| Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, |
| &nbsp;&nbsp;Expiring 04/19/23 | BNP | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4888999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4894718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5719) |
| &nbsp;&nbsp;Expiring 04/19/23 | CITI | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8596619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8609351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12732) |
| &nbsp;&nbsp;Expiring 04/19/23 | JPM | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9320641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9321567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(926) |
| &nbsp;&nbsp;Expiring 04/19/23 | MSI | EUR | &nbsp;&nbsp;&nbsp;&nbsp;92466 | &nbsp;&nbsp;&nbsp;100878391 | &nbsp;&nbsp;&nbsp;101014364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(135973) |
| &nbsp;&nbsp;Expiring 04/19/23 | SCB | EUR | &nbsp;&nbsp;&nbsp;&nbsp;87010 | &nbsp;&nbsp;&nbsp;&nbsp;94595387 | &nbsp;&nbsp;&nbsp;&nbsp;95053889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(458502) |
| Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, |
| &nbsp;&nbsp;Expiring 02/23/23 | MSI | HKD | &nbsp;&nbsp;&nbsp;&nbsp;22002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2806219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2809570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3351) |

---

------

#### PGIM Global Total Return 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.):** |
| Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, |
| &nbsp;&nbsp;Expiring 04/19/23 | BNP | JPY | &nbsp;&nbsp;&nbsp;738116 | &nbsp;&nbsp;&nbsp; $5735674 | &nbsp;&nbsp;&nbsp; $5732781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| &nbsp;&nbsp;Expiring 10/31/23 | CITI | JPY | &nbsp;&nbsp;&nbsp;628883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6526054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5021745 | &nbsp;&nbsp;&nbsp;&nbsp;1504309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 10/31/23 | CITI | JPY | &nbsp;&nbsp;&nbsp;115153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 10/31/23 | GSI | JPY | 1532531 | &nbsp;&nbsp;&nbsp;&nbsp;13803651 | &nbsp;&nbsp;&nbsp;&nbsp;12237535 | &nbsp;&nbsp;&nbsp;&nbsp;1566116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 10/31/23 | MSI | JPY | 2309705 | &nbsp;&nbsp;&nbsp;&nbsp;20805025 | &nbsp;&nbsp;&nbsp;&nbsp;18443410 | &nbsp;&nbsp;&nbsp;&nbsp;2361615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Malaysian Ringgit, | Malaysian Ringgit, | Malaysian Ringgit, | Malaysian Ringgit, | Malaysian Ringgit, | Malaysian Ringgit, | Malaysian Ringgit, | Malaysian Ringgit, |
| &nbsp;&nbsp;Expiring 03/15/23 | BARC | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1636622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1349) |
| Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, |
| &nbsp;&nbsp;Expiring 03/15/23 | GSI | MXN | &nbsp;&nbsp;&nbsp;&nbsp;18320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35093) |
| &nbsp;&nbsp;Expiring 04/28/23 | MSI | MXN | &nbsp;&nbsp;&nbsp;463178 | &nbsp;&nbsp;&nbsp;&nbsp;20111923 | &nbsp;&nbsp;&nbsp;&nbsp;24208461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(4096538) |
| 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;50915 | &nbsp;&nbsp;&nbsp;&nbsp;13183520 | &nbsp;&nbsp;&nbsp;&nbsp;13192909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9389) |
| 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 | MSI | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;45645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2587134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2613377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26243) |
| 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 | HSBC | KRW | 3129187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2470151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2541130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(70979) |
| &nbsp;&nbsp;Expiring 03/15/23 | MSI | KRW | 2673119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(125) |
| Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, |
| &nbsp;&nbsp;Expiring 04/19/23 | MSI | SEK | &nbsp;&nbsp;&nbsp;&nbsp;22561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2164960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2166634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1674) |
| Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, |
| &nbsp;&nbsp;Expiring 04/19/23 | BNP | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1682264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1688699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6435) |
| &nbsp;&nbsp;Expiring 04/19/23 | MSI | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4845125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4910697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65572) |
|  |  |  |  | $454294349 | $455496773 | &nbsp;&nbsp;&nbsp;&nbsp;5639424 | &nbsp;&nbsp;&nbsp;&nbsp;(6841848) |
|  |  |  |  |  |  | $23334312 | $(18228816) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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:** |
| 10/31/23 | Buy | AUD | &nbsp;&nbsp;&nbsp;&nbsp;8947 | &nbsp;&nbsp;JPY | 599449 | $1587001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | DB |
| 10/31/23 | Buy | JPY | 277535 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;3979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(618411) | GSI |
| 10/31/23 | Buy | JPY | 671731 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;9835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1642418) | MSI |
|  |  |  |  |  |  | $1587001 | $(2260829) |  |

---

------

#### PGIM Global Total Return 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)** | **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)\*\*:** |
| Emirate of Abu Dhabi | 12/20/26 | 1.000%(Q) | 1000 | &nbsp;&nbsp;&nbsp;0.351% | &nbsp;&nbsp;&nbsp;&nbsp; $24636 | $(1781) | &nbsp;&nbsp;&nbsp;&nbsp; $26417 | BOA |
| Federation of Malaysia | 12/20/26 | 1.000%(Q) | 2000 | &nbsp;&nbsp;&nbsp;0.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35394 | &nbsp;&nbsp;&nbsp;&nbsp;(3562) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38956 | BOA |
| Federative Republic of Brazil | 12/20/26 | 1.000%(Q) | 6000 | &nbsp;&nbsp;&nbsp;1.854% | &nbsp;&nbsp;&nbsp;&nbsp;(172916) | &nbsp;&nbsp;&nbsp;(10687) | &nbsp;&nbsp;&nbsp;&nbsp;(162229) | BOA |
| Kingdom of Saudi Arabia | 12/20/26 | 1.000%(Q) | 1000 | &nbsp;&nbsp;&nbsp;0.551% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17316 | &nbsp;&nbsp;&nbsp;&nbsp;(1781) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19097 | BOA |
| People's Republic of China | 12/20/26 | 1.000%(Q) | 6000 | &nbsp;&nbsp;&nbsp;0.439% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128201 | &nbsp;&nbsp;&nbsp;(10687) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138888 | BOA |
| Republic of Argentina | 12/20/26 | 1.000%(Q) | 1000 | 34.511% | &nbsp;&nbsp;&nbsp;&nbsp;(641629) | &nbsp;&nbsp;&nbsp;&nbsp;(1781) | &nbsp;&nbsp;&nbsp;&nbsp;(639848) | BOA |
| Republic of Chile | 12/20/26 | 1.000%(Q) | 1000 | &nbsp;&nbsp;&nbsp;0.794% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8562 | &nbsp;&nbsp;&nbsp;&nbsp;(1781) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10343 | BOA |
| Republic of Colombia | 12/20/26 | 1.000%(Q) | 2500 | &nbsp;&nbsp;&nbsp;2.222% | &nbsp;&nbsp;&nbsp;&nbsp;(103198) | &nbsp;&nbsp;&nbsp;&nbsp;(4453) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98745) | BOA |
| Republic of Indonesia | 12/20/26 | 1.000%(Q) | 4500 | &nbsp;&nbsp;&nbsp;0.686% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55919 | &nbsp;&nbsp;&nbsp;&nbsp;(8015) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63934 | BOA |
| Republic of Panama | 12/20/26 | 1.000%(Q) | 1000 | &nbsp;&nbsp;&nbsp;0.908% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4487 | &nbsp;&nbsp;&nbsp;&nbsp;(1781) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6268 | BOA |
| Republic of Peru | 12/20/26 | 1.000%(Q) | 1000 | &nbsp;&nbsp;&nbsp;0.962% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2534 | &nbsp;&nbsp;&nbsp;&nbsp;(1781) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4315 | BOA |
| Republic of Philippines | 12/20/26 | 1.000%(Q) | 1000 | &nbsp;&nbsp;&nbsp;0.732% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10792 | &nbsp;&nbsp;&nbsp;&nbsp;(1781) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12573 | BOA |
| Republic of South Africa | 12/20/26 | 1.000%(Q) | 5500 | &nbsp;&nbsp;&nbsp;2.130% | &nbsp;&nbsp;&nbsp;&nbsp;(210177) | &nbsp;&nbsp;&nbsp;&nbsp;(9796) | &nbsp;&nbsp;&nbsp;&nbsp;(200381) | BOA |
| Republic of Turkey | 12/20/26 | 1.000%(Q) | 6000 | &nbsp;&nbsp;&nbsp;5.264% | &nbsp;&nbsp;&nbsp;&nbsp;(816235) | &nbsp;&nbsp;&nbsp;(10687) | &nbsp;&nbsp;&nbsp;&nbsp;(805548) | BOA |
| State of Qatar | 12/20/26 | 1.000%(Q) | 1000 | &nbsp;&nbsp;&nbsp;0.379% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23595 | &nbsp;&nbsp;&nbsp;&nbsp;(1781) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25376 | BOA |
| United Mexican States | 12/20/26 | 1.000%(Q) | 5500 | &nbsp;&nbsp;&nbsp;0.943% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17691 | &nbsp;&nbsp;&nbsp;&nbsp;(9796) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27487 | BOA |
|  |  |  |  |  | $(1615028) | $(81931) | $(1533097) |  |

---

------

#### PGIM Global Total Return 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 Agreement on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreement on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreement on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreement on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreement on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreement on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreement on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreement on credit indices— Buy Protection(1)\*\*:** |
| CDX.EM.36.V1 | 12/20/26 | 1.000%(Q) | 46000 | $1458557 | $44597 | $1413960 | BOA |

---

\*\* 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).

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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) | 40214 \* | $13667 | $(538) | $14205 | 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 | &nbsp;&nbsp;&nbsp;2640 | &nbsp;&nbsp;&nbsp;&nbsp; $60185 |  | &nbsp;&nbsp;&nbsp;&nbsp; $109905 |  | &nbsp;&nbsp;&nbsp;&nbsp; $(49720) |  | DB |  |
| Gazprom PAO | 03/20/23 | 1.000%(Q) |  | 11080 | &nbsp;&nbsp;&nbsp;&nbsp;1725167 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794121 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931046 |  | BARC |  |
| Gazprom PAO | 12/20/23 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422781 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242236 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180545 |  | CITI |  |
| Gazprom PAO | 06/20/24 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225221 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200368 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24853 |  | HSBC |  |
| Gazprom PAO | 06/20/25 | 1.000%(Q) | EUR | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731510 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11773 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719737 |  | BARC |  |
| Gazprom PAO | 12/20/25 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682188 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774835 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92647) |  | GSI |  |
| Gazprom PAO | 06/20/26 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;1523307 |  | &nbsp;&nbsp;&nbsp;&nbsp;2084654 |  | &nbsp;&nbsp;&nbsp;&nbsp;(561347) |  | HSBC |  |
| Gazprom PAO | 06/20/27 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;3075816 |  | &nbsp;&nbsp;&nbsp;&nbsp;4304821 |  | &nbsp;&nbsp;&nbsp;(1229005) |  | HSBC |  |
| Gazprom PAO | 06/20/27 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355585 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347466 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8119 |  | HSBC |  |
| Gazprom PAO | 06/20/27 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213351 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346365 |  | &nbsp;&nbsp;&nbsp;&nbsp;(133014) |  | JPM |  |
| Gazprom PAO | 12/20/27 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;1187598 |  | &nbsp;&nbsp;&nbsp;&nbsp;1577302 |  | &nbsp;&nbsp;&nbsp;&nbsp;(389704) |  | JPM |  |
| Republic of South Africa | 06/20/26 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28356 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26874 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482 |  | GSI |  |
| U.S. Treasury Notes | 12/20/32 | 0.250%(Q) | EUR | 16800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147790 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125742 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22048 |  | BARC |  |
|  |  |  |  |  | $10378855 |  | $10946462 |  | &nbsp;&nbsp;$(567607) |  |  |  |

---

------

#### PGIM Global Total Return 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):** | **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):** |
| American International Group, Inc. | 06/20/26 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;0.627% | &nbsp;&nbsp;&nbsp;&nbsp; $42149 | &nbsp;&nbsp;&nbsp;&nbsp; $33208 | &nbsp;&nbsp;&nbsp;&nbsp; $8941 | BOA |
| Barclays PLC | 12/20/26 | 1.000%(Q) | EUR | &nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;0.901% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8920) | CITI |
| BNP Paribas S.A. | 06/20/23 | 1.000%(Q) | EUR | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;0.231% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5108) | BARC |
| DP World PLC | 12/20/24 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;1.019% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1843) | BARC |
| Emirate of Dubai | 12/20/24 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;0.312% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12269 | CITI |
| Eskom Holdings SOC Ltd. | 12/20/23 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;3.562% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62224) | &nbsp;&nbsp;&nbsp;&nbsp;(102323) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40099 | DB |
| Gazprom PAO | 12/20/26 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;8600 | 17.956% | &nbsp;&nbsp;&nbsp;(3020041) | &nbsp;&nbsp;&nbsp;(4205705) | &nbsp;&nbsp;&nbsp;1185664 | HSBC |
| Generalitat de Cataluna | 12/20/25 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;4900 | \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26986) | &nbsp;&nbsp;&nbsp;&nbsp;110832 | DB |
| Halliburton Co. | 12/20/26 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;4240 | &nbsp;&nbsp;&nbsp;0.534% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44428 | GSI |
| Hellenic Republic | 06/20/23 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;0.212% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2593) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3856 | CITI |
| Hellenic Republic | 06/20/24 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;0.442% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56321) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65033 | BARC |
| Hellenic Republic | 06/20/29 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;1.349% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96895) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46699) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50196) | BARC |
| Hellenic Republic | 12/20/29 | 1.000%(Q) | EUR | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;1.131% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36663) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51308) | CITI |
| Hellenic Republic | 12/20/31 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;1.590% | &nbsp;&nbsp;&nbsp;&nbsp;(243939) | &nbsp;&nbsp;&nbsp;&nbsp;(158665) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(85274) | CITI |
| International Bank for Reconstruction & Development | 06/20/23 | 0.250%(Q) |  | 34770 | &nbsp;&nbsp;&nbsp;0.190% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5137 | BOA |
| Israel Electric Corp. Ltd. | 12/20/24 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;1.036% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4294) | BARC |
| Japan Govt. | 06/20/28 | 1.000%(Q) |  | 15000 | &nbsp;&nbsp;&nbsp;0.273% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12236) | CITI |
| Kingdom of Spain | 06/20/24 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;0.120% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6615) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15770 | MSI |
| Kingdom of Spain | 06/20/25 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;9940 | &nbsp;&nbsp;&nbsp;0.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45599) | &nbsp;&nbsp;&nbsp;&nbsp;231658 | BOA |
| Kingdom of Spain | 06/20/25 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;0.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42594) | &nbsp;&nbsp;&nbsp;&nbsp;182981 | JPM |

---

------

#### PGIM Global Total Return 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.):** |
| Kingdom of Spain | 06/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;1645 | &nbsp;&nbsp;&nbsp;0.230% | &nbsp;&nbsp;&nbsp;&nbsp; $30791 | &nbsp;&nbsp;&nbsp;&nbsp; $10280 | &nbsp;&nbsp;&nbsp;&nbsp; $20511 | BARC |
| People's Republic of China | 12/20/24 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;0.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6478 | CITI |
| Republic of Colombia | 06/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;0.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(968) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11045 | GSI |
| Republic of Colombia | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;2.222% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41279) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45339) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4060 | CITI |
| Republic of Estonia | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;1.608% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63863) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(87047) | JPM |
| Republic of Finland | 06/20/27 | 0.250%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.195% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2323) | BOA |
| Republic of Indonesia | 06/20/23 | 1.000%(Q) | 13885 | &nbsp;&nbsp;&nbsp;0.198% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7621) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66774 | CITI |
| Republic of Ireland | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;0.188% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58636 | GSI |
| Republic of Ireland | 06/20/27 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;0.215% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55046 | MSI |
| Republic of Italy | 06/20/23 | 1.000%(Q) | 18300 | &nbsp;&nbsp;&nbsp;0.223% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91394) | &nbsp;&nbsp;&nbsp;&nbsp;167634 | BOA |
| Republic of Italy | 06/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.223% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16664 | MSI |
| Republic of Italy | 06/20/24 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;0.428% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86254) | &nbsp;&nbsp;&nbsp;&nbsp;139625 | BOA |
| Republic of Italy | 06/20/24 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;0.179% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13246) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24293 | DB |
| Republic of Italy | 06/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;0.790% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32712 | &nbsp;&nbsp;&nbsp;&nbsp;(111104) | &nbsp;&nbsp;&nbsp;&nbsp;143816 | BOA |
| Republic of Kazakhstan | 06/20/23 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;7695 | &nbsp;&nbsp;&nbsp;0.410% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26546 | CITI |
| Republic of Panama | 12/20/26 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;0.908% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9448 | CITI |
| Republic of Poland | 06/20/24 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;6615 | &nbsp;&nbsp;&nbsp;0.655% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31430 | BNP |
| Republic of Serbia | 12/20/25 | 5.000%(Q) | &nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;2.284% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510149 | &nbsp;&nbsp;&nbsp;&nbsp;(159376) | CITI |
| Republic of Serbia | 12/20/25 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;2.284% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32832) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(841) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31991) | BNP |
| Republic of Slovenia | 06/20/24 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;0.173% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18163) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29285 | HSBC |

---

------

#### PGIM Global Total Return 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.):** |
| Republic of South Africa | 06/20/23 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;0.645% | &nbsp;&nbsp;&nbsp;&nbsp; $12761 | &nbsp;&nbsp;&nbsp;&nbsp; $(10873) | &nbsp;&nbsp;&nbsp;&nbsp; $23634 | DB |
| Republic of South Africa | 12/20/23 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;0.842% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30273) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37975 | BOA |
| Republic of South Africa | 06/20/31 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;3.314% | &nbsp;&nbsp;&nbsp;&nbsp;(439566) | &nbsp;&nbsp;&nbsp;&nbsp;(319722) | &nbsp;&nbsp;&nbsp;&nbsp;(119844) | MSI |
| State of Illinois | 12/20/24 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;0.609% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63437) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86381 | GSI |
| State of Illinois | 06/20/28 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;1.138% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5075) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66923) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61848 | CITI |
| State of Qatar | 12/20/26 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.379% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8552 | CITI |
| U.S. Treasury Notes | 12/20/23 | 0.250%(Q) | EUR | 16800 | &nbsp;&nbsp;&nbsp;0.705% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67563) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73435) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5872 | BARC |
| UBS Group AG | 12/20/24 | 1.000%(Q) | EUR | &nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;0.755% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11187) | BOA |
| United Kingdom of Great Britain and Northern Ireland | 12/20/27 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;0.216% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14511 | DB |
| United Mexican States | 12/20/26 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;0.943% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9192 | GSI |
| Verizon Communications, Inc. | 06/20/26 | 1.000%(Q) |  | &nbsp;&nbsp;&nbsp;9960 | &nbsp;&nbsp;&nbsp;0.771% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57971) | GSI |
|  |  |  |  |  |  | $(1705808) | $(3982814) | $2277006 |  |

---

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

------

#### PGIM Global Total Return Fund

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

---

| | |
|:---|:---|
|  | amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| (3) | Notional amount represents the maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| (4) | Implied credit spreads, represented in absolute terms, utilized in determining the fair value of credit default swap agreements where the Fund is the seller of protection as of the reporting date serve as an indicator of the current status of the payment/ performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include up-front payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement. |
| \* | When an implied credit spread is not available, reference the fair value of credit default swap agreements on credit indices and asset-backed securities. Where the Fund is the seller of protection, it serves as an indicator of the current status of the payment/performance risk and represents the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the reporting date. Increasing fair value in absolute terms, when compared to the notional amount of the swap, represents a deterioration of the referenced entity's credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement. |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency swap agreements outstanding at January 31, 2023:** | **Currency swap agreements outstanding at January 31, 2023:** | **Currency swap agreements outstanding at January 31, 2023:** | **Currency swap agreements outstanding at January 31, 2023:** | **Currency swap agreements outstanding at January 31, 2023:** | **Currency swap agreements outstanding at January 31, 2023:** | **Currency swap agreements outstanding at January 31, 2023:** | **Currency swap agreements outstanding at January 31, 2023:** | **Currency swap agreements outstanding at January 31, 2023:** | **Currency swap agreements outstanding at January 31, 2023:** |
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Fund<br> Receives** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Fund<br> Pays** | &nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **OTC Currency Swap Agreements:** | **OTC Currency Swap Agreements:** | **OTC Currency Swap Agreements:** | **OTC Currency Swap Agreements:** | **OTC Currency Swap Agreements:** | **OTC Currency Swap Agreements:** | **OTC Currency Swap Agreements:** | **OTC Currency Swap Agreements:** | **OTC Currency Swap Agreements:** | **OTC Currency Swap Agreements:** |
| CNH | 10000 | &nbsp;&nbsp;2.350%(Q) | &nbsp;&nbsp;1564 | &nbsp;&nbsp;1 Day SOFR(Q)/ 4.310% | &nbsp;&nbsp;SCB | &nbsp;&nbsp;01/10/27 | &nbsp;&nbsp; $(107595) | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(107595) |
| IDR | 50000000 | &nbsp;&nbsp;8.220%(S) | &nbsp;&nbsp;3454 | &nbsp;&nbsp;6 Month LIBOR(S)/ 5.100% | &nbsp;&nbsp;CITI | &nbsp;&nbsp;11/29/23 | &nbsp;&nbsp;&nbsp;&nbsp;(32325) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(32325) |
| PEN | 32632 | &nbsp;&nbsp;3.420%(S) | &nbsp;&nbsp;8000 | &nbsp;&nbsp;6 Month LIBOR(S)/ 5.100% | &nbsp;&nbsp;MSI | &nbsp;&nbsp;08/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;102221 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;102221 |
|  |  |  |  |  |  |  | &nbsp;&nbsp;$(37699) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(37699) |

---

------

#### PGIM Global Total Return Fund

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Inflation swap agreements outstanding at January 31, 2023:** | **Inflation swap agreements outstanding at January 31, 2023:** | **Inflation swap agreements outstanding at January 31, 2023:** | **Inflation swap agreements outstanding at January 31, 2023:** | **Inflation swap agreements outstanding at January 31, 2023:** | **Inflation swap agreements outstanding at January 31, 2023:** | **Inflation swap agreements outstanding at January 31, 2023:** | **Inflation 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 Inflation Swap Agreements:** | **Centrally Cleared Inflation Swap Agreements:** | **Centrally Cleared Inflation Swap Agreements:** | **Centrally Cleared Inflation Swap Agreements:** | **Centrally Cleared Inflation Swap Agreements:** | **Centrally Cleared Inflation Swap Agreements:** | **Centrally Cleared Inflation Swap Agreements:** | **Centrally Cleared Inflation Swap Agreements:** |
| EUR | 14000 | &nbsp;&nbsp;05/15/23 | &nbsp;&nbsp;1.485%(T) | &nbsp;&nbsp;France CPI ex Tobacco Household(1)(T) | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $790943 | &nbsp;&nbsp;&nbsp; $790943 |
| EUR | 14000 | &nbsp;&nbsp;05/15/23 | &nbsp;&nbsp;1.510%(T) | &nbsp;&nbsp;Eurostat Eurozone HICP ex Tobacco(2)(T) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1644183) | &nbsp;&nbsp;&nbsp;&nbsp;(1644183) |
|  |  |  |  |  | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(853240) | &nbsp;&nbsp;$(853240) |

---

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

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

#### 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:** |
| AUD | 18000 | &nbsp;&nbsp;12/03/29 | &nbsp;&nbsp;2.700%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 3.675% | &nbsp;&nbsp; $(878464) | &nbsp;&nbsp;&nbsp;&nbsp; $(952972) | &nbsp;&nbsp;&nbsp;&nbsp; $(74508) |
| AUD | 10000 | &nbsp;&nbsp;07/10/33 | &nbsp;&nbsp;2.987%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 3.675% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(696703) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(811084) |
| AUD | 10000 | &nbsp;&nbsp;03/26/36 | &nbsp;&nbsp;2.101%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 3.675% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1570946) | &nbsp;&nbsp;&nbsp;&nbsp;(1570946) |
| CAD | 51805 | &nbsp;&nbsp;04/03/25 | &nbsp;&nbsp;0.970%(S) | &nbsp;&nbsp;3 Month CDOR(2)(S)/ 5.020% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74159 | &nbsp;&nbsp;&nbsp;&nbsp;(2981398) | &nbsp;&nbsp;&nbsp;&nbsp;(3055557) |
| CAD | 25000 | &nbsp;&nbsp;05/01/25 | &nbsp;&nbsp;0.758%(S) | &nbsp;&nbsp;3 Month CDOR(2)(S)/ 5.020% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52) | &nbsp;&nbsp;&nbsp;&nbsp;(1519531) | &nbsp;&nbsp;&nbsp;&nbsp;(1519479) |
| CAD | 12150 | &nbsp;&nbsp;12/03/48 | &nbsp;&nbsp;2.800%(S) | &nbsp;&nbsp;3 Month CDOR(2)(S)/ 5.020% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(221971) | &nbsp;&nbsp;&nbsp;&nbsp;(1090850) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(868879) |
| CHF | 14500 | &nbsp;&nbsp;01/31/29 | &nbsp;&nbsp;0.260%(A) | &nbsp;&nbsp;1 Day SARON(2)(S)/ 0.946% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58580) | &nbsp;&nbsp;&nbsp;&nbsp;(1245391) | &nbsp;&nbsp;&nbsp;&nbsp;(1186811) |
| CHF | 800 | &nbsp;&nbsp;10/17/31 | &nbsp;&nbsp;0.033%(A) | &nbsp;&nbsp;1 Day SARON(2)(S)/ 0.946% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(707) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(123504) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(122797) |
| CHF | 4000 | &nbsp;&nbsp;11/05/31 | &nbsp;&nbsp;0.125%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ 0.946% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(558377) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(558377) |
| CHF | 700 | &nbsp;&nbsp;04/03/33 | &nbsp;&nbsp;0.687%(A) | &nbsp;&nbsp;1 Day SARON(2)(S)/ 0.946% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3932) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77252) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73320) |

---

------

#### PGIM Global Total Return Fund

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

#### Interest rate swap agreements outstanding at January 31, 2023 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;&nbsp;**Value at<br> January 31,<br> 2023** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| CLP | 634000 | &nbsp;&nbsp;02/11/30 | &nbsp;&nbsp;3.085%(S) | &nbsp;&nbsp;1 Day CLOIS(2)(S)/ 11.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(138539) | &nbsp;&nbsp;&nbsp;&nbsp; $(138539) |
| CLP | 800000 | &nbsp;&nbsp;07/13/30 | &nbsp;&nbsp;2.030%(S) | &nbsp;&nbsp;1 Day CLOIS(2)(S)/ 11.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(210874) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(210874) |
| CNH | 78000 | &nbsp;&nbsp;09/03/24 | &nbsp;&nbsp;2.860%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97082 |
| CNH | 76000 | &nbsp;&nbsp;10/09/24 | &nbsp;&nbsp;2.860%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86155 |
| CNH | 98660 | &nbsp;&nbsp;11/01/24 | &nbsp;&nbsp;3.120%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209081 |
| CNH | 92700 | &nbsp;&nbsp;02/04/25 | &nbsp;&nbsp;2.600%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51062 |
| CNH | 330000 | &nbsp;&nbsp;02/05/25 | &nbsp;&nbsp;2.600%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180447 |
| CNH | 18100 | &nbsp;&nbsp;03/10/25 | &nbsp;&nbsp;2.300%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10227) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10217) |
| CNH | 25000 | &nbsp;&nbsp;03/12/25 | &nbsp;&nbsp;2.400%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8480) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8478) |
| CNH | 149980 | &nbsp;&nbsp;05/08/25 | &nbsp;&nbsp;1.860%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(259) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(334986) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(334727) |
| CNH | 80785 | &nbsp;&nbsp;06/01/25 | &nbsp;&nbsp;1.973%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(156388) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(156412) |

---

------

#### PGIM Global Total Return Fund

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

#### Interest rate swap agreements outstanding at January 31, 2023 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;&nbsp;**Value at<br> January 31,<br> 2023** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| CNH | 118700 | &nbsp;&nbsp;07/02/25 | &nbsp;&nbsp;2.330%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(42) | &nbsp;&nbsp;&nbsp;&nbsp; $(99662) | &nbsp;&nbsp;&nbsp;&nbsp; $(99620) |
| CNH | 161860 | &nbsp;&nbsp;07/13/25 | &nbsp;&nbsp;2.653%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(104) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52360 |
| CNH | 48542 | &nbsp;&nbsp;08/06/25 | &nbsp;&nbsp;2.555%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| CNH | 129600 | &nbsp;&nbsp;09/01/25 | &nbsp;&nbsp;2.735%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(87) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87704 |
| CNH | 225740 | &nbsp;&nbsp;11/02/25 | &nbsp;&nbsp;2.588%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13123 |
| CNH | 200000 | &nbsp;&nbsp;12/09/25 | &nbsp;&nbsp;2.855%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186665 |
| CNH | 192490 | &nbsp;&nbsp;01/05/26 | &nbsp;&nbsp;2.660%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(311) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11385 |
| CNH | 40000 | &nbsp;&nbsp;03/03/26 | &nbsp;&nbsp;2.840%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(74) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32163 |
| CNH | 50000 | &nbsp;&nbsp;03/23/26 | &nbsp;&nbsp;2.875%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47181 |
| CNH | 345920 | &nbsp;&nbsp;04/12/26 | &nbsp;&nbsp;2.810%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(798) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199677 |

---

------

#### PGIM Global Total Return Fund

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

#### Interest rate swap agreements outstanding at January 31, 2023 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;&nbsp;**Value at<br> January 31,<br> 2023** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| CNH | 6300 | &nbsp;&nbsp;12/22/26 | &nbsp;&nbsp;2.460%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(11078) | &nbsp;&nbsp;&nbsp;&nbsp; $(11078) |
| CZK | 875720 | &nbsp;&nbsp;01/28/24 | &nbsp;&nbsp;1.938%(A) | &nbsp;&nbsp;6 Month PRIBOR(2)(S)/ 7.220% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1976963) | &nbsp;&nbsp;&nbsp;&nbsp;(1976963) |
| DKK | 13600 | &nbsp;&nbsp;05/04/25 | &nbsp;&nbsp;0.825%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 3.233% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106507) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106519) |
| DKK | 5000 | &nbsp;&nbsp;08/29/26 | &nbsp;&nbsp;0.580%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 3.233% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66433) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66447) |
| DKK | 1300 | &nbsp;&nbsp;10/21/26 | &nbsp;&nbsp;0.673%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 3.233% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17336) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17346) |
| DKK | 13000 | &nbsp;&nbsp;03/15/27 | &nbsp;&nbsp;1.123%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 3.233% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(141387) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(141387) |
| DKK | 1865 | &nbsp;&nbsp;06/22/27 | &nbsp;&nbsp;0.987%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 3.233% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22720) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22720) |
| EUR | 447550 | &nbsp;&nbsp;11/23/24 | &nbsp;&nbsp;(0.046)%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.922% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(15764649) | &nbsp;&nbsp;&nbsp;&nbsp;(15764649) |
| EUR | 27230 | &nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;(0.191)%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.894% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11215) | &nbsp;&nbsp;&nbsp;&nbsp;(5802011) | &nbsp;&nbsp;&nbsp;&nbsp;(5790796) |
| EUR | 6400 | &nbsp;&nbsp;02/23/32 | &nbsp;&nbsp;1.180%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.922% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(875754) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(875901) |
| EUR | 4680 | &nbsp;&nbsp;03/29/32 | &nbsp;&nbsp;1.170%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.922% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(669027) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(670383) |
| EUR | 4150 | &nbsp;&nbsp;05/11/32 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.922% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(74994) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(629961) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(554967) |
| EUR | 7000 | &nbsp;&nbsp;06/28/32 | &nbsp;&nbsp;0.785%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.922% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49145) | &nbsp;&nbsp;&nbsp;&nbsp;(1280717) | &nbsp;&nbsp;&nbsp;&nbsp;(1231572) |
| EUR | 3050 | &nbsp;&nbsp;10/30/32 | &nbsp;&nbsp;1.302%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.922% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(443305) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(443305) |

---

------

#### PGIM Global Total Return Fund

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

#### Interest rate swap agreements outstanding at January 31, 2023 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;&nbsp;**Value at<br> January 31,<br> 2023** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| EUR | 14225 | &nbsp;&nbsp;05/11/33 | &nbsp;&nbsp;1.000%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.922% | &nbsp;&nbsp; $(305533) | &nbsp;&nbsp; $(2523600) | &nbsp;&nbsp; $(2218067) |
| EUR | 365 | &nbsp;&nbsp;05/11/39 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.894% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2943) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78330) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(75387) |
| EUR | 12485 | &nbsp;&nbsp;11/24/41 | &nbsp;&nbsp;0.565%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.922% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894273 |
| EUR | 12485 | &nbsp;&nbsp;11/24/41 | &nbsp;&nbsp;0.600%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.512% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2012286) | &nbsp;&nbsp;&nbsp;&nbsp;(2012286) |
| EUR | 30272 | &nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;0.629%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.922% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4445940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4445940 |
| EUR | 30272 | &nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;0.663%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.512% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(4735413) | &nbsp;&nbsp;&nbsp;&nbsp;(4735413) |
| EUR | 8450 | &nbsp;&nbsp;02/17/42 | &nbsp;&nbsp;0.536%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.922% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2953952) | &nbsp;&nbsp;&nbsp;&nbsp;(2953952) |
| EUR | 17040 | &nbsp;&nbsp;03/22/42 | &nbsp;&nbsp;1.257%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.922% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1644719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1644719 |
| EUR | 17040 | &nbsp;&nbsp;03/22/42 | &nbsp;&nbsp;1.310%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.512% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1787721) | &nbsp;&nbsp;&nbsp;&nbsp;(1787721) |
| EUR | 1235 | &nbsp;&nbsp;07/04/42 | &nbsp;&nbsp;1.001%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.922% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(120358) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(339113) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(218755) |
| EUR | 14270 | &nbsp;&nbsp;03/09/46 | &nbsp;&nbsp;0.425%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.922% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(5742437) | &nbsp;&nbsp;&nbsp;&nbsp;(5742437) |
| EUR | 4635 | &nbsp;&nbsp;05/11/49 | &nbsp;&nbsp;1.450%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.922% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(937352) | &nbsp;&nbsp;&nbsp;&nbsp;(1341647) |
| GBP | 86340 | &nbsp;&nbsp;05/08/27 | &nbsp;&nbsp;1.050%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.427% | &nbsp;&nbsp;&nbsp;&nbsp;5485601 | &nbsp;&nbsp;&nbsp;&nbsp;11605008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6119407 |
| GBP | 11110 | &nbsp;&nbsp;05/08/29 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.427% | &nbsp;&nbsp;&nbsp;&nbsp;1143915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1914280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770365 |

---

------

#### PGIM Global Total Return Fund

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

#### Interest rate swap agreements outstanding at January 31, 2023 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;&nbsp;**Value at<br> January 31,<br> 2023** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| GBP | 6355 | &nbsp;&nbsp;05/08/32 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.427% | &nbsp;&nbsp; $(1003135) | &nbsp;&nbsp; $(1500472) | &nbsp;&nbsp;&nbsp;&nbsp; $(497337) |
| GBP | 7500 | &nbsp;&nbsp;05/08/37 | &nbsp;&nbsp;1.200%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.427% | &nbsp;&nbsp;&nbsp;&nbsp;(2488591) | &nbsp;&nbsp;&nbsp;&nbsp;(2372266) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116325 |
| GBP | 15305 | &nbsp;&nbsp;05/08/42 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.427% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86413 | &nbsp;&nbsp;&nbsp;&nbsp;(5767595) | &nbsp;&nbsp;&nbsp;&nbsp;(5854008) |
| GBP | 13725 | &nbsp;&nbsp;05/08/46 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.427% | &nbsp;&nbsp;&nbsp;&nbsp;2435344 | &nbsp;&nbsp;&nbsp;&nbsp;(5598145) | &nbsp;&nbsp;&nbsp;&nbsp;(8033489) |
| GBP | 3440 | &nbsp;&nbsp;05/08/49 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.427% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678678 | &nbsp;&nbsp;&nbsp;&nbsp;(1495520) | &nbsp;&nbsp;&nbsp;&nbsp;(2174198) |
| GBP | 3540 | &nbsp;&nbsp;09/03/50 | &nbsp;&nbsp;0.328%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.427% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33) | &nbsp;&nbsp;&nbsp;&nbsp;(2312065) | &nbsp;&nbsp;&nbsp;&nbsp;(2312032) |
| GBP | 1800 | &nbsp;&nbsp;05/08/52 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.427% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(236954) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(845718) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(608764) |
| HUF | 500000 | &nbsp;&nbsp;03/31/31 | &nbsp;&nbsp;2.460%(A) | &nbsp;&nbsp;6 Month BUBOR(2)(S)/ 15.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(486836) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(486836) |
| ILS | 40440 | &nbsp;&nbsp;04/16/28 | &nbsp;&nbsp;0.928%(A) | &nbsp;&nbsp;3 Month TELBOR(2)(Q)/ 3.930% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(416) | &nbsp;&nbsp;&nbsp;&nbsp;(1209506) | &nbsp;&nbsp;&nbsp;&nbsp;(1209090) |
| JPY | 3276010 | &nbsp;&nbsp;12/20/24 | &nbsp;&nbsp;0.126%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9162) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54535) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45373) |
| JPY | 950000 | &nbsp;&nbsp;01/15/25 | &nbsp;&nbsp;0.000%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36342) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36957) |
| JPY | 9000000 | &nbsp;&nbsp;03/02/26 | &nbsp;&nbsp;0.029%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(712613) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(712628) |
| JPY | 5000000 | &nbsp;&nbsp;06/02/26 | &nbsp;&nbsp;0.009%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(484093) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(484128) |
| JPY | 2000000 | &nbsp;&nbsp;01/04/27 | &nbsp;&nbsp;(0.033)%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(281461) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(284865) |

---

------

#### PGIM Global Total Return Fund

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

#### Interest rate swap agreements outstanding at January 31, 2023 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;&nbsp;**Value at<br> January 31,<br> 2023** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| JPY | 2100000 | &nbsp;&nbsp;05/06/27 | &nbsp;&nbsp;0.020%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $50 | &nbsp;&nbsp;&nbsp;&nbsp; $(303850) | &nbsp;&nbsp;&nbsp;&nbsp; $(303900) |
| JPY | 7080000 | &nbsp;&nbsp;07/08/28 | &nbsp;&nbsp;(0.050)%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;1970701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1648755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(321946) |
| JPY | 1800000 | &nbsp;&nbsp;11/12/28 | &nbsp;&nbsp;0.011%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(468876) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(468943) |
| JPY | 135000 | &nbsp;&nbsp;02/20/29 | &nbsp;&nbsp;1.260%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3763) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48717 |
| JPY | 2500000 | &nbsp;&nbsp;03/22/29 | &nbsp;&nbsp;0.068%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1640) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(659403) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(657763) |
| JPY | 50000 | &nbsp;&nbsp;04/02/29 | &nbsp;&nbsp;1.288%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(868) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17599 |
| JPY | 100000 | &nbsp;&nbsp;08/18/29 | &nbsp;&nbsp;1.070%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2426) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25649 |
| JPY | 100000 | &nbsp;&nbsp;08/28/29 | &nbsp;&nbsp;1.043%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2085) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23527 |
| JPY | 200000 | &nbsp;&nbsp;09/09/29 | &nbsp;&nbsp;1.061%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3862) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48206 |
| JPY | 655000 | &nbsp;&nbsp;09/29/29 | &nbsp;&nbsp;1.064%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9869) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152454 |
| JPY | 300000 | &nbsp;&nbsp;07/02/30 | &nbsp;&nbsp;0.047%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(199) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(118524) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(118325) |
| JPY | 200000 | &nbsp;&nbsp;04/01/31 | &nbsp;&nbsp;0.319%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(847) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58892) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58045) |
| JPY | 215000 | &nbsp;&nbsp;05/06/31 | &nbsp;&nbsp;0.354%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(474) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60815) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60341) |
| JPY | 150000 | &nbsp;&nbsp;07/07/31 | &nbsp;&nbsp;0.071%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(218) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72092) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71874) |

---

------

#### PGIM Global Total Return Fund

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

#### Interest rate swap agreements outstanding at January 31, 2023 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;&nbsp;**Value at<br> January 31,<br> 2023** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| JPY | 700000 | &nbsp;&nbsp;08/05/31 | &nbsp;&nbsp;0.026%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $46 | &nbsp;&nbsp;&nbsp;&nbsp; $(361894) | &nbsp;&nbsp;&nbsp;&nbsp; $(361940) |
| JPY | 256500 | &nbsp;&nbsp;08/15/31 | &nbsp;&nbsp;0.223%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1259) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99483) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98224) |
| JPY | 130000 | &nbsp;&nbsp;08/30/31 | &nbsp;&nbsp;0.217%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(519) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51299) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50780) |
| JPY | 120000 | &nbsp;&nbsp;09/08/31 | &nbsp;&nbsp;0.316%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(673) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39657) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38984) |
| JPY | 190000 | &nbsp;&nbsp;09/21/31 | &nbsp;&nbsp;0.328%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(954) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62105) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61151) |
| JPY | 350000 | &nbsp;&nbsp;10/14/31 | &nbsp;&nbsp;0.270%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(130286) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(129266) |
| JPY | 200000 | &nbsp;&nbsp;04/06/32 | &nbsp;&nbsp;0.484%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1243) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52431) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51188) |
| JPY | 159520 | &nbsp;&nbsp;04/07/32 | &nbsp;&nbsp;0.491%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(992) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41045) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40053) |
| JPY | 1200000 | &nbsp;&nbsp;05/19/32 | &nbsp;&nbsp;0.023%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(724193) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(724167) |
| JPY | 800000 | &nbsp;&nbsp;05/29/32 | &nbsp;&nbsp;0.016%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(489430) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(489427) |
| JPY | 140000 | &nbsp;&nbsp;06/07/32 | &nbsp;&nbsp;0.451%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42657) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42657) |
| JPY | 71000 | &nbsp;&nbsp;09/21/32 | &nbsp;&nbsp;0.463%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(522) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22165) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21643) |
| JPY | 160000 | &nbsp;&nbsp;11/14/32 | &nbsp;&nbsp;2.390%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177502 |
| JPY | 900000 | &nbsp;&nbsp;01/04/38 | &nbsp;&nbsp;0.757%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23277) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(419830) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(396553) |

---

------

#### PGIM Global Total Return Fund

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

#### Interest rate swap agreements outstanding at January 31, 2023 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;&nbsp;**Value at<br> January 31,<br> 2023** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| JPY | 800000 | &nbsp;&nbsp;03/28/38 | &nbsp;&nbsp;0.656%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp; $(8003) | &nbsp;&nbsp;&nbsp;&nbsp; $(463805) | &nbsp;&nbsp;&nbsp;&nbsp; $(455802) |
| JPY | 675000 | &nbsp;&nbsp;04/06/38 | &nbsp;&nbsp;0.655%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5983) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(394216) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(388233) |
| JPY | 1815000 | &nbsp;&nbsp;04/18/38 | &nbsp;&nbsp;0.675%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13431) | &nbsp;&nbsp;&nbsp;&nbsp;(1027497) | &nbsp;&nbsp;&nbsp;&nbsp;(1014066) |
| JPY | 285000 | &nbsp;&nbsp;07/08/38 | &nbsp;&nbsp;0.200%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17268) |
| JPY | 600000 | &nbsp;&nbsp;08/10/38 | &nbsp;&nbsp;0.822%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12851) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(247105) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(234254) |
| JPY | 2430385 | &nbsp;&nbsp;12/03/38 | &nbsp;&nbsp;0.600%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1285) | &nbsp;&nbsp;&nbsp;&nbsp;(1722161) | &nbsp;&nbsp;&nbsp;&nbsp;(1720876) |
| JPY | 969000 | &nbsp;&nbsp;12/03/39 | &nbsp;&nbsp;0.650%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(558) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(711748) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(711190) |
| JPY | 166000 | &nbsp;&nbsp;05/09/43 | &nbsp;&nbsp;0.820%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(858) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(126278) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(125420) |
| JPY | 2000000 | &nbsp;&nbsp;10/23/45 | &nbsp;&nbsp;0.333%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6423) | &nbsp;&nbsp;&nbsp;&nbsp;(3290512) | &nbsp;&nbsp;&nbsp;&nbsp;(3284089) |
| JPY | 775000 | &nbsp;&nbsp;04/12/46 | &nbsp;&nbsp;0.496%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4768) | &nbsp;&nbsp;&nbsp;&nbsp;(1098055) | &nbsp;&nbsp;&nbsp;&nbsp;(1093287) |
| JPY | 110291 | &nbsp;&nbsp;04/15/46 | &nbsp;&nbsp;0.560%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(714) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(145089) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(144375) |
| JPY | 26000 | &nbsp;&nbsp;10/04/47 | &nbsp;&nbsp;0.942%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(354) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19614) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19260) |
| JPY | 560000 | &nbsp;&nbsp;11/24/47 | &nbsp;&nbsp;0.888%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1474) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(481734) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(480260) |
| JPY | 500000 | &nbsp;&nbsp;05/29/50 | &nbsp;&nbsp;0.186%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(160) | &nbsp;&nbsp;&nbsp;&nbsp;(1099319) | &nbsp;&nbsp;&nbsp;&nbsp;(1099159) |

---

------

#### PGIM Global Total Return Fund

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

#### Interest rate swap agreements outstanding at January 31, 2023 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;&nbsp;**Value at<br> January 31,<br> 2023** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| JPY | 500000 | &nbsp;&nbsp;08/26/50 | &nbsp;&nbsp;0.334%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp; $(3663) | &nbsp;&nbsp;&nbsp;&nbsp; $(968827) | &nbsp;&nbsp;&nbsp;&nbsp; $(965164) |
| JPY | 1000000 | &nbsp;&nbsp;12/16/50 | &nbsp;&nbsp;0.338%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12606) | &nbsp;&nbsp;&nbsp;&nbsp;(1953364) | &nbsp;&nbsp;&nbsp;&nbsp;(1940758) |
| JPY | 1200000 | &nbsp;&nbsp;02/08/51 | &nbsp;&nbsp;0.467%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14990) | &nbsp;&nbsp;&nbsp;&nbsp;(2056023) | &nbsp;&nbsp;&nbsp;&nbsp;(2041033) |
| JPY | 1650000 | &nbsp;&nbsp;03/30/51 | &nbsp;&nbsp;0.520%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ (0.014)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12952) | &nbsp;&nbsp;&nbsp;&nbsp;(2679331) | &nbsp;&nbsp;&nbsp;&nbsp;(2666379) |
| KRW | 18824000 | &nbsp;&nbsp;08/06/25 | &nbsp;&nbsp;0.830%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 3.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13) | &nbsp;&nbsp;&nbsp;&nbsp;(1029067) | &nbsp;&nbsp;&nbsp;&nbsp;(1029054) |
| KRW | 20447900 | &nbsp;&nbsp;09/10/28 | &nbsp;&nbsp;2.043%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 3.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(964636) | &nbsp;&nbsp;&nbsp;&nbsp;(1438729) |
| KRW | 3120000 | &nbsp;&nbsp;10/18/29 | &nbsp;&nbsp;1.313%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 3.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(275868) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(275877) |
| KRW | 11000000 | &nbsp;&nbsp;02/05/30 | &nbsp;&nbsp;1.319%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 3.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;(1053521) | &nbsp;&nbsp;&nbsp;&nbsp;(1053536) |
| KRW | 2455000 | &nbsp;&nbsp;04/27/30 | &nbsp;&nbsp;1.065%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 3.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(262342) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(262344) |
| KRW | 10000000 | &nbsp;&nbsp;07/16/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 3.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39) | &nbsp;&nbsp;&nbsp;&nbsp;(1142433) | &nbsp;&nbsp;&nbsp;&nbsp;(1142394) |
| KRW | 5000000 | &nbsp;&nbsp;01/05/31 | &nbsp;&nbsp;1.258%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 3.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(531711) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(531711) |
| KRW | 4000000 | &nbsp;&nbsp;08/13/31 | &nbsp;&nbsp;1.630%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 3.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(369436) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(369436) |
| NOK | 36000 | &nbsp;&nbsp;02/07/29 | &nbsp;&nbsp;2.083%(A) | &nbsp;&nbsp;6 Month NIBOR(2)(S)/ 3.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(162693) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(162693) |
| NOK | 48000 | &nbsp;&nbsp;10/07/29 | &nbsp;&nbsp;1.660%(A) | &nbsp;&nbsp;6 Month NIBOR(2)(S)/ 3.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(424698) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(424698) |

---

------

#### PGIM Global Total Return Fund

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

#### Interest rate swap agreements outstanding at January 31, 2023 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;&nbsp;**Value at<br> January 31,<br> 2023** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| NZD | 6450 | &nbsp;&nbsp;11/28/28 | &nbsp;&nbsp;2.950%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 4.930% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(297654) | &nbsp;&nbsp;&nbsp;&nbsp; $(297654) |
| PLN | 10000 | &nbsp;&nbsp;03/26/31 | &nbsp;&nbsp;1.675%(A) | &nbsp;&nbsp;6 Month WIBOR(2)(S)/ 6.990% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(551878) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(551878) |
| SGD | 17215 | &nbsp;&nbsp;07/29/31 | &nbsp;&nbsp;1.120%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 3.869% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102413 | &nbsp;&nbsp;&nbsp;&nbsp;(2004422) | &nbsp;&nbsp;&nbsp;&nbsp;(2106835) |
| THB | 120000 | &nbsp;&nbsp;08/23/23 | &nbsp;&nbsp;1.920%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.488% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8936 |
| THB | 60000 | &nbsp;&nbsp;07/04/24 | &nbsp;&nbsp;1.590%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.488% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5659) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5659) |
| THB | 173600 | &nbsp;&nbsp;04/28/30 | &nbsp;&nbsp;1.020%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.488% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(458927) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(458927) |
| THB | 23000 | &nbsp;&nbsp;05/29/30 | &nbsp;&nbsp;2.645%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.488% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(967) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17596 |
| THB | 72900 | &nbsp;&nbsp;06/25/30 | &nbsp;&nbsp;0.990%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.488% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(203101) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(203101) |
| THB | 200200 | &nbsp;&nbsp;07/03/30 | &nbsp;&nbsp;1.028%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.488% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(543637) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(543637) |
| THB | 115500 | &nbsp;&nbsp;08/17/31 | &nbsp;&nbsp;1.320%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.488% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(292861) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(292861) |
|  | 332950 | &nbsp;&nbsp;12/23/23 | &nbsp;&nbsp;4.758%(T) | &nbsp;&nbsp;1 Day SOFR(2)(T)/ 4.310% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(218550) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(218550) |
|  | 324340 | &nbsp;&nbsp;01/06/24 | &nbsp;&nbsp;4.892%(T) | &nbsp;&nbsp;1 Day SOFR(2)(T)/ 4.310% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182173 |
|  |  |  |  |  | &nbsp;&nbsp;$7668013 | &nbsp;&nbsp;$(92022085) | &nbsp;&nbsp;$(99690098) |

---

------

#### PGIM Global Total Return Fund

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

#### Interest rate swap agreements outstanding at January 31, 2023 (continued):<br>

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid(Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** |
| CNH | 10000 | &nbsp;&nbsp;04/02/26 | &nbsp;&nbsp;3.120%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; $20071 | &nbsp;&nbsp;&nbsp;&nbsp; $3 | &nbsp;&nbsp;&nbsp;&nbsp; $20068 | &nbsp;&nbsp;CITI |
| CNH | 5000 | &nbsp;&nbsp;10/14/31 | &nbsp;&nbsp;2.675%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20559) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20559) | &nbsp;&nbsp;SCB |
| CNH | 30000 | &nbsp;&nbsp;11/02/31 | &nbsp;&nbsp;2.700%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108628) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108628) | &nbsp;&nbsp;SCB |
| ILS | 4200 | &nbsp;&nbsp;06/27/23 | &nbsp;&nbsp;3.730%(A) | &nbsp;&nbsp;3 Month TELBOR(2)(Q)/ 3.930% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21535 | &nbsp;&nbsp;CSI |
| JPY | 35000 | &nbsp;&nbsp;12/14/32 | &nbsp;&nbsp;1.575%(S) | &nbsp;&nbsp;6 Month JPY LIBOR(2)(S)/ 0.072% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17520 | &nbsp;&nbsp;HSBC |
| KRW | 3300000 | &nbsp;&nbsp;04/17/23 | &nbsp;&nbsp;2.170%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 3.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10839) | &nbsp;&nbsp;&nbsp;&nbsp;(26) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10813) | &nbsp;&nbsp;MSI |
| KRW | 900000 | &nbsp;&nbsp;11/05/24 | &nbsp;&nbsp;2.425%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 3.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15706) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15706) | &nbsp;&nbsp;CITI |
| KRW | 1485000 | &nbsp;&nbsp;10/28/26 | &nbsp;&nbsp;1.520%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 3.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71627) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71620) | &nbsp;&nbsp;JPM |
| KRW | 2040000 | &nbsp;&nbsp;04/26/27 | &nbsp;&nbsp;1.880%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 3.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(85157) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(85157) | &nbsp;&nbsp;MSI |
| KRW | 1280000 | &nbsp;&nbsp;10/17/28 | &nbsp;&nbsp;1.450%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 3.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91362) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91362) | &nbsp;&nbsp;CITI |
| KRW | 520000 | &nbsp;&nbsp;01/27/31 | &nbsp;&nbsp;1.870%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 3.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36246) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36246) | &nbsp;&nbsp;JPM |
| MYR | 16000 | &nbsp;&nbsp;08/19/23 | &nbsp;&nbsp;3.445%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2534) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2534) | &nbsp;&nbsp;MSI |
| MYR | 1700 | &nbsp;&nbsp;04/28/25 | &nbsp;&nbsp;4.040%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5867 | &nbsp;&nbsp;CITI |

---

------

#### PGIM Global Total Return Fund

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

#### Interest rate swap agreements outstanding at January 31, 2023 (continued):<br>

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid(Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** |
| MYR | 23575 | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;2.625%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.680% | &nbsp;&nbsp; $(126302) | &nbsp;&nbsp; $(279) | &nbsp;&nbsp; $(126023) | &nbsp;&nbsp;MSI |
| MYR | 45900 | &nbsp;&nbsp;08/12/26 | &nbsp;&nbsp;2.605%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(300259) | &nbsp;&nbsp;&nbsp;&nbsp;(564) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(299695) | &nbsp;&nbsp;HSBC |
| MYR | 3160 | &nbsp;&nbsp;07/11/29 | &nbsp;&nbsp;3.528%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3980) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3974) | &nbsp;&nbsp;MSI |
| MYR | 11700 | &nbsp;&nbsp;11/19/29 | &nbsp;&nbsp;3.245%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63686) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63704) | &nbsp;&nbsp;MSI |
| MYR | 17800 | &nbsp;&nbsp;02/04/30 | &nbsp;&nbsp;3.060%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(146846) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(146855) | &nbsp;&nbsp;MSI |
| THB | 28900 | &nbsp;&nbsp;04/30/25 | &nbsp;&nbsp;2.560%(S) | &nbsp;&nbsp;6 Month THBFIX(2)(S)/ 1.430% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14874 | &nbsp;&nbsp;CITI |
| THB | 173000 | &nbsp;&nbsp;05/07/25 | &nbsp;&nbsp;0.795%(S) | &nbsp;&nbsp;6 Month THBFIX(2)(S)/ 1.430% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(137455) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(137468) | &nbsp;&nbsp;HSBC |
| ZAR | 40930 | &nbsp;&nbsp;03/22/42 | &nbsp;&nbsp;7.800%(Q) | &nbsp;&nbsp;3 Month JIBAR(2)(Q)/ 7.467% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(254583) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(254583) | &nbsp;&nbsp;CITI |
| ZAR | 89400 | &nbsp;&nbsp;09/22/42 | &nbsp;&nbsp;8.020%(Q) | &nbsp;&nbsp;3 Month JIBAR(2)(Q)/ 7.467% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(450439) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(450439) | &nbsp;&nbsp;CITI |
| ZAR | 38700 | &nbsp;&nbsp;03/22/47 | &nbsp;&nbsp;7.650%(Q) | &nbsp;&nbsp;3 Month JIBAR(1)(Q)/ 7.467% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288814 | &nbsp;&nbsp;CITI |
| ZAR | 83965 | &nbsp;&nbsp;09/22/47 | &nbsp;&nbsp;7.890%(Q) | &nbsp;&nbsp;3 Month JIBAR(1)(Q)/ 7.467% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507040 | &nbsp;&nbsp;CITI |
|  |  |  |  |  | &nbsp;&nbsp;$(1050487) | &nbsp;&nbsp;$(839) | &nbsp;&nbsp;$(1049648) |  |

---

(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 Global Total Return 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 Agreement:** | **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** | **OTC Total Return Swap Agreement:** |
| iShares MBS ETF(T) | &nbsp;&nbsp;1 Day SOFR -25bps(T)/ 4.060% | &nbsp;&nbsp;BNP | &nbsp;&nbsp;02/03/23 | &nbsp;&nbsp;25193 | &nbsp;&nbsp;$1423329 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$1423329 |

---

(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 Global Total Return Fund, Inc.

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

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

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

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $3413738611.68

**Total Liabilities:** $161207346.69

**Net Assets:** $3252531264.99

**Cash Not Reported:** $95073848.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 27834.11507000 | **1-Year:** 309195.08640000 | **5-Year:** 649620.86292000 | **10-Year:** 691010.33993000 | **30-Year:** 237144.94281000

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

- **3-Month:** 1374.17608000 | **1-Year:** 55135.87955000 | **5-Year:** 160868.12862000 | **10-Year:** 106704.10507000 | **30-Year:** 8243.74617000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000196749 | 6.48%                | 0.53%                | 3.91%                |
| Class ID C000196748 | 6.68%                | 0.50%                | 3.69%                |
| Class ID C000012112 | 6.50%                | 0.46%                | 3.69%                |
| Class ID C000109121 | 6.73%                | 0.35%                | 3.94%                |
| Class ID C000012110 | 6.55%                | 0.52%                | 3.75%                |
| Class ID C000012113 | 6.55%                | 0.54%                | 3.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-46561175.27            | $221951420.03                              |
| Month 2  | $-26582718.46            | $30294278.78                               |
| Month 3  | $-37382849.61            | $140541539.25                              |

**Designated Index Information**

- **Index Name:** PGIM Global Total Return 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Oaktown Re Ltd                                    | Oaktown Re VI Ltd                                                               | CUSIP: 67401FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     1865000 | PA      | $1847757.70   | 0.06%             | 2033-10-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                 | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     1095000 | PA      | $1042948.08   | 0.03%             | 2025-12-20      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-394216.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    71000000 | PA      | $1466929.64   | 0.05%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ILS                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1209505.51  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-141386.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $36273.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4096538.32  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2200000 | PA      | $1983697.32   | 0.06%             | 2031-05-15      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    11370000 | PA      | $9893327.16   | 0.30%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2014-GC24                                          | CUSIP: 36253GAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    83262000 | PA      | $20998.68     | 0.00%             | 2047-09-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                          | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      900000 | PA      | $771126.48    | 0.02%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $81924.12     | 0.00%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                            | Lending Funding Trust 2020-2                                                    | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1100000 | PA      | $976767.11    | 0.03%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $94587.95     | 0.00%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     2205000 | PA      | $2122585.17   | 0.07%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOVERNMENT OF JAPAN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $551547.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL LOAN TRUST 1                               | Brazil Loan Trust 1                                                             | CUSIP: 105859AA0<br>LEI: 549300V5WCG7Q7KQX569 | Long             | DBT              | CORP              | US        |      469764 | PA      | $466601.93    | 0.01%             | 2023-07-24      | Fixed         | 5.48%                 | 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      | $4527.98      | 0.00%             | 2040-04-16      | Fixed         | 0.00%                 | No            |                  3 | 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        |    85874565 | NS      | $85857389.86  | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                | IRS ILS                                                                         | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | N/A              | DIR              | CORP              | US        |           1 | NC      | $21534.60     | 0.00%             |  |  |  | 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        |      775000 | PA      | $768126.15    | 0.02%             | 2023-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $128465.35    | 0.00%             | 2049-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                            | Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC             | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1217000 | PA      | $1093277.16   | 0.03%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ESKOM HOLDINGS SOC LTD                            | Eskom Holdings SOC Ltd                                                          | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    12000000 | PA      | $11475000.00  | 0.35%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     2770000 | PA      | $2407383.09   | 0.07%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                            | Credit Agricole SA/London                                                       | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | GB        |   600000000 | PA      | $4605553.72   | 0.14%             | 2026-06-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA & NEW ZEALAND BANKING GROUP LTD         | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     2000000 | PA      | $295482.64    | 0.01%             | 2024-03-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |        4000 | PA      | $3704.50      | 0.00%             | 2026-05-31      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     8795000 | PA      | $7305868.86   | 0.22%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association         | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $87679.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5658.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $238863.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                            | Market Bidco Finco PLC                                                          | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |     5319000 | PA      | $5079462.08   | 0.16%             | 2027-11-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1543680.09   | 0.05%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2021-RENT                                     | CUSIP: 36260XAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4453854 | PA      | $4026326.46   | 0.12%             | 2035-11-21      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2020-COR7                            | CUSIP: 46652JAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4052778.00   | 0.12%             | 2053-05-13      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $107408.19    | 0.00%             | 2052-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2665574.39   | 0.08%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1430000 | PA      | $1131418.86   | 0.03%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| OCI NV                                            | OCI NV                                                                          | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |     8370000 | PA      | $8978923.34   | 0.28%             | 2025-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2012285.92  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2718098.11   | 0.08%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS UNITED STATES OF AMERICA                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-67562.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN MARINO GOVERNMENT BO                          | San Marino Government Bond                                                      | CUSIP: 000000000<br>LEI: 5299009BDP7ZQ4185U27 | Long             | DBT              | NUSS              | SM        |      269000 | PA      | $287861.29    | 0.01%             | 2024-02-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FINANCE                              | Prologis Yen Finance LLC                                                        | CUSIP: 74346GAB8<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |   700000000 | PA      | $5231319.17   | 0.16%             | 2028-09-25      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1262.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                    | UBS-Barclays Commercial Mortgage Trust 2012-C2                                  | CUSIP: 90269CAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      647711 | PA      | $6.48         | 0.00%             | 2063-05-10      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| TMNL HOLD IV BV                                   | TMNL Holding BV                                                                 | CUSIP: 000000000<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |     2300000 | PA      | $2221929.43   | 0.07%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-86136.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      160000 | PA      | $106050.00    | 0.00%             | 2040-08-15      | Fixed         | 1.12%                 | 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       |     1100000 | PA      | $472862.50    | 0.01%             | 2026-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Elevation CLO Ltd                                 | Elevation CLO 2017-6 Ltd                                                        | CUSIP: 28622PAA1<br>LEI: 549300TLJB7OIA4JRG73 | Long             | ABS-CBDO         | CORP              | KY        |      358762 | PA      | $355396.14    | 0.01%             | 2029-07-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $43538.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rathlin Residential                               | Rathlin Residential 2021-1 DAC                                                  | CUSIP: 000000000<br>LEI: 635400C7HSB9QLJBUZ78 | Long             | ABS-O            | CORP              | IE        |     1124640 | PA      | $1146492.92   | 0.04%             | 2075-09-27      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                      | Eagle RE 2021-2 Ltd                                                             | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     3500000 | PA      | $3531627.05   | 0.11%             | 2034-04-25      | Floating      | 7.76%                 | 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      | $-458502.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21116.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $68640.16     | 0.00%             | 2046-01-31      | Fixed         | 0.88%                 | 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        |     5250000 | PA      | $4123677.81   | 0.13%             | 2050-03-01      | Fixed         | 4.80%                 | 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      |
| BARCLAYS CAPITAL INC.                             | CDS BNP PARIBAS SA                                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $22579.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-10839.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-11077.92    | -0.00%            |  |  |  | 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        |      203193 | PA      | $196155.48    | 0.01%             | 2028-09-25      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-96894.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-71626.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                            | Netherlands Government Bond                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      100000 | PA      | $55705.08     | 0.00%             | 2052-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-19614.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS CLP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-210874.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | HKD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4312.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7590000 | PA      | $6394086.20   | 0.20%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-292861.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $734676.21    | 0.02%             | 2028-09-28      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                            | Berkshire Hathaway Inc                                                          | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |  1640000000 | PA      | $11841602.58  | 0.36%             | 2029-09-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      400000 | PA      | $85325.00     | 0.00%             | 2027-09-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |       72000 | PA      | $65263.50     | 0.00%             | 2026-08-11      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2250000 | PA      | $2202681.60   | 0.07%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | JPY/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-618411.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5742437.17  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CSWAP PEN VS USD                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $102221.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-443305.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-419829.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2017-BNK5                                                                  | CUSIP: 06541WAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3248252 | PA      | $3142108.44   | 0.10%             | 2060-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                         | Aflac Inc                                                                       | CUSIP: 001055AZ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $721157.76    | 0.02%             | 2029-12-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     7585000 | PA      | $4875878.34   | 0.15%             | 2052-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-17336.70    | -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        |    15000000 | PA      | $15956701.20  | 0.49%             | 2034-01-15      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7675000 | PA      | $6908598.06   | 0.21%             | 2026-12-01      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | MYR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $352484.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     9650000 | PA      | $9452033.82   | 0.29%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                          | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     2100000 | PA      | $1455205.86   | 0.04%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                          | EXPORT-IMPORT BANK OF KOREA                                                     | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     5000000 | PA      | $744191.38    | 0.02%             | 2023-09-04      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-303849.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2138000 | PA      | $1641555.73   | 0.05%             | 2038-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                     | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $225221.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                              | Booking Holdings Inc                                                            | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $6008134.77   | 0.18%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     3000000 | PA      | $2609771.52   | 0.08%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Radnor Re LTD                                     | Radnor RE 2021-2 Ltd                                                            | CUSIP: 75049GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     5100000 | PA      | $5008779.87   | 0.15%             | 2031-11-25      | Floating      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912828Z86<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1365000 | PA      | $1363133.79   | 0.04%             | 2023-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  2000000000 | PA      | $101983.70    | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3979.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $334299.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                          | Digicel International Finance Ltd/Digicel international Holdings Ltd            | CUSIP: 25381VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      750000 | PA      | $644203.13    | 0.02%             | 2024-05-25      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GAZPROM PJSC (GAZ FN)                             | Gazprom PJSC via Gaz Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |     1410000 | PA      | $965850.00    | 0.03%             | 2027-06-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    17400000 | PA      | $10396500.00  | 0.32%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    10100000 | PA      | $9003776.30   | 0.28%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912833X96<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      800000 | PA      | $495656.25    | 0.02%             | 2035-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $989904.94    | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2003-NC8                                 | CUSIP: 61746RDM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       69879 | PA      | $69255.07     | 0.00%             | 2033-09-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| LANDSVIRKJUN                                      | Landsvirkjun                                                                    | CUSIP: 000000000<br>LEI: 213800Z3CFZOLXPJWN61 | Long             | DBT              | NUSS              | IS        |     5000000 | PA      | $5224138.97   | 0.16%             | 2026-07-24      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                            | Berkshire Hathaway Inc                                                          | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $674906.62    | 0.02%             | 2034-09-13      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | DEUTSCHE BANK AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    53000000 | PA      | $7689062.26   | 0.24%             | 2025-04-10      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1098054.65  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion CLO VIII Ltd                                                          | CUSIP: 07132ACC5<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |     5389061 | PA      | $5323558.08   | 0.16%             | 2030-07-18      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      862000 | PA      | $552010.89    | 0.02%             | 2037-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    31299000 | PA      | $6397021.08   | 0.20%             | 2028-06-20      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4272477.10   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-334986.58   | -0.01%            |  |  |  | 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        |     1475000 | PA      | $1453111.52   | 0.04%             | 2024-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                           | State Grid Overseas Investment BVI Ltd                                          | CUSIP: 000000000<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |     3830000 | PA      | $3690934.72   | 0.11%             | 2026-08-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2100000 | PA      | $1635712.44   | 0.05%             | 2033-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                   | QNB Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |      940000 | PA      | $654500.29    | 0.02%             | 2028-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                            | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     9850000 | PA      | $8243357.13   | 0.25%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191023.47    | 0.01%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        1000 | PA      | $1006.76      | 0.00%             | 2039-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                         | Aflac Inc                                                                       | CUSIP: 001055AS1<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    80000000 | PA      | $613099.68    | 0.02%             | 2027-01-25      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1644718.92   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STATES OF JERSEY                                  | Jersey International Bond                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JE        |      834000 | PA      | $891332.17    | 0.03%             | 2054-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                             | eG Global Finance PLC                                                           | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     5845000 | PA      | $5663812.34   | 0.17%             | 2025-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                          | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      588000 | PA      | $656732.64    | 0.02%             | 2034-10-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3562192.16   | 0.11%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    19245000 | PA      | $17566605.64  | 0.54%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                  | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1553024.19   | 0.05%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      180000 | PA      | $235435.27    | 0.01%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                            | Citigroup Capital XIII                                                          | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        4000 | NS      | $114880.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $73487.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9388.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-275867.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $13480.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS SPAIN                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $9155.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PEOPLES REPBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14448.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                          | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |     3250000 | PA      | $3880961.78   | 0.12%             | 2030-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Funding XIII LLC                                                        | CUSIP: 68377FAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2743960 | PA      | $2672332.32   | 0.08%             | 2025-08-08      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                      | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    18150000 | PA      | $15857424.86  | 0.49%             | N/A             | Fixed         | 3.70%                 | 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        |     1830000 | PA      | $1747650.00   | 0.05%             | 2041-10-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                       | Home RE 2019-1 Ltd                                                              | CUSIP: 43731AAA1<br>LEI: 254900GFKVQN72ENGJ20 | Long             | ABS-MBS          | CORP              | BM        |      377943 | PA      | $378017.59    | 0.01%             | 2029-05-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                             | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     9000000 | PA      | $10545181.06  | 0.32%             | 2045-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| UNICREDIT SPA                                     | UniCredit SpA                                                                   | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     8485000 | PA      | $7470897.41   | 0.23%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2004422.34  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RDY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $103716.51    | 0.00%             | 2047-05-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1064191.89  | -0.03%            |  |  |  | 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        |     1700000 | PA      | $1548434.14   | 0.05%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      168000 | PA      | $118822.20    | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                            | Power Finance Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     3100000 | PA      | $2718880.61   | 0.08%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-711748.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      700000 | PA      | $672680.86    | 0.02%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35564KDX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $666799.00    | 0.02%             | 2033-08-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1495520.02  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-203100.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                               | Republic of Austria Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      100000 | PA      | $65332.06     | 0.00%             | 2051-03-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                          | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LAP4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $383886.09    | 0.01%             | 2039-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $11073.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     5700000 | PA      | $6172742.57   | 0.19%             | 2023-06-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-70978.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     2723000 | PA      | $2642407.91   | 0.08%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2056022.84  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1560000 | PA      | $304005.00    | 0.01%             | 2035-03-15      | Variable      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1014009.81   | 0.03%             | 2030-03-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    13756000 | PA      | $11130136.25  | 0.34%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2019-R07                                    | CUSIP: 20753WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74154 | PA      | $74153.48     | 0.00%             | 2039-10-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                               | Midocean Credit CLO IX                                                          | CUSIP: 59802MAA5<br>LEI: 549300XXQYQPW7OQNX23 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1976483.60   | 0.06%             | 2031-07-20      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1566115.71   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2024304.90   | 0.06%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    24000000 | PA      | $3909682.91   | 0.12%             | 2034-05-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7462.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $32711.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                          | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |      400000 | PA      | $353815.23    | 0.01%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                            | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     7615000 | PA      | $7444573.54   | 0.23%             | 2028-11-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-41279.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2014-UBS4 Mortgage Trust                                                   | CUSIP: 12591QAA0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    50000000 | PA      | $141355.00    | 0.00%             | 2047-08-10      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      340000 | PA      | $321188.25    | 0.01%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FVEE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   101530645 | PA      | $7836795.15   | 0.24%             | 2030-06-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $138468.78    | 0.00%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CDS REPUBLIC OF SLOVENIA                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11122.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                    | Newday Funding Master Issuer PLC - Series 2021-1                                | CUSIP: 65120LAA9<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |     3500000 | PA      | $3462025.00   | 0.11%             | 2029-03-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                               | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    10000000 | PA      | $2147125.36   | 0.07%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4519000 | PA      | $4228466.67   | 0.13%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                            | Montenegro Government International Bond                                        | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      750000 | PA      | $746973.97    | 0.02%             | 2025-04-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                      | Providus CLO II DAC                                                             | CUSIP: 000000000<br>LEI: 635400JFBYET5G2XFP83 | Long             | ABS-CBDO         | CORP              | IE        |     7500000 | PA      | $7870509.94   | 0.24%             | 2031-07-15      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-208748.66   | -0.01%            |  |  |  | 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      | $213351.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                          | Tesco Corporate Treasury Services PLC                                           | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $802790.91    | 0.02%             | 2024-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $111122.85    | 0.00%             | 2051-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIRCRAFT FINANCE CO LTD                           | Aircraft Finance Co Ltd                                                         | CUSIP: 000000000<br>LEI: 549300V406LJMUES1M40 | Long             | DBT              | CORP              | KY        |     4128809 | PA      | $4121006.88   | 0.13%             | 2023-03-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |      600000 | PA      | $30137.17     | 0.00%             | 2024-12-05      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      500000 | PA      | $444861.11    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                         | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   300000000 | PA      | $2194338.72   | 0.07%             | 2028-07-12      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $61583.32     | 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        |     2207002 | PA      | $2206771.21   | 0.07%             | 2024-11-29      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                          | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |    11325000 | PA      | $9958083.01   | 0.31%             | 2023-03-06      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-712612.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    13633000 | PA      | $17017537.10  | 0.52%             | 2024-02-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                    | Ameriquest Mort Sec Inc Ass Bk Pas Thr Certs Ser 2002 2                         | CUSIP: 03072SCJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      198090 | PA      | $193467.37    | 0.01%             | 2032-08-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    41500000 | PA      | $6527170.05   | 0.20%             | 2031-12-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                 | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1120436.85   | 0.03%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $731509.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5443479.55   | 0.17%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-484093.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                    | Santander Bank Auto Credit-Linked Notes Series 2022-A                           | CUSIP: 80290CAT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1821632 | PA      | $1780284.96   | 0.05%             | 2032-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FINANCE                              | Prologis Yen Finance LLC                                                        | CUSIP: 000000000<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |  1500000000 | PA      | $10562081.20  | 0.32%             | 2032-06-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | Service Properties Trust                                                        | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3393734.04   | 0.10%             | 2024-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                          | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3990000 | PA      | $4134443.46   | 0.13%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $737758.70    | 0.02%             | 2027-09-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | CME British Pound Currency                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -1993 | NC      | $-3844188.09  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2020-HQA4                                         | CUSIP: 35565RBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1308034 | PA      | $1376630.37   | 0.04%             | 2050-09-25      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS KINGDOM OF SPAIN                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $30791.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CODERE NEW TOPCO SA                               | CODERE NEW TOPCO SA                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |       16439 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-35093.09    | -0.00%            |  |  |  | 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        |     2625000 | PA      | $2419193.81   | 0.07%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                            | Korea Development Bank/The                                                      | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        | 15000000000 | PA      | $988971.81    | 0.03%             | 2025-01-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $44953.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35565TBD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      595000 | PA      | $581617.20    | 0.02%             | 2050-11-25      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    10300000 | PA      | $9961005.08   | 0.31%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                  | Bellemeade Re Ltd                                                               | CUSIP: 07876MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     2448679 | PA      | $2445731.02   | 0.08%             | 2031-03-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     6765000 | PA      | $5677593.56   | 0.17%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    25850000 | PA      | $22506422.19  | 0.69%             | 2029-06-14      | Fixed         | 2.09%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2312064.60  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1505000 | PA      | $1625218.92   | 0.05%             | 2025-07-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                       | CUSIP: 775109BJ9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $484339.18    | 0.01%             | 2029-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2                    | BX Commercial Mortgage Trust 2019-XL                                            | CUSIP: 056054AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22142126 | PA      | $21419322.87  | 0.66%             | 2036-10-15      | Floating      | 7.24%                 | 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      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-281461.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT TERMINAL MALTA                           | Freeport Terminal Malta PLC                                                     | CUSIP: 356834AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |     3000000 | PA      | $3385860.21   | 0.10%             | 2028-05-15      | Fixed         | 7.25%                 | 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       |     2600000 | PA      | $2530766.68   | 0.08%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1400000 | PA      | $1475198.39   | 0.05%             | 2036-03-28      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                            | Lendmark Funding Trust 2021-1                                                   | CUSIP: 52607MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1900000 | PA      | $1534020.29   | 0.05%             | 2031-11-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 34540UAD1<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1476118.57   | 0.05%             | 2024-06-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                            | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1434691.84   | 0.04%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      175000 | PA      | $77000.00     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-450438.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4626000 | PA      | $3591183.41   | 0.11%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1449804.79   | 0.04%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                               | Canadian Government Bond                                                        | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      650000 | PA      | $553859.31    | 0.02%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BARCLAYS PLC                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15555.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS AMERICAN INTERNATIONAL GROUP INC                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $42149.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 638585BF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      377000 | PA      | $407946.12    | 0.01%             | 2028-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-20558.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4150000 | PA      | $3620617.18   | 0.11%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $28356.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $145978.36    | 0.00%             | 2045-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                          | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1390000 | PA      | $1270788.46   | 0.04%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| HKT CAPITAL NO 3 LTD                              | HKT Capital No 3 Ltd                                                            | CUSIP: 000000000<br>LEI: 254900HE65W6XSXMND87 | Long             | DBT              | CORP              | VG        |     9200000 | PA      | $8797665.71   | 0.27%             | 2027-04-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance T                    | Fairstone Financial Issuance Trust I                                            | CUSIP: 30575PAN6<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |     1500000 | PA      | $1065811.13   | 0.03%             | 2039-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                            | Korea Development Bank/The                                                      | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    74000000 | PA      | $6695716.38   | 0.21%             | 2027-08-10      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                     | Cantor Commercial Real Estate Lending 2019-CF2                                  | CUSIP: 12528YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16531000 | PA      | $15548881.72  | 0.48%             | 2052-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                          | Golden Entertainment Inc                                                        | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1006055.98   | 0.03%             | 2026-04-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $935604.18    | 0.03%             | 2030-05-06      | Fixed         | 2.65%                 | 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        |     2100000 | PA      | $1879623.48   | 0.06%             | 2041-12-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |  1700000000 | PA      | $12188891.47  | 0.37%             | 2029-08-15      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                      | Voya CLO 2013-2 Ltd                                                             | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | PA      | $4466244.15   | 0.14%             | 2031-04-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3435000 | PA      | $5066721.08   | 0.16%             | 2034-10-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VGA6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2020217.20   | 0.06%             | 2051-03-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                              | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     6800000 | PA      | $6799087.44   | 0.21%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FUZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    29295340 | PA      | $2606333.20   | 0.08%             | 2030-05-25      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-99483.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4000000 | PA      | $600596.45    | 0.02%             | 2025-11-30      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9532005.09   | 0.29%             | 2027-10-29      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $16628.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     1800000 | PA      | $332066.29    | 0.01%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-65571.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   200000000 | PA      | $1535358.97   | 0.05%             | 2024-05-22      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1812347.74   | 0.06%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB                               | Credit Agricole Corporate & Investment Bank SA                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $874417.60    | 0.03%             | 2024-02-20      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     5900000 | PA      | $6667051.54   | 0.20%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $94797.70     | 0.00%             | 2055-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | IRS THB                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $14874.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  1637456000 | PA      | $1694494.17   | 0.05%             | 2038-12-31      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $143990.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2005266.81   | 0.06%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4030000 | PA      | $4115882.56   | 0.13%             | 2050-05-01      | Fixed         | 5.80%                 | 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        |     1800000 | PA      | $1725598.44   | 0.05%             | 2034-08-21      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF IRELAND                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $92399.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        1000 | PA      | $1053.81      | 0.00%             | 2029-02-24      | Variable      | 4.30%                 | 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        |    11562863 | PA      | $99773.63     | 0.00%             | 2024-12-25      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                       | MetLife Inc                                                                     | CUSIP: 59156RBV9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   600000000 | PA      | $4406668.00   | 0.14%             | 2029-05-23      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   400000000 | PA      | $2946098.87   | 0.09%             | 2028-06-08      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS REPUBLIC OF IRELAND                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $61169.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |       90000 | PA      | $69982.79     | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | 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      | $-925.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | Eurex 10 Year Euro BUND                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -927 | NC      | $4580503.55   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF AUSTRIA                               | Republic of Austria Government International Bond                               | CUSIP: 052591AS3<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2143000 | PA      | $1831491.50   | 0.06%             | 2034-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                        | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1044466.53   | 0.03%             | 2026-05-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3780000 | PA      | $3646981.80   | 0.11%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: —       |
| Q GENERIC RESIDUAL                                | Province of Quebec Residual Strip                                               | CUSIP: 74812ZSJ5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     9999940 | PA      | $4636475.88   | 0.14%             | 2035-04-01      | None          | 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        |     1020000 | PA      | $1001592.67   | 0.03%             | 2023-02-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| VECTOR GROUP LTD                                  | Vector Group Ltd                                                                | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4145882.41   | 0.13%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                   | QNB FINANCE LTD                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     7400000 | PA      | $1070426.88   | 0.03%             | 2026-03-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                            | China Development Bank                                                          | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     4700000 | PA      | $711089.78    | 0.02%             | 2024-08-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                      | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     1840000 | PA      | $2114158.05   | 0.07%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-629961.41   | -0.02%            |  |  |  | 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      |
| PROLOGIS YEN FINANCE                              | Prologis Yen Finance LLC                                                        | CUSIP: 000000000<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |   200000000 | PA      | $1349679.71   | 0.04%             | 2035-06-22      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $87617.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $507039.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     5450000 | PA      | $4663232.50   | 0.14%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                            | BP Capital Markets PLC                                                          | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    14500000 | PA      | $14096755.00  | 0.43%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF SERBIA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $350772.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OZLM Ltd                                          | OZLM XX Ltd                                                                     | CUSIP: 67112MAA3<br>LEI: 549300ROA1URR67W0G46 | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4945869.50   | 0.15%             | 2031-04-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $23223.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                 | Xerox Corp                                                                      | CUSIP: 984121CQ4<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39853.08     | 0.00%             | 2023-03-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                    | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HBA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      760693 | PA      | $748251.00    | 0.02%             | 2028-02-25      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      545000 | PA      | $434467.19    | 0.01%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        2000 | PA      | $1908.86      | 0.00%             | 2036-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-36663.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-77252.01    | -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      | $355585.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                                | Finland Government Bond                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      100000 | PA      | $53298.62     | 0.00%             | 2052-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     9115000 | PA      | $7782588.17   | 0.24%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-551878.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7225000 | PA      | $6590209.50   | 0.20%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      325000 | PA      | $309384.77    | 0.01%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-196997.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ferrellgas Partners LP                            | Ferrellgas Partners LP                                                          | CUSIP: 315293308<br>LEI: 529900YP52A6C5K57L34 | Long             | EC               | CORP              | US        |        2731 | NS      | $512558.18    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Exeter Automobile Receivables                     | Exeter Automobile Receivables Trust 2022-1                                      | CUSIP: 30167JAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5600000 | PA      | $4576653.76   | 0.14%             | 2029-10-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| KANE BIDCO LTD                                    | Kane Bidco Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |     8325000 | PA      | $8933493.94   | 0.27%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                           | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2000000 | PA      | $339543.57    | 0.01%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Funding XIII LLC                                                        | CUSIP: 68377FAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2243738 | PA      | $2114844.19   | 0.07%             | 2025-08-08      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $59701.92     | 0.00%             | 2065-07-30      | None          | 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        |     3550000 | PA      | $3642531.85   | 0.11%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4320000 | PA      | $3569424.71   | 0.11%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                               | 20 Times Square Trust 2018-20TS                                                 | CUSIP: 90137LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $746013.20    | 0.02%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5598145.09  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                | Republic of Poland Government International Bond                                | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   100000000 | PA      | $890477.56    | 0.03%             | 2034-08-04      | Fixed         | 3.22%                 | 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      |
| BARCLAYS BANK PLC                                 | CDS GREECE HELLENIC REPUBLIC                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $8712.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOUSING AND URBAN DEV CO                          | Housing & Urban Development Corp Ltd AID Bond                                   | CUSIP: 44182YAB9<br>LEI: 335800KSC46MN2VPTI91 | Long             | DBT              | CORP              | IN        |      800000 | PA      | $794072.75    | 0.02%             | 2030-09-15      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                    | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HBW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1895916 | PA      | $1946043.67   | 0.06%             | 2028-09-25      | Fixed         | 28.35%                | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                               | DBWF 2016-85T Mortgage Trust                                                    | CUSIP: 23307CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2311812.00   | 0.07%             | 2036-12-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1029067.11  | -0.03%            |  |  |  | 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        |      600000 | PA      | $521335.74    | 0.02%             | 2029-02-26      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1350000 | PA      | $1291356.00   | 0.04%             | 2041-10-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3400000 | PA      | $3401460.95   | 0.10%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                                | Commonwealth of Puerto Rico                                                     | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    10573065 | PA      | $4669750.95   | 0.14%             | 2043-11-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3765000 | PA      | $2879133.79   | 0.09%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    13980000 | PA      | $14920986.98  | 0.46%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                               | Suzano Austria GmbH                                                             | CUSIP: 000000000<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $201750.00    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      515000 | PA      | $494631.66    | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $4073603.42   | 0.13%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     7718000 | PA      | $8038217.50   | 0.25%             | 2026-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| NTPC LTD                                          | NTPC Ltd                                                                        | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |    12000000 | PA      | $12008658.90  | 0.37%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     4700000 | PA      | $4719358.92   | 0.15%             | 2026-05-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     9375000 | PA      | $9518720.19   | 0.29%             | 2025-11-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1953363.43  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Auto Securitization Trust                    | Ford Auto Securitization Trust                                                  | CUSIP: 345213JE3<br>LEI: 549300UXPSVB9J11GQ87 | Long             | ABS-O            | CORP              | CA        |      500000 | PA      | $356615.69    | 0.01%             | 2028-04-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2016-C35                                  | CUSIP: 95000FAX4<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    24000000 | PA      | $652744.80    | 0.02%             | 2048-07-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                       | Taurus 2021-1 UK DAC                                                            | CUSIP: 000000000<br>LEI: 635400SG2ZVJCYHITE32 | Long             | ABS-MBS          | CORP              | IE        |      545990 | PA      | $619567.84    | 0.02%             | 2031-05-17      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2361614.60   | 0.07%             |  |  |  | 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        |     3000000 | PA      | $3168149.96   | 0.10%             | 2026-05-11      | Floating      | 1.97%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1200000 | PA      | $944124.55    | 0.03%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 195325BB0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1401000 | PA      | $1580328.00   | 0.05%             | 2033-01-28      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                          | State of North Rhine-Westphalia Germany                                         | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $25490.56     | 0.00%             | 2027-06-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                          | African Export-Import Bank/The                                                  | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | N/A       |      300000 | PA      | $255000.00    | 0.01%             | 2031-05-17      | Fixed         | 3.80%                 | No            |                  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        |     1182224 | PA      | $1358297.21   | 0.04%             | 2028-01-25      | Fixed         | 33.78%                | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                  | Ventas Realty LP                                                                | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     7995000 | PA      | $6533971.63   | 0.20%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CSWAP IDR VS USD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32325.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     3520000 | PA      | $501760.68    | 0.02%             | 2025-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                            | Barrick North America Finance LLC                                               | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $48471.85     | 0.00%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     2535000 | PA      | $2535000.00   | 0.08%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| BELLEMEADE RE LT                                  | Bellemeade RE 2021-3 Ltd                                                        | CUSIP: 078777AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1150965.24   | 0.04%             | 2031-09-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      500000 | PA      | $74920.99     | 0.00%             | 2024-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     4500000 | PA      | $5448310.89   | 0.17%             | 2026-12-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS HALLIBURTON COMPANY                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $76009.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     5500000 | PA      | $5942750.00   | 0.18%             | 2026-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2020-HR8                                         | CUSIP: 61692BBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    54413000 | PA      | $2946953.67   | 0.09%             | 2053-07-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION               | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-137454.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                               | 20 Times Square Trust 2018-20TS                                                 | CUSIP: 90137LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $800911.60    | 0.02%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                            | Deutsche Bahn Finance GMBH                                                      | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $561812.48    | 0.02%             | 2030-07-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-36245.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                  | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $725963.67    | 0.02%             | 2028-04-30      | Fixed         | 4.12%                 | 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        |     1241304 | PA      | $1280090.55   | 0.04%             | 2060-11-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                           | AMC Entertainment Holdings Inc                                                  | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |      902877 | PA      | $454729.84    | 0.01%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2755000 | PA      | $2346580.01   | 0.07%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $843900.19    | 0.03%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      260000 | PA      | $245213.80    | 0.01%             | 2041-11-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | USD/HKD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4066.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNT COS INC                                      | Hunt Cos Inc                                                                    | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |     5750000 | PA      | $4880355.45   | 0.15%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1722161.55  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3600000 | PA      | $3192504.64   | 0.10%             | 2029-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   800000000 | PA      | $5954042.95   | 0.18%             | 2028-08-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| PERU ENHANCED PASS-THRU                           | Peru Enhanced Pass-Through Finance Ltd                                          | CUSIP: 000000000<br>LEI: 549300O4IWRO77V4HJ21 | Long             | DBT              | CORP              | KY        |      633655 | PA      | $587041.46    | 0.02%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $778665.54    | 0.02%             | 2024-08-06      | Fixed         | 1.00%                 | 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        |     1370000 | PA      | $1231613.83   | 0.04%             | 2041-09-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                            | Berkshire Hathaway Inc                                                          | CUSIP: 084670CF3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   300000000 | PA      | $1906365.00   | 0.06%             | 2039-09-13      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       97000 | PA      | $78361.49     | 0.00%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                     | HSBC BANK PLC                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | DBT              | CORP              | GB        |    36800000 | PA      | $5301394.36   | 0.16%             | 2026-04-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                     | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1523307.15   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                          | Cooperatieve Rabobank UA                                                        | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   300000000 | PA      | $2326464.54   | 0.07%             | 2024-12-19      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        2000 | PA      | $2056.28      | 0.00%             | 2030-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | CME Japanese Yen Currency                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        1805 | NC      | $6187684.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2020-B17 Mortgage Trust                                               | CUSIP: 08162MAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6200000 | PA      | $5216453.70   | 0.16%             | 2053-03-15      | Fixed         | 2.04%                 | 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        |     2995000 | PA      | $2778247.06   | 0.09%             | 2051-01-25      | Floating      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                          | CUSIP: 225401AG3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     2850000 | PA      | $2803334.10   | 0.09%             | 2024-06-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| CALEDONIA GENERA                                  | Caledonia Generating LLC                                                        | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2477592 | PA      | $2183539.84   | 0.07%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                      | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     3212000 | PA      | $3317329.51   | 0.10%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO                         | CIFC European Funding CLO III DAC                                               | CUSIP: 000000000<br>LEI: 5493000EF0244RPYUG32 | Long             | ABS-CBDO         | CORP              | IE        |    11500000 | PA      | $10275666.24  | 0.32%             | 2034-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-156388.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $678277.73    | 0.02%             | 2028-06-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2500000 | PA      | $2444556.25   | 0.08%             | 2025-09-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      250000 | PA      | $216168.84    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                              | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     2200000 | PA      | $2057542.66   | 0.06%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     2800000 | PA      | $3164024.46   | 0.10%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS UBS GROUP AG                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $53241.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                             | Stellantis Finance US Inc                                                       | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     3645000 | PA      | $2936529.73   | 0.09%             | 2031-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      500000 | PA      | $692186.41    | 0.02%             | 2028-06-02      | Fixed         | 8.12%                 | 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        |      804876 | PA      | $757392.40    | 0.02%             | 2043-08-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     4042000 | PA      | $3500869.57   | 0.11%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KOREA EXPRESSWAY CORP                             | Korea Expressway Corp                                                           | CUSIP: 000000000<br>LEI: 988400EZO9DR1OFL5772 | Long             | DBT              | NUSS              | KR        |     7500000 | PA      | $5242817.46   | 0.16%             | 2032-05-11      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $150957.60    | 0.00%             | 2044-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                     | Mastr Asset Backed Securities Trust 2004-WMC2                                   | CUSIP: 57643LDJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      921793 | PA      | $887044.83    | 0.03%             | 2034-04-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-531710.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                            | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     2400000 | PA      | $1915590.74   | 0.06%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                    | CUSIP: 448814DL4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $1072509.28   | 0.03%             | 2030-11-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      500000 | PA      | $339033.87    | 0.01%             | 2024-12-03      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                            | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     9400000 | PA      | $7481100.42   | 0.23%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| MKT 2020-525M Mortgage Trust                      | MKT 2020-525M Mortgage Trust                                                    | CUSIP: 55316PAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3775000 | PA      | $2107201.60   | 0.06%             | 2040-02-12      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $288814.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    16000000 | PA      | $2482291.03   | 0.08%             | 2036-07-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                    | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     2480000 | PA      | $2097039.19   | 0.06%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-123503.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4055.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-36341.55    | -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        |     1700000 | PA      | $1432500.58   | 0.04%             | 2036-11-10      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION AUTOMOTIVE                          | Constellation Automotive Financing PLC                                          | CUSIP: 000000000<br>LEI: 254900HVTSU7VICDRM89 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $4326543.45   | 0.13%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $301528.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     9480000 | PA      | $10265205.32  | 0.32%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                          | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |     1883000 | PA      | $2074801.79   | 0.06%             | 2025-12-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SPAIN                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $186058.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP IRS ILS                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |   -75000000 | OU      | $-25167.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                          | Credit Agricole Assurances SA                                                   | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2137869.60   | 0.07%             | N/A             | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     8500000 | PA      | $7576280.40   | 0.23%             | 2029-07-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26243.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $132741.88    | 0.00%             | 2048-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      950000 | PA      | $743804.25    | 0.02%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receiv                    | Santander Consumer Auto Receivables Trust 2021-A                                | CUSIP: 80282YAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      850000 | PA      | $777990.72    | 0.02%             | 2027-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                          | NAK Naftogaz Ukraine via Kondor Finance PLC                                     | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $239173.00    | 0.01%             | 2024-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                  | Bellemeade Re 2019-3 Ltd                                                        | CUSIP: 07877GAB5<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |      201447 | PA      | $201384.67    | 0.01%             | 2029-07-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3566337.69   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TH MSR ISSUER TRUST                               | TH MSR issuer Trust                                                             | CUSIP: 87271AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9330000 | PA      | $8798797.38   | 0.27%             | 2024-06-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1500472.04  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 45905UR71<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      300000 | PA      | $242315.39    | 0.01%             | 2037-12-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    49041325 | PA      | $3965579.58   | 0.12%             | 2030-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1685000 | PA      | $1372324.15   | 0.04%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    21100000 | PA      | $21394450.85  | 0.66%             | 2026-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS HUF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-486836.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                        | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     9500000 | PA      | $10395375.00  | 0.32%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-85156.75    | -0.00%            |  |  |  | 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        |    17250000 | PA      | $16777558.73  | 0.52%             | 2023-08-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4825000 | PA      | $3823640.75   | 0.12%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2014-GC22                                          | CUSIP: 36253BAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35000000 | PA      | $155253.00    | 0.00%             | 2047-06-10      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                           | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                      | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |     4000000 | PA      | $569991.34    | 0.02%             | 2028-01-25      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                  | Invesco Euro CLO I DAC                                                          | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-CBDO         | CORP              | IE        |    30000000 | PA      | $30152000.88  | 0.93%             | 2031-07-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1090849.24  | -0.03%            |  |  |  | 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        |     2675000 | PA      | $2173578.47   | 0.07%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     5365000 | PA      | $4873103.67   | 0.15%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      375000 | PA      | $373593.75    | 0.01%             | 2029-02-01      | Fixed         | 7.50%                 | 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        |      240000 | PA      | $236337.02    | 0.01%             | 2041-10-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4584.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $20071.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEL TRENTINO SPA                            | Cassa Del Trentino SPA                                                          | CUSIP: 000000000<br>LEI: 815600ECB4F640532453 | Long             | DBT              | NUSS              | IT        |     1089689 | PA      | $1129209.62   | 0.03%             | 2026-06-17      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7091422.49   | 0.22%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      600000 | PA      | $561907.07    | 0.02%             | 2028-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     4694000 | PA      | $4795937.79   | 0.15%             | 2028-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    33300000 | PA      | $1565487.10   | 0.05%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                               | Midocean Credit Clo VIII                                                        | CUSIP: 59801MAE8<br>LEI: 549300T32RO3I7BJ4V26 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1932372.80   | 0.06%             | 2031-02-20      | Floating      | 6.33%                 | 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      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                          | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     6440000 | PA      | $5343718.16   | 0.16%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                          | OZLM VI Ltd                                                                     | CUSIP: 67108LAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1939766.80   | 0.06%             | 2031-04-17      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-952971.65   | -0.03%            |  |  |  | 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        |       93013 | PA      | $101167.43    | 0.00%             | 2024-12-31      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                   | Lloyds Bank PLC                                                                 | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $756720.00    | 0.02%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     7984000 | PA      | $8740650.07   | 0.27%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                  | Ziggo Bond Co BV                                                                | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     6000000 | PA      | $5032420.61   | 0.15%             | 2030-02-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DANA INC                                          | Dana Inc                                                                        | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2505002.90   | 0.08%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| GENERALITAT DE CATALUNYA                          | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | SN               | NUSS              | ES        |     1000000 | PA      | $1196365.09   | 0.04%             | 2029-05-11      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                               | Nomura Holdings Inc                                                             | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     2070000 | PA      | $1670233.32   | 0.05%             | 2031-07-14      | Fixed         | 2.61%                 | 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        |     1300000 | PA      | $1232442.12   | 0.04%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                             | Tennessee Valley Authority                                                      | CUSIP: 880591DP4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     8000000 | PA      | $10872060.32  | 0.33%             | 2032-06-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   126628317 | PA      | $7553695.71   | 0.23%             | 2030-10-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS EMIRATE OF DUBAI                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13693.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FIN                                  | Prologis Yen Finance LLC                                                        | CUSIP: 74346GAP7<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |   200000000 | PA      | $1297829.14   | 0.04%             | 2036-06-27      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                              | Cantor Fitzgerald LP                                                            | CUSIP: 138616AF4<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   200000000 | PA      | $1537422.23   | 0.05%             | 2023-04-21      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | BARCLAYS BANK PLC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    18000000 | PA      | $2518222.66   | 0.08%             | 2025-11-13      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-117677.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                           | Central Garden & Pet Co                                                         | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      675000 | PA      | $566692.01    | 0.02%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-218550.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                 | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     4645000 | PA      | $4189014.29   | 0.13%             | 2026-09-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RAV4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    20885000 | PA      | $19822174.88  | 0.61%             | 2025-01-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1940438.76   | 0.06%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $59153.77     | 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        |     4290000 | PA      | $4178868.41   | 0.13%             | 2023-04-25      | Floating      | 6.86%                 | 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        |     5323571 | PA      | $4208847.44   | 0.13%             | 2031-02-20      | None          | 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        |      605910 | PA      | $593364.65    | 0.02%             | 2048-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| TOTE SHIPHOLDINGS INC                             | Tote Shipholdings LLC                                                           | CUSIP: 89156HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       93000 | PA      | $87005.43     | 0.00%             | 2040-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    21167000 | PA      | $17975183.62  | 0.55%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                             | Freeport Indonesia PT                                                           | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      600000 | PA      | $582066.00    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                  | Altice France SA/France                                                         | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     8475000 | PA      | $7209997.47   | 0.22%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| BONOS TESORERIA PESOS                             | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   505000000 | PA      | $609356.39    | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | 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        |     1659149 | PA      | $1640285.01   | 0.05%             | 2023-06-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2590000 | PA      | $1155522.03   | 0.04%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                      | ELP Commercial Mortgage Trust 2021-ELP                                          | CUSIP: 26863LAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    23600000 | PA      | $22477746.84  | 0.69%             | 2038-11-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                            | Chesapeake Energy Corp                                                          | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      600000 | PA      | $574782.05    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  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        |     4630000 | PA      | $4410200.01   | 0.14%             | 2034-01-25      | Floating      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-468876.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                         | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   100000000 | PA      | $772481.08    | 0.02%             | 2025-01-30      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SOUTHAVEN CMBD CYCLE GEN                          | Southaven Combined Cycle Generation LLC                                         | CUSIP: 841215AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        7496 | PA      | $7020.43      | 0.00%             | 2033-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF FINLAND                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5079.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BW1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      450000 | PA      | $438884.99    | 0.01%             | 2037-07-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                          | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |     4000000 | PA      | $3326679.00   | 0.10%             | 2025-03-21      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                          | MFB Magyar Fejlesztesi Bank Zrt                                                 | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |     3470000 | PA      | $3437609.07   | 0.11%             | 2025-06-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                      | Eagle RE 2021-1 Ltd                                                             | CUSIP: 26983BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1122000 | PA      | $1122040.71   | 0.03%             | 2033-10-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      438400 | PA      | $390507.35    | 0.01%             | 2029-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4735412.68  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     3520000 | PA      | $3310918.23   | 0.10%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                        | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $85421.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIO                          | Goldman Sachs International                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | Long             | DBT              | CORP              | GB        |     3685000 | PA      | $3886716.47   | 0.12%             | 2024-05-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $5499843.36   | 0.17%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                            | China Development Bank                                                          | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    25000000 | PA      | $3938497.86   | 0.12%             | 2032-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $59343.78     | 0.00%             | 2066-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                  | Welltower OP LLC                                                                | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    10300000 | PA      | $8580448.89   | 0.26%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $324708.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-543637.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   100000000 | PA      | $768399.72    | 0.02%             | 2023-05-31      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| MORGAN GUARANTY TRUST CO                          | MORGAN GUARANTY TRUST CO OF NEW YORK                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1174939 | PA      | $1069278.91   | 0.03%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                    | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     3335000 | PA      | $3267468.02   | 0.10%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $183375.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2573.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIFINANCIAL CREDIT CO                           | CitiFinancial Credit Co                                                         | CUSIP: 201615CY5<br>LEI: 549300DHDKQKAHEHPH39 | Long             | DBT              | CORP              | US        |      662000 | PA      | $694639.25    | 0.02%             | 2025-02-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $44343.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $5867.17      | 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        |     2400000 | PA      | $2524036.16   | 0.08%             | 2025-10-25      | Fixed         | 2.88%                 | 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      | $60252.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2000000 | PA      | $296918.60    | 0.01%             | 2023-07-04      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-78330.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    23506000 | PA      | $22044244.37  | 0.68%             | N/A             | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| KB HOME                                           | KB Home                                                                         | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1686919.64   | 0.05%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2500000 | PA      | $1859950.58   | 0.06%             | 2040-10-31      | Fixed         | 1.20%                 | 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       |     7250000 | PA      | $6231828.13   | 0.19%             | 2024-05-25      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                                         | CUSIP: 105756AZ3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      208000 | PA      | $215839.00    | 0.01%             | 2024-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                          | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |     7927000 | PA      | $6840961.36   | 0.21%             | 2024-04-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     4300000 | PA      | $550812.05    | 0.02%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9660000 | PA      | $8081874.97   | 0.25%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                            | Teck Resources Ltd                                                              | CUSIP: 878742AZ8<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     1403000 | PA      | $1344120.30   | 0.04%             | 2043-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1085000 | PA      | $787207.35    | 0.02%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association         | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1205698.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $153285.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BON Y OBLI EST PRINCIPAL                          | Spain Government Bond Principal Strip                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1700000 | PA      | $931363.11    | 0.03%             | 2041-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3739.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $155841.15    | 0.00%             | 2043-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    14300000 | PA      | $13814683.60  | 0.42%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $180398.92    | 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      | $17316.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $102030.35    | 0.00%             | 2053-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                          | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |     2100000 | PA      | $2773681.04   | 0.09%             | 2041-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-39657.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                            | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      735000 | PA      | $683235.21    | 0.02%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     4176000 | PA      | $3437017.11   | 0.11%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-162692.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1234880.31   | 0.04%             | 2026-04-01      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                         | Aflac Inc                                                                       | CUSIP: 001055AV4<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   600000000 | PA      | $4518411.40   | 0.14%             | 2030-10-18      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36826.04     | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                           | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1375000 | PA      | $1072500.00   | 0.03%             | 2031-09-22      | Fixed         | 2.12%                 | 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        |     2000000 | PA      | $1735000.00   | 0.05%             | 2033-12-25      | Floating      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $136104.79    | 0.00%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    13060000 | PA      | $11042611.22  | 0.34%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     9705000 | PA      | $1951896.29   | 0.06%             | 2032-01-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-52430.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                            | China Development Bank                                                          | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    16000000 | PA      | $2465000.26   | 0.08%             | 2027-01-19      | Fixed         | 4.20%                 | 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        |    69287000 | PA      | $87050300.67  | 2.68%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     2705000 | PA      | $2694853.27   | 0.08%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                       | Taurus 2021-4 UK DAC                                                            | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |     8288190 | PA      | $9419489.79   | 0.29%             | 2031-08-17      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $11605008.00  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-62105.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-458927.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2207288.02   | 0.07%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |    10200000 | PA      | $9860831.00   | 0.30%             | 2034-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                               | Albania Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     1000000 | PA      | $1012272.54   | 0.03%             | 2025-10-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                             | Cellnex Finance Co SA                                                           | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    11900000 | PA      | $10072395.22  | 0.31%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    33900000 | PA      | $295829.60    | 0.01%             | 2043-09-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15971.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FV5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   118508924 | PA      | $9320134.34   | 0.29%             | 2030-06-25      | Variable      | 1.38%                 | 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        |      575000 | PA      | $550053.00    | 0.02%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                           | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                      | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |     3000000 | PA      | $432734.03    | 0.01%             | 2027-08-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-875754.07   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1674.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                 | Wellfleet CLO 2017-3 Ltd                                                        | CUSIP: 94950HAA3<br>LEI: 254900TEETF3L54VTH19 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2472841.25   | 0.08%             | 2031-01-17      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $250499.59    | 0.01%             | 2034-05-29      | Fixed         | 4.20%                 | 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   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3400000 | PA      | $3040496.24   | 0.09%             | 2027-01-13      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $141128.93    | 0.00%             | 2046-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 195325AL9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3168000 | PA      | $3218490.00   | 0.10%             | 2027-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                          | European Investment Bank                                                        | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     3985000 | PA      | $701434.33    | 0.02%             | 2028-02-25      | Fixed         | 1.00%                 | 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        |    11108000 | PA      | $11091511.28  | 0.34%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CODERE FINANCE 2 LUXEMBO                          | Codere Finance 2 Luxembourg SA                                                  | CUSIP: 19200EAA5<br>LEI: 2221005CUH65GSJUKB29 | Long             | DBT              | CORP              | LU        |      452943 | PA      | $247420.06    | 0.01%             | 2027-11-30      | Fixed         | 13.62%                | 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        |      500000 | PA      | $453000.60    | 0.01%             | 2035-09-10      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| KOREA EXPRESSWAY CORP                             | Korea Expressway Corp                                                           | CUSIP: 000000000<br>LEI: 988400EZO9DR1OFL5772 | Long             | DBT              | NUSS              | KR        |    80000000 | PA      | $6877497.48   | 0.21%             | 2032-04-28      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-54535.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                            | CUSIP: 698299AT1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    10732000 | PA      | $12304908.75  | 0.38%             | 2034-04-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CODERE NEW HOLDCO SA                              | CODERE NEW HOLDCO SA                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      472998 | PA      | $250890.30    | 0.01%             | 2027-11-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $142584.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                   | WPC Eurobond BV                                                                 | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |     9950000 | PA      | $8263810.10   | 0.25%             | 2030-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | AUD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1587000.73   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   100000000 | PA      | $769889.76    | 0.02%             | 2024-09-25      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4300000 | PA      | $3634322.16   | 0.11%             | 2029-08-17      | Fixed         | 2.21%                 | 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        |    43843722 | PA      | $887392.56    | 0.03%             | 2025-12-25      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                         | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   100000000 | PA      | $762578.27    | 0.02%             | 2024-06-24      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| REGION OF UMBRIA                                  | Region of Umbria Italy                                                          | CUSIP: 000000000<br>LEI: 815600517A684B514873 | Long             | DBT              | NUSS              | IT        |      926453 | PA      | $931752.12    | 0.03%             | 2031-03-26      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2023509.75   | 0.06%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                          | European Investment Bank                                                        | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       | 10000000000 | PA      | $668799.91    | 0.02%             | 2024-08-28      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $96799.66     | 0.00%             | 2056-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     2180000 | PA      | $1868043.74   | 0.06%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                          | Cooperatieve Rabobank UA                                                        | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     2882000 | PA      | $1900734.21   | 0.06%             | 2026-12-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1787721.23  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                            | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |      190000 | PA      | $221202.53    | 0.01%             | 2037-10-15      | Fixed         | 7.00%                 | 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        |     3803162 | PA      | $3746550.35   | 0.12%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                       | Home RE 2021-1 Ltd                                                              | CUSIP: 437307AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     5389845 | PA      | $5380104.17   | 0.17%             | 2033-07-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   -81100000 | OU      | $-4733871.06  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                          | Diversified Healthcare Trust                                                    | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1376000 | PA      | $1350376.43   | 0.04%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS ITALY REPUBLIC OF                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $16664.43     | 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      | $3075816.13   | 0.09%             |  |  |  | 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      | $2548270.41   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $132898.76    | 0.00%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                         | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   500000000 | PA      | $3729797.56   | 0.11%             | 2026-12-10      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14029.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $166452.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2679330.82  | -0.08%            |  |  |  | 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        |        1096 | NC      | $807338.54    | 0.02%             |  |  |  | No            |                  1 | 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      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4015569.89   | 0.12%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cold Storage Trust                                | Cold Storage Trust 2020-ICE5                                                    | CUSIP: 193051AQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4398883 | PA      | $4288670.35   | 0.13%             | 2037-11-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                          | African Development Bank                                                        | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | CI        |    20000000 | PA      | $1051704.59   | 0.03%             | 2023-03-13      | Fixed         | 0.50%                 | 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        |    30418800 | PA      | $29740080.53  | 0.91%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $1961314.38   | 0.06%             | 2032-01-27      | Fixed         | 1.99%                 | 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        |    22891301 | PA      | $834898.39    | 0.03%             | 2029-02-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-51299.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3600000 | PA      | $2866814.55   | 0.09%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                    | Oaktown Re VII Ltd                                                              | CUSIP: 67389JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     2200000 | PA      | $2162726.06   | 0.07%             | 2034-04-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $584311.45    | 0.02%             | 2031-03-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      500000 | PA      | $108500.00    | 0.00%             | 2028-09-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| METROPOLITANO DE LISBOA                           | Metropolitano de Lisboa EPE                                                     | CUSIP: 000000000<br>LEI: 213800Q167XJFGRJJK66 | Long             | DBT              | NUSS              | PT        |     5800000 | PA      | $6750598.35   | 0.21%             | 2027-12-07      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2265847.03   | 0.07%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4526018.55   | 0.14%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Eagle Re Ltd                                      | Eagle RE 2021-1 Ltd                                                             | CUSIP: 26983BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4200000 | PA      | $4195435.44   | 0.13%             | 2033-10-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $71980.23     | 0.00%             | 2061-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADCB FINANCE CAYMAN LTD                           | ADCB Finance Cayman Ltd                                                         | CUSIP: 000000000<br>LEI: 213800R9XDKRM525M609 | Long             | DBT              | CORP              | KY        |     2370000 | PA      | $1650176.28   | 0.05%             | 2027-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2014-GC21                                   | CUSIP: 17322MBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    27500000 | PA      | $150023.50    | 0.00%             | 2047-05-10      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                | Shackleton 2017-X CLO Ltd                                                       | CUSIP: 81883DAK9<br>LEI: 549300IM8C0HSUTXDD32 | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $9712512.00   | 0.30%             | 2029-04-20      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $51061.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8945000 | PA      | $7428642.97   | 0.23%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                    | Oaktown Re VII Ltd                                                              | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      700000 | PA      | $654660.09    | 0.02%             | 2034-04-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As                    | Chase Funding Trust Series 2003-4                                               | CUSIP: 161546GB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      495706 | PA      | $481205.93    | 0.01%             | 2033-05-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| HM TREASURY UK SUKUK                              | HM Treasury UK Sovereign Sukuk PLC                                              | CUSIP: 000000000<br>LEI: 213800WMJIFNF3VOYA94 | Long             | DBT              | NUSS              | GB        |      500000 | PA      | $552849.56    | 0.02%             | 2026-07-22      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                            | Agricultural Development Bank of China                                          | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    55000000 | PA      | $8351245.82   | 0.26%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                       | SNCF Reseau                                                                     | CUSIP: 761034AA5<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     6400000 | PA      | $5132121.30   | 0.16%             | 2035-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                          | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1775000 | PA      | $1388087.99   | 0.04%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BVRT_21-4F                                        | BVRT_21-4F                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5251346 | PA      | $5225088.89   | 0.16%             | 2026-09-12      | Floating      | 2.05%                 | No            |                  3 | 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        |     1300000 | PA      | $1143183.34   | 0.04%             | 2033-04-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Race Point CLO Ltd                                | Race Point VIII CLO Ltd                                                         | CUSIP: 74982LAY6<br>LEI: 5493008ABAJEYBWITR69 | Long             | ABS-CBDO         | CORP              | KY        |     8099225 | PA      | $8031911.27   | 0.25%             | 2030-02-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     7550000 | PA      | $5464977.35   | 0.17%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JPMCC Commercial Mortgage Securities Trust 2017-JP6                             | CUSIP: 48128KAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2239765 | PA      | $2167770.60   | 0.07%             | 2050-07-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Zais Clo 7 llc                                    | Zais Clo 7 Ltd                                                                  | CUSIP: 98887VAA1<br>LEI: 549300XFDOUEB0QTZS87 | Long             | ABS-CBDO         | CORP              | KY        |      608456 | PA      | $601426.78    | 0.02%             | 2030-04-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-126278.05   | -0.00%            |  |  |  | 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        |      130984 | PA      | $133846.11    | 0.00%             | 2050-03-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2953952.15  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35565TAH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     1685853 | PA      | $1702737.67   | 0.05%             | 2050-11-25      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $121243.40    | 0.00%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1800000 | PA      | $1692054.54   | 0.05%             | 2031-05-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                               | Albania Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     1000000 | PA      | $1012272.54   | 0.03%             | 2025-10-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1884000 | PA      | $1784486.06   | 0.05%             | 2029-02-01      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $975581.23    | 0.03%             | 2027-04-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COML CAP TRUST                          | Greystone Commercial Capital Trust Series 2021-2                                | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19100000 | PA      | $18336000.00  | 0.56%             | 2025-05-31      | Floating      | 6.73%                 | No            |                  3 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                   | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2485570.86   | 0.08%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: —       |
| RABOBANK NEDERLAND/NZ                             | Cooperatieve Rabobank UA/New Zealand                                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      376000 | PA      | $235397.39    | 0.01%             | 2024-03-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   100000000 | PA      | $765278.68    | 0.02%             | 2024-09-13      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    12110000 | PA      | $1610226.14   | 0.05%             | 2027-11-15      | Fixed         | 0.50%                 | 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      | $550.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209729.72    | 0.01%             | 2023-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1099319.11  | -0.03%            |  |  |  | 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        |     2320000 | PA      | $1794520.00   | 0.06%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1570945.98  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-659402.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                               | Kimco Realty OP LLC                                                             | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     4160000 | PA      | $3347539.44   | 0.10%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-937352.06   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $12760.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $841182.31    | 0.03%             | 2034-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Credit Suisse Mortgage Trust                      | Credit Suisse Mortgage Capital Certificates 2019-ICE4                           | CUSIP: 12653VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14125000 | PA      | $13876327.96  | 0.43%             | 2036-05-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-146845.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $483263.22    | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Retiro Mortgage Securities                        | Retiro Mortgage Securities DAC                                                  | CUSIP: 000000000<br>LEI: 635400CU9HBU644YSL41 | Long             | ABS-MBS          | CORP              | IE        |     3445892 | PA      | $3553211.96   | 0.11%             | 2075-07-30      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group LLC                          | Diamond Sports Group LLC                                                        | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |     7154689 | PA      | $590261.81    | 0.02%             | 2026-08-24      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    59017000 | PA      | $61209.20     | 0.00%             | 2038-12-31      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-106507.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2981398.00  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   519215225 | PA      | $931397.08    | 0.03%             | 2033-12-31      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1675000 | PA      | $1323250.00   | 0.04%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-297653.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   700000000 | PA      | $5368714.71   | 0.17%             | 2023-09-26      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANK NA                             | Texas Capital Bank NA                                                           | CUSIP: 88225GAA6<br>LEI: 38PG5GG0OEQK4QMSKE59 | Long             | DBT              | CORP              | US        |    15020000 | PA      | $14603731.81  | 0.45%             | 2024-09-30      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $97048.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3904958.55   | 0.12%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                       | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     2660000 | PA      | $2650041.84   | 0.08%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     1880000 | PA      | $1510556.33   | 0.05%             | 2031-08-16      | Fixed         | 2.50%                 | 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        |      590532 | PA      | $617665.99    | 0.02%             | 2050-06-25      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $135656.65    | 0.00%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                            | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2009940.93   | 0.06%             | 2029-01-15      | Fixed         | 5.38%                 | 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        |    17018000 | PA      | $20606556.47  | 0.63%             | 2034-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                               | American International Group Inc                                                | CUSIP: 000000000<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2102723.48   | 0.06%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO                                  | Capital Four CLO II DAC                                                         | CUSIP: 000000000<br>LEI: 549300MUYIMW1VRJ5K26 | Long             | ABS-CBDO         | CORP              | IE        |    23000000 | PA      | $24499350.11  | 0.75%             | 2034-01-15      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | Eurex 5 Year Euro BOBL                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -414 | NC      | $1015435.23   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-361894.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | AUD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1642417.86  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                    | Newday Funding Master Issuer PLC - Series 2021-1                                | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |     2500000 | PA      | $3051386.97   | 0.09%             | 2029-03-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-72092.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $177501.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                               | Slovenia Government Bond                                                        | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      100000 | PA      | $82825.83     | 0.00%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                          | Ashton Woods USA LLC / Ashton Woods Finance Co                                  | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6582000 | PA      | $6014304.47   | 0.18%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1089000 | PA      | $803602.86    | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      436000 | PA      | $240225.20    | 0.01%             | 2041-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $12775.95     | 0.00%             | 2023-09-11      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137B8G50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9678905 | PA      | $61827.87     | 0.00%             | 2024-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BNGU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    29481878 | PA      | $819047.85    | 0.03%             | 2026-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                  | Welltower OP LLC                                                                | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $4903859.02   | 0.15%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2966000 | PA      | $2418365.18   | 0.07%             | 2039-03-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                          | Asian Infrastructure Investment Bank/The                                        | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |    72000000 | PA      | $2108284.76   | 0.06%             | 2025-09-09      | Fixed         | 0.38%                 | No            |                  3 | On Loan: No      |
| CHART INDUSTRIES INC                              | Chart Industries Inc                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      600000 | PA      | $612909.84    | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Silver Creek CLO                                  | Silver Creek CLO Ltd                                                            | CUSIP: 827551AL6<br>LEI: 549300LSJSAR2PPV4U78 | Long             | ABS-CBDO         | CORP              | KY        |      361839 | PA      | $357909.83    | 0.01%             | 2030-07-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                        | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     2656000 | PA      | $2576915.21   | 0.08%             | 2025-10-24      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government International Bond                                 | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     5200000 | PA      | $6242071.76   | 0.19%             | 2028-04-14      | Fixed         | 6.14%                 | 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        |     2300000 | PA      | $2220326.16   | 0.07%             | 2025-08-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    60000000 | PA      | $50145250.35  | 1.54%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| 1MDB GLOBAL INVESTMENTS                           | 1MDB Global Investments Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | VG        |     3000000 | PA      | $2942437.50   | 0.09%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     5000000 | PA      | $407729.11    | 0.01%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      900000 | PA      | $946513.56    | 0.03%             | 2025-10-25      | Fixed         | 2.88%                 | 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        |    10000000 | PA      | $10636962.61  | 0.33%             | 2031-04-15      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1625415.12   | 0.05%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | RON/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $35429.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    56000000 | PA      | $1219822.00   | 0.04%             | 2031-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                     | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-300258.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1372007.06   | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $183000.00    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1027497.18  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                    | Santander Bank NA - SBCLN                                                       | CUSIP: 80290CAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1202759.48   | 0.04%             | 2031-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      370000 | PA      | $249476.06    | 0.01%             | 2027-03-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                          | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LAJ8<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     2500000 | PA      | $2370738.49   | 0.07%             | 2031-03-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                            | Lendmark Funding Trust 2019-2                                                   | CUSIP: 52604AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1576666 | PA      | $1543014.64   | 0.05%             | 2028-04-20      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                             | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   350000000 | PA      | $2538211.35   | 0.08%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                                     | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2582689.42   | 0.08%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | IRS IFS EUR                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1644182.56  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14034.01     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3365000 | PA      | $2288848.97   | 0.07%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1350000 | PA      | $1130092.43   | 0.03%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1511000 | PA      | $1117376.51   | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                     | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-3020040.92  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                          | Export-Import Bank of Korea                                                     | CUSIP: 30215EAX5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    40000000 | PA      | $2672.85      | 0.00%             | 2024-12-02      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    15595000 | PA      | $15113524.31  | 0.46%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                           | CSWAP CNY VS USD                                                                | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-107595.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                             | Brazil Minas SPE via State of Minas Gerais                                      | CUSIP: 105860AA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |      423000 | PA      | $413561.81    | 0.01%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $78806.24     | 0.00%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-145089.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEV                               | International Bank for Reconstruction & Development                             | CUSIP: 459051FW3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     1350000 | PA      | $1181818.35   | 0.04%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       55000 | PA      | $48958.59     | 0.00%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     9015000 | PA      | $6850273.13   | 0.21%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| TFS_18-3-A1                                       | TFS_18-3-A1                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | LU        |     3375602 | PA      | $3478956.99   | 0.11%             | 2023-03-16      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                          | CUSIP: 225401AC2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     2075000 | PA      | $1823689.07   | 0.06%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5045000 | PA      | $4756150.34   | 0.15%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    27000000 | PA      | $911145.11    | 0.03%             | 2027-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    10600000 | PA      | $6310773.12   | 0.19%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                  | Bellemeade Re Ltd                                                               | CUSIP: 07876MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     1750000 | PA      | $1722917.53   | 0.05%             | 2031-03-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS ITALY                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $11046.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-                    | One New York Plaza Trust 2020-1NYP                                              | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2975000 | PA      | $2632628.37   | 0.08%             | 2036-01-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Ares Euro CLO                                     | Ares European CLO VI DAC                                                        | CUSIP: 000000000<br>LEI: 635400IKZCKH2JKELA27 | Long             | ABS-CBDO         | CORP              | IE        |     8000000 | PA      | $8370326.17   | 0.26%             | 2030-04-15      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 19767QAS4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2255272.40   | 0.07%             | 2036-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                       | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     4425000 | PA      | $3067986.53   | 0.09%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | HKD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3350.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                          | Diamond Sports Group LLC / Diamond Sports Finance Co                            | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3740000 | PA      | $76104.14     | 0.00%             | 2027-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1006000 | PA      | $703978.37    | 0.02%             | 2028-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     3400000 | PA      | $3398988.06   | 0.10%             | 2026-09-18      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS MALAYSIA GOVERNMENT                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $35393.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp                            | Chesapeake Energy Corp                                                          | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       48975 | NS      | $4247112.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     3760000 | PA      | $3389070.74   | 0.10%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| PROVINCE OF ALBERTA                               | Province of Alberta Canada                                                      | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $167786.66    | 0.01%             | 2029-02-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136A85Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1874663 | PA      | $82783.79     | 0.00%             | 2027-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                       | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1700603.20   | 0.05%             | 2028-01-15      | Fixed         | 2.25%                 | 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        |     1708386 | PA      | $1704735.36   | 0.05%             | 2050-02-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $74764.99     | 0.00%             | 2030-03-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                             | Freeport Indonesia PT                                                           | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     1890000 | PA      | $1790982.90   | 0.06%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  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        |     2000000 | PA      | $1557918.60   | 0.05%             | 2069-09-16      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-66433.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $198878.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                           | CUSIP: 760942AX0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     2202000 | PA      | $2288015.63   | 0.07%             | 2025-09-28      | Fixed         | 6.88%                 | 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        |        -254 | NC      | $27.94        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2998446.85   | 0.09%             | 2029-01-23      | Fixed         | 3.51%                 | 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      | $83846.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2311912.00   | 0.07%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1142432.59  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                            | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2490000 | PA      | $2175314.30   | 0.07%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5802011.61  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $4445940.29   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI INTERNATIONAL LLC                             | UGI International LLC                                                           | CUSIP: 000000000<br>LEI: 5493001JFF8MQO00ZQ21 | Long             | DBT              | CORP              | US        |     8225000 | PA      | $7252736.84   | 0.22%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                           | International Game Technology PLC                                               | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     5450000 | PA      | $5168126.00   | 0.16%             | 2026-04-15      | Fixed         | 4.12%                 | 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   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      654000 | PA      | $636832.50    | 0.02%             | 2024-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    47879000 | PA      | $49930549.91  | 1.54%             | 2026-03-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CD&R Firefly Bidco Limited                        | CD&R Firefly Bidco Ltd                                                          | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |    16075000 | PA      | $18183073.49  | 0.56%             | 2026-06-19      | Variable      | 11.78%                | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      391000 | PA      | $346161.88    | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3786361.36   | 0.12%             | 2026-12-01      | Fixed         | 4.25%                 | 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      | $18345.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                           | Ireland Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      100000 | PA      | $70883.48     | 0.00%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3605000 | PA      | $3259439.48   | 0.10%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $62371.48     | 0.00%             | 2064-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     4000000 | PA      | $3857479.99   | 0.12%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-15764648.71 | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                          | Cooperatieve Rabobank UA                                                        | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    22000000 | PA      | $193485.62    | 0.01%             | 2039-03-11      | None          | 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        |   -69580000 | OU      | $-1115.79     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $192304.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1280717.05  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| METHANEX CORP                                     | Methanex Corp                                                                   | CUSIP: 59151KAK4<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     1500000 | PA      | $1442820.00   | 0.04%             | 2024-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA1                                         | CUSIP: 35564KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17900000 | PA      | $17404495.78  | 0.54%             | 2033-08-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     7350000 | PA      | $6491606.95   | 0.20%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       34000 | PA      | $34447.37     | 0.00%             | 2031-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| HOUSING &DEVELOPMENT BRD                          | Housing & Development Board                                                     | CUSIP: 000000000<br>LEI: 254900QGEU61YJ8GAO70 | Long             | DBT              | NUSS              | SG        |      500000 | PA      | $359953.00    | 0.01%             | 2028-01-24      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1470346.03   | 0.05%             | 2031-04-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 195325AQ8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1000000 | PA      | $1188750.00   | 0.04%             | 2028-03-09      | Fixed         | 11.85%                | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      600000 | PA      | $532800.00    | 0.02%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    48500000 | PA      | $7971675.27   | 0.25%             | 2046-12-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                          | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |     3500000 | PA      | $2882306.44   | 0.09%             | 2026-03-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-339112.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | Carlyle Euro CLO 2017-2 DAC                                                     | CUSIP: 000000000<br>LEI: 635400AWOJYIRR64GJ58 | Long             | ABS-CBDO         | CORP              | IE        |     9500000 | PA      | $9949056.43   | 0.31%             | 2030-08-15      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| CHASE MANHAT BANK USA NA                          | CHASE BANK USA NA                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    15390416 | PA      | $3849232.44   | 0.12%             | 2048-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EG Group Limited                                  | EG Finco Ltd                                                                    | CUSIP: 000000000<br>LEI: 2138003OUK4UQHRJLT65 | Long             | LON              | CORP              | GB        |    23880000 | PA      | $22456387.83  | 0.69%             | 2027-04-30      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                             | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     4000000 | PA      | $2306453.95   | 0.07%             | 2052-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA MADEIRA                           | Regiao Autonoma Madeira                                                         | CUSIP: 000000000<br>LEI: 549300NI7DXWFX27WX21 | Long             | DBT              | NUSS              | PT        |     8750000 | PA      | $7561639.90   | 0.23%             | 2032-05-29      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                           | Caisse Francaise de Financement Local                                           | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |    28712000 | PA      | $22216300.96  | 0.68%             | 2029-03-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $47180.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      725000 | PA      | $646895.75    | 0.02%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       60000 | PA      | $60264.47     | 0.00%             | 2032-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                   | United Group BV                                                                 | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     3800000 | PA      | $3545199.06   | 0.11%             | 2026-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                       | Home RE 2021-2 Ltd                                                              | CUSIP: 43730VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     4790000 | PA      | $4681521.83   | 0.14%             | 2034-01-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                            | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     2000000 | PA      | $1902512.50   | 0.06%             | 2026-09-30      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2016-P4                                     | CUSIP: 29429EAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9100000 | PA      | $354883.62    | 0.01%             | 2049-07-10      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                           | Standard Industries Inc/NJ                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $3901100.75   | 0.12%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $82943.40     | 0.00%             | 2058-07-30      | None          | 0.00%                 | 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        |         938 | NC      | $3410154.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK PARTNERS LP                                 | ONEOK Partners LP                                                               | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1992210.46   | 0.06%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                    | CUSIP: 25470DAK5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2410031.58   | 0.07%             | 2025-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                       | Taurus 2021-4 UK DAC                                                            | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |     5049127 | PA      | $5866130.26   | 0.18%             | 2031-08-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-845717.73   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $741722.46    | 0.02%             | 2023-06-27      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                            | China Development Bank                                                          | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     8990000 | PA      | $1362397.47   | 0.04%             | 2024-09-19      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        7000 | PA      | $9537.29      | 0.00%             | 2030-08-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | IRS ZAR                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |           1 | NC      | $-254583.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2077754.65  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4200000 | PA      | $4260562.59   | 0.13%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 949746SE2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1458000 | PA      | $983783.29    | 0.03%             | 2026-07-27      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      375000 | PA      | $342786.20    | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                          | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2065000 | PA      | $2424307.69   | 0.07%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $682187.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                 | International Finance Corp                                                      | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    44300000 | PA      | $2137310.43   | 0.07%             | 2028-04-06      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1577892.23   | 0.05%             | 2031-05-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      500000 | PA      | $451525.00    | 0.01%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1480202.42   | 0.05%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RAT9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     3130000 | PA      | $3071437.07   | 0.09%             | 2024-03-28      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2020-R01                                    | CUSIP: 20754CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      456061 | PA      | $456060.71    | 0.01%             | 2040-01-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-481733.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      700000 | PA      | $631634.15    | 0.02%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       88000 | PA      | $122578.23    | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      955000 | PA      | $724810.72    | 0.02%             | 2052-02-15      | Fixed         | 3.75%                 | 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      | $60184.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equifirst Mortgage Loan Trust                     | EquiFirst Mortgage Loan Trust 2004-1                                            | CUSIP: 29445FAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      428057 | PA      | $407814.73    | 0.01%             | 2034-01-25      | Floating      | 4.99%                 | 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        |        1078 | NC      | $1553733.39   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1850000 | PA      | $1358665.90   | 0.04%             | 2069-05-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                          | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     8212000 | PA      | $7822875.92   | 0.24%             | 2035-03-26      | Fixed         | 3.12%                 | 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        |     2357000 | PA      | $2401408.94   | 0.07%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $12866.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Funding XIV LLC                                                         | CUSIP: 68377BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1114967.28   | 0.03%             | 2028-03-08      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                             | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   900000000 | PA      | $1042116.25   | 0.03%             | 2025-03-01      | Fixed         | 2.50%                 | 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   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1273259.45  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CORNING INC                                       | Corning Inc                                                                     | CUSIP: 219350BC8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $764737.06    | 0.02%             | 2024-08-09      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      950000 | PA      | $866806.52    | 0.03%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3900000 | PA      | $3158613.42   | 0.10%             | 2032-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-58891.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ILLINOIS STATE                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5075.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                                         | CUSIP: 105756BT6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       30000 | PA      | $5671.58      | 0.00%             | 2024-01-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                          | Export-Import Bank of China/The                                                 | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     4000000 | PA      | $617114.60    | 0.02%             | 2027-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39150.00     | 0.00%             | 2024-11-30      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1648754.86   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 15013000000 | PA      | $2901445.16   | 0.09%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS UNITED STATES OF AMERICA                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $147789.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      300000 | PA      | $394343.10    | 0.01%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ZAIS CLO 3, LTD                                   | Zais CLO 3 Ltd                                                                  | CUSIP: 98887HAL8<br>LEI: 549300SYHU0CNKIXQ691 | Long             | ABS-CBDO         | CORP              | KY        |     8500000 | PA      | $8130760.00   | 0.25%             | 2031-07-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Henley CLO                                        | Henley CLO IV DAC                                                               | CUSIP: 000000000<br>LEI: 6354009HFM8XXW6PPK55 | Long             | ABS-CBDO         | CORP              | IE        |     5000000 | PA      | $5303195.43   | 0.16%             | 2034-04-25      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-669026.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $835692.86    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     2340000 | PA      | $2264695.76   | 0.07%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Constellation Automotive Limited                  | Constellation Automotive Ltd                                                    | CUSIP: 000000000<br>LEI: 213800XQDK86MM9NB619 | Long             | LON              | CORP              | GB        |     3850000 | PA      | $3612065.57   | 0.11%             | 2028-07-28      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $490356.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS KINGDOM OF SPAIN                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $140386.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Dean Witter Cap                    | Morgan Stanley Dean Witter Capital I Inc Trust 2002-AM3                         | CUSIP: 61746WWR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99642 | PA      | $97949.88     | 0.00%             | 2033-02-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3216000 | PA      | $3296549.72   | 0.10%             | 2025-08-12      | Floating      | 0.77%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                           | Legacy LifePoint Health LLC                                                     | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $65568.73     | 0.00%             | 2027-02-15      | Fixed         | 4.38%                 | 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        |       93209 | PA      | $90867.20     | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $70332.86     | 0.00%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (GA                                  | Gazprom PJSC via Gaz Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |     6000000 | PA      | $4096122.34   | 0.13%             | 2027-06-30      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                | Shackleton 2014-V-R CLO Ltd                                                     | CUSIP: 81881JAC6<br>LEI: 549300OM5GJJFIKCOZ48 | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4942498.00   | 0.15%             | 2031-05-07      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1053520.55  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3625000 | PA      | $2963417.20   | 0.09%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CZK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1976962.80  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP IRS ILS                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |   -75000000 | OU      | $-3166.39     | -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        |      560187 | PA      | $628136.49    | 0.02%             | 2028-02-25      | Fixed         | 31.36%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137AYCV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4528479 | PA      | $784158.21    | 0.02%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                          | Export-Import Bank of Korea                                                     | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        | 19600000000 | PA      | $1332529.90   | 0.04%             | 2024-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2019-BNK21                                                                 | CUSIP: 06540BBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2974365 | PA      | $2894596.45   | 0.09%             | 2052-10-17      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $52256.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-41044.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                          | New Zealand Local Government Funding Agency Bond                                | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     2100000 | PA      | $920514.00    | 0.03%             | 2037-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $76239.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-243938.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $186665.13    | 0.01%             |  |  |  | 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        |     2805000 | PA      | $2741604.76   | 0.08%             | 2036-10-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | CME Euro Foreign Exchange Currency                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -473 | NC      | $-2693280.16  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE                                 | Montreal Exchange 10 Year Canadian Bond                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         -11 | NC      | $-14316.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     5220000 | PA      | $4362037.15   | 0.13%             | 2032-04-19      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2021-R03                                    | CUSIP: 20754AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $467597.35    | 0.01%             | 2041-12-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | ILS/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-42985.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                 | Kuntarahoitus Oyj                                                               | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    13000000 | PA      | $1241262.85   | 0.04%             | 2032-09-24      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7890000 | PA      | $6813231.50   | 0.21%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2100000 | PA      | $2423658.54   | 0.07%             | 2048-01-27      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-262341.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                          | European Investment Bank                                                        | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      500000 | PA      | $448550.00    | 0.01%             | 2026-11-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   -81100000 | OU      | $-258.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      210000 | PA      | $140631.79    | 0.00%             | 2028-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     9560000 | PA      | $8199548.93   | 0.25%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                             | Mountain View CLO IX Ltd                                                        | CUSIP: 62432BAQ6<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |     5750000 | PA      | $5536396.70   | 0.17%             | 2031-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                          | Barrick PD Australia Finance Pty Ltd                                            | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $54522.77     | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | 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        |     9334987 | PA      | $8922980.41   | 0.27%             | 2025-04-15      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| Real Estate Asset Liquidity Tr                    | Real Estate Asset Liquidity Trust                                               | CUSIP: 75585RRT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |     1709084 | PA      | $1192819.82   | 0.04%             | 2055-02-12      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/DKK FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $30961.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                       | Equinor ASA                                                                     | CUSIP: 656531AG5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     2265000 | PA      | $2472616.47   | 0.08%             | 2028-01-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5000000 | PA      | $4049633.75   | 0.12%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $32089.06     | 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      | $-2372265.74  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                              | Bulgarian Energy Holding EAD                                                    | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |    14580000 | PA      | $12871716.03  | 0.40%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      220000 | PA      | $147494.28    | 0.00%             | 2027-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                                      | CUSIP: 31620MAW6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2416551.82   | 0.07%             | 2024-07-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $182172.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     2865000 | PA      | $2654372.45   | 0.08%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KAZAKHSTAN TEMIR ZHOLY                            | Kazakhstan Temir Zholy National Co JSC                                          | CUSIP: 000000000<br>LEI: 213800X9NVS4IWFKLS77 | Long             | DBT              | CORP              | KZ        |     8500000 | PA      | $8918965.05   | 0.27%             | 2023-12-05      | Fixed         | 3.25%                 | 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        |    20000000 | PA      | $21354472.16  | 0.66%             | 2032-03-15      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |   200000000 | PA      | $1753063.42   | 0.05%             | 2030-05-23      | Fixed         | 3.70%                 | 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        |     2778033 | PA      | $2856791.71   | 0.09%             | 2032-01-20      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1361618.47   | 0.04%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| SWISS INSURED BRAZIL                              | Swiss Insured Brazil Power Finance Sarl                                         | CUSIP: 000000000<br>LEI: 254900OBFHBLNHXH1Z48 | Long             | DBT              | CORP              | LU        |    19204883 | PA      | $3309156.52   | 0.10%             | 2032-07-16      | Fixed         | 9.85%                 | 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        |     7892000 | PA      | $8608838.96   | 0.26%             | 2029-06-28      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1245390.60  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Taurus CMBS                                       | Taurus 2021-4 UK DAC                                                            | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |     6896576 | PA      | $7468367.63   | 0.23%             | 2031-08-17      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2400000 | PA      | $2216689.68   | 0.07%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                      | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     4500000 | PA      | $5180281.59   | 0.16%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | WESTPAC BANKING CORP                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    21000000 | PA      | $3127469.08   | 0.10%             | 2023-08-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1750000 | PA      | $1201654.48   | 0.04%             | 2024-06-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                  | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $43778.41     | 0.00%             | 2072-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $123768.28    | 0.00%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                 | Tunisian Republic                                                               | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |   100000000 | PA      | $335383.71    | 0.01%             | 2031-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                              | Lorca Telecom Bondco SA                                                         | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    10300000 | PA      | $10250201.06  | 0.32%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust 20                    | Legacy Mortgage Asset Trust 2020-GS1                                            | CUSIP: 52474PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5149438 | PA      | $5140080.22   | 0.16%             | 2059-10-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $16731.34     | 0.00%             |  |  |  | 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        |     1075000 | PA      | $1091331.60   | 0.03%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2268778.75  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        1000 | PA      | $1098.63      | 0.00%             | 2025-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91086QAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      875400 | PA      | $995329.80    | 0.03%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                          | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LAK5<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     1910000 | PA      | $1669122.60   | 0.05%             | 2039-03-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AIRCRAFT FINANCE CO LTD                           | Aircraft Finance Co Ltd                                                         | CUSIP: 000000000<br>LEI: 549300V406LJMUES1M40 | Long             | DBT              | CORP              | KY        |     1464950 | PA      | $1426037.20   | 0.04%             | 2026-03-29      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA7                                         | CUSIP: 35564KMH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $192626.00    | 0.01%             | 2041-11-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2600000 | PA      | $2711406.46   | 0.08%             | 2025-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                  | Bellemeade Re 2018-3 Ltd                                                        | CUSIP: 07877TAB7<br>LEI: 2549009SOTYJD2MZFC61 | Long             | ABS-MBS          | CORP              | BM        |       53684 | PA      | $53674.30     | 0.00%             | 2028-10-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $910000.00    | 0.03%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                            | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1240751.74   | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    62000000 | PA      | $9739939.75   | 0.30%             | 2045-05-21      | Fixed         | 4.10%                 | 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   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1057086.29   | 0.03%             | 2062-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| LOXAM SAS                                         | Loxam SAS                                                                       | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |     1900000 | PA      | $1808588.84   | 0.06%             | 2027-04-15      | Fixed         | 4.50%                 | 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        |     4525000 | PA      | $4479712.35   | 0.14%             | 2025-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                          | European Investment Bank                                                        | CUSIP: 29878TAD6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     4200000 | PA      | $3818210.51   | 0.12%             | 2045-01-05      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-247105.20   | -0.01%            |  |  |  | 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       |      575000 | PA      | $532749.00    | 0.02%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     3600000 | PA      | $711000.00    | 0.02%             | 2034-09-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5619478.35   | 0.17%             | 2030-08-24      | Floating      | 5.22%                 | No            |                  3 | On Loan: No      |
| VIATRIS INC                                       | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     4410000 | PA      | $3217778.24   | 0.10%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                        | Federal National Mortgage Association                                           | CUSIP: 31359MEE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    19307000 | PA      | $25684471.27  | 0.79%             | 2028-12-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    40000000 | PA      | $6175409.51   | 0.19%             | 2043-06-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     3115000 | PA      | $3017678.18   | 0.09%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| EXPORT-IMPORT BANK KOREA                          | Export-Import Bank of Korea                                                     | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        | 10000000000 | PA      | $675803.87    | 0.02%             | 2024-12-07      | Fixed         | 7.25%                 | 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        |     3250000 | PA      | $2913019.53   | 0.09%             | 2041-09-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                   | Kingdom of Belgium Government Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      100000 | PA      | $47688.01     | 0.00%             | 2071-06-22      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    76500000 | PA      | $11977852.13  | 0.37%             | 2035-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $86143.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government International Bond                                 | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     9719000 | PA      | $10878334.73  | 0.33%             | 2034-07-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1504308.83   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                | Long Gilt                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        -508 | NC      | $-33320.20    | -0.00%            |  |  |  | No            |                  1 | 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      | $128200.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                   | United Group BV                                                                 | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    11575000 | PA      | $9959246.70   | 0.31%             | 2030-02-01      | Fixed         | 5.25%                 | 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        |     7416250 | PA      | $7216366.49   | 0.22%             | 2036-10-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      862000 | PA      | $577373.57    | 0.02%             | 2036-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $440407.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4865000 | PA      | $4263924.19   | 0.13%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      862000 | PA      | $529719.53    | 0.02%             | 2038-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $113483.84    | 0.00%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-76750.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1875000 | PA      | $402890.63    | 0.01%             | 2026-09-01      | Variable      | 7.75%                 | 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        |    75270822 | PA      | $4879679.41   | 0.15%             | 2030-06-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                              | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      480000 | PA      | $425631.78    | 0.01%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                    | ARD Finance SA                                                                  | CUSIP: 000000000<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |     1752000 | PA      | $1435779.96   | 0.04%             | 2027-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-8480.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association         | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2152013.42   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   500000000 | PA      | $3819735.84   | 0.12%             | 2025-04-18      | Fixed         | 0.85%                 | 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      | $7702.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                               | Midocean Credit CLO V                                                           | CUSIP: 59801TAL7<br>LEI: 549300SR4K4D5ZP3EW03 | Long             | ABS-CBDO         | CORP              | KY        |      887850 | PA      | $882282.49    | 0.03%             | 2028-07-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                       | Home RE 2021-2 Ltd                                                              | CUSIP: 43730VAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     2855000 | PA      | $2818405.18   | 0.09%             | 2034-01-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      168000 | PA      | $109594.33    | 0.00%             | 2037-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                               | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     1985000 | PA      | $2450841.47   | 0.08%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| SWEDISH GOVERNMENT                                | Sweden Government Bond                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    10000000 | PA      | $1158241.76   | 0.04%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CODERE FINANCE 2 LUXEMBO                          | Codere Finance 2 Luxembourg SA                                                  | CUSIP: 000000000<br>LEI: 2221005CUH65GSJUKB29 | Long             | DBT              | CORP              | LU        |     1125608 | PA      | $1093992.04   | 0.03%             | 2026-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1725167.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1000000 | PA      | $857489.56    | 0.03%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                            | CUSIP: 07556QBM6<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2034628.26   | 0.06%             | 2025-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      700000 | PA      | $711734.91    | 0.02%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BSP98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    39669522 | PA      | $1058759.71   | 0.03%             | 2026-08-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2859633.02  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    16700000 | PA      | $147721.78    | 0.00%             | 2043-06-26      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                    | CSAIL 2018-CX11 Commercial Mortgage Trust                                       | CUSIP: 12652UAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1533225 | PA      | $1508999.14   | 0.05%             | 2051-04-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1610131.12   | 0.05%             | 2025-03-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | CDS REPUBLIC OF POLAND                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $38546.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BR1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1667000 | PA      | $1699339.80   | 0.05%             | 2024-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2020-RPL6 Trust                                                            | CUSIP: 12656HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2092760 | PA      | $2018658.61   | 0.06%             | 2059-03-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS GS_21-PJ                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $13667.60     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BMTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11513021 | PA      | $163297.23    | 0.01%             | 2025-11-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-724192.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | SWOP IRS SAR                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   304125000 | OU      | $0.02         | 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        |     2175000 | PA      | $1929290.25   | 0.06%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                    | Sofi Professional Loan Program 2019-C LLC                                       | CUSIP: 83401CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2100000 | PA      | $1768815.51   | 0.05%             | 2048-11-16      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    33700000 | PA      | $1545764.69   | 0.05%             | 2028-07-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-968827.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1894272.82   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                    | DBJPM 2016-C3 Mortgage Trust                                                    | CUSIP: 23312VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      164427 | PA      | $161405.89    | 0.00%             | 2049-08-10      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION               | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DIR              | CORP              | US        |           1 | NC      | $17520.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF KAZAKHSTAN                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $26545.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                               | Nomura Holdings Inc                                                             | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     7475000 | PA      | $6162792.90   | 0.19%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2014-GC26                                          | CUSIP: 36250HAH6<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    56483000 | PA      | $302613.32    | 0.01%             | 2047-11-10      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                          | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      750000 | PA      | $526396.46    | 0.02%             | 2024-03-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     1340000 | PA      | $1114167.79   | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                          | Export-Import Bank of Korea                                                     | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |  6800000000 | PA      | $462005.34    | 0.01%             | 2024-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      168000 | PA      | $113653.31    | 0.00%             | 2036-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-108628.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                 | CF Industries Inc                                                               | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     6451000 | PA      | $6369553.93   | 0.20%             | 2026-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $130786.89    | 0.00%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-135973.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $78072.69     | 0.00%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $117038.57    | 0.00%             | 2050-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS REPUBLIC OF ESTONIA                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-63863.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $53371.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $379697.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                           | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $204096.81    | 0.01%             | 2025-07-28      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bosphorus CLO                                     | Bosphorus CLO VI DAC                                                            | CUSIP: 000000000<br>LEI: 6354003QOK8LLEWEMR90 | Long             | ABS-CBDO         | CORP              | IE        |    20000000 | PA      | $21133156.68  | 0.65%             | 2034-05-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                          | Export-Import Bank of China/The                                                 | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $3017617.93   | 0.09%             | 2024-05-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2014-GC20                                          | CUSIP: 36252WBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    30000000 | PA      | $131928.00    | 0.00%             | 2047-04-10      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3300000 | PA      | $2844021.18   | 0.09%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1519530.80  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                            | Bausch Health Americas Inc                                                      | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $817429.20    | 0.03%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Merrill Lynch Mortgage Investo                    | Merrill Lynch Mortgage Investors Trust Series 2004-HE2                          | CUSIP: 59020UKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18386 | PA      | $17931.19     | 0.00%             | 2035-08-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-964635.71   | -0.03%            |  |  |  | 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        |    12500000 | PA      | $12303050.00  | 0.38%             | 2031-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC               | Ascent Resources Utica Holdings LLC                                             | CUSIP: 000000000<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | LON              | CORP              | US        |     1199000 | PA      | $1270940.00   | 0.04%             | 2025-11-01      | Floating      | 13.81%                | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-22165.29    | -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        |     1411303 | PA      | $1396351.88   | 0.04%             | 2034-01-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific Inc                                                    | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2270163.45   | 0.07%             | 2034-11-21      | Fixed         | 3.65%                 | 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        |     7380000 | PA      | $7138903.52   | 0.22%             | 2046-02-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-63686.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $191110.97    | 0.01%             |  |  |  | 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      | $-103197.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | TRS MBB US EQUITY                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |           1 | NC      | $1423329.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18844.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1914279.97   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $2225642.36   | 0.07%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $161468.45    | 0.00%             | 2042-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOUR                          | State of the Grand-Duchy of Luxembourg                                          | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      100000 | PA      | $83500.40     | 0.00%             | 2032-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-118523.91   | -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        |      579000 | PA      | $716913.38    | 0.02%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 949746ST9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4198000 | PA      | $2826112.23   | 0.09%             | 2027-04-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | SN               | CORP              | US        |     2227000 | PA      | $2393240.59   | 0.07%             | 2025-06-30      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                 | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     3560000 | PA      | $3415262.11   | 0.11%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2017-P8                                     | CUSIP: 17326DAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1767123 | PA      | $1699635.82   | 0.05%             | 2050-09-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                            | Teck Resources Ltd                                                              | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     4142000 | PA      | $4210109.81   | 0.13%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                              | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     2545000 | PA      | $2268903.64   | 0.07%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A       | LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A                                     | CUSIP: 518888102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3430000 | PA      | $795845.01    | 0.02%             | 2043-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $75708.53     | 0.00%             | 2060-07-30      | None          | 0.00%                 | 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        |      600000 | PA      | $547155.12    | 0.02%             | 2028-09-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $21442.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS DP WORLD PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1699.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     9408000 | PA      | $9699252.25   | 0.30%             | 2030-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-424697.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     2000000 | PA      | $1630725.00   | 0.05%             | 2050-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| WELLTOWER OP LLC                                  | Welltower OP LLC                                                                | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2606932.63   | 0.08%             | 2029-01-15      | Fixed         | 2.05%                 | 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        |     1825000 | PA      | $1797853.22   | 0.06%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      500000 | PA      | $508004.81    | 0.02%             | 2025-06-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO                      | Anchorage Capital Europe CLO 2021-4 DAC                                         | CUSIP: 000000000<br>LEI: 635400DODOOELVF8BK72 | Long             | ABS-CBDO         | CORP              | IE        |     4000000 | PA      | $4229657.53   | 0.13%             | 2034-04-25      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     6900000 | PA      | $5503166.89   | 0.17%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-130285.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $65398.89     | 0.00%             | 2063-07-30      | None          | 0.00%                 | 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      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QAM4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $2043125.00   | 0.06%             | 2027-09-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     4915000 | PA      | $4091901.66   | 0.13%             | 2033-01-21      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                            | Eskom Holdings SOC Ltd                                                          | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     1350000 | PA      | $1290937.50   | 0.04%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ford Auto Securitization Trust                    | Ford Auto Securitization Trust                                                  | CUSIP: 345213JD5<br>LEI: 549300UXPSVB9J11GQ87 | Long             | ABS-O            | CORP              | CA        |      400000 | PA      | $283164.11    | 0.01%             | 2026-06-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-558376.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $32.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                    | Long Beach Mortgage Loan Trust 2004-3                                           | CUSIP: 542514GM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105437 | PA      | $100945.48    | 0.00%             | 2034-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $4453295.45   | 0.14%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS VERIZON COMMUNICATIONS INC                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $83427.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                            | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1478574.80   | 0.05%             | 2029-10-15      | Fixed         | 7.25%                 | 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        |         419 | NC      | $2517294.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1100000 | PA      | $1057069.92   | 0.03%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                          | African Development Bank                                                        | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    64600000 | PA      | $1430459.20   | 0.04%             | 2032-09-07      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2016-LC24                                 | CUSIP: 95000HBK7<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |    20910000 | PA      | $637782.18    | 0.02%             | 2049-10-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $3271285.75   | 0.10%             | 2048-11-25      | Fixed         | 5.10%                 | 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        |     8600000 | PA      | $8485735.33   | 0.26%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $931308.28    | 0.03%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP IRS ILS                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |    75000000 | OU      | $52029.13     | 0.00%             |  |  |  | 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        |        6000 | PA      | $360132.58    | 0.01%             | 2028-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                | Shackleton 2014-V-R CLO Ltd                                                     | CUSIP: 81881JAE2<br>LEI: 549300OM5GJJFIKCOZ48 | Long             | ABS-CBDO         | CORP              | KY        |     6500000 | PA      | $6259999.85   | 0.19%             | 2031-05-07      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SPAIN                                  | Spain Government International Bond                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    16080000 | PA      | $20636624.86  | 0.63%             | 2029-04-06      | 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      | $24635.99     | 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        |    13200000 | PA      | $11419848.00  | 0.35%             | 2033-08-25      | Floating      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| Citibank, National Association                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12732.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WARNER MEDIA LLC                                  | Warner Media LLC                                                                | CUSIP: 887317AR6<br>LEI: 5493004RSX004WU3UT62 | Long             | DBT              | CORP              | US        |    11250000 | PA      | $11088971.55  | 0.34%             | 2023-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2523600.21  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   300000000 | PA      | $2386135.44   | 0.07%             | 2025-09-16      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                               | Boxer Parent Co Inc                                                             | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4768475.62   | 0.15%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-696703.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT LLC                                        | Sprint LLC                                                                      | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      300000 | PA      | $311376.00    | 0.01%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $70269.98     | 0.00%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $136832.66    | 0.00%             | 2047-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2000000 | PA      | $1592674.75   | 0.05%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2021-1 Asset-Backed Notes                                                  | CUSIP: 36169CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12802758 | PA      | $11890689.79  | 0.37%             | 2049-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5140000 | PA      | $4605995.74   | 0.14%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                    | Oaktown Re VI Ltd                                                               | CUSIP: 67401FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      787376 | PA      | $786700.84    | 0.02%             | 2033-10-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $98570.48     | 0.00%             | 2054-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                           | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     9050000 | PA      | $9910229.11   | 0.30%             | 2041-03-01      | Fixed         | 6.50%                 | 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        |     5772832 | PA      | $600592.72    | 0.02%             | 2032-02-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                         | Aflac Inc                                                                       | CUSIP: 001055BG6<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $657805.55    | 0.02%             | 2035-03-12      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     1440000 | PA      | $1362668.40   | 0.04%             | 2041-11-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $132713.22    | 0.00%             | 2060-01-22      | Fixed         | 4.00%                 | 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      | $-32831.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     4355000 | PA      | $3718257.02   | 0.11%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-42657.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      550000 | PA      | $461572.27    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | SWOP IRS SAR                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   304125000 | OU      | $3773456.12   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $208963.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-99661.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      525000 | PA      | $448487.49    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| SWEDISH EXPORT CREDIT                             | Svensk Exportkredit AB                                                          | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     1400000 | PA      | $54708.62     | 0.00%             | 2027-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SASU                                                              | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     6850000 | PA      | $7075522.26   | 0.22%             | 2026-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2035000 | PA      | $1939291.41   | 0.06%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      800000 | PA      | $409843.75    | 0.01%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS IFS EUR                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $790943.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                    | Asset-Backed Pass Through Certificates 2002-3                                   | CUSIP: 03072SCW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115025 | PA      | $111372.38    | 0.00%             | 2032-08-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-369435.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                            | Chesapeake Energy Corp                                                          | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      650000 | PA      | $631182.84    | 0.02%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APS RESECURITIZATION TRUST                        | APS Resecuritization Trust 2016-1                                               | CUSIP: 00192JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      238108 | PA      | $236068.51    | 0.01%             | 2057-07-27      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS STATE OF ILLINOIS                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $22944.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                      | Eagle RE 2019-1 Ltd                                                             | CUSIP: 269822AB8<br>LEI: 254900L82OLW9QTLJ788 | Long             | ABS-MBS          | CORP              | US        |      619612 | PA      | $618944.69    | 0.02%             | 2029-04-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-10226.88    | -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      | $-62224.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REGION OF LAZIO                                   | Region of Lazio Italy                                                           | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |     6480043 | PA      | $6063441.20   | 0.19%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $3946961.56   | 0.12%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| LITHUANIA GOVERNMNT BOND                          | Lithuania Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      200000 | PA      | $215131.76    | 0.01%             | 2023-06-29      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $76189.20     | 0.00%             | 2059-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     5500000 | PA      | $2392500.00   | 0.07%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Radnor Re LTD                                     | Radnor RE 2021-1 Ltd                                                            | CUSIP: 75279YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      706211 | PA      | $705862.78    | 0.02%             | 2033-12-27      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                            | Banque Federative du Credit Mutuel SA                                           | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   200000000 | PA      | $1540640.73   | 0.05%             | 2025-10-15      | Fixed         | 1.00%                 | 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       |     1147522 | PA      | $573761.00    | 0.02%             | 2025-12-31      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA1                                         | CUSIP: 35564KAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10336589 | PA      | $10175414.55  | 0.31%             | 2051-01-25      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-22719.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      140000 | PA      | $156881.70    | 0.00%             | 2025-11-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                 | Mountain View Clo XIV Ltd                                                       | CUSIP: 62432MAN9<br>LEI: 549300IB1UGD5G8HYT10 | Long             | ABS-CBDO         | CORP              | KY        |    15000000 | PA      | $14747401.50  | 0.45%             | 2034-10-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-223878.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                   | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     9275000 | PA      | $7402564.30   | 0.23%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-126302.07   | -0.00%            |  |  |  | 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        |      467713 | PA      | $467702.84    | 0.01%             | 2024-11-29      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BLN20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    37686782 | PA      | $428065.31    | 0.01%             | 2025-07-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    13490000 | PA      | $10840790.50  | 0.33%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-463805.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $92643.81     | 0.00%             | 2057-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3290512.33  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle C17 CLO                                   | Carlyle C17 CLO Ltd                                                             | CUSIP: 14307PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15000000 | PA      | $14830224.00  | 0.46%             | 2031-04-30      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    13125000 | PA      | $11522319.38  | 0.35%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2016-GC37                                   | CUSIP: 17290XAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    33868000 | PA      | $636528.74    | 0.02%             | 2049-04-10      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                     | Radnor RE 2020-1 Ltd                                                            | CUSIP: 750493AA6<br>LEI: 254900YVLP8CB4GC2O97 | Long             | ABS-MBS          | CORP              | BM        |       54962 | PA      | $54918.69     | 0.00%             | 2030-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-15706.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                              | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1600000 | PA      | $1446462.08   | 0.04%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $8936.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELLIS FINCO PLC                                  | Bellis Finco PLC                                                                | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |     6700000 | PA      | $5964201.59   | 0.18%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     2000000 | PA      | $2173212.85   | 0.07%             | 2023-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     8758000 | PA      | $4008501.40   | 0.12%             | 2032-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS COLOMBIA REPUBLIC                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $10076.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18500000 | PA      | $2811212.35   | 0.09%             | 2030-05-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-489429.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5767594.86  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      690000 | PA      | $694717.39    | 0.02%             | 2025-04-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DANA INC                                          | Dana Inc                                                                        | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     4025000 | PA      | $3393277.62   | 0.10%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1615000 | PA      | $1417919.53   | 0.04%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                             | Svensk Exportkredit AB                                                          | CUSIP: 00254ECJ9<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |      110000 | PA      | $58498.11     | 0.00%             | 2037-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                    | JPMBB Commercial Mortgage Securities Trust 2016-C1                              | CUSIP: 46645LAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       95317 | PA      | $94736.93     | 0.00%             | 2049-03-17      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2500000 | PA      | $375322.91    | 0.01%             | 2025-05-21      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $49685.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                  | ABN AMRO Bank NV                                                                | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $490090.60    | 0.02%             | 2025-07-28      | Fixed         | 4.75%                 | Yes           |                  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        |     2975000 | PA      | $2566096.69   | 0.08%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                          | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $67521.57     | 0.00%             | 2062-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                   | United Group BV                                                                 | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $314816.91    | 0.01%             | 2024-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-2534.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912833XP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      345000 | PA      | $272496.09    | 0.01%             | 2029-08-15      | None          | 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        |        -514 | NC      | $-1085084.90  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BANGKO PILIPINAS BOND                             | Bangko Sentral ng Pilipinas International Bond                                  | CUSIP: 059891AA9<br>LEI: 4IDQTQC5NXVM3WSFHR30 | Long             | DBT              | NUSS              | PH        |     3560000 | PA      | $4021874.40   | 0.12%             | 2027-06-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QBN1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      937500 | PA      | $935975.58    | 0.03%             | 2024-02-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2744842.08  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Armada Euro CLO                                   | Armada Euro CLO II DAC                                                          | CUSIP: 000000000<br>LEI: 549300ZZKACIYBGH9718 | Long             | ABS-CBDO         | CORP              | IE        |     1487487 | PA      | $1538787.73   | 0.05%             | 2031-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-60814.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     6000000 | PA      | $894584.05    | 0.03%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2950000 | PA      | $2514976.78   | 0.08%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2021-RENT                                     | CUSIP: 36260XAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7700218 | PA      | $7062932.64   | 0.22%             | 2035-11-21      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   770000000 | PA      | $6380769.02   | 0.20%             | 2027-06-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                   | MEG Energy Corp                                                                 | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     1225000 | PA      | $1252868.75   | 0.04%             | 2027-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    33896000 | PA      | $6817256.73   | 0.21%             | 2032-01-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 9128337P9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       85000 | PA      | $63056.05     | 0.00%             | 2031-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                            | City of Toronto Canada                                                          | CUSIP: 891288DP4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $631552.74    | 0.02%             | 2046-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $422781.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                    | Oaktown Re II Ltd                                                               | CUSIP: 67400CAA6<br>LEI: 254900KOPN6EP9T3LD85 | Long             | ABS-MBS          | CORP              | US        |      185898 | PA      | $185823.12    | 0.01%             | 2028-07-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4475000 | PA      | $5894477.15   | 0.18%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    25400000 | PA      | $24141198.54  | 0.74%             | 2028-02-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT FEDERATIVE REPUBLIC OF BRAZIL                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-172916.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2000000 | PA      | $302129.27    | 0.01%             | 2027-06-29      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                     | Radnor RE 2020-1 Ltd                                                            | CUSIP: 750493AB4<br>LEI: 254900YVLP8CB4GC2O97 | Long             | ABS-MBS          | CORP              | BM        |     1800000 | PA      | $1787561.10   | 0.05%             | 2030-01-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    11220000 | PA      | $9088200.00   | 0.28%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2494611.21   | 0.08%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   200000000 | PA      | $1408311.87   | 0.04%             | 2032-08-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-                    | One New York Plaza Trust 2020-1NYP                                              | CUSIP: 68249DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8475000 | PA      | $7820316.42   | 0.24%             | 2036-01-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   300000000 | PA      | $1832387.74   | 0.06%             | 2038-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      240000 | PA      | $247022.22    | 0.01%             | 2026-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJSC                         | FIRST ABU DHABI BANK PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |     2170000 | PA      | $316049.78    | 0.01%             | 2025-07-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $82692.18     | 0.00%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                 | International Finance Corp                                                      | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    78000000 | PA      | $1152654.47   | 0.04%             | 2037-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     6000000 | PA      | $4919897.33   | 0.15%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                                      | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5586113.98   | 0.17%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $84768.30     | 0.00%             | 2039-01-31      | Fixed         | 1.12%                 | 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      |
| Diamond Sports Group LLC                          | Diamond Sports Group LLC                                                        | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |      247298 | PA      | $222568.24    | 0.01%             | 2026-05-25      | Floating      | 13.06%                | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     3900000 | PA      | $3885375.00   | 0.12%             | 2026-06-15      | Fixed         | 7.12%                 | 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        |     9500000 | PA      | $7912455.76   | 0.24%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| JP Morgan Chase Commercial Mor                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                 | CUSIP: 46649XAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5564000 | PA      | $4098732.28   | 0.13%             | 2031-07-05      | Variable      | 4.61%                 | 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      | $-439565.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2020-A-GS                                         | CUSIP: 20267WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2028530 | PA      | $1783488.78   | 0.05%             | 2050-08-25      | Fixed         | 1.98%                 | 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      | $1187598.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayfin Emerald CLO                                | Hayfin Emerald CLO V DAC                                                        | CUSIP: 000000000<br>LEI: 549300FO5F55WI5RCR50 | Long             | ABS-CBDO         | CORP              | IE        |    18500000 | PA      | $19814669.64  | 0.61%             | 2032-11-17      | Floating      | 2.90%                 | 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        |      600000 | PA      | $539589.72    | 0.02%             | 2028-12-26      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-91361.83    | -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        |     2034678 | PA      | $440651.54    | 0.01%             | 2048-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | Eurex 2 Year Euro SCHATZ                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -1954 | NC      | $1425552.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS CLP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-138539.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer