# EDGAR Filing Document

**Accession Number:** 0000793159
**File Stem:** 0000940400-25-002400
**Filing Date:** 2025-9
**Character Count:** 953884
**Document Hash:** a65d571ccfad046720ebf94940323826
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-002400.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0000940400-25-002400

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04661
- **FILM NUMBER:** 251343591

**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 July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Long-Term Investments 97.8%** |  |  |  |  |  |
| **Asset-Backed Securities 9.4%** | **Asset-Backed Securities 9.4%** | **Asset-Backed Securities 9.4%** | **Asset-Backed Securities 9.4%** | **Asset-Backed Securities 9.4%** | **Asset-Backed Securities 9.4%** |
| **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** |
| Evergreen Credit Card Trust,<br> Series 2024-CRT04, Class C, 144A | 5.640% | &nbsp;&nbsp;10/15/28 |  | &nbsp;&nbsp;5600 | &nbsp;&nbsp; $5627131 |
| **Cayman Islands 1.0%** | **Cayman Islands 1.0%** | **Cayman Islands 1.0%** | **Cayman Islands 1.0%** | **Cayman Islands 1.0%** | **Cayman Islands 1.0%** |
| Battalion CLO Ltd.,<br> Series 2015-08A, Class A1R2, 144A, 3 Month SOFR + 1.332% (Cap N/A, Floor 1.070%) | 5.661(c) | &nbsp;&nbsp;07/18/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708176 |
| Carlyle CLO Ltd.,<br> Series C17A, Class A1AR, 144A, 3 Month SOFR + 1.292% (Cap N/A, Floor 0.000%) | 5.602(c) | &nbsp;&nbsp;04/30/31 |  | &nbsp;&nbsp;1847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1847604 |
| Mountain View CLO Ltd.,<br> Series 2015-09A, Class A2R, 144A, 3 Month SOFR + 2.042% (Cap N/A, Floor 0.000%) | 6.359(c) | &nbsp;&nbsp;07/15/31 |  | &nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5767840 |
| OZLM Ltd.,<br> Series 2018-20A, Class A1, 144A, 3 Month SOFR + 1.312% (Cap N/A, Floor 1.050%) | 5.637(c) | &nbsp;&nbsp;04/20/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365187 |
| Shackleton CLO Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-05RA, Class A, 144A, 3 Month SOFR + 1.362% (Cap N/A, Floor 0.262%) | 5.660(c) | &nbsp;&nbsp;05/07/31 |  | &nbsp;&nbsp;1242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242627 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-05RA, Class B, 144A, 3 Month SOFR + 1.962% (Cap N/A, Floor 0.262%) | 6.260(c) | &nbsp;&nbsp;05/07/31 |  | &nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6517359 |
| Voya CLO Ltd.,<br> Series 2013-02A, Class A1R, 144A, 3 Month SOFR + 1.232% (Cap N/A, Floor 0.970%) | 5.550(c) | &nbsp;&nbsp;04/25/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802743 |
| Zais CLO Ltd.,<br> Series 2015-03A, Class A2R, 144A, 3 Month SOFR + 2.452% (Cap N/A, Floor 0.000%) | 6.769(c) | &nbsp;&nbsp;07/15/31 |  | &nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8532286 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25783822 |
| **Germany 0.3%** | **Germany 0.3%** | **Germany 0.3%** | **Germany 0.3%** | **Germany 0.3%** | **Germany 0.3%** |
| Vantage Data Centers Germany Borrower Lux Sarl,<br> Series 2025-01A, Class A2, 144A | 4.292 | &nbsp;&nbsp;06/28/50 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9083096 |
| **Ireland 5.7%** | **Ireland 5.7%** | **Ireland 5.7%** | **Ireland 5.7%** | **Ireland 5.7%** | **Ireland 5.7%** |
| Anchorage Capital Europe CLO DAC,<br> Series 04A, Class A, 144A, 3 Month EURIBOR + 0.870% (Cap N/A, Floor 0.870%) | 2.809(c) | &nbsp;&nbsp;04/25/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4569924 |
| BNPP AM Euro CLO DAC,<br> Series 2018-01A, Class AR, 144A, 3 Month EURIBOR + 0.600% (Cap N/A, Floor 0.600%) | 2.626(c) | &nbsp;&nbsp;04/15/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;9981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11303708 |
| Capital Four CLO DAC,<br> Series 02A, Class A, 144A, 3 Month EURIBOR + 1.050% (Cap N/A, Floor 1.050%) | 3.076(c) | &nbsp;&nbsp;01/15/34 | &nbsp;&nbsp;EUR | 22227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25501952 |
| Carlyle Euro CLO DAC,<br> Series 2019-01A, Class A1R, 144A, 3 Month EURIBOR + 0.750% (Cap N/A, Floor 0.750%) | 2.725(c) | &nbsp;&nbsp;03/15/32 | &nbsp;&nbsp;EUR | 15562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17729808 |
| 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%) | 3.076(c) | &nbsp;&nbsp;01/15/34 | &nbsp;&nbsp;EUR | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17118008 |
| &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;12458938 |
| Henley CLO DAC,<br> Series 04A, Class A, 144A, 3 Month EURIBOR + 0.900% (Cap N/A, Floor 0.900%) | 2.839(c) | &nbsp;&nbsp;04/25/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5697441 |
| Invesco Euro CLO DAC,<br> Series 01A, Class A2R, 144A | 0.800 | &nbsp;&nbsp;07/15/31 | &nbsp;&nbsp;EUR | 21128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23387622 |
| Palmer Square European CLO DAC,<br> Series 2025-01A, Class A, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | 3.749(c) | &nbsp;&nbsp;10/15/39 | &nbsp;&nbsp;EUR | 13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14815483 |
| Penta CLO DAC,<br> Series 2017-03A, Class A1R, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | 3.292(c) | &nbsp;&nbsp;10/17/38 | &nbsp;&nbsp;EUR | 13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14820778 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147403662 |
| **Spain 0.1%** | **Spain 0.1%** | **Spain 0.1%** | **Spain 0.1%** | **Spain 0.1%** | **Spain 0.1%** |
| LSF11 Boson Investments Sarl Compartment 2,<br> Series 2021-NPLA, Class A1, 144A, 3 Month EURIBOR + 2.000% (Cap N/A, Floor 0.000%) | 4.049(c) | &nbsp;&nbsp;11/25/60 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258164 |
| TFS, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-03, Class A1^ | 0.000(s) | &nbsp;&nbsp;04/16/40 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-03, Class A1, 1 Month EURIBOR + 3.250%^ | 5.144(c) | &nbsp;&nbsp;03/15/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1715446 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1973611 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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 Kingdom 0.5%** | **United Kingdom 0.5%** | **United Kingdom 0.5%** | **United Kingdom 0.5%** | **United Kingdom 0.5%** | **United Kingdom 0.5%** |
| Apidos CLO Ltd.,<br> Series 2023-44A, Class A1R, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) | &nbsp;&nbsp;5.674 %(c) | &nbsp;&nbsp;10/26/37 |  | 10000 | &nbsp;&nbsp; $10030866 |
| NewDay Funding,<br> Series 2024-01A, Class B, 144A, SONIA + 1.650% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;5.874(c) | &nbsp;&nbsp;03/15/32 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3467035 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13497901 |
| **United States 1.6%** | **United States 1.6%** | **United States 1.6%** | **United States 1.6%** | **United States 1.6%** | **United States 1.6%** |
| Ally Bank Auto Credit-Linked Notes,<br> Series 2024-B, Class E, 144A | &nbsp;&nbsp;6.678 | &nbsp;&nbsp;09/15/32 |  | &nbsp;&nbsp;2863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2879884 |
| Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-Through Certificates, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2002-02, Class M3, 1 Month SOFR + 2.769% (Cap N/A, Floor 2.655%) | &nbsp;&nbsp;4.613(c) | &nbsp;&nbsp;08/25/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82300 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2002-03, Class M3, 1 Month SOFR + 2.964% (Cap N/A, Floor 2.850%) | &nbsp;&nbsp;7.317(c) | &nbsp;&nbsp;08/25/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56254 |
| Bayview Opportunity Master Fund VII Trust,<br> Series 2024-CAR1F, Class A, 144A | &nbsp;&nbsp;6.971 | &nbsp;&nbsp;07/29/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796925 |
| Chase Funding Trust,<br> Series 2003-04, Class 2A2, 1 Month SOFR + 0.714% (Cap N/A, Floor 0.600%) | &nbsp;&nbsp;5.067(c) | &nbsp;&nbsp;05/25/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247726 |
| EquiFirst Mortgage Loan Trust,<br> Series 2004-01, Class 1A1, 1 Month SOFR + 0.594% (Cap N/A, Floor 0.480%) | &nbsp;&nbsp;4.947(c) | &nbsp;&nbsp;01/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304382 |
| Ford Credit Auto Owner Trust,<br> Series 2020-02, Class C, 144A | &nbsp;&nbsp;1.740 | &nbsp;&nbsp;04/15/33 |  | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290914 |
| GreenSky Home Improvement Trust,<br> Series 2024-01, Class A4, 144A | &nbsp;&nbsp;5.670 | &nbsp;&nbsp;06/25/59 |  | &nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148530 |
| Huntington Bank Auto Credit-Linked Notes,<br> Series 2024-02, Class C, 144A, 30 Day Average SOFR + 2.600% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.948(c) | &nbsp;&nbsp;10/20/32 |  | &nbsp;&nbsp;2221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2229594 |
| JPMorgan Chase Bank NA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-01, Class R, 144A | 28.348 | &nbsp;&nbsp;09/25/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733934 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-03, Class F, 144A | &nbsp;&nbsp;3.694 | &nbsp;&nbsp;02/26/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125504 |
| 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 |  | &nbsp;&nbsp;3430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492598 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C, Class A, 144A | &nbsp;&nbsp;0.000(cc) | &nbsp;&nbsp;08/25/43 |  | &nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465606 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-A, Class R, 144A | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;10/25/48 |  | &nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432046 |
| Lending Funding Trust,<br> Series 2020-02A, Class A, 144A | &nbsp;&nbsp;2.320 | &nbsp;&nbsp;04/21/31 |  | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072924 |
| MASTR Asset-Backed Securities Trust,<br> Series 2004-WMC02, Class M1, 1 Month SOFR + 1.014% (Cap N/A, Floor 0.900%) | &nbsp;&nbsp;5.367(c) | &nbsp;&nbsp;04/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577953 |
| Morgan Stanley Dean Witter Capital I, Inc. Trust,<br> Series 2002-AM03, Class A3, 1 Month SOFR + 1.094% (Cap N/A, Floor 0.980%) | &nbsp;&nbsp;5.447(c) | &nbsp;&nbsp;02/25/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28975 |
| OneMain Direct Auto Receivables Trust,<br> Series 2019-01A, Class B, 144A | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;11/14/28 |  | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292297 |
| OneMain Financial Issuance Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-02A, Class C, 144A | &nbsp;&nbsp;6.740 | &nbsp;&nbsp;09/15/36 |  | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333938 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-02A, Class D, 144A | &nbsp;&nbsp;7.520 | &nbsp;&nbsp;09/15/36 |  | &nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3792871 |
| RCKT Mortgage Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES01, Class A1A, 144A | &nbsp;&nbsp;6.025(cc) | &nbsp;&nbsp;02/25/44 |  | &nbsp;&nbsp;1237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1A, 144A | &nbsp;&nbsp;5.846(cc) | &nbsp;&nbsp;08/25/44 |  | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592765 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES06, Class A1A, 144A | &nbsp;&nbsp;5.344(cc) | &nbsp;&nbsp;09/25/44 |  | &nbsp;&nbsp;5358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5365965 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES07, Class A1A, 144A | &nbsp;&nbsp;5.158(cc) | &nbsp;&nbsp;10/25/44 |  | &nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2699922 |
| Santander Consumer Auto Receivables Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-AA, Class D, 144A | &nbsp;&nbsp;1.570 | &nbsp;&nbsp;01/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717069 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-AA, Class R, 144A | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;08/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372438 |
| Santander Drive Auto Receivables Trust,<br> Series 2023-06, Class C | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;03/17/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515035 |
| Sunrun Vesta Issuer LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-03A, Class A1, 144A | &nbsp;&nbsp;5.490 | &nbsp;&nbsp;10/30/59 |  | &nbsp;&nbsp;&nbsp;&nbsp;914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884029 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-03A, Class A2, 144A | &nbsp;&nbsp;5.880 | &nbsp;&nbsp;10/30/59 |  | &nbsp;&nbsp;3771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3573156 |
| Towd Point Mortgage Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES01, Class A1A, 144A | &nbsp;&nbsp;5.848(cc) | &nbsp;&nbsp;01/25/64 |  | &nbsp;&nbsp;&nbsp;&nbsp;538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538834 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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.)** |
| Towd Point Mortgage Trust, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES02, Class A1A, 144A | 6.125 %(cc) | &nbsp;&nbsp;02/25/64 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp; $397491 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1, 144A | 5.167(cc) | &nbsp;&nbsp;09/25/64 |  | &nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4879725 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40163084 |
| **Total Asset-Backed Securities<br> (cost $249,965,627)** | **Total Asset-Backed Securities<br> (cost $249,965,627)** | **Total Asset-Backed Securities<br> (cost $249,965,627)** | **Total Asset-Backed Securities<br> (cost $249,965,627)** | **Total Asset-Backed Securities<br> (cost $249,965,627)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243532307 |
| **Commercial Mortgage-Backed Securities 3.7%** | **Commercial Mortgage-Backed Securities 3.7%** | **Commercial Mortgage-Backed Securities 3.7%** | **Commercial Mortgage-Backed Securities 3.7%** | **Commercial Mortgage-Backed Securities 3.7%** | **Commercial Mortgage-Backed Securities 3.7%** |
| **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** |
| BX Commercial Mortgage Trust,<br> Series 2024-PURE, Class A, 144A, CORRA + 1.900% (Cap N/A, Floor 1.900%) | 4.655(c) | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5184188 |
| Real Estate Asset Liquidity Trust,<br> Series 2020-01A, Class A1, 144A | 2.381(cc) | &nbsp;&nbsp;02/12/55 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;1102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771835 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5956023 |
| **United Kingdom 0.5%** | **United Kingdom 0.5%** | **United Kingdom 0.5%** | **United Kingdom 0.5%** | **United Kingdom 0.5%** | **United Kingdom 0.5%** |
| Taurus DAC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-UK01A, Class D, 144A, SONIA + 2.600% (Cap N/A, Floor 2.600%) | 6.837(c) | &nbsp;&nbsp;05/17/31 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722586 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-UK04A, Class C, 144A, SONIA + 1.750% (Cap N/A, Floor 1.750%) | 5.987(c) | &nbsp;&nbsp;08/17/31 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;5126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6786613 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-UK04A, Class D, 144A, SONIA + 2.100% (Cap N/A, Floor 2.100%) | 6.337(c) | &nbsp;&nbsp;08/17/31 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;4636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6134553 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13643752 |
| **United States 3.0%** | **United States 3.0%** | **United States 3.0%** | **United States 3.0%** | **United States 3.0%** | **United States 3.0%** |
| 20 Times Square Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-20TS, Class G, 144A(x) | 3.100(cc) | &nbsp;&nbsp;05/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-20TS, Class H, 144A(x) | 3.100(cc) | &nbsp;&nbsp;05/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840000 |
| Benchmark Mortgage Trust,<br> Series 2020-B17, Class A4 | 2.042 | &nbsp;&nbsp;03/15/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5558921 |
| BXMT Ltd.,<br> Series 2025-FL05, Class A, 144A, 1 Month SOFR + 1.639% (Cap N/A, Floor 1.639%) | 5.989(c) | &nbsp;&nbsp;10/18/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2592931 |
| CF Mortgage Trust,<br> Series 2020-P01, Class A1, 144A | 2.840(cc) | &nbsp;&nbsp;04/15/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;9103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9043388 |
| Citigroup Commercial Mortgage Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-GC21, Class XB, IO | 0.000(cc) | &nbsp;&nbsp;05/10/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;6762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-GC37, Class XB, IO | 0.677(cc) | &nbsp;&nbsp;04/10/49 |  | &nbsp;&nbsp;33868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64542 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-P04, Class XB, IO | 1.309(cc) | &nbsp;&nbsp;07/10/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82379 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-P08, Class A2 | 3.109 | &nbsp;&nbsp;09/15/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;1738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1698048 |
| Commercial Mortgage Trust,<br> Series 2014-UBS04, Class XB, IO, 144A | 0.215(cc) | &nbsp;&nbsp;08/10/47 |  | &nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108525 |
| Eleven Madison Mortgage Trust,<br> Series 2015-11MD, Class C, 144A | 3.555(cc) | &nbsp;&nbsp;09/10/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484050 |
| ELP Commercial Mortgage Trust,<br> Series 2021-ELP, Class F, 144A, 1 Month SOFR + 2.781% (Cap N/A, Floor 2.667%) | 7.123(c) | &nbsp;&nbsp;11/15/38 |  | &nbsp;&nbsp;13487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13479188 |
| FHLMC Multifamily Structured Pass-Through Certificates, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K052, Class X1, IO | 0.611(cc) | &nbsp;&nbsp;11/25/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;3807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4551 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K053, Class X1, IO | 0.884(cc) | &nbsp;&nbsp;12/25/25 |  | &nbsp;&nbsp;37349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77123 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K054, Class X1, IO | 1.178(cc) | &nbsp;&nbsp;01/25/26 |  | &nbsp;&nbsp;24874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K058, Class X1, IO | 0.896(cc) | &nbsp;&nbsp;08/25/26 |  | &nbsp;&nbsp;37284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263338 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K090, Class X1, IO | 0.706(cc) | &nbsp;&nbsp;02/25/29 |  | &nbsp;&nbsp;22433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506725 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K111, Class X1, IO | 1.566(cc) | &nbsp;&nbsp;05/25/30 |  | &nbsp;&nbsp;28946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1769993 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K113, Class X1, IO | 1.374(cc) | &nbsp;&nbsp;06/25/30 |  | 117416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6339466 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K114, Class X1, IO | 1.113(cc) | &nbsp;&nbsp;06/25/30 |  | &nbsp;&nbsp;74747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3363889 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K116, Class X1, IO | 1.414(cc) | &nbsp;&nbsp;07/25/30 |  | &nbsp;&nbsp;48288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2688869 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K121, Class X1, IO | 1.016(cc) | &nbsp;&nbsp;10/25/30 |  | 124432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5208305 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series KG03, Class X1, IO | 1.367(cc) | &nbsp;&nbsp;06/25/30 |  | &nbsp;&nbsp;99612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5272279 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** | **Commercial Mortgage-Backed Securities (Continued)** |
| **United States (cont'd.)** | **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 Q001, Class XA, IO | 2.081 %(cc) | &nbsp;&nbsp;02/25/32 |  | &nbsp;&nbsp;5134 | &nbsp;&nbsp; $313241 |
| GS Mortgage Securities Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-GC22, Class XB, IO | 0.182(cc) | &nbsp;&nbsp;06/10/47 |  | 35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58618 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-GC24, Class XB, IO | 0.021(cc) | &nbsp;&nbsp;09/10/47 |  | 83262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-GC26, Class XB, IO | 0.184(cc) | &nbsp;&nbsp;11/10/47 |  | 53868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 |
| JPMCC Commercial Mortgage Securities Trust,<br> Series 2017-JP06, Class A3 | 3.109 | &nbsp;&nbsp;07/15/50 |  | &nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2180756 |
| JPMDB Commercial Mortgage Securities Trust,<br> Series 2020-COR07, Class A4 | 1.915 | &nbsp;&nbsp;05/13/53 |  | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4233853 |
| JPMorgan Chase Commercial Mortgage Securities Trust,<br> Series 2018-AON, Class E, 144A | 4.613(cc) | &nbsp;&nbsp;07/05/31 |  | &nbsp;&nbsp;3249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738499 |
| Morgan Stanley Capital I Trust,<br> Series 2020-HR08, Class XB, IO | 0.855(cc) | &nbsp;&nbsp;07/15/53 |  | 54413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2115534 |
| ONE Mortgage Trust,<br> Series 2021-PARK, Class C, 144A, 1 Month SOFR + 1.214% (Cap N/A, Floor 1.100%) | 5.556(c) | &nbsp;&nbsp;03/15/36 |  | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1448270 |
| Wells Fargo Commercial Mortgage Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C35, Class XB, IO | 0.912(cc) | &nbsp;&nbsp;07/15/48 |  | 24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142452 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-LC24, Class XB, IO | 0.973(cc) | &nbsp;&nbsp;10/15/49 |  | 20910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195228 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FCMT, Class B, 144A, 1 Month SOFR + 1.964% (Cap N/A, Floor 1.850%) | 6.306(c) | &nbsp;&nbsp;05/15/31 |  | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795602 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FCMT, Class C, 144A, 1 Month SOFR + 2.514% (Cap N/A, Floor 2.400%) | 6.856(c) | &nbsp;&nbsp;05/15/31 |  | &nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695845 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FCMT, Class D, 144A, 1 Month SOFR + 3.614% (Cap N/A, Floor 3.500%) | 7.956(c) | &nbsp;&nbsp;05/15/31 |  | &nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2194622 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77512299 |
| **Total Commercial Mortgage-Backed Securities<br> (cost $103,041,119)** | **Total Commercial Mortgage-Backed Securities<br> (cost $103,041,119)** | **Total Commercial Mortgage-Backed Securities<br> (cost $103,041,119)** | **Total Commercial Mortgage-Backed Securities<br> (cost $103,041,119)** | **Total Commercial Mortgage-Backed Securities<br> (cost $103,041,119)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97112074 |
| **Corporate Bonds 41.7%** | **Corporate Bonds 41.7%** | **Corporate Bonds 41.7%** | **Corporate Bonds 41.7%** | **Corporate Bonds 41.7%** | **Corporate Bonds 41.7%** |
| **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;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10369744 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.625 | &nbsp;&nbsp;01/16/34 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8752542 |
| 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;205262 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19327548 |
| **Bulgaria 0.5%** | **Bulgaria 0.5%** | **Bulgaria 0.5%** | **Bulgaria 0.5%** | **Bulgaria 0.5%** | **Bulgaria 0.5%** |
| Bulgarian Energy Holding EAD,<br> Sr. Unsec'd. Notes | 2.450 | &nbsp;&nbsp;07/22/28 | &nbsp;&nbsp;EUR | 12200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13431032 |
| **Canada 0.6%** | **Canada 0.6%** | **Canada 0.6%** | **Canada 0.6%** | **Canada 0.6%** | **Canada 0.6%** |
| 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;51358 |
| Bombardier, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.000 | &nbsp;&nbsp;02/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150563 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 7.125 | &nbsp;&nbsp;06/15/26 |  | &nbsp;&nbsp;1509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508057 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 7.875 | &nbsp;&nbsp;04/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80200 |
| Brookfield Residential Properties, Inc./Brookfield Residential US LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.875 | &nbsp;&nbsp;02/15/30 |  | &nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241932 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.250 | &nbsp;&nbsp;09/15/27 |  | &nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271812 |
| &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;1554065 |
| Cenovus Energy, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 2.650 | &nbsp;&nbsp;01/15/32 |  | &nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157428 |
| &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;644891 |
| Hydro-Quebec,<br> Local Gov't. Gtd. Notes, Series JT, SOFR Index + 0.491% | 4.922(c) | &nbsp;&nbsp;09/30/25(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403787 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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.)** |
| Ontario Electricity Financial Corp.,<br> Local Gov't. Gtd. Notes, Series 40 | 4.026 %(s) | &nbsp;&nbsp;04/11/31 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;10000 | &nbsp;&nbsp; $5931654 |
| Ontario Teachers' Cadillac Fairview Properties Trust,<br> Sr. Unsec'd. Notes, 144A | 2.500 | &nbsp;&nbsp;10/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550552 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498735 |
| Royal Bank of Canada,<br> Sr. Unsec'd. Notes, EMTN | 3.650 | &nbsp;&nbsp;03/10/26 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420262 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16465296 |
| **Chile 0.2%** | **Chile 0.2%** | **Chile 0.2%** | **Chile 0.2%** | **Chile 0.2%** | **Chile 0.2%** |
| Chile Electricity Lux Mpc II Sarl, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes(a) | 5.672 | &nbsp;&nbsp;10/20/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;2245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2279236 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, 144A | 5.580 | &nbsp;&nbsp;10/20/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;2004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2023924 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, 144A | 5.672 | &nbsp;&nbsp;10/20/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680239 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5983399 |
| **China 0.6%** | **China 0.6%** | **China 0.6%** | **China 0.6%** | **China 0.6%** | **China 0.6%** |
| 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;8392038 |
| Aircraft Finance Co. Ltd.,<br> Sr. Sec'd. Notes, Series B | 4.100 | &nbsp;&nbsp;03/29/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545127 |
| China Development Bank, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.300 | &nbsp;&nbsp;08/02/32 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4323067 |
| &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;2300161 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15560393 |
| **Denmark 0.2%** | **Denmark 0.2%** | **Denmark 0.2%** | **Denmark 0.2%** | **Denmark 0.2%** | **Denmark 0.2%** |
| Danske Bank A/S,<br> Sr. Non-Preferred Notes, 144A | 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;4625675 |
| **France 2.3%** | **France 2.3%** | **France 2.3%** | **France 2.3%** | **France 2.3%** | **France 2.3%** |
| Agence Francaise de Developpement EPIC,<br> Sr. Unsec'd. Notes | 3.000 | &nbsp;&nbsp;01/17/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5569969 |
| Banque Federative du Credit Mutuel SA,<br> Sr. Preferred 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;1326362 |
| BNP Paribas SA,<br> 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;236456 |
| BPCE SA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, Series 03 | 0.989 | &nbsp;&nbsp;07/12/28 | &nbsp;&nbsp;JPY | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1943371 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN | 3.610 | &nbsp;&nbsp;01/25/29 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564705 |
| Caisse des Depots et Consignations,<br> Sr. Unsec'd. Notes, EMTN | 3.063 | &nbsp;&nbsp;10/09/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1484110 |
| Credit Agricole SA,<br> Sub. Notes, EMTN | 4.200(ff) | &nbsp;&nbsp;05/29/34 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245806 |
| Gestion Securite de Stocks Securite SA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 2.875 | &nbsp;&nbsp;09/07/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221406 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.000 | &nbsp;&nbsp;11/25/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2268626 |
| La Poste SA,<br> Sr. Unsec'd. Notes, EMTN | 1.375 | &nbsp;&nbsp;04/21/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2439110 |
| Regie Autonome des Transports Parisiens EPIC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 0.350 | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042657 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.875 | &nbsp;&nbsp;05/25/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5742370 |
| SNCF Reseau, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.500 | &nbsp;&nbsp;05/29/37 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | 4.700 | &nbsp;&nbsp;06/01/35 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4676490 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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.)** |
| Societe Generale SA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | 2.889 %(ff) | &nbsp;&nbsp;06/09/32 |  | &nbsp;&nbsp;1685 | &nbsp;&nbsp; $1489777 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | 3.337(ff) | &nbsp;&nbsp;01/21/33 |  | &nbsp;&nbsp;4915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4365365 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | 6.691(ff) | &nbsp;&nbsp;01/10/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862360 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | 3.550 | &nbsp;&nbsp;06/16/29 | &nbsp;&nbsp;CNH | 13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1824126 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | 5.000 | &nbsp;&nbsp;05/19/27 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140900 |
| Societe Nationale SNCF SACA,<br> Sr. Unsec'd. Notes, EMTN | 1.500 | &nbsp;&nbsp;02/02/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3504561 |
| Sogecap SA,<br> Sub. Notes | 6.500(ff) | &nbsp;&nbsp;05/16/44 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5053302 |
| TDF Infrastructure SASU,<br> Sr. Unsec'd. Notes | 4.125 | &nbsp;&nbsp;10/23/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4731098 |
| TotalEnergies SE,<br> Jr. Sub. Notes, Series NC7, EMTN | 1.625(ff) | &nbsp;&nbsp;10/25/27(oo) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6034323 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58287162 |
| **Germany 1.2%** | **Germany 1.2%** | **Germany 1.2%** | **Germany 1.2%** | **Germany 1.2%** | **Germany 1.2%** |
| Deutsche Bahn AG, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series CB(a) | 1.600(ff) | &nbsp;&nbsp;07/18/29(oo) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4408135 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 1.987 | &nbsp;&nbsp;07/08/30 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567903 |
| Deutsche Bank AG,<br> Sr. Non-Preferred Notes | 2.129(ff) | &nbsp;&nbsp;11/24/26 |  | &nbsp;&nbsp;3760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3728034 |
| Hamburg Commercial Bank AG,<br> Sub. Notes, EMTN, SOFR + 0.667% | 5.016(c) | &nbsp;&nbsp;03/21/31 |  | &nbsp;&nbsp;8160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7936204 |
| Volkswagen Bank GmbH,<br> Sr. Non-Preferred Notes, EMTN | 4.625 | &nbsp;&nbsp;05/03/31 | &nbsp;&nbsp;EUR | 11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13286809 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29927085 |
| **Hong Kong 0.5%** | **Hong Kong 0.5%** | **Hong Kong 0.5%** | **Hong Kong 0.5%** | **Hong Kong 0.5%** | **Hong Kong 0.5%** |
| HKT Capital No. 3 Ltd.,<br> Gtd. Notes | 1.650 | &nbsp;&nbsp;04/10/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10139631 |
| Sun Hung Kai Properties Capital Market Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.150 | &nbsp;&nbsp;07/11/28 | &nbsp;&nbsp;CNH | 13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1831653 |
| &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;562663 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.200 | &nbsp;&nbsp;08/14/27 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703424 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13237371 |
| **Hungary 0.2%** | **Hungary 0.2%** | **Hungary 0.2%** | **Hungary 0.2%** | **Hungary 0.2%** | **Hungary 0.2%** |
| MFB Magyar Fejlesztesi Bank Zrt,<br> Gov't. Gtd. Notes | 0.375 | &nbsp;&nbsp;06/09/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111980 |
| MVM Energetika Zrt,<br> Sr. Unsec'd. Notes | 0.875 | &nbsp;&nbsp;11/18/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5855897 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5967877 |
| **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% | 2.034(c) | &nbsp;&nbsp;07/24/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6320166 |
| **India 0.8%** | **India 0.8%** | **India 0.8%** | **India 0.8%** | **India 0.8%** | **India 0.8%** |
| NTPC Ltd.,<br> Sr. Unsec'd. Notes, EMTN | 2.750 | &nbsp;&nbsp;02/01/27 | &nbsp;&nbsp;EUR | 12350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14050693 |
| Power Finance Corp. Ltd.,<br> Sr. Unsec'd. Notes, GMTN | 1.841 | &nbsp;&nbsp;09/21/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;6419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6970302 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21020995 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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)** |
| **Indonesia 0.5%** | **Indonesia 0.5%** | **Indonesia 0.5%** | **Indonesia 0.5%** | **Indonesia 0.5%** | **Indonesia 0.5%** |
| Freeport Indonesia PT,<br> Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;5.315% | &nbsp;&nbsp;04/14/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp; $2502450 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;1.875 | &nbsp;&nbsp;11/05/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7494474 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;10/25/25 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4035203 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14032127 |
| **Israel 0.7%** | **Israel 0.7%** | **Israel 0.7%** | **Israel 0.7%** | **Israel 0.7%** | **Israel 0.7%** |
| Israel Electric Corp. Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;02/22/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;12/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;5889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6097117 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;05/23/30 | &nbsp;&nbsp;JPY | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343043 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;12/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9116927 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17098587 |
| **Italy 0.6%** | **Italy 0.6%** | **Italy 0.6%** | **Italy 0.6%** | **Italy 0.6%** | **Italy 0.6%** |
| Cassa Depositi e Prestiti SpA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;02/11/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2523347 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10/18/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1843163 |
| Intesa Sanpaolo SpA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A(a) | &nbsp;&nbsp;7.778(ff) | &nbsp;&nbsp;06/20/54 |  | &nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300803 |
| &nbsp;&nbsp;&nbsp;&nbsp;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;1324253 |
| UniCredit SpA,<br> Sr. Preferred Notes, 144A(a) | &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;8294293 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15285859 |
| **Jamaica 0.2%** | **Jamaica 0.2%** | **Jamaica 0.2%** | **Jamaica 0.2%** | **Jamaica 0.2%** | **Jamaica 0.2%** |
| Digicel Group Holdings Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series 1B14, 144A | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;12/31/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series 3B14, 144A^ | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;12/31/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Digicel Intermediate Holdings Ltd./Digicel International Finance Ltd./DIFL US LLC,<br> Sr. Sec'd. Notes, Cash coupon 9.000% and PIK 2.250% | 11.250 | &nbsp;&nbsp;05/25/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;5271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275342 |
| Digicel International Finance Ltd./Difl US LLC,<br> Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;08/01/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780658 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6056035 |
| **Japan 0.1%** | **Japan 0.1%** | **Japan 0.1%** | **Japan 0.1%** | **Japan 0.1%** | **Japan 0.1%** |
| Nomura International Funding Pte Ltd.,<br> Gtd. Notes, EMTN | &nbsp;&nbsp;3.130 | &nbsp;&nbsp;01/07/31 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388759 |
| NTT Finance Corp.,<br> Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;4.876 | &nbsp;&nbsp;07/16/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2387071 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775830 |
| **Luxembourg 1.0%** | **Luxembourg 1.0%** | **Luxembourg 1.0%** | **Luxembourg 1.0%** | **Luxembourg 1.0%** | **Luxembourg 1.0%** |
| Blackstone Property Partners Europe Holdings Sarl, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;10/20/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1905682 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;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;10709354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;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;2522864 |
| Logicor Financing Sarl,<br> Gtd. Notes, EMTN | &nbsp;&nbsp;1.625 | &nbsp;&nbsp;07/15/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4801460 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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 (cont'd.)** | **Luxembourg (cont'd.)** | **Luxembourg (cont'd.)** | **Luxembourg (cont'd.)** | **Luxembourg (cont'd.)** | **Luxembourg (cont'd.)** |
| P3 Group Sarl,<br> Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;01/26/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1900 | &nbsp;&nbsp; $2053318 |
| SELP Finance Sarl,<br> Gtd. Notes, EMTN | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;08/10/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2906893 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24899571 |
| **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** |
| Freeport Terminal Malta PLC,<br> Gov't. Gtd. Notes, 144A | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;05/15/28 |  | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3154828 |
| **Mexico 2.0%** | **Mexico 2.0%** | **Mexico 2.0%** | **Mexico 2.0%** | **Mexico 2.0%** | **Mexico 2.0%** |
| Comision Federal de Electricidad,<br> Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;09/29/36 |  | &nbsp;&nbsp;9960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8864201 |
| Mexico City Airport Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;04/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377525 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;07/31/47 |  | &nbsp;&nbsp;3137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2627802 |
| Petroleos Mexicanos, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02/26/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2797366 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;5.350 | &nbsp;&nbsp;02/12/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396105 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;01/28/31 |  | &nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974607 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;03/13/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194077 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;02/16/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661320 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;6.840 | &nbsp;&nbsp;01/23/30 |  | &nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3842842 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;10/16/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;09/15/27 |  | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059450 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;09/15/27 |  | &nbsp;&nbsp;6378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6629931 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 10.000 | &nbsp;&nbsp;02/07/33 |  | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2230220 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;02/16/32 |  | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705410 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;04/21/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3318769 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;02/21/28 | &nbsp;&nbsp;EUR | 14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16418123 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;09/21/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21689 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;08/04/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29952 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52249264 |
| **Netherlands 0.4%** | **Netherlands 0.4%** | **Netherlands 0.4%** | **Netherlands 0.4%** | **Netherlands 0.4%** | **Netherlands 0.4%** |
| ABN AMRO Bank NV,<br> Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;6.575(ff) | &nbsp;&nbsp;10/13/26 |  | &nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5820161 |
| Cooperatieve Rabobank UA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Preferred Notes, GMTN | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;12/14/26 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;2882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820209 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Preferred Notes, GMTN | &nbsp;&nbsp;9.298(s) | &nbsp;&nbsp;03/11/39 | &nbsp;&nbsp;MXN | 22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281861 |
| ING Groep NV,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;5.066(ff) | &nbsp;&nbsp;03/25/31 |  | &nbsp;&nbsp;1995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021677 |
| NXP BV/NXP Funding LLC/NXP USA, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;3.150 | &nbsp;&nbsp;05/01/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561631 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | &nbsp;&nbsp;3.400 | &nbsp;&nbsp;05/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685652 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11191191 |
| **Paraguay 0.1%** | **Paraguay 0.1%** | **Paraguay 0.1%** | **Paraguay 0.1%** | **Paraguay 0.1%** | **Paraguay 0.1%** |
| Bioceanico Sovereign Certificate Ltd.,<br> Sr. Sec'd. Notes | &nbsp;&nbsp;2.660(s) | &nbsp;&nbsp;06/05/34 |  | &nbsp;&nbsp;4422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3502174 |
| **Peru 0.1%** | **Peru 0.1%** | **Peru 0.1%** | **Peru 0.1%** | **Peru 0.1%** | **Peru 0.1%** |
| Lima Metro Line 2 Finance Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;4.350 | &nbsp;&nbsp;04/05/36 |  | &nbsp;&nbsp;1653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556656 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;07/05/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79155 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635811 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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)** |
| **Philippines 0.3%** | **Philippines 0.3%** | **Philippines 0.3%** | **Philippines 0.3%** | **Philippines 0.3%** | **Philippines 0.3%** |
| Bangko Sentral ng Pilipinas International Bond,<br> Sr. Unsec'd. Notes, Series A | 8.600% | &nbsp;&nbsp;06/15/27 |  | &nbsp;&nbsp;3560 | &nbsp;&nbsp; $3828816 |
| Power Sector Assets & Liabilities Management Corp.,<br> Gov't. Gtd. Notes | 9.625 | &nbsp;&nbsp;05/15/28 |  | &nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4895100 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8723916 |
| **Poland 0.3%** | **Poland 0.3%** | **Poland 0.3%** | **Poland 0.3%** | **Poland 0.3%** | **Poland 0.3%** |
| Bank Gospodarstwa Krajowego, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | 1.625 | &nbsp;&nbsp;04/30/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;4760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5281045 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | 2.000 | &nbsp;&nbsp;06/01/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551994 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN | 4.000 | &nbsp;&nbsp;03/13/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1412043 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7245082 |
| **Qatar 0.4%** | **Qatar 0.4%** | **Qatar 0.4%** | **Qatar 0.4%** | **Qatar 0.4%** | **Qatar 0.4%** |
| QNB Finance Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.150 | &nbsp;&nbsp;02/04/26 | &nbsp;&nbsp;CNH | 20500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2858701 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.500 | &nbsp;&nbsp;03/09/26 | &nbsp;&nbsp;CNH | 41660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5826983 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.950 | &nbsp;&nbsp;11/17/27 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186503 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | 4.900 | &nbsp;&nbsp;02/01/28 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161622 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9033809 |
| **Russia 0.4%** | **Russia 0.4%** | **Russia 0.4%** | **Russia 0.4%** | **Russia 0.4%** | **Russia 0.4%** |
| Gazprom PJSC Via Gaz Capital SA,<br> Sr. Unsec'd. Notes | 2.500 | &nbsp;&nbsp;03/21/26(d) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3295215 |
| Gazprom PJSC via Gaz Finance PLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.000 | &nbsp;&nbsp;06/29/27(d) |  | &nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145625 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.540 | &nbsp;&nbsp;06/30/27 | &nbsp;&nbsp;CHF | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4986150 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9426990 |
| **Saudi Arabia 0.1%** | **Saudi Arabia 0.1%** | **Saudi Arabia 0.1%** | **Saudi Arabia 0.1%** | **Saudi Arabia 0.1%** | **Saudi Arabia 0.1%** |
| Gaci First Investment Co.,<br> Gtd. Notes, EMTN | 5.125 | &nbsp;&nbsp;06/11/29 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992228 |
| **Singapore 0.1%** | **Singapore 0.1%** | **Singapore 0.1%** | **Singapore 0.1%** | **Singapore 0.1%** | **Singapore 0.1%** |
| DBS Group Holdings Ltd.,<br> Sub. Notes, EMTN | 3.700 | &nbsp;&nbsp;03/03/31 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;8780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229999 |
| **Slovenia 0.5%** | **Slovenia 0.5%** | **Slovenia 0.5%** | **Slovenia 0.5%** | **Slovenia 0.5%** | **Slovenia 0.5%** |
| United Group BV, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 3.625 | &nbsp;&nbsp;02/15/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5904851 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 4.000 | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72214 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 4.625 | &nbsp;&nbsp;08/15/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113868 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 5.250 | &nbsp;&nbsp;02/01/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7371142 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13462075 |
| **South Africa 0.6%** | **South Africa 0.6%** | **South Africa 0.6%** | **South Africa 0.6%** | **South Africa 0.6%** | **South Africa 0.6%** |
| Eskom Holdings SOC Ltd.,<br> Gov't. Gtd. Notes, MTN | 6.350 | &nbsp;&nbsp;08/10/28 |  | 16350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16608820 |
| **South Korea 0.8%** | **South Korea 0.8%** | **South Korea 0.8%** | **South Korea 0.8%** | **South Korea 0.8%** | **South Korea 0.8%** |
| Korea Development Bank (The), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.830 | &nbsp;&nbsp;08/10/27 | &nbsp;&nbsp;SEK | 74000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7358314 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.000 | &nbsp;&nbsp;07/31/26 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840255 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.050 | &nbsp;&nbsp;06/26/26 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699710 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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)** |
| **South Korea (cont'd.)** | **South Korea (cont'd.)** | **South Korea (cont'd.)** | **South Korea (cont'd.)** | **South Korea (cont'd.)** | **South Korea (cont'd.)** |
| Korea Expressway Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 2.310% | &nbsp;&nbsp;04/28/32 | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp; $7714637 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 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;5146918 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21759834 |
| **Spain 0.2%** | **Spain 0.2%** | **Spain 0.2%** | **Spain 0.2%** | **Spain 0.2%** | **Spain 0.2%** |
| Adif Alta Velocidad,<br> Sr. Unsec'd. Notes, EMTN | 3.250 | &nbsp;&nbsp;05/31/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5792290 |
| Banco Santander SA,<br> Sub. Notes | 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;533603 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6325893 |
| **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 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;260250 |
| 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;2202896 |
| Corp. Andina de Fomento,<br> Sr. Unsec'd. Notes | 4.750 | &nbsp;&nbsp;04/16/29 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992227 |
| European Investment Bank,<br> 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;968563 |
| International Bank for Reconstruction & Development, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, SOFR Index + 0.262% (Cap 2.330%, Floor 0.000%) | 2.330(c) | &nbsp;&nbsp;05/31/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3971 |
| &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;1670827 |
| &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;4206613 |
| 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;2241277 |
| &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;1475943 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15022567 |
| **Switzerland 1.3%** | **Switzerland 1.3%** | **Switzerland 1.3%** | **Switzerland 1.3%** | **Switzerland 1.3%** | **Switzerland 1.3%** |
| UBS AG,<br> Sr. Unsec'd. Notes, EMTN | 3.550 | &nbsp;&nbsp;05/27/31 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17180085 |
| UBS Group AG, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.494(ff) | &nbsp;&nbsp;08/10/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12705968 |
| &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;885620 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.282 | &nbsp;&nbsp;01/09/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2062597 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32834270 |
| **United Arab Emirates 0.9%** | **United Arab Emirates 0.9%** | **United Arab Emirates 0.9%** | **United Arab Emirates 0.9%** | **United Arab Emirates 0.9%** | **United Arab Emirates 0.9%** |
| ADCB Finance Cayman Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 8.160 | &nbsp;&nbsp;04/29/29 | &nbsp;&nbsp;IDR | 30000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1873341 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | 4.500 | &nbsp;&nbsp;10/25/27 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458757 |
| DP World Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.375 | &nbsp;&nbsp;09/25/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1546386 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.250 | &nbsp;&nbsp;09/25/30 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6056435 |
| Emirates NBD Bank PJSC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.670 | &nbsp;&nbsp;07/13/28 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006768 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 4.050 | &nbsp;&nbsp;09/24/25 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333848 |
| Emirates Telecommunications Group Co. PJSC,<br> Sr. Unsec'd. Notes, EMTN | 0.875 | &nbsp;&nbsp;05/17/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138155 |
| 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;&nbsp;&nbsp;&nbsp;1168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1518078 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.150 | &nbsp;&nbsp;01/29/26 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7715417 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22647185 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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 1.7%** | **United Kingdom 1.7%** | **United Kingdom 1.7%** | **United Kingdom 1.7%** | **United Kingdom 1.7%** | **United Kingdom 1.7%** |
| Barclays Bank PLC,<br> Sr. Unsec'd. Notes, EMTN | 3.600% | &nbsp;&nbsp;04/30/27 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;12000 | &nbsp;&nbsp; $1703312 |
| Barclays PLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 0.654(ff) | &nbsp;&nbsp;06/09/27 | &nbsp;&nbsp;JPY | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1308602 |
| &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;653983 |
| Bellis Acquisition Co. PLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 8.125 | &nbsp;&nbsp;05/14/30 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2945403 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 8.000 | &nbsp;&nbsp;07/01/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872714 |
| Boots Group Finco LP,<br> Sr. Sec'd. Notes, 144A | 7.375 | &nbsp;&nbsp;08/31/32 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302321 |
| British American Tobacco PLC,<br> Jr. Sub. Notes, Series 5.25 | 3.000(ff) | &nbsp;&nbsp;09/27/26(oo) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9428389 |
| Hammerson Ireland Finance DAC,<br> Gtd. Notes | 1.750 | &nbsp;&nbsp;06/03/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;6897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7755942 |
| HSBC Bank PLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, EMTN | 3.120 | &nbsp;&nbsp;04/04/26 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;36800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5134045 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.150 | &nbsp;&nbsp;03/06/26 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4889196 |
| HSBC Holdings PLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.286(ff) | &nbsp;&nbsp;11/19/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2451527 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.400 | &nbsp;&nbsp;06/29/27 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140442 |
| Lloyds Bank PLC,<br> Sr. Unsec'd. Notes, EMTN | 0.000 | &nbsp;&nbsp;04/02/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022804 |
| Lloyds Banking Group PLC,<br> Sub. Notes | 4.582 | &nbsp;&nbsp;12/10/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249211 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42857891 |
| **United States 19.6%** | **United States 19.6%** | **United States 19.6%** | **United States 19.6%** | **United States 19.6%** | **United States 19.6%** |
| 3M Co.,<br> Sr. Unsec'd. Notes, 3 Month SOFR + (0.088)% | 4.235(c) | &nbsp;&nbsp;12/21/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411008 |
| Aflac, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 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;626737 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 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;571804 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 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;527816 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.159 | &nbsp;&nbsp;10/18/30 | &nbsp;&nbsp;JPY | 700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4508746 |
| Altria Group, Inc.,<br> Gtd. Notes | 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;3262154 |
| American Honda Finance Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.850 | &nbsp;&nbsp;06/27/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2640351 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.500 | &nbsp;&nbsp;06/27/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7605130 |
| American International Group, Inc.,<br> Sr. Unsec'd. Notes, MTN | 2.137 | &nbsp;&nbsp;11/27/34 | &nbsp;&nbsp;JPY | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978594 |
| American Medical Systems Europe BV,<br> Gtd. Notes | 3.375 | &nbsp;&nbsp;03/08/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6302122 |
| Antero Midstream Partners LP/Antero Midstream Finance Corp.,<br> Gtd. Notes, 144A | 5.375 | &nbsp;&nbsp;06/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411983 |
| Ascent Resources Utica Holdings LLC/ARU Finance Corp.,<br> Gtd. Notes, 144A | 9.000 | &nbsp;&nbsp;11/01/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704478 |
| Ashland, Inc.,<br> Sr. Unsec'd. Notes, 144A | 3.375 | &nbsp;&nbsp;09/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406371 |
| 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;5782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5812768 |
| AT&T, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.950 | &nbsp;&nbsp;04/30/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7748189 |
| &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;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103119 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | 5.100 | &nbsp;&nbsp;11/25/48 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3245787 |
| Bank of America Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.687(ff) | &nbsp;&nbsp;04/22/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6232039 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series H, MTN, 3 Month SOFR + 0.162% | 4.491(c) | &nbsp;&nbsp;11/27/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516109 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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.)** |
| Bank of America Corp., (cont'd.) |  |  |  |  |  |
| &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; $714802 |
| Bank of New York Mellon (The),<br> Sr. Unsec'd. Notes, 3 Month SOFR + 0.062% | 4.357(c) | &nbsp;&nbsp;06/30/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086026 |
| Bausch Health Cos., Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.000 | &nbsp;&nbsp;01/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910150 |
| &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;120927 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.250 | &nbsp;&nbsp;01/30/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 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;1210000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.250 | &nbsp;&nbsp;02/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17692 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.000 | &nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327656 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.875 | &nbsp;&nbsp;06/01/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265500 |
| Beazer Homes USA, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.875 | &nbsp;&nbsp;10/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371517 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 7.250 | &nbsp;&nbsp;10/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609862 |
| Becton Dickinson & Co.,<br> Gtd. Notes | 3.828 | &nbsp;&nbsp;06/07/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4793916 |
| Berkshire Hathaway, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.440 | &nbsp;&nbsp;09/13/29 | &nbsp;&nbsp;JPY | 2240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14140165 |
| &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;580287 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.965 | &nbsp;&nbsp;09/13/39 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563284 |
| Boeing Co. (The), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.250 | &nbsp;&nbsp;02/01/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405195 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.805 | &nbsp;&nbsp;05/01/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3621701 |
| Booking Holdings, Inc.,<br> Sr. Unsec'd. Notes | 3.125 | &nbsp;&nbsp;05/09/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4012813 |
| BP Capital Markets PLC,<br> Gtd. Notes | 4.375(ff) | &nbsp;&nbsp;09/22/25(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2988750 |
| Brixmor Operating Partnership LP,<br> Sr. Unsec'd. Notes(a) | 2.500 | &nbsp;&nbsp;08/16/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1644302 |
| Broadcom, Inc.,<br> Sr. Unsec'd. Notes, 144A | 3.419 | &nbsp;&nbsp;04/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080697 |
| Caledonia Generating LLC,<br> Sr. Sec'd. Notes, 144A | 1.950 | &nbsp;&nbsp;02/28/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7937578 |
| Calpine Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.625 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2722657 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.125 | &nbsp;&nbsp;03/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2039977 |
| Carrier Global Corp.,<br> Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;11/29/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3676303 |
| CCO Holdings LLC/CCO Holdings Capital Corp.,<br> Sr. Unsec'd. Notes, 144A | 4.250 | &nbsp;&nbsp;02/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659767 |
| Charter Communications Operating LLC/Charter Communications Operating Capital,<br> Sr. Sec'd. Notes | 3.900 | &nbsp;&nbsp;06/01/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461339 |
| Citigroup Global Markets Holdings, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, GMTN | 3.790 | &nbsp;&nbsp;09/28/28 | &nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775020 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, MTN, SOFR ICE SWAP 10Y Index + 0.000% (Cap N/A, Floor 0.000%) | 4.104(c) | &nbsp;&nbsp;09/21/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482197 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, MTN, SOFR + 0.100% | 4.444(c) | &nbsp;&nbsp;10/20/57 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865177 |
| Citigroup, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series X | 3.875(ff) | &nbsp;&nbsp;02/18/26(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;19245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19010956 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.561(ff) | &nbsp;&nbsp;05/01/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5842932 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.057(ff) | &nbsp;&nbsp;01/25/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1427767 |
| &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;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9743 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 5.827(ff) | &nbsp;&nbsp;02/13/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250951 |
| Civitas Resources, Inc.,<br> Gtd. Notes, 144A | 5.000 | &nbsp;&nbsp;10/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1736291 |
| Cleveland-Cliffs, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.875 | &nbsp;&nbsp;11/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635229 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.375 | &nbsp;&nbsp;05/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385207 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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.)** |
| Clue Opco LLC,<br> Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;10/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;2286 | &nbsp;&nbsp; $2424129 |
| Colgate-Palmolive Co.,<br> Sr. Unsec'd. Notes, Series E, MTN, 3 Month SOFR + (0.038)% | &nbsp;&nbsp;4.288(c) | &nbsp;&nbsp;08/22/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476915 |
| Columbia Pipelines Operating Co. LLC,<br> Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;6.036 | &nbsp;&nbsp;11/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2144544 |
| Comerica, Inc.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;5.982(ff) | &nbsp;&nbsp;01/30/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;2792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2871986 |
| CoreWeave, Inc.,<br> Gtd. Notes, 144A | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;06/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432185 |
| Dana, Inc.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;11/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1798868 |
| DaVita, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;02/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020551 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073623 |
| DCLI Bidco LLC,<br> Second Mortgage, 144A | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;11/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433527 |
| DISH DBS Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;06/01/29(d) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419407 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;07/01/28(d) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364492 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;07/01/26(d) |  | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4399451 |
| DISH Network Corp.,<br> Sr. Sec'd. Notes, 144A | 11.750 | &nbsp;&nbsp;11/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353574 |
| Dow Chemical Co. (The),<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;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;113096 |
| Energy Transfer LP, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series G | &nbsp;&nbsp;7.125(ff) | &nbsp;&nbsp;05/15/30(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7979682 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series H | &nbsp;&nbsp;6.500(ff) | &nbsp;&nbsp;11/15/26(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5069267 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;10/01/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1957508 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06/15/48 |  | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2252430 |
| Expand Energy Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2002526 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601846 |
| Fidelity National Information Services, Inc.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;1.500 | &nbsp;&nbsp;05/21/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6283292 |
| Ford Motor Credit Co. LLC,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;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;200000 |
| Fortive Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;02/13/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3444581 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;08/15/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4538082 |
| General Electric Co.,<br> Sr. Unsec'd. Notes, Series A, MTN, H15N030D + (0.300)% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;4.010(c) | &nbsp;&nbsp;10/16/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398077 |
| Goldman Sachs Group, Inc. (The), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series U | &nbsp;&nbsp;3.650(ff) | &nbsp;&nbsp;08/10/26(oo) |  | &nbsp;&nbsp;11370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11117658 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;1.992(ff) | &nbsp;&nbsp;01/27/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2123810 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;2.383(ff) | &nbsp;&nbsp;07/21/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545810 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;2.615(ff) | &nbsp;&nbsp;04/22/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;9660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8597769 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05/16/28 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134758 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;08/16/32 | &nbsp;&nbsp;JPY | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234098 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;1.300 | &nbsp;&nbsp;03/22/30 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64797 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN, 6 Month EURIBOR + 0.000% (Cap 5.500%, Floor 0.000%) | &nbsp;&nbsp;2.468(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;3669255 |
| &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%)^ | &nbsp;&nbsp;5.220(c) | &nbsp;&nbsp;08/24/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6053495 |
| Greystone Commercial Capital Trust,<br> Sr. Unsec'd. Notes, Series A, 144A, 1 Month LIBOR + 2.270%^(x) | &nbsp;&nbsp;7.230(c) | &nbsp;&nbsp;05/31/26(d) |  | &nbsp;&nbsp;19080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16980939 |
| HCA, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;11/06/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2264907 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;07/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270358 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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.)** |
| Hilcorp Energy I LP/Hilcorp Finance Co.,<br> Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;11/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; $1044520 |
| Honeywell International, Inc.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;05/17/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5727259 |
| Housing & Urban Development Corp. Ltd. AID Bond,<br> U.S. Gov't. Gtd. Notes, 6 Month LIBOR + 0.035% | &nbsp;&nbsp;4.717(c) | &nbsp;&nbsp;09/15/30 |  | &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;599594 |
| Hunt Cos., Inc.,<br> Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3894859 |
| International Business Machines Corp.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;2.900 | &nbsp;&nbsp;02/10/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6067000 |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC,<br> Sr. Sec'd. Notes | &nbsp;&nbsp;5.078 | &nbsp;&nbsp;10/01/54 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258240 |
| JPMorgan Chase Bank NA,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;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;4789404 |
| JPMorgan Chase Financial Co. LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;3.330 | &nbsp;&nbsp;08/31/26 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1969515 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;07/27/28 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5426912 |
| KB Home,<br> Gtd. Notes | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;06/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685615 |
| Kraft Heinz Foods Co.,<br> Gtd. Notes | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;10/01/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12530 |
| Lamb Weston Holdings, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;01/31/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71266 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;01/31/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540924 |
| Level 3 Financing, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;06/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188026 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 11.000 | &nbsp;&nbsp;11/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2261876 |
| Liberty Mutual Group, Inc.,<br> Gtd. Notes, 144A | &nbsp;&nbsp;3.951 | &nbsp;&nbsp;10/15/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66637 |
| LifePoint Health, Inc.,<br> Gtd. Notes, 144A | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;01/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2816785 |
| Medline Borrower LP,<br> Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;04/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1716555 |
| Medtronic Global Holdings SCA,<br> Gtd. Notes | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;07/02/49 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525121 |
| Medtronic, Inc.,<br> Gtd. Notes | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13351160 |
| MetLife, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;0.769 | &nbsp;&nbsp;05/23/29 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3854924 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;1.415 | &nbsp;&nbsp;03/07/31 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4514104 |
| Morgan Guaranty Trust Co.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;1.146(s) | &nbsp;&nbsp;01/21/27 | &nbsp;&nbsp;ITL(jj) | &nbsp;&nbsp;2275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267117 |
| Morgan Stanley, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;04/02/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15456000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;0.500(cc) | &nbsp;&nbsp;06/26/43 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157677 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;0.500(cc) | &nbsp;&nbsp;09/25/43 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311369 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;3.955(ff) | &nbsp;&nbsp;03/21/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6558413 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1717735 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;1.875 | &nbsp;&nbsp;03/06/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167397 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;5.632(s) | &nbsp;&nbsp;10/05/26 | &nbsp;&nbsp;IDR | &nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111420 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;7.118(s) | &nbsp;&nbsp;06/28/27 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208031 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;7.926(s) | &nbsp;&nbsp;04/05/32 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926730 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;7.950(s) | &nbsp;&nbsp;11/07/31 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1591635 |
| Morgan Stanley Finance LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;3.100 | &nbsp;&nbsp;03/08/28 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704292 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;3.460 | &nbsp;&nbsp;08/10/28 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286492 |
| Nationstar Mortgage Holdings, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;12/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226385 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;01/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735762 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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.)** |
| Newell Brands, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;05/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp; $354783 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176987 |
| NRG Energy, Inc.,<br> Jr. Sub. Notes, 144A | 10.250(ff) | &nbsp;&nbsp;03/15/28(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716963 |
| Occidental Petroleum Corp.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;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;35633 |
| OneMain Finance Corp.,<br> Gtd. Notes | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;09/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1372239 |
| ONEOK, Inc.,<br> Gtd. Notes | &nbsp;&nbsp;6.050 | &nbsp;&nbsp;09/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5875859 |
| Organon & Co./Organon Foreign Debt Co-Issuer BV, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;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;756818 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;04/30/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454119 |
| Permian Resources Operating LLC,<br> Gtd. Notes, 144A | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;04/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1865362 |
| Prologis LP, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;09/11/29 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;63660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9025051 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;02/06/27 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3663178 |
| Prologis Yen Finance LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;0.885 | &nbsp;&nbsp;06/27/36 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603647 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;0.972 | &nbsp;&nbsp;09/25/28 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4507967 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;1.003 | &nbsp;&nbsp;06/24/32 | &nbsp;&nbsp;JPY | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9052951 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;1.222 | &nbsp;&nbsp;06/22/35 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145075 |
| Realty Income Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;06/20/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7525593 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;07/06/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5408421 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8388568 |
| Sally Holdings LLC/Sally Capital, Inc.,<br> Gtd. Notes(a) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;03/01/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292656 |
| Southaven Combined Cycle Generation LLC,<br> Sec'd. Notes | &nbsp;&nbsp;3.846 | &nbsp;&nbsp;08/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8627 |
| Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.,<br> Gtd. Notes, 144A | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2058260 |
| Taylor Morrison Communities, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2748620 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;08/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147860 |
| Tenet Healthcare Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;01/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649246 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270350 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;11/01/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453327 |
| Tenneco, Inc.,<br> Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;11/17/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2357711 |
| Time Warner Cable Enterprises LLC,<br> Sr. Sec'd. Notes | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;07/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2388815 |
| Time Warner Cable LLC,<br> Sr. Sec'd. Notes | &nbsp;&nbsp;6.550 | &nbsp;&nbsp;05/01/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20570 |
| Tote Shipholdings LLC,<br> U.S. Gov't. Gtd. Notes | &nbsp;&nbsp;3.400 | &nbsp;&nbsp;10/16/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69278 |
| U.S. Bancorp,<br> Jr. Sub. Notes | &nbsp;&nbsp;3.700(ff) | &nbsp;&nbsp;01/15/27(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;18150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17485224 |
| U.S. Bank NA,<br> Sr. Unsec'd. Notes, 3 Month SOFR + 0.012% | &nbsp;&nbsp;4.310(c) | &nbsp;&nbsp;08/09/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3356699 |
| United Airlines, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;04/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292139 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;04/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927199 |
| United Rentals North America, Inc.,<br> Gtd. Notes | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182758 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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.)** |
| Venture Global LNG, Inc.,<br> Jr. Sub. Notes, 144A(a) | &nbsp;&nbsp;9.000 %(ff) | &nbsp;&nbsp;09/30/29(oo) |  | 1755 | &nbsp;&nbsp; $1754754 |
| Verizon Communications, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;04/08/31 | &nbsp;&nbsp;GBP | 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633697 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;2.650 | &nbsp;&nbsp;05/06/30 | &nbsp;&nbsp;AUD | 1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935052 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;03/23/31 | &nbsp;&nbsp;AUD | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578539 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;4.050 | &nbsp;&nbsp;03/22/51 | &nbsp;&nbsp;CAD | 3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1932528 |
| Viatris, Inc.,<br> Gtd. Notes | &nbsp;&nbsp;3.850 | &nbsp;&nbsp;06/22/40 |  | 4410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3235284 |
| VICI Properties LP/VICI Note Co., Inc.,<br> Gtd. Notes, 144A | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12/01/26 |  | 4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3967568 |
| Vistra Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;7.000(ff) | &nbsp;&nbsp;12/15/26(oo) |  | 2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2674741 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;8.000(ff) | &nbsp;&nbsp;10/15/26(oo) |  | 3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3774989 |
| Wachovia Bank NA,<br> Sr. Unsec'd. Notes, 3 Month SOFR + 0.062% | &nbsp;&nbsp;4.391(c) | &nbsp;&nbsp;11/27/40 |  | &nbsp;&nbsp;&nbsp;511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510096 |
| Warnermedia Holdings, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;4.054 | &nbsp;&nbsp;03/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28226 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;03/15/42 |  | &nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534772 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;5.141 | &nbsp;&nbsp;03/15/52 |  | &nbsp;&nbsp;&nbsp;388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240104 |
| Wells Fargo & Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;04/27/27 | &nbsp;&nbsp;AUD | 4198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2691764 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 3 Month SOFR + 0.012% | &nbsp;&nbsp;4.297(c) | &nbsp;&nbsp;07/06/46 |  | &nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442781 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;07/27/26 | &nbsp;&nbsp;AUD | 1458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933547 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;2.572(ff) | &nbsp;&nbsp;02/11/31 |  | 7890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7237262 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;3.350(ff) | &nbsp;&nbsp;03/02/33 |  | 4410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4036906 |
| WPC Eurobond BV,<br> Gtd. Notes | &nbsp;&nbsp;0.950 | &nbsp;&nbsp;06/01/30 | &nbsp;&nbsp;EUR | 9950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10226486 |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.,<br> Gtd. Notes, 144A | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;02/15/31 |  | &nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872004 |
| XPO, Inc.,<br> Gtd. Notes, 144A(a) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;02/01/32 |  | &nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765186 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506645051 |
| **Total Corporate Bonds<br> (cost $1,121,796,725)** | **Total Corporate Bonds<br> (cost $1,121,796,725)** | **Total Corporate Bonds<br> (cost $1,121,796,725)** | **Total Corporate Bonds<br> (cost $1,121,796,725)** | **Total Corporate Bonds<br> (cost $1,121,796,725)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078850886 |
| **Floating Rate and Other Loans 0.2%** | **Floating Rate and Other Loans 0.2%** | **Floating Rate and Other Loans 0.2%** | **Floating Rate and Other Loans 0.2%** | **Floating Rate and Other Loans 0.2%** | **Floating Rate and Other Loans 0.2%** |
| **Netherlands 0.1%** | **Netherlands 0.1%** | **Netherlands 0.1%** | **Netherlands 0.1%** | **Netherlands 0.1%** | **Netherlands 0.1%** |
| International Park Holdings BV,<br> 2025 Facility B, 6 Month EURIBOR + 5.500%^ | &nbsp;&nbsp;7.537(c) | &nbsp;&nbsp;01/30/32 | &nbsp;&nbsp;EUR | 2525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2856204 |
| **United Kingdom 0.1%** | **United Kingdom 0.1%** | **United Kingdom 0.1%** | **United Kingdom 0.1%** | **United Kingdom 0.1%** | **United Kingdom 0.1%** |
| Doncasters US Finance LLC,<br> 2025 Term Loan, 3 Month SOFR + 6.500%^ | 10.796(c) | &nbsp;&nbsp;04/23/30 |  | 1197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208970 |
| The Boots Group,<br> Term Loan (GBP) | &nbsp;&nbsp;&nbsp;&nbsp;—(p) | &nbsp;&nbsp;07/18/32 | &nbsp;&nbsp;GBP | 1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1591573 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800543 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Floating Rate and Other Loans (Continued)** | **Floating Rate and Other Loans (Continued)** | **Floating Rate and Other Loans (Continued)** | **Floating Rate and Other Loans (Continued)** | **Floating Rate and Other Loans (Continued)** |
| **United States 0.0%** | **United States 0.0%** | **United States 0.0%** | **United States 0.0%** | **United States 0.0%** |
| ClubCorp Holdings, Inc.,<br> Term Loan, 2 Month SOFR + 5.000%^ | &nbsp;&nbsp;9.328 %(c) | &nbsp;&nbsp;07/10/32 | &nbsp;&nbsp;&nbsp;669 | &nbsp;&nbsp; $663576 |
| Diamond Sports Net LLC,<br> First Lien Exit Term Loan | 15.000 | &nbsp;&nbsp;01/02/28 | &nbsp;&nbsp;&nbsp;303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263154 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926730 |
| **Total Floating Rate and Other Loans<br> (cost $6,309,436)** | **Total Floating Rate and Other Loans<br> (cost $6,309,436)** | **Total Floating Rate and Other Loans<br> (cost $6,309,436)** | **Total Floating Rate and Other Loans<br> (cost $6,309,436)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6583477 |
| **Municipal Bonds 0.4%** | **Municipal Bonds 0.4%** | **Municipal Bonds 0.4%** | **Municipal Bonds 0.4%** | **Municipal Bonds 0.4%** |
| **Louisiana 0.2%** | **Louisiana 0.2%** | **Louisiana 0.2%** | **Louisiana 0.2%** | **Louisiana 0.2%** |
| Plaquemines Port Harbor & Terminal District,<br> Taxable, Revenue Bonds, Series B | 12.000 | &nbsp;&nbsp;12/01/34 | 4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4989649 |
| **Wisconsin 0.2%** | **Wisconsin 0.2%** | **Wisconsin 0.2%** | **Wisconsin 0.2%** | **Wisconsin 0.2%** |
| Public Finance Authority,<br> Revenue Bonds, Series C | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;09/01/55 | 5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4664180 |
| **Total Municipal Bonds<br> (cost $9,716,532)** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9653829 |
| **Residential Mortgage-Backed Securities 1.5%** | **Residential Mortgage-Backed Securities 1.5%** | **Residential Mortgage-Backed Securities 1.5%** | **Residential Mortgage-Backed Securities 1.5%** | **Residential Mortgage-Backed Securities 1.5%** |
| **United States** | **United States** | **United States** | **United States** | **United States** |
| Bayview Financing Trust,<br> Series 2023-01F, Class A, 144A, 30 Day Average SOFR + 4.000% (Cap N/A, Floor 4.000%)^ | &nbsp;&nbsp;8.346(c) | &nbsp;&nbsp;07/01/26 | 1942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1943719 |
| CIM Trust,<br> Series 2024-R01, Class A1, 144A | &nbsp;&nbsp;4.750(cc) | &nbsp;&nbsp;06/25/64 | &nbsp;&nbsp;&nbsp;838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828661 |
| Connecticut Avenue Securities Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.450(c) | &nbsp;&nbsp;10/25/41 | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022099 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R01, Class 1M2, 144A, 30 Day Average SOFR + 1.550% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;5.900(c) | &nbsp;&nbsp;10/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87739 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R02, Class 2B1, 144A, 30 Day Average SOFR + 3.300% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.650(c) | &nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266245 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R02, Class 2M2, 144A, 30 Day Average SOFR + 2.000% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.350(c) | &nbsp;&nbsp;11/25/41 | 1401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411963 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.150% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.500(c) | &nbsp;&nbsp;12/25/41 | &nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348702 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1M2, 144A, 30 Day Average SOFR + 3.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.450(c) | &nbsp;&nbsp;03/25/42 | 1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1236840 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-R05, Class 2M2, 144A, 30 Day Average SOFR + 1.700% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.050(c) | &nbsp;&nbsp;07/25/44 | &nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250995 |
| Eagle Re Ltd., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02, Class M1C, 144A, 30 Day Average SOFR + 3.450% (Cap N/A, Floor 3.450%) | &nbsp;&nbsp;7.800(c) | &nbsp;&nbsp;04/25/34 | 1933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1947097 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-01, Class M1A, 144A, 30 Day Average SOFR + 2.000% (Cap N/A, Floor 2.000%) | &nbsp;&nbsp;6.350(c) | &nbsp;&nbsp;09/26/33 | &nbsp;&nbsp;&nbsp;323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323966 |
| Fannie Mae REMIC,<br> Series 2012-107, Class GI, IO | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;09/25/27 | &nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2251 |
| FHLMC Structured Agency Credit Risk REMIC Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-DNA06, Class B1, 144A, 30 Day Average SOFR + 3.000% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.350(c) | &nbsp;&nbsp;12/25/50 | &nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-HQA05, Class B1, 144A, 30 Day Average SOFR + 4.000% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;8.350(c) | &nbsp;&nbsp;11/25/50 | &nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657291 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA05, Class M2, 144A, 30 Day Average SOFR + 1.650% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.000(c) | &nbsp;&nbsp;01/25/34 | &nbsp;&nbsp;&nbsp;553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555543 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA06, Class B1, 144A, 30 Day Average SOFR + 3.400% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.750(c) | &nbsp;&nbsp;10/25/41 | &nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328437 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA06, Class M2, 144A, 30 Day Average SOFR + 1.500% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;5.850(c) | &nbsp;&nbsp;10/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90162 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA07, Class M2, 144A, 30 Day Average SOFR + 1.800% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.150(c) | &nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835968 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class B1, 144A, 30 Day Average SOFR + 3.350% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.700(c) | &nbsp;&nbsp;09/25/41 | &nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153209 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class M2, 144A, 30 Day Average SOFR + 2.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.450(c) | &nbsp;&nbsp;09/25/41 | 3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3379312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA04, Class M2, 144A, 30 Day Average SOFR + 2.350% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.700(c) | &nbsp;&nbsp;12/25/41 | 2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2384305 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA01, Class M2, 144A, 30 Day Average SOFR + 2.500% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.850(c) | &nbsp;&nbsp;01/25/42 | &nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101835 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA04, Class M1B, 144A, 30 Day Average SOFR + 3.350% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.700(c) | &nbsp;&nbsp;05/25/42 | &nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312000 |
| Freddie Mac REMIC,<br> Series 4166, Class IO, IO | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;02/15/43 | 3502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562260 |
| Home Re Ltd.,<br> Series 2021-02, Class M1C, 144A, 30 Day Average SOFR + 2.800% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.150(c) | &nbsp;&nbsp;01/25/34 | &nbsp;&nbsp;&nbsp;828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832137 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Residential Mortgage-Backed Securities (Continued)** | **Residential Mortgage-Backed Securities (Continued)** | **Residential Mortgage-Backed Securities (Continued)** | **Residential Mortgage-Backed Securities (Continued)** | **Residential Mortgage-Backed Securities (Continued)** | **Residential Mortgage-Backed Securities (Continued)** |
| **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** | **United States (cont'd.)** |
| LHOME Mortgage Trust,<br> Series 2024-RTL04, Class A1, 144A | &nbsp;&nbsp;5.921 %(cc) | &nbsp;&nbsp;07/25/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp; $1502641 |
| New Residential Mortgage Loan Trust,<br> Series 2018-04A, Class A1S, 144A, 1 Month SOFR + 0.864% (Cap N/A, Floor 0.750%) | &nbsp;&nbsp;5.217(c) | &nbsp;&nbsp;01/25/48 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329439 |
| Oaktown Re VII Ltd.,<br> Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 2.900% (Cap N/A, Floor 2.900%) | &nbsp;&nbsp;7.250(c) | &nbsp;&nbsp;04/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501905 |
| PMT Credit Risk Transfer Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-01R, Class A, 144A, 30 Day Average SOFR + 3.500% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.850(c) | &nbsp;&nbsp;05/25/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5368815 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-02R, Class A, 144A, 30 Day Average SOFR + 3.350% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.700(c) | &nbsp;&nbsp;03/29/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4941181 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-03R, Class A, 144A, 30 Day Average SOFR + 3.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;7.450(c) | &nbsp;&nbsp;09/27/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4280893 |
| Radnor Re Ltd.,<br> Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 3.700% (Cap N/A, Floor 3.700%) | &nbsp;&nbsp;8.050(c) | &nbsp;&nbsp;11/25/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2453047 |
| **Total Residential Mortgage-Backed Securities<br> (cost $39,022,423)** | **Total Residential Mortgage-Backed Securities<br> (cost $39,022,423)** | **Total Residential Mortgage-Backed Securities<br> (cost $39,022,423)** | **Total Residential Mortgage-Backed Securities<br> (cost $39,022,423)** | **Total Residential Mortgage-Backed Securities<br> (cost $39,022,423)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39667157 |
| **Sovereign Bonds 34.4%** | **Sovereign Bonds 34.4%** | **Sovereign Bonds 34.4%** | **Sovereign Bonds 34.4%** | **Sovereign Bonds 34.4%** | **Sovereign Bonds 34.4%** |
| **Andorra 0.0%** | **Andorra 0.0%** | **Andorra 0.0%** | **Andorra 0.0%** | **Andorra 0.0%** | **Andorra 0.0%** |
| Andorra International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;02/23/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780409 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;05/06/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407757 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1188166 |
| **Argentina 0.1%** | **Argentina 0.1%** | **Argentina 0.1%** | **Argentina 0.1%** | **Argentina 0.1%** | **Argentina 0.1%** |
| Argentine Republic Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;4.330 | &nbsp;&nbsp;12/31/33(d) | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;436271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459271 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;0.670(cc) | &nbsp;&nbsp;12/31/38(d) | &nbsp;&nbsp;JPY | 1637456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720425 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;0.670(cc) | &nbsp;&nbsp;12/31/38(d) | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;70829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84650 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;0.670(cc) | &nbsp;&nbsp;12/31/38 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.330 | &nbsp;&nbsp;12/31/33 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;54519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57393 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2323904 |
| **Austria 0.1%** | **Austria 0.1%** | **Austria 0.1%** | **Austria 0.1%** | **Austria 0.1%** | **Austria 0.1%** |
| Republic of Austria Government International Bond,<br> Sr. Unsec'd. Notes, Series 30Y, 144A, MTN | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;12/01/34 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752595 |
| **Belize 0.1%** | **Belize 0.1%** | **Belize 0.1%** | **Belize 0.1%** | **Belize 0.1%** | **Belize 0.1%** |
| Platinum for Belize Blue Investment Co. LLC,<br> Sec'd. Notes | &nbsp;&nbsp;3.600(cc) | &nbsp;&nbsp;10/20/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1572228 |
| **Brazil 0.5%** | **Brazil 0.5%** | **Brazil 0.5%** | **Brazil 0.5%** | **Brazil 0.5%** | **Brazil 0.5%** |
| Brazil Minas SPE via State of Minas Gerais,<br> Gov't. Gtd. Notes | &nbsp;&nbsp;5.333 | &nbsp;&nbsp;02/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;12547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12441130 |
| Brazilian Government International Bond,<br> Sr. Unsec'd. Notes | 10.250 | &nbsp;&nbsp;01/10/28 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494286 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12935416 |
| **Bulgaria 0.4%** | **Bulgaria 0.4%** | **Bulgaria 0.4%** | **Bulgaria 0.4%** | **Bulgaria 0.4%** | **Bulgaria 0.4%** |
| Bulgaria Government International Bond,<br> Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;03/26/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9167703 |
| **Canada 0.5%** | **Canada 0.5%** | **Canada 0.5%** | **Canada 0.5%** | **Canada 0.5%** | **Canada 0.5%** |
| Canadian Government Bond,<br> Bonds | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06/01/41 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490415 |
| Canadian Government Real Return Bond,<br> Bonds | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;12/01/54 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111764 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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)** |
| **Canada (cont'd.)** | **Canada (cont'd.)** | **Canada (cont'd.)** | **Canada (cont'd.)** | **Canada (cont'd.)** | **Canada (cont'd.)** |
| City of Toronto,<br> Unsec'd. Notes | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;06/24/46 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; $1714044 |
| Province of Alberta,<br> Unsec'd. Notes | &nbsp;&nbsp;3.050 | &nbsp;&nbsp;12/01/48 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950625 |
| Province of British Columbia,<br> Unsec'd. Notes | &nbsp;&nbsp;2.800 | &nbsp;&nbsp;06/18/48 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602192 |
| Province of Manitoba,<br> Unsec'd. Notes | &nbsp;&nbsp;3.200 | &nbsp;&nbsp;03/05/50 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673881 |
| Province of Nova Scotia,<br> Unsec'd. Notes | &nbsp;&nbsp;3.450 | &nbsp;&nbsp;06/01/45 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1816582 |
| Province of Quebec,<br> Unsec'd. Notes, MTN | &nbsp;&nbsp;4.694(s) | &nbsp;&nbsp;10/01/39 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931714 |
| Province of Saskatchewan,<br> Unsec'd. Notes | &nbsp;&nbsp;3.300 | &nbsp;&nbsp;06/02/48 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2048344 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12339561 |
| **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** |
| Bonos de la Tesoreria de la Republica,<br> Bonds | &nbsp;&nbsp;2.000 | &nbsp;&nbsp;03/01/35 | &nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192524 |
| Bonos de la Tesoreria de la Republica en pesos,<br> Bonds | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03/01/35 | &nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;505000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496836 |
| Chile Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;1.440 | &nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2051249 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;07/09/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234302 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2974911 |
| **China 2.5%** | **China 2.5%** | **China 2.5%** | **China 2.5%** | **China 2.5%** | **China 2.5%** |
| China Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;2.390 | &nbsp;&nbsp;03/15/29 | &nbsp;&nbsp;CNH | &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;&nbsp;&nbsp;71295 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.310 | &nbsp;&nbsp;11/30/25 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557936 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.480 | &nbsp;&nbsp;06/29/27 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287620 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.600 | &nbsp;&nbsp;05/21/30 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3251828 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.900 | &nbsp;&nbsp;07/04/36 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669037 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;06/29/43 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12542906 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;11/30/35 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13591090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;05/21/45 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11256556 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.150 | &nbsp;&nbsp;12/12/31 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6617270 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.290 | &nbsp;&nbsp;05/22/29 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533588 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;12/12/46 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9401870 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05/22/34 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4078088 |
| Export-Import Bank of China (The),<br> 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579990 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65439074 |
| **Colombia 2.6%** | **Colombia 2.6%** | **Colombia 2.6%** | **Colombia 2.6%** | **Colombia 2.6%** | **Colombia 2.6%** |
| Colombia Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;04/20/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683200 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;02/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650955 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;9.850 | &nbsp;&nbsp;06/28/27 | &nbsp;&nbsp;COP | 23612000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5595252 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 10.375 | &nbsp;&nbsp;01/28/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22510 |
| &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;1111360 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &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;54793052 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67856329 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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)** |
| **Cyprus 0.4%** | **Cyprus 0.4%** | **Cyprus 0.4%** | **Cyprus 0.4%** | **Cyprus 0.4%** | **Cyprus 0.4%** |
| Cyprus Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 1.250% | &nbsp;&nbsp;01/21/40 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp; $6316821 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 2.250 | &nbsp;&nbsp;04/16/50 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678934 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 2.750 | &nbsp;&nbsp;05/03/49 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2882538 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10878293 |
| **Czech Republic 0.2%** | **Czech Republic 0.2%** | **Czech Republic 0.2%** | **Czech Republic 0.2%** | **Czech Republic 0.2%** | **Czech Republic 0.2%** |
| Czech Republic Government Bond,<br> Sr. Unsec'd. Notes, Series 103 | 2.000 | &nbsp;&nbsp;10/13/33 | &nbsp;&nbsp;CZK | 115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4498178 |
| **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 | 0.100 | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;1026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146636 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 0.250 | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395597 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 0.500 | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;DKK | &nbsp;&nbsp;12110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1798390 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 0.500 | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616054 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 1.750 | &nbsp;&nbsp;11/15/25 | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;3520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537676 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 31Y | 4.500 | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331611 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825964 |
| **Ecuador 0.4%** | **Ecuador 0.4%** | **Ecuador 0.4%** | **Ecuador 0.4%** | **Ecuador 0.4%** | **Ecuador 0.4%** |
| Amazon Conservation DAC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 6.034 | &nbsp;&nbsp;01/16/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974520 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 6.034 | &nbsp;&nbsp;01/16/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9041936 |
| Ecuador Social Bond Sarl,<br> Gov't. Gtd. Notes^ | 0.350 | &nbsp;&nbsp;01/30/35 |  | &nbsp;&nbsp;16320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283968 |
| GPS Blue Financing DAC,<br> Sec'd. Notes | 5.645 | &nbsp;&nbsp;11/09/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234000 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10534424 |
| **Egypt 0.2%** | **Egypt 0.2%** | **Egypt 0.2%** | **Egypt 0.2%** | **Egypt 0.2%** | **Egypt 0.2%** |
| Egypt Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 4.750 | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800837 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 5.625 | &nbsp;&nbsp;04/16/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4974776 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775613 |
| **Finland 0.1%** | **Finland 0.1%** | **Finland 0.1%** | **Finland 0.1%** | **Finland 0.1%** | **Finland 0.1%** |
| Kuntarahoitus OYJ,<br> Local Gov't. Gtd. Notes, EMTN | 3.050 | &nbsp;&nbsp;09/24/32 | &nbsp;&nbsp;SEK | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323436 |
| **France 2.2%** | **France 2.2%** | **France 2.2%** | **France 2.2%** | **France 2.2%** | **France 2.2%** |
| Agence France Locale,<br> Gtd. Notes, EMTN | 3.125 | &nbsp;&nbsp;03/20/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2578148 |
| Bpifrance SACA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 0.625 | &nbsp;&nbsp;07/22/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4486572 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.375 | &nbsp;&nbsp;11/25/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4510764 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | 3.375 | &nbsp;&nbsp;05/25/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5475771 |
| Caisse Francaise de Financement Local SA,<br> Covered Bonds, EMTN | 4.680 | &nbsp;&nbsp;03/09/29 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;28712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21134249 |
| French Republic Government Bond OAT, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, 144A | 0.500 | &nbsp;&nbsp;05/25/72 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30074 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, 144A, Series OATi | 0.550 | &nbsp;&nbsp;03/01/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104871 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series OATe, 144A | 0.100 | &nbsp;&nbsp;07/25/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113474 |
| Ile-de-France Mobilites,<br> Sr. Unsec'd. Notes, EMTN | 0.950 | &nbsp;&nbsp;02/16/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1392666 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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)** |
| **France (cont'd.)** | **France (cont'd.)** | **France (cont'd.)** | **France (cont'd.)** | **France (cont'd.)** | **France (cont'd.)** |
| Region of Ile de France,<br> Sr. Unsec'd. Notes, EMTN | 2.900% | &nbsp;&nbsp;04/30/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1700 | &nbsp;&nbsp; $1933879 |
| SFIL SA,<br> Sr. Unsec'd. Notes, EMTN | 2.875 | &nbsp;&nbsp;01/22/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10344889 |
| Societe Des Grands Projets EPIC,<br> Sr. Unsec'd. Notes, EMTN | 0.000 | &nbsp;&nbsp;11/25/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750891 |
| Ville de Paris,<br> Sr. Unsec'd. Notes, EMTN | 1.750 | &nbsp;&nbsp;05/25/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2973304 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57829552 |
| **Gabon 0.1%** | **Gabon 0.1%** | **Gabon 0.1%** | **Gabon 0.1%** | **Gabon 0.1%** | **Gabon 0.1%** |
| Gabon Blue Bond Master Trust 2,<br> Insured Notes | 6.097 | &nbsp;&nbsp;08/01/38 |  | &nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2545180 |
| **Germany 0.0%** | **Germany 0.0%** | **Germany 0.0%** | **Germany 0.0%** | **Germany 0.0%** | **Germany 0.0%** |
| Deutsche Bundesrepublik Inflation-Linked Bond,<br> Bonds | 0.100 | &nbsp;&nbsp;04/15/46 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119454 |
| 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;25746 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145200 |
| **Greece 3.5%** | **Greece 3.5%** | **Greece 3.5%** | **Greece 3.5%** | **Greece 3.5%** | **Greece 3.5%** |
| Hellenic Republic Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59558 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115263 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75459 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227646 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587584 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197714 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184365 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52853 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109346 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226882 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/36 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147975 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/37 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175696 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296932 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349895 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/40 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432622 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/41 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342529 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.300 | &nbsp;&nbsp;02/24/42 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053802 |
| &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;60523100 |
| &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;5651144 |
| Hellenic Republic Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.200 | &nbsp;&nbsp;07/17/34 | &nbsp;&nbsp;EUR | 10198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12746678 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.140 | &nbsp;&nbsp;04/14/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6715008 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90272051 |
| **Guatemala 0.0%** | **Guatemala 0.0%** | **Guatemala 0.0%** | **Guatemala 0.0%** | **Guatemala 0.0%** | **Guatemala 0.0%** |
| Guatemala Government Bond,<br> Sr. Unsec'd. Notes, 144A | 6.250 | &nbsp;&nbsp;08/15/36 |  | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004000 |
| **Hong Kong 0.1%** | **Hong Kong 0.1%** | **Hong Kong 0.1%** | **Hong Kong 0.1%** | **Hong Kong 0.1%** | **Hong Kong 0.1%** |
| Hong Kong Government International Bond,<br> Sr. Unsec'd. Notes, GMTN | 3.300 | &nbsp;&nbsp;06/07/33 | &nbsp;&nbsp;CNH | 22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3335219 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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)** |
| **Hungary 0.5%** | **Hungary 0.5%** | **Hungary 0.5%** | **Hungary 0.5%** | **Hungary 0.5%** | **Hungary 0.5%** |
| Hungary Government Bond,<br> Bonds, Series 27/A | 3.000% | &nbsp;&nbsp;10/27/27 | &nbsp;&nbsp;HUF | 800000 | &nbsp;&nbsp; $2124609 |
| Hungary Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.125 | &nbsp;&nbsp;09/22/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148037 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | 4.500 | &nbsp;&nbsp;06/16/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388475 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | 1.625 | &nbsp;&nbsp;04/28/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2970632 |
| Magyar Export-Import Bank Zrt,<br> Gov't. Gtd. Notes | 6.000 | &nbsp;&nbsp;05/16/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4440067 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12071820 |
| **India 0.3%** | **India 0.3%** | **India 0.3%** | **India 0.3%** | **India 0.3%** | **India 0.3%** |
| Export-Import Bank of India,<br> Sr. Unsec'd. Notes, EMTN | 3.450 | &nbsp;&nbsp;06/25/26 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6995711 |
| **Indonesia 1.9%** | **Indonesia 1.9%** | **Indonesia 1.9%** | **Indonesia 1.9%** | **Indonesia 1.9%** | **Indonesia 1.9%** |
| Indonesia Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.900 | &nbsp;&nbsp;02/14/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11463440 |
| &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;8999942 |
| &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;9689385 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.650 | &nbsp;&nbsp;09/10/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3679229 |
| &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;16425416 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50257412 |
| **Israel 0.3%** | **Israel 0.3%** | **Israel 0.3%** | **Israel 0.3%** | **Israel 0.3%** | **Israel 0.3%** |
| Israel Government International Bond,<br> Sr. Unsec'd. Notes, EMTN | 6.875 | &nbsp;&nbsp;10/21/34 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;3435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4990322 |
| State of Israel,<br> Sr. Unsec'd. Notes, EMTN | 6.250 | &nbsp;&nbsp;11/21/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556719 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6547041 |
| **Italy 3.1%** | **Italy 3.1%** | **Italy 3.1%** | **Italy 3.1%** | **Italy 3.1%** | **Italy 3.1%** |
| Cassa Del Trentino SPA,<br> Local Gov't. Gtd. Notes, EMTN | 1.160 | &nbsp;&nbsp;06/17/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356253 |
| City of Milan,<br> Sr. Unsec'd. Notes | 4.019 | &nbsp;&nbsp;06/29/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;6740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7816813 |
| Italy Buoni Poliennali Del Tesoro, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.800 | &nbsp;&nbsp;05/15/36 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117794 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | 3.850 | &nbsp;&nbsp;07/01/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593236 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | 4.200 | &nbsp;&nbsp;03/01/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304751 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 11Y | 3.850 | &nbsp;&nbsp;02/01/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3646282 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 16Y, 144A | 3.350 | &nbsp;&nbsp;03/01/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1464399 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series VALR | 4.100(cc) | &nbsp;&nbsp;10/10/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202368 |
| Region of Lazio,<br> Sr. Unsec'd. Notes | 3.088 | &nbsp;&nbsp;03/31/43 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;6070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6481366 |
| Region of Lombardy,<br> Sr. Unsec'd. Notes | 5.804 | &nbsp;&nbsp;10/25/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2536574 |
| Region of Umbria,<br> Sr. Unsec'd. Notes, 6 Month EURIBOR + 0.200% | 2.599(c) | &nbsp;&nbsp;03/26/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708994 |
| Repubic of Italy Government International Bond Coupon Strips,<br> Sr. Unsec'd. Notes | 1.812(s) | &nbsp;&nbsp;02/20/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5185814 |
| Republic of Italy Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN, EURIBOR ICE SWAP 11:00 Fft 30Y Index + 0.000% (Cap N/A, Floor 4.250%) | 4.250(c) | &nbsp;&nbsp;06/28/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;7892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9344089 |
| &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;1671997 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 5.200 | &nbsp;&nbsp;07/31/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083904 |
| &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;20986764 |
| &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;2595514 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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, Series 10Y | 2.875% | &nbsp;&nbsp;10/17/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp; $3085983 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | 3.875 | &nbsp;&nbsp;05/06/51 |  | &nbsp;&nbsp;&nbsp;&nbsp;1492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018102 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, MTN | 5.375 | &nbsp;&nbsp;06/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6219520 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 67, EMTN, EURIBOR ICE SWAP 11:00 Fft 10Y Index + 0.000% (Cap 8.800%, Floor N/A) | 2.455(c) | &nbsp;&nbsp;05/11/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3419798 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80840315 |
| **Japan 0.2%** | **Japan 0.2%** | **Japan 0.2%** | **Japan 0.2%** | **Japan 0.2%** | **Japan 0.2%** |
| Japan Government Twenty Year Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 159 | 0.600 | &nbsp;&nbsp;12/20/36 | &nbsp;&nbsp;JPY | 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2049305 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 189 | 1.900 | &nbsp;&nbsp;06/20/44 | &nbsp;&nbsp;JPY | 377000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2282901 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4332206 |
| **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** | **Malta 0.1%** |
| Malta Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 16Y | 1.200 | &nbsp;&nbsp;05/13/37 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861446 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series I | 1.000 | &nbsp;&nbsp;04/23/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457753 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3319199 |
| **Mexico 1.4%** | **Mexico 1.4%** | **Mexico 1.4%** | **Mexico 1.4%** | **Mexico 1.4%** | **Mexico 1.4%** |
| Eagle Funding Luxco Sarl,<br> Sr. Unsec'd. Notes, 144A | 5.500 | &nbsp;&nbsp;08/17/30 |  | &nbsp;&nbsp;13210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13294544 |
| Mexican Udibonos,<br> Bonds, Series S | 3.250 | &nbsp;&nbsp;11/12/43 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358572 |
| Mexico Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.125 | &nbsp;&nbsp;01/17/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10389357 |
| &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;4358559 |
| &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;4398984 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721766 |
| &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;304920 |
| &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;1669894 |
| &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;968411 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36465007 |
| **New Zealand 0.2%** | **New Zealand 0.2%** | **New Zealand 0.2%** | **New Zealand 0.2%** | **New Zealand 0.2%** | **New Zealand 0.2%** |
| New Zealand Government Bond,<br> Unsec'd. Notes, Series 528 | 0.250 | &nbsp;&nbsp;05/15/28 | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4313767 |
| **Norway 0.1%** | **Norway 0.1%** | **Norway 0.1%** | **Norway 0.1%** | **Norway 0.1%** | **Norway 0.1%** |
| Norway Government Bond,<br> Sr. Unsec'd. Notes, Series 479, 144A | 1.750 | &nbsp;&nbsp;02/17/27 | &nbsp;&nbsp;NOK | &nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2067384 |
| **Panama 0.6%** | **Panama 0.6%** | **Panama 0.6%** | **Panama 0.6%** | **Panama 0.6%** | **Panama 0.6%** |
| Panama Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.875 | &nbsp;&nbsp;01/31/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301050 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 8.125 | &nbsp;&nbsp;04/28/34 |  | &nbsp;&nbsp;14336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15479583 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15780633 |
| **Peru 0.5%** | **Peru 0.5%** | **Peru 0.5%** | **Peru 0.5%** | **Peru 0.5%** | **Peru 0.5%** |
| Peru Government Bond,<br> Bonds | 5.940 | &nbsp;&nbsp;02/12/29 | &nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760818 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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)** |
| **Peru (cont'd.)** | **Peru (cont'd.)** | **Peru (cont'd.)** | **Peru (cont'd.)** | **Peru (cont'd.)** | **Peru (cont'd.)** |
| Peruvian Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.250% | &nbsp;&nbsp;03/11/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp; $1147618 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11058502 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13966938 |
| **Philippines 1.1%** | **Philippines 1.1%** | **Philippines 1.1%** | **Philippines 1.1%** | **Philippines 1.1%** | **Philippines 1.1%** |
| Philippine Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.700 | &nbsp;&nbsp;02/03/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5688266 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.200 | &nbsp;&nbsp;04/28/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.750 | &nbsp;&nbsp;04/28/41 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888794 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 0.875 | &nbsp;&nbsp;05/17/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4442144 |
| &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;5173475 |
| &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;10696021 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28188459 |
| **Poland 0.2%** | **Poland 0.2%** | **Poland 0.2%** | **Poland 0.2%** | **Poland 0.2%** | **Poland 0.2%** |
| Republic of Poland Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 0428 | 2.750 | &nbsp;&nbsp;04/25/28 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255600 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 0429 | 5.750 | &nbsp;&nbsp;04/25/29 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276331 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 0432 | 1.750 | &nbsp;&nbsp;04/25/32 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217040 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 0527 | 3.750 | &nbsp;&nbsp;05/25/27 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264061 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 0726 | 2.500 | &nbsp;&nbsp;07/25/26 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262406 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 0727 | 2.500 | &nbsp;&nbsp;07/25/27 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257678 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 0728 | 7.500 | &nbsp;&nbsp;07/25/28 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442396 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 0729 | 4.750 | &nbsp;&nbsp;07/25/29 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266974 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 1026 | 0.250 | &nbsp;&nbsp;10/25/26 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254374 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 1029 | 2.750 | &nbsp;&nbsp;10/25/29 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247087 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 1030 | 1.250 | &nbsp;&nbsp;10/25/30 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223038 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 1033 | 6.000 | &nbsp;&nbsp;10/25/33 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279498 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 1034 | 5.000 | &nbsp;&nbsp;10/25/34 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259568 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes | 1.750 | &nbsp;&nbsp;08/25/31 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105577 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 1025 | 5.022(s) | &nbsp;&nbsp;10/25/25 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264314 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 0426 | 5.048(s) | &nbsp;&nbsp;04/25/26 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258861 |
| 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;722351 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5857154 |
| **Portugal 0.1%** | **Portugal 0.1%** | **Portugal 0.1%** | **Portugal 0.1%** | **Portugal 0.1%** | **Portugal 0.1%** |
| Autonomous Region of the Azores, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.491 | &nbsp;&nbsp;10/01/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435363 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.006 | &nbsp;&nbsp;06/15/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317924 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.095 | &nbsp;&nbsp;09/27/36 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510273 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.163 | &nbsp;&nbsp;04/06/32 | &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;528674 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.720 | &nbsp;&nbsp;10/17/28 | &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;466217 |
| Regiao Autonoma Madeira,<br> Sr. Unsec'd. Notes | 1.141 | &nbsp;&nbsp;12/04/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895726 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3154177 |
| **Romania 0.9%** | **Romania 0.9%** | **Romania 0.9%** | **Romania 0.9%** | **Romania 0.9%** | **Romania 0.9%** |
| Romania Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 04Y | 3.500 | &nbsp;&nbsp;11/25/25 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111207 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 04Y | 7.200 | &nbsp;&nbsp;10/28/26 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112588 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 04Y | 7.200 | &nbsp;&nbsp;05/31/27 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112340 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 05Y | 3.250 | &nbsp;&nbsp;06/24/26 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108878 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 05Y | 4.250 | &nbsp;&nbsp;04/28/36 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88276 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 05Y | 6.300 | &nbsp;&nbsp;04/25/29 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108490 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** |
| **Romania (cont'd.)** | **Romania (cont'd.)** | **Romania (cont'd.)** | **Romania (cont'd.)** | **Romania (cont'd.)** | **Romania (cont'd.)** |
| Romania Government Bond, (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 06Y | 8.750% | &nbsp;&nbsp;10/30/28 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp; $116750 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 07Y | 2.500 | &nbsp;&nbsp;10/25/27 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101741 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 07Y | 4.850 | &nbsp;&nbsp;04/22/26 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110711 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 07Y | 8.000 | &nbsp;&nbsp;04/29/30 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115168 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 08Y | 4.150 | &nbsp;&nbsp;01/26/28 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104835 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 08Y | 4.850 | &nbsp;&nbsp;07/25/29 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102913 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 08Y | 7.350 | &nbsp;&nbsp;04/28/31 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112393 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 10Y | 4.150 | &nbsp;&nbsp;10/24/30 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97159 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 10Y | 5.000 | &nbsp;&nbsp;02/12/29 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104342 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 10Y | 6.700 | &nbsp;&nbsp;02/25/32 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108665 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 10Y | 7.200 | &nbsp;&nbsp;10/30/33 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111813 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 10Y | 8.250 | &nbsp;&nbsp;09/29/32 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117931 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 11Y | 7.100 | &nbsp;&nbsp;07/31/34 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111464 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 15Y | 3.650 | &nbsp;&nbsp;09/24/31 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92468 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 15Y | 4.750 | &nbsp;&nbsp;10/11/34 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94231 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 15Y | 5.800 | &nbsp;&nbsp;07/26/27 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109593 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 15Y | 7.900 | &nbsp;&nbsp;02/24/38 | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118651 |
| Romanian Government International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 2.124 | &nbsp;&nbsp;07/16/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3507478 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 2.500 | &nbsp;&nbsp;02/08/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4378413 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 2.875 | &nbsp;&nbsp;05/26/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 2.124 | &nbsp;&nbsp;07/16/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1948599 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 2.375 | &nbsp;&nbsp;04/19/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132396 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.375 | &nbsp;&nbsp;02/08/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1863463 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.500 | &nbsp;&nbsp;04/03/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977152 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 3.875 | &nbsp;&nbsp;10/29/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973444 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 4.125 | &nbsp;&nbsp;03/11/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660487 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 6.750 | &nbsp;&nbsp;07/11/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1174250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.875 | &nbsp;&nbsp;05/26/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786068 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22109607 |
| **Saudi Arabia 0.6%** | **Saudi Arabia 0.6%** | **Saudi Arabia 0.6%** | **Saudi Arabia 0.6%** | **Saudi Arabia 0.6%** | **Saudi Arabia 0.6%** |
| Saudi Government International Bond,<br> Sr. Unsec'd. Notes | 2.000 | &nbsp;&nbsp;07/09/39 | &nbsp;&nbsp;EUR | 16656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14788090 |
| **Serbia 1.2%** | **Serbia 1.2%** | **Serbia 1.2%** | **Serbia 1.2%** | **Serbia 1.2%** | **Serbia 1.2%** |
| Serbia International Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.500 | &nbsp;&nbsp;06/26/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6312776 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.125 | &nbsp;&nbsp;12/01/30 |  | &nbsp;&nbsp;9015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7702168 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.125 | &nbsp;&nbsp;05/15/27 | &nbsp;&nbsp;EUR | 15595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17797014 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31811958 |
| **Slovakia 0.1%** | **Slovakia 0.1%** | **Slovakia 0.1%** | **Slovakia 0.1%** | **Slovakia 0.1%** | **Slovakia 0.1%** |
| Slovakia Government Bond,<br> Bonds, Series 247 | 3.625 | &nbsp;&nbsp;06/08/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781288 |
| **Slovenia 0.1%** | **Slovenia 0.1%** | **Slovenia 0.1%** | **Slovenia 0.1%** | **Slovenia 0.1%** | **Slovenia 0.1%** |
| Slovenia Government Bond,<br> Sr. Unsec'd. Notes, Series RS86 | 0.000 | &nbsp;&nbsp;02/12/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98878 |
| Slovenia Government International Bond,<br> Bonds | 5.000 | &nbsp;&nbsp;09/19/33 |  | &nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3249504 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3348382 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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)** |
| **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** |
| Republic of South Africa Government Bond - CPI Linked,<br> Sr. Unsec'd. Notes, Series 2046 | 2.500% | &nbsp;&nbsp;03/31/46 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;5352 | &nbsp;&nbsp; $193775 |
| Republic of South Africa Government International Bond,<br> Sr. Unsec'd. Notes, Series 12Y | 3.750 | &nbsp;&nbsp;07/24/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2524034 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2717809 |
| **Spain 2.4%** | **Spain 2.4%** | **Spain 2.4%** | **Spain 2.4%** | **Spain 2.4%** | **Spain 2.4%** |
| Autonomous Community of Catalonia, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.690 | &nbsp;&nbsp;10/28/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713023 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN, EURIBOR ICE SWAP 11:00 Fft 10Y Index + 0.000% (Cap 12.000%, Floor 5.480%) | 5.480(c) | &nbsp;&nbsp;05/11/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1236992 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 5.900 | &nbsp;&nbsp;05/28/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4041204 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 6.350 | &nbsp;&nbsp;11/30/41 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2834645 |
| Spain Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.000 | &nbsp;&nbsp;10/31/50 | &nbsp;&nbsp;EUR | 10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6524980 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.200 | &nbsp;&nbsp;10/31/40 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2038316 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.850 | &nbsp;&nbsp;07/30/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;7225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7297884 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.450 | &nbsp;&nbsp;07/30/66 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4116765 |
| Spain Government Bond Coupon Strips, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 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;1921797 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 0.449(s) | &nbsp;&nbsp;07/30/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452713 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series CAC(k) | 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;3710610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 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;139617 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 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;133137 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 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;127620 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;679274 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;651052 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.296(s) | &nbsp;&nbsp;07/30/41 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268150 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;613110 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;178254 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;166853 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;159725 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;152131 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;147465 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;140604 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;135773 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;129599 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;124105 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;118409 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;110842 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;105317 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;95669 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;90140 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;86895 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;82194 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;80739 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;75685 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;73994 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;68607 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;62668 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;58816 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;58345 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;53682 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 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;52032 |
| Spain Government Bond Principal Strips,<br> Sr. Unsec'd. Notes | 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;1040667 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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 Inflation-Linked Bond,<br> Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;11/30/36 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp; $113888 |
| Spain Government International Bond,<br> Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04/06/29 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;16080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21642935 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62906922 |
| **Sweden 0.1%** | **Sweden 0.1%** | **Sweden 0.1%** | **Sweden 0.1%** | **Sweden 0.1%** | **Sweden 0.1%** |
| Svensk Exportkredit AB, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;8.904(s) | &nbsp;&nbsp;06/25/27 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66218 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 10.550(s) | &nbsp;&nbsp;03/30/32 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;43890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235062 |
| Sweden Government Bond,<br> Bonds, Series 1053 | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;03/30/39 | &nbsp;&nbsp;SEK | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124415 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425695 |
| **Tunisia 0.0%** | **Tunisia 0.0%** | **Tunisia 0.0%** | **Tunisia 0.0%** | **Tunisia 0.0%** | **Tunisia 0.0%** |
| Tunisian Republic,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;03/17/31 | &nbsp;&nbsp;JPY | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571950 |
| **Turkey 0.1%** | **Turkey 0.1%** | **Turkey 0.1%** | **Turkey 0.1%** | **Turkey 0.1%** | **Turkey 0.1%** |
| Turkiye Government Bond, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;2.480 | &nbsp;&nbsp;05/02/29 | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;4438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99836 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, BIST Index + 0.000% | 47.316(c) | &nbsp;&nbsp;09/06/28 | &nbsp;&nbsp;TRY | &nbsp;&nbsp;51999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1228411 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds, Series 04Y, BIST Index + 0.000% | 48.841(c) | &nbsp;&nbsp;05/17/28 | &nbsp;&nbsp;TRY | &nbsp;&nbsp;47324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129628 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457875 |
| **United Arab Emirates 0.2%** | **United Arab Emirates 0.2%** | **United Arab Emirates 0.2%** | **United Arab Emirates 0.2%** | **United Arab Emirates 0.2%** | **United Arab Emirates 0.2%** |
| Finance Department Government of Sharjah, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;01/17/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2322342 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;01/17/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4180216 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6502558 |
| **United Kingdom 2.5%** | **United Kingdom 2.5%** | **United Kingdom 2.5%** | **United Kingdom 2.5%** | **United Kingdom 2.5%** | **United Kingdom 2.5%** |
| HM Treasury UK Sovereign Sukuk PLC,<br> Unsec'd. Notes(k) | &nbsp;&nbsp;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;638537 |
| Jersey International Bond,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;06/09/54 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779124 |
| United Kingdom Gilt, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;0.875 | &nbsp;&nbsp;01/31/46 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59992 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;1.125 | &nbsp;&nbsp;01/31/39 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83638 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;10/22/41 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76726 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;07/31/51 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56574 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;1.500 | &nbsp;&nbsp;07/22/47 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67502 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;1.625 | &nbsp;&nbsp;10/22/71 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51919 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;01/22/49 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69497 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;07/22/57 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60286 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;07/22/65 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71776 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01/22/44 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101118 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;07/22/68 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93011 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;07/22/52 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102041 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01/22/60 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104416 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;03/07/36 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382808 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;09/07/39 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220813 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12/07/40 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120909 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12/07/46 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5117626 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12/07/49 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12/07/55 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110182 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (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) | 4.500% | &nbsp;&nbsp;06/07/28 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;40700 | &nbsp;&nbsp; $54674963 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.500 | &nbsp;&nbsp;12/07/42 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122142 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bonds | 4.750 | &nbsp;&nbsp;12/07/38 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130599 |
| United Kingdom Inflation-Linked Gilt Bond,<br> Bonds, Series 3M | 0.125 | &nbsp;&nbsp;03/22/44 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150828 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63559607 |
| **Uruguay 0.0%** | **Uruguay 0.0%** | **Uruguay 0.0%** | **Uruguay 0.0%** | **Uruguay 0.0%** | **Uruguay 0.0%** |
| Uruguay Government International Bond,<br> Sr. Unsec'd. Notes, Series 8 | 1.320 | &nbsp;&nbsp;12/09/36 | &nbsp;&nbsp;JPY | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565650 |
| **Vietnam 1.3%** | **Vietnam 1.3%** | **Vietnam 1.3%** | **Vietnam 1.3%** | **Vietnam 1.3%** | **Vietnam 1.3%** |
| Vietnam Government International Bond,<br> Sec'd. Notes, Series 30Y | 5.500(cc) | &nbsp;&nbsp;03/12/28 |  | &nbsp;&nbsp;34792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33099485 |
| **Total Sovereign Bonds<br> (cost $979,489,916)** | **Total Sovereign Bonds<br> (cost $979,489,916)** | **Total Sovereign Bonds<br> (cost $979,489,916)** | **Total Sovereign Bonds<br> (cost $979,489,916)** | **Total Sovereign Bonds<br> (cost $979,489,916)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892321096 |
| **U.S. Government Agency Obligation 0.8%** | **U.S. Government Agency Obligation 0.8%** | **U.S. Government Agency Obligation 0.8%** | **U.S. Government Agency Obligation 0.8%** | **U.S. Government Agency Obligation 0.8%** | **U.S. Government Agency Obligation 0.8%** |
| Federal National Mortgage Assoc.<br> (cost $23,577,060) | 5.375 | &nbsp;&nbsp;12/07/28 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20401467 |
| **U.S. Treasury Obligations 5.2%** | **U.S. Treasury Obligations 5.2%** | **U.S. Treasury Obligations 5.2%** | **U.S. Treasury Obligations 5.2%** | **U.S. Treasury Obligations 5.2%** | **U.S. Treasury Obligations 5.2%** |
| U.S. Treasury Bonds(k) | 1.125 | &nbsp;&nbsp;08/15/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97825 |
| U.S. Treasury Bonds | 1.250 | &nbsp;&nbsp;05/15/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473750 |
| U.S. Treasury Bonds | 1.375 | &nbsp;&nbsp;08/15/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485938 |
| U.S. Treasury Bonds | 1.625 | &nbsp;&nbsp;11/15/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519063 |
| U.S. Treasury Bonds | 1.875 | &nbsp;&nbsp;02/15/51 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553438 |
| U.S. Treasury Bonds | 1.875 | &nbsp;&nbsp;11/15/51 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547813 |
| U.S. Treasury Bonds | 2.000 | &nbsp;&nbsp;02/15/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579375 |
| U.S. Treasury Bonds | 2.000 | &nbsp;&nbsp;08/15/51 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567813 |
| U.S. Treasury Bonds(k) | 2.250 | &nbsp;&nbsp;05/15/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392400 |
| U.S. Treasury Bonds | 2.250 | &nbsp;&nbsp;08/15/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618594 |
| U.S. Treasury Bonds | 2.250 | &nbsp;&nbsp;02/15/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601719 |
| U.S. Treasury Bonds | 2.375 | &nbsp;&nbsp;11/15/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634687 |
| U.S. Treasury Bonds(h)(k) | 2.375 | &nbsp;&nbsp;05/15/51 |  | &nbsp;&nbsp;45110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28179653 |
| U.S. Treasury Bonds | 2.875 | &nbsp;&nbsp;05/15/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2124844 |
| U.S. Treasury Bonds | 2.875 | &nbsp;&nbsp;05/15/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693437 |
| U.S. Treasury Bonds | 3.000 | &nbsp;&nbsp;02/15/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2182031 |
| U.S. Treasury Bonds | 3.000 | &nbsp;&nbsp;08/15/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710781 |
| U.S. Treasury Bonds(h)(k) | 3.375 | &nbsp;&nbsp;11/15/48 |  | &nbsp;&nbsp;41310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32266983 |
| U.S. Treasury Bonds | 3.625 | &nbsp;&nbsp;02/15/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804531 |
| U.S. Treasury Bonds | 3.625 | &nbsp;&nbsp;05/15/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803594 |
| U.S. Treasury Bonds | 4.000 | &nbsp;&nbsp;11/15/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861719 |
| U.S. Treasury Bonds(k) | 4.125 | &nbsp;&nbsp;08/15/44 |  | &nbsp;&nbsp;21410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19386086 |
| U.S. Treasury Bonds | 4.125 | &nbsp;&nbsp;08/15/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880312 |
| U.S. Treasury Bonds | 4.250 | &nbsp;&nbsp;02/15/54 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899062 |
| U.S. Treasury Bonds | 4.625 | &nbsp;&nbsp;11/15/44 |  | &nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2312698 |
| U.S. Treasury Bonds | 4.625 | &nbsp;&nbsp;05/15/54 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957031 |
| U.S. Treasury Bonds | 4.750 | &nbsp;&nbsp;11/15/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3182066 |
| U.S. Treasury Bonds | 4.750 | &nbsp;&nbsp;05/15/55 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645459 |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 2.375 | &nbsp;&nbsp;02/15/55 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483628 |
| U.S. Treasury Notes | 1.875 | &nbsp;&nbsp;02/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234366 |
| U.S. Treasury Notes | 2.875 | &nbsp;&nbsp;05/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884601 |
| U.S. Treasury Notes | 4.000 | &nbsp;&nbsp;06/30/32 |  | &nbsp;&nbsp;26455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26240053 |
| U.S. Treasury Strips Coupon | 1.872(s) | &nbsp;&nbsp;05/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66847 |
| U.S. Treasury Strips Coupon | 1.888(s) | &nbsp;&nbsp;08/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293533 |
| U.S. Treasury Strips Coupon(h) | 2.089(s) | &nbsp;&nbsp;11/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500374 |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **U.S. Treasury Obligations (Continued)** | **U.S. Treasury Obligations (Continued)** | **U.S. Treasury Obligations (Continued)** | **U.S. Treasury Obligations (Continued)** | **U.S. Treasury Obligations (Continued)** |
| U.S. Treasury Strips Coupon(k) | 2.251 %(s) | &nbsp;&nbsp;08/15/40 | 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $380296 |
| **Total U.S. Treasury Obligations<br> (cost $141,987,829)** | **Total U.S. Treasury Obligations<br> (cost $141,987,829)** | **Total U.S. Treasury Obligations<br> (cost $141,987,829)** | **Total U.S. Treasury Obligations<br> (cost $141,987,829)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134046400 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Shares** |  |
| **Affiliated Exchange-Traded Fund 0.3%** | **Affiliated Exchange-Traded Fund 0.3%** | **Affiliated Exchange-Traded Fund 0.3%** |
| **United States** | **United States** | **United States** |
| PGIM AAA CLO ETF<br> (cost $7,319,579)(wa) | 143700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7396239 |
| **Common Stocks 0.2%** | **Common Stocks 0.2%** | **Common Stocks 0.2%** |
| **Jamaica 0.0%** | **Jamaica 0.0%** | **Jamaica 0.0%** |
| Digicel International Finance Ltd.\* | &nbsp;&nbsp;59495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475960 |
| **Spain 0.0%** | **Spain 0.0%** | **Spain 0.0%** |
| Codere Group Topco SA (Class A1 Stock)\*^ | &nbsp;&nbsp;&nbsp;&nbsp;5833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133132 |
| Codere Group Topco SA (Class A2 Stock)\*^ | &nbsp;&nbsp;&nbsp;&nbsp;8212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187431 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320563 |
| **United States 0.2%** | **United States 0.2%** | **United States 0.2%** |
| Diamond Sports Group LLC\*(x) | &nbsp;&nbsp;44198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593005 |
| Expand Energy Corp. | &nbsp;&nbsp;23063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2416541 |
| Ferrellgas Partners LP (Class B Stock)\*(x) | &nbsp;&nbsp;&nbsp;&nbsp;2731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361036 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370582 |
| **Total Common Stocks<br> (cost $607,056)** | **Total Common Stocks<br> (cost $607,056)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4167105 |
| **Preferred Stocks 0.0%** | **Preferred Stocks 0.0%** | **Preferred Stocks 0.0%** |
| **Jamaica 0.0%** | **Jamaica 0.0%** | **Jamaica 0.0%** |
| Digicel International Finance Ltd.\*^ | &nbsp;&nbsp;&nbsp;&nbsp;3857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45812 |
| **United States 0.0%** | **United States 0.0%** | **United States 0.0%** |
| Citigroup Capital XIII<br> 10.911%(c), 3 Month SOFR + 6.632%, Maturing 10/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117880 |
| Ferrellgas Escrow LLC<br> 8.956%, Maturing 03/30/31^(x) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750880 |
| **Total Preferred Stocks<br> (cost $752,880)** | **Total Preferred Stocks<br> (cost $752,880)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796692 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Units** |  |
| **Warrants\* 0.0%** | **Warrants\* 0.0%** | **Warrants\* 0.0%** |
| **Spain 0.0%** | **Spain 0.0%** | **Spain 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;Codere Group Topco SA (Spain), expiring 09/30/34^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
| **United States 0.0%** | **United States 0.0%** | **United States 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;Diamond Sports Group LLC, expiring 06/30/26(x) | 82206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15816 |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Units** | &nbsp;&nbsp;**Value** |
| **Total Warrants<br> (cost $815)** | **Total Warrants<br> (cost $815)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16008 |
| **Total Long-Term Investments<br> (cost $2,683,586,997)** | **Total Long-Term Investments<br> (cost $2,683,586,997)** | 2534544737 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Shares** |  |
| **Short-Term Investments 1.6%** | **Short-Term Investments 1.6%** | **Short-Term Investments 1.6%** |
| **Affiliated Mutual Funds 1.6%** | **Affiliated Mutual Funds 1.6%** | **Affiliated Mutual Funds 1.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;PGIM Core Government Money Market Fund (7-day effective yield 4.492%)(wa) | &nbsp;&nbsp;18571272 | &nbsp;&nbsp; $18571272 |
| &nbsp;&nbsp;&nbsp;&nbsp;PGIM Institutional Money Market Fund (7-day effective yield 4.528%)<br> (cost $21,941,568; includes $21,862,039 of cash collateral for securities on loan)(b)(wa) | &nbsp;&nbsp;21958333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21942963 |
| **Total Affiliated Mutual Funds<br> (cost $40,512,840)** | **Total Affiliated Mutual Funds<br> (cost $40,512,840)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40514235 |
| **Options Purchased\*~ 0.0%** | **Options Purchased\*~ 0.0%** | **Options Purchased\*~ 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;(cost $302,286) | &nbsp;&nbsp;&nbsp;&nbsp;(cost $302,286) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350736 |
| **Total Short-Term Investments<br> (cost $40,815,126)** | **Total Short-Term Investments<br> (cost $40,815,126)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40864971 |
| **TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 99.4%<br> (cost $2,724,402,123)** | **TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 99.4%<br> (cost $2,724,402,123)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575409708 |
| **Options Written\*~ (0.0)%** | **Options Written\*~ (0.0)%** | **Options Written\*~ (0.0)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $488,463) | &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $488,463) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(291885) |
| **TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 99.4%<br> (cost $2,723,913,660)** | **TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 99.4%<br> (cost $2,723,913,660)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575117823 |
| Other assets in excess of liabilities(z) 0.6% | Other assets in excess of liabilities(z) 0.6% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14750110 |
| **Net Assets 100.0%** | **Net Assets 100.0%** | $2589867933 |

---

------

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 |
| CNY—China Yuan |
| COP—Colombian Peso |
| CZK—Czech Koruna |
| DKK—Danish Krone |
| EUR—Euro |
| GBP—British Pound |
| HKD—Hong Kong Dollar |
| HUF—Hungarian Forint |
| IDR—Indonesian Rupiah |
| ILS—Israeli Shekel |
| ITL—Italian Lira |
| JPY—Japanese Yen |
| KRW—South Korean Won |
| MXN—Mexican Peso |
| MYR—Malaysian Ringgit |
| NOK—Norwegian Krone |
| NZD—New Zealand Dollar |
| PEN—Peruvian Nuevo Sol |
| PLN—Polish Zloty |
| RON—Romanian Leu |
| SAR—Saudi Arabian Riyal |
| SEK—Swedish Krona |
| SGD—Singapore Dollar |
| THB—Thai Baht |
| TRY—Turkish Lira |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)
TWD—New Taiwanese Dollar <br> USD—US Dollar <br> ZAR—South African Rand

---

| |
|:---|
| 144A—Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, pursuant to the requirements of Rule 144A, may not be resold except to qualified institutional buyers. |
| A—Annual payment frequency for swaps |
| AID—Agency for International Development |
| BARC—Barclays Bank PLC |
| BBR—New Zealand Bank Bill Rate |
| BBSW—Australian Bank Bill Swap Reference Rate |
| BIST—Borsa Istanbul Index (Turkish Stock Exchange) |
| BNP—BNP Paribas S.A. |
| BOA—Bank of America, N.A. |
| BROIS—Brazil Overnight Index Swap |
| BUBOR—Budapest Interbank Offered Rate |
| CAC—French Stock Market Index |
| CDX—Credit Derivative Index |
| CF—CF Secured, LLC |
| CIBOR—Copenhagen Interbank Offered Rate |
| CITI—Citibank, N.A. |
| CLO—Collateralized Loan Obligation |
| CLOIS—Sinacofi Chile Interbank Rate Average |
| CMBX—Commercial Mortgage-Backed Index |
| CME—Chicago Mercantile Exchange |
| CORRA—Canadian Overnight Repo Rate Average |
| CPI—Consumer Price Index |
| DAC—Designated Activity Company |
| DB—Deutsche Bank AG |
| EMTN—Euro Medium Term Note |
| ETF—Exchange-Traded Fund |
| EURIBOR—Euro Interbank Offered Rate |
| EuroSTR—Euro Short-Term Rate |
| FHLMC—Federal Home Loan Mortgage Corporation |
| GMTN—Global Medium Term Note |
| GS—Goldman Sachs & Co. LLC |
| GSI—Goldman Sachs International |
| HSBC—HSBC Bank PLC |
| ICE—Intercontinental Exchange |
| IO—Interest Only (Principal amount represents notional) |
| JPM—JPMorgan Chase Bank N.A. |
| KLIBOR—Kuala Lumpur Interbank Offered Rate |
| KWCDC—Korean Won Certificate of Deposit |
| LIBOR—London Interbank Offered Rate |
| LP—Limited Partnership |
| M—Monthly payment frequency for swaps |
| MASTR—Morgan Stanley Structured Asset Security |
| MPLE—Maple Bonds |
| MSI—Morgan Stanley & Co International PLC |
| MTN—Medium Term Note |
| MUNIPSA—Municipal Swap Weekly Yield Index |
| N/A—Not Applicable |
| NIBOR—Norwegian Interbank Offered Rate |
| OAT—Obligations Assimilables du Tresor |
| OTC—Over-the-counter |
| PIK—Payment-in-Kind |
| PJSC—Public Joint-Stock Company |
| Q—Quarterly payment frequency for swaps |
| REMIC—Real Estate Mortgage Investment Conduit |
| S—Semiannual payment frequency for swaps |
| SAIBOR—Saudi Arabian Interbank Offered Rate |
| SARON—Swiss Average Rate Overnight |
| SCB—Standard Chartered Bank |
| SHIR—Shekel Overnight Interest Rate |
| SOFR—Secured Overnight Financing Rate |
| SONIA—Sterling Overnight Index Average |
| SORA—Singapore Overnight Rate Average |
| SSB—State Street Bank & Trust Company |
| STIBOR—Stockholm Interbank Offered Rate |
| STRIPs—Separate Trading of Registered Interest and Principal of Securities |
| T—Swap payment upon termination |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)

---

| |
|:---|
| TAIBOR—Taiwan Interbank Offered Rate |
| THOR—Thai Overnight Repurchase Rate |
| TIPS—Treasury Inflation-Protected Securities |
| TONAR—Tokyo Overnight Average Rate |
| UAG—UBS AG |
| USOIS—United States Overnight Index Swap |
| WIBOR—Warsaw Interbank Offered Rate |

---

---

| | |
|:---|:---|
| \* | Non-income producing security. |
| # | Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
| ~ | See tables subsequent to the Schedule of Investments for options detail. Options with maturity dates greater than one year from date of acquisition would be considered long-term investments. |
| ^ | Indicates a Level 3 instrument. The aggregate value of Level 3 instruments is $34,892,813 and 1.3% 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 $21,213,986; cash collateral of $21,862,039 (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 July 31, 2025. |
| (cc) | Variable rate instrument. The rate shown is based on the latest available information as of July 31, 2025. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description. |
| (d) | Represents issuer in default on interest payments and/or principal repayment. Non-income producing security. Such securities may be post-maturity. |
| (ff) | Variable rate security. Security may be issued at a fixed coupon rate, which converts to a variable rate at a specified date. Rate shown is the rate in effect as of period end. |
| (h) | Represents security, or a portion thereof, segregated as collateral for OTC derivatives. |
| (jj) | Represents original contract currency denomination, settlement to occur in Euro currency. |
| (k) | Represents security, or a portion thereof, segregated as collateral for centrally cleared/exchange-traded derivatives. |
| (oo) | Perpetual security. Maturity date represents next call date. |
| (p) | Represents a security with a delayed settlement and therefore the interest rate is not available until settlement which is after the period end. |
| (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. |
| (wa) | Represents investments in Funds affiliated with the Manager. |
| (x) | The following represents restricted securities that are acquired in unregistered, private sales from the issuing company or from an affiliate of the issuer and is considered restricted as to disposition under federal securities law. |

---

(x) Restricted Securities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Issuer Description** | **Acquisition<br> Date** | **Original<br> Cost** | **Market<br> Value** | **Percentage<br> of<br> Net Assets** |
| 20 Times Square Trust,<br> Series 2018-20TS, Class G, 144A, 3.100%(cc), 05/15/35 | 05/09/18 | &nbsp;&nbsp;&nbsp;&nbsp; $909111 | &nbsp;&nbsp;&nbsp;&nbsp; $865000 | 0.1% |
| 20 Times Square Trust,<br> Series 2018-20TS, Class H, 144A, 3.100%(cc), 05/15/35 | 05/09/18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840000 | 0.0 |
| Diamond Sports Group LLC\* | 01/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593005 | 0.0 |
| Diamond Sports Group LLC, expiring 06/30/26 | 01/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15816 | 0.0 |
| Ferrellgas Escrow LLC, 8.956%, Maturing 03/30/31^ | 06/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633000 | 0.0 |
| Ferrellgas Partners LP (Class B Stock)\* | 10/20/14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361036 | 0.0 |
| Greystone Commercial Capital Trust, Sr. Unsec'd. Notes, Series A, 144A, 1 Month LIBOR + 2.270%, 7.230%(c), 05/31/26^(d) | 05/18/21 | &nbsp;&nbsp;&nbsp;19079706 | &nbsp;&nbsp;&nbsp;16980939 | 0.7 |
| &nbsp;&nbsp;&nbsp;**Total** |  | $22380092 | $20288796 | 0.8% |

---

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

#### Unfunded loan commitments outstanding at July 31, 2025 :

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Borrower** | **Principal<br> Amount<br> (000)#** | **Current<br> Value** | **Unrealized<br> Appreciation** | **Unrealized<br> Depreciation** |
| ClubCorp Holdings, Inc., Delayed Draw Term Loan, 1.000%, Maturity Date 07/09/32 (cost $42,986)^ | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp;&nbsp;&nbsp; $43277 | &nbsp;&nbsp;&nbsp;&nbsp; $291 | $— |
| ClubCorp Holdings, Inc., Revolver Loan, 0.500%, Maturity Date 07/31/32 (cost $71,642)^ | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 | &nbsp;&nbsp;&nbsp;— |
| Doncasters US Finance LLC, 2025 Delayed Draw Term Loan, —%(p), Maturity Date 04/01/30 (cost $1,800,000) | 1800 | &nbsp;&nbsp;&nbsp;1818000 | &nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;— |
|  |  | $1933405 | $18777 | $— |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)

#### Options Purchased :

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| 3 Month SOFR | &nbsp;&nbsp;Call | &nbsp;&nbsp;12/12/25 | &nbsp;&nbsp;$97.00 |  | &nbsp;&nbsp;388 |  | &nbsp;&nbsp;970 | &nbsp;&nbsp; $16975 |
| 3 Month SOFR | &nbsp;&nbsp;&nbsp;Put | &nbsp;&nbsp;12/12/25 | &nbsp;&nbsp;$96.00 |  | &nbsp;&nbsp;388 |  | &nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;167325 |
| **Total Exchange Traded (cost $173,552)** | **Total Exchange Traded (cost $173,552)** |  |  |  |  |  |  | &nbsp;&nbsp;$184300 |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** |
| 5-Year Interest Rate Swap, 09/29/30 | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;09/25/25 | &nbsp;&nbsp;3.29% | &nbsp;&nbsp;3.29%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 4.390% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15200 | &nbsp;&nbsp; $29560 |
| 10-Year Interest Rate Swap, 09/29/35 | &nbsp;&nbsp;Call | DB | &nbsp;&nbsp;09/25/25 | &nbsp;&nbsp;3.53% | &nbsp;&nbsp;3.53%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 4.390% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;18021 |
| 1-Year Interest Rate Swap, 12/05/26 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;12/03/25 | &nbsp;&nbsp;2.05% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.008% | &nbsp;&nbsp;2.05%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71970 | &nbsp;&nbsp;&nbsp;&nbsp;42754 |
| 3-Year Interest Rate Swap, 08/12/28 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;08/07/25 | &nbsp;&nbsp;1.02% | &nbsp;&nbsp;1 Day TONAR(A)/ 0.478% | &nbsp;&nbsp;1.02%(A) | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;6662700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 |
| 3-Year Interest Rate Swap, 08/12/28 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;08/07/25 | &nbsp;&nbsp;1.52% | &nbsp;&nbsp;1 Day TONAR(A)/ 0.478% | &nbsp;&nbsp;1.52%(A) | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;6662700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 10-Year Interest Rate Swap, 10/30/35 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;10/28/25 | &nbsp;&nbsp;4.13% | &nbsp;&nbsp;1 Day SOFR(A)/ 4.390% | &nbsp;&nbsp;4.13%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16075 | &nbsp;&nbsp;&nbsp;&nbsp;75674 |
| **Total OTC Swaptions (cost $128,734)** | **Total OTC Swaptions (cost $128,734)** | **Total OTC Swaptions (cost $128,734)** | **Total OTC Swaptions (cost $128,734)** | **Total OTC Swaptions (cost $128,734)** | **Total OTC Swaptions (cost $128,734)** | **Total OTC Swaptions (cost $128,734)** |  |  | $166436 |
| **Total Options Purchased (cost $302,286)** | **Total Options Purchased (cost $302,286)** | **Total Options Purchased (cost $302,286)** | **Total Options Purchased (cost $302,286)** | **Total Options Purchased (cost $302,286)** | **Total Options Purchased (cost $302,286)** | **Total Options Purchased (cost $302,286)** |  |  | $350736 |

---

#### Options Written :

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| 3 Month SOFR | &nbsp;&nbsp;Call | &nbsp;&nbsp;12/12/25 | &nbsp;&nbsp;$96.25 |  | &nbsp;&nbsp;388 |  | &nbsp;&nbsp;970 | &nbsp;&nbsp; $(65475) |
| 3 Month SOFR | &nbsp;&nbsp;Call | &nbsp;&nbsp;12/12/25 | &nbsp;&nbsp;$99.75 |  | &nbsp;&nbsp;&nbsp;&nbsp;50 |  | &nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(313) |
| 3 Month SOFR | &nbsp;&nbsp;Call | &nbsp;&nbsp;12/12/25 | &nbsp;&nbsp;$100.00 |  | &nbsp;&nbsp;&nbsp;&nbsp;30 |  | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(188) |
| 3 Month SOFR | &nbsp;&nbsp;&nbsp;Put | &nbsp;&nbsp;12/12/25 | &nbsp;&nbsp;$95.63 |  | &nbsp;&nbsp;388 |  | &nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;(12125) |
| **Total Exchange Traded (premiums received $315,414)** | **Total Exchange Traded (premiums received $315,414)** |  |  |  |  |  |  | &nbsp;&nbsp;$(78101) |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| 30-Year SOFR Spread Index Cap^ | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;01/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;0.80% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;10000 | &nbsp;&nbsp; $(45817) |
| 30-Year SOFR Spread Index Floor^ | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;01/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;0.80% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;(20634) |
| Israel GAP^ | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/24/26 | &nbsp;&nbsp;$85.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;(8394) |
| **Total OTC Traded (premiums received $79,958)** | **Total OTC Traded (premiums received $79,958)** | **Total OTC Traded (premiums received $79,958)** |  |  |  |  |  |  | &nbsp;&nbsp;$(74845) |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** |
| 5-Year Interest Rate Swap, 09/29/30 | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;09/25/25 | &nbsp;&nbsp;3.04% | &nbsp;&nbsp;1 Day SOFR(A)/ 4.390% | &nbsp;&nbsp;3.04%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30400 | &nbsp;&nbsp; $(19645) |
| 10-Year Interest Rate Swap, 09/29/35 | &nbsp;&nbsp;Call | DB | &nbsp;&nbsp;09/25/25 | &nbsp;&nbsp;3.21% | &nbsp;&nbsp;1 Day SOFR(A)/ 4.390% | &nbsp;&nbsp;3.21%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6828) |
| CDX.NA.IG.44.V1, 06/20/30 | &nbsp;&nbsp;Call | GSI | &nbsp;&nbsp;09/17/25 | &nbsp;&nbsp;0.45% | &nbsp;&nbsp;CDX.NA.IG.44.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;(12668) |
| 1-Year Interest Rate Swap, 12/05/26 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;12/03/25 | &nbsp;&nbsp;2.20% | &nbsp;&nbsp;2.20%(A) | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.008% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143940 | &nbsp;&nbsp;&nbsp;&nbsp;(28412) |
| 3-Year Interest Rate Swap, 08/12/28 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;08/07/25 | &nbsp;&nbsp;1.27% | &nbsp;&nbsp;1.27%(A) | &nbsp;&nbsp;1 Day TONAR(A)/ 0.478% | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;13325400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 10-Year Interest Rate Swap, 10/30/35 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;10/28/25 | &nbsp;&nbsp;4.32% | &nbsp;&nbsp;4.32%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32150 | &nbsp;&nbsp; $(71386) |
| **Total OTC Swaptions (premiums received $93,091)** | **Total OTC Swaptions (premiums received $93,091)** | **Total OTC Swaptions (premiums received $93,091)** | **Total OTC Swaptions (premiums received $93,091)** | **Total OTC Swaptions (premiums received $93,091)** | **Total OTC Swaptions (premiums received $93,091)** | **Total OTC Swaptions (premiums received $93,091)** |  | $(138939) |
| **Total Options Written (premiums received $488,463)** | **Total Options Written (premiums received $488,463)** | **Total Options Written (premiums received $488,463)** | **Total Options Written (premiums received $488,463)** | **Total Options Written (premiums received $488,463)** | **Total Options Written (premiums received $488,463)** | **Total Options Written (premiums received $488,463)** |  | $(291885) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures contracts outstanding at July 31, 2025:** | **Futures contracts outstanding at July 31, 2025:** | **Futures contracts outstanding at July 31, 2025:** | **Futures contracts outstanding at July 31, 2025:** | **Futures contracts outstanding at July 31, 2025:** |
| **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:** |
| 2668 | 5 Year U.S. Treasury Notes | Sep. 2025 | $288602576 | &nbsp;&nbsp;&nbsp; $989289 |
| 503 | 10 Year U.S. Treasury Notes | Sep. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;55864438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488568 |
| 1113 | 10 Year U.S. Ultra Treasury Notes | Sep. 2025 | &nbsp;&nbsp;&nbsp;125855959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595142 |
| 523 | 20 Year U.S. Treasury Bonds | Sep. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;59720063 | &nbsp;&nbsp;&nbsp;&nbsp;1320195 |
| 1972 | Japanese Yen Currency | Sep. 2025 | &nbsp;&nbsp;&nbsp;164316900 | &nbsp;&nbsp;&nbsp;(9317934) |
|  |  |  |  | &nbsp;&nbsp;&nbsp;(5924740) |
| **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** |
| 100 | 30 Day Federal Funds | Aug. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;39867773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1191) |
| 349 | 3 Month CME SOFR | Sep. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;83443719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344832 |
| 349 | 3 Month CME SOFR | Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;83554963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592668 |
| 191 | 2 Year U.S. Treasury Notes | Sep. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;39534016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134062 |
| 789 | 5 Year Euro-Bobl | Sep. 2025 | &nbsp;&nbsp;&nbsp;105590705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547865 |
| 9 | 10 Year Euro-Bund | Sep. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4962) |
| 26 | 10 Year U.S. Micro Ultra Treasury Notes | Aug. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3479) |
| 258 | 30 Year U.S. Ultra Treasury Bonds | Sep. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;30266625 | &nbsp;&nbsp;&nbsp;&nbsp;(191858) |
| 1470 | British Pound Currency | Sep. 2025 | &nbsp;&nbsp;&nbsp;121495500 | &nbsp;&nbsp;&nbsp;&nbsp;2827567 |
| 484 | Euro Currency | Sep. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;69336025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181727 |
| 160 | Euro Schatz Index | Sep. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;19546474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48820 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;4476051 |
|  |  |  |  | $(1448689) |

---

#### Forward foreign currency exchange contracts outstanding at July 31, 2025 :

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase<br> Contracts** | &nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC 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;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32683 | &nbsp;&nbsp; $21339822 | &nbsp;&nbsp; $21036834 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp; $(302988) |
| British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14456 | &nbsp;&nbsp;&nbsp;&nbsp;19346228 | &nbsp;&nbsp;&nbsp;&nbsp;19106302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(239926) |
| Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5609509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5528749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80760) |
| Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 09/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;1149859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45314) |
| China Yuan, | China Yuan, | China Yuan, | China Yuan, | China Yuan, | China Yuan, | China Yuan, | China Yuan, |
| &nbsp;&nbsp;&nbsp;Expiring 09/17/25 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353761 | &nbsp;&nbsp;&nbsp;&nbsp;49577628 | &nbsp;&nbsp;&nbsp;&nbsp;49468322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(109306) |
| Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, |
| &nbsp;&nbsp;&nbsp;Expiring 09/17/25 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6019330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6021388 | &nbsp;&nbsp;&nbsp;&nbsp;2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 09/17/25 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1142470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7520) |
| &nbsp;&nbsp;&nbsp;Expiring 09/17/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119313 | &nbsp;&nbsp;&nbsp;&nbsp;16697343 | &nbsp;&nbsp;&nbsp;&nbsp;16611339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86004) |
| &nbsp;&nbsp;&nbsp;Expiring 09/17/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6073687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6044323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29364) |
| Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1551330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1512179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39151) |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)

#### Forward foreign currency exchange contracts outstanding at July 31, 2025 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase<br> Contracts** | &nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC 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.):** |
| Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, |
| &nbsp;&nbsp;&nbsp;Expiring 09/17/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;IDR | &nbsp;&nbsp;164734000 | &nbsp;&nbsp; $10087505 | &nbsp;&nbsp;&nbsp; $9968996 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp; $(118509) |
| Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, |
| &nbsp;&nbsp;&nbsp;Expiring 09/17/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2894138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2976369 | &nbsp;&nbsp;&nbsp;&nbsp;82231 | &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;&nbsp;Expiring 09/17/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5523550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5453353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(70197) |
| &nbsp;&nbsp;&nbsp;Expiring 09/17/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5516601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5453352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63249) |
| Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24602) |
| Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 09/17/25 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5891775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5823217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68558) |
| 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;&nbsp;Expiring 09/17/25 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;38793377 | &nbsp;&nbsp;&nbsp;&nbsp;28734345 | &nbsp;&nbsp;&nbsp;&nbsp;27881751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(852594) |
| Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8701 | &nbsp;&nbsp;&nbsp;&nbsp;11055850 | &nbsp;&nbsp;&nbsp;&nbsp;10824621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(231229) |
| Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, |
| &nbsp;&nbsp;&nbsp;Expiring 09/17/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5633175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16998) |
|  |  |  |  | &nbsp;&nbsp;$204860208 | &nbsp;&nbsp;$202558228 | &nbsp;&nbsp;&nbsp;&nbsp;84289 | &nbsp;&nbsp;&nbsp;&nbsp;(2386269) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Sale<br> Contracts** | &nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC 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:** |
| British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2703 | &nbsp;&nbsp;&nbsp; $3579797 | &nbsp;&nbsp;&nbsp; $3572683 | &nbsp;&nbsp;&nbsp;&nbsp; $7114 | &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;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 09/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;COP | &nbsp;&nbsp;11877279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2866139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2823362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81696 | &nbsp;&nbsp;&nbsp;&nbsp;95516891 | &nbsp;&nbsp;&nbsp;&nbsp;93745974 | &nbsp;&nbsp;&nbsp;&nbsp;1770917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7317301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7298279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;DB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60871 | &nbsp;&nbsp;&nbsp;&nbsp;71670963 | &nbsp;&nbsp;&nbsp;&nbsp;69849581 | &nbsp;&nbsp;&nbsp;&nbsp;1821382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81696 | &nbsp;&nbsp;&nbsp;&nbsp;95942526 | &nbsp;&nbsp;&nbsp;&nbsp;93745974 | &nbsp;&nbsp;&nbsp;&nbsp;2196552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;UAG | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80085 | &nbsp;&nbsp;&nbsp;&nbsp;94245021 | &nbsp;&nbsp;&nbsp;&nbsp;91897182 | &nbsp;&nbsp;&nbsp;&nbsp;2347839 | &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;&nbsp;Expiring 07/02/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77280 | &nbsp;&nbsp;&nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9999630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;1469804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9973425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9837407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136018 | &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;&nbsp;Expiring 09/17/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5458464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5592570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(134106) |
| Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9070738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8890881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  | &nbsp;&nbsp;$406160881 | &nbsp;&nbsp;$397766373 | &nbsp;&nbsp;&nbsp;&nbsp;8528614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(134106) |
|  |  |  |  |  |  | &nbsp;&nbsp;$8612903 | &nbsp;&nbsp;$(2520375) |

---

#### Credit default swap agreements outstanding at July 31, 2025 :

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** |
| Arab Republic of Egypt (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp; $290451 | &nbsp;&nbsp;&nbsp;&nbsp; $52 | &nbsp;&nbsp; $290399 | &nbsp;&nbsp;MSI |
| Dominican Republic (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56632 | &nbsp;&nbsp;MSI |
| Emirate of Abu Dhabi (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65496) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65548) | &nbsp;&nbsp;MSI |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)

#### Credit default swap agreements outstanding at July 31, 2025 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** |
| Federal Republic of Nigeria (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp; $297424 | &nbsp;&nbsp;&nbsp;&nbsp; $52 | &nbsp;&nbsp; $297372 | &nbsp;&nbsp;MSI |
| Federation of Malaysia (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81818) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81896) | &nbsp;&nbsp;MSI |
| Federative Republic of Brazil (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182821 | &nbsp;&nbsp;MSI |
| Kingdom of Bahrain (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62619 | &nbsp;&nbsp;MSI |
| Kingdom of Morocco (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22430) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22482) | &nbsp;&nbsp;MSI |
| Kingdom of Saudi Arabia (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(93720) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(93849) | &nbsp;&nbsp;MSI |
| People's Republic of China (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;(246624) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;(246857) | &nbsp;&nbsp;MSI |
| Republic of Argentina (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511821 | &nbsp;&nbsp;MSI |
| Republic of Chile (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;(125984) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;(126139) | &nbsp;&nbsp;MSI |
| Republic of Colombia (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301285 | &nbsp;&nbsp;MSI |
| Republic of Indonesia (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;(107549) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;(107756) | &nbsp;&nbsp;MSI |
| Republic of Ivory Coast (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210761 | &nbsp;&nbsp;MSI |
| Republic of Panama (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62876 | &nbsp;&nbsp;MSI |
| Republic of Peru (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34548) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34626) | &nbsp;&nbsp;MSI |
| Republic of Philippines (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57770) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57848) | &nbsp;&nbsp;MSI |
| Republic of South Africa (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326864 | &nbsp;&nbsp;MSI |
| Republic of Turkey (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664801 | &nbsp;&nbsp;MSI |
| Sultanate of Oman (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22331) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22383) | &nbsp;&nbsp;MSI |
| United Mexican States (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24582 | &nbsp;&nbsp;MSI |
| Arab Republic of Egypt (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290399 | &nbsp;&nbsp;GSI |
| Dominican Republic (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56632 | &nbsp;&nbsp;GSI |
| Emirate of Abu Dhabi (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65496) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65548) | &nbsp;&nbsp;GSI |
| Federal Republic of Nigeria (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297372 | &nbsp;&nbsp;GSI |
| Federation of Malaysia (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81818) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81896) | &nbsp;&nbsp;GSI |
| Federative Republic of Brazil (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182821 | &nbsp;&nbsp;GSI |
| Kingdom of Bahrain (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62619 | &nbsp;&nbsp;GSI |
| Kingdom of Morocco (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22430) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22482) | &nbsp;&nbsp;GSI |
| Kingdom of Saudi Arabia (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(93720) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(93849) | &nbsp;&nbsp;GSI |
| People's Republic of China (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;(246624) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;(246857) | &nbsp;&nbsp;GSI |
| Republic of Argentina (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511821 | &nbsp;&nbsp;GSI |
| Republic of Chile (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;(125984) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;(126139) | &nbsp;&nbsp;GSI |
| Republic of Colombia (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301285 | &nbsp;&nbsp;GSI |
| Republic of Indonesia (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;(107549) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;(107756) | &nbsp;&nbsp;GSI |
| Republic of Ivory Coast (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210761 | &nbsp;&nbsp;GSI |
| Republic of Panama (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62876 | &nbsp;&nbsp;GSI |
| Republic of Peru (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34548) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34626) | &nbsp;&nbsp;GSI |
| Republic of Philippines (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57770) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57848) | &nbsp;&nbsp;GSI |
| Republic of South Africa (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326864 | &nbsp;&nbsp;GSI |
| Republic of Turkey (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664801 | &nbsp;&nbsp;GSI |
| Sultanate of Oman (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22331) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22383) | &nbsp;&nbsp;GSI |
| United Mexican States (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24582 | &nbsp;&nbsp;GSI |
|  |  |  |  | &nbsp;&nbsp;$4272080 | &nbsp;&nbsp;$5182 | &nbsp;&nbsp;$4266898 |  |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)

#### Credit default swap agreements outstanding at July 31, 2025 (continued):<br>

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Implied<br> Credit<br> Spread at<br> July 31,<br> 2025(4)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** |
| CDX.EM.43.V1 (D01) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;100000 | &nbsp;&nbsp;1.536% | &nbsp;&nbsp; $(2190400) | &nbsp;&nbsp; $(21197) | &nbsp;&nbsp; $(2169203) | &nbsp;&nbsp;MSI |
| CDX.EM.43.V1 (D02) | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;100000 | &nbsp;&nbsp;1.536% | &nbsp;&nbsp;&nbsp;&nbsp;(2190401) | &nbsp;&nbsp;&nbsp;&nbsp;(95647) | &nbsp;&nbsp;&nbsp;&nbsp;(2094754) | &nbsp;&nbsp;GSI |
|  |  |  |  |  | &nbsp;&nbsp;$(4380801) | &nbsp;&nbsp;$(116844) | &nbsp;&nbsp;$(4263957) |  |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Credit Default Swap Agreement on asset-backed and/or mortgage-backed securities - Sell Protection(2)^:** | **OTC Credit Default Swap Agreement on asset-backed and/or mortgage-backed securities - Sell Protection(2)^:** | **OTC Credit Default Swap Agreement on asset-backed and/or mortgage-backed securities - Sell Protection(2)^:** | **OTC Credit Default Swap Agreement on asset-backed and/or mortgage-backed securities - Sell Protection(2)^:** | **OTC Credit Default Swap Agreement on asset-backed and/or mortgage-backed securities - Sell Protection(2)^:** | **OTC Credit Default Swap Agreement on asset-backed and/or mortgage-backed securities - Sell Protection(2)^:** | **OTC Credit Default Swap Agreement on asset-backed and/or mortgage-backed securities - Sell Protection(2)^:** | **OTC Credit Default Swap Agreement on asset-backed and/or mortgage-backed securities - Sell Protection(2)^:** |
| GS_24-PCA | &nbsp;&nbsp;08/02/27 | &nbsp;&nbsp;1.650%(M) | &nbsp;&nbsp;7000 &nbsp;&nbsp;\* | &nbsp;&nbsp; $18182 | &nbsp;&nbsp;$(7447) | &nbsp;&nbsp;$25629 | &nbsp;&nbsp;GSI |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** |
| Arab Republic of Egypt | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp; $682559 | &nbsp;&nbsp; $866160 | &nbsp;&nbsp; $(183601) | &nbsp;&nbsp;GSI |
| China Development Bank | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;6695 | &nbsp;&nbsp;&nbsp;&nbsp;(166529) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53240) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113289) | &nbsp;&nbsp;JPM |
| Gazprom PAO | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24333 | &nbsp;&nbsp;GSI |
| Gazprom PAO | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180438 | &nbsp;&nbsp;HSBC |
| Gazprom PAO | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;1815024 | &nbsp;&nbsp;&nbsp;&nbsp;1851073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36049) | &nbsp;&nbsp;HSBC |
| Gazprom PAO | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60419 | &nbsp;&nbsp;HSBC |
| Gazprom PAO | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23039) | &nbsp;&nbsp;JPM |
| Gazprom PAO | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23261) | &nbsp;&nbsp;JPM |
| Industrial & Commercial Bank of China Ltd. | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;6695 | &nbsp;&nbsp;&nbsp;&nbsp;(182064) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46458) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(135606) | &nbsp;&nbsp;JPM |
| Kingdom of Morocco | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73764) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(129044) | &nbsp;&nbsp;BNP |
| Petroleos Mexicanos | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18572) | &nbsp;&nbsp;CITI |
| Petroleos Mexicanos | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;2.795%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13139) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13139) | &nbsp;&nbsp;CITI |
| Petroleos Mexicanos | &nbsp;&nbsp;09/20/27 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(120645) | &nbsp;&nbsp;MSI |
| Petroleos Mexicanos | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59445) | &nbsp;&nbsp;BARC |
| Petroleos Mexicanos | &nbsp;&nbsp;12/20/29 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(297645) | &nbsp;&nbsp;BARC |
| Petroleos Mexicanos | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73740) | &nbsp;&nbsp;MSI |
| Petroleos Mexicanos | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78515) | &nbsp;&nbsp;BARC |
| Republic of Estonia | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45799) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18367) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27432) | &nbsp;&nbsp;BARC |
| Republic of Italy | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;4935 | &nbsp;&nbsp;&nbsp;&nbsp;(131928) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(87054) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44874) | &nbsp;&nbsp;BARC |
| Republic of Panama | &nbsp;&nbsp;06/20/28 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;2810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5265) | &nbsp;&nbsp;CITI |
| Republic of Serbia | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18502) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22140) | &nbsp;&nbsp;BNP |
| Republic of South Africa | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5505) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12534) | &nbsp;&nbsp;GSI |
| Republic of South Africa | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30695) | &nbsp;&nbsp;GSI |
| Swiss Confederation | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;0.250%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23914) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23914) | &nbsp;&nbsp;BARC |
|  |  |  |  |  | &nbsp;&nbsp;$4692365 | &nbsp;&nbsp;$5899619 | &nbsp;&nbsp;$(1207254) |  |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)

#### Credit default swap agreements outstanding at July 31, 2025 (continued):<br>

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Implied<br> Credit<br> Spread at<br> July 31,<br> 2025(4)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** |
| Australian Government Bond | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;0.069% | &nbsp;&nbsp;&nbsp; $112959 | &nbsp;&nbsp;&nbsp;&nbsp; $80735 | &nbsp;&nbsp;&nbsp;&nbsp; $32224 | &nbsp;&nbsp;DB |
| Bank of America Corp. | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;0.225% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4664 | &nbsp;&nbsp;GSI |
| Bank of Montreal^ | &nbsp;&nbsp;11/20/29 | &nbsp;&nbsp;1.250%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(911) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(911) | &nbsp;&nbsp;GSI |
| Canadian Imperial Bank of Commerce^ | &nbsp;&nbsp;06/20/28 | &nbsp;&nbsp;1.100%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2141 | &nbsp;&nbsp;GSI |
| Citigroup, Inc. | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;0.248% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4243 | &nbsp;&nbsp;GSI |
| Comision Federal de Electricidad | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4540 | &nbsp;&nbsp;&nbsp;&nbsp;2.145% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(176557) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(191195) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14638 | &nbsp;&nbsp;CITI |
| Federative Republic of Brazil | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;0.940%(Q) | &nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;1.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39364) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(125) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39239) | &nbsp;&nbsp;BOA |
| Gazprom PAO | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;17.637% | &nbsp;&nbsp;&nbsp;&nbsp;(1618425) | &nbsp;&nbsp;&nbsp;&nbsp;(1500766) | &nbsp;&nbsp;&nbsp;&nbsp;(117659) | &nbsp;&nbsp;HSBC |
| Generalitat de Cataluna | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;0.286% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3613) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22908 | &nbsp;&nbsp;DB |
| Hellenic Republic | &nbsp;&nbsp;12/20/29 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;0.305% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164328 | &nbsp;&nbsp;CITI |
| Japan Govt. | &nbsp;&nbsp;06/20/28 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;0.117% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80688 | &nbsp;&nbsp;CITI |
| Kingdom of Norway | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—%(Q) |  | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;0.039% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4573) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5734) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1161 | &nbsp;&nbsp;BARC |
| Kingdom of Norway | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—%(Q) |  | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;0.039% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2286) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2871) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;BARC |
| Lincoln National Corp. | &nbsp;&nbsp;12/20/29 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(100221) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108367 | &nbsp;&nbsp;JPM |
| Morgan Stanley | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;0.229% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4620 | &nbsp;&nbsp;GSI |
| Pacific Life | &nbsp;&nbsp;08/20/35 | &nbsp;&nbsp;2.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;2.634% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5912) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5909) | &nbsp;&nbsp;GSI |
| People's Republic of China | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;13390 | &nbsp;&nbsp;&nbsp;&nbsp;0.335% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209126 | &nbsp;&nbsp;JPM |
| Petroleos Mexicanos^ | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;3.795%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38688 | &nbsp;&nbsp;CITI |
| Republic of Colombia | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;0.931% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16179) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18271 | &nbsp;&nbsp;CITI |
| Republic of Cyprus | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;0.349% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8336 | &nbsp;&nbsp;BARC |
| Republic of Estonia | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;0.105% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40605 | &nbsp;&nbsp;DB |
| Republic of Estonia | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;0.204% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29487 | &nbsp;&nbsp;JPM |
| Republic of Finland | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.250%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.068% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4077 | &nbsp;&nbsp;BOA |
| Republic of France | &nbsp;&nbsp;06/20/34 | &nbsp;&nbsp;0.250%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;0.591% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(171994) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(134180) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37814) | &nbsp;&nbsp;CITI |
| Republic of France | &nbsp;&nbsp;12/20/34 | &nbsp;&nbsp;0.250%(Q) |  | &nbsp;&nbsp;20315 | &nbsp;&nbsp;&nbsp;&nbsp;0.614% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(568340) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(457015) | &nbsp;&nbsp;&nbsp;&nbsp;(111325) | &nbsp;&nbsp;BOA |
| Republic of France | &nbsp;&nbsp;12/20/34 | &nbsp;&nbsp;0.250%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;9995 | &nbsp;&nbsp;&nbsp;&nbsp;0.614% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(279624) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(321019) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41395 | &nbsp;&nbsp;BOA |
| Republic of Ireland | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.073% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26667 | &nbsp;&nbsp;GSI |
| Republic of Ireland | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;0.081% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34378 | &nbsp;&nbsp;MSI |
| Republic of Italy | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;0.081% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29058) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67834 | &nbsp;&nbsp;BOA |
| Republic of Italy | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;0.392% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16870) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50903 | &nbsp;&nbsp;BARC |
| Republic of Italy | &nbsp;&nbsp;12/20/33 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;0.715% | &nbsp;&nbsp;&nbsp;&nbsp;1065264 | &nbsp;&nbsp;&nbsp;&nbsp;(1138256) | &nbsp;&nbsp;&nbsp;&nbsp;2203520 | &nbsp;&nbsp;BARC |
| Republic of Italy | &nbsp;&nbsp;12/20/34 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;0.789% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8051) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32093 | &nbsp;&nbsp;CITI |
| Republic of Italy | &nbsp;&nbsp;12/20/34 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;0.789% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8051) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32093 | &nbsp;&nbsp;CITI |
| Republic of Kazakhstan | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;0.825% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40368 | &nbsp;&nbsp;BARC |
| Republic of Panama | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;0.938% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5051 | &nbsp;&nbsp;CITI |
| Republic of Panama | &nbsp;&nbsp;06/20/28 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;2810 | &nbsp;&nbsp;&nbsp;&nbsp;1.213% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12966) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55666) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42700 | &nbsp;&nbsp;CITI |
| Republic of Serbia | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;0.347% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30894) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52130 | &nbsp;&nbsp;DB |
| Republic of Serbia | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;5.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;0.347% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39222 | &nbsp;&nbsp;CITI |
| Republic of Serbia | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;0.347% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3813 | &nbsp;&nbsp;BNP |
| Republic of South Africa | &nbsp;&nbsp;06/20/31 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2.185% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(175866) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(224463) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48597 | &nbsp;&nbsp;MSI |
| SoftBank Group Corp. | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;1.025% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9781) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11907 | &nbsp;&nbsp;GSI |
| State of Illinois | &nbsp;&nbsp;06/20/28 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;0.535% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35879) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49586 | &nbsp;&nbsp;CITI |
| State of Qatar | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.107% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22665 | &nbsp;&nbsp;CITI |
| United Kingdom of Great Britain and Northern Ireland | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;0.086% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11570 | &nbsp;&nbsp;DB |
| United Kingdom of Great Britain and Northern Ireland | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;0.115% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49369 | &nbsp;&nbsp;BARC |
| United Mexican States | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.529% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28900 | &nbsp;&nbsp;GSI |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;0.232% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1981 | &nbsp;&nbsp;GSI |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;$(56897) | &nbsp;&nbsp;$(3429939) | &nbsp;&nbsp;$3373042 |  |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)

#### Credit default swap agreements outstanding at July 31, 2025 (continued):<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** |
| CMBX.NA.16.AAA | &nbsp;&nbsp;04/17/65 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;10950 &nbsp;&nbsp;\* | &nbsp;&nbsp; $(93875) | &nbsp;&nbsp; $(95062) | &nbsp;&nbsp; $1187 | &nbsp;&nbsp;CITI |
| CMBX.NA.17.AAA | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;25000 &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;(350102) | &nbsp;&nbsp;&nbsp;&nbsp;(316884) | &nbsp;&nbsp;&nbsp;&nbsp;(33218) | &nbsp;&nbsp;CITI |
| CMBX.NA.17.AAA | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;16065 &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;(224976) | &nbsp;&nbsp;&nbsp;&nbsp;(203630) | &nbsp;&nbsp;&nbsp;&nbsp;(21346) | &nbsp;&nbsp;CITI |
| CMBX.NA.17.AAA | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;&nbsp;&nbsp;5000 &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;(69812) | &nbsp;&nbsp;&nbsp;&nbsp;(85024) | &nbsp;&nbsp;&nbsp;&nbsp;15212 | &nbsp;&nbsp;CITI |
| CMBX.NA.17.AAA | &nbsp;&nbsp;12/15/56 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;&nbsp;&nbsp;3500 &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;(48869) | &nbsp;&nbsp;&nbsp;&nbsp;(86289) | &nbsp;&nbsp;&nbsp;&nbsp;37420 | &nbsp;&nbsp;CITI |
| CMBX.NA.18.AAA | &nbsp;&nbsp;12/17/57 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;15560 &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15109 | &nbsp;&nbsp;&nbsp;&nbsp;(2490) | &nbsp;&nbsp;GSI |
| CMBX.NA.18.AAA | &nbsp;&nbsp;12/17/57 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;10000 &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8110 | &nbsp;&nbsp;&nbsp;&nbsp;(61417) | &nbsp;&nbsp;&nbsp;&nbsp;69527 | &nbsp;&nbsp;CITI |
| CMBX.NA.18.AAA | &nbsp;&nbsp;12/17/57 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;10000 &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11832 | &nbsp;&nbsp;&nbsp;&nbsp;(2750) | &nbsp;&nbsp;GSI |
| CMBX.NA.18.AAA | &nbsp;&nbsp;12/17/57 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;&nbsp;&nbsp;9000 &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7299 | &nbsp;&nbsp;&nbsp;&nbsp;(10753) | &nbsp;&nbsp;&nbsp;&nbsp;18052 | &nbsp;&nbsp;CITI |
| CMBX.NA.18.AAA | &nbsp;&nbsp;12/17/57 | &nbsp;&nbsp;0.500%(M) | &nbsp;&nbsp;&nbsp;&nbsp;1000 &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(172) | &nbsp;&nbsp;CITI |
|  |  |  |  | &nbsp;&nbsp;$(749616) | &nbsp;&nbsp;$(831038) | &nbsp;&nbsp;$81422 |  |

---

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

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

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

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

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

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency swap agreement outstanding at July 31, 2025:** | **Currency swap agreement outstanding at July 31, 2025:** | **Currency swap agreement outstanding at July 31, 2025:** | **Currency swap agreement outstanding at July 31, 2025:** | **Currency swap agreement outstanding at July 31, 2025:** | **Currency swap agreement outstanding at July 31, 2025:** | **Currency swap agreement outstanding at July 31, 2025:** | **Currency swap agreement outstanding at July 31, 2025:** | **Currency swap agreement outstanding at July 31, 2025:** | **Currency swap agreement outstanding at July 31, 2025:** |
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Fund<br> Receives** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Fund<br> Pays** | &nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** |
| CNH | 10000 | &nbsp;&nbsp;2.350%(Q) | &nbsp;&nbsp;1564 | &nbsp;&nbsp;1 Day SOFR(Q)/ 4.390% | &nbsp;&nbsp;SCB | &nbsp;&nbsp;01/10/27 | &nbsp;&nbsp; $(162838) | &nbsp;&nbsp; $— | &nbsp;&nbsp;$(162838) |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)

#### Interest rate swap agreements outstanding at July 31, 2025 :

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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> July 31,<br> 2025** | &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)/ 3.780% | &nbsp;&nbsp;&nbsp;&nbsp; $(572930) | &nbsp;&nbsp;&nbsp;&nbsp; $(468117) | &nbsp;&nbsp;&nbsp;&nbsp; $104813 |
| AUD | 10000 | &nbsp;&nbsp;07/10/33 | &nbsp;&nbsp;2.987%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 3.780% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(459681) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(549346) |
| AUD | 10000 | &nbsp;&nbsp;03/26/36 | &nbsp;&nbsp;2.101%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 3.780% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1242250) | &nbsp;&nbsp;&nbsp;&nbsp;(1242250) |
| CAD | 1845 | &nbsp;&nbsp;12/03/34 | &nbsp;&nbsp;3.500%(S) | &nbsp;&nbsp;1 Day CORRA(1)(S)/ 2.760% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21039) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42613) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21574) |
| CAD | 19975 | &nbsp;&nbsp;12/03/35 | &nbsp;&nbsp;3.500%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.760% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113168) |
| CAD | 3410 | &nbsp;&nbsp;12/03/48 | &nbsp;&nbsp;3.450%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.760% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63352) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65743 |
| CAD | 2765 | &nbsp;&nbsp;12/03/49 | &nbsp;&nbsp;3.400%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.760% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11812) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(149193) |
| CAD | 415 | &nbsp;&nbsp;12/03/54 | &nbsp;&nbsp;3.250%(S) | &nbsp;&nbsp;1 Day CORRA(1)(S)/ 2.760% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1955) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9286 |
| CHF | 14500 | &nbsp;&nbsp;01/31/29 | &nbsp;&nbsp;0.260%(A) | &nbsp;&nbsp;1 Day SARON(2)(S)/ (0.033)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33002) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143921 |
| CHF | 800 | &nbsp;&nbsp;10/17/31 | &nbsp;&nbsp;0.033%(A) | &nbsp;&nbsp;1 Day SARON(2)(S)/ (0.033)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(494) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18795) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18301) |
| CHF | 4000 | &nbsp;&nbsp;11/05/31 | &nbsp;&nbsp;0.125%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.033)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53101) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53101) |
| CHF | 700 | &nbsp;&nbsp;04/03/33 | &nbsp;&nbsp;0.687%(A) | &nbsp;&nbsp;1 Day SARON(2)(S)/ (0.033)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2918) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20454 |
| CHF | 11630 | &nbsp;&nbsp;03/20/34 | &nbsp;&nbsp;1.258%(A) | &nbsp;&nbsp;1 Day SARON(1)(A)/ (0.033)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(911674) | &nbsp;&nbsp;&nbsp;&nbsp;(1084913) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(173239) |
| CHF | 12200 | &nbsp;&nbsp;12/13/34 | &nbsp;&nbsp;0.371%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.033)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(144026) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(144026) |
| CHF | 19925 | &nbsp;&nbsp;07/04/35 | &nbsp;&nbsp;0.519%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.033)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22944 |
| CLP | 634000 | &nbsp;&nbsp;02/11/30 | &nbsp;&nbsp;3.085%(S) | &nbsp;&nbsp;1 Day CLOIS(2)(S)/ 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49873) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49873) |
| CLP | 800000 | &nbsp;&nbsp;07/13/30 | &nbsp;&nbsp;2.030%(S) | &nbsp;&nbsp;1 Day CLOIS(2)(S)/ 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(101253) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(101253) |
| CNH | 48542 | &nbsp;&nbsp;08/06/25 | &nbsp;&nbsp;2.555%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14204 |
| CNH | 129600 | &nbsp;&nbsp;09/01/25 | &nbsp;&nbsp;2.735%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49251 |
| CNH | 225740 | &nbsp;&nbsp;11/02/25 | &nbsp;&nbsp;2.588%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150723 |
| CNH | 200000 | &nbsp;&nbsp;12/09/25 | &nbsp;&nbsp;2.855%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175824 |
| CNH | 192490 | &nbsp;&nbsp;01/05/26 | &nbsp;&nbsp;2.660%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(76) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149165 |
| CNH | 40000 | &nbsp;&nbsp;03/03/26 | &nbsp;&nbsp;2.840%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52166 |
| CNH | 260000 | &nbsp;&nbsp;03/04/26 | &nbsp;&nbsp;1.765%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(1)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48378) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48378) |
| CNH | 50000 | &nbsp;&nbsp;03/23/26 | &nbsp;&nbsp;2.875%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68110 |
| CNH | 345920 | &nbsp;&nbsp;04/12/26 | &nbsp;&nbsp;2.810%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(231) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458603 |
| CNH | 6300 | &nbsp;&nbsp;12/22/26 | &nbsp;&nbsp;2.460%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12221 |
| CNH | 434070 | &nbsp;&nbsp;05/11/28 | &nbsp;&nbsp;2.600%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1898593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292906 |
| CNH | 69650 | &nbsp;&nbsp;12/06/28 | &nbsp;&nbsp;2.400%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285264 |
| CNH | 286750 | &nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;2.027%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736376 |
| CNH | 95000 | &nbsp;&nbsp;07/23/29 | &nbsp;&nbsp;1.873%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29056 |
| CNH | 60000 | &nbsp;&nbsp;12/12/29 | &nbsp;&nbsp;1.496%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22105) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22105) |
| CNH | 106665 | &nbsp;&nbsp;05/11/30 | &nbsp;&nbsp;1.500%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40323) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51573) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11250) |
| DKK | 5000 | &nbsp;&nbsp;08/29/26 | &nbsp;&nbsp;0.580%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 2.140% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17064) |
| DKK | 1300 | &nbsp;&nbsp;10/21/26 | &nbsp;&nbsp;0.673%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 2.140% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3862) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3863) |
| DKK | 13000 | &nbsp;&nbsp;03/15/27 | &nbsp;&nbsp;1.123%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 2.140% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44438) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44438) |
| DKK | 1865 | &nbsp;&nbsp;06/22/27 | &nbsp;&nbsp;0.987%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 2.140% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6658) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6658) |
| DKK | 9925 | &nbsp;&nbsp;07/10/35 | &nbsp;&nbsp;3.200%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 2.140% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7139 |
| EUR | 65650 | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;3.076%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.919% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(870701) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(870701) |
| EUR | 18515 | &nbsp;&nbsp;10/11/29 | &nbsp;&nbsp;2.101%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.919% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15562) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15562) |
| EUR | 27230 | &nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;(0.191)%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.919% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7778) | &nbsp;&nbsp;&nbsp;&nbsp;(4398369) | &nbsp;&nbsp;&nbsp;&nbsp;(4390591) |
| EUR | 17280 | &nbsp;&nbsp;05/11/31 | &nbsp;&nbsp;2.650%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.919% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(428030) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(503790) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(75760) |
| EUR | 6400 | &nbsp;&nbsp;02/23/32 | &nbsp;&nbsp;1.180%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(617399) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(617505) |
| EUR | 4680 | &nbsp;&nbsp;03/29/32 | &nbsp;&nbsp;1.170%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(455139) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(456168) |
| EUR | 4150 | &nbsp;&nbsp;05/11/32 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56672) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(422289) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(365617) |
| EUR | 7000 | &nbsp;&nbsp;06/28/32 | &nbsp;&nbsp;0.785%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37310) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(876542) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(839232) |
| EUR | 3050 | &nbsp;&nbsp;10/30/32 | &nbsp;&nbsp;1.302%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(266014) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(266014) |
| EUR | 19945 | &nbsp;&nbsp;03/20/33 | &nbsp;&nbsp;2.996%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752240 |
| EUR | 14225 | &nbsp;&nbsp;05/11/33 | &nbsp;&nbsp;1.000%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(236340) | &nbsp;&nbsp;&nbsp;&nbsp;(1825219) | &nbsp;&nbsp;&nbsp;&nbsp;(1588879) |
| EUR | 26060 | &nbsp;&nbsp;02/15/34 | &nbsp;&nbsp;2.192%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.919% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489065 |
| EUR | 28840 | &nbsp;&nbsp;02/15/34 | &nbsp;&nbsp;2.231%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.919% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435232 |
| EUR | 19745 | &nbsp;&nbsp;02/15/34 | &nbsp;&nbsp;2.258%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.919% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247633 |
| EUR | 4290 | &nbsp;&nbsp;03/20/34 | &nbsp;&nbsp;2.560%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.919% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65607) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65607) |
| EUR | 12390 | &nbsp;&nbsp;05/11/34 | &nbsp;&nbsp;2.650%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.919% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38229) |
| EUR | 14280 | &nbsp;&nbsp;03/20/38 | &nbsp;&nbsp;2.982%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(376135) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(376135) |
| EUR | 365 | &nbsp;&nbsp;05/11/39 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.919% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2522) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(76741) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(74219) |
| EUR | 12485 | &nbsp;&nbsp;11/24/41 | &nbsp;&nbsp;0.565%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2752303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2752303 |
| EUR | 12485 | &nbsp;&nbsp;11/24/41 | &nbsp;&nbsp;0.600%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.008% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2741426) | &nbsp;&nbsp;&nbsp;&nbsp;(2741426) |
| EUR | 30272 | &nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;0.629%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6508628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6508628 |
| EUR | 30272 | &nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;0.663%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.008% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(6486168) | &nbsp;&nbsp;&nbsp;&nbsp;(6486168) |
| EUR | 8450 | &nbsp;&nbsp;02/17/42 | &nbsp;&nbsp;0.536%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3093308) | &nbsp;&nbsp;&nbsp;&nbsp;(3093308) |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)

#### Interest rate swap agreements outstanding at July 31, 2025 (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> July 31,<br> 2025** | &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 | 17040 | &nbsp;&nbsp;03/22/42 | &nbsp;&nbsp;1.257%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp; $2748580 | &nbsp;&nbsp; $2748580 |
| EUR | 17040 | &nbsp;&nbsp;03/22/42 | &nbsp;&nbsp;1.310%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.008% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2712587) | &nbsp;&nbsp;&nbsp;&nbsp;(2712587) |
| EUR | 1235 | &nbsp;&nbsp;07/04/42 | &nbsp;&nbsp;1.001%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106256) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(359080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(252824) |
| EUR | 15130 | &nbsp;&nbsp;02/24/43 | &nbsp;&nbsp;2.910%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(101731) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(114279) |
| EUR | 15130 | &nbsp;&nbsp;02/24/43 | &nbsp;&nbsp;2.960%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.008% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6940) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382528 |
| EUR | 14270 | &nbsp;&nbsp;03/09/46 | &nbsp;&nbsp;0.425%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(6438763) | &nbsp;&nbsp;&nbsp;&nbsp;(6438763) |
| EUR | 3000 | &nbsp;&nbsp;05/11/49 | &nbsp;&nbsp;1.450%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(97482) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(853657) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(756175) |
| EUR | 44440 | &nbsp;&nbsp;11/28/54 | &nbsp;&nbsp;1.468%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.075% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31553) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3197987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3229540 |
| GBP | 38240 | &nbsp;&nbsp;05/08/27 | &nbsp;&nbsp;1.050%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 4.217% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2893276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2622900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(270376) |
| GBP | 40655 | &nbsp;&nbsp;05/08/28 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 4.217% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8130379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950300 | &nbsp;&nbsp;&nbsp;&nbsp;(4180079) |
| GBP | 30750 | &nbsp;&nbsp;06/07/28 | &nbsp;&nbsp;4.059%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 4.217% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417809 |
| GBP | 38880 | &nbsp;&nbsp;05/08/29 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 4.217% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5919338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4958920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(960418) |
| GBP | 8290 | &nbsp;&nbsp;05/08/30 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 4.217% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2099979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(785929) |
| GBP | 6355 | &nbsp;&nbsp;05/08/32 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 4.217% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(711417) | &nbsp;&nbsp;&nbsp;&nbsp;(1389787) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(678370) |
| GBP | 14450 | &nbsp;&nbsp;05/08/33 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 4.217% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4631444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3630278 | &nbsp;&nbsp;&nbsp;&nbsp;(1001166) |
| GBP | 2120 | &nbsp;&nbsp;05/08/37 | &nbsp;&nbsp;1.200%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 4.217% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(562865) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(791991) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(229126) |
| GBP | 4100 | &nbsp;&nbsp;05/08/42 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 4.217% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20301 | &nbsp;&nbsp;&nbsp;&nbsp;(2068799) | &nbsp;&nbsp;&nbsp;&nbsp;(2089100) |
| GBP | 9725 | &nbsp;&nbsp;05/08/46 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 4.217% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1483909 | &nbsp;&nbsp;&nbsp;&nbsp;(5749597) | &nbsp;&nbsp;&nbsp;&nbsp;(7233506) |
| GBP | 3440 | &nbsp;&nbsp;05/08/49 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 4.217% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612062 | &nbsp;&nbsp;&nbsp;&nbsp;(2213625) | &nbsp;&nbsp;&nbsp;&nbsp;(2825687) |
| GBP | 3540 | &nbsp;&nbsp;09/03/50 | &nbsp;&nbsp;0.328%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 4.217% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31) | &nbsp;&nbsp;&nbsp;&nbsp;(3149151) | &nbsp;&nbsp;&nbsp;&nbsp;(3149120) |
| GBP | 1800 | &nbsp;&nbsp;05/08/52 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 4.217% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(216398) | &nbsp;&nbsp;&nbsp;&nbsp;(1235387) | &nbsp;&nbsp;&nbsp;&nbsp;(1018989) |
| GBP | 3700 | &nbsp;&nbsp;05/08/54 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 4.217% | &nbsp;&nbsp;&nbsp;&nbsp;(2044026) | &nbsp;&nbsp;&nbsp;&nbsp;(2624944) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(580918) |
| HUF | 500000 | &nbsp;&nbsp;03/31/31 | &nbsp;&nbsp;2.460%(A) | &nbsp;&nbsp;6 Month BUBOR(2)(S)/ 6.490% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(287080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(287080) |
| ILS | 21840 | &nbsp;&nbsp;07/08/30 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SHIR(2)(A)/ 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22155) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23658) |
| JPY | 9000000 | &nbsp;&nbsp;03/02/26 | &nbsp;&nbsp;0.029%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(341352) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(341358) |
| JPY | 5000000 | &nbsp;&nbsp;06/02/26 | &nbsp;&nbsp;0.009%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(218438) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(218454) |
| JPY | 2000000 | &nbsp;&nbsp;01/04/27 | &nbsp;&nbsp;(0.033)%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(161034) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(162821) |
| JPY | 2100000 | &nbsp;&nbsp;05/06/27 | &nbsp;&nbsp;0.020%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(215620) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(215647) |
| JPY | 2140000 | &nbsp;&nbsp;07/08/27 | &nbsp;&nbsp;0.500%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90777) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80452) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10325 |
| JPY | 6295000 | &nbsp;&nbsp;04/11/28 | &nbsp;&nbsp;0.609%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273727 |
| JPY | 7080000 | &nbsp;&nbsp;07/08/28 | &nbsp;&nbsp;(0.050)%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(674915) |
| JPY | 3674000 | &nbsp;&nbsp;07/31/28 | &nbsp;&nbsp;0.268%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(451601) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(451601) |
| JPY | 1800000 | &nbsp;&nbsp;11/12/28 | &nbsp;&nbsp;0.011%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(385505) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(385549) |
| JPY | 135000 | &nbsp;&nbsp;02/20/29 | &nbsp;&nbsp;1.260%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2590) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13942 |
| JPY | 2500000 | &nbsp;&nbsp;03/22/29 | &nbsp;&nbsp;0.068%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1136) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(578412) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(577276) |
| JPY | 50000 | &nbsp;&nbsp;04/02/29 | &nbsp;&nbsp;1.288%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(602) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4910 |
| JPY | 100000 | &nbsp;&nbsp;08/18/29 | &nbsp;&nbsp;1.070%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1725) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4635 |
| JPY | 100000 | &nbsp;&nbsp;08/28/29 | &nbsp;&nbsp;1.043%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1485) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3464 |
| JPY | 200000 | &nbsp;&nbsp;09/09/29 | &nbsp;&nbsp;1.061%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2756) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7544 |
| JPY | 655000 | &nbsp;&nbsp;09/29/29 | &nbsp;&nbsp;1.064%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7067) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21532 |
| JPY | 300000 | &nbsp;&nbsp;07/02/30 | &nbsp;&nbsp;0.047%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(148) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98671) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98523) |
| JPY | 200000 | &nbsp;&nbsp;04/01/31 | &nbsp;&nbsp;0.319%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(650) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58412) |
| JPY | 215000 | &nbsp;&nbsp;05/06/31 | &nbsp;&nbsp;0.354%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(365) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61744) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61379) |
| JPY | 150000 | &nbsp;&nbsp;07/07/31 | &nbsp;&nbsp;0.071%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(170) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60926) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60756) |
| JPY | 2945000 | &nbsp;&nbsp;07/08/31 | &nbsp;&nbsp;0.000%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136422 |
| JPY | 700000 | &nbsp;&nbsp;08/05/31 | &nbsp;&nbsp;0.026%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(311447) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(311483) |
| JPY | 256500 | &nbsp;&nbsp;08/15/31 | &nbsp;&nbsp;0.223%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(979) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(93398) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92419) |
| JPY | 130000 | &nbsp;&nbsp;08/30/31 | &nbsp;&nbsp;0.217%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(404) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47952) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47548) |
| JPY | 120000 | &nbsp;&nbsp;09/08/31 | &nbsp;&nbsp;0.316%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(524) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39495) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38971) |
| JPY | 190000 | &nbsp;&nbsp;09/21/31 | &nbsp;&nbsp;0.328%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(744) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62088) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61344) |
| JPY | 350000 | &nbsp;&nbsp;10/14/31 | &nbsp;&nbsp;0.270%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(797) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(124058) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(123261) |
| JPY | 200000 | &nbsp;&nbsp;04/06/32 | &nbsp;&nbsp;0.484%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(986) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59493) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58507) |
| JPY | 159520 | &nbsp;&nbsp;04/07/32 | &nbsp;&nbsp;0.491%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(786) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46960) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46174) |
| JPY | 1200000 | &nbsp;&nbsp;05/19/32 | &nbsp;&nbsp;0.023%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(614988) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(614970) |
| JPY | 800000 | &nbsp;&nbsp;05/29/32 | &nbsp;&nbsp;0.016%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(414187) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(414185) |
| JPY | 140000 | &nbsp;&nbsp;06/07/32 | &nbsp;&nbsp;0.451%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45296) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45296) |
| JPY | 71000 | &nbsp;&nbsp;09/21/32 | &nbsp;&nbsp;0.463%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(419) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24203) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23784) |
| JPY | 160000 | &nbsp;&nbsp;11/14/32 | &nbsp;&nbsp;2.390%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91752 |
| JPY | 530000 | &nbsp;&nbsp;07/08/33 | &nbsp;&nbsp;0.100%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(220295) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(294196) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73901) |
| JPY | 900000 | &nbsp;&nbsp;01/04/38 | &nbsp;&nbsp;0.757%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20294) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(570548) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(550254) |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)

#### Interest rate swap agreements outstanding at July 31, 2025 (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> July 31,<br> 2025** | &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)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(6993) | &nbsp;&nbsp;&nbsp;&nbsp; $(587503) | &nbsp;&nbsp;&nbsp;&nbsp; $(580510) |
| JPY | 675000 | &nbsp;&nbsp;04/06/38 | &nbsp;&nbsp;0.655%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5229) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(498176) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(492947) |
| JPY | 285000 | &nbsp;&nbsp;07/08/38 | &nbsp;&nbsp;0.200%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10033) |
| JPY | 600000 | &nbsp;&nbsp;08/10/38 | &nbsp;&nbsp;0.822%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11267) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(383034) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(371767) |
| JPY | 2430385 | &nbsp;&nbsp;12/03/38 | &nbsp;&nbsp;0.600%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1130) | &nbsp;&nbsp;&nbsp;&nbsp;(2091506) | &nbsp;&nbsp;&nbsp;&nbsp;(2090376) |
| JPY | 969000 | &nbsp;&nbsp;12/03/39 | &nbsp;&nbsp;0.650%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(494) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(910647) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(910153) |
| JPY | 765000 | &nbsp;&nbsp;07/08/40 | &nbsp;&nbsp;1.400%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(111811) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(222956) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(111145) |
| JPY | 166000 | &nbsp;&nbsp;05/09/43 | &nbsp;&nbsp;0.820%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(777) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(199257) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(198480) |
| JPY | 2000000 | &nbsp;&nbsp;10/23/45 | &nbsp;&nbsp;0.333%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5881) | &nbsp;&nbsp;&nbsp;&nbsp;(4086580) | &nbsp;&nbsp;&nbsp;&nbsp;(4080699) |
| JPY | 775000 | &nbsp;&nbsp;04/12/46 | &nbsp;&nbsp;0.496%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4373) | &nbsp;&nbsp;&nbsp;&nbsp;(1482116) | &nbsp;&nbsp;&nbsp;&nbsp;(1477743) |
| JPY | 110291 | &nbsp;&nbsp;04/15/46 | &nbsp;&nbsp;0.560%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(655) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(202726) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(202071) |
| JPY | 26000 | &nbsp;&nbsp;10/04/47 | &nbsp;&nbsp;0.942%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(326) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39972) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39646) |
| JPY | 560000 | &nbsp;&nbsp;11/24/47 | &nbsp;&nbsp;0.888%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1360) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(908721) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(907361) |
| JPY | 940000 | &nbsp;&nbsp;07/08/49 | &nbsp;&nbsp;1.700%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571225 |
| JPY | 500000 | &nbsp;&nbsp;05/29/50 | &nbsp;&nbsp;0.186%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(151) | &nbsp;&nbsp;&nbsp;&nbsp;(1400500) | &nbsp;&nbsp;&nbsp;&nbsp;(1400349) |
| JPY | 975000 | &nbsp;&nbsp;07/08/50 | &nbsp;&nbsp;1.700%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565943 |
| JPY | 500000 | &nbsp;&nbsp;08/26/50 | &nbsp;&nbsp;0.334%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3408) | &nbsp;&nbsp;&nbsp;&nbsp;(1317319) | &nbsp;&nbsp;&nbsp;&nbsp;(1313911) |
| JPY | 1000000 | &nbsp;&nbsp;12/16/50 | &nbsp;&nbsp;0.338%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11737) | &nbsp;&nbsp;&nbsp;&nbsp;(2658637) | &nbsp;&nbsp;&nbsp;&nbsp;(2646900) |
| JPY | 1200000 | &nbsp;&nbsp;02/08/51 | &nbsp;&nbsp;0.467%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13962) | &nbsp;&nbsp;&nbsp;&nbsp;(3003247) | &nbsp;&nbsp;&nbsp;&nbsp;(2989285) |
| JPY | 1650000 | &nbsp;&nbsp;03/30/51 | &nbsp;&nbsp;0.520%(S) | &nbsp;&nbsp;1 Day TONAR(2)(S)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12068) | &nbsp;&nbsp;&nbsp;&nbsp;(4031190) | &nbsp;&nbsp;&nbsp;&nbsp;(4019122) |
| JPY | 701000 | &nbsp;&nbsp;07/31/53 | &nbsp;&nbsp;1.102%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237287 |
| JPY | 1000000 | &nbsp;&nbsp;07/08/54 | &nbsp;&nbsp;0.450%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2776620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994730 |
| JPY | 2145000 | &nbsp;&nbsp;07/08/54 | &nbsp;&nbsp;1.750%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99598 | &nbsp;&nbsp;&nbsp;&nbsp;(1902662) | &nbsp;&nbsp;&nbsp;&nbsp;(2002260) |
| JPY | 570000 | &nbsp;&nbsp;07/08/55 | &nbsp;&nbsp;1.750%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(341248) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(533494) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(192246) |
| KRW | 18824000 | &nbsp;&nbsp;08/06/25 | &nbsp;&nbsp;0.830%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64993) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64992) |
| KRW | 19850000 | &nbsp;&nbsp;04/19/28 | &nbsp;&nbsp;3.135%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279396 |
| KRW | 20447900 | &nbsp;&nbsp;09/10/28 | &nbsp;&nbsp;2.043%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(180055) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(475733) |
| KRW | 11000000 | &nbsp;&nbsp;02/05/30 | &nbsp;&nbsp;1.319%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(424820) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(424826) |
| KRW | 5000000 | &nbsp;&nbsp;01/05/31 | &nbsp;&nbsp;1.258%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(236092) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(236092) |
| KRW | 4000000 | &nbsp;&nbsp;08/13/31 | &nbsp;&nbsp;1.630%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(137899) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(137899) |
| KRW | 1067160 | &nbsp;&nbsp;03/10/33 | &nbsp;&nbsp;3.150%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13894) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45134 |
| KRW | 2640000 | &nbsp;&nbsp;11/24/33 | &nbsp;&nbsp;3.610%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149738 |
| KRW | 30916085 | &nbsp;&nbsp;03/10/34 | &nbsp;&nbsp;3.150%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960856 |
| KRW | 12166000 | &nbsp;&nbsp;03/10/35 | &nbsp;&nbsp;3.200%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59319 |
| KRW | 11100000 | &nbsp;&nbsp;11/08/39 | &nbsp;&nbsp;3.000%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334988 |
| KRW | 8800000 | &nbsp;&nbsp;11/08/44 | &nbsp;&nbsp;2.840%(Q) | &nbsp;&nbsp;3 Month KWCDC(1)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(292088) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(292088) |
| MXN | 170735 | &nbsp;&nbsp;12/10/25 | &nbsp;&nbsp;9.425%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 8.244% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47355 |
| NOK | 36000 | &nbsp;&nbsp;02/07/29 | &nbsp;&nbsp;2.083%(A) | &nbsp;&nbsp;6 Month NIBOR(2)(S)/ 4.360% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(249109) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(249109) |
| NOK | 48000 | &nbsp;&nbsp;10/07/29 | &nbsp;&nbsp;1.660%(A) | &nbsp;&nbsp;6 Month NIBOR(2)(S)/ 4.360% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(406028) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(406028) |
| NZD | 6450 | &nbsp;&nbsp;11/28/28 | &nbsp;&nbsp;2.950%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 3.195% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47413) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47413) |
| NZD | 21660 | &nbsp;&nbsp;07/31/35 | &nbsp;&nbsp;4.068%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 3.195% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21360 |
| PLN | 10000 | &nbsp;&nbsp;03/26/31 | &nbsp;&nbsp;1.675%(A) | &nbsp;&nbsp;6 Month WIBOR(2)(S)/ 4.780% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(378447) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(378447) |
| SEK | 60000 | &nbsp;&nbsp;07/10/32 | &nbsp;&nbsp;3.150%(A) | &nbsp;&nbsp;3 Month STIBOR(1)(Q)/ 2.159% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(346154) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(236968) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109186 |
| SGD | 17215 | &nbsp;&nbsp;07/29/31 | &nbsp;&nbsp;1.120%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 1.752% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(482046) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(553678) |
| THB | 173600 | &nbsp;&nbsp;04/28/30 | &nbsp;&nbsp;1.020%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.741% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66669) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66669) |
| THB | 23000 | &nbsp;&nbsp;05/29/30 | &nbsp;&nbsp;2.645%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.741% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(630) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46321 |
| THB | 72900 | &nbsp;&nbsp;06/25/30 | &nbsp;&nbsp;0.990%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.741% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34404) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34404) |
| THB | 200200 | &nbsp;&nbsp;07/03/30 | &nbsp;&nbsp;1.028%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.741% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(82980) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(82980) |
| THB | 115500 | &nbsp;&nbsp;08/17/31 | &nbsp;&nbsp;1.320%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.741% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10218) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10218) |
| THB | 260500 | &nbsp;&nbsp;04/18/34 | &nbsp;&nbsp;2.895%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.741% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907064 |
| THB | 218530 | &nbsp;&nbsp;04/22/34 | &nbsp;&nbsp;2.818%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.741% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718071 |
| THB | 110000 | &nbsp;&nbsp;04/23/34 | &nbsp;&nbsp;2.855%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.741% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371685 |
| THB | 204200 | &nbsp;&nbsp;12/16/34 | &nbsp;&nbsp;2.173%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.741% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338887 |
| TWD | 564000 | &nbsp;&nbsp;02/17/28 | &nbsp;&nbsp;1.390%(Q) | &nbsp;&nbsp;3 Month TAIBOR(1)(Q)/ 1.678% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97710 |
|  | 282225 | &nbsp;&nbsp;08/19/25 | &nbsp;&nbsp;4.395%(T) | &nbsp;&nbsp;1 Day SOFR(2)(T)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(883) | &nbsp;&nbsp;&nbsp;&nbsp;(1297889) | &nbsp;&nbsp;&nbsp;&nbsp;(1297006) |
|  | 118435 | &nbsp;&nbsp;11/12/25 | &nbsp;&nbsp;4.200%(T) | &nbsp;&nbsp;1 Day SOFR(1)(T)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248424 |
|  | 71770 | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;4.861%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423794 |
|  | 139215 | &nbsp;&nbsp;05/11/26 | &nbsp;&nbsp;4.750%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(497730) |
|  | 50180 | &nbsp;&nbsp;09/25/26 | &nbsp;&nbsp;4.699%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(401050) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(401050) |
|  | 32215 | &nbsp;&nbsp;09/05/28 | &nbsp;&nbsp;4.027%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(245784) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(245784) |

---

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)

#### Interest rate swap agreements outstanding at July 31, 2025 (continued):<br>

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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> July 31,<br> 2025** | &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.):** |
| 27150 | &nbsp;&nbsp;09/28/28 | &nbsp;&nbsp;4.396%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(620180) | &nbsp;&nbsp;&nbsp;&nbsp; $(620180) |
| 30430 | &nbsp;&nbsp;11/07/28 | &nbsp;&nbsp;4.223%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(541855) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(541855) |
| 30780 | &nbsp;&nbsp;05/17/29 | &nbsp;&nbsp;4.143%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(599015) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(599015) |
| 21040 | &nbsp;&nbsp;03/28/32 | &nbsp;&nbsp;3.841%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(178899) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(178899) |
| 13000 | &nbsp;&nbsp;04/26/33 | &nbsp;&nbsp;3.070%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(382651) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(382651) |
| 16570 | &nbsp;&nbsp;12/10/34 | &nbsp;&nbsp;3.911%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90616 |
| 16030 | &nbsp;&nbsp;08/01/35 | &nbsp;&nbsp;3.869%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54067) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54067) |
| 38155 | &nbsp;&nbsp;08/15/39 | &nbsp;&nbsp;3.771%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1233008) | &nbsp;&nbsp;&nbsp;&nbsp;(1233008) |
| 21865 | &nbsp;&nbsp;05/11/45 | &nbsp;&nbsp;4.000%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(923603) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(301498) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622105 |
| 29415 | &nbsp;&nbsp;05/11/49 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;(11439021) | &nbsp;&nbsp;&nbsp;&nbsp;(12533707) | &nbsp;&nbsp;&nbsp;&nbsp;(1094686) |
| 8440 | &nbsp;&nbsp;12/16/49 | &nbsp;&nbsp;3.805%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(404845) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(404845) |
| 7443 | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;3.927%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185521 |
| 7710 | &nbsp;&nbsp;04/30/54 | &nbsp;&nbsp;4.027%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40746 |
| 15125 | &nbsp;&nbsp;05/10/54 | &nbsp;&nbsp;3.850%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(85930) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(538232) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(452302) |
| 27110 | &nbsp;&nbsp;05/11/54 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;11885095 | &nbsp;&nbsp;&nbsp;&nbsp;12628306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743211 |
| 140995 | &nbsp;&nbsp;12/14/54 | &nbsp;&nbsp;3.136%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3841239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275701 |
| 14416 | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;3.638%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826769 |
| 7515 | &nbsp;&nbsp;12/16/54 | &nbsp;&nbsp;3.719%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454636 |
| 21200 | &nbsp;&nbsp;01/15/55 | &nbsp;&nbsp;4.130%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(409640) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(275696) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133944 |
| 47230 | &nbsp;&nbsp;05/11/55 | &nbsp;&nbsp;3.850%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1952386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1618440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(333946) |
| 16430 | &nbsp;&nbsp;05/10/74 | &nbsp;&nbsp;3.420%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226412 |
| 24840 | &nbsp;&nbsp;05/11/74 | &nbsp;&nbsp;1.950%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980695 |
|  |  |  |  | &nbsp;&nbsp;$29540062 | &nbsp;&nbsp;$(35332872) | &nbsp;&nbsp;$(64872934) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid(Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** |
| BRL | 10457 | &nbsp;&nbsp;01/02/31 | &nbsp;&nbsp;13.788%(T) | &nbsp;&nbsp;1 Day BROIS(1)(T)/ 0.055% | &nbsp;&nbsp; $(15284) | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(15284) | &nbsp;&nbsp;GSI |
| BRL | 10457 | &nbsp;&nbsp;01/02/31 | &nbsp;&nbsp;13.940%(T) | &nbsp;&nbsp;1 Day BROIS(2)(T)/ 0.055% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30992 | &nbsp;&nbsp;GSI |
| BRL | 106841 | &nbsp;&nbsp;01/02/31 | &nbsp;&nbsp;14.190%(T) | &nbsp;&nbsp;1 Day BROIS(1)(T)/ 0.055% | &nbsp;&nbsp;&nbsp;&nbsp;(583625) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(583625) | &nbsp;&nbsp;GSI |
| BRL | 106841 | &nbsp;&nbsp;01/02/31 | &nbsp;&nbsp;14.340%(T) | &nbsp;&nbsp;1 Day BROIS(2)(T)/ 0.055% | &nbsp;&nbsp;&nbsp;&nbsp;538561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;538561 | &nbsp;&nbsp;GSI |
| CNH | 10000 | &nbsp;&nbsp;04/02/26 | &nbsp;&nbsp;3.120%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16359 | &nbsp;&nbsp;CITI |
| CNH | 1000 | &nbsp;&nbsp;06/15/28 | &nbsp;&nbsp;2.365%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(1)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3438) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3438) | &nbsp;&nbsp;MSI |
| CNH | 1000 | &nbsp;&nbsp;06/15/28 | &nbsp;&nbsp;2.410%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3595 | &nbsp;&nbsp;MSI |
| CNH | 75000 | &nbsp;&nbsp;07/12/28 | &nbsp;&nbsp;2.410%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(1)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;(272412) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(272412) | &nbsp;&nbsp;MSI |
| CNH | 75000 | &nbsp;&nbsp;07/12/28 | &nbsp;&nbsp;2.455%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;284190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;284190 | &nbsp;&nbsp;MSI |
| CNH | 34800 | &nbsp;&nbsp;07/31/30 | &nbsp;&nbsp;2.515%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;219639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;219639 | &nbsp;&nbsp;MSI |
| CNH | 16100 | &nbsp;&nbsp;11/24/30 | &nbsp;&nbsp;2.495%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;108047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;108047 | &nbsp;&nbsp;MSI |
| CNH | 5000 | &nbsp;&nbsp;10/14/31 | &nbsp;&nbsp;2.675%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44779 | &nbsp;&nbsp;SCB |
| CNH | 30000 | &nbsp;&nbsp;11/02/31 | &nbsp;&nbsp;2.700%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.550% | &nbsp;&nbsp;&nbsp;&nbsp;284330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;284330 | &nbsp;&nbsp;SCB |
| JPY | 35000 | &nbsp;&nbsp;12/14/32 | &nbsp;&nbsp;1.575%(S) | &nbsp;&nbsp;6 Month JPY LIBOR(2)(S)/ 0.072% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6686 | &nbsp;&nbsp;HSBC |
| KRW | 1485000 | &nbsp;&nbsp;10/28/26 | &nbsp;&nbsp;1.520%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;(11532) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;&nbsp;(11525) | &nbsp;&nbsp;JPM |
| KRW | 2040000 | &nbsp;&nbsp;04/26/27 | &nbsp;&nbsp;1.880%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;(12791) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(12791) | &nbsp;&nbsp;MSI |
| KRW | 1280000 | &nbsp;&nbsp;10/17/28 | &nbsp;&nbsp;1.450%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;(28383) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(28383) | &nbsp;&nbsp;CITI |
| KRW | 520000 | &nbsp;&nbsp;01/27/31 | &nbsp;&nbsp;1.870%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;(12619) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(12619) | &nbsp;&nbsp;JPM |
| KRW | 8100000 | &nbsp;&nbsp;05/30/34 | &nbsp;&nbsp;3.418%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;386101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;386101 | &nbsp;&nbsp;GSI |
| KRW | 3330000 | &nbsp;&nbsp;05/30/54 | &nbsp;&nbsp;2.968%(Q) | &nbsp;&nbsp;3 Month KWCDC(1)(Q)/ 2.510% | &nbsp;&nbsp;&nbsp;&nbsp;(311191) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(311191) | &nbsp;&nbsp;GSI |
| MYR | 23575 | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;2.625%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.230% | &nbsp;&nbsp;&nbsp;&nbsp;(25720) | &nbsp;&nbsp;&nbsp;&nbsp;(83) | &nbsp;&nbsp;&nbsp;&nbsp;(25637) | &nbsp;&nbsp;MSI |
| MYR | 45900 | &nbsp;&nbsp;08/12/26 | &nbsp;&nbsp;2.605%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.230% | &nbsp;&nbsp;&nbsp;&nbsp;(82521) | &nbsp;&nbsp;&nbsp;&nbsp;(194) | &nbsp;&nbsp;&nbsp;&nbsp;(82327) | &nbsp;&nbsp;HSBC |
| MYR | 3000 | &nbsp;&nbsp;07/29/27 | &nbsp;&nbsp;3.060%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;JPM |
| MYR | 3160 | &nbsp;&nbsp;07/11/29 | &nbsp;&nbsp;3.528%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12493 | &nbsp;&nbsp;MSI |
| MYR | 11700 | &nbsp;&nbsp;11/19/29 | &nbsp;&nbsp;3.245%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14467 | &nbsp;&nbsp;MSI |
| MYR | 17800 | &nbsp;&nbsp;02/04/30 | &nbsp;&nbsp;3.060%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.230% | &nbsp;&nbsp;&nbsp;&nbsp;(13189) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;(13198) | &nbsp;&nbsp;MSI |
| MYR | 17745 | &nbsp;&nbsp;02/28/32 | &nbsp;&nbsp;3.625%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.230% | &nbsp;&nbsp;&nbsp;&nbsp;111372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;111368 | &nbsp;&nbsp;JPM |
| MYR | 13700 | &nbsp;&nbsp;07/29/35 | &nbsp;&nbsp;3.330%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp;JPM |
| SAR | 49500 | &nbsp;&nbsp;04/26/33 | &nbsp;&nbsp;4.495%(A) | &nbsp;&nbsp;3 Month SAIBOR(1)(Q)/ 5.405% | &nbsp;&nbsp;&nbsp;&nbsp;222951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;222951 | &nbsp;&nbsp;MSI |
|  | 10000 | &nbsp;&nbsp;09/22/28 | &nbsp;&nbsp;3.290%(S) | &nbsp;&nbsp;1 Week MUNIPSA(1)(Q)/ 2.290% | &nbsp;&nbsp;&nbsp;&nbsp;(356152) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(356152) | &nbsp;&nbsp;JPM |
|  |  |  |  |  | &nbsp;&nbsp;$557977 | &nbsp;&nbsp;$(263) | &nbsp;&nbsp;$558240 |  |

---

PGIM Global Total Return Fund

------

#### PGIM Global Total Return Fund

#### Schedule of Investments as of July 31, 2025 (unaudited) (continued)

#### Interest rate swap agreements outstanding at July 31, 2025 (continued):<br>
**(1)** **The Fund pays the fixed rate and receives the floating rate.** 

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap agreements outstanding at July 31, 2025:** | **Total return swap agreements outstanding at July 31, 2025:** | **Total return swap agreements outstanding at July 31, 2025:** | **Total return swap agreements outstanding at July 31, 2025:** | **Total return swap agreements outstanding at July 31, 2025:** | **Total return swap agreements outstanding at July 31, 2025:** | **Total return swap agreements outstanding at July 31, 2025:** | **Total return swap agreements outstanding at July 31, 2025:** |
| **Reference Entity** | &nbsp;&nbsp;&nbsp;**Financing<br> Rate** | &nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Long (Short)<br> Notional<br> Amount<br> (000)#(1)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)(2)** |
| **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** |
| U.S. Treasury Bond(T) | &nbsp;&nbsp;1 Day USOIS +24bps(T)/ 4.570% | &nbsp;&nbsp;JPM | &nbsp;&nbsp;08/13/25 | &nbsp;&nbsp;45637 | &nbsp;&nbsp;&nbsp;&nbsp; $68654 | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $68654 |
| U.S. Treasury Bond(T) | &nbsp;&nbsp;1 Day USOIS +17bps(T)/ 4.500% | &nbsp;&nbsp;JPM | &nbsp;&nbsp;08/29/25 | &nbsp;&nbsp;56495 | &nbsp;&nbsp;&nbsp;&nbsp;1127148 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1127148 |
| U.S. Treasury Bond(T) | &nbsp;&nbsp;1 Day USOIS -30bps(T)/ 4.030% | &nbsp;&nbsp;JPM | &nbsp;&nbsp;09/03/25 | &nbsp;&nbsp;106145 | &nbsp;&nbsp;&nbsp;&nbsp;1662391 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1662391 |
| U.S. Treasury Notes(T) | &nbsp;&nbsp;1 Day USOIS +18bps(T)/ 4.510% | &nbsp;&nbsp;JPM | &nbsp;&nbsp;08/12/25 | &nbsp;&nbsp;57900 | &nbsp;&nbsp;&nbsp;&nbsp;(478061) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(478061) |
| U.S. Treasury Notes(T) | &nbsp;&nbsp;1 Day USOIS +18bps(T)/ 4.510% | &nbsp;&nbsp;JPM | &nbsp;&nbsp;08/12/25 | &nbsp;&nbsp;93700 | &nbsp;&nbsp;&nbsp;&nbsp;(489976) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(489976) |
|  |  |  |  |  | &nbsp;&nbsp;$1890156 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$1890156 |

---

(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:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $2689642851.10

**Total Liabilities:** $106717852.90

**Net Assets:** $2582924998.20

**Delayed Delivery Securities:** $13479167.05

**Cash Not Reported:** $83898513.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 10941.82353000 | **1-Year:** 108735.57400000 | **5-Year:** 457657.44015000 | **10-Year:** 481915.36434000 | **30-Year:** 112695.61071000

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

- **3-Month:** 639.75184000 | **1-Year:** 33814.57483000 | **5-Year:** 40503.75104000 | **10-Year:** 10416.64756000 | **30-Year:** 1217.51427000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000196749 | 0.33%                | 2.16%                | -1.54%               |
| Class ID C000196748 | 0.12%                | 2.33%                | -1.56%               |
| Class ID C000012112 | 0.26%                | 2.13%                | -1.64%               |
| Class ID C000109121 | 0.35%                | 2.19%                | -1.34%               |
| Class ID C000012110 | 0.32%                | 2.18%                | -1.57%               |
| Class ID C000012113 | 0.35%                | 2.19%                | -1.54%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1312369.48             | $8745607.96                                |
| Month 2  | $-578191.76              | $57877448.48                               |
| Month 3  | $-3364998.95             | $-43654543.08                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UK CLEARING HOUSE LIMITED                        | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $52147.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      4475000 | PA      | $5117626.38   | 0.20%             | 2046-12-07      | 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      | $-4398373.76  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| KB HOME                                          | KB Home                                                                         | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |      1650000 | PA      | $1685614.93   | 0.07%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-4031191.17  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | IRS CLP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-101252.93   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-171993.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | USISSS30 INDEX FLOOR                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |    -10000000 | NC      | $-20634.00    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $14484.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                              | Suzano Austria GmbH                                                             | CUSIP: 000000000<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $205262.00    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DANA INC                                         | Dana Inc                                                                        | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1798867.65   | 0.07%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                               | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      7550000 | PA      | $6316821.31   | 0.24%             | 2040-01-21      | 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      | $73993.55     | 0.00%             | 2060-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATES OF JERSEY                                 | Jersey International Bond                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JE        |       834000 | PA      | $779123.97    | 0.03%             | 2054-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                           | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       200000 | PA      | $188025.99    | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $110711.50    | 0.00%             | 2026-04-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $1065264.20   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1275000 | PA      | $1271812.50   | 0.05%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                  | United Group BV                                                                 | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      6500000 | PA      | $7371142.04   | 0.29%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                  | QNB FINANCE LTD                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |      1300000 | PA      | $186502.69    | 0.01%             | 2027-11-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $108046.63    | 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      | $1040666.56   | 0.04%             | 2041-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                         | Sally Holdings LLC / Sally Capital Inc                                          | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       285000 | PA      | $292655.56    | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 949746SE2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1458000 | PA      | $933546.84    | 0.04%             | 2026-07-27      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     21410000 | PA      | $19386085.94  | 0.75%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOTE SHIPHOLDINGS INC                            | Tote Shipholdings LLC                                                           | CUSIP: 89156HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        79000 | PA      | $69278.03     | 0.00%             | 2040-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                          | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     47324000 | PA      | $1129627.75   | 0.04%             | 2028-05-17      | Floating      | 48.87%                | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | IRS CLP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-49873.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       100000 | PA      | $71776.01     | 0.00%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA EXPRESSWAY CORP                            | Korea Expressway Corp                                                           | CUSIP: 000000000<br>LEI: 988400EZO9DR1OFL5772 | Long             | DBT              | NUSS              | KR        |      7500000 | PA      | $5146917.86   | 0.20%             | 2032-05-11      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-231229.39   | -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      | $-6438762.84  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                               | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2347838.60   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2400000 | PA      | $2451526.80   | 0.09%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 71643VAA3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1800000 | PA      | $1705410.00   | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-301448.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                          | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $284329.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA1                                         | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |       100000 | PA      | $101834.62    | 0.00%             | 2042-01-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1415000 | PA      | $1234366.41   | 0.05%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                          | Caisse Francaise de Financement Local SA                                        | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |     28712000 | PA      | $21134249.22  | 0.82%             | 2029-03-09      | Fixed         | 4.68%                 | 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        |      5134329 | PA      | $313241.32    | 0.01%             | 2032-02-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-275737.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     22400000 | PA      | $15456000.00  | 0.60%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS CANADIAN IMPERIAL BANK OF COMMERCE                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $2141.05      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                         | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    200000000 | PA      | $1343043.13   | 0.05%             | 2030-05-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     33900000 | PA      | $311368.64    | 0.01%             | 2043-09-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $24041.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $553437.50    | 0.02%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      2050000 | PA      | $2039977.40   | 0.08%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Citibank, National Association                   | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $42777.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1210000.00   | 0.05%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                 | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      4740000 | PA      | $6056434.87   | 0.23%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                            | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1372238.69   | 0.05%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $2092.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BXMT Ltd                                         | BXMT 2025-FL5 Ltd                                                               | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2600000 | PA      | $2592930.86   | 0.10%             | 2042-10-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                      | SNCF Reseau                                                                     | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      1700000 | PA      | $1519911.92   | 0.06%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | CDS REPUBLIC OF SERBIA                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |            1 | NC      | $3700.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company              | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2196551.82   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| REP OF ITALY CPN STRIP                           | Repubic of Italy Government International Bond Coupon Strip                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5458004 | PA      | $5185813.63   | 0.20%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                         | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      5889000 | PA      | $6097117.26   | 0.24%             | 2026-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-16997.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-279623.85   | -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      | $-202725.84   | -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      | $247636.27    | 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      | $53682.05     | 0.00%             | 2065-07-30      | None          | 0.00%                 | 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      | $50439.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-382650.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EMIRATES TELECOM GROUP                           | Emirates Telecommunications Group Co PJSC                                       | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | DBT              | CORP              | AE        |      1200000 | PA      | $1138155.28   | 0.04%             | 2033-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-182063.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-215719.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $24815.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                             | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       150000 | PA      | $147859.71    | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-385505.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                               | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      5000000 | PA      | $395597.52    | 0.02%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                         | Province of Saskatchewan Canada                                                 | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      3500000 | PA      | $2048343.68   | 0.08%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       800000 | PA      | $380296.27    | 0.01%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $803593.75    | 0.03%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                           | Corp Andina de Fomento                                                          | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |      1500000 | PA      | $1992226.94   | 0.08%             | 2029-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $210812.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS HUF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-287079.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $23165.87     | 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      | $-45295.80    | -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      | $-199257.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                           | Digicel Group Holdings Ltd                                                      | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       236373 | PA      | $0.24         | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                             | Volkswagen Bank GmbH                                                            | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |     11000000 | PA      | $13286809.01  | 0.51%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1000000 | PA      | $977152.50    | 0.04%             | 2034-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-98671.52    | -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      | $371685.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMERICA INC                                     | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |      2792000 | PA      | $2871986.18   | 0.11%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |            1 | NC      | $-73764.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                      | Evergreen Credit Card Trust                                                     | CUSIP: 30023JCT3<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |      5600000 | PA      | $5627131.44   | 0.22%             | 2028-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                 | CUSIP: 46649XAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3249000 | PA      | $738498.67    | 0.03%             | 2031-07-05      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1370000 | PA      | $1241932.40   | 0.05%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-11532.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       250000 | PA      | $304751.07    | 0.01%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $355215.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $2124843.75   | 0.08%             | 2049-05-15      | Fixed         | 2.88%                 | 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      | $8392037.85   | 0.32%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       300000 | PA      | $166852.57    | 0.01%             | 2043-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NTPC LTD                                         | NTPC Ltd                                                                        | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |     12350000 | PA      | $14050692.91  | 0.54%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       166197 | PA      | $150827.81    | 0.01%             | 2044-03-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                 | Invesco Euro CLO I DAC                                                          | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-CBDO         | CORP              | IE        |     21127804 | PA      | $23387621.82  | 0.91%             | 2031-07-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-414187.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-1618425.67  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL                         | JPMORGAN CHASE FINANCIAL CO LLC                                                 | CUSIP: 000000000<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |     14000000 | PA      | $1969514.68   | 0.08%             | 2026-08-31      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                          | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      4437813 | PA      | $99836.08     | 0.00%             | 2029-05-02      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust 2024-CES7                                                   | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2715157 | PA      | $2699921.61   | 0.10%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $175823.81    | 0.01%             |  |  |  | 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      | $1292297.24   | 0.05%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       100000 | PA      | $30073.66     | 0.00%             | 2072-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                      | Taurus 2021-4 UK DAC                                                            | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |      5126283 | PA      | $6786612.79   | 0.26%             | 2031-08-17      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       180000 | PA      | $220812.94    | 0.01%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $935052.15    | 0.04%             | 2030-05-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       185000 | PA      | $176986.70    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| REGION OF ILE DE FRANCE                          | Region of Ile de France                                                         | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |      1700000 | PA      | $1933879.01   | 0.07%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-161064.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $104834.59    | 0.00%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD Common Equity               | DIGICEL INTL FIN LTD Common Equity                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        59495 | NS      | $475960.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       501102 | PA      | $587583.69    | 0.02%             | 2030-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | USISSS30 INDEX CAP                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |    -10000000 | NC      | $-45817.00    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-570561.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     81500000 | PA      | $13591090.50  | 0.53%             | 2035-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                           | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       700000 | PA      | $800837.10    | 0.03%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                           | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       455000 | PA      | $453326.65    | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                 | Beazer Homes USA Inc                                                            | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1371517.23   | 0.05%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                 | ABN AMRO Bank NV                                                                | CUSIP: 00084DBC3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      5800000 | PA      | $5820160.80   | 0.23%             | 2026-10-13      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| AIRCRAFT FINANCE CO LTD                          | Aircraft Finance Co Ltd                                                         | CUSIP: 000000000<br>LEI: 549300V406LJMUES1M40 | Long             | DBT              | CORP              | KY        |       549356 | PA      | $545126.69    | 0.02%             | 2026-03-29      | Fixed         | 4.10%                 | 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      | $90139.96     | 0.00%             | 2055-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                | International Finance Corp                                                      | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |     78000000 | PA      | $1475942.75   | 0.06%             | 2037-01-27      | None          | 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      | $-12790.82    | -0.00%            |  |  |  | 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      | $4233853.00   | 0.16%             | 2053-05-13      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 3137AYCV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3501596 | PA      | $562259.67    | 0.02%             | 2043-02-15      | Fixed         | 3.50%                 | 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      | $1671996.88   | 0.06%             | 2036-03-28      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| PGIM AAA CLO ETF                                 | PGIM AAA CLO ETF                                                                | CUSIP: 69344A834<br>LEI: 5493000IJ4TGDWNHKI54 | Long             | EC               | RF                | US        |       143700 | NS      | $7396239.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3405000 | PA      | $3080697.08   | 0.12%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                            | Svensk Exportkredit AB                                                          | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     43890000 | PA      | $1235062.04   | 0.05%             | 2032-03-30      | None          | 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      | $-424819.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                               | Peru Government Bond                                                            | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      6000000 | PA      | $1760818.37   | 0.07%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $665034.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | U.S. TREASURY BOND                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          523 | NC      | $1320194.79   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-294202.65   | -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      | $-2658637.17  | -0.10%            |  |  |  | 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      | $37760.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |    -13050000 | OU      | $-6827.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                          | Amazon Conservation DAC                                                         | CUSIP: 000000000<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |       970000 | PA      | $974519.81    | 0.04%             | 2042-01-16      | Fixed         | 6.03%                 | 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      | $484049.80    | 0.02%             | 2035-09-10      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     10600000 | PA      | $6524980.45   | 0.25%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                             | LifePoint Health Inc                                                            | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2816784.89   | 0.11%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-2068800.11  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                         | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |     55290000 | PA      | $7715417.35   | 0.30%             | 2026-01-29      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $109593.32    | 0.00%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $91752.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BMTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3806714 | PA      | $4550.93      | 0.00%             | 2025-11-25      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $136017.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                           | Berkshire Hathaway Inc                                                          | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   2240000000 | PA      | $14140164.88  | 0.55%             | 2029-09-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        51852 | PA      | $59558.13     | 0.00%             | 2026-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                          | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2040000 | PA      | $2144543.49   | 0.08%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-538202.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As                   | Chase Funding Trust Series 2003-4                                               | CUSIP: 161546GB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       250727 | PA      | $247726.02    | 0.01%             | 2033-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                          | Societe Des Grands Projets EPIC                                                 | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      2800000 | PA      | $2750891.18   | 0.11%             | 2030-11-25      | 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      | $2909.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |            1 | NC      | $2150.86      | 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      | $-80453.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                    | Medtronic Inc                                                                   | CUSIP: 585055BV7<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     11300000 | PA      | $13351160.13  | 0.52%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-1825219.57  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                  | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |        80000 | PA      | $80200.00     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1821381.61   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                  | State of Israel                                                                 | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      1500000 | PA      | $1556718.75   | 0.06%             | 2027-11-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $1396320.16   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA ACORES                           | Autonomous Region of the Azores                                                 | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |       600000 | PA      | $510272.79    | 0.02%             | 2036-09-27      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       500000 | PA      | $714801.81    | 0.03%             | 2028-06-02      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                             | Boots Group Finco LP                                                            | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |       225000 | PA      | $302321.05    | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      4000000 | PA      | $557935.69    | 0.02%             | 2025-11-30      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                         | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      2200000 | PA      | $2523346.60   | 0.10%             | 2032-02-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -388 | NC      | $-65475.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Doncasters US Finance LLC                        | DONCASTERS US FIN LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1818000.00   | 0.07%             | 2030-04-23      | Floating      | 0.00%                 | 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        |     37284191 | PA      | $263338.24    | 0.01%             | 2026-08-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |            1 | NC      | $140312.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $12965.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                         | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       506000 | PA      | $551993.33    | 0.02%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-541916.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $682559.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                         | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1044520.39   | 0.04%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/London                          | CREDIT SUISSE AG/LONDON                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |    120000000 | PA      | $17180084.90  | 0.67%             | 2031-05-27      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       375000 | PA      | $327656.25    | 0.01%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      5600000 | PA      | $5875859.22   | 0.23%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   -143940000 | OU      | $-28411.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                         | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       820000 | PA      | $872003.65    | 0.03%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $118650.62    | 0.00%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| DIG HLDNG/DIG FIN/DIFL                           | Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      5271389 | PA      | $5275342.06   | 0.20%             | 2027-05-25      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                         | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |       700000 | PA      | $780408.52    | 0.03%             | 2027-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                         | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |       400000 | PA      | $407757.01    | 0.02%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          503 | NC      | $488567.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS STATE OF ILLINOIS                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $13707.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Residential Loan Secu                   | LSF11 Boson Investments Sarl Compartment 2                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       232087 | PA      | $258164.13    | 0.01%             | 2060-11-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       168000 | PA      | $127620.31    | 0.00%             | 2037-01-31      | 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        |       168000 | PA      | $139616.98    | 0.01%             | 2035-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                              | Republic of Austria Government International Bond                               | CUSIP: 052591AS3<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      2213000 | PA      | $1752594.58   | 0.07%             | 2034-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1000000 | PA      | $258861.12    | 0.01%             | 2026-04-25      | 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      | $-62088.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.AAA.17                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-350102.37   | -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      | $80738.76     | 0.00%             | 2058-07-30      | None          | 0.00%                 | 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        |    124431807 | PA      | $5208304.83   | 0.20%             | 2030-10-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |            1 | NC      | $106.87       | 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      | $-12619.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                            | CLUBCORP HLDGS INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        72724 | PA      | $72127.82     | 0.00%             | 2031-07-10      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1003000 | PA      | $1174249.78   | 0.05%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $104342.11    | 0.00%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS MORGAN STANLEY                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $13898.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrellgas Partners LP                           | Ferrellgas Partners LP                                                          | CUSIP: 315293308<br>LEI: 529900YP52A6C5K57L34 | Long             | EC               | CORP              | US        |         2731 | NS      | $361036.29    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-61754.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY B                   | Vantage Data Centers Germany Borrower Lux Sarl                                  | CUSIP: 000000000<br>LEI: 2549008VW14T3IH21H24 | Long             | ABS-O            | CORP              | LU        |      7900000 | PA      | $9083096.10   | 0.35%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       480000 | PA      | $405194.78    | 0.02%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | PROLOGIS LP                                                                     | CUSIP: 000000000<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     26000000 | PA      | $3663177.61   | 0.14%             | 2027-02-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                          | CSWAP CNY VS USD                                                                | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-162834.64   | -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      | $-2712587.43  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-22430.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                            | Freeport Indonesia PT                                                           | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      2490000 | PA      | $2502450.00   | 0.10%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                | EURO-SCHATZ                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -160 | NC      | $48819.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 71656MBM0<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |        28000 | PA      | $21689.46     | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF FINLAND                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |            1 | NC      | $7259.57      | 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        |        28898 | PA      | $28975.25     | 0.00%             | 2033-02-25      | Floating      | 5.45%                 | 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        |       732052 | PA      | $733933.81    | 0.03%             | 2028-09-25      | Fixed         | 28.35%                | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-1902662.99  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| COMUNE DI MILANO                                 | City of Milan Italy                                                             | CUSIP: 000000000<br>LEI: 8156001967BDA37A6B23 | Long             | DBT              | NUSS              | IT        |      6740000 | PA      | $7816812.53   | 0.30%             | 2035-06-29      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000000 | PA      | $1669893.90   | 0.06%             | 2038-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1000000 | PA      | $262406.11    | 0.01%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                  | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       509375 | PA      | $483627.69    | 0.02%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $861718.75    | 0.03%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS CONFEDERATION OF SWITZERLAND                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-23913.57    | -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      | $52031.87     | 0.00%             | 2066-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                         | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |       600000 | PA      | $541500.00    | 0.02%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | SOCIETE GENERALE SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     13000000 | PA      | $1824126.21   | 0.07%             | 2029-06-16      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $8404.17      | 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      | $-2091506.92  | -0.08%            |  |  |  | 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      | $75685.53     | 0.00%             | 2059-07-30      | 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      | $118408.63    | 0.00%             | 2051-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-245849.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                               | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     12110000 | PA      | $1798390.41   | 0.07%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1884000 | PA      | $2051248.84   | 0.08%             | 2029-02-01      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R01                                    | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       340000 | PA      | $348702.50    | 0.01%             | 2041-12-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                         | International Business Machines Corp                                            | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      5300000 | PA      | $6066999.84   | 0.23%             | 2030-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-791991.63   | -0.03%            |  |  |  | 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        |       310759 | PA      | $304381.64    | 0.01%             | 2034-01-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $804531.25    | 0.03%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                   | Ford Credit Auto Owner Trust 2020-REV2                                          | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1300000 | PA      | $1290913.91   | 0.05%             | 2033-04-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS AUTONOMOUS COMMUNITY OF CATALONIA                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |            1 | NC      | $19294.91     | 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      | $209829.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       100000 | PA      | $104415.87    | 0.00%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $3197986.76   | 0.12%             |  |  |  | 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      | $110842.47    | 0.00%             | 2052-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-118509.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     16000000 | PA      | $2669037.08   | 0.10%             | 2036-07-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                         | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      3250000 | PA      | $4041204.46   | 0.16%             | 2030-05-28      | Fixed         | 5.90%                 | 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      | $638537.16    | 0.02%             | 2026-07-22      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                   | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    115000000 | PA      | $4498177.74   | 0.17%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                       | Federal National Mortgage Association                                           | CUSIP: 31359MEE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     15000000 | PA      | $20401467.23  | 0.79%             | 2028-12-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       105599 | PA      | $104871.05    | 0.00%             | 2039-03-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41310000 | PA      | $32266982.81  | 1.25%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (GAZ FN)                            | Gazprom PJSC via Gaz Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |      1410000 | PA      | $1145625.00   | 0.04%             | 2027-06-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                         | State of North Rhine-Westphalia Germany                                         | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $25745.56     | 0.00%             | 2027-06-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                       | Palmer Square European CLO 2025-1 DAC                                           | CUSIP: 000000000<br>LEI: 2549005G74H3SLK9WL32 | Long             | ABS-CBDO         | CORP              | IE        |     13000000 | PA      | $14815482.93  | 0.57%             | 2039-10-15      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust 2024-CES6                                                   | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5357925 | PA      | $5365965.11   | 0.21%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                    | P3 Group Sarl                                                                   | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |      1900000 | PA      | $2053317.79   | 0.08%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                         | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $564704.57    | 0.02%             | 2029-01-25      | Fixed         | 3.61%                 | 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        |      1209887 | PA      | $432046.02    | 0.02%             | 2048-10-25      | Fixed         | 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      | $907063.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-3437.79     | -0.00%            |  |  |  | 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      | $2194621.66   | 0.08%             | 2031-05-15      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                      | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      4410000 | PA      | $3235284.46   | 0.13%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $2622900.08   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                         | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      9960000 | PA      | $8864200.80   | 0.34%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         2668 | NC      | $989288.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-876541.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      2500000 | PA      | $2797366.50   | 0.11%             | 2029-02-26      | Fixed         | 4.75%                 | 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      | $3669255.08   | 0.14%             | 2025-08-12      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund | (PIPA070) PGIM Core Government Money Market Fund                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     18903837 | NS      | $18903836.92  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                               | Province of Quebec Canada                                                       | CUSIP: 74814ZCC5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      2485000 | PA      | $931713.59    | 0.04%             | 2039-10-01      | None          | 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      | $-34403.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                            | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1655000 | PA      | $1680238.75   | 0.07%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-239925.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $111207.00    | 0.00%             | 2025-11-25      | Fixed         | 3.50%                 | 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        |      5000000 | PA      | $703424.09    | 0.03%             | 2027-08-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-459681.17   | -0.02%            |  |  |  | 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      | $-175866.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                               | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      9015000 | PA      | $7702168.09   | 0.30%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                         | Digicel International Finance Ltd / Difl US LLC                                 | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       775000 | PA      | $780657.50    | 0.03%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      1685000 | PA      | $1489777.08   | 0.06%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                         | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      1000000 | PA      | $1236992.33   | 0.05%             | 2029-05-11      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-34547.97    | -0.00%            |  |  |  | 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      | $1326361.54   | 0.05%             | 2025-10-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |           -9 | NC      | $-4961.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -185 | NC      | $-182620.94   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3260000 | PA      | $3182065.63   | 0.12%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1000000 | PA      | $247086.76    | 0.01%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |        15000 | PA      | $12530.06     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $285264.05    | 0.01%             |  |  |  | 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      | $108525.00    | 0.00%             | 2047-08-10      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| Nomura International Funding Pte Ltd             | NOMURA INTERNATIONAL FUNDING PTE LTD                                            | CUSIP: 000000000<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | DBT              | CORP              | SG        |     10000000 | PA      | $1388758.68   | 0.05%             | 2031-01-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |            1 | NC      | $538560.93    | 0.02%             |  |  |  | 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      | $6517358.90   | 0.25%             | 2031-05-07      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |        25000 | PA      | $17691.75     | 0.00%             | 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      | $-578413.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association            | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-7519.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                              | Carrier Global Corp                                                             | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3676303.45   | 0.14%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |            1 | NC      | $1662390.81   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $3841239.52   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2013-2 Ltd                                                             | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |       802219 | PA      | $802743.25    | 0.03%             | 2031-04-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 195325BB0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |        19000 | PA      | $22510.25     | 0.00%             | 2033-01-28      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS UNITEDHEALTH GROUP INC                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $10277.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA ACORES                           | Autonomous Region of the Azores                                                 | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |       500000 | PA      | $528673.85    | 0.02%             | 2032-04-06      | Fixed         | 2.16%                 | 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      | $327096.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                           | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |      8780000 | PA      | $1229999.34   | 0.05%             | 2031-03-03      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       300000 | PA      | $86895.45     | 0.00%             | 2056-07-30      | None          | 0.00%                 | 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      | $2115533.91   | 0.08%             | 2053-07-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                      | La Poste SA                                                                     | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      2400000 | PA      | $2439109.58   | 0.09%             | 2032-04-21      | Fixed         | 1.38%                 | 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      | $747254.75    | 0.03%             |  |  |  | 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      | $12458937.79  | 0.48%             | 2034-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-178972.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $297423.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |       320000 | PA      | $328436.83    | 0.01%             | 2041-10-25      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                         | Regie Autonome des Transports Parisiens EPIC                                    | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |      5500000 | PA      | $5742370.33   | 0.22%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $4958920.02   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SLOVENIA                             | Slovenia Government International Bond                                          | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      3200000 | PA      | $3249504.00   | 0.13%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOUSING AND URBAN DEV CO                         | Housing & Urban Development Corp Ltd AID Bond                                   | CUSIP: 44182YAB9<br>LEI: 335800KSC46MN2VPTI91 | Long             | DBT              | USGA              | IN        |       600000 | PA      | $599594.34    | 0.02%             | 2030-09-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $72317.45     | 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      | $12487.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA ACORES                           | Autonomous Region of the Azores                                                 | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |       400000 | PA      | $435363.24    | 0.02%             | 2027-10-01      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R04                                    | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1200000 | PA      | $1236839.76   | 0.05%             | 2042-03-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| GPS BLUE FINANCING DAC                           | GPS Blue Financing DAC                                                          | CUSIP: 000000000<br>LEI: 635400J1S8CE6RWLCE97 | Long             | DBT              | NUSS              | IE        |       240000 | PA      | $234000.00    | 0.01%             | 2041-11-09      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      2976000 | PA      | $2970631.97   | 0.12%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-65605.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4150000 | PA      | $4378413.51   | 0.17%             | 2030-02-08      | 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      | $-870690.05   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-10217.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-17059.16    | -0.00%            |  |  |  | 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        |     24874277 | PA      | $86828.64     | 0.00%             | 2026-01-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $24041.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    -30400000 | OU      | $-19645.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 9128337P9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        85000 | PA      | $66846.95     | 0.00%             | 2031-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | HSBC BANK PLC                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | DBT              | CORP              | GB        |     36800000 | PA      | $5134044.56   | 0.20%             | 2026-04-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | BARCLAYS BANK PLC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     12000000 | PA      | $1703311.54   | 0.07%             | 2027-04-30      | 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      | $-910647.64   | -0.04%            |  |  |  | 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      | $579990.38    | 0.02%             | 2027-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                | Kuntarahoitus Oyj                                                               | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |     13000000 | PA      | $1323436.45   | 0.05%             | 2032-09-24      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $601718.75    | 0.02%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                  | WPC Eurobond BV                                                                 | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |      9950000 | PA      | $10226486.06  | 0.40%             | 2030-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     10100000 | PA      | $10389356.41  | 0.40%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3085000 | PA      | $3646282.21   | 0.14%             | 2035-02-01      | Fixed         | 3.85%                 | 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      | $58344.99     | 0.00%             | 2064-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        45724 | PA      | $52853.35     | 0.00%             | 2033-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                               | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      5430000 | PA      | $5855896.62   | 0.23%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                         | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |        90000 | PA      | $66637.06     | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                  | QNB FINANCE LTD                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     20500000 | PA      | $2858700.95   | 0.11%             | 2026-02-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOCIALIST REP OF VIETNAM                         | Vietnam Government International Bond                                           | CUSIP: 000000000<br>LEI: 5493008AE7RS4XK4BZ08 | Long             | DBT              | NUSS              | VN        |     34791756 | PA      | $33099484.66  | 1.28%             | 2028-03-12      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       100000 | PA      | $93010.74     | 0.00%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $297423.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-1084917.56  | -0.04%            |  |  |  | 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      | $17118008.56  | 0.66%             | 2034-01-15      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                 | Deutsche Bahn AG                                                                | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      4200000 | PA      | $4408134.92   | 0.17%             | N/A             | Fixed         | 1.60%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS INTERNATIONAL                      | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-65496.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HKT CAPITAL NO 3 LTD                             | HKT Capital No 3 Ltd                                                            | CUSIP: 000000000<br>LEI: 254900HE65W6XSXMND87 | Long             | DBT              | CORP              | VG        |      9300000 | PA      | $10139630.94  | 0.39%             | 2027-04-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                  | United Group BV                                                                 | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |        63636 | PA      | $72214.41     | 0.00%             | 2027-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS TWD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $97709.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  23612000000 | PA      | $5595252.11   | 0.22%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      8500000 | PA      | $8999942.56   | 0.35%             | 2029-07-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       438400 | PA      | $452713.35    | 0.02%             | 2029-07-30      | None          | 0.00%                 | 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      | $2388815.04   | 0.09%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $440850.47    | 0.02%             |  |  |  | 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      | $129599.35    | 0.01%             | 2049-07-30      | None          | 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      | $52147.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R02                                    | CUSIP: 20754KAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       260000 | PA      | $266244.50    | 0.01%             | 2041-11-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                   | Ville de Paris                                                                  | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      2800000 | PA      | $2973303.89   | 0.12%             | 2031-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-356152.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                         | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |      1168000 | PA      | $1518077.98   | 0.06%             | 2025-12-09      | Fixed         | 0.88%                 | 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      | $82378.66     | 0.00%             | 2049-07-10      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          388 | NC      | $16975.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shackleton CLO LTD                               | Shackleton 2014-V-R CLO Ltd                                                     | CUSIP: 81881JAC6<br>LEI: 549300OM5GJJFIKCOZ48 | Long             | ABS-CBDO         | CORP              | KY        |      1241904 | PA      | $1242626.75   | 0.05%             | 2031-05-07      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                         | Caisse des Depots et Consignations                                              | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |      1300000 | PA      | $1484109.96   | 0.06%             | 2030-10-09      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-468117.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $117931.40    | 0.00%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                    | Clue Opco LLC                                                                   | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2286000 | PA      | $2424128.78   | 0.09%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-1235388.25  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      5365000 | PA      | $5688266.38   | 0.22%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       407000 | PA      | $396104.61    | 0.02%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        99255 | PA      | $115263.35    | 0.00%             | 2027-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                           | EMIRATES NBD BANK PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |      7000000 | PA      | $1006767.74   | 0.04%             | 2028-07-13      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                       | DIAMOND SPORTS GRP LLC- CS                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44198 | NS      | $593004.57    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2024-CES2                                             | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       395259 | PA      | $397491.27    | 0.02%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $174060.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL                         | JPMORGAN CHASE FINANCIAL CO LLC                                                 | CUSIP: 000000000<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |     38000000 | PA      | $5426912.41   | 0.21%             | 2028-07-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-125984.12   | -0.00%            |  |  |  | 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        |     48287747 | PA      | $2688869.36   | 0.10%             | 2030-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      4575000 | PA      | $3245786.84   | 0.13%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $2390.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $634687.50    | 0.02%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $3594.92      | 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      | $140603.83    | 0.01%             | 2047-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                          | ONE 2021-PARK Mortgage Trust                                                    | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1448270.25   | 0.06%             | 2036-03-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3000000 | PA      | $3419798.23   | 0.13%             | 2026-05-11      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $511872.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2075000 | PA      | $2062597.31   | 0.08%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                               | Sweden Government Bond                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     10000000 | PA      | $1124414.94   | 0.04%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          -50 | NC      | $-312.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $653983.52    | 0.03%             | 2028-06-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       922695 | PA      | $1053802.12   | 0.04%             | 2042-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                 | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      4645000 | PA      | $4625674.94   | 0.18%             | 2026-09-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                  | Israel Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      3435000 | PA      | $4990321.90   | 0.19%             | 2034-10-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       300000 | PA      | $135773.13    | 0.01%             | 2048-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                            | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2245000 | PA      | $2279236.25   | 0.09%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-24202.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                           | China Development Bank                                                          | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     16000000 | PA      | $2300161.21   | 0.09%             | 2027-01-19      | Fixed         | 4.20%                 | 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      | $68607.13     | 0.00%             | 2061-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA7                                         | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |       830000 | PA      | $835967.70    | 0.03%             | 2041-11-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      4410000 | PA      | $4036905.77   | 0.16%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       300000 | PA      | $58815.60     | 0.00%             | 2063-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS REPUBLIC OF ESTONIA                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |            1 | NC      | $53328.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |            1 | NC      | $68654.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2500000 | PA      | $2038316.15   | 0.08%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| LANDSVIRKJUN                                     | Landsvirkjun                                                                    | CUSIP: 000000000<br>LEI: 213800Z3CFZOLXPJWN61 | Long             | DBT              | NUSS              | IS        |      5600000 | PA      | $6320166.45   | 0.24%             | 2026-07-24      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     54518934 | PA      | $57393.11     | 0.00%             | 2033-12-31      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2075000 | PA      | $2058260.26   | 0.08%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       100000 | PA      | $130599.08    | 0.01%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHLAND I/L BOND                             | Deutsche Bundesrepublik Inflation Linked Bond                                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       129796 | PA      | $119454.45    | 0.00%             | 2046-04-15      | Fixed         | 0.10%                 | 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        |       480939 | PA      | $465606.52    | 0.02%             | 2043-08-25      | Variable      | 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      | $284190.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1786000 | PA      | $1660487.47   | 0.06%             | 2039-03-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     33300000 | PA      | $1717734.56   | 0.07%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      6600000 | PA      | $5842932.43   | 0.23%             | 2032-05-01      | Fixed         | 2.56%                 | 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      | $3085983.12   | 0.12%             | 2029-10-17      | Fixed         | 2.88%                 | 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        |     13487617 | PA      | $13479187.57  | 0.52%             | 2038-11-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-378447.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      2250000 | PA      | $2249210.93   | 0.09%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| REGION OF LAZIO                                  | Region of Lazio Italy                                                           | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |      6069713 | PA      | $6481365.82   | 0.25%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-599075.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $338527.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-587503.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $108665.40    | 0.00%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                           | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      1700000 | PA      | $1905681.89   | 0.07%             | 2026-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1000000 | PA      | $1132395.64   | 0.04%             | 2027-04-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-34547.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $140441.93    | 0.01%             | 2027-06-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      4050000 | PA      | $3842842.50   | 0.15%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.AAA.17                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-224975.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS CDX.NA.HY.42.V1                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $18181.89     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $7330.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1000000 | PA      | $264314.02    | 0.01%             | 2025-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-13139.02    | -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      | $134757.80    | 0.01%             | 2028-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $957031.25    | 0.04%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-222956.03   | -0.01%            |  |  |  | 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      | $11117658.35  | 0.43%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       100000 | PA      | $76725.80     | 0.00%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-22430.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Re Ltd                                      | Home RE 2021-2 Ltd                                                              | CUSIP: 43730VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |       828345 | PA      | $832136.51    | 0.03%             | 2034-01-25      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |     16075000 | OU      | $75674.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                 | Bayview Opportunity Master Fund VII Trust 2024-CAR1F                            | CUSIP: 07336MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       795731 | PA      | $796924.97    | 0.03%             | 2032-07-29      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                         | MFB Magyar Fejlesztesi Bank Zrt                                                 | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |       100000 | PA      | $111980.25    | 0.00%             | 2026-06-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                          | SFIL SA                                                                         | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      9100000 | PA      | $10344889.25  | 0.40%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2000000 | PA      | $1948599.00   | 0.08%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | USD/ILS FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $82231.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                         | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17324CMJ2<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1482196.61   | 0.06%             | 2027-09-21      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $1314049.77   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $112340.36    | 0.00%             | 2027-05-31      | Fixed         | 7.20%                 | 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      | $58618.00     | 0.00%             | 2047-06-10      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-12533648.78 | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       695000 | PA      | $461339.09    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     19245000 | PA      | $19010956.25  | 0.74%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-1482116.59  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     40700000 | PA      | $54674962.83  | 2.12%             | 2028-06-07      | Fixed         | 4.50%                 | 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      | $2049305.01   | 0.08%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $1957508.05   | 0.08%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                              | Canadian Government Bond                                                        | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       650000 | PA      | $490414.73    | 0.02%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | USD/HKD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $370.46       | 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      | $968204.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER SECTOR ASSETS & LI                         | Power Sector Assets & Liabilities Management Corp                               | CUSIP: 637193BA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |      4320000 | PA      | $4895100.00   | 0.19%             | 2028-05-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-249108.85   | -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      | $-60925.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                       | CUSIP: 775109BJ9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $498734.84    | 0.02%             | 2029-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1375000 | PA      | $1148037.41   | 0.04%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $102912.72    | 0.00%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -349 | NC      | $592668.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                              | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1292138.70   | 0.05%             | 2026-04-15      | Fixed         | 4.38%                 | 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      | $178254.05    | 0.01%             | 2042-07-30      | 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      | $-59492.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                  | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      1509000 | PA      | $1508056.88   | 0.06%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      4200000 | PA      | $4116764.58   | 0.16%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       388000 | PA      | $240103.86    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $108489.95    | 0.00%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GABON BLUE BOND MASTER                           | Gabon Blue Bond Master Trust Series 2                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |      2550000 | PA      | $2545180.50   | 0.10%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                   | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      4500000 | PA      | $4486572.00   | 0.17%             | 2031-07-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                   | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      4800000 | PA      | $5475771.03   | 0.21%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1000000 | PA      | $259568.25    | 0.01%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                  | Lloyds Bank PLC                                                                 | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      2800000 | PA      | $2022804.00   | 0.08%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |       150000 | PA      | $153209.19    | 0.01%             | 2041-09-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $62928.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLATINUM SECURITIES KY                           | PLATINUM FOR BELIZE BLUE INVESTMENT CO LLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |      1800000 | PA      | $1572228.00   | 0.06%             | 2040-10-20      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                  | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $150562.50    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                      | Taurus 2021-4 UK DAC                                                            | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |      4635812 | PA      | $6134553.69   | 0.24%             | 2031-08-17      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-115368.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $116750.38    | 0.00%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-81818.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $88276.08     | 0.00%             | 2036-04-28      | Fixed         | 4.25%                 | 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      | $97825.00     | 0.00%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     26455000 | PA      | $26240053.13  | 1.02%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -100000000 | OU      | $-12667.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1000000 | PA      | $1202368.32   | 0.05%             | 2028-10-10      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2024-CES5                                             | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4905368 | PA      | $4879724.79   | 0.19%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FINANCE                             | Prologis Yen Finance LLC                                                        | CUSIP: 000000000<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |   1500000000 | PA      | $9052950.60   | 0.35%             | 2032-06-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                           | Brazilian Government International Bond                                         | CUSIP: 105756BN9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      2890000 | PA      | $494286.49    | 0.02%             | 2028-01-10      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-658609.55   | -0.03%            |  |  |  | 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        |       721305 | PA      | $717069.02    | 0.03%             | 2027-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FINANCE                             | Prologis Yen Finance LLC                                                        | CUSIP: 74346GAB8<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |    700000000 | PA      | $4507967.04   | 0.17%             | 2028-09-25      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6500000 | PA      | $7748188.81   | 0.30%             | 2031-04-30      | Fixed         | 3.95%                 | 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        |     28945623 | PA      | $1769993.03   | 0.07%             | 2030-05-25      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $485937.50    | 0.02%             | 2050-08-15      | Fixed         | 1.38%                 | 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      | $4986149.58   | 0.19%             | 2027-06-30      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust 2024-CES1                                                   | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1237048 | PA      | $1241499.79   | 0.05%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                        | Aflac Inc                                                                       | CUSIP: 001055BG6<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    100000000 | PA      | $571803.71    | 0.02%             | 2035-03-12      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-3003360.94  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $111464.34    | 0.00%             | 2034-07-31      | Fixed         | 7.10%                 | 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      | $4206612.87   | 0.16%             | 2032-04-23      | None          | 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      | $22200.97     | 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      | $1978.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-44437.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       955000 | PA      | $644890.78    | 0.02%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $115168.17    | 0.00%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      1090000 | PA      | $910150.00    | 0.04%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-144026.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       100000 | PA      | $60286.35     | 0.00%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | CNY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-109305.66   | -0.00%            |  |  |  | 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        |        54401 | PA      | $56254.06     | 0.00%             | 2032-08-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                         | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      1500000 | PA      | $1843163.53   | 0.07%             | 2030-10-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $281881.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    800000000 | PA      | $5173474.80   | 0.20%             | 2028-08-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                      | MetLife Inc                                                                     | CUSIP: 59156RCG1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    700000000 | PA      | $4514104.11   | 0.17%             | 2031-03-07      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $183987.94    | 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      | $-359080.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      3760000 | PA      | $3728033.61   | 0.14%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                            | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    505000000 | PA      | $496836.54    | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                    | CF 2020-P1 Mortgage Trust                                                       | CUSIP: 12529WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9102671 | PA      | $9043388.46   | 0.35%             | 2052-04-15      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS COMISION FEDERAL DE ELECTRICIDAD CFE                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-176557.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $34033.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-47412.91    | -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      | $6508628.13   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-28383.38    | -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      | $273729.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS CMBX.NA.AAA.18                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $12618.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                              | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |       950000 | PA      | $927199.04    | 0.04%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-2213624.91  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1100000 | PA      | $1235249.57   | 0.05%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       100000 | PA      | $101118.21    | 0.00%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                                     | CUSIP: 026657BF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2640351.07   | 0.10%             | 2028-06-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     62000000 | PA      | $11256556.46  | 0.44%             | 2045-05-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                         | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      2350000 | PA      | $2945402.77   | 0.11%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |      3350000 | PA      | $3379312.50   | 0.13%             | 2041-09-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PARK HLDGS BV                      | INTERNATIONAL PARK HLDGS BV                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2525000 | PA      | $2856204.23   | 0.11%             | 2031-12-31      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| KOREA DEVELOPMENT BANK                           | KOREA DEVELOPMENT BANK/THE                                                      | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |      6000000 | PA      | $840254.61    | 0.03%             | 2026-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1022099.50   | 0.04%             | 2041-10-25      | Floating      | 7.45%                 | 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      | $64797.08     | 0.00%             | 2030-03-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-302987.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $301466.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                           | Power Finance Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |      6419000 | PA      | $6970302.47   | 0.27%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.AAA.18                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $908.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA4                                         | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |      2350000 | PA      | $2384305.30   | 0.09%             | 2041-12-25      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                   | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      3900000 | PA      | $4510764.18   | 0.17%             | 2032-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     15200000 | OU      | $29559.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-80760.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                | Tunisian Republic                                                               | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |    100000000 | PA      | $571949.60    | 0.02%             | 2031-03-17      | Fixed         | 4.20%                 | 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      | $2180756.08   | 0.08%             | 2050-07-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-15558.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      2000000 | PA      | $287619.64    | 0.01%             | 2027-06-29      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     60000000 | PA      | $60523099.21  | 2.34%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SPAIN I/L BOND                                   | Spain Government Inflation Linked Bond                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       103251 | PA      | $113887.98    | 0.00%             | 2036-11-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $12220.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      7585000 | PA      | $5651143.62   | 0.22%             | 2052-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5045000 | PA      | $5069266.78   | 0.20%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      7500000 | PA      | $7494474.37   | 0.29%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       175000 | PA      | $120926.75    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     13980000 | PA      | $16425415.99  | 0.64%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     41500000 | PA      | $6617270.03   | 0.26%             | 2031-12-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       723000 | PA      | $659766.76    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UniCredit SpA                                                                   | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      8485000 | PA      | $8294292.84   | 0.32%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $418555.90    | 0.02%             |  |  |  | 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        |     12546900 | PA      | $12441129.63  | 0.48%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |            1 | NC      | $386100.73    | 0.01%             |  |  |  | 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        |       586163 | PA      | $577952.61    | 0.02%             | 2034-04-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                 | Deutsche Bahn AG                                                                | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $567903.57    | 0.02%             | 2030-07-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-6486167.52  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $334987.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-1232930.62  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 912833X96<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       800000 | PA      | $500374.14    | 0.02%             | 2035-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                         | American Medical Systems Europe BV                                              | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      5400000 | PA      | $6302121.80   | 0.24%             | 2029-03-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS ILS                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-22155.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                               | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      6000000 | PA      | $6312776.04   | 0.24%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1430000 | PA      | $1324253.36   | 0.05%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | USD/MYR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-63249.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                          | Honeywell International Inc                                                     | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      4900000 | PA      | $5727259.41   | 0.22%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-482072.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AFLAC INC                                        | Aflac Inc                                                                       | CUSIP: 001055AV4<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    700000000 | PA      | $4508746.42   | 0.17%             | 2030-10-18      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                         | European Investment Bank                                                        | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      3985000 | PA      | $968562.73    | 0.04%             | 2028-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $433410.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | EURO FX CURR                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         -484 | NC      | $181726.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       862000 | PA      | $679273.68    | 0.03%             | 2036-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                 | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1200000 | PA      | $1147618.11   | 0.04%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS GOVERNMENT OF JAPAN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $382940.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      5000000 | PA      | $1442395.70   | 0.06%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      1190000 | PA      | $1182757.94   | 0.05%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FIN                                 | Prologis Yen Finance LLC                                                        | CUSIP: 74346GAP7<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |    300000000 | PA      | $1603647.21   | 0.06%             | 2036-06-27      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1425000 | PA      | $1411982.97   | 0.05%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANGKO PILIPINAS BOND                            | Bangko Sentral ng Pilipinas International Bond                                  | CUSIP: 059891AA9<br>LEI: 4IDQTQC5NXVM3WSFHR30 | Long             | DBT              | NUSS              | PH        |      3560000 | PA      | $3828815.60   | 0.15%             | 2027-06-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                              | Province of Alberta Canada                                                      | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      3500000 | PA      | $1950624.57   | 0.08%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     16700000 | PA      | $157677.33    | 0.01%             | 2043-06-26      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-218440.64   | -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      | $-272411.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000000 | PA      | $1308602.12   | 0.05%             | 2027-06-09      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R02                                    | CUSIP: 20754KAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1401048 | PA      | $1411963.00   | 0.05%             | 2041-11-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-401050.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC                                      | MetLife Inc                                                                     | CUSIP: 59156RBV9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    600000000 | PA      | $3854924.40   | 0.15%             | 2029-05-23      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS LINCOLN NATIONAL CORP                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $8145.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1700000000 | PA      | $10696021.22  | 0.41%             | 2029-08-15      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      7225000 | PA      | $7297884.07   | 0.28%             | 2035-07-30      | Fixed         | 1.85%                 | 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      | $613109.84    | 0.02%             | 2038-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 706451BD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1000000 | PA      | $1059450.00   | 0.04%             | 2027-09-15      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       100000 | PA      | $56574.00     | 0.00%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      4000000 | PA      | $4442143.82   | 0.17%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |        89764 | PA      | $90161.96     | 0.00%             | 2041-10-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       100000 | PA      | $69496.56     | 0.00%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       416760 | PA      | $105577.11    | 0.00%             | 2031-08-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                     | Huntington Bank Auto Credit-Linked Notes Series 2024-2                          | CUSIP: 44644NAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2221056 | PA      | $2229593.96   | 0.09%             | 2032-10-20      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $423935.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                           | American International Group Inc                                                | CUSIP: 026874DV6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    150000000 | PA      | $978594.41    | 0.04%             | 2034-11-27      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-66669.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     17018000 | PA      | $20986763.76  | 0.81%             | 2034-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $56684.08     | 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      | $31240.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $116686.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-65496.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-246624.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       100000 | PA      | $110181.83    | 0.00%             | 2055-12-07      | Fixed         | 4.25%                 | 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      | $195228.31    | 0.01%             | 2049-10-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                        | CIM Trust 2024-R1                                                               | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       838283 | PA      | $828661.22    | 0.03%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-134105.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-22331.57    | -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      | $-455138.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $38687.98     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $30210.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1000000 | PA      | $264060.52    | 0.01%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 949746NG2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       450000 | PA      | $442780.82    | 0.02%             | 2046-07-06      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1140000 | PA      | $1300803.16   | 0.05%             | 2054-06-20      | Fixed         | 7.78%                 | No            |                  2 | On Loan: —       |
| GAZPROM (GAZ CAPITAL SA)                         | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |      3500000 | PA      | $3295215.00   | 0.13%             | 2026-03-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US BANK NA                                       | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HLH4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |      3414000 | PA      | $3356699.35   | 0.13%             | 2047-08-09      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                 | Beazer Homes USA Inc                                                            | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1609862.07   | 0.06%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| CHICAGO MERCANTILE EXCHANGE INC.                 | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |            1 | NC      | $48620.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Codere Group Topco S.A. A1 Equity                | Codere Group Topco S.A. A1 Equity                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |         5833 | NS      | $133132.39    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                         | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      1200000 | PA      | $1412043.28   | 0.05%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                   | Dcli Bidco LLC                                                                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |       425000 | PA      | $433526.55    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                   | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1300000 | PA      | $1333938.32   | 0.05%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                           | New Zealand Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      8000000 | PA      | $4313767.22   | 0.17%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      1125000 | PA      | $1073623.07   | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | 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      | $260250.00    | 0.01%             | 2031-05-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                          | DIAMOND SPORTS NET LLC                                                          | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |       302476 | PA      | $263154.30    | 0.01%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                               | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      2000000 | PA      | $1678933.44   | 0.07%             | 2050-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                           | KOREA DEVELOPMENT BANK/THE                                                      | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |      5000000 | PA      | $699710.45    | 0.03%             | 2026-06-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                   | Santander Drive Auto Receivables Trust 2023-6                                   | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $515034.55    | 0.02%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CHASE MANHAT BANK USA NA                         | CHASE BANK USA NA                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15390416 | PA      | $4789403.57   | 0.19%             | 2048-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |            1 | NC      | $149737.76    | 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      | $45691.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       131108 | PA      | $147974.62    | 0.01%             | 2036-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                         | Cooperatieve Rabobank UA                                                        | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      2882000 | PA      | $1820209.58   | 0.07%             | 2026-12-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $693437.50    | 0.03%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                         | OZLM XX Ltd                                                                     | CUSIP: 67112MAA3<br>LEI: 549300ROA1URR67W0G46 | Long             | ABS-CBDO         | CORP              | KY        |       364928 | PA      | $365187.47    | 0.01%             | 2031-04-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | Carlyle Euro CLO 2019-1 DAC                                                     | CUSIP: 000000000<br>LEI: 635400YFJCERZ9QJKR15 | Long             | ABS-CBDO         | CORP              | IE        |     15562463 | PA      | $17729807.92  | 0.69%             | 2032-03-15      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       100000 | PA      | $120909.47    | 0.00%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        64434 | PA      | $75458.62     | 0.00%             | 2028-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO                         | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |      8300000 | PA      | $9428388.98   | 0.37%             | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA4                                         | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |       300000 | PA      | $311999.55    | 0.01%             | 2042-05-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                           | Korea Development Bank/The                                                      | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     74000000 | PA      | $7358314.55   | 0.28%             | 2027-08-10      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       950000 | PA      | $721766.20    | 0.03%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-46960.49    | -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      | $-3093308.27  | -0.12%            |  |  |  | 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      | $4569923.99   | 0.18%             | 2034-04-25      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-93421.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      3200000 | PA      | $3679228.80   | 0.14%             | 2032-09-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                         | Israel Electric Corp Ltd                                                        | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      8650000 | PA      | $9116927.00   | 0.35%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       268268 | PA      | $296932.40    | 0.01%             | 2038-02-24      | Variable      | 4.30%                 | 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        |       336128 | PA      | $329438.62    | 0.01%             | 2048-01-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-266013.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $899062.50    | 0.03%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $578539.17    | 0.02%             | 2031-03-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $567812.50    | 0.02%             | 2051-08-15      | Fixed         | 2.00%                 | 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      | $392400.00    | 0.02%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                               | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      3000000 | PA      | $2882538.36   | 0.11%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                         | Province of British Columbia Canada                                             | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $1602192.26   | 0.06%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | USD/MYR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-70197.22    | -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      | $11351.49     | 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      | $-64993.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5600000 | PA      | $6558412.49   | 0.25%             | 2035-03-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $308763.05    | 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      | $2748580.11   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CALEDONIA GENERA                                 | Caledonia Generating LLC                                                        | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9058113 | PA      | $7937577.57   | 0.31%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-5749596.38  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS CITIGROUP INC                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $13649.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $454636.30    | 0.02%             |  |  |  | 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      | $51358.08     | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-1389789.04  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF SPAIN                                 | Spain Government International Bond                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     16080000 | PA      | $21642934.76  | 0.84%             | 2029-04-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                     | Hydro-Quebec                                                                    | CUSIP: 000000000<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $403787.15    | 0.02%             | N/A             | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      7890000 | PA      | $7237261.90   | 0.28%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $185521.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-236092.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $279395.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                           | Digicel Group Holdings Ltd                                                      | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       351194 | PA      | $35.12        | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                          | Bank of New York Mellon/The                                                     | CUSIP: 06406MAU2<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |      1092000 | PA      | $1086026.44   | 0.04%             | 2038-06-30      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $3630278.97   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                    | CoreWeave Inc                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       430000 | PA      | $432185.30    | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | 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        |        82935 | PA      | $82300.24     | 0.00%             | 2032-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $1237287.87   | 0.05%             |  |  |  | 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      | $561631.25    | 0.02%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI SPL FAC REV                   | Public Finance Authority                                                        | CUSIP: 74446DAP3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |      5050000 | PA      | $4664180.03   | 0.18%             | 2055-09-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      3600000 | PA      | $3710609.97   | 0.14%             | 2029-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                             | Norway Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     22000000 | PA      | $2067383.97   | 0.08%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $111812.70    | 0.00%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $533602.86    | 0.02%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                           | Eskom Holdings SOC Ltd                                                          | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     16350000 | PA      | $16608820.50  | 0.64%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                           | BP Capital Markets PLC                                                          | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $2988750.00   | 0.12%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1600000 | PA      | $1683200.00   | 0.07%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $128085.81    | 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      | $14207.28     | 0.00%             |  |  |  | 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      | $125897.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 912833XP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       345000 | PA      | $293533.12    | 0.01%             | 2029-08-15      | None          | 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      | $-3149150.48  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $147748.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                           | Berkshire Hathaway Inc                                                          | CUSIP: 084670CF3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    300000000 | PA      | $1563283.49   | 0.06%             | 2039-09-13      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                           | EMIRATES NBD BANK PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |      2400000 | PA      | $333847.37    | 0.01%             | 2025-09-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      3500000 | PA      | $533588.08    | 0.02%             | 2029-05-22      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                    | Sunrun Vesta Issuer 2024-3 LLC                                                  | CUSIP: 86773AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3770490 | PA      | $3573156.18   | 0.14%             | 2059-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion CLO VIII Ltd                                                          | CUSIP: 07132ACC5<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |       707470 | PA      | $708175.52    | 0.03%             | 2030-07-18      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $710781.25    | 0.03%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $579375.00    | 0.02%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      7892000 | PA      | $9344088.54   | 0.36%             | 2029-06-28      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| XPO INC                                          | XPO Inc                                                                         | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |       735000 | PA      | $765185.66    | 0.03%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1000000 | PA      | $257677.68    | 0.01%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       300072 | PA      | $342529.41    | 0.01%             | 2041-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 195325AL9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      4568000 | PA      | $4650954.88   | 0.18%             | 2027-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust 2024-CES5                                                   | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       590308 | PA      | $592765.06    | 0.02%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                   | Apidos CLO XLIV Ltd                                                             | CUSIP: 037989AL4<br>LEI: 254900N39ZT8BF6B8W53 | Long             | ABS-CBDO         | CORP              | JE        |     10000000 | PA      | $10030866.00  | 0.39%             | 2037-10-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       575000 | PA      | $419407.17    | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $92467.61     | 0.00%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $632101.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M COMPANY                                       | 3M Co                                                                           | CUSIP: 604059AG0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      1425000 | PA      | $1411008.25   | 0.05%             | 2040-12-21      | Floating      | 4.24%                 | 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      | $8532286.40   | 0.33%             | 2031-07-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                            | Guatemala Government Bond                                                       | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1000000 | PA      | $1004000.00   | 0.04%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      1085000 | PA      | $888793.78    | 0.03%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF ESTONIA                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-45798.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                              | Fortive Corp                                                                    | CUSIP: 000000000<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |      6050000 | PA      | $6944718.96   | 0.27%             | 2026-02-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-107549.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                            | Svensk Exportkredit AB                                                          | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |      1400000 | PA      | $66217.80     | 0.00%             | 2027-06-25      | 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      | $51918.71     | 0.00%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-853656.83   | -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      | $752239.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20569.78     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $519062.50    | 0.02%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                | SELP Finance Sarl                                                               | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |      2500000 | PA      | $2906893.17   | 0.11%             | 2027-08-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $265500.00    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | 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      | $105316.78    | 0.00%             | 2053-07-30      | None          | 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      | $150774.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1200000 | PA      | $1388475.22   | 0.05%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                   | PMT Credit Risk Transfer Trust 2024-3R                                          | CUSIP: 69392AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4283398 | PA      | $4324008.32   | 0.17%             | 2028-09-27      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     27000000 | PA      | $1208031.09   | 0.05%             | 2027-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2024-PURE                                          | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      7100000 | PA      | $5184188.29   | 0.20%             | 2041-11-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $183053.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                                 | Mexican Udibonos                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      8526136 | PA      | $358572.27    | 0.01%             | 2043-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                               | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $245805.91    | 0.01%             | 2034-05-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-406027.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                          | Amazon Conservation DAC                                                         | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |      9000000 | PA      | $9041936.40   | 0.35%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1167397.39   | 0.05%             | 2030-03-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $21359.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                         | Societe Nationale SNCF SACA                                                     | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      3200000 | PA      | $3504561.29   | 0.14%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                             | Agence France Locale                                                            | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      2300000 | PA      | $2578148.20   | 0.10%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       199408 | PA      | $226881.72    | 0.01%             | 2035-02-24      | Variable      | 4.30%                 | 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      | $142452.00    | 0.01%             | 2048-07-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-76741.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                              | Slovenia Government Bond                                                        | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       100000 | PA      | $98878.13     | 0.00%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2390000 | PA      | $2312698.44   | 0.09%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | ROYAL BANK OF CANADA                                                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      3000000 | PA      | $420261.54    | 0.02%             | 2026-03-10      | Fixed         | 3.65%                 | 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      | $722350.95    | 0.03%             | 2034-08-04      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                              | General Electric Co                                                             | CUSIP: 36962GQX5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       400000 | PA      | $398076.74    | 0.02%             | 2038-10-16      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $62670.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $2752302.97   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      7800000 | PA      | $7979681.91   | 0.31%             | N/A             | Fixed         | 7.12%                 | 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      | $840000.00    | 0.03%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                           | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       275000 | PA      | $270349.98    | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | 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      | $-852593.52   | -0.03%            |  |  |  | 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        |        87468 | PA      | $87739.09     | 0.00%             | 2041-10-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-498176.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      2000000 | PA      | $2230219.50   | 0.09%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $183053.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       200000 | PA      | $234302.05    | 0.01%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT RRB                          | Canadian Government Real Return Bond                                            | CUSIP: 135087M43<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       235268 | PA      | $111764.19    | 0.00%             | 2054-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                           | Berkshire Hathaway Inc                                                          | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    100000000 | PA      | $580287.33    | 0.02%             | 2034-09-13      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2138000 | PA      | $1863462.63   | 0.07%             | 2038-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |       500000 | PA      | $71294.67     | 0.00%             | 2029-03-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WACHOVIA BANK NA                                 | Wachovia Bank NA                                                                | CUSIP: 92976QHD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       511000 | PA      | $510095.64    | 0.02%             | 2040-11-27      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1285000 | PA      | $1464399.39   | 0.06%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $1898592.69   | 0.07%             |  |  |  | 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        |     74746774 | PA      | $3363888.86   | 0.13%             | 2030-06-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $149089.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-6658.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2020-HQA5                                         | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | CORP              | US        |       595000 | PA      | $657290.55    | 0.03%             | 2050-11-25      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $24815.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      3000000 | PA      | $3318769.37   | 0.13%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | SWOP IRS JPY                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   6662700000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                            | CUSIP: 698299AT1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     14336000 | PA      | $15479582.72  | 0.60%             | 2034-04-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-3861.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASHLAND INC                                      | Ashland Inc                                                                     | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1406371.10   | 0.05%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $2776633.52   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |      6525000 | OU      | $18021.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                              | CUSIP: 756109CR3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      6300000 | PA      | $8388567.72   | 0.32%             | 2029-10-15      | Fixed         | 5.00%                 | 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      | $1795601.88   | 0.07%             | 2031-05-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | CDS REPUBLIC OF SERBIA                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |            1 | NC      | $-18502.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      4825000 | PA      | $4358558.91   | 0.17%             | 2033-10-25      | Fixed         | 1.45%                 | 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        |        77898 | PA      | $79154.94     | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                           | Logicor Financing Sarl                                                          | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      4300000 | PA      | $4801459.77   | 0.19%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     47879000 | PA      | $54793051.84  | 2.12%             | 2026-03-22      | Fixed         | 3.88%                 | 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      | $492598.18    | 0.02%             | 2043-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                           | Morgan Stanley Finance LLC                                                      | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $286492.11    | 0.01%             | 2028-08-10      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $62928.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                            | Gaci First Investment Co                                                        | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |      1490000 | PA      | $1992227.86   | 0.08%             | 2029-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     70829000 | PA      | $84649.86     | 0.00%             | 2038-12-31      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $338887.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      3536000 | PA      | $4035202.49   | 0.16%             | 2025-10-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $4787.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                          | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     51999000 | PA      | $1228411.09   | 0.05%             | 2028-09-06      | Floating      | 47.36%                | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -191 | NC      | $134061.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.AAA.17                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-48868.50    | -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      | $435236.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1000000 | PA      | $217040.47    | 0.01%             | 2032-04-25      | Fixed         | 1.75%                 | 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        |     53867975 | PA      | $538.68       | 0.00%             | 2047-11-10      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                           | Citigroup Capital XIII                                                          | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         4000 | NS      | $117880.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $112392.54    | 0.00%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       370000 | PA      | $236456.06    | 0.01%             | 2027-03-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                            | Finance Department Government of Sharjah                                        | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |      2000000 | PA      | $2322342.00   | 0.09%             | 2031-01-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                            | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    377000000 | PA      | $2282901.50   | 0.09%             | 2044-06-20      | Fixed         | 1.90%                 | 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      | $82193.79     | 0.00%             | 2057-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1353574.24   | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 92343VGA6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $1932527.48   | 0.07%             | 2051-03-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Henley CLO                                       | Henley CLO IV DAC                                                               | CUSIP: 000000000<br>LEI: 6354009HFM8XXW6PPK55 | Long             | ABS-CBDO         | CORP              | IE        |      5000000 | PA      | $5697441.00   | 0.22%             | 2034-04-25      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-1242250.40  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FINANCE                             | Prologis Yen Finance LLC                                                        | CUSIP: 000000000<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |    200000000 | PA      | $1145074.80   | 0.04%             | 2035-06-22      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $716472.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                              | Fortive Corp                                                                    | CUSIP: 000000000<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |      3850000 | PA      | $4538082.23   | 0.18%             | 2029-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                               | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      4300000 | PA      | $616053.93    | 0.02%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3600000 | PA      | $3507478.20   | 0.14%             | 2031-07-16      | Fixed         | 2.12%                 | 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      | $832.62       | 0.00%             | 2047-09-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $17569.97     | 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        |      2100000 | PA      | $1921797.19   | 0.07%             | 2033-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45110000 | PA      | $28179653.13  | 1.09%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                    | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      2770000 | PA      | $2722657.02   | 0.11%             | 2029-02-01      | Fixed         | 4.62%                 | 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      | $775020.38    | 0.03%             | 2028-09-28      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                          | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                      | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |     13000000 | PA      | $1831653.59   | 0.07%             | 2028-07-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       698000 | PA      | $661320.10    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       377714 | PA      | $432621.72    | 0.02%             | 2040-02-24      | Variable      | 4.30%                 | 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      | $1554065.00   | 0.06%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | BP CURRENCY                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -1470 | NC      | $2827566.99   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Re Ltd                                     | Eagle RE 2021-2 Ltd                                                             | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      1933366 | PA      | $1947097.14   | 0.08%             | 2034-04-25      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     14500000 | PA      | $16418123.44  | 0.64%             | 2028-02-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      3250000 | PA      | $2080000.00   | 0.08%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-180054.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SAGESS                                           | Gestion Securite de Stocks Securite SA                                          | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |      1100000 | PA      | $1221406.02   | 0.05%             | 2032-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      5000000 | PA      | $4398983.64   | 0.17%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                           | Province of Manitoba Canada                                                     | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $1673881.35   | 0.06%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-82979.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-22331.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                   | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       146089 | PA      | $148530.15    | 0.01%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $756818.46    | 0.03%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1000000 | PA      | $266974.42    | 0.01%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 949746ST9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      4198000 | PA      | $2691764.30   | 0.10%             | 2027-04-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1770916.88   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       650000 | PA      | $716963.06    | 0.03%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $375587.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     71500000 | PA      | $12542905.67  | 0.49%             | 2043-06-29      | Fixed         | 3.95%                 | 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      | $1234098.14   | 0.05%             | 2032-08-16      | Fixed         | 1.00%                 | 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      | $2202895.96   | 0.09%             | 2025-09-09      | Fixed         | 0.38%                 | No            |                  3 | On Loan: No      |
| CHINA DEVELOPMENT BANK                           | China Development Bank                                                          | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     27000000 | PA      | $4323066.89   | 0.17%             | 2032-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-311191.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                         | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     13210000 | PA      | $13294544.00  | 0.51%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                        | Aflac Inc                                                                       | CUSIP: 001055AZ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    100000000 | PA      | $626737.40    | 0.02%             | 2029-12-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                           | City of Toronto Canada                                                          | CUSIP: 891288DP4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $1714044.46   | 0.07%             | 2046-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-107549.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                         | Agence Francaise de Developpement EPIC                                          | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5569968.96   | 0.22%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS BANK OF AMERICA CORP                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $13942.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       635000 | PA      | $635229.18    | 0.02%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       300000 | PA      | $95669.08     | 0.00%             | 2054-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                   | Oaktown Re VII Ltd                                                              | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |       497210 | PA      | $501905.50    | 0.02%             | 2034-04-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                   | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $179856.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       100000 | PA      | $99875.00     | 0.00%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       157019 | PA      | $175695.88    | 0.01%             | 2037-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                   | USD/DKK FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-39151.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS PACIFIC LIFE GLOBAL FUNDING II                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-5912.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                 | DIAMOND SPORTS GRP LLC- WARRANTS                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        82206 | NS      | $15816.46     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      6950000 | PA      | $6232039.37   | 0.24%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |        35000 | PA      | $35633.40     | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $489069.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS CDX.EM.43.V1                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-2190400.96  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000000 | PA      | $111420.19    | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                  | QNB Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       250000 | PA      | $161621.66    | 0.01%             | 2028-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government Bond - CPI Linked                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      5394795 | PA      | $193774.69    | 0.01%             | 2046-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-11812.13    | -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      | $735762.34    | 0.03%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | JAPAN YEN CURR                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         1972 | NC      | $-9317934.18  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     24000000 | PA      | $4078088.26   | 0.16%             | 2034-05-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N                   | Ally Bank Auto Credit-Linked Notes Series 2024-B                                | CUSIP: 02007G4F7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2862605 | PA      | $2879883.66   | 0.11%             | 2032-09-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      4915000 | PA      | $4365364.89   | 0.17%             | 2033-01-21      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $12628305.31  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       100000 | PA      | $102041.34    | 0.00%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                  | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |        75000 | PA      | $71266.21     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-614988.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    -32150000 | OU      | $-71385.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                   | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-45314.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Financing Trust                          | Bayview Financing Trust 2023-1F                                                 | CUSIP: 07336HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1942359 | PA      | $1943719.05   | 0.08%             | 2026-07-01      | Floating      | 8.35%                 | No            |                  3 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                          | Hungary Government Bond                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    800000000 | PA      | $2124608.85   | 0.08%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                 | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      9408000 | PA      | $11058501.89  | 0.43%             | 2030-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $49246.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                             | LHOME Mortgage Trust 2024-RTL4                                                  | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1502641.20   | 0.06%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2024-CES1                                             | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       537906 | PA      | $538834.07    | 0.02%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       900000 | PA      | $885620.07    | 0.03%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government International Bond                                 | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      5400000 | PA      | $6715007.96   | 0.26%             | 2028-04-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-53099.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EX-IM BK INDIA/L                                 | EXPORT-IMPORT BANK OF INDIA/LONDON                                              | CUSIP: 000000000<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | GB        |     50000000 | PA      | $6995711.27   | 0.27%             | 2026-06-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $1092617.40   | 0.04%             |  |  |  | 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      | $327096.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       800000 | PA      | $534771.68    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SAGESS                                           | Gestion Securite de Stocks Securite SA                                          | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |      2000000 | PA      | $2268626.17   | 0.09%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                 | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      1361000 | PA      | $1546385.83   | 0.06%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                           | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      4700000 | PA      | $4974776.10   | 0.19%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $4304.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $30991.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                               | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      3520000 | PA      | $537675.71    | 0.02%             | 2025-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          388 | NC      | $167325.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-68557.56    | -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      | $-422289.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1770000 | PA      | $1545810.00   | 0.06%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF KAZAKHSTAN                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $74657.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.17.AAA                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-69812.14    | -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      | $-1400500.58  | -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      | $-908721.73   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS REPUBLIC OF SERBIA                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |            1 | NC      | $21236.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2100000 | PA      | $2595514.32   | 0.10%             | 2048-01-27      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                            | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       300000 | PA      | $301050.00    | 0.01%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                             | Province of Nova Scotia Canada                                                  | CUSIP: 669827FZ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $1816582.49   | 0.07%             | 2045-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-15283.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $547812.50    | 0.02%             | 2051-11-15      | Fixed         | 1.88%                 | 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      | $38775.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       805000 | PA      | $862359.63    | 0.03%             | 2034-01-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COML CAP TRUST                         | Greystone Commercial Capital Trust Series 2021-2                                | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19079706 | PA      | $16980938.68  | 0.66%             | 2026-05-31      | Floating      | 7.23%                 | Yes           |                  3 | On Loan: No      |
| Capital Four CLO                                 | Capital Four CLO II DAC                                                         | CUSIP: 000000000<br>LEI: 549300MUYIMW1VRJ5K26 | Long             | ABS-CBDO         | CORP              | IE        |     22226605 | PA      | $25501952.34  | 0.99%             | 2034-01-15      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                               | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      1800000 | PA      | $331610.60    | 0.01%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |       553468 | PA      | $555543.07    | 0.02%             | 2034-01-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       340000 | PA      | $304920.37    | 0.01%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          -30 | NC      | $-187.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06050MAZ0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       519000 | PA      | $516109.14    | 0.02%             | 2040-11-27      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                         | Cooperatieve Rabobank UA                                                        | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     22000000 | PA      | $281860.88    | 0.01%             | 2039-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                      | Tenneco Inc                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      2375000 | PA      | $2357711.24   | 0.09%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-2741426.18  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-59062.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                            | CLUBCORP HLDGS INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        43634 | PA      | $43276.70     | 0.00%             | 2032-07-10      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| REGION OF LOMBARDY                               | Region of Lombardy Italy                                                        | CUSIP: 541624AA0<br>LEI: 815600FFE23852109066 | Long             | DBT              | NUSS              | IT        |      2700000 | PA      | $2536573.59   | 0.10%             | 2032-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $880312.50    | 0.03%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $458372.26    | 0.02%             |  |  |  | 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        |      9981413 | PA      | $11303708.08  | 0.44%             | 2031-04-15      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |         7000 | PA      | $9742.83      | 0.00%             | 2030-08-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA GENL REP                         | Bonos de la Tesoreria de la Republica                                           | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    195869750 | PA      | $192523.93    | 0.01%             | 2035-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                              | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      6600000 | PA      | $7525593.19   | 0.29%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                  | QNB FINANCE LTD                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     41660000 | PA      | $5826983.32   | 0.23%             | 2026-03-09      | Fixed         | 3.50%                 | 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      | $200000.00    | 0.01%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-236968.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $108877.67    | 0.00%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-101730.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                             | Colgate-Palmolive Co                                                            | CUSIP: 19416QDD9<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |       485000 | PA      | $476914.55    | 0.02%             | 2042-08-22      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       103418 | PA      | $117794.32    | 0.00%             | 2036-05-15      | Fixed         | 1.80%                 | 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      | $372438.17    | 0.01%             | 2028-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2024-R05                                    | CUSIP: 20754XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       250000 | PA      | $250995.00    | 0.01%             | 2044-07-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp                                                                | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      2375000 | PA      | $2387070.94   | 0.09%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                             | Booking Holdings Inc                                                            | CUSIP: 09857LBH0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $4012812.97   | 0.16%             | 2031-05-09      | Fixed         | 3.12%                 | 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        |     37349306 | PA      | $77122.58     | 0.00%             | 2025-12-25      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2020-B17 Mortgage Trust                                               | CUSIP: 08162MAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6200000 | PA      | $5558921.24   | 0.22%             | 2053-03-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      1880000 | PA      | $1644302.28   | 0.06%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| ADCB FINANCE CAYMAN LTD                          | ADCB Finance Cayman Ltd                                                         | CUSIP: 000000000<br>LEI: 213800R9XDKRM525M609 | Long             | DBT              | CORP              | KY        |   3000000000 | PA      | $187334.12    | 0.01%             | 2029-04-29      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -388 | NC      | $-12125.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MALTA GOVERNMENT                                 | Malta Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300CZVZYSMSGX6X78 | Long             | DBT              | NUSS              | MT        |      2500000 | PA      | $2457752.51   | 0.10%             | 2031-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | SWOP IRS JPY                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        | -13325400000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       525000 | PA      | $454118.81    | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                      | SNCF Reseau                                                                     | CUSIP: 761034AA5<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      6400000 | PA      | $4676489.61   | 0.18%             | 2035-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1637456000 | PA      | $1720424.82   | 0.07%             | 2038-12-31      | Variable      | 0.67%                 | 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      | $1550551.78   | 0.06%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3760000 | PA      | $3621700.75   | 0.14%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MALTA GOVERNMENT                                 | Malta Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300CZVZYSMSGX6X78 | Long             | DBT              | NUSS              | MT        |      1000000 | PA      | $861446.23    | 0.03%             | 2037-05-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       158339 | PA      | $184364.61    | 0.01%             | 2032-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $2182031.25   | 0.08%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                      | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3774988.75   | 0.15%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     56000000 | PA      | $1591635.25   | 0.06%             | 2031-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-57770.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                        | DONCASTERS US FINANCE LLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1197000 | PA      | $1208970.00   | 0.05%             | 2030-04-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $712839.58    | 0.03%             |  |  |  | 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      | $10709354.03  | 0.41%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RDY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       150000 | PA      | $103118.50    | 0.00%             | 2047-05-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-25719.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LINCT 2024-1 A1X                                 | LINCT 2024-1 A1X                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5183000 | PA      | $5183000.00   | 0.20%             | 2025-08-04      | Floating      | 2.75%                 | No            |                  3 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     13125000 | PA      | $12705967.31  | 0.49%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN                             | Bioceanico Sovereign Certificate Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      4421825 | PA      | $3502173.57   | 0.14%             | 2034-06-05      | 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        |       168000 | PA      | $133136.56    | 0.01%             | 2036-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECUADOR SOCIAL BOND SARL                         | Ecuador Social Bond Sarl                                                        | CUSIP: 000000000<br>LEI: 5493006P8FVL2JCVBP02 | Long             | DBT              | NUSS              | LU        |     16320000 | PA      | $283968.00    | 0.01%             | 2035-01-30      | Fixed         | 0.35%                 | No            |                  3 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FVEE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99611902 | PA      | $5272278.69   | 0.20%             | 2030-06-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 3136A85Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       259959 | PA      | $2251.27      | 0.00%             | 2027-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                       | Sogecap SA                                                                      | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |      3900000 | PA      | $5053302.07   | 0.20%             | 2044-05-16      | Fixed         | 6.50%                 | 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      | $1267116.74   | 0.05%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Codere Group Topco S.A. A2 Equity                | Codere Group Topco S.A. A2 Equity                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |         8212 | NS      | $187430.69    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                         | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      4760000 | PA      | $5281044.97   | 0.20%             | 2028-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $210812.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1230000 | PA      | $1250951.39   | 0.05%             | 2035-02-13      | Fixed         | 5.83%                 | 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      | $-5505.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-81818.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.18.AAA                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $8109.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIA                                         | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      8212000 | PA      | $9167703.53   | 0.35%             | 2035-03-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                    | Radnor RE 2021-2 Ltd                                                            | CUSIP: 75049GAB5<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-MBS          | CORP              | BM        |      2417378 | PA      | $2453047.44   | 0.09%             | 2031-11-25      | Floating      | 8.05%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2014-GC21                                   | CUSIP: 17322MBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6762264 | PA      | $67.62        | 0.00%             | 2047-05-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $56684.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                         | Permian Resources Operating LLC                                                 | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      1825000 | PA      | $1865361.78   | 0.07%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1492000 | PA      | $1018101.56   | 0.04%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      1350000 | PA      | $1299758.85   | 0.05%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-93720.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    436270956 | PA      | $459270.65    | 0.02%             | 2033-12-31      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-137899.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO ELECTRICITY FIN                          | Ontario Electricity Financial Corp                                              | CUSIP: 683078FP9<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |     10000000 | PA      | $5931654.16   | 0.23%             | 2031-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       365000 | PA      | $354782.79    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS SECURITIES CORP.                     | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $6765.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                | EURO-BOBL                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -789 | NC      | $547865.22    | 0.02%             |  |  |  | No            |                  1 | 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      | $1695845.54   | 0.07%             | 2031-05-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-12965.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       194141 | PA      | $227646.44    | 0.01%             | 2029-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1716555.42   | 0.07%             | 2029-04-01      | Fixed         | 3.88%                 | 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        |     22433090 | PA      | $506725.38    | 0.02%             | 2029-02-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 195325AQ8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1000000 | PA      | $1111360.00   | 0.04%             | 2028-03-09      | Fixed         | 11.85%                | 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      | $147464.72    | 0.01%             | 2046-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1595000 | PA      | $1427767.07   | 0.06%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $53292.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1000000 | PA      | $973443.60    | 0.04%             | 2035-10-29      | Fixed         | 3.88%                 | 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      | $685652.08    | 0.03%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| MEXICO CITY ARPT TRUST                           | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      3137000 | PA      | $2627802.16   | 0.10%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4950000 | PA      | $4399450.59   | 0.17%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS SOFTBANK GROUP CORP                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $2125.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                     | Eagle RE 2023-1 Ltd                                                             | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |       323235 | PA      | $323965.87    | 0.01%             | 2033-09-26      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1000000 | PA      | $254374.19    | 0.01%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 92343VEX8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1633696.88   | 0.06%             | 2031-04-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $290450.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                | International Finance Corp                                                      | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |     44300000 | PA      | $2241277.07   | 0.09%             | 2028-04-06      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                          | Hamburg Commercial Bank AG                                                      | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      8160000 | PA      | $7936203.84   | 0.31%             | 2031-03-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $7393.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      1340000 | PA      | $1157427.95   | 0.04%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $40730.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS CDX.EM.43.V1                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-2190400.96  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                         | Uruguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    100000000 | PA      | $565649.87    | 0.02%             | 2036-12-09      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                           | MORGAN STANLEY FINANCE LLC                                                      | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $704292.44    | 0.03%             | 2028-03-08      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                   | PMT Credit Risk Transfer Trust 2024-1R                                          | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5306311 | PA      | $5368815.18   | 0.21%             | 2033-05-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                            | Becton Dickinson & Co                                                           | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      4100000 | PA      | $4793916.16   | 0.19%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-48378.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $1618333.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REGION OF UMBRIA                                 | Region of Umbria Italy                                                          | CUSIP: 000000000<br>LEI: 815600517A684B514873 | Long             | DBT              | NUSS              | IT        |       653948 | PA      | $708993.82    | 0.03%             | 2031-03-26      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-82520.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-246624.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                                     | CUSIP: 026657BG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      6600000 | PA      | $7605130.26   | 0.29%             | 2031-06-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $94230.75     | 0.00%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1050000 | PA      | $974606.96    | 0.04%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       700000 | PA      | $786067.91    | 0.03%             | 2028-05-26      | Fixed         | 2.88%                 | 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      | $1884600.78   | 0.07%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Carlyle C17 CLO                                  | Carlyle C17 CLO Ltd                                                             | CUSIP: 14307PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1846475 | PA      | $1847603.60   | 0.07%             | 2031-04-30      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |            1 | NC      | $1127147.77   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                         | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |       598000 | PA      | $713023.09    | 0.03%             | 2034-10-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       300000 | PA      | $382807.57    | 0.01%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $665034.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG                                        | HONG KONG GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     22000000 | PA      | $3335219.04   | 0.13%             | 2033-06-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                            | CLUBCORP HOLDINGS INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       669062 | PA      | $663575.98    | 0.03%             | 2032-07-10      | Floating      | 9.33%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-93720.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-125984.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS CHINA DEVELOPMENT BANK                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-166528.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-489975.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $618593.75    | 0.02%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       862000 | PA      | $651052.39    | 0.03%             | 2037-07-30      | None          | 0.00%                 | 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        |      1738454 | PA      | $1698048.53   | 0.07%             | 2050-09-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                            | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2003885 | PA      | $2023924.10   | 0.08%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-39495.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DENMARK I/L GOVT BOND                            | Denmark I/L Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      1025748 | PA      | $146635.80    | 0.01%             | 2034-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                               | Expand Energy Corp                                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       600000 | PA      | $601845.81    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-620235.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       675000 | PA      | $649246.28    | 0.03%             | 2030-01-15      | Fixed         | 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      | $-533494.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-42612.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       220000 | PA      | $140899.47    | 0.01%             | 2027-05-19      | 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      | $159724.63    | 0.01%             | 2044-07-30      | None          | 0.00%                 | 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        |      4000000 | PA      | $562662.66    | 0.02%             | 2028-01-25      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-18760.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | SWOP IRS JPY                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   6662700000 | OU      | $426.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS CMBX.NA.AAA.18                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $9081.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |            1 | NC      | $16361.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-568340.03   | -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      | $-617398.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       100000 | PA      | $59991.85     | 0.00%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                  | United Group BV                                                                 | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $113867.79    | 0.00%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KOREA EXPRESSWAY CORP                            | Korea Expressway Corp                                                           | CUSIP: 000000000<br>LEI: 988400EZO9DR1OFL5772 | Long             | DBT              | NUSS              | KR        |     80000000 | PA      | $7714637.02   | 0.30%             | 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      | $1295789.84   | 0.05%             |  |  |  | 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      | $6283292.00   | 0.24%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                         | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    300000000 | PA      | $1943371.35   | 0.08%             | 2028-07-12      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                         | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17330RZL2<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |       885000 | PA      | $865177.27    | 0.03%             | 2057-10-20      | Floating      | 4.42%                 | 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        |      5782000 | PA      | $5812768.30   | 0.23%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       169091 | PA      | $197713.63    | 0.01%             | 2031-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-22104.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     10300000 | PA      | $11463439.59  | 0.44%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-451602.91   | -0.02%            |  |  |  | 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      | $62667.97     | 0.00%             | 2062-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1635000 | PA      | $2083904.39   | 0.08%             | 2034-07-31      | Fixed         | 5.20%                 | 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      | $704478.48    | 0.03%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-47952.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $511872.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                      | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     18150000 | PA      | $17485224.45  | 0.68%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $826769.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $14464.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                    | Sunrun Vesta Issuer 2024-3 LLC                                                  | CUSIP: 86773AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       914353 | PA      | $884028.85    | 0.03%             | 2059-10-30      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1000000 | PA      | $276330.54    | 0.01%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                         | Slovakia Government Bond                                                        | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      1530000 | PA      | $1781288.47   | 0.07%             | 2033-06-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PENTA CLO 3 DESIGNATED ACTIVIT                   | Penta CLO 3 DAC                                                                 | CUSIP: 000000000<br>LEI: 6354005OXNNWWOAOCX44 | Long             | ABS-CBDO         | CORP              | IE        |     13000000 | PA      | $14820777.75  | 0.57%             | 2038-10-17      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| CASSA DEL TRENTINO SPA                           | Cassa Del Trentino SPA                                                          | CUSIP: 000000000<br>LEI: 815600ECB4F640532453 | Long             | DBT              | NUSS              | IT        |       315852 | PA      | $356253.52    | 0.01%             | 2026-06-17      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-376134.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION              | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DIR              | CORP              | US        |            1 | NC      | $6685.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-131927.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                          | Ile-de-France Mobilites                                                         | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      1400000 | PA      | $1392665.54   | 0.05%             | 2032-02-16      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                             | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      2723000 | PA      | $2748620.22   | 0.11%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                           | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       225000 | PA      | $226385.28    | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                               | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     15595000 | PA      | $17797014.00  | 0.69%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-478060.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |            1 | NC      | $111372.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                         | Magyar Export-Import Bank Zrt                                                   | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      3600000 | PA      | $4440066.84   | 0.17%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                         | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      6800000 | PA      | $8752541.84   | 0.34%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS BANK OF MONTREAL                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-910.55      | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| DOW CHEMICAL CO/THE                              | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |        88000 | PA      | $113096.22    | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $30321.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 19767QAS4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2270357.86   | 0.09%             | 2036-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2020-DNA6                                         | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | CORP              | US        |       400000 | PA      | $426499.56    | 0.02%             | 2050-12-25      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                                     | ING Groep NV                                                                    | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      1995000 | PA      | $2021676.94   | 0.08%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| FREEPORT TERMINAL MALTA                          | Freeport Terminal Malta PLC                                                     | CUSIP: 356834AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |      3000000 | PA      | $3154828.32   | 0.12%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $110924.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                         | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      2100000 | PA      | $1525121.36   | 0.06%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $301466.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      2900000 | PA      | $3262154.44   | 0.13%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | HSBC BANK PLC                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | DBT              | CORP              | GB        |     35000000 | PA      | $4889196.22   | 0.19%             | 2026-03-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 71656MBQ1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       194000 | PA      | $194076.50    | 0.01%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-39364.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                               | Expand Energy Corp                                                              | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2002525.67   | 0.08%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF CYPRUS                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $21967.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                            | Finance Department Government of Sharjah                                        | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |      3600000 | PA      | $4180215.60   | 0.16%             | 2031-01-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-13188.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      9560000 | PA      | $9689384.62   | 0.38%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       660000 | PA      | $645459.38    | 0.02%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-383034.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                  | United Group BV                                                                 | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      5275000 | PA      | $5904851.25   | 0.23%             | 2028-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-54066.94    | -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        |       436000 | PA      | $268150.24    | 0.01%             | 2041-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TFS_18-3-A1                                      | TFS_18-3-A1                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | LU        |      2017711 | PA      | $1715445.55   | 0.07%             | 2026-03-15      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2350000 | PA      | $2252430.37   | 0.09%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       119805 | PA      | $113473.40    | 0.00%             | 2038-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                     | Hunt Cos Inc                                                                    | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |      3975000 | PA      | $3894859.41   | 0.15%             | 2029-04-15      | Fixed         | 5.25%                 | 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      | $6053495.40   | 0.23%             | 2030-08-24      | Floating      | 5.22%                 | No            |                  3 | On Loan: No      |
| OneMain Financial Issuance Tru                   | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3700000 | PA      | $3792870.74   | 0.15%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                         | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      1625000 | PA      | $1872714.32   | 0.07%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Real Estate Asset Liquidity Tr                   | Real Estate Asset Liquidity Trust                                               | CUSIP: 75585RRT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      1101899 | PA      | $771834.40    | 0.03%             | 2055-02-12      | Variable      | 2.38%                 | 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      | $124105.05    | 0.00%             | 2050-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA MADEIRA                          | Regiao Autonoma Madeira                                                         | CUSIP: 000000000<br>LEI: 549300NI7DXWFX27WX21 | Long             | DBT              | NUSS              | PT        |      1000000 | PA      | $895725.94    | 0.03%             | 2034-12-04      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      1125000 | PA      | $1020550.87   | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-24602.46    | -0.00%            |  |  |  | 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        |       125660 | PA      | $125504.45    | 0.00%             | 2029-02-26      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS COMMONWEALTH OF AUSTRALIA                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |            1 | NC      | $112959.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                              | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $5408420.69   | 0.21%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.AAA.16                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-93874.85    | -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      | $-2624943.82  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $219638.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA ACORES                           | Autonomous Region of the Azores                                                 | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |       400000 | PA      | $466216.72    | 0.02%             | 2028-10-17      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Codere Group Topco S.A. Warrants                 | Codere Group Topco S.A. Warrants                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |           21 | NS      | $191.72       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 71656MBK4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |        30000 | PA      | $29952.00     | 0.00%             | 2026-08-04      | Fixed         | 6.88%                 | 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        |      1653116 | PA      | $1556656.58   | 0.06%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                               | Expand Energy Corp                                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        23063 | NS      | $2416541.14   | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $289463.81    | 0.01%             |  |  |  | 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        |    117416007 | PA      | $6339466.37   | 0.25%             | 2030-06-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-583625.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ADCB FINANCE CAYMAN LTD                          | ADCB Finance Cayman Ltd                                                         | CUSIP: 000000000<br>LEI: 213800R9XDKRM525M609 | Long             | DBT              | CORP              | KY        |      2270000 | PA      | $1458757.15   | 0.06%             | 2027-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSONVILLE AERO COMBST                         | Johnsonville Aeroderivative Combustion Turbine Generation LLC                   | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       273300 | PA      | $258239.85    | 0.01%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF SERBIA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $107532.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     21500000 | PA      | $3251827.75   | 0.13%             | 2030-05-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS SAR                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $222950.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-57770.03    | -0.00%            |  |  |  | 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      | $64542.25     | 0.00%             | 2049-04-10      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5900000 | PA      | $6219519.81   | 0.24%             | 2033-06-15      | Fixed         | 5.38%                 | 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      | $3967568.04   | 0.15%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      1755000 | PA      | $1754754.27   | 0.07%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government International Bond                          | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      2200000 | PA      | $2524034.26   | 0.10%             | 2026-07-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1000000 | PA      | $223037.72    | 0.01%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       100000 | PA      | $112580.13    | 0.00%             | 2049-12-07      | Fixed         | 4.25%                 | 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      | $2123810.34   | 0.08%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D         | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     22936424 | NS      | $22920368.61  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | USD CALL VERSUS HKD PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    -20000000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       100000 | PA      | $67502.38     | 0.00%             | 2047-07-22      | Fixed         | 1.50%                 | 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      | $8597768.51   | 0.33%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS KINGDOM OF NORWAY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-4572.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        95151 | PA      | $109346.43    | 0.00%             | 2034-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-124058.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       395000 | PA      | $385207.29    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PLAQUEMINES LA PORT HARBOR & T                   | Plaquemines Port Harbor & Terminal District                                     | CUSIP: 727521AB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      4900000 | PA      | $4989649.15   | 0.19%             | 2034-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 91086QAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       875400 | PA      | $968411.25    | 0.04%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $718071.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA ACORES                           | Autonomous Region of the Azores                                                 | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |       300000 | PA      | $317924.71    | 0.01%             | 2029-06-15      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-503790.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       500000 | PA      | $593235.87    | 0.02%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      1812000 | PA      | $2165.58      | 0.00%             | 2038-12-31      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                      | Taurus 2021-1 UK DAC                                                            | CUSIP: 000000000<br>LEI: 635400SG2ZVJCYHITE32 | Long             | ABS-MBS          | CORP              | IE        |       545990 | PA      | $722585.81    | 0.03%             | 2031-05-17      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                      | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      2650000 | PA      | $2674740.62   | 0.10%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-39971.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                 | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      5500000 | PA      | $6034323.24   | 0.23%             | N/A             | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |     -5000000 | OU      | $-8394.40     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                             | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     33700000 | PA      | $1670827.33   | 0.06%             | 2028-07-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HAMMERSON IRELAND                                | Hammerson Ireland Finance DAC                                                   | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              | CORP              | IE        |      6897000 | PA      | $7755941.90   | 0.30%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                        | Aflac Inc                                                                       | CUSIP: 001055AS1<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     80000000 | PA      | $527815.70    | 0.02%             | 2027-01-25      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         1113 | NC      | $595141.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHAVEN CMBD CYCLE GEN                         | Southaven Combined Cycle Generation LLC                                         | CUSIP: 841215AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         9004 | PA      | $8626.59      | 0.00%             | 2033-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS REPUBLIC OF IRELAND                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $27570.93     | 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      | $3950300.39   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $473750.00    | 0.02%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                  | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      1650000 | PA      | $1540923.72   | 0.06%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 71654QAM4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      6378000 | PA      | $6629931.00   | 0.26%             | 2027-09-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TFS_18-3                                         | TFS_18-3                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | N/A       |            1 | PA      | $1.14         | 0.00%             | 2040-04-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $736375.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                         | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     16656000 | PA      | $14788089.56  | 0.57%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS KINGDOM OF NORWAY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-2286.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                              | Adif Alta Velocidad                                                             | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      5000000 | PA      | $5792290.13   | 0.22%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-1317319.25  | -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      | $-311447.59   | -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      | $-341357.17   | -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      | $1210171.37   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD                             | DIGICEL INTL FIN LTD                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3857 | NS      | $45811.52     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $62670.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                           | TDF Infrastructure SASU                                                         | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |      4100000 | PA      | $4731098.38   | 0.18%             | 2031-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 000000000<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |        30000 | PA      | $28226.36     | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $1815024.37   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                           | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      1991175 | PA      | $2261875.59   | 0.09%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $68109.83     | 0.00%             |  |  |  | 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      | $1072924.27   | 0.04%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1000000 | PA      | $279497.94    | 0.01%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $112588.11    | 0.00%             | 2026-10-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                         | Regie Autonome des Transports Parisiens EPIC                                    | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $1042657.38   | 0.04%             | 2029-06-20      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | PROLOGIS LP                                                                     | CUSIP: 000000000<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     63660000 | PA      | $9025050.98   | 0.35%             | 2029-09-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government International Bond                                 | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     10198000 | PA      | $12746677.89  | 0.49%             | 2034-07-17      | Fixed         | 5.20%                 | 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      | $5767839.95   | 0.22%             | 2031-07-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       100000 | PA      | $83638.09     | 0.00%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |     71970000 | OU      | $42753.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1000000 | PA      | $255600.33    | 0.01%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                   | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       475000 | PA      | $364492.13    | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $101740.66    | 0.00%             | 2027-10-25      | Fixed         | 2.50%                 | 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      | $2522864.53   | 0.10%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -349 | NC      | $344832.03    | 0.01%             |  |  |  | No            |                  1 | 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      | $865000.00    | 0.03%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $97159.20     | 0.00%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                   | PMT Credit Risk Transfer Trust 2024-2R                                          | CUSIP: 69391NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4892121 | PA      | $4941181.48   | 0.19%             | 2027-03-29      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                           | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       389000 | PA      | $377524.50    | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     71000000 | PA      | $1926729.48   | 0.07%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Boots Group                                  | BOOTS GROUP BIDCO LTD/THE                                                       | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |      1200000 | PA      | $1591572.37   | 0.06%             | 2032-07-22      | Floating      | 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      | $-4086689.11  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-404844.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred   | FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       633000 | NS      | $633000.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NEWDAY FUNDING                                   | NewDay Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |      2600000 | PA      | $3467034.56   | 0.13%             | 2032-03-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                            | Civitas Resources Inc                                                           | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      1755000 | PA      | $1736290.54   | 0.07%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2264906.71   | 0.09%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       100000 | PA      | $122141.64    | 0.00%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                         | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      2100000 | PA      | $2834644.60   | 0.11%             | 2041-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.18.AAA                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $7298.60      | 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      | $-292087.99   | -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      | $152131.09    | 0.01%             | 2045-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                         | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $10369743.80  | 0.40%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                             | Bulgarian Energy Holding EAD                                                    | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     12200000 | PA      | $13431031.58  | 0.52%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $725655.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     48500000 | PA      | $9401870.17   | 0.36%             | 2046-12-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $290450.84    | 0.01%             |  |  |  | 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      | $3971.48      | 0.00%             | 2026-05-31      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       318913 | PA      | $349895.30    | 0.01%             | 2039-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $167781.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $90648.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | MICRO ULT 10YR                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -26 | NC      | $-3478.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                          | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $44778.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-25

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

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer