# EDGAR Filing Document

**Accession Number:** 0000929523
**File Stem:** 0000940400-26-012057
**Filing Date:** 2026-3
**Character Count:** 2170984
**Document Hash:** 169e7888bbd1bbee80db602768a12ef9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012057.hdr.sgml**: 20260330

**ACCESSION NUMBER**: 0000940400-26-012057

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260330

**DATE AS OF CHANGE**: 20260330

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL INVESTMENT PORTFOLIOS, INC. 17
- **CENTRAL INDEX KEY:** 0000929523

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07215
- **FILM NUMBER:** 26812340

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 802-5032

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Long-Term Investments 98.9%** | **Long-Term Investments 98.9%** | **Long-Term Investments 98.9%** | **Long-Term Investments 98.9%** | **Long-Term Investments 98.9%** | **Long-Term Investments 98.9%** |
| **Asset-Backed Securities 22.0%** | **Asset-Backed Securities 22.0%** | **Asset-Backed Securities 22.0%** | **Asset-Backed Securities 22.0%** | **Asset-Backed Securities 22.0%** | **Asset-Backed Securities 22.0%** |
| **Automobiles 0.6%** | **Automobiles 0.6%** | **Automobiles 0.6%** | **Automobiles 0.6%** | **Automobiles 0.6%** | **Automobiles 0.6%** |
| Ally Bank Auto Credit-Linked Notes, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A, Class C, 144A | &nbsp;&nbsp;6.022% | &nbsp;&nbsp;05/17/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;1813 | &nbsp;&nbsp; $1845920 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A, Class D, 144A | &nbsp;&nbsp;6.315 | &nbsp;&nbsp;05/17/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922032 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-B, Class D, 144A | &nbsp;&nbsp;5.410 | &nbsp;&nbsp;09/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;2614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2637507 |
| Avis Budget Rental Car Funding AESOP LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A | &nbsp;&nbsp;2.020 | &nbsp;&nbsp;02/20/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;4283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4278276 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-04A, Class A, 144A | &nbsp;&nbsp;5.490 | &nbsp;&nbsp;06/20/29 |  | &nbsp;&nbsp;13963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14333278 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-08A, Class A, 144A | &nbsp;&nbsp;6.020 | &nbsp;&nbsp;02/20/30 |  | &nbsp;&nbsp;43300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45365743 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A | &nbsp;&nbsp;5.360 | &nbsp;&nbsp;06/20/30 |  | &nbsp;&nbsp;98743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101942046 |
| Bayview Opportunity Master Fund VII LLC,<br> Series 2024-CAR01, Class C, 144A, 30 Day Average SOFR + 1.500% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;5.197(c) | &nbsp;&nbsp;12/26/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301568 |
| 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;2668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2673749 |
| 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;&nbsp;&nbsp;966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938649 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02, Class G, 144A | &nbsp;&nbsp;8.482 | &nbsp;&nbsp;12/26/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39224 |
| OneMain Direct Auto Receivables Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-01A, Class B, 144A | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;11/14/28 |  | &nbsp;&nbsp;20418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20399271 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-01A, Class D, 144A | &nbsp;&nbsp;5.900 | &nbsp;&nbsp;12/16/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8495188 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | &nbsp;&nbsp;5.360 | &nbsp;&nbsp;04/16/35 |  | &nbsp;&nbsp;67700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69907311 |
| Santander Drive Auto Receivables Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-06, Class C | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;03/17/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8059078 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-02, Class D | &nbsp;&nbsp;6.280 | &nbsp;&nbsp;08/15/31 |  | &nbsp;&nbsp;18820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19439726 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-03, Class D | &nbsp;&nbsp;5.110 | &nbsp;&nbsp;09/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9296919 |
| Westlake Automobile Receivables Trust,<br> Series 2025-02A, Class C, 144A | &nbsp;&nbsp;4.850 | &nbsp;&nbsp;01/15/31 |  | &nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15377382 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327252867 |
| **Collateralized Loan Obligations 18.0%** | **Collateralized Loan Obligations 18.0%** | **Collateralized Loan Obligations 18.0%** | **Collateralized Loan Obligations 18.0%** | **Collateralized Loan Obligations 18.0%** | **Collateralized Loan Obligations 18.0%** |
| 720 East CLO Ltd. (Cayman Islands),<br> Series 2023-IA, Class A1R, 144A, 3 Month SOFR + 1.370% (Cap N/A, Floor 1.370%) | &nbsp;&nbsp;5.042(c) | &nbsp;&nbsp;04/15/38 |  | &nbsp;&nbsp;32250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32417281 |
| AGL CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-09A, Class AR, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;5.198(c) | &nbsp;&nbsp;04/20/37 |  | &nbsp;&nbsp;67750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67906740 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-10A, Class B, 144A, 3 Month SOFR + 1.762% (Cap N/A, Floor 1.500%) | &nbsp;&nbsp;5.434(c) | &nbsp;&nbsp;04/15/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6517551 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-15A, Class A1R, 144A, 3 Month SOFR + 1.200% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;4.871(c) | &nbsp;&nbsp;01/20/39 |  | &nbsp;&nbsp;57700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57715810 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-19A, Class A1R, 144A, 3 Month SOFR + 1.300% (Cap N/A, Floor 1.300%) | &nbsp;&nbsp;4.970(c) | &nbsp;&nbsp;07/21/38 |  | &nbsp;&nbsp;85494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85922325 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-20A, Class A1R, 144A, 3 Month SOFR + 1.370% (Cap N/A, Floor 1.370%) | &nbsp;&nbsp;5.038(c) | &nbsp;&nbsp;10/20/37 |  | &nbsp;&nbsp;47750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47981650 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-37A, Class A1, 144A, 3 Month SOFR + 1.240% (Cap N/A, Floor 1.240%) | &nbsp;&nbsp;4.909(c) | &nbsp;&nbsp;04/22/38 |  | &nbsp;&nbsp;21750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21831430 |
| AlbaCore Euro CLO DAC (Ireland),<br> Series 02A, Class A2, 144A, 3 Month EURIBOR + 1.000% (Cap 3.200%, Floor 1.000%) | &nbsp;&nbsp;3.100(c) | &nbsp;&nbsp;06/15/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;9461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11194349 |
| Anchorage Capital CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-18A, Class B1, 144A, 3 Month SOFR + 1.762% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;5.434(c) | &nbsp;&nbsp;04/15/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6015601 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-24A, Class A1R, 144A, 3 Month SOFR + 1.430% (Cap N/A, Floor 1.430%) | &nbsp;&nbsp;5.102(c) | &nbsp;&nbsp;07/15/37 |  | 124500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124919926 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-25A, Class A1, 144A, 3 Month SOFR + 1.390% (Cap N/A, Floor 1.390%) | &nbsp;&nbsp;5.060(c) | &nbsp;&nbsp;04/20/35 |  | &nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21028526 |
| Anchorage Capital Europe CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 06A, Class ARR, 144A, 3 Month EURIBOR + 1.350% (Cap N/A, Floor 1.350%) | &nbsp;&nbsp;3.377(c) | &nbsp;&nbsp;10/22/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;64200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76224730 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 08A, Class B1R, 144A, 3 Month EURIBOR + 2.100% (Cap N/A, Floor 2.100%) | &nbsp;&nbsp;4.130(c) | &nbsp;&nbsp;10/25/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;18400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21870877 |
| Apidos CLO Ltd. (United Kingdom),<br> Series 2023-44A, Class A1R, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) | &nbsp;&nbsp;5.028(c) | &nbsp;&nbsp;10/26/37 |  | &nbsp;&nbsp;35350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35518934 |
| Armada Euro CLO DAC (Ireland),<br> Series 07A, Class A, 144A, 3 Month EURIBOR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;3.206(c) | &nbsp;&nbsp;04/15/39 | &nbsp;&nbsp;EUR | 135850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161144209 |
| Atlas Senior Loan Fund Ltd. (Cayman Islands),<br> Series 2016-07A, Class A1R2, 144A, 3 Month SOFR + 1.362% (Cap N/A, Floor 1.100%) | &nbsp;&nbsp;5.184(c) | &nbsp;&nbsp;11/27/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;8857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8857334 |
| Aurium CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 02A, Class A2RR, 144A, 3 Month EURIBOR + 1.180% (Cap 3.280%, Floor 1.180%) | &nbsp;&nbsp;3.215(c) | &nbsp;&nbsp;06/22/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16637783 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 08A, Class AR, 144A, 3 Month EURIBOR + 1.320% (Cap N/A, Floor 1.320%) | &nbsp;&nbsp;3.333(c) | &nbsp;&nbsp;10/16/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;80474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95790531 |
| Avoca CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 11A, Class ARRR, 144A, 3 Month EURIBOR + 1.290% (Cap N/A, Floor 1.290%) | &nbsp;&nbsp;3.306(c) | &nbsp;&nbsp;10/15/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;91000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107969075 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| Avoca CLO DAC (Ireland), (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 18A, Class BR, 144A, 3 Month EURIBOR + 1.950% (Cap N/A, Floor 1.950%) | 3.966 %(c) | &nbsp;&nbsp;01/15/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;31700 | &nbsp;&nbsp; $37686931 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 29A, Class AR, 144A, 3 Month EURIBOR + 1.280% (Cap N/A, Floor 1.280%) | 3.296(c) | &nbsp;&nbsp;10/15/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38024681 |
| Bain Capital Credit CLO (Cayman Islands),<br> Series 2019-01A, Class AR2, 144A, 3 Month SOFR + 1.230% (Cap N/A, Floor 1.230%) | 4.898(c) | &nbsp;&nbsp;04/19/34 |  | &nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27000000 |
| Bain Capital Credit CLO Ltd. (United Kingdom),<br> Series 2022-05A, Class ARR, 144A, 3 Month SOFR + 1.140% (Cap N/A, Floor 1.140%) | 4.808(c) | &nbsp;&nbsp;01/24/37 |  | &nbsp;&nbsp;89850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89903910 |
| Bain Capital Credit CLO Ltd. (United Kingdom),<br> Series 2022-04A, Class A1R, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) | 5.051(c) | &nbsp;&nbsp;10/16/37 |  | &nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27099298 |
| Bain Capital Euro CLO DAC (Ireland),<br> Series 2021-01A, Class A, 144A, 3 Month EURIBOR + 0.880% (Cap N/A, Floor 0.880%) | 2.896(c) | &nbsp;&nbsp;07/15/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;47750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56553105 |
| Barings CLO Ltd.,<br> Series 2025-03A, Class A1, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | 4.988(c) | &nbsp;&nbsp;03/31/38 |  | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30161730 |
| Barrow Hanley CLO Ltd. (Cayman Islands),<br> Series 2024-03A, Class A1, 144A, 3 Month SOFR + 1.620% (Cap N/A, Floor 1.620%) | 5.288(c) | &nbsp;&nbsp;04/20/37 |  | &nbsp;&nbsp;43250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43363592 |
| Battalion CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-11A, Class AR2, 144A, 3 Month SOFR + 1.130% (Cap N/A, Floor 1.130%) | 4.798(c) | &nbsp;&nbsp;04/24/34 |  | &nbsp;&nbsp;35303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35324170 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-17A, Class A1R, 144A, 3 Month SOFR + 1.300% (Cap N/A, Floor 1.300%) | 4.968(c) | &nbsp;&nbsp;03/09/34 |  | &nbsp;&nbsp;49500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49549277 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-23A, Class A1R, 144A, 3 Month SOFR + 1.420% (Cap N/A, Floor 1.420%) | 5.092(c) | &nbsp;&nbsp;10/15/37 |  | &nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27610000 |
| Benefit Street Partners CLO Ltd. (Cayman Islands),<br> Series 2020-21A, Class A1R2, 144A, 3 Month SOFR + 1.240% (Cap N/A, Floor 1.240%) | 4.912(c) | &nbsp;&nbsp;01/15/39 |  | &nbsp;&nbsp;86650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87020602 |
| BlueMountain CLO Ltd. (Cayman Islands),<br> Series 2020-30A, Class AR2, 144A, 3 Month SOFR + 1.150% (Cap N/A, Floor 1.150%) | 4.822(c) | &nbsp;&nbsp;04/15/35 |  | &nbsp;&nbsp;71825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71890289 |
| BNPP AM Euro CLO DAC (Ireland),<br> Series 2018-01A, Class AR, 144A, 3 Month EURIBOR + 0.600% (Cap N/A, Floor 0.600%) | 2.616(c) | &nbsp;&nbsp;04/15/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;40474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47823619 |
| Broad River BSL Funding CLO Ltd. (Cayman Islands),<br> Series 2020-01A, Class AR, 144A, 3 Month SOFR + 1.432% (Cap N/A, Floor 1.170%) | 5.099(c) | &nbsp;&nbsp;07/20/34 |  | &nbsp;&nbsp;19410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19438181 |
| Bryant Park Funding Ltd. (Cayman Islands),<br> Series 2023-21A, Class AR, 144A, 3 Month SOFR + 1.270% (Cap N/A, Floor 1.270%) | 4.938(c) | &nbsp;&nbsp;10/18/38 |  | &nbsp;&nbsp;40500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40669290 |
| Capital Four CLO DAC (Ireland),<br> Series 06A, Class AR, 144A, 3 Month EURIBOR + 1.270% (Cap N/A, Floor 1.270%) | 3.374(c) | &nbsp;&nbsp;01/25/38 | &nbsp;&nbsp;EUR | 127100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150733013 |
| Carlyle Global Market Strategies Euro CLO DAC (Ireland),<br> Series 2014-03A, Class AA1R, 144A, 3 Month EURIBOR + 0.730% (Cap N/A, Floor 0.730%) | 2.760(c) | &nbsp;&nbsp;01/25/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;4263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050888 |
| Carlyle US CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-03A, Class A1R2, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.400%) | 5.070(c) | &nbsp;&nbsp;10/21/37 |  | &nbsp;&nbsp;16250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16313676 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-05A, Class A1R, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | 4.988(c) | &nbsp;&nbsp;03/31/38 |  | &nbsp;&nbsp;98380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98909776 |
| CarVal CLO Ltd. (United Kingdom),<br> Series 2022-02A, Class A1R, 144A, 3 Month SOFR + 1.420% (Cap N/A, Floor 1.420%) | 5.089(c) | &nbsp;&nbsp;10/22/37 |  | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20080436 |
| CBAM Ltd. (Cayman Islands),<br> Series 2018-05A, Class BR, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | 5.812(c) | &nbsp;&nbsp;10/17/38 |  | &nbsp;&nbsp;29090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29168569 |
| CIFC Funding Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-02A, Class A1R, 144A, 3 Month SOFR + 1.370% (Cap N/A, Floor 1.370%) | 5.038(c) | &nbsp;&nbsp;10/20/37 |  | &nbsp;&nbsp;56010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56282029 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-07A, Class AR, 144A, 3 Month SOFR + 1.090% (Cap N/A, Floor 1.090%) | 4.761(c) | &nbsp;&nbsp;01/23/35 |  | &nbsp;&nbsp;63250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63351820 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-01A, Class A1R, 144A, 3 Month SOFR + 1.240% (Cap N/A, Floor 1.240%) | 4.912(c) | &nbsp;&nbsp;10/15/38 |  | &nbsp;&nbsp;58300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58529935 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-03A, Class A1R, 144A | 0.000(cc) | &nbsp;&nbsp;01/20/39 |  | &nbsp;&nbsp;44650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44663440 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-03A, Class A1, 144A, 3 Month SOFR + 1.350% (Cap N/A, Floor 1.350%) | 5.020(c) | &nbsp;&nbsp;07/21/38 |  | &nbsp;&nbsp;70150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70552661 |
| Clover CLO LLC,<br> Series 2018-01A, Class A1RR, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | 5.198(c) | &nbsp;&nbsp;04/20/37 |  | &nbsp;&nbsp;35390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35467741 |
| Contego CLO DAC (Ireland),<br> Series 05A, Class AR, 144A, 3 Month EURIBOR + 1.200% (Cap N/A, Floor 1.200%) | 3.216(c) | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;EUR | 102050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121583740 |
| CQS US CLO Ltd. (United Kingdom),<br> Series 2023-03A, Class A1, 144A, 3 Month SOFR + 1.890% (Cap N/A, Floor 1.890%) | 5.558(c) | &nbsp;&nbsp;01/25/37 |  | &nbsp;&nbsp;41000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41036195 |
| Elevation CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-12A, Class A1R, 144A, 3 Month SOFR + 1.620% (Cap N/A, Floor 1.620%) | 5.288(c) | &nbsp;&nbsp;04/20/37 |  | &nbsp;&nbsp;32300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32379871 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-17A, Class A1, 144A, 3 Month SOFR + 1.870% (Cap N/A, Floor 1.870%) | 5.538(c) | &nbsp;&nbsp;10/20/36 |  | &nbsp;&nbsp;25750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25779304 |
| Elmwood CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-02A, Class A1RR, 144A, 3 Month SOFR + 1.350% (Cap N/A, Floor 1.350%) | 5.018(c) | &nbsp;&nbsp;10/20/37 |  | &nbsp;&nbsp;48010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48235167 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-02A, Class BRR, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | 5.368(c) | &nbsp;&nbsp;10/20/37 |  | &nbsp;&nbsp;47450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47769884 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-04A, Class A1RR, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) | 5.028(c) | &nbsp;&nbsp;10/17/37 |  | &nbsp;&nbsp;59650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59933737 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-04A, Class BRR, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | 5.368(c) | &nbsp;&nbsp;10/17/37 |  | &nbsp;&nbsp;23500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23658907 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| Elmwood CLO Ltd. (Cayman Islands), (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-03A, Class AR, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | 5.198 %(c) | &nbsp;&nbsp;04/20/37 |  | &nbsp;&nbsp;36500 | &nbsp;&nbsp; $36586994 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-05A, Class AR1, 144A, 3 Month SOFR + 1.520% (Cap N/A, Floor 1.520%) | 5.188(c) | &nbsp;&nbsp;04/20/37 |  | &nbsp;&nbsp;53915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54038837 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-12RA, Class BR, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | 5.368(c) | &nbsp;&nbsp;10/20/37 |  | &nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43289459 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-03A, Class A, 144A, 3 Month SOFR + 1.240% (Cap N/A, Floor 1.240%) | 4.908(c) | &nbsp;&nbsp;03/22/38 |  | 155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155576910 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-04A, Class A, 144A, 3 Month SOFR + 1.350% (Cap N/A, Floor 1.350%) | 5.018(c) | &nbsp;&nbsp;07/17/38 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100568700 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-05A, Class A, 144A, 3 Month SOFR + 1.350% (Cap N/A, Floor 1.350%) | 5.018(c) | &nbsp;&nbsp;03/31/38 |  | &nbsp;&nbsp;93500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94032950 |
| Gallatin CLO Ltd. (Bermuda), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-01A, Class AR, 144A, 3 Month SOFR + 1.280% (Cap N/A, Floor 1.280%) | 6.012(c) | &nbsp;&nbsp;10/14/36 |  | &nbsp;&nbsp;86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86161026 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.480% (Cap N/A, Floor 1.480%) | 5.148(c) | &nbsp;&nbsp;10/20/37 |  | 102500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102890310 |
| Generate CLO Ltd. (Cayman Islands),<br> Series 2024-18A, Class B, 144A, 3 Month SOFR + 1.750% (Cap N/A, Floor 1.750%) | 5.418(c) | &nbsp;&nbsp;01/20/38 |  | &nbsp;&nbsp;37500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37662630 |
| Golub Capital Partners CLO,<br> Series 2023-70A, Class A1R, 144A, 3 Month SOFR + 1.120% (Cap N/A, Floor 1.120%) | 4.788(c) | &nbsp;&nbsp;10/25/37 |  | &nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50089300 |
| Golub Capital Partners CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-19RA, Class A1R3, 144A, 3 Month SOFR + 1.150% (Cap N/A, Floor 1.150%) | 5.037(c) | &nbsp;&nbsp;10/20/36 |  | &nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80158880 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-19RA, Class A2R3, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.400%) | 5.287(c) | &nbsp;&nbsp;10/20/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2999960 |
| Grosvenor Place CLO DAC (Ireland),<br> Series 2022-01A, Class AR, 144A, 3 Month EURIBOR + 1.600% (Cap N/A, Floor 1.600%) | 3.654(c) | &nbsp;&nbsp;05/24/38 | &nbsp;&nbsp;EUR | 103000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122126102 |
| Harvest CLO DAC (Ireland),<br> Series 32A, Class A, 144A, 3 Month EURIBOR + 1.450% (Cap N/A, Floor 1.450%) | 3.480(c) | &nbsp;&nbsp;07/25/37 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;39750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47164780 |
| Henley CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 03A, Class AR, 144A, 3 Month EURIBOR + 0.970% (Cap N/A, Floor 0.970%) | 3.000(c) | &nbsp;&nbsp;12/25/35 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;17250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20473812 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 05A, Class B2, 144A | 2.100 | &nbsp;&nbsp;10/25/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16630981 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 11A, Class A, 144A, 3 Month EURIBOR + 1.200% (Cap N/A, Floor 1.200%) | 3.230(c) | &nbsp;&nbsp;04/25/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;77200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91399191 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 14A, Class A, 144A, 3 Month EURIBOR + 1.330% (Cap N/A, Floor 1.330%) | 3.360(c) | &nbsp;&nbsp;03/25/38 | &nbsp;&nbsp;EUR | 121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143866668 |
| HPS Loan Management Ltd.,<br> Series 2025-26A, Class A1, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | 4.988(c) | &nbsp;&nbsp;07/20/38 |  | &nbsp;&nbsp;55750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56050214 |
| ICG Euro CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-02A, Class A1, 144A, 3 Month EURIBOR + 1.730% (Cap N/A, Floor 1.730%) | 3.760(c) | &nbsp;&nbsp;01/26/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;99750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118512976 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-02A, Class B1, 144A, 3 Month EURIBOR + 2.750% (Cap N/A, Floor 2.750%) | 4.780(c) | &nbsp;&nbsp;01/26/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23791838 |
| ICG US CLO Ltd. (Cayman Islands),<br> Series 2024-R1A, Class A, 144A, 3 Month SOFR + 1.420% (Cap N/A, Floor 1.420%) | 5.088(c) | &nbsp;&nbsp;01/25/38 |  | &nbsp;&nbsp;45950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46133887 |
| Invesco Euro CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 04A, Class B2, 144A | 1.950 | &nbsp;&nbsp;04/15/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11407083 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 09A, Class AR, 144A, 3 Month EURIBOR + 1.380% (Cap N/A, Floor 1.380%) | 3.406(c) | &nbsp;&nbsp;07/20/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;45051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53623606 |
| Jamestown CLO Ltd. (Cayman Islands),<br> Series 2019-14A, Class A1RR, 144A, 3 Month SOFR + 1.040% (Cap N/A, Floor 1.040%) | 4.708(c) | &nbsp;&nbsp;10/20/34 |  | &nbsp;&nbsp;54500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54557388 |
| Jubilee CLO DAC (Ireland),<br> Series 2013-10A, Class A2RR, 144A, 3 Month EURIBOR + 1.000% (Cap 3.100%, Floor 1.000%) | 3.016(c) | &nbsp;&nbsp;07/15/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35534249 |
| Kennedy Lewis CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 03A, Class A1R3, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) | 4.858(c) | &nbsp;&nbsp;10/20/36 |  | &nbsp;&nbsp;35105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35194609 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 04A, Class ARR, 144A, 3 Month SOFR + 1.430% (Cap N/A, Floor 1.430%) | 5.098(c) | &nbsp;&nbsp;07/20/37 |  | &nbsp;&nbsp;21850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21923728 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 08A, Class A1R2, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) | 5.048(c) | &nbsp;&nbsp;01/20/38 |  | &nbsp;&nbsp;39700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39865819 |
| KKR CLO Ltd. (Cayman Islands),<br> Series 11, Class AR, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.442%) | 5.114(c) | &nbsp;&nbsp;01/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98786 |
| LCM Ltd. (Cayman Islands),<br> Series 39A, Class BR, 144A, 3 Month SOFR + 1.750% (Cap N/A, Floor 1.750%) | 5.422(c) | &nbsp;&nbsp;10/15/34 |  | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25142343 |
| Madison Park Funding Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-19A, Class AR3, 144A, 3 Month SOFR + 1.600% (Cap N/A, Floor 1.600%) | 5.269(c) | &nbsp;&nbsp;01/22/37 |  | &nbsp;&nbsp;57750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57809200 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-34A, Class A1RR, 144A, 3 Month SOFR + 1.370% (Cap N/A, Floor 1.370%) | 5.041(c) | &nbsp;&nbsp;10/16/37 |  | &nbsp;&nbsp;78750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79044139 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-59A, Class A1R, 144A, 3 Month SOFR + 1.500% (Cap N/A, Floor 1.500%) | 5.168(c) | &nbsp;&nbsp;04/18/37 |  | 126465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126857168 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-57A, Class A1R, 144A, 3 Month SOFR + 1.280% (Cap N/A, Floor 1.280%) | 4.950(c) | &nbsp;&nbsp;07/27/34 |  | &nbsp;&nbsp;78500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78576687 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-70A, Class A1, 144A, 3 Month SOFR + 1.300% (Cap N/A, Floor 1.300%) | 4.968(c) | &nbsp;&nbsp;09/04/38 |  | &nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50254150 |
| Magnetite Ltd. (Cayman Islands),<br> Series 2024-42A, Class A1, 144A, 3 Month SOFR + 1.310% (Cap N/A, Floor 1.310%) | 4.978(c) | &nbsp;&nbsp;01/25/38 |  | &nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70319858 |
| Marathon CLO Ltd. (Cayman Islands),<br> Series 2020-15A, Class A1B, 144A, 3 Month SOFR + 1.450% (Cap N/A, Floor 1.450%) | 5.302(c) | &nbsp;&nbsp;08/15/37 |  | &nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55199529 |
| Marble Point CLO Ltd. (Cayman Islands),<br> Series 2022-02A, Class A1RR, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) | 4.858(c) | &nbsp;&nbsp;10/20/36 |  | &nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55153653 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| Market Street CLO Ltd. (Cayman Islands),<br> Series 2025-02A, Class A1, 144A, 3 Month SOFR + 1.330% (Cap N/A, Floor 1.330%) | 5.214 %(c) | &nbsp;&nbsp;03/20/38 |  | 100100 | &nbsp;&nbsp; $100523533 |
| Monument CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.590% (Cap N/A, Floor 1.590%) | 3.654(c) | &nbsp;&nbsp;05/15/37 | &nbsp;&nbsp;EUR | 102500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121759050 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 02A, Class A2, 144A, 3 Month EURIBOR + 1.580% (Cap N/A, Floor 1.580%) | 3.606(c) | &nbsp;&nbsp;01/20/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7149136 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 03A, Class A, 144A, 3 Month EURIBOR + 1.380% (Cap N/A, Floor 1.380%) | 3.396(c) | &nbsp;&nbsp;04/15/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;75650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89947109 |
| Mountain View CLO Ltd. (Cayman Islands),<br> Series 2013-01A, Class ARR, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 1.000%) | 4.911(c) | &nbsp;&nbsp;10/12/30 |  | &nbsp;&nbsp;11792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11792389 |
| Nassau Euro CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 03A, Class AR, 144A, 3 Month EURIBOR + 1.350% (Cap N/A, Floor 1.350%) | 3.366(c) | &nbsp;&nbsp;10/15/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;53930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64149666 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 04A, Class B, 144A, 3 Month EURIBOR + 2.150% (Cap N/A, Floor 2.150%) | 4.176(c) | &nbsp;&nbsp;07/20/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23775141 |
| Neuberger Berman Loan Advisers CLO Ltd. (Cayman Islands),<br> Series 2017-24A, Class AR2, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) | 5.030(c) | &nbsp;&nbsp;10/19/38 |  | &nbsp;&nbsp;28850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28987297 |
| NGC Euro CLO DAC (Ireland),<br> Series 05A, Class A, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) | 3.236(c) | &nbsp;&nbsp;01/15/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;72550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85868233 |
| Northwoods Capital Euro DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-21A, Class A1R, 144A, 3 Month EURIBOR + 0.870% (Cap N/A, Floor 0.870%) | 2.897(c) | &nbsp;&nbsp;07/22/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;98400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116288548 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-21A, Class A2R, 144A, 3 Month EURIBOR + 1.150% (Cap 3.200%, Floor 1.150%) | 3.177(c) | &nbsp;&nbsp;07/22/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22504619 |
| Northwoods Capital Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-15A, Class A1R3, 144A, 3 Month SOFR + 1.310% (Cap N/A, Floor 1.310%) | 5.047(c) | &nbsp;&nbsp;03/20/38 |  | 138750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138947441 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-11BA, Class A1R, 144A, 3 Month SOFR + 1.450% (Cap N/A, Floor 1.450%) | 5.118(c) | &nbsp;&nbsp;07/19/37 |  | &nbsp;&nbsp;84529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84829399 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-20A, Class AR2, 144A, 3 Month SOFR + 1.340% (Cap N/A, Floor 1.340%) | 5.008(c) | &nbsp;&nbsp;10/25/38 |  | &nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75289620 |
| Oak Hill Credit Partners Ltd. (Cayman Islands),<br> Series 2014-10RA, Class AR2, 144A, 3 Month SOFR + 1.130% (Cap N/A, Floor 1.130%) | 4.798(c) | &nbsp;&nbsp;04/20/38 |  | 110300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110394968 |
| Obra CLO Ltd. (Cayman Islands),<br> Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.480% (Cap N/A, Floor 1.480%) | 5.148(c) | &nbsp;&nbsp;01/20/38 |  | &nbsp;&nbsp;87000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87336525 |
| Octagon Alto Ltd. (Cayman Islands),<br> Series 2023-01A, Class A1R, 144A, 3 Month SOFR + 1.140% (Cap N/A, Floor 1.140%) | 4.808(c) | &nbsp;&nbsp;10/20/36 |  | 105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105220500 |
| Octagon Investment Partners Ltd. (Cayman Islands),<br> Series 2018-01A, Class A3R, 144A, 3 Month SOFR + 1.800% (Cap N/A, Floor 1.800%) | 5.468(c) | &nbsp;&nbsp;10/20/37 |  | &nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35225782 |
| Octagon Investment Partners Ltd.,<br> Series 2017-01A, Class BR3, 144A, 3 Month SOFR + 1.800% (Cap N/A, Floor 1.800%) | 5.472(c) | &nbsp;&nbsp;10/31/37 |  | &nbsp;&nbsp;18750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18868172 |
| Octagon Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-01A, Class A1R, 144A, 3 Month SOFR + 1.260% (Cap N/A, Floor 1.260%) | 4.930(c) | &nbsp;&nbsp;07/21/35 |  | &nbsp;&nbsp;45100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45257701 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-01A, Class A1R2, 144A, 3 Month SOFR + 1.150% (Cap N/A, Floor 1.150%) | 4.902(c) | &nbsp;&nbsp;02/16/37 |  | &nbsp;&nbsp;77500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77662052 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-01A, Class A2R2, 144A, 3 Month SOFR + 1.500% (Cap N/A, Floor 1.500%) | 5.252(c) | &nbsp;&nbsp;02/16/37 |  | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10047537 |
| OFSI BSL Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-10A, Class BR, 144A, 3 Month SOFR + 1.830% (Cap N/A, Floor 1.830%) | 5.498(c) | &nbsp;&nbsp;04/20/34 |  | &nbsp;&nbsp;25650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25737946 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-11A, Class A1RR, 144A, 3 Month SOFR + 1.300% (Cap N/A, Floor 1.300%) | 4.968(c) | &nbsp;&nbsp;03/31/38 |  | &nbsp;&nbsp;53800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54062921 |
| Palmer Square European CLO DAC (Ireland),<br> Series 2021-02A, Class BR, 144A, 3 Month EURIBOR + 1.850% (Cap N/A, Floor 1.850%) | 3.873(c) | &nbsp;&nbsp;03/15/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;24300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28832809 |
| Penta CLO DAC (Ireland),<br> Series 2017-03A, Class A1RR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | 3.276(c) | &nbsp;&nbsp;10/17/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;34750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41273307 |
| Pikes Peak CLO (Cayman Islands),<br> Series 2025-18A, Class A1, 144A, 3 Month SOFR + 1.220% (Cap N/A, Floor 1.220%) | 4.888(c) | &nbsp;&nbsp;04/20/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4916659 |
| Polen Capital CLO Ltd. (Cayman Islands),<br> Series 2025-01A, Class A1, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | 4.988(c) | &nbsp;&nbsp;03/06/38 |  | &nbsp;&nbsp;49800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50059757 |
| Providus CLO DAC (Ireland),<br> Series 02A, Class BRR, 144A, 3 Month EURIBOR + 1.900% (Cap N/A, Floor 1.900%) | 3.916(c) | &nbsp;&nbsp;10/15/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;27915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33187684 |
| Rad CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-10A, Class B, 144A, 3 Month SOFR + 1.662% (Cap N/A, Floor 1.400%) | 5.333(c) | &nbsp;&nbsp;04/23/34 |  | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12034381 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-23A, Class A1, 144A, 3 Month SOFR + 1.600% (Cap N/A, Floor 1.600%) | 5.268(c) | &nbsp;&nbsp;04/20/37 |  | &nbsp;&nbsp;42200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42305416 |
| Ravensdale Park CLO DAC (Ireland),<br> Series 01A, Class A, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) | 3.200(c) | &nbsp;&nbsp;04/25/38 | &nbsp;&nbsp;EUR | 131500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155933131 |
| Regatta Funding Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-01A, Class A1R3, 144A, 3 Month SOFR + 1.070% (Cap N/A, Floor 1.070%) | 4.765(c) | &nbsp;&nbsp;06/20/34 |  | &nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45062473 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-01A, Class A1R, 144A, 3 Month SOFR + 1.340% (Cap N/A, Floor 1.340%) | 5.012(c) | &nbsp;&nbsp;07/15/38 |  | &nbsp;&nbsp;34750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34943697 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) | 5.052(c) | &nbsp;&nbsp;09/06/37 |  | &nbsp;&nbsp;76500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76876533 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-04A, Class A1, 144A, 3 Month SOFR + 1.340% (Cap N/A, Floor 1.340%) | 5.008(c) | &nbsp;&nbsp;07/25/38 |  | &nbsp;&nbsp;24510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24648261 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| Rockford Tower CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-03A, Class A1R, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.400%) | 5.072 %(c) | &nbsp;&nbsp;01/15/38 |  | &nbsp;&nbsp;20500 | &nbsp;&nbsp; $20578283 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-02A, Class A1R2, 144A, 3 Month SOFR + 1.300% (Cap N/A, Floor 1.300%) | 4.968(c) | &nbsp;&nbsp;03/20/38 |  | &nbsp;&nbsp;40250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40454269 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-01A, Class A1R, 144A, 3 Month SOFR + 1.300% (Cap N/A, Floor 1.300%) | 4.972(c) | &nbsp;&nbsp;03/15/38 |  | &nbsp;&nbsp;70600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70958930 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-02A, Class A1, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.400%) | 5.068(c) | &nbsp;&nbsp;03/31/38 |  | &nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32190723 |
| Rockford Tower Europe CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A, 3 Month EURIBOR + 1.300% (Cap N/A, Floor 1.300%) | 3.316(c) | &nbsp;&nbsp;07/15/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;44500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52766273 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) | 3.250(c) | &nbsp;&nbsp;10/25/37 | &nbsp;&nbsp;EUR | 133615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158843867 |
| Romark CLO Ltd. (Cayman Islands),<br> Series 2018-02A, Class A1R, 144A, 3 Month SOFR + 1.140% (Cap N/A, Floor 1.140%) | 4.808(c) | &nbsp;&nbsp;07/25/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;7585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7585308 |
| Shackleton CLO Ltd. (Cayman Islands),<br> Series 2014-05RA, Class A, 144A, 3 Month SOFR + 1.362% (Cap N/A, Floor 0.262%) | 5.231(c) | &nbsp;&nbsp;05/07/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253590 |
| Signal Harmonic CLO DAC (Ireland),<br> Series 01A, Class BR, 144A, 3 Month EURIBOR + 2.050% (Cap N/A, Floor 2.050%) | 4.066(c) | &nbsp;&nbsp;07/15/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;24600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29305408 |
| Signal Peak CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-08A, Class A1R, 144A, 3 Month SOFR + 1.390% (Cap N/A, Floor 1.390%) | 5.058(c) | &nbsp;&nbsp;10/20/37 |  | &nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40142476 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-14A, Class A, 144A, 3 Month SOFR + 1.300% (Cap N/A, Floor 1.300%) | 4.969(c) | &nbsp;&nbsp;01/22/38 |  | &nbsp;&nbsp;26600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26706400 |
| Signal Peak CLO Ltd. (United Kingdom),<br> Series 2022-12A, Class A1R, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.400%) | 5.068(c) | &nbsp;&nbsp;07/18/37 |  | &nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50177130 |
| Silver Rock CLO (Cayman Islands),<br> Series 2023-03A, Class A1, 144A, 3 Month SOFR + 1.880% (Cap N/A, Floor 1.880%) | 5.548(c) | &nbsp;&nbsp;01/20/36 |  | &nbsp;&nbsp;45250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45288417 |
| Silver Rock CLO Ltd. (Cayman Islands),<br> Series 2020-01A, Class A1RR, 144A, 3 Month SOFR + 1.420% (Cap N/A, Floor 1.420%) | 5.088(c) | &nbsp;&nbsp;10/20/37 |  | &nbsp;&nbsp;22600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22688004 |
| Sixth Street CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-12A, Class A1R2, 144A, 3 Month SOFR + 1.200% (Cap N/A, Floor 1.200%) | 4.868(c) | &nbsp;&nbsp;01/17/39 |  | &nbsp;&nbsp;64350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64550823 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-16A, Class A1R, 144A, 3 Month SOFR + 1.790% (Cap N/A, Floor 1.790%) | 5.458(c) | &nbsp;&nbsp;01/20/37 |  | &nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-17A, Class A2R, 144A, 3 Month SOFR + 1.450% (Cap N/A, Floor 1.450%) | 5.118(c) | &nbsp;&nbsp;04/17/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3253168 |
| Sona Fios CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 02A, Class A1, 144A, 3 Month EURIBOR + 1.550% (Cap N/A, Floor 1.550%) | 3.614(c) | &nbsp;&nbsp;02/15/37 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;61750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73221457 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 05A, Class A, 144A, 3 Month EURIBOR + 1.340% (Cap N/A, Floor 1.340%) | 3.372(c) | &nbsp;&nbsp;08/25/38 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;31000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36819342 |
| Sound Point CLO Ltd. (Cayman Islands),<br> Series 2022-01A, Class A, 144A, 3 Month SOFR + 1.340% (Cap N/A, Floor 1.340%) | 5.008(c) | &nbsp;&nbsp;04/25/35 |  | &nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45052826 |
| St. Pauls CLO (Netherlands),<br> Series 11A, Class AR, 144A, 3 Month EURIBOR + 0.850% (Cap N/A, Floor 0.850%) | 2.876(c) | &nbsp;&nbsp;01/17/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;16323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19321689 |
| St. Paul's CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 04A, Class ARR1, 144A, 3 Month EURIBOR + 0.830% (Cap N/A, Floor 0.830%) | 2.860(c) | &nbsp;&nbsp;04/25/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;33105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39166659 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 05A, Class ARR, 144A, 3 Month EURIBOR + 0.710% (Cap N/A, Floor 0.710%) | 2.761(c) | &nbsp;&nbsp;02/20/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;90875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107609989 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 07A, Class ARR, 144A, 3 Month EURIBOR + 0.890% (Cap N/A, Floor 0.890%) | 2.916(c) | &nbsp;&nbsp;07/18/34 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;75017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88720273 |
| TCW CLO AMR Ltd. (Cayman Islands),<br> Series 2019-01A, Class BR, 144A, 3 Month SOFR + 1.950% (Cap N/A, Floor 1.750%) | 5.802(c) | &nbsp;&nbsp;08/16/34 |  | &nbsp;&nbsp;16600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16646950 |
| TCW CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-01A, Class A1R3, 144A, 3 Month SOFR + 1.050% (Cap N/A, Floor 0.000%) | 4.718(c) | &nbsp;&nbsp;04/20/34 |  | &nbsp;&nbsp;87500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87575232 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-01A, Class A1R, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) | 5.048(c) | &nbsp;&nbsp;03/31/38 |  | &nbsp;&nbsp;20950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21072683 |
| THL Credit Wind River CLO Ltd. (Cayman Islands),<br> Series 2020-01A, Class A1R, 144A, 3 Month SOFR + 1.570% (Cap N/A, Floor 1.570%) | 5.238(c) | &nbsp;&nbsp;07/20/37 |  | &nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43074584 |
| Tikehau US CLO Ltd. (Bermuda), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-02A, Class A1R, 144A, 3 Month SOFR + 1.870% (Cap N/A, Floor 1.870%) | 5.538(c) | &nbsp;&nbsp;01/20/36 |  | 105500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105587723 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-01A, Class A1R, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.400%) | 5.072(c) | &nbsp;&nbsp;03/15/38 |  | &nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50297635 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-02A, Class A1, 144A, 3 Month SOFR + 1.950% (Cap N/A, Floor 1.950%) | 5.622(c) | &nbsp;&nbsp;01/15/36 |  | &nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27535783 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.450% (Cap N/A, Floor 1.450%) | 5.118(c) | &nbsp;&nbsp;07/18/37 |  | &nbsp;&nbsp;56000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56208522 |
| Toro European CLO DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 09A, Class A, 144A, 3 Month EURIBOR + 1.650% (Cap N/A, Floor 1.650%) | 3.666(c) | &nbsp;&nbsp;04/15/37 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;98750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117425718 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 10A, Class A, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | 3.266(c) | &nbsp;&nbsp;04/15/38 | &nbsp;&nbsp;EUR | 149000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176197508 |
| Trimaran CAVU Ltd.,<br> Series 2025-02A, Class A, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) | 5.030(c) | &nbsp;&nbsp;03/18/38 |  | &nbsp;&nbsp;70750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71119598 |
| Trinitas Euro CLO DAC (Ireland),<br> Series 06A, Class BR, 144A, 3 Month EURIBOR + 1.800% (Cap N/A, Floor 1.800%) | 3.816(c) | &nbsp;&nbsp;01/15/39 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;31600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37625617 |
| Venture CLO Ltd. (Cayman Islands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-19A, Class ARR, 144A, 3 Month SOFR + 1.522% (Cap N/A, Floor 1.260%) | 5.194(c) | &nbsp;&nbsp;01/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;9653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9662030 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-28AA, Class A1RR, 144A, 3 Month SOFR + 1.110% (Cap N/A, Floor 1.110%) | 4.778(c) | &nbsp;&nbsp;10/20/34 |  | &nbsp;&nbsp;57450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57509489 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal 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)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| Venture CLO Ltd. (Cayman Islands), (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-32A, Class A1, 144A, 3 Month SOFR + 1.362% (Cap N/A, Floor 1.100%) | 5.029 %(c) | &nbsp;&nbsp;07/18/31 | &nbsp;&nbsp;6417 | &nbsp;&nbsp; $6416591 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-33A, Class BR, 144A, 3 Month SOFR + 1.812% (Cap N/A, Floor 0.000%) | 5.484(c) | &nbsp;&nbsp;07/15/31 | &nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8009939 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-42A, Class A1A, 144A, 3 Month SOFR + 1.392% (Cap N/A, Floor 1.130%) | 5.064(c) | &nbsp;&nbsp;04/15/34 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10011114 |
| Warwick Capital CLO Ltd. (United Kingdom),<br> Series 2023-02A, Class A1, 144A, 3 Month SOFR + 1.950% (Cap N/A, Floor 1.950%) | 5.622(c) | &nbsp;&nbsp;01/15/37 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50064250 |
| Wellfleet CLO Ltd. (Cayman Islands),<br> Series 2022-02A, Class AR, 144A, 3 Month SOFR + 1.420% (Cap N/A, Floor 1.420%) | 5.088(c) | &nbsp;&nbsp;10/18/37 | 47690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47875209 |
| Wind River CLO Ltd. (Cayman Islands),<br> Series 2021-01A, Class A1R, 144A, 3 Month SOFR + 1.430% (Cap N/A, Floor 1.430%) | 5.098(c) | &nbsp;&nbsp;07/20/37 | 41700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41843348 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9441946746 |
| **Consumer Loans 0.6%** | **Consumer Loans 0.6%** | **Consumer Loans 0.6%** | **Consumer Loans 0.6%** | **Consumer Loans 0.6%** |
| Affirm Asset Securitization Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A, Class 1B, 144A | 5.930 | &nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3004824 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A, Class 1C, 144A | 6.160 | &nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3004838 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A, Class 1D, 144A | 6.890 | &nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2003825 |
| Affirm Master Trust,<br> Series 2025-03A, Class A, 144A | 4.450 | &nbsp;&nbsp;10/16/34 | 35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35059441 |
| GreenSky Home Improvement Issuer Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-02, Class A4, 144A | 5.150 | &nbsp;&nbsp;10/27/59 | &nbsp;&nbsp;8732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8866569 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-02A, Class A4, 144A | 4.890 | &nbsp;&nbsp;06/25/60 | 13150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13270210 |
| GreenSky Home Improvement Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-01, Class A3, 144A | 5.550 | &nbsp;&nbsp;06/25/59 | &nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6453348 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-01, Class A4, 144A | 5.670 | &nbsp;&nbsp;06/25/59 | &nbsp;&nbsp;7222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7394776 |
| Lending Funding Trust,<br> Series 2020-02A, Class A, 144A | 2.320 | &nbsp;&nbsp;04/21/31 | 10935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10816857 |
| Mariner Finance Issuance Trust,<br> Series 2025-BA, Class A, 144A | 4.590 | &nbsp;&nbsp;11/22/38 | 25600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25655368 |
| OneMain Financial Issuance Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A | 1.750 | &nbsp;&nbsp;09/14/35 | 48387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47680727 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-01A, Class D, 144A | 7.490 | &nbsp;&nbsp;06/14/38 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1372565 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-02A, Class C, 144A | 6.740 | &nbsp;&nbsp;09/15/36 | 20700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21408907 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-02A, Class D, 144A | 7.520 | &nbsp;&nbsp;09/15/36 | 25130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26007884 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A | 5.790 | &nbsp;&nbsp;05/14/41 | 67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70228884 |
| Sotheby's Artfi Master Trust,<br> Series 2026-01A, Class A1, 144A | 4.800 | &nbsp;&nbsp;06/20/33 | 53300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53316656 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335545679 |
| **Credit Cards 0.2%** | **Credit Cards 0.2%** | **Credit Cards 0.2%** | **Credit Cards 0.2%** | **Credit Cards 0.2%** |
| Genesis Sales Finance Master Trust,<br> Series 2024-B, Class A, 144A | 5.870 | &nbsp;&nbsp;12/20/32 | 87700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88909102 |
| **Equipment 0.2%** | **Equipment 0.2%** | **Equipment 0.2%** | **Equipment 0.2%** | **Equipment 0.2%** |
| HPEFS Equipment Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-01A, Class C, 144A | 4.790 | &nbsp;&nbsp;09/20/32 | &nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6560585 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-01A, Class D, 144A | 4.990 | &nbsp;&nbsp;03/21/33 | &nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4536984 |
| MetroNet Infrastructure Issuer LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-02A, Class A2, 144A | 5.400 | &nbsp;&nbsp;08/20/55 | 58420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59286532 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-04A, Class A2, 144A | 5.163 | &nbsp;&nbsp;12/20/55 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10080271 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80464372 |
| **Home Equity Loans 1.6%** | **Home Equity Loans 1.6%** | **Home Equity Loans 1.6%** | **Home Equity Loans 1.6%** | **Home Equity Loans 1.6%** |
| ABFC Trust,<br> Series 2003-OPT01, Class A1, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) | 4.427(c) | &nbsp;&nbsp;04/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761091 |
| ACE Securities Corp. Home Equity Loan Trust,<br> Series 2003-HE01, Class M1, 1 Month SOFR + 1.089% (Cap N/A, Floor 0.975%) | 4.762(c) | &nbsp;&nbsp;11/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261835 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** | **Asset-Backed Securities (Continued)** |
| **Home Equity Loans (cont'd.)** | **Home Equity Loans (cont'd.)** | **Home Equity Loans (cont'd.)** | **Home Equity Loans (cont'd.)** | **Home Equity Loans (cont'd.)** |
| Asset-Backed Securities Corp. Home Equity Loan Trust,<br> Series 2004-HE09, Class M1, 1 Month SOFR + 1.089% (Cap N/A, Floor 0.975%) | 4.762 %(c) | &nbsp;&nbsp;12/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;926 | &nbsp;&nbsp; $875355 |
| Bear Stearns Asset-Backed Securities I Trust,<br> Series 2004-HE08, Class M1, 1 Month SOFR + 1.089% (Cap N/A, Floor 0.975%) | 4.762(c) | &nbsp;&nbsp;09/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209011 |
| BRAVO Residential Funding Trust,<br> Series 2024-CES01, Class A1A, 144A | 6.377(cc) | &nbsp;&nbsp;04/25/54 | &nbsp;&nbsp;2796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2835343 |
| EFMT,<br> Series 2025-CES04, Class A1, 144A | 5.431(cc) | &nbsp;&nbsp;06/25/60 | 13303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13429849 |
| FIGRE Trust,<br> Series 2025-FL01, Class A1, 144A | 5.265(cc) | &nbsp;&nbsp;07/25/55 | &nbsp;&nbsp;9129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9182004 |
| Floating Rate Mortgage Pass-Through Certificates,<br> Series 2001-02, Class M3, 1 Month SOFR + 3.039% (Cap N/A, Floor 2.925%) | 6.712(c) | &nbsp;&nbsp;10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28521 |
| GS Mortgage-Backed Securities Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-HE02, Class A1, 144A, 30 Day Average SOFR + 1.500% (Cap N/A, Floor 1.500%) | 5.197(c) | &nbsp;&nbsp;01/25/55 | 42755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42890048 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-HE01, Class A1, 144A, 30 Day Average SOFR + 1.550% (Cap N/A, Floor 1.550%) | 5.247(c) | &nbsp;&nbsp;10/25/55 | 17097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17189880 |
| GSAA Trust,<br> Series 2006-07, Class AF2 | 5.995(cc) | &nbsp;&nbsp;03/25/46 | &nbsp;&nbsp;&nbsp;&nbsp;542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186836 |
| JPMorgan Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-HE02, Class A1, 144A, 30 Day Average SOFR + 1.700% (Cap N/A, Floor 0.000%) | 5.402(c) | &nbsp;&nbsp;03/20/54 | &nbsp;&nbsp;5031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5049501 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-HE03, Class A1, 144A, 30 Day Average SOFR + 1.600% (Cap N/A, Floor 0.000%) | 5.303(c) | &nbsp;&nbsp;05/20/54 | &nbsp;&nbsp;3084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3095674 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-HE02, Class A1, 144A, 30 Day Average SOFR + 1.200% (Cap N/A, Floor 0.000%) | 4.902(c) | &nbsp;&nbsp;10/20/54 | &nbsp;&nbsp;5994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6001209 |
| Merrill Lynch Mortgage Investors Trust,<br> Series 2003-OPT01, Class A3, 1 Month SOFR + 0.834% (Cap N/A, Floor 0.720%) | 4.507(c) | &nbsp;&nbsp;07/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22505 |
| Morgan Stanley ABS Capital I, Inc. Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-HE03, Class A4, 1 Month SOFR + 0.914% (Cap N/A, Floor 0.800%) | 4.587(c) | &nbsp;&nbsp;03/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474621 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-HE08, Class A7, 1 Month SOFR + 1.174% (Cap N/A, Floor 1.060%) | 4.847(c) | &nbsp;&nbsp;09/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709165 |
| New Century Home Equity Loan Trust,<br> Series 2003-A, Class A, 144A, 1 Month SOFR + 0.834% (Cap N/A, Floor 0.720%) | 3.317(c) | &nbsp;&nbsp;10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767684 |
| NLT Trust,<br> Series 2025-CES01, Class A1, 144A | 5.038(cc) | &nbsp;&nbsp;08/25/60 | &nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4944637 |
| OBX Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-HE02, Class A1, 144A, 30 Day Average SOFR + 1.450% (Cap N/A, Floor 0.000%) | 5.147(c) | &nbsp;&nbsp;08/25/55 | 35533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35758991 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-HE02, Class M1, 144A, 30 Day Average SOFR + 1.750% (Cap N/A, Floor 0.000%) | 5.447(c) | &nbsp;&nbsp;08/25/55 | &nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6823880 |
| RCKT Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES01, Class A1A, 144A | 6.025(cc) | &nbsp;&nbsp;02/25/44 | &nbsp;&nbsp;6236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6291312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES03, Class A1A, 144A | 6.591(cc) | &nbsp;&nbsp;05/25/44 | &nbsp;&nbsp;3344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3397490 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1A, 144A | 5.846(cc) | &nbsp;&nbsp;08/25/44 | 15967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16153498 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES07, Class A1A, 144A | 5.158(cc) | &nbsp;&nbsp;10/25/44 | 20638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20729675 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES08, Class A1A, 144A | 5.490(cc) | &nbsp;&nbsp;11/25/44 | 34937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35244754 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES09, Class A1A, 144A | 5.582(cc) | &nbsp;&nbsp;12/25/44 | 42819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43287407 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-CES01, Class A1A, 144A | 5.653(cc) | &nbsp;&nbsp;01/25/45 | 43622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44143960 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-CES07, Class A1A, 144A | 5.377(cc) | &nbsp;&nbsp;07/25/55 | 18291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18479757 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-CES08, Class A1A, 144A | 5.148(cc) | &nbsp;&nbsp;08/25/55 | 73759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74305290 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-CES09, Class A1A, 144A | 4.795(cc) | &nbsp;&nbsp;09/25/55 | 18862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18875910 |
| Towd Point Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-CES02, Class A1A, 144A | 7.294(cc) | &nbsp;&nbsp;10/25/63 | 21372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21632046 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES01, Class A1A, 144A | 5.848(cc) | &nbsp;&nbsp;01/25/64 | &nbsp;&nbsp;7506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7554631 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES02, Class A1A, 144A | 6.125(cc) | &nbsp;&nbsp;02/25/64 | &nbsp;&nbsp;6978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7043922 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES03, Class A1, 144A | 6.290(cc) | &nbsp;&nbsp;05/25/64 | 22153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22436120 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1, 144A | 5.167(cc) | &nbsp;&nbsp;09/25/64 | 75033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75219382 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES06, Class A1, 144A | 5.725(cc) | &nbsp;&nbsp;11/25/64 | 41989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42417276 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-CES01, Class A1, 144A | 5.705(cc) | &nbsp;&nbsp;02/25/55 | 43926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44424668 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-CES03, Class A1A, 144A | 5.278(cc) | &nbsp;&nbsp;08/25/65 | 35221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35509488 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-CES04, Class A1A, 144A | 5.091(cc) | &nbsp;&nbsp;10/25/65 | 25441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25600255 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-CRM01, Class A1, 144A | 5.799(cc) | &nbsp;&nbsp;01/25/65 | 52159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52788809 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-FIX01, Class A1, 144A | 4.968(cc) | &nbsp;&nbsp;09/25/65 | 13883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13899957 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-HE01, Class A1A, 144A, 30 Day Average SOFR + 1.350% (Cap N/A, Floor 1.350%) | 5.047(c) | &nbsp;&nbsp;07/25/65 | 34300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34425136 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815358383 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal 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)** |
| **Other 0.6%** | **Other 0.6%** | **Other 0.6%** | **Other 0.6%** | **Other 0.6%** | **Other 0.6%** |
| Capital Street Master Trust,<br> Series 2024-01, Class A, 144A, 30 Day Average SOFR + 1.350% (Cap N/A, Floor 1.350%) | 5.057 %(c) | &nbsp;&nbsp;10/16/28 |  | 71000 | &nbsp;&nbsp; $70999787 |
| GoodLeap Home Improvement Solutions Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A | 5.350 | &nbsp;&nbsp;10/20/46 |  | 12129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12282425 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | 5.380 | &nbsp;&nbsp;02/20/49 |  | 27157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27531868 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A | 5.320 | &nbsp;&nbsp;06/20/49 |  | 22173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22402401 |
| GoodLeap Sustainable Home Solutions Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-04C, Class A, 144A | 6.480 | &nbsp;&nbsp;03/20/57 |  | 22675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22351034 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-01GS, Class A, 144A | 6.250 | &nbsp;&nbsp;06/20/57 |  | 40494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39379791 |
| PK Alift Loan Funding 7 LP,<br> Series 2025-02, Class A, 144A | 4.750 | &nbsp;&nbsp;03/15/43 |  | 12174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12178269 |
| PMT Issuer Trust - FMSR,<br> Series 2024-FT01, Class A, 144A, 1 Month SOFR + 2.750% (Cap N/A, Floor 2.750%) | 6.423(c) | &nbsp;&nbsp;12/25/27 |  | 20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20147502 |
| Sunrun Artemis Issuer LLC,<br> Series 2024-02A, Class A1, 144A | 6.250 | &nbsp;&nbsp;07/30/59 |  | 25260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24999751 |
| Sunrun Vesta Issuer LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-03A, Class A1, 144A | 5.490 | &nbsp;&nbsp;10/30/59 |  | 15082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14732432 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-03A, Class A2, 144A | 5.880 | &nbsp;&nbsp;10/30/59 |  | 64873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62539974 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329545234 |
| **Residential Mortgage-Backed Securities 0.1%** | **Residential Mortgage-Backed Securities 0.1%** | **Residential Mortgage-Backed Securities 0.1%** | **Residential Mortgage-Backed Securities 0.1%** | **Residential Mortgage-Backed Securities 0.1%** | **Residential Mortgage-Backed Securities 0.1%** |
| Countrywide Asset-Backed Certificates,<br> Series 2003-BC05, Class 2A2, 1 Month SOFR + 0.814% (Cap N/A, Floor 0.700%) | 4.487(c) | &nbsp;&nbsp;12/25/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204606 |
| Countrywide Asset-Backed Certificates Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-04, Class 1A, 1 Month SOFR + 0.534% (Cap N/A, Floor 0.420%) | 4.207(c) | &nbsp;&nbsp;08/25/34 |  | &nbsp;&nbsp;2726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2688623 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-06, Class 2A5, 1 Month SOFR + 0.894% (Cap N/A, Floor 0.780%) | 4.567(c) | &nbsp;&nbsp;11/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241418 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-BC04, Class M1, 1 Month SOFR + 1.164% (Cap N/A, Floor 1.050%) | 4.837(c) | &nbsp;&nbsp;11/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 |
| Credit-Based Asset Servicing & Securitization LLC,<br> Series 2004-CB08, Class M1, 1 Month SOFR + 0.909% (Cap N/A, Floor 0.795%) | 3.330(c) | &nbsp;&nbsp;12/25/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56653 |
| GSAMP Trust,<br> Series 2004-AR01, Class M1, 1 Month SOFR + 1.089% (Cap N/A, Floor 0.975%) | 4.762(c) | &nbsp;&nbsp;06/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755574 |
| LSF11 Boson Investments Sarl Compartment 2 (Spain),<br> Series 2021-NPLA, Class A1, 144A, 3 Month EURIBOR + 2.000% (Cap N/A, Floor 0.000%) | 4.047(c) | &nbsp;&nbsp;11/25/60 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;4121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900059 |
| Merrill Lynch Mortgage Investors Trust,<br> Series 2004-WMC03, Class M2, 1 Month SOFR + 1.959% (Cap N/A, Floor 1.845%) | 5.632(c) | &nbsp;&nbsp;01/25/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816970 |
| Specialty Underwriting & Residential Finance Trust,<br> Series 2003-BC02, Class M1, 1 Month SOFR + 1.239% (Cap N/A, Floor 1.125%) | 4.912(c) | &nbsp;&nbsp;06/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277311 |
| Structured Asset Investment Loan Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2003-BC07, Class 3A2, 1 Month SOFR + 1.064% (Cap N/A, Floor 0.950%) | 4.737(c) | &nbsp;&nbsp;07/25/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365449 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-BNC01, Class A2, 1 Month SOFR + 1.114% (Cap N/A, Floor 1.000%) | 4.787(c) | &nbsp;&nbsp;09/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531073 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-BNC01, Class A4, 1 Month SOFR + 1.054% (Cap N/A, Floor 0.940%) | 4.727(c) | &nbsp;&nbsp;09/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401578 |
| TFS (Spain), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-03, Class A1^ | 0.000(s) | &nbsp;&nbsp;04/16/40 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-03, Class A1, 1 Month EURIBOR + 3.250%^ | 5.185(c) | &nbsp;&nbsp;03/15/26 | &nbsp;&nbsp;EUR | 26630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23674501 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34919891 |
| **Student Loans 0.1%** | **Student Loans 0.1%** | **Student Loans 0.1%** | **Student Loans 0.1%** | **Student Loans 0.1%** | **Student Loans 0.1%** |
| Bayview Opportunity Master Fund VII LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-EDU01, Class A, 144A, 30 Day Average SOFR + 1.450% (Cap N/A, Floor 0.000%) | 5.147(c) | &nbsp;&nbsp;06/25/47 |  | 23403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23616361 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-EDU01, Class C, 144A, 30 Day Average SOFR + 1.800% (Cap N/A, Floor 0.000%) | 5.497(c) | &nbsp;&nbsp;06/25/47 |  | &nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2486046 |
| Laurel Road Prime Student Loan Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-A, Class A, 144A | 0.000 | &nbsp;&nbsp;02/25/43 |  | 82210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10732332 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C, Class A, 144A | 0.000(cc) | &nbsp;&nbsp;08/25/43 |  | 11871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11346391 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal 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)** |
| **Student Loans (cont'd.)** | **Student Loans (cont'd.)** | **Student Loans (cont'd.)** | **Student Loans (cont'd.)** | **Student Loans (cont'd.)** |
| Laurel Road Prime Student Loan Trust, (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-D, Class A, 144A | 0.000 %(cc) | &nbsp;&nbsp;11/25/43 | &nbsp;&nbsp;15212 | &nbsp;&nbsp; $14544861 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-A, Class R, 144A | 0.000 | &nbsp;&nbsp;10/25/48 | &nbsp;&nbsp;22452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9975174 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72701165 |
| **Total Asset-Backed Securities<br> (cost $11,285,099,333)** | **Total Asset-Backed Securities<br> (cost $11,285,099,333)** | **Total Asset-Backed Securities<br> (cost $11,285,099,333)** | **Total Asset-Backed Securities<br> (cost $11,285,099,333)** | &nbsp;&nbsp;&nbsp;&nbsp;11526643439 |
| **Commercial Mortgage-Backed Securities 9.4%** | **Commercial Mortgage-Backed Securities 9.4%** | **Commercial Mortgage-Backed Securities 9.4%** | **Commercial Mortgage-Backed Securities 9.4%** | **Commercial Mortgage-Backed Securities 9.4%** |
| 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;39245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34143150 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-20TS, Class H, 144A(x) | 3.100(cc) | &nbsp;&nbsp;05/15/35 | &nbsp;&nbsp;40253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34013363 |
| ALA Trust,<br> Series 2025-OANA, Class A, 144A, 1 Month SOFR + 1.743% (Cap N/A, Floor 1.743%) | 5.424(c) | &nbsp;&nbsp;06/15/40 | &nbsp;&nbsp;16110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16240894 |
| ARES Trust,<br> Series 2025-IND03, Class A, 144A, 1 Month SOFR + 1.500% (Cap N/A, Floor 1.500%) | 5.180(c) | &nbsp;&nbsp;04/15/42 | &nbsp;&nbsp;47990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48049954 |
| Assurant Commercial Mortgage Trust,<br> Series 2016-01A, Class B, 144A | 4.199(cc) | &nbsp;&nbsp;05/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1846133 |
| BANK, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-BNK08, Class A3 | 3.229 | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8394182 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BN20, Class A2 | 2.758 | &nbsp;&nbsp;09/15/62 | &nbsp;&nbsp;48568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46080594 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BN21, Class XB, IO | 0.349(cc) | &nbsp;&nbsp;10/17/52 | 206158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2468206 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BN24, Class A2 | 2.707 | &nbsp;&nbsp;11/15/62 | &nbsp;&nbsp;69300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65590191 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-BN29, Class A3 | 1.742 | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;36788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32828625 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-BNK46, Class A21 | 6.725(cc) | &nbsp;&nbsp;08/15/56 | &nbsp;&nbsp;74030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77211454 |
| BANK5, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-05YR2, Class A3 | 6.656(cc) | &nbsp;&nbsp;07/15/56 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31512315 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5YR19, Class A3 | 5.270 | &nbsp;&nbsp;12/15/58 | &nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77562277 |
| Barclays Commercial Mortgage Securities Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-ETC, Class A, 144A | 2.937 | &nbsp;&nbsp;08/14/36 | &nbsp;&nbsp;17450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17157250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-ETC, Class B, 144A | 3.189 | &nbsp;&nbsp;08/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;6970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6813045 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-ETC, Class C, 144A | 3.391 | &nbsp;&nbsp;08/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;5770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5587580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-ETC, Class D, 144A | 3.609(cc) | &nbsp;&nbsp;08/14/36 | &nbsp;&nbsp;21720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20837779 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-ETC, Class E, 144A | 3.609(cc) | &nbsp;&nbsp;08/14/36 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13208481 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-CHRS, Class B, 144A | 4.267(cc) | &nbsp;&nbsp;08/05/38 | &nbsp;&nbsp;&nbsp;&nbsp;7345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7024649 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-CHRS, Class C, 144A | 4.267(cc) | &nbsp;&nbsp;08/05/38 | &nbsp;&nbsp;10055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9418963 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-CHRS, Class D, 144A | 4.267(cc) | &nbsp;&nbsp;08/05/38 | &nbsp;&nbsp;19295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17404536 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C03, Class A3 | 3.319 | &nbsp;&nbsp;05/15/52 | &nbsp;&nbsp;24500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23842832 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C08, Class XB, IO | 1.016(cc) | &nbsp;&nbsp;10/15/53 | 119592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425686 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-05C27, Class A3 | 6.014 | &nbsp;&nbsp;07/15/57 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26258635 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-05C29, Class A3 | 5.208 | &nbsp;&nbsp;09/15/57 | &nbsp;&nbsp;64600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66493807 |
| BBCCRE Trust,<br> Series 2015-GTP, Class A, 144A | 3.966 | &nbsp;&nbsp;08/10/33 | &nbsp;&nbsp;14600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13771346 |
| Benchmark Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-B02, Class A3 | 3.544 | &nbsp;&nbsp;02/15/51 | &nbsp;&nbsp;11073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10921626 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B10, Class A3 | 3.455 | &nbsp;&nbsp;03/15/62 | &nbsp;&nbsp;39418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38546335 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B11, Class A4 | 3.281 | &nbsp;&nbsp;05/15/52 | &nbsp;&nbsp;57606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56081590 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B12, Class A4 | 2.859 | &nbsp;&nbsp;08/15/52 | &nbsp;&nbsp;81000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77725445 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B13, Class A3 | 2.701 | &nbsp;&nbsp;08/15/57 | &nbsp;&nbsp;38700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36704264 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B14, Class A3 | 3.090 | &nbsp;&nbsp;12/15/62 | &nbsp;&nbsp;48180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46764896 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B14, Class A4 | 2.795 | &nbsp;&nbsp;12/15/62 | &nbsp;&nbsp;57600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54702841 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-B17, Class A4 | 2.042 | &nbsp;&nbsp;03/15/53 | &nbsp;&nbsp;78000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71424826 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-B20, Class A3 | 1.945 | &nbsp;&nbsp;10/15/53 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12274019 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-B21, Class A4 | 1.704 | &nbsp;&nbsp;12/17/53 | &nbsp;&nbsp;37450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33759228 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-IG01, Class A2 | 2.677 | &nbsp;&nbsp;09/15/43 | &nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25563482 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-V03, Class A3 | 6.363(cc) | &nbsp;&nbsp;07/15/56 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20920020 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-V08, Class A3 | 6.189(cc) | &nbsp;&nbsp;07/15/57 | 102300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108083152 |
| BFLD Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-VICT, Class A, 144A, 1 Month SOFR + 1.890% (Cap N/A, Floor 1.890%) | 5.570(c) | &nbsp;&nbsp;07/15/41 | &nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37161875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-VICT, Class B, 144A, 1 Month SOFR + 2.589% (Cap N/A, Floor 2.589%) | 6.269(c) | &nbsp;&nbsp;07/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7504688 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal 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)** |
| BFLD Mortgage Trust, (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-WRHS, Class A, 144A, 1 Month SOFR + 1.492% (Cap N/A, Floor 1.492%) | 5.172 %(c) | &nbsp;&nbsp;07/15/39 | &nbsp;&nbsp;39027 | &nbsp;&nbsp; $39050967 |
| BFLD Trust,<br> Series 2025-EWEST, Class A, 144A, 1 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) | 5.230(c) | &nbsp;&nbsp;06/15/42 | &nbsp;&nbsp;17700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17711063 |
| BLP Commercial Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-IND, Class A, 144A, 1 Month SOFR + 1.200% (Cap N/A, Floor 1.200%) | 4.880(c) | &nbsp;&nbsp;03/15/42 | &nbsp;&nbsp;40507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40491831 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-IND, Class C, 144A, 1 Month SOFR + 1.800% (Cap N/A, Floor 1.800%) | 5.480(c) | &nbsp;&nbsp;03/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;3812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3806783 |
| BMO Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-C05, Class A2 | 6.518 | &nbsp;&nbsp;06/15/56 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25712063 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-05C5, Class A3 | 5.857 | &nbsp;&nbsp;02/15/57 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52249745 |
| BPR Trust,<br> Series 2023-BRK02, Class A, 144A | 6.899(cc) | &nbsp;&nbsp;10/05/38 | &nbsp;&nbsp;77084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80168246 |
| BX Commercial Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-ACNT, Class B, 144A, 1 Month SOFR + 1.364% (Cap N/A, Floor 1.250%) | 5.044(c) | &nbsp;&nbsp;11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;9172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9171834 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-AIR02, Class A, 144A, 1 Month SOFR + 1.492% (Cap N/A, Floor 1.492%) | 5.173(c) | &nbsp;&nbsp;10/15/41 | &nbsp;&nbsp;70644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70731922 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-AIRC, Class A, 144A, 1 Month SOFR + 1.691% (Cap N/A, Floor 1.691%) | 5.371(c) | &nbsp;&nbsp;08/15/41 | &nbsp;&nbsp;75624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75789729 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-COPT, Class A, 144A, 1 Month SOFR + 1.750% (Cap N/A, Floor 1.750%) | 5.430(c) | &nbsp;&nbsp;08/15/42 | &nbsp;&nbsp;40960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41113600 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-JDI, Class A, 144A, 1 Month SOFR + 1.400% (Cap N/A, Floor 1.400%) | 5.080(c) | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;73465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73603248 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SPOT, Class A, 144A, 1 Month SOFR + 1.443% (Cap N/A, Floor 1.443%) | 5.124(c) | &nbsp;&nbsp;04/15/40 | &nbsp;&nbsp;38732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38804373 |
| BX Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-ARIA, Class A, 144A | 5.031(cc) | &nbsp;&nbsp;12/13/42 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101698080 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-LUNR, Class A, 144A, 1 Month SOFR + 1.500% (Cap N/A, Floor 1.500%) | 5.180(c) | &nbsp;&nbsp;06/15/40 | &nbsp;&nbsp;29905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29951840 |
| CCUBS Commercial Mortgage Trust,<br> Series 2017-C01, Class A3 | 3.283(cc) | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;26734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26282788 |
| CD Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CD04, Class A3 | 3.248 | &nbsp;&nbsp;05/10/50 | &nbsp;&nbsp;49592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49111759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CD06, Class A4 | 3.190 | &nbsp;&nbsp;11/13/50 | &nbsp;&nbsp;77064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76066439 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-CD07, Class A3 | 4.013 | &nbsp;&nbsp;08/15/51 | &nbsp;&nbsp;25927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25811518 |
| CF Mortgage Trust,<br> Series 2020-P01, Class A1, 144A | 2.840(cc) | &nbsp;&nbsp;04/15/52 | &nbsp;&nbsp;22698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22581873 |
| CFK Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-FAX, Class A, 144A | 4.075 | &nbsp;&nbsp;01/15/39 | &nbsp;&nbsp;14250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13966942 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-FAX, Class B, 144A | 4.362 | &nbsp;&nbsp;01/15/39 | &nbsp;&nbsp;21052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20514660 |
| CGMS Commercial Mortgage Trust,<br> Series 2017-B01, Class A3 | 3.197 | &nbsp;&nbsp;08/15/50 | &nbsp;&nbsp;19032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18781355 |
| Citigroup Commercial Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C04, Class A3 | 3.209 | &nbsp;&nbsp;10/12/50 | &nbsp;&nbsp;63251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62517363 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-P07, Class A3 | 3.442 | &nbsp;&nbsp;04/14/50 | &nbsp;&nbsp;14389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14292785 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GC41, Class A4 | 2.620 | &nbsp;&nbsp;08/10/56 | &nbsp;&nbsp;94960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89919713 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-GC46, Class A4 | 2.477 | &nbsp;&nbsp;02/15/53 | &nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83091897 |
| Commercial Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-COR01, Class A4 | 3.091 | &nbsp;&nbsp;10/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6340090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-COR02, Class A2 | 3.239 | &nbsp;&nbsp;09/10/50 | &nbsp;&nbsp;74027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73380501 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-COR03, Class A2 | 3.961 | &nbsp;&nbsp;05/10/51 | &nbsp;&nbsp;54997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54425855 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GC44, Class A4 | 2.698 | &nbsp;&nbsp;08/15/57 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18891364 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-277P, Class A, 144A | 6.338 | &nbsp;&nbsp;08/10/44 | &nbsp;&nbsp;29200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30762545 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-277P, Class X, IO, 144A | 0.661(cc) | &nbsp;&nbsp;08/10/44 | &nbsp;&nbsp;97400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275722 |
| Credit Suisse Mortgage Trust,<br> Series 2014-USA, Class A2, 144A | 3.953 | &nbsp;&nbsp;09/15/37 | &nbsp;&nbsp;94640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87077800 |
| CSAIL Commercial Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-C03, Class XB, IO | 0.250 | &nbsp;&nbsp;08/15/48 | &nbsp;&nbsp;86386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153491 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C16, Class A2 | 3.067 | &nbsp;&nbsp;06/15/52 | &nbsp;&nbsp;26843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25975887 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C17, Class A4 | 2.763 | &nbsp;&nbsp;09/15/52 | &nbsp;&nbsp;37150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35390550 |
| DBWF Mortgage Trust,<br> Series 2016-85T, Class D, 144A | 3.808(cc) | &nbsp;&nbsp;12/10/36 | &nbsp;&nbsp;23960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22895843 |
| Deutsche Bank Commercial Mortgage Trust,<br> Series 2017-C06, Class A4 | 3.071 | &nbsp;&nbsp;06/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;5132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5048501 |
| FHLMC Multifamily Structured Pass-Through Certificates, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0055, Class X1, IO | 1.333(cc) | &nbsp;&nbsp;03/25/26 | 178877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87221 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0058, Class XAM, IO | 0.814(cc) | &nbsp;&nbsp;08/25/26 | &nbsp;&nbsp;59334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266831 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0069, Class X1, IO | 0.340(cc) | &nbsp;&nbsp;09/25/27 | 493519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2390311 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0087, Class X1, IO | 0.339(cc) | &nbsp;&nbsp;12/25/28 | 384735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3664443 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal 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)** |
| FHLMC Multifamily Structured Pass-Through Certificates, (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0090, Class X1, IO | 0.706 %(cc) | &nbsp;&nbsp;02/25/29 | 447429 | &nbsp;&nbsp; $8862089 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0091, Class X1, IO | 0.558(cc) | &nbsp;&nbsp;03/25/29 | 536767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8638083 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0092, Class XAM, IO | 0.982(cc) | &nbsp;&nbsp;04/25/29 | &nbsp;&nbsp;53046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1583269 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0093, Class X1, IO | 0.937(cc) | &nbsp;&nbsp;05/25/29 | 374109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9671400 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0095, Class X1, IO | 0.938(cc) | &nbsp;&nbsp;06/25/29 | 496568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13399701 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0096, Class XAM, IO | 1.395(cc) | &nbsp;&nbsp;07/25/29 | &nbsp;&nbsp;56489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2451803 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0097, Class X1, IO | 1.082(cc) | &nbsp;&nbsp;07/25/29 | 428474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14117366 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0101, Class X1, IO | 0.826(cc) | &nbsp;&nbsp;10/25/29 | 454502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12103069 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0108, Class X1, IO | 1.690(cc) | &nbsp;&nbsp;03/25/30 | 322833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18869309 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0114, Class X1, IO | 1.110(cc) | &nbsp;&nbsp;06/25/30 | 253699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10451466 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K0735, Class X1, IO | 0.958(cc) | &nbsp;&nbsp;05/25/26 | 194797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306590 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K1513, Class X1, IO | 0.850(cc) | &nbsp;&nbsp;08/25/34 | 329007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16294399 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series Q001, Class XA, IO | 2.060(cc) | &nbsp;&nbsp;02/25/32 | &nbsp;&nbsp;21801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251373 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series Q002, Class XA, IO | 0.916(cc) | &nbsp;&nbsp;07/25/33 | &nbsp;&nbsp;26887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861414 |
| GS Mortgage Securities Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-GC22, Class XB, IO | 0.277(cc) | &nbsp;&nbsp;06/10/47 | &nbsp;&nbsp;37110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39793 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-GC34, Class A4 | 3.506 | &nbsp;&nbsp;10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239433 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-GS06, Class A2 | 3.164 | &nbsp;&nbsp;05/10/50 | &nbsp;&nbsp;12934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12779241 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-GS09, Class A3 | 3.727 | &nbsp;&nbsp;03/10/51 | &nbsp;&nbsp;10441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10386412 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GC39, Class A3 | 3.307 | &nbsp;&nbsp;05/10/52 | &nbsp;&nbsp;64721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62218099 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GC40, Class A3 | 2.904 | &nbsp;&nbsp;07/10/52 | &nbsp;&nbsp;40481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38926874 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GSA01, Class A2 | 2.613 | &nbsp;&nbsp;11/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;4941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4873721 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GSA01, Class A3 | 2.794 | &nbsp;&nbsp;11/10/52 | &nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40142491 |
| JPMBB Commercial Mortgage Securities Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-C23, Class XA, IO | 0.335(cc) | &nbsp;&nbsp;09/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-C24, Class A5 | 3.639 | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507859 |
| JPMCC Commercial Mortgage Securities Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-JP07, Class A4 | 3.195 | &nbsp;&nbsp;09/15/50 | &nbsp;&nbsp;70600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69569176 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-COR04, Class A3 | 3.763 | &nbsp;&nbsp;03/10/52 | &nbsp;&nbsp;31250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30886003 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-COR04, Class A4 | 3.758 | &nbsp;&nbsp;03/10/52 | &nbsp;&nbsp;31675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30848080 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-COR04, Class A5 | 4.029 | &nbsp;&nbsp;03/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;4797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4629167 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-COR05, Class A3 | 3.123 | &nbsp;&nbsp;06/13/52 | &nbsp;&nbsp;22100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21355612 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-COR05, Class XB, IO | 0.930(cc) | &nbsp;&nbsp;06/13/52 | &nbsp;&nbsp;65497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1758712 |
| JPMDB Commercial Mortgage Securities Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C05, Class A4 | 3.414 | &nbsp;&nbsp;03/15/50 | &nbsp;&nbsp;20481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20283278 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C07, Class A4 | 3.147 | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;65118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64164289 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-COR06, Class A3 | 2.795 | &nbsp;&nbsp;11/13/52 | &nbsp;&nbsp;80750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75834578 |
| JPMorgan Chase Commercial Mortgage Securities Trust,<br> Series 2016-JP03, Class A4 | 2.627 | &nbsp;&nbsp;08/15/49 | &nbsp;&nbsp;15160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15043647 |
| KRE Commercial Mortgage Trust,<br> Series 2025-AIP04, Class A, 144A, 1 Month SOFR + 1.300% (Cap N/A, Floor 1.300%) | 4.980(c) | &nbsp;&nbsp;03/15/42 | &nbsp;&nbsp;31021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30982473 |
| LSTAR Commercial Mortgage Trust,<br> Series 2017-05, Class A4, 144A | 3.390 | &nbsp;&nbsp;03/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8463511 |
| MHC Commercial Mortgage Trust,<br> Series 2021-MHC, Class F, 144A, 1 Month SOFR + 2.715% (Cap N/A, Floor 2.601%) | 6.395(c) | &nbsp;&nbsp;04/15/38 | &nbsp;&nbsp;14566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14565600 |
| Morgan Stanley Bank of America Merrill Lynch Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C34, Class A3 | 3.276 | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;18615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18355918 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-05C1, Class A3 | 5.635 | &nbsp;&nbsp;03/15/58 | &nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47028883 |
| Morgan Stanley Capital I Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-H01, Class A4 | 3.259 | &nbsp;&nbsp;06/15/50 | &nbsp;&nbsp;51175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50730090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-H03, Class A4 | 3.914 | &nbsp;&nbsp;07/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5167472 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-H04, Class A3 | 4.043 | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;16356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16231466 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-H06, Class A3 | 3.158 | &nbsp;&nbsp;06/15/52 | &nbsp;&nbsp;31881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30875705 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-H07, Class A3 | 3.005 | &nbsp;&nbsp;07/15/52 | &nbsp;&nbsp;66390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63776052 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-L02, Class A3 | 3.806 | &nbsp;&nbsp;03/15/52 | &nbsp;&nbsp;43236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42640139 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-L03, Class A3 | 2.874 | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;35030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33536724 |
| NRTH Commercial Mortgage Trust,<br> Series 2025-PARK, Class A, 144A, 1 Month SOFR + 1.393% (Cap N/A, Floor 1.393%) | 5.073(c) | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43134375 |
| NYC Commercial Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-03BP, Class A, 144A, 1 Month SOFR + 1.213% (Cap N/A, Floor 1.213%) | 4.893(c) | &nbsp;&nbsp;02/15/42 | &nbsp;&nbsp;49015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49045634 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-03BP, Class C, 144A, 1 Month SOFR + 1.892% (Cap N/A, Floor 1.892%) | 5.572(c) | &nbsp;&nbsp;02/15/42 | &nbsp;&nbsp;18945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19016044 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal 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)** |
| NYC Commercial Mortgage Trust, (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-03BP, Class D, 144A, 1 Month SOFR + 2.441% (Cap N/A, Floor 2.441%) | 6.121 %(c) | &nbsp;&nbsp;02/15/42 | &nbsp;&nbsp;25000 | &nbsp;&nbsp; $25125000 |
| One Bryant Park Trust,<br> Series 2019-OBP, Class A, 144A | 2.516 | &nbsp;&nbsp;09/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6521934 |
| SCG Commercial Mortgage Trust,<br> Series 2025-DLFN, Class A, 144A, 1 Month SOFR + 1.200% (Cap N/A, Floor 1.200%) | 4.880(c) | &nbsp;&nbsp;03/15/35 | &nbsp;&nbsp;25990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25925025 |
| SG Commercial Mortgage Securities Trust,<br> Series 2019-PREZ, Class A, 144A | 3.021 | &nbsp;&nbsp;09/15/39 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32411526 |
| Shops at Crystals Trust,<br> Series 2016-CSTL, Class A, 144A | 3.126 | &nbsp;&nbsp;07/05/36 | &nbsp;&nbsp;20955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20838149 |
| SREIT Trust,<br> Series 2021-MFP, Class F, 144A, 1 Month SOFR + 2.739% (Cap N/A, Floor 2.625%) | 6.420(c) | &nbsp;&nbsp;11/15/38 | &nbsp;&nbsp;62913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62893452 |
| UBS Commercial Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C01, Class A3 | 3.196 | &nbsp;&nbsp;06/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6578383 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C05, Class A4 | 3.212 | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;21220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20914929 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C06, Class A4 | 3.320 | &nbsp;&nbsp;12/15/50 | &nbsp;&nbsp;29785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29446491 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C10, Class A3 | 4.048 | &nbsp;&nbsp;05/15/51 | &nbsp;&nbsp;59378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59215428 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C11, Class A4 | 3.977 | &nbsp;&nbsp;06/15/51 | &nbsp;&nbsp;39214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39172344 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C15, Class A3 | 4.075 | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;16998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16831435 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C16, Class A3 | 3.344 | &nbsp;&nbsp;04/15/52 | &nbsp;&nbsp;31500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31039653 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C16, Class XB, IO | 0.852(cc) | &nbsp;&nbsp;04/15/52 | &nbsp;&nbsp;96253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400425 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C17, Class A3 | 2.669 | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;80671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77015563 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C18, Class A3 | 2.782 | &nbsp;&nbsp;12/15/52 | &nbsp;&nbsp;22850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21677199 |
| UBS-Barclays Commercial Mortgage Trust,<br> Series 2013-C05, Class XB, IO, 144A | 0.107(cc) | &nbsp;&nbsp;03/10/46 | &nbsp;&nbsp;41314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
| WCORE Commercial Mortgage Trust,<br> Series 2024-CORE, Class C, 144A, 1 Month SOFR + 2.241% (Cap N/A, Floor 2.241%) | 5.921(c) | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15285500 |
| Wells Fargo Commercial Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C34, Class XB, IO | 0.965(cc) | &nbsp;&nbsp;06/15/49 | &nbsp;&nbsp;36018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44115 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C35, Class XB, IO | 0.920(cc) | &nbsp;&nbsp;07/15/48 | &nbsp;&nbsp;55952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76693 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C36, Class A3 | 2.807 | &nbsp;&nbsp;11/15/59 | &nbsp;&nbsp;26080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25886747 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C39, Class A4 | 3.157 | &nbsp;&nbsp;09/15/50 | &nbsp;&nbsp;36567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36017256 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C43, Class A4 | 4.012(cc) | &nbsp;&nbsp;03/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995896 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C44, Class A4 | 3.948 | &nbsp;&nbsp;05/15/51 | &nbsp;&nbsp;19843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19793913 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C45, Class A3 | 3.920 | &nbsp;&nbsp;06/15/51 | &nbsp;&nbsp;23154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23032064 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C47, Class A3 | 4.175 | &nbsp;&nbsp;09/15/61 | &nbsp;&nbsp;37090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37154121 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C50, Class A4 | 3.466 | &nbsp;&nbsp;05/15/52 | &nbsp;&nbsp;34566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33900275 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C52, Class A4 | 2.643 | &nbsp;&nbsp;08/15/52 | &nbsp;&nbsp;85830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81958531 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C53, Class A3 | 2.787 | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5668853 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C54, Class A3 | 2.892 | &nbsp;&nbsp;12/15/52 | &nbsp;&nbsp;42492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40537664 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C55, Class A4 | 2.474 | &nbsp;&nbsp;02/15/53 | &nbsp;&nbsp;58725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54795499 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-01CHI, Class A, 144A | 5.484(cc) | &nbsp;&nbsp;07/15/35 | &nbsp;&nbsp;75100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75724817 |
| **Total Commercial Mortgage-Backed Securities<br> (cost $5,050,945,019)** | **Total Commercial Mortgage-Backed Securities<br> (cost $5,050,945,019)** | **Total Commercial Mortgage-Backed Securities<br> (cost $5,050,945,019)** | **Total Commercial Mortgage-Backed Securities<br> (cost $5,050,945,019)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4945122511 |
| **Corporate Bonds 30.7%** | **Corporate Bonds 30.7%** | **Corporate Bonds 30.7%** | **Corporate Bonds 30.7%** | **Corporate Bonds 30.7%** |
| **Aerospace & Defense 0.9%** | **Aerospace & Defense 0.9%** | **Aerospace & Defense 0.9%** | **Aerospace & Defense 0.9%** | **Aerospace & Defense 0.9%** |
| BAE Systems PLC (United Kingdom),<br> Sr. Unsec'd. Notes, 144A | 3.400 | &nbsp;&nbsp;04/15/30 | &nbsp;&nbsp;17620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17025931 |
| Boeing Co. (The), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.196 | &nbsp;&nbsp;02/04/26 | 196834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196834000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.750 | &nbsp;&nbsp;02/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;8273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8273000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 3.250 | &nbsp;&nbsp;02/01/28 | &nbsp;&nbsp;14855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14634633 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.550 | &nbsp;&nbsp;03/01/38 | &nbsp;&nbsp;15098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12721629 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 3.600 | &nbsp;&nbsp;05/01/34 | &nbsp;&nbsp;14772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13444772 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.625 | &nbsp;&nbsp;03/01/48 | &nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525167 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.850 | &nbsp;&nbsp;11/01/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734391 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.900 | &nbsp;&nbsp;05/01/49 | &nbsp;&nbsp;44475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33241429 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.950 | &nbsp;&nbsp;08/01/59 | &nbsp;&nbsp;14670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10391642 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.705 | &nbsp;&nbsp;05/01/40 | &nbsp;&nbsp;22420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22921039 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.805 | &nbsp;&nbsp;05/01/50 | &nbsp;&nbsp;23258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22947611 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Aerospace & Defense (cont'd.)** | **Aerospace & Defense (cont'd.)** | **Aerospace & Defense (cont'd.)** | **Aerospace & Defense (cont'd.)** | **Aerospace & Defense (cont'd.)** |
| Boeing Co. (The), (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.930% | &nbsp;&nbsp;05/01/60 | 52200 | &nbsp;&nbsp; $51383136 |
| Bombardier, Inc. (Canada), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 6.000 | &nbsp;&nbsp;02/15/28 | 42750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42803438 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 6.750 | &nbsp;&nbsp;06/15/33 | &nbsp;&nbsp;7645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8036806 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 7.500 | &nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3812813 |
| HEICO Corp.,<br> Gtd. Notes | 5.250 | &nbsp;&nbsp;08/01/28 | &nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10021062 |
| L3Harris Technologies, Inc.,<br> Sr. Unsec'd. Notes(a) | 5.050 | &nbsp;&nbsp;06/01/29 | 15850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16285066 |
| Spirit AeroSystems, Inc.,<br> Sr. Sec'd. Notes | 3.850 | &nbsp;&nbsp;06/15/26 | &nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1656289 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488693854 |
| **Agriculture 0.6%** | **Agriculture 0.6%** | **Agriculture 0.6%** | **Agriculture 0.6%** | **Agriculture 0.6%** |
| Altria Group, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.400 | &nbsp;&nbsp;02/04/41 | 39709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30605252 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.250 | &nbsp;&nbsp;08/09/42 | 15984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13354887 |
| BAT Capital Corp. (United Kingdom), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 2.259 | &nbsp;&nbsp;03/25/28 | 41745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40214219 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.557 | &nbsp;&nbsp;08/15/27 | 12287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12200579 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.390 | &nbsp;&nbsp;08/15/37 | 69276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63339269 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.834 | &nbsp;&nbsp;02/20/31 | &nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4241792 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.343 | &nbsp;&nbsp;08/02/30 | 10195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10999163 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 7.750 | &nbsp;&nbsp;10/19/32 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5828192 |
| BAT International Finance PLC (United Kingdom), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 1.668 | &nbsp;&nbsp;03/25/26 | &nbsp;&nbsp;9736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9703349 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.931 | &nbsp;&nbsp;02/02/29 | 23565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24713356 |
| Bunge Ltd. Finance Corp.,<br> Gtd. Notes(a) | 2.750 | &nbsp;&nbsp;05/14/31 | &nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5982446 |
| Imperial Brands Finance PLC (United Kingdom), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A, MTN | 5.500 | &nbsp;&nbsp;02/01/30 | 10804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11198337 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A, MTN | 5.875 | &nbsp;&nbsp;07/01/34 | &nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454699 |
| Philip Morris International, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.100 | &nbsp;&nbsp;05/01/30 | 30645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28099989 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 3.125 | &nbsp;&nbsp;03/02/28 | &nbsp;&nbsp;1802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1774883 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.875 | &nbsp;&nbsp;02/13/29 | &nbsp;&nbsp;1198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226344 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.250 | &nbsp;&nbsp;02/13/34 | &nbsp;&nbsp;9347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9642122 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(h) | 5.625 | &nbsp;&nbsp;09/07/33 | 52304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55292003 |
| Reynolds American, Inc. (United Kingdom), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.700 | &nbsp;&nbsp;08/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764629 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 7.250 | &nbsp;&nbsp;06/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130048 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331765558 |
| **Airlines 0.4%** | **Airlines 0.4%** | **Airlines 0.4%** | **Airlines 0.4%** | **Airlines 0.4%** |
| American Airlines 2014-1 Class A Pass-Through Trust,<br> Pass-Through Certificates | 3.700 | &nbsp;&nbsp;04/01/28 | &nbsp;&nbsp;1361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356366 |
| American Airlines 2015-1 Class A Pass-Through Trust,<br> Pass-Through Certificates | 3.375 | &nbsp;&nbsp;11/01/28 | &nbsp;&nbsp;5604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5535621 |
| American Airlines 2015-2 Class AA Pass-Through Trust,<br> Pass-Through Certificates | 3.600 | &nbsp;&nbsp;03/22/29 | &nbsp;&nbsp;6888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6821652 |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd.,<br> Sr. Sec'd. Notes, 144A(a) | 5.750 | &nbsp;&nbsp;04/20/29 | &nbsp;&nbsp;5660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5714831 |
| Delta Air Lines 2020-1 Class AA Pass-Through Trust,<br> Pass-Through Certificates | 2.000 | &nbsp;&nbsp;12/10/29 | 20577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19861942 |
| Delta Air Lines, Inc./SkyMiles IP Ltd.,<br> Sr. Sec'd. Notes, 144A | 4.750 | &nbsp;&nbsp;10/20/28 | 53955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54249594 |
| Southwest Airlines Co.,<br> Sr. Unsec'd. Notes | 5.125 | &nbsp;&nbsp;06/15/27 | 38315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38779620 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Airlines (cont'd.)** | **Airlines (cont'd.)** | **Airlines (cont'd.)** | **Airlines (cont'd.)** | **Airlines (cont'd.)** |
| United Airlines 2015-1 Class AA Pass-Through Trust,<br> Pass-Through Certificates | 3.450% | &nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;6012 | &nbsp;&nbsp; $5925089 |
| United Airlines 2016-2 Class AA Pass-Through Trust,<br> Pass-Through Certificates | 2.875 | &nbsp;&nbsp;04/07/30 | &nbsp;&nbsp;9955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9597742 |
| United Airlines 2018-1 Class AA Pass-Through Trust,<br> Pass-Through Certificates | 3.500 | &nbsp;&nbsp;09/01/31 | &nbsp;&nbsp;8015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7885932 |
| United Airlines 2019-2 Class AA Pass-Through Trust,<br> Pass-Through Certificates(a) | 2.700 | &nbsp;&nbsp;11/01/33 | &nbsp;&nbsp;7270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6736529 |
| United Airlines Holdings, Inc.,<br> Gtd. Notes | 5.375 | &nbsp;&nbsp;03/01/31 | 18380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18566452 |
| United Airlines, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.375 | &nbsp;&nbsp;04/15/26 | 34860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34834399 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.625 | &nbsp;&nbsp;04/15/29 | &nbsp;&nbsp;9665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9655520 |
| VistaJet Malta Finance PLC/Vista Management Holding, Inc. (Switzerland),<br> Sr. Unsec'd. Notes, 144A | 6.375 | &nbsp;&nbsp;02/01/30 | &nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1828750 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227350039 |
| **Apparel 0.0%** | **Apparel 0.0%** | **Apparel 0.0%** | **Apparel 0.0%** | **Apparel 0.0%** |
| PVH Corp.,<br> Sr. Unsec'd. Notes | 5.500 | &nbsp;&nbsp;06/13/30 | &nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2277321 |
| **Auto Manufacturers 0.8%** | **Auto Manufacturers 0.8%** | **Auto Manufacturers 0.8%** | **Auto Manufacturers 0.8%** | **Auto Manufacturers 0.8%** |
| Ford Motor Co., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.250 | &nbsp;&nbsp;02/12/32 | &nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939640 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.750 | &nbsp;&nbsp;01/15/43 | 13282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10645835 |
| Ford Motor Credit Co. LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.700 | &nbsp;&nbsp;08/10/26 | 24254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24054365 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.900 | &nbsp;&nbsp;02/16/28 | 16452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15921612 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.900 | &nbsp;&nbsp;02/10/29 | &nbsp;&nbsp;3279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3107455 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.625 | &nbsp;&nbsp;06/17/31 | &nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1857184 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.125 | &nbsp;&nbsp;08/17/27 | 11147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11093333 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.271 | &nbsp;&nbsp;01/09/27 | 44065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44046527 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.950 | &nbsp;&nbsp;05/28/27 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2011434 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 5.113 | &nbsp;&nbsp;05/03/29 | &nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275338 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.125 | &nbsp;&nbsp;11/05/26 | &nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868481 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.800 | &nbsp;&nbsp;03/05/27 | &nbsp;&nbsp;4115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4172409 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 5.800 | &nbsp;&nbsp;03/08/29 | 15525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15955586 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 5.850 | &nbsp;&nbsp;05/17/27 | 12674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12883181 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 5.875 | &nbsp;&nbsp;11/07/29 | 12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12888517 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.950 | &nbsp;&nbsp;03/06/26 | &nbsp;&nbsp;8988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8989863 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 7.350 | &nbsp;&nbsp;03/06/30 | &nbsp;&nbsp;1815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1958642 |
| General Motors Co., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.200 | &nbsp;&nbsp;04/01/45 | &nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2398059 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.250 | &nbsp;&nbsp;10/02/43 | &nbsp;&nbsp;5906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6023288 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.600 | &nbsp;&nbsp;04/01/36 | &nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3552290 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 6.750 | &nbsp;&nbsp;04/01/46 | &nbsp;&nbsp;3172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3402039 |
| General Motors Financial Co., Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.850 | &nbsp;&nbsp;01/05/28 | 20453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20393460 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.000 | &nbsp;&nbsp;10/06/26 | &nbsp;&nbsp;7785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7784320 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.350 | &nbsp;&nbsp;01/17/27 | &nbsp;&nbsp;4416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4426841 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.350 | &nbsp;&nbsp;01/08/31 | 84135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75846300 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.400 | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1606546 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.700 | &nbsp;&nbsp;08/20/27 | &nbsp;&nbsp;2435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385101 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.550 | &nbsp;&nbsp;07/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747615 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.650 | &nbsp;&nbsp;01/17/29 | &nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875231 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.800 | &nbsp;&nbsp;06/23/28 | &nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419314 |
| Hyundai Capital America, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.550 | &nbsp;&nbsp;09/26/29 | &nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4029073 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.100 | &nbsp;&nbsp;06/24/30 | 25370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25975312 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Auto Manufacturers (cont'd.)** | **Auto Manufacturers (cont'd.)** | **Auto Manufacturers (cont'd.)** | **Auto Manufacturers (cont'd.)** | **Auto Manufacturers (cont'd.)** |
| Hyundai Capital America, (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.350% | &nbsp;&nbsp;03/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp; $7394304 |
| Volkswagen Group of America Finance LLC (Germany), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.950 | &nbsp;&nbsp;08/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511196 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.050 | &nbsp;&nbsp;03/27/28 | &nbsp;&nbsp;32852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33306222 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 5.250 | &nbsp;&nbsp;03/22/29 | &nbsp;&nbsp;23837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24373108 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404119021 |
| **Auto Parts & Equipment 0.2%** | **Auto Parts & Equipment 0.2%** | **Auto Parts & Equipment 0.2%** | **Auto Parts & Equipment 0.2%** | **Auto Parts & Equipment 0.2%** |
| Aptiv Swiss Holdings Ltd.,<br> Gtd. Notes(a) | 6.875(ff) | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5137211 |
| Clarios Global LP/Clarios US Finance Co.,<br> Sr. Sec'd. Notes, 144A | 6.750 | &nbsp;&nbsp;02/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2246107 |
| Qnity Electronics, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.250 | &nbsp;&nbsp;08/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3769183 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 5.750 | &nbsp;&nbsp;08/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4072924 |
| Tenneco, Inc.,<br> Sr. Sec'd. Notes, 144A | 8.000 | &nbsp;&nbsp;11/17/28 | &nbsp;&nbsp;62743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63091176 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78316601 |
| **Banks 8.8%** | **Banks 8.8%** | **Banks 8.8%** | **Banks 8.8%** | **Banks 8.8%** |
| Banco Santander SA (Spain), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | 5.552(ff) | &nbsp;&nbsp;03/14/28 | &nbsp;&nbsp;40600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41219304 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 2.749 | &nbsp;&nbsp;12/03/30 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5828053 |
| Bank of America Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes | 6.250(ff) | &nbsp;&nbsp;07/26/30(oo) | &nbsp;&nbsp;36615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37214006 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series FF(a) | 5.875(ff) | &nbsp;&nbsp;03/15/28(oo) | &nbsp;&nbsp;&nbsp;&nbsp;5595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5659911 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.687(ff) | &nbsp;&nbsp;04/22/32 | 267035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244848289 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 3.593(ff) | &nbsp;&nbsp;07/21/28 | &nbsp;&nbsp;77865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77387777 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 1.898(ff) | &nbsp;&nbsp;07/23/31 | &nbsp;&nbsp;48286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43451914 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 1.922(ff) | &nbsp;&nbsp;10/24/31 | &nbsp;&nbsp;14481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12953744 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.496(ff) | &nbsp;&nbsp;02/13/31 | 219885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204919238 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.972(ff) | &nbsp;&nbsp;02/04/33 | &nbsp;&nbsp;26185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23936330 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 3.194(ff) | &nbsp;&nbsp;07/23/30 | &nbsp;&nbsp;45315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43822670 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 3.824(ff) | &nbsp;&nbsp;01/20/28 | &nbsp;&nbsp;26803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26759782 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 4.083(ff) | &nbsp;&nbsp;03/20/51 | &nbsp;&nbsp;21644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17298062 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 4.271(ff) | &nbsp;&nbsp;07/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034435 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series N | 2.651(ff) | &nbsp;&nbsp;03/11/32 | &nbsp;&nbsp;40400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37063057 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, MTN | 4.450 | &nbsp;&nbsp;03/03/26 | &nbsp;&nbsp;21450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21456077 |
| Barclays PLC (United Kingdom), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.667(ff) | &nbsp;&nbsp;03/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6365449 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.894(ff) | &nbsp;&nbsp;11/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;3745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3396545 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.476(ff) | &nbsp;&nbsp;11/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5855042 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.942(ff) | &nbsp;&nbsp;09/10/30 | &nbsp;&nbsp;40628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41349911 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.501(ff) | &nbsp;&nbsp;08/09/28 | &nbsp;&nbsp;&nbsp;&nbsp;6885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7021537 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.785(ff) | &nbsp;&nbsp;02/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;6035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6281877 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.692(ff) | &nbsp;&nbsp;09/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4522257 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 7.437(ff) | &nbsp;&nbsp;11/02/33 | &nbsp;&nbsp;&nbsp;&nbsp;4130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4710315 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 4.836 | &nbsp;&nbsp;05/09/28 | &nbsp;&nbsp;&nbsp;&nbsp;7715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7770828 |
| BNP Paribas SA (France), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | 1.904(ff) | &nbsp;&nbsp;09/30/28 | &nbsp;&nbsp;32200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31035619 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | 2.159(ff) | &nbsp;&nbsp;09/15/29 | &nbsp;&nbsp;19050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18043451 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | 2.591(ff) | &nbsp;&nbsp;01/20/28 | &nbsp;&nbsp;19375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19099958 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | 2.871(ff) | &nbsp;&nbsp;04/19/32 | &nbsp;&nbsp;27265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24896290 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | 3.132(ff) | &nbsp;&nbsp;01/20/33 | &nbsp;&nbsp;15150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13797575 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | 4.400 | &nbsp;&nbsp;08/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;4458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475643 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | 3.052(ff) | &nbsp;&nbsp;01/13/31 | &nbsp;&nbsp;17340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16402475 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | 3.500 | &nbsp;&nbsp;11/16/27 | &nbsp;&nbsp;17175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16991343 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| BPCE SA (France), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | 5.936 %(ff) | &nbsp;&nbsp;05/30/35 | &nbsp;&nbsp;14539 | &nbsp;&nbsp; $15184142 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN(a) | 3.500 | &nbsp;&nbsp;10/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4282496 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A, MTN | 3.250 | &nbsp;&nbsp;01/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6746066 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, 144A, MTN | 4.875 | &nbsp;&nbsp;04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015516 |
| CaixaBank SA (Spain), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | 5.581(ff) | &nbsp;&nbsp;07/03/36 | &nbsp;&nbsp;65503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66958215 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | 6.037(ff) | &nbsp;&nbsp;06/15/35 | &nbsp;&nbsp;52618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55810303 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | 6.840(ff) | &nbsp;&nbsp;09/13/34 | &nbsp;&nbsp;61848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68790438 |
| Capital One NA,<br> Sr. Unsec'd. Notes | 4.250 | &nbsp;&nbsp;03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675075 |
| Cassa Depositi e Prestiti SpA (Italy), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.375 | &nbsp;&nbsp;10/01/30 | &nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12563071 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.750 | &nbsp;&nbsp;05/05/26 | &nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15259055 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.875 | &nbsp;&nbsp;04/30/29 | &nbsp;&nbsp;20510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21533369 |
| Citigroup, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes | 6.625(ff) | &nbsp;&nbsp;02/15/31(oo) | &nbsp;&nbsp;23660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24072179 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series GG | 6.875(ff) | &nbsp;&nbsp;08/15/30(oo) | &nbsp;&nbsp;46837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47861076 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series X | 3.875(ff) | &nbsp;&nbsp;02/18/26(oo) | &nbsp;&nbsp;26270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26237300 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.666(ff) | &nbsp;&nbsp;01/29/31 | 195755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183370310 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 2.904(ff) | &nbsp;&nbsp;11/03/42 | &nbsp;&nbsp;53586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39457650 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.057(ff) | &nbsp;&nbsp;01/25/33 | &nbsp;&nbsp;23165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21201414 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.200 | &nbsp;&nbsp;10/21/26 | &nbsp;&nbsp;30952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30808116 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.668(ff) | &nbsp;&nbsp;07/24/28 | &nbsp;&nbsp;12612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12547840 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.785(ff) | &nbsp;&nbsp;03/17/33 | &nbsp;&nbsp;63929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60836478 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.887(ff) | &nbsp;&nbsp;01/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697791 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.542(ff) | &nbsp;&nbsp;09/19/30 | &nbsp;&nbsp;21090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21269487 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 4.450 | &nbsp;&nbsp;09/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473120 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 4.750 | &nbsp;&nbsp;05/18/46 | &nbsp;&nbsp;42640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37399974 |
| Comerica, Inc.,<br> Sr. Unsec'd. Notes | 5.982(ff) | &nbsp;&nbsp;01/30/30 | &nbsp;&nbsp;24593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25705746 |
| Credit Agricole SA (France), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN(a) | 4.631(ff) | &nbsp;&nbsp;09/11/28 | &nbsp;&nbsp;19955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20094942 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | 5.222(ff) | &nbsp;&nbsp;05/27/31 | &nbsp;&nbsp;10865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11134999 |
| Danske Bank A/S (Denmark), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | 4.613(ff) | &nbsp;&nbsp;10/02/30 | &nbsp;&nbsp;19490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19620363 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A(a) | 5.705(ff) | &nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;43015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44713219 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | 5.019(ff) | &nbsp;&nbsp;03/04/31 | &nbsp;&nbsp;&nbsp;&nbsp;4470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4552704 |
| Deutsche Bank AG (Germany), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | 2.311(ff) | &nbsp;&nbsp;11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803222 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes(a) | 2.552(ff) | &nbsp;&nbsp;01/07/28 | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2137359 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | 4.950(ff) | &nbsp;&nbsp;08/04/31 | &nbsp;&nbsp;43922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44371630 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | 5.297(ff) | &nbsp;&nbsp;05/09/31 | &nbsp;&nbsp;&nbsp;&nbsp;7220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7388930 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | 5.373(ff) | &nbsp;&nbsp;01/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;7070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7218311 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | 6.720(ff) | &nbsp;&nbsp;01/18/29 | &nbsp;&nbsp;12325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12911102 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes(a) | 7.146(ff) | &nbsp;&nbsp;07/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;8015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8117067 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 3.729(ff) | &nbsp;&nbsp;01/14/32 | &nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14581810 |
| Goldman Sachs Group, Inc. (The), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series U | 3.650(ff) | &nbsp;&nbsp;08/10/26(oo) | &nbsp;&nbsp;&nbsp;&nbsp;5965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5913071 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.431(ff) | &nbsp;&nbsp;03/09/27 | &nbsp;&nbsp;15995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15951466 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.992(ff) | &nbsp;&nbsp;01/27/32 | &nbsp;&nbsp;48415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42959930 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.615(ff) | &nbsp;&nbsp;04/22/32 | &nbsp;&nbsp;54500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49619357 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.210(ff) | &nbsp;&nbsp;04/22/42 | 110085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84205504 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.814(ff) | &nbsp;&nbsp;04/23/29 | &nbsp;&nbsp;16800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16695494 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.850 | &nbsp;&nbsp;01/26/27 | &nbsp;&nbsp;31440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31442222 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 4.223(ff) | &nbsp;&nbsp;05/01/29 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10020755 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 4.800 | &nbsp;&nbsp;07/08/44 | &nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11683326 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes | 6.750 | &nbsp;&nbsp;10/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239636 |
| Hamburg Commercial Bank AG (Germany),<br> Sub. Notes, EMTN, SOFR + 0.667% | 4.350(c) | &nbsp;&nbsp;03/21/31 | &nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38539432 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| HSBC Holdings PLC (United Kingdom), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.013 %(ff) | &nbsp;&nbsp;09/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;6010 | &nbsp;&nbsp; $5808496 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.619(ff) | &nbsp;&nbsp;11/06/31 | &nbsp;&nbsp;&nbsp;&nbsp;4415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4428898 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.887(ff) | &nbsp;&nbsp;08/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639745 |
| Huntington Bancshares, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.709(ff) | &nbsp;&nbsp;02/02/35 | &nbsp;&nbsp;23395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24337932 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.208(ff) | &nbsp;&nbsp;08/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;9560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10018835 |
| Intesa Sanpaolo SpA (Italy), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A(a) | 7.778(ff) | &nbsp;&nbsp;06/20/54 | &nbsp;&nbsp;14870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17870107 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | 7.800 | &nbsp;&nbsp;11/28/53 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2232755 |
| JPMorgan Chase & Co., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series CC, 3 Month SOFR + 2.842%(a) | 6.505(c) | &nbsp;&nbsp;05/01/26(oo) | &nbsp;&nbsp;30100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30307545 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series II, 3 Month SOFR + 2.745% | 6.406(c) | &nbsp;&nbsp;04/01/26(oo) | &nbsp;&nbsp;89955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90282541 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series KK(a) | 3.650(ff) | &nbsp;&nbsp;06/01/26(oo) | &nbsp;&nbsp;28750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28706351 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 1.953(ff) | &nbsp;&nbsp;02/04/32 | 115410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102756916 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.522(ff) | &nbsp;&nbsp;04/22/31 | &nbsp;&nbsp;63170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58826135 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.545(ff) | &nbsp;&nbsp;11/08/32 | 105105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94664286 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.580(ff) | &nbsp;&nbsp;04/22/32 | &nbsp;&nbsp;19240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17563301 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.739(ff) | &nbsp;&nbsp;10/15/30 | 127835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121488525 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.300 | &nbsp;&nbsp;04/01/26 | &nbsp;&nbsp;15205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15190285 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.702(ff) | &nbsp;&nbsp;05/06/30 | &nbsp;&nbsp;91135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89844122 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.964(ff) | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;7285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5859238 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.005(ff) | &nbsp;&nbsp;04/23/29 | &nbsp;&nbsp;52470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52425174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.565(ff) | &nbsp;&nbsp;06/14/30 | &nbsp;&nbsp;14310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14479933 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 4.995(ff) | &nbsp;&nbsp;07/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;8490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8712226 |
| JPMorgan Chase Bank NA,<br> Sr. Unsec'd. Notes(a) | 5.110 | &nbsp;&nbsp;12/08/26 | &nbsp;&nbsp;&nbsp;&nbsp;2835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2864027 |
| Kasikornbank PCL (Thailand),<br> Sub. Notes, EMTN | 3.343(ff) | &nbsp;&nbsp;10/02/31 | &nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8541399 |
| KeyCorp,<br> Sr. Unsec'd. Notes, MTN(a) | 2.550 | &nbsp;&nbsp;10/01/29 | &nbsp;&nbsp;13917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13169088 |
| Lloyds Banking Group PLC (United Kingdom),<br> Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;01/11/27 | &nbsp;&nbsp;14595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14585475 |
| Mizuho Financial Group, Inc. (Japan),<br> Sr. Unsec'd. Notes | 3.170 | &nbsp;&nbsp;09/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9687302 |
| Morgan Stanley, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.217(ff) | &nbsp;&nbsp;04/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;2515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1951562 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.320(ff) | &nbsp;&nbsp;07/19/35 | &nbsp;&nbsp;37210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38127851 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.466(ff) | &nbsp;&nbsp;01/18/35 | &nbsp;&nbsp;58319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60285316 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 2.239(ff) | &nbsp;&nbsp;07/21/32 | &nbsp;&nbsp;95450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84653647 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 2.699(ff) | &nbsp;&nbsp;01/22/31 | 129705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121728892 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 3.772(ff) | &nbsp;&nbsp;01/24/29 | &nbsp;&nbsp;50085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49813069 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | 4.431(ff) | &nbsp;&nbsp;01/23/30 | &nbsp;&nbsp;10525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10595459 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 1.794(ff) | &nbsp;&nbsp;02/13/32 | &nbsp;&nbsp;69925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61363241 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 1.928(ff) | &nbsp;&nbsp;04/28/32 | &nbsp;&nbsp;88076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77378908 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.511(ff) | &nbsp;&nbsp;10/20/32 | &nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20634218 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.802(ff) | &nbsp;&nbsp;01/25/52 | &nbsp;&nbsp;38692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24519487 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.943(ff) | &nbsp;&nbsp;01/21/33 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9115786 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 3.125 | &nbsp;&nbsp;07/27/26 | &nbsp;&nbsp;17990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17925143 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 3.591(cc) | &nbsp;&nbsp;07/22/28 | &nbsp;&nbsp;29190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28999497 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 5.250(ff) | &nbsp;&nbsp;04/21/34 | &nbsp;&nbsp;14145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14499270 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN, Series I(a) | 4.892(ff) | &nbsp;&nbsp;10/22/36 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4920851 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, GMTN | 4.350 | &nbsp;&nbsp;09/08/26 | &nbsp;&nbsp;14335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14363900 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, MTN | 3.950 | &nbsp;&nbsp;04/23/27 | &nbsp;&nbsp;16325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16319561 |
| NatWest Group PLC (United Kingdom),<br> Sr. Unsec'd. Notes | 5.115(ff) | &nbsp;&nbsp;05/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1623826 |
| PNC Bank NA,<br> Sub. Notes | 4.050 | &nbsp;&nbsp;07/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200132 |
| PNC Financial Services Group, Inc. (The), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.450 | &nbsp;&nbsp;04/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;4815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4744612 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| PNC Financial Services Group, Inc. (The), (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.582 %(ff) | &nbsp;&nbsp;06/12/29 |  | &nbsp;&nbsp;30325 | &nbsp;&nbsp; $31387205 |
| Rheinland-Pfalz Bank (Germany),<br> Sub. Notes, 144A(a) | 6.875 | &nbsp;&nbsp;02/23/28 |  | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10969118 |
| Sumitomo Mitsui Financial Group, Inc. (Japan), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.954(ff) | &nbsp;&nbsp;07/08/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7611410 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 5.046(ff) | &nbsp;&nbsp;01/15/37 |  | &nbsp;&nbsp;14245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14205194 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.246(ff) | &nbsp;&nbsp;07/08/36 |  | &nbsp;&nbsp;74985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76437399 |
| Truist Financial Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series N | 6.669(ff) | &nbsp;&nbsp;03/01/26(oo) |  | &nbsp;&nbsp;34643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34708699 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN(a) | 4.873(ff) | &nbsp;&nbsp;01/26/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563604 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 5.867(ff) | &nbsp;&nbsp;06/08/34 |  | &nbsp;&nbsp;11290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11953186 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 7.161(ff) | &nbsp;&nbsp;10/30/29 |  | &nbsp;&nbsp;20905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22501820 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, MTN | 3.875 | &nbsp;&nbsp;03/19/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;7090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7018994 |
| U.S. Bancorp,<br> Sr. Unsec'd. Notes | 5.836(ff) | &nbsp;&nbsp;06/12/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2282831 |
| UBS Group AG (Switzerland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.550 | &nbsp;&nbsp;04/17/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4071031 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.305(ff) | &nbsp;&nbsp;02/02/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4898862 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 2.746(ff) | &nbsp;&nbsp;02/11/33 |  | &nbsp;&nbsp;22794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20398043 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.126(ff) | &nbsp;&nbsp;08/13/30 |  | &nbsp;&nbsp;14130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13568923 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.869(ff) | &nbsp;&nbsp;01/12/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;8734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8684728 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.125 | &nbsp;&nbsp;04/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;2440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2440863 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.194(ff) | &nbsp;&nbsp;04/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137427 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.282 | &nbsp;&nbsp;01/09/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;1206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208534 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | 4.844(ff) | &nbsp;&nbsp;11/06/33 |  | &nbsp;&nbsp;98415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98361767 |
| Wells Fargo & Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.068(ff) | &nbsp;&nbsp;04/30/41 |  | &nbsp;&nbsp;64795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49986149 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.150(ff) | &nbsp;&nbsp;04/23/31 |  | &nbsp;&nbsp;40465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41670851 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.572(ff) | &nbsp;&nbsp;02/11/31 |  | 189245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176767421 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.879(ff) | &nbsp;&nbsp;10/30/30 |  | &nbsp;&nbsp;55529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52881318 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 3.350(ff) | &nbsp;&nbsp;03/02/33 |  | &nbsp;&nbsp;41995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39139214 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4629450298 |
| **Beverages 0.2%** | **Beverages 0.2%** | **Beverages 0.2%** | **Beverages 0.2%** | **Beverages 0.2%** | **Beverages 0.2%** |
| Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. (Belgium), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.700 | &nbsp;&nbsp;02/01/36 |  | &nbsp;&nbsp;52960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52237806 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.900 | &nbsp;&nbsp;02/01/46 |  | &nbsp;&nbsp;31653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29112764 |
| Anheuser-Busch InBev Worldwide, Inc. (Belgium), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.439 | &nbsp;&nbsp;10/06/48 |  | &nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000882 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 8.000 | &nbsp;&nbsp;11/15/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2387389 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 8.200 | &nbsp;&nbsp;01/15/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570896 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86309737 |
| **Biotechnology 0.1%** | **Biotechnology 0.1%** | **Biotechnology 0.1%** | **Biotechnology 0.1%** | **Biotechnology 0.1%** | **Biotechnology 0.1%** |
| Amgen, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.650 | &nbsp;&nbsp;03/02/53 |  | &nbsp;&nbsp;18280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17973517 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.750 | &nbsp;&nbsp;03/02/63 |  | &nbsp;&nbsp;21500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21011402 |
| Gilead Sciences, Inc.,<br> Sr. Unsec'd. Notes | 5.650 | &nbsp;&nbsp;12/01/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1244384 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40229303 |
| **Building Materials 0.1%** | **Building Materials 0.1%** | **Building Materials 0.1%** | **Building Materials 0.1%** | **Building Materials 0.1%** | **Building Materials 0.1%** |
| Camelot Return Merger Sub, Inc.,<br> Sr. Sec'd. Notes, 144A | 8.750 | &nbsp;&nbsp;08/01/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475019 |
| Cemex SAB de CV (Mexico),<br> Gtd. Notes | 3.125 | &nbsp;&nbsp;03/19/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886790 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Building Materials (cont'd.)** | **Building Materials (cont'd.)** | **Building Materials (cont'd.)** | **Building Materials (cont'd.)** | **Building Materials (cont'd.)** |
| Owens Corning, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.400% | &nbsp;&nbsp;08/15/26 | &nbsp;&nbsp;3315 | &nbsp;&nbsp; $3302717 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.300 | &nbsp;&nbsp;07/15/47 | &nbsp;&nbsp;8585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7032406 |
| Quikrete Holdings, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 6.375 | &nbsp;&nbsp;03/01/32 | 16435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17045835 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.750 | &nbsp;&nbsp;03/01/33 | &nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2408016 |
| Smyrna Ready Mix Concrete LLC,<br> Sr. Sec'd. Notes, 144A | 6.000 | &nbsp;&nbsp;11/01/28 | &nbsp;&nbsp;2709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2719030 |
| Standard Industries, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 3.375 | &nbsp;&nbsp;01/15/31 | 15125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13956183 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 4.375 | &nbsp;&nbsp;07/15/30 | &nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510861 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.750 | &nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318868 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52655725 |
| **Chemicals 0.3%** | **Chemicals 0.3%** | **Chemicals 0.3%** | **Chemicals 0.3%** | **Chemicals 0.3%** |
| Ashland, Inc.,<br> Sr. Unsec'd. Notes | 6.875 | &nbsp;&nbsp;05/15/43 | 11140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11740114 |
| Braskem Netherlands Finance BV (Brazil), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.500 | &nbsp;&nbsp;01/10/28 | &nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180400 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.500 | &nbsp;&nbsp;01/10/28 | 15682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7119628 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.500 | &nbsp;&nbsp;01/31/30 | 11857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5035668 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 8.500 | &nbsp;&nbsp;01/12/31 | 47933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20491358 |
| Celanese US Holdings LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 6.850 | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2929280 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 7.050 | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4622918 |
| CF Industries, Inc.,<br> Gtd. Notes | 4.950 | &nbsp;&nbsp;06/01/43 | &nbsp;&nbsp;6755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6088726 |
| Dow Chemical Co. (The), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.800 | &nbsp;&nbsp;05/15/49 | 10718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8516758 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 9.400 | &nbsp;&nbsp;05/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161013 |
| DuPont de Nemours, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.419 | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272153 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.725 | &nbsp;&nbsp;11/15/28 | 10462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10599793 |
| FMC Corp.,<br> Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;10/01/49 | 12925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8090871 |
| Mosaic Co. (The),<br> Sr. Unsec'd. Notes(a) | 5.625 | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;3376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3251365 |
| Nutrien Ltd. (Canada), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.900 | &nbsp;&nbsp;06/01/43 | &nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3047781 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.250 | &nbsp;&nbsp;01/15/45 | &nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7454318 |
| OCP SA (Morocco), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 3.750 | &nbsp;&nbsp;06/23/31 | &nbsp;&nbsp;4572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4247388 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.750 | &nbsp;&nbsp;05/02/34 | 28050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30049685 |
| Sasol Financing USA LLC (South Africa), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.500 | &nbsp;&nbsp;09/27/28 | &nbsp;&nbsp;7510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7465391 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 8.750 | &nbsp;&nbsp;05/03/29 | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15351750 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157716358 |
| **Commercial Services 0.8%** | **Commercial Services 0.8%** | **Commercial Services 0.8%** | **Commercial Services 0.8%** | **Commercial Services 0.8%** |
| Adtalem Global Education, Inc.,<br> Sr. Sec'd. Notes, 144A | 5.500 | &nbsp;&nbsp;03/01/28 | &nbsp;&nbsp;1714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1712514 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp.,<br> Sr. Unsec'd. Notes, 144A | 6.000 | &nbsp;&nbsp;06/01/29 | 20025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19856824 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.625 | &nbsp;&nbsp;06/01/28 | 20190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19881699 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.625 | &nbsp;&nbsp;06/01/28 | 14970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14789462 |
| AMN Healthcare, Inc.,<br> Gtd. Notes, 144A | 4.000 | &nbsp;&nbsp;04/15/29 | &nbsp;&nbsp;2656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540273 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** |
| California Institute of Technology, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.650% | &nbsp;&nbsp;09/01/2119 |  | 39775 | &nbsp;&nbsp; $25167892 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.700 | &nbsp;&nbsp;11/01/2111 |  | &nbsp;&nbsp;2105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1687547 |
| DCLI Bidco LLC,<br> Second Mortgage, 144A | 7.750 | &nbsp;&nbsp;11/15/29 |  | 19436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19793650 |
| DP World Ltd. (United Arab Emirates), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 2.375 | &nbsp;&nbsp;09/25/26 | &nbsp;&nbsp;EUR | 22944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27094683 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | 6.850 | &nbsp;&nbsp;07/02/37 |  | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2234260 |
| ERAC USA Finance LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.300 | &nbsp;&nbsp;12/01/26 |  | 10390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10345018 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.700 | &nbsp;&nbsp;06/01/34 |  | &nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2054585 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.000 | &nbsp;&nbsp;10/15/37 |  | &nbsp;&nbsp;4090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4713625 |
| Global Payments, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;11/15/28 |  | 69650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69948130 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.950 | &nbsp;&nbsp;08/15/27 |  | &nbsp;&nbsp;9080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9185401 |
| Herc Holdings, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.750 | &nbsp;&nbsp;03/15/31 |  | 18809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18933450 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.000 | &nbsp;&nbsp;03/15/34 |  | &nbsp;&nbsp;3460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3476293 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.000 | &nbsp;&nbsp;06/15/30 |  | 12960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13596649 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 7.250 | &nbsp;&nbsp;06/15/33 |  | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6349561 |
| Johns Hopkins University,<br> Sr. Unsec'd. Notes, Series A(a) | 2.813 | &nbsp;&nbsp;01/01/60 |  | &nbsp;&nbsp;8040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4739294 |
| Leland Stanford Junior University (The),<br> Unsec'd. Notes | 3.647 | &nbsp;&nbsp;05/01/48 |  | &nbsp;&nbsp;5345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4201847 |
| Massachusetts Institute of Technology, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes | 3.885 | &nbsp;&nbsp;07/01/2116 |  | 18113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12488598 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes | 4.678 | &nbsp;&nbsp;07/01/2114 |  | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485248 |
| President & Fellows of Harvard College, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes | 2.517 | &nbsp;&nbsp;10/15/50 |  | &nbsp;&nbsp;8950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5438068 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes | 3.150 | &nbsp;&nbsp;07/15/46 |  | &nbsp;&nbsp;9930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7255188 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes | 3.300 | &nbsp;&nbsp;07/15/56 |  | &nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3861499 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes | 3.619 | &nbsp;&nbsp;10/01/37 |  | &nbsp;&nbsp;3710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3302735 |
| Trustees of Princeton University (The),<br> Unsec'd. Notes, Series 2020 | 2.516 | &nbsp;&nbsp;07/01/50 |  | &nbsp;&nbsp;6310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3925550 |
| Trustees of the University of Pennsylvania (The),<br> Sr. Unsec'd. Notes(a) | 3.610 | &nbsp;&nbsp;02/15/2119 |  | &nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673440 |
| United Rentals North America, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 3.750 | &nbsp;&nbsp;01/15/32 |  | &nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4930086 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.875 | &nbsp;&nbsp;02/15/31 |  | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144566 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 4.875 | &nbsp;&nbsp;01/15/28 |  | 62805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62810265 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 5.250 | &nbsp;&nbsp;01/15/30 |  | &nbsp;&nbsp;6492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6564891 |
| University of Chicago (The),<br> Unsec'd. Notes, Series 20B | 2.761 | &nbsp;&nbsp;04/01/45 |  | &nbsp;&nbsp;6560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175154 |
| University of Southern California, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series A | 3.226 | &nbsp;&nbsp;10/01/2120 |  | &nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2989191 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, Series 2017 | 3.841 | &nbsp;&nbsp;10/01/47 |  | &nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500581 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412847717 |
| **Computers 0.1%** | **Computers 0.1%** | **Computers 0.1%** | **Computers 0.1%** | **Computers 0.1%** | **Computers 0.1%** |
| Accenture Capital, Inc.,<br> Gtd. Notes | 4.250 | &nbsp;&nbsp;10/04/31 |  | 13380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13378706 |
| Genpact UK Finco PLC/Genpact USA, Inc.,<br> Gtd. Notes(a) | 4.950 | &nbsp;&nbsp;11/18/30 |  | 13625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13640753 |
| Leidos, Inc.,<br> Gtd. Notes | 2.300 | &nbsp;&nbsp;02/15/31 |  | 20140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18138065 |
| NCR Atleos Corp.,<br> Sr. Sec'd. Notes, 144A | 9.500 | &nbsp;&nbsp;04/01/29 |  | 10758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11525536 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56683060 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Cosmetics/Personal Care 0.0%** | **Cosmetics/Personal Care 0.0%** | **Cosmetics/Personal Care 0.0%** | **Cosmetics/Personal Care 0.0%** | **Cosmetics/Personal Care 0.0%** | **Cosmetics/Personal Care 0.0%** |
| Gillette Co. (The),<br> Sr. Unsec'd. Notes, MTN, 3 Month SOFR + (0.038)% | 3.622 %(c) | &nbsp;&nbsp;04/02/43 |  | &nbsp;&nbsp;&nbsp;&nbsp;6519 | &nbsp;&nbsp; $6463440 |
| **Diversified Financial Services 0.8%** | **Diversified Financial Services 0.8%** | **Diversified Financial Services 0.8%** | **Diversified Financial Services 0.8%** | **Diversified Financial Services 0.8%** | **Diversified Financial Services 0.8%** |
| Aircraft Finance Co. Ltd. (China),<br> Sr. Sec'd. Notes, Series B | 4.100 | &nbsp;&nbsp;03/29/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338847 |
| Blackstone Private Credit Fund,<br> Sr. Sec'd. Notes^ | 5.610 | &nbsp;&nbsp;05/03/27 |  | &nbsp;&nbsp;43775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43903523 |
| Cantor Fitzgerald LP,<br> Sr. Unsec'd. Notes, 144A | 7.200 | &nbsp;&nbsp;12/12/28 |  | &nbsp;&nbsp;37660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40100834 |
| CDP Financial, Inc. (Canada), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.600 | &nbsp;&nbsp;11/25/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746894 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.600 | &nbsp;&nbsp;11/25/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2342045 |
| Charles Schwab Corp. (The),<br> Jr. Sub. Notes, Series H | 4.000(ff) | &nbsp;&nbsp;12/01/30(oo) |  | &nbsp;&nbsp;28365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26602982 |
| Freedom Mortgage Holdings LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.875 | &nbsp;&nbsp;05/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3227946 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 9.250 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795511 |
| goeasy Ltd. (Canada), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 6.875 | &nbsp;&nbsp;02/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4382857 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 7.625 | &nbsp;&nbsp;07/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8896500 |
| Greystone Commercial Capital Trust,<br> Sr. Unsec'd. Notes, Series A, 144A, 1 Month SOFR + 3.150%^(x) | 7.460(c) | &nbsp;&nbsp;05/31/26(d) |  | 196471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174859216 |
| Jefferies Finance LLC/JFIN Co-Issuer Corp.,<br> Sr. Unsec'd. Notes, 144A(a) | 5.000 | &nbsp;&nbsp;08/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4749995 |
| Jefferies Financial Group, Inc.,<br> Sr. Unsec'd. Notes | 2.750 | &nbsp;&nbsp;10/15/32 |  | &nbsp;&nbsp;39020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34077572 |
| Nuveen LLC,<br> Sr. Unsec'd. Notes, 144A | 5.850 | &nbsp;&nbsp;04/15/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;4510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4727132 |
| OneMain Finance Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.875 | &nbsp;&nbsp;09/15/28 |  | &nbsp;&nbsp;10325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10040937 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.625 | &nbsp;&nbsp;05/15/29 |  | &nbsp;&nbsp;14255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14718291 |
| PennyMac Financial Services, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.250 | &nbsp;&nbsp;02/15/29 |  | &nbsp;&nbsp;26225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25216692 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.875 | &nbsp;&nbsp;12/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;8295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8738903 |
| Power Finance Corp. Ltd. (India),<br> Sr. Unsec'd. Notes, GMTN | 1.841 | &nbsp;&nbsp;09/21/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3488359 |
| Rocket Cos., Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.125 | &nbsp;&nbsp;08/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5120842 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.125 | &nbsp;&nbsp;02/01/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2277119 |
| Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc.,<br> Gtd. Notes, 144A | 3.875 | &nbsp;&nbsp;03/01/31 |  | &nbsp;&nbsp;11425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10715419 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430068416 |
| **Electric 2.4%** | **Electric 2.4%** | **Electric 2.4%** | **Electric 2.4%** | **Electric 2.4%** | **Electric 2.4%** |
| AEP Transmission Co. LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.100 | &nbsp;&nbsp;12/01/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292480 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;12/01/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;5595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4274055 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.800 | &nbsp;&nbsp;06/15/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;7345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5564306 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series M | 3.650 | &nbsp;&nbsp;04/01/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;7206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5323316 |
| Avangrid, Inc.,<br> Sr. Unsec'd. Notes | 3.800 | &nbsp;&nbsp;06/01/29 |  | &nbsp;&nbsp;21920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21635730 |
| Caledonia Generating LLC,<br> Sr. Sec'd. Notes, 144A | 1.950 | &nbsp;&nbsp;02/28/34 |  | &nbsp;&nbsp;11540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10225815 |
| Calpine Corp.,<br> Sr. Unsec'd. Notes, 144A | 5.125 | &nbsp;&nbsp;03/15/28 |  | &nbsp;&nbsp;27041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27029277 |
| CenterPoint Energy Houston Electric LLC,<br> General Ref. Mortgage | 3.950 | &nbsp;&nbsp;03/01/48 |  | &nbsp;&nbsp;&nbsp;&nbsp;6685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5283918 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** |
| CenterPoint Energy, Inc.,<br> Sr. Unsec'd. Notes | 2.950% | &nbsp;&nbsp;03/01/30 | 22696 | &nbsp;&nbsp; $21532754 |
| Cleveland Electric Illuminating Co. (The),<br> Sr. Unsec'd. Notes, 144A(a) | 3.500 | &nbsp;&nbsp;04/01/28 | &nbsp;&nbsp;4415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4349695 |
| CMS Energy Corp.,<br> Jr. Sub. Notes(a) | 4.750(ff) | &nbsp;&nbsp;06/01/50 | 23485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23165487 |
| Comision Federal de Electricidad (Mexico), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.688 | &nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4986000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 4.688 | &nbsp;&nbsp;05/15/29 | 45602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45474314 |
| Commonwealth Edison Co., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 3.700 | &nbsp;&nbsp;03/01/45 | &nbsp;&nbsp;2665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2077128 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 4.350 | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2367975 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage(a) | 6.450 | &nbsp;&nbsp;01/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768087 |
| Consolidated Edison Co. of New York, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 3.850 | &nbsp;&nbsp;06/15/46 | &nbsp;&nbsp;7580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5940592 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series C(a) | 4.300 | &nbsp;&nbsp;12/01/56 | &nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2293496 |
| Constellation Energy Generation LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 4.625 | &nbsp;&nbsp;02/01/29 | 16692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16695912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.000 | &nbsp;&nbsp;02/01/31 | 31865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32306343 |
| Dominion Energy, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series C | 3.375 | &nbsp;&nbsp;04/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641780 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series D | 2.850 | &nbsp;&nbsp;08/15/26 | &nbsp;&nbsp;5685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5651552 |
| DTE Energy Co.,<br> Sr. Unsec'd. Notes | 2.850 | &nbsp;&nbsp;10/01/26 | 37340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37076218 |
| Duke Energy Carolinas LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 3.950 | &nbsp;&nbsp;03/15/48 | &nbsp;&nbsp;6745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5324242 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 4.250 | &nbsp;&nbsp;12/15/41 | 12105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10672760 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage(a) | 4.950 | &nbsp;&nbsp;01/15/33 | &nbsp;&nbsp;9637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9887233 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Ref. Mortgage | 3.750 | &nbsp;&nbsp;06/01/45 | &nbsp;&nbsp;3045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2397151 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Ref. Mortgage | 4.000 | &nbsp;&nbsp;09/30/42 | &nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862899 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Ref. Mortgage | 6.000 | &nbsp;&nbsp;01/15/38 | &nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3954538 |
| Duke Energy Corp.,<br> Sr. Unsec'd. Notes | 2.650 | &nbsp;&nbsp;09/01/26 | 12485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12394529 |
| El Paso Electric Co.,<br> Sr. Unsec'd. Notes | 6.000 | &nbsp;&nbsp;05/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779165 |
| Emera US Finance LP (Canada),<br> Gtd. Notes | 3.550 | &nbsp;&nbsp;06/15/26 | &nbsp;&nbsp;4959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4947432 |
| Enel Finance International NV (Italy), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 2.125 | &nbsp;&nbsp;07/12/28 | 16155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15393476 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.500 | &nbsp;&nbsp;04/06/28 | 13415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13244807 |
| Entergy Louisiana LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Collateral Trust | 3.120 | &nbsp;&nbsp;09/01/27 | 12955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12814295 |
| &nbsp;&nbsp;&nbsp;&nbsp;Collateral Trust | 3.250 | &nbsp;&nbsp;04/01/28 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4938322 |
| &nbsp;&nbsp;&nbsp;&nbsp;Collateral Trust | 4.200 | &nbsp;&nbsp;09/01/48 | 29046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23448105 |
| Eskom Holdings (South Africa), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, 144A, MTN | 6.350 | &nbsp;&nbsp;08/10/28 | 22487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23206584 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, MTN | 6.350 | &nbsp;&nbsp;08/10/28 | 22062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22767984 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 8.450 | &nbsp;&nbsp;08/10/28 | 40406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43234420 |
| FirstEnergy Transmission LLC,<br> Sr. Unsec'd. Notes, 144A | 5.450 | &nbsp;&nbsp;07/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786119 |
| Florida Power & Light Co., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 3.700 | &nbsp;&nbsp;12/01/47 | 10130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7771510 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 3.950 | &nbsp;&nbsp;03/01/48 | &nbsp;&nbsp;8210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6536309 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series A | 3.300 | &nbsp;&nbsp;05/30/27 | &nbsp;&nbsp;2385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2371446 |
| Fortis, Inc. (Canada),<br> Sr. Unsec'd. Notes | 3.055 | &nbsp;&nbsp;10/04/26 | 25625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25439460 |
| Georgia Power Co.,<br> Sr. Unsec'd. Notes, Series 10-C | 4.750 | &nbsp;&nbsp;09/01/40 | &nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996553 |
| Hydro-Quebec (Canada), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series FSA | 8.250 | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50413 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** |
| Hydro-Quebec (Canada), (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series FSA | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;06/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp; $148411 |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series HE | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;06/15/29 |  | 18667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21310613 |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series HH | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;12/01/29 |  | 15025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17264179 |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series HK(a) | &nbsp;&nbsp;9.375 | &nbsp;&nbsp;04/15/30 |  | &nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9245358 |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series HQ | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;11/15/30 |  | 28750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35020938 |
| &nbsp;&nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series MBIA | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;04/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25206 |
| Iberdrola International BV (Spain),<br> Gtd. Notes | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;09/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16353 |
| Interstate Power & Light Co.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;09/26/28 |  | &nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3265782 |
| IPALCO Enterprises, Inc.,<br> Sr. Sec'd. Notes | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;05/01/30 |  | &nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6223666 |
| Israel Electric Corp. Ltd. (Israel), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;08/14/28 |  | 27660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27374825 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;12/15/27 |  | &nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8434400 |
| John Sevier Combined Cycle Generation LLC,<br> Sec'd. Notes(a) | &nbsp;&nbsp;4.626 | &nbsp;&nbsp;01/15/42 |  | &nbsp;&nbsp;1342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310566 |
| MidAmerican Energy Co.,<br> First Mortgage | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;07/15/49 |  | &nbsp;&nbsp;1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530567 |
| Nevada Power Co.,<br> General Ref. Mortgage | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;09/15/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494598 |
| NextEra Energy Capital Holdings, Inc.,<br> Gtd. Notes(a) | &nbsp;&nbsp;4.800(ff) | &nbsp;&nbsp;12/01/77 |  | 12235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12117273 |
| NRG Energy, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01/15/28 |  | 12825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12832141 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;02/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838771 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;02/15/31 |  | 10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10009668 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;02/15/32 |  | &nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7298898 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;06/15/29 |  | &nbsp;&nbsp;7560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7581334 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | 10.250(ff) | &nbsp;&nbsp;03/15/28(oo) |  | 12943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14221575 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01/15/34 |  | 12530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12613158 |
| Pacific Gas & Electric Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;3.300 | &nbsp;&nbsp;08/01/40 |  | &nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496668 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;08/15/42 |  | &nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3038425 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;12/01/47 |  | 30960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23002087 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12/01/46 |  | &nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590323 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;07/01/40 |  | 32080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27929845 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02/15/44 |  | &nbsp;&nbsp;5535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4703857 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;07/01/50 |  | 23061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19544045 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;05/15/34 |  | &nbsp;&nbsp;9880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10251287 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;5.900 | &nbsp;&nbsp;06/15/32 |  | &nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7359956 |
| PacifiCorp, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;2.700 | &nbsp;&nbsp;09/15/30 |  | 10355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9549384 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;3.300 | &nbsp;&nbsp;03/15/51 |  | &nbsp;&nbsp;4510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2896263 |
| PECO Energy Co.,<br> First Mortgage | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;08/15/52 |  | &nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3334843 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (Indonesia),<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;1.875 | &nbsp;&nbsp;11/05/31 | &nbsp;&nbsp;EUR | 10974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11613700 |
| PG&E Corp.,<br> Jr. Sub. Notes(a) | &nbsp;&nbsp;7.375(ff) | &nbsp;&nbsp;03/15/55 |  | &nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1366763 |
| PPL Electric Utilities Corp.,<br> First Mortgage | &nbsp;&nbsp;4.150 | &nbsp;&nbsp;06/15/48 |  | &nbsp;&nbsp;8855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7244909 |
| Public Service Co. of Colorado,<br> First Mortgage | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;06/15/48 |  | &nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2341791 |
| Public Service Electric & Gas Co.,<br> Sr. Sec'd. Notes, MTN | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;09/01/42 |  | &nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585571 |
| Puget Sound Energy, Inc.,<br> First Mortgage(a) | &nbsp;&nbsp;4.223 | &nbsp;&nbsp;06/15/48 |  | 11280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9178717 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** |
| Rochester Gas & Electric Corp.,<br> First Mortgage, 144A | 3.100% | &nbsp;&nbsp;06/01/27 | 17545 | &nbsp;&nbsp; $17381404 |
| San Diego Gas & Electric Co., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage | 5.350 | &nbsp;&nbsp;05/15/40 | &nbsp;&nbsp;9512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9484398 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage, Series RRR | 3.750 | &nbsp;&nbsp;06/01/47 | &nbsp;&nbsp;1665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267015 |
| SCE Recovery Funding LLC,<br> Sr. Sec'd. Notes, Series A-2 | 5.112 | &nbsp;&nbsp;12/14/49 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1047568 |
| Sempra, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.400 | &nbsp;&nbsp;02/01/28 | &nbsp;&nbsp;7758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7665833 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 3.800 | &nbsp;&nbsp;02/01/38 | &nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4712708 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 4.000 | &nbsp;&nbsp;02/01/48 | &nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6338658 |
| Southern Power Co.,<br> Sr. Unsec'd. Notes | 5.150 | &nbsp;&nbsp;09/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699863 |
| Tucson Electric Power Co.,<br> Sr. Unsec'd. Notes | 5.200 | &nbsp;&nbsp;09/15/34 | 24470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24926096 |
| Union Electric Co.,<br> Sr. Sec'd. Notes | 2.950 | &nbsp;&nbsp;06/15/27 | &nbsp;&nbsp;6045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5981525 |
| Virginia Electric & Power Co.,<br> Sr. Unsec'd. Notes | 6.350 | &nbsp;&nbsp;11/30/37 | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6563917 |
| Vistra Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | 7.000(ff) | &nbsp;&nbsp;12/15/26(oo) | 28350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28768365 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | 8.000(ff) | &nbsp;&nbsp;10/15/26(oo) | 92575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94272784 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series C, 144A | 8.875(ff) | &nbsp;&nbsp;01/15/29(oo) | 23450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25742825 |
| Vistra Operations Co. LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.375 | &nbsp;&nbsp;05/01/29 | 26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25693279 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.000 | &nbsp;&nbsp;07/31/27 | 48211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48242402 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.625 | &nbsp;&nbsp;02/15/27 | 11464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11468008 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 6.875 | &nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;2095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2202096 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 3.700 | &nbsp;&nbsp;01/30/27 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1792377 |
| VoltaGrid LLC,<br> Sec'd. Notes, 144A(a) | 7.375 | &nbsp;&nbsp;11/01/30 | 16545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16766221 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237400038 |
| **Electrical Components & Equipment 0.0%** | **Electrical Components & Equipment 0.0%** | **Electrical Components & Equipment 0.0%** | **Electrical Components & Equipment 0.0%** | **Electrical Components & Equipment 0.0%** |
| WESCO Distribution, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.375 | &nbsp;&nbsp;03/15/29 | &nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9361052 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.625 | &nbsp;&nbsp;03/15/32 | &nbsp;&nbsp;6770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7077625 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.250 | &nbsp;&nbsp;06/15/28 | &nbsp;&nbsp;3595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3640381 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20079058 |
| **Electronics 0.0%** | **Electronics 0.0%** | **Electronics 0.0%** | **Electronics 0.0%** | **Electronics 0.0%** |
| TD SYNNEX Corp.,<br> Sr. Unsec'd. Notes | 1.750 | &nbsp;&nbsp;08/09/26 | 20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19731891 |
| **Engineering & Construction 0.2%** | **Engineering & Construction 0.2%** | **Engineering & Construction 0.2%** | **Engineering & Construction 0.2%** | **Engineering & Construction 0.2%** |
| AECOM,<br> Gtd. Notes, 144A | 6.000 | &nbsp;&nbsp;08/01/33 | &nbsp;&nbsp;1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274844 |
| GMR Hyderabad International Airport Ltd. (India),<br> Sr. Sec'd. Notes, 144A | 4.250 | &nbsp;&nbsp;10/27/27 | &nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2246949 |
| Mexico City Airport Trust (Mexico), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 4.250 | &nbsp;&nbsp;10/31/26 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997850 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 5.500 | &nbsp;&nbsp;07/31/47 | 13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11196250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 3.875 | &nbsp;&nbsp;04/30/28 | 17976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17588977 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 4.250 | &nbsp;&nbsp;10/31/26 | 16218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16183131 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 5.500 | &nbsp;&nbsp;10/31/46 | &nbsp;&nbsp;3377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2944373 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 5.500 | &nbsp;&nbsp;07/31/47 | 68904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59343570 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111775944 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Entertainment 0.2%** | **Entertainment 0.2%** | **Entertainment 0.2%** | **Entertainment 0.2%** | **Entertainment 0.2%** | **Entertainment 0.2%** |
| Caesars Entertainment, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 4.625% | &nbsp;&nbsp;10/15/29 |  | 54543 | &nbsp;&nbsp; $52365453 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A(a) | 7.000 | &nbsp;&nbsp;02/15/30 |  | &nbsp;&nbsp;8780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9068723 |
| Penn Entertainment, Inc.,<br> Sr. Unsec'd. Notes, 144A | 4.125 | &nbsp;&nbsp;07/01/29 |  | &nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291281 |
| Voyager Parent LLC,<br> Sr. Sec'd. Notes, 144A(a) | 9.250 | &nbsp;&nbsp;07/01/32 |  | 17830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18955290 |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.250 | &nbsp;&nbsp;03/15/33 |  | &nbsp;&nbsp;5530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5634935 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 7.125 | &nbsp;&nbsp;02/15/31 |  | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293199 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88608881 |
| **Foods 0.6%** | **Foods 0.6%** | **Foods 0.6%** | **Foods 0.6%** | **Foods 0.6%** | **Foods 0.6%** |
| Ahold Finance USA LLC (Netherlands),<br> Gtd. Notes | 6.875 | &nbsp;&nbsp;05/01/29 |  | 11989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12970557 |
| Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.625 | &nbsp;&nbsp;01/15/27 |  | &nbsp;&nbsp;3935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3934001 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.500 | &nbsp;&nbsp;03/31/31 |  | &nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2403692 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 5.750 | &nbsp;&nbsp;03/31/34 |  | &nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3711557 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.500 | &nbsp;&nbsp;02/15/28 |  | &nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5132026 |
| B&G Foods, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.250 | &nbsp;&nbsp;09/15/27 |  | 22078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21341091 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A(a) | 8.000 | &nbsp;&nbsp;09/15/28 |  | 20779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19615525 |
| Bellis Acquisition Co. PLC (United Kingdom), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes(a) | 8.000 | &nbsp;&nbsp;07/01/31 | &nbsp;&nbsp;EUR | 39135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44185210 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 8.125 | &nbsp;&nbsp;05/14/30 | &nbsp;&nbsp;GBP | 35350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44561943 |
| Cencosud SA (Chile),<br> Gtd. Notes, 144A(a) | 4.375 | &nbsp;&nbsp;07/17/27 |  | &nbsp;&nbsp;3835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3834617 |
| JBS USA Holding Lux Sarl/JBS USA Food Co./JBS Lux Co. Sarl, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;12/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568461 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.750 | &nbsp;&nbsp;03/15/34 |  | 44351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48789360 |
| Kraft Heinz Foods Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.000 | &nbsp;&nbsp;06/01/26 |  | 12845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12800336 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.625 | &nbsp;&nbsp;10/01/39 |  | &nbsp;&nbsp;4231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3823629 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.000 | &nbsp;&nbsp;06/04/42 |  | &nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109122 |
| Lamb Weston Holdings, Inc.,<br> Gtd. Notes, 144A | 4.375 | &nbsp;&nbsp;01/31/32 |  | &nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6026276 |
| Mars, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.875 | &nbsp;&nbsp;04/01/39 |  | &nbsp;&nbsp;8185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7144681 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.200 | &nbsp;&nbsp;03/01/35 |  | &nbsp;&nbsp;7605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7780321 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.700 | &nbsp;&nbsp;05/01/55 |  | &nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6550926 |
| Pilgrim's Pride Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.500 | &nbsp;&nbsp;03/01/32 |  | &nbsp;&nbsp;5560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5147151 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.250 | &nbsp;&nbsp;04/15/31 |  | &nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4265591 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.875 | &nbsp;&nbsp;05/15/34 |  | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5526878 |
| Post Holdings, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.500 | &nbsp;&nbsp;09/15/31 |  | &nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344454 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.625 | &nbsp;&nbsp;04/15/30 |  | &nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000275 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 6.375 | &nbsp;&nbsp;03/01/33 |  | &nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4945379 |
| Smithfield Foods, Inc.,<br> Gtd. Notes, 144A | 3.000 | &nbsp;&nbsp;10/15/30 |  | &nbsp;&nbsp;8931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8218431 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286731490 |
| **Gas 0.1%** | **Gas 0.1%** | **Gas 0.1%** | **Gas 0.1%** | **Gas 0.1%** | **Gas 0.1%** |
| AmeriGas Partners LP/AmeriGas Finance Corp.,<br> Sr. Unsec'd. Notes | 5.750 | &nbsp;&nbsp;05/20/27 |  | &nbsp;&nbsp;7284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7331276 |
| CenterPoint Energy Resources Corp.,<br> Sr. Unsec'd. Notes | 5.850 | &nbsp;&nbsp;01/15/41 |  | &nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175700 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Gas (cont'd.)** | **Gas (cont'd.)** | **Gas (cont'd.)** | **Gas (cont'd.)** | **Gas (cont'd.)** | **Gas (cont'd.)** |
| NiSource, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.600% | &nbsp;&nbsp;05/01/30 |  | 11180 | &nbsp;&nbsp; $10893245 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.800 | &nbsp;&nbsp;02/15/44 |  | &nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390421 |
| Piedmont Natural Gas Co., Inc.,<br> Sr. Unsec'd. Notes | 3.500 | &nbsp;&nbsp;06/01/29 |  | 15235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14921776 |
| Southern California Gas Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;First Mortgage, Series VV | 4.300 | &nbsp;&nbsp;01/15/49 |  | &nbsp;&nbsp;7470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6080190 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series UU | 4.125 | &nbsp;&nbsp;06/01/48 |  | &nbsp;&nbsp;5260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4159829 |
| Southern Co. Gas Capital Corp.,<br> Gtd. Notes | 4.400 | &nbsp;&nbsp;06/01/43 |  | &nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2320864 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48273301 |
| **Healthcare-Products 0.2%** | **Healthcare-Products 0.2%** | **Healthcare-Products 0.2%** | **Healthcare-Products 0.2%** | **Healthcare-Products 0.2%** | **Healthcare-Products 0.2%** |
| DH Europe Finance II Sarl,<br> Gtd. Notes | 1.350 | &nbsp;&nbsp;09/18/39 | &nbsp;&nbsp;EUR | 13421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11772206 |
| Medline Borrower LP,<br> Sr. Sec'd. Notes, 144A | 3.875 | &nbsp;&nbsp;04/01/29 |  | 36351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35583833 |
| Solventum Corp.,<br> Sr. Unsec'd. Notes | 5.400 | &nbsp;&nbsp;03/01/29 |  | &nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2289636 |
| Stryker Corp.,<br> Sr. Unsec'd. Notes | 2.125 | &nbsp;&nbsp;11/30/27 | &nbsp;&nbsp;EUR | 16050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18933360 |
| Zimmer Biomet Holdings, Inc.,<br> Sr. Unsec'd. Notes | 2.425 | &nbsp;&nbsp;12/13/26 | &nbsp;&nbsp;EUR | 35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41520307 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110099342 |
| **Healthcare-Services 1.2%** | **Healthcare-Services 1.2%** | **Healthcare-Services 1.2%** | **Healthcare-Services 1.2%** | **Healthcare-Services 1.2%** | **Healthcare-Services 1.2%** |
| Advocate Health & Hospitals Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.387 | &nbsp;&nbsp;10/15/49 |  | &nbsp;&nbsp;8685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6220025 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.272 | &nbsp;&nbsp;08/15/48 |  | 12775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10671912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, Series 2020 | 2.211 | &nbsp;&nbsp;06/15/30 |  | 14025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12919742 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, Series 2020 | 3.008 | &nbsp;&nbsp;06/15/50 |  | 23620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15554298 |
| Aetna, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;05/15/42 |  | &nbsp;&nbsp;9540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8185355 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.750 | &nbsp;&nbsp;12/15/37 |  | &nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5894417 |
| Ascension Health, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.945 | &nbsp;&nbsp;11/15/46 |  | &nbsp;&nbsp;2565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073570 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series B(a) | 2.532 | &nbsp;&nbsp;11/15/29 |  | 29625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28103640 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series B | 3.106 | &nbsp;&nbsp;11/15/39 |  | &nbsp;&nbsp;4680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3711358 |
| BayCare Health System, Inc.,<br> Sr. Unsec'd. Notes, Series 2020 | 3.831 | &nbsp;&nbsp;11/15/50 |  | 14365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10976996 |
| Cigna Group (The), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.400 | &nbsp;&nbsp;03/01/27 |  | &nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2023893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 4.375 | &nbsp;&nbsp;10/15/28 |  | 17363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17503779 |
| Cleveland Clinic Foundation (The),<br> Unsec'd. Notes(a) | 4.858 | &nbsp;&nbsp;01/01/2114 |  | &nbsp;&nbsp;2815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2377328 |
| DaVita, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.750 | &nbsp;&nbsp;02/15/31 |  | &nbsp;&nbsp;9775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8982649 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.625 | &nbsp;&nbsp;06/01/30 |  | &nbsp;&nbsp;7345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7076564 |
| Elevance Health, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.875 | &nbsp;&nbsp;09/15/29 |  | 15600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14901345 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.101 | &nbsp;&nbsp;03/01/28 |  | &nbsp;&nbsp;2970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2974615 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.650 | &nbsp;&nbsp;01/15/43 |  | &nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470289 |
| HCA, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 7.500 | &nbsp;&nbsp;11/06/33 |  | 20412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23424035 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | 7.750 | &nbsp;&nbsp;07/15/36 |  | 20300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23112100 |
| Humana, Inc.,<br> Sr. Unsec'd. Notes | 5.375 | &nbsp;&nbsp;04/15/31 |  | 31487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32257802 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Healthcare-Services (cont'd.)** | **Healthcare-Services (cont'd.)** | **Healthcare-Services (cont'd.)** | **Healthcare-Services (cont'd.)** | **Healthcare-Services (cont'd.)** |
| Indiana University Health, Inc. Obligated Group,<br> Sec'd. Notes | 3.970% | &nbsp;&nbsp;11/01/48 | 10475 | &nbsp;&nbsp; $8353163 |
| Kaiser Foundation Hospitals, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.150 | &nbsp;&nbsp;05/01/47 | 15275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12686148 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, Series 2019 | 3.266 | &nbsp;&nbsp;11/01/49 | 21296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14948047 |
| Mayo Clinic,<br> Unsec'd. Notes, Series 2016 | 4.128 | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;8312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6701997 |
| Methodist Hospital (The),<br> Unsec'd. Notes, Series 20A | 2.705 | &nbsp;&nbsp;12/01/50 | 32095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19720358 |
| MyMichigan Health,<br> Sec'd. Notes, Series 2020 | 3.409 | &nbsp;&nbsp;06/01/50 | 17745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12339215 |
| New York & Presbyterian Hospital (The),<br> Unsec'd. Notes, Series 2019(a) | 3.954 | &nbsp;&nbsp;08/01/2119 | 14835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10213317 |
| NYU Langone Hospitals,<br> Sec'd. Notes | 4.784 | &nbsp;&nbsp;07/01/44 | &nbsp;&nbsp;6375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5837384 |
| Orlando Health Obligated Group,<br> Sr. Unsec'd. Notes | 3.327 | &nbsp;&nbsp;10/01/50 | &nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4926362 |
| PeaceHealth Obligated Group,<br> Sr. Unsec'd. Notes, Series 2020 | 3.218 | &nbsp;&nbsp;11/15/50 | 14445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9469155 |
| Providence St Joseph Health Obligated Group,<br> Unsec'd. Notes, Series I | 3.744 | &nbsp;&nbsp;10/01/47 | &nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200265 |
| Quest Diagnostics, Inc.,<br> Sr. Unsec'd. Notes | 2.950 | &nbsp;&nbsp;06/30/30 | 13180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12484243 |
| Tenet Healthcare Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 4.250 | &nbsp;&nbsp;06/01/29 | 14900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14673646 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 4.375 | &nbsp;&nbsp;01/15/30 | 18829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18508613 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 4.625 | &nbsp;&nbsp;06/15/28 | &nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5616829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 5.125 | &nbsp;&nbsp;11/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730193 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 5.500 | &nbsp;&nbsp;11/15/32 | 27685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27984218 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 6.875 | &nbsp;&nbsp;11/15/31 | 12100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13239377 |
| Texas Health Resources, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sec'd. Notes | 4.330 | &nbsp;&nbsp;11/15/55 | &nbsp;&nbsp;2677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2208354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sec'd. Notes, Series 2019 | 3.372 | &nbsp;&nbsp;11/15/51 | &nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575367 |
| UnitedHealth Group, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.300 | &nbsp;&nbsp;05/15/31 | &nbsp;&nbsp;8240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7430445 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.750 | &nbsp;&nbsp;05/15/40 | 18130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13409777 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.500 | &nbsp;&nbsp;08/15/39 | 55681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45959339 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.875 | &nbsp;&nbsp;08/15/59 | 10656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7602066 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.200 | &nbsp;&nbsp;05/15/32 | 13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12784439 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.375 | &nbsp;&nbsp;03/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537783 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;04/15/33 | &nbsp;&nbsp;4590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4529339 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.625 | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;1336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210898 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.750 | &nbsp;&nbsp;05/15/52 | 11131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9560337 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.050 | &nbsp;&nbsp;04/15/53 | &nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2514052 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.200 | &nbsp;&nbsp;04/15/63 | 46040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40957898 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 5.300 | &nbsp;&nbsp;06/15/35 | &nbsp;&nbsp;5170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5320006 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.500 | &nbsp;&nbsp;07/15/44 | 15095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14840974 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.500 | &nbsp;&nbsp;04/15/64 | 30370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28353461 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.700 | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190021 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.800 | &nbsp;&nbsp;03/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707670 |
| Willis-Knighton Medical Center,<br> Sec'd. Notes, Series 2018 | 4.813 | &nbsp;&nbsp;09/01/48 | &nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369686 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642110154 |
| **Holding Companies-Diversified 0.2%** | **Holding Companies-Diversified 0.2%** | **Holding Companies-Diversified 0.2%** | **Holding Companies-Diversified 0.2%** | **Holding Companies-Diversified 0.2%** |
| Clue Opco LLC,<br> Sr. Sec'd. Notes, 144A | 9.500 | &nbsp;&nbsp;10/15/31 | 89552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95034235 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Home Builders 0.1%** | **Home Builders 0.1%** | **Home Builders 0.1%** | **Home Builders 0.1%** | **Home Builders 0.1%** | **Home Builders 0.1%** |
| Ashton Woods USA LLC/Ashton Woods Finance Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.625% | &nbsp;&nbsp;08/01/29 |  | &nbsp;&nbsp;4675 | &nbsp;&nbsp; $4478841 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.625 | &nbsp;&nbsp;04/01/30 |  | &nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683099 |
| Beazer Homes USA, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.875 | &nbsp;&nbsp;10/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49880 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 7.250 | &nbsp;&nbsp;10/15/29 |  | &nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1366402 |
| Brookfield Residential Properties, Inc./Brookfield Residential US LLC (Canada), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 4.875 | &nbsp;&nbsp;02/15/30 |  | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932560 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.250 | &nbsp;&nbsp;09/15/27 |  | &nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1524436 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.000 | &nbsp;&nbsp;06/15/29 |  | &nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5827259 |
| KB Home, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 4.000 | &nbsp;&nbsp;06/15/31 |  | &nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3019135 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.800 | &nbsp;&nbsp;11/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49770 |
| Mattamy Group Corp. (Canada),<br> Sr. Unsec'd. Notes, 144A | 4.625 | &nbsp;&nbsp;03/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48885 |
| Taylor Morrison Communities, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.750 | &nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;6683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6810518 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.750 | &nbsp;&nbsp;11/15/32 |  | &nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4191626 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29982411 |
| **Household Products/Wares 0.0%** | **Household Products/Wares 0.0%** | **Household Products/Wares 0.0%** | **Household Products/Wares 0.0%** | **Household Products/Wares 0.0%** | **Household Products/Wares 0.0%** |
| Spectrum Brands, Inc.,<br> Gtd. Notes, 144A(a) | 3.875 | &nbsp;&nbsp;03/15/31 |  | &nbsp;&nbsp;5657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4585887 |
| **Housewares 0.0%** | **Housewares 0.0%** | **Housewares 0.0%** | **Housewares 0.0%** | **Housewares 0.0%** | **Housewares 0.0%** |
| Newell Brands, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 6.375 | &nbsp;&nbsp;05/15/30 |  | &nbsp;&nbsp;6035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5963263 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 6.625 | &nbsp;&nbsp;05/15/32 |  | &nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3488800 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 8.500 | &nbsp;&nbsp;06/01/28 |  | &nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4616117 |
| Scotts Miracle-Gro Co. (The), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 4.375 | &nbsp;&nbsp;02/01/32 |  | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1699630 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.250 | &nbsp;&nbsp;12/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51989 |
| SWF Holdings I Corp.,<br> Sec'd. Notes, 144A | 6.500 | &nbsp;&nbsp;10/06/29 |  | &nbsp;&nbsp;3813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525232 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17345031 |
| **Insurance 0.5%** | **Insurance 0.5%** | **Insurance 0.5%** | **Insurance 0.5%** | **Insurance 0.5%** | **Insurance 0.5%** |
| American International Group, Inc.,<br> Sr. Unsec'd. Notes | 1.875 | &nbsp;&nbsp;06/21/27 | &nbsp;&nbsp;EUR | 29631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34837864 |
| Arch Capital Finance LLC,<br> Gtd. Notes | 5.031 | &nbsp;&nbsp;12/15/46 |  | &nbsp;&nbsp;6475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6043770 |
| Arch Capital Group US, Inc.,<br> Gtd. Notes | 5.144 | &nbsp;&nbsp;11/01/43 |  | &nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125204 |
| Asurion LLC & Asurion Co-Issuer, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A(a) | 8.000 | &nbsp;&nbsp;12/31/32 |  | 12265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12822078 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 8.375 | &nbsp;&nbsp;02/01/34 |  | 17580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17779117 |
| Berkshire Hathaway Finance Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 2.850 | &nbsp;&nbsp;10/15/50 |  | &nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5983507 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.300 | &nbsp;&nbsp;05/15/43 |  | &nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3869609 |
| CNA Financial Corp.,<br> Sr. Unsec'd. Notes | 3.900 | &nbsp;&nbsp;05/01/29 |  | 16610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16502253 |
| Everest Reinsurance Holdings, Inc.,<br> Sr. Unsec'd. Notes | 3.500 | &nbsp;&nbsp;10/15/50 |  | 27295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18992908 |
| Fairfax Financial Holdings Ltd. (Canada),<br> Sr. Unsec'd. Notes | 6.350 | &nbsp;&nbsp;03/22/54 |  | 38720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40362634 |
| Hartford Insurance Group, Inc. (The), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.300 | &nbsp;&nbsp;04/15/43 |  | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413975 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.950 | &nbsp;&nbsp;10/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809839 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Insurance (cont'd.)** | **Insurance (cont'd.)** | **Insurance (cont'd.)** | **Insurance (cont'd.)** | **Insurance (cont'd.)** |
| Hartford Insurance Group, Inc. (The), (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.100% | &nbsp;&nbsp;10/01/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp; $1061284 |
| Liberty Mutual Group, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.950 | &nbsp;&nbsp;05/15/60 | &nbsp;&nbsp;26250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18261539 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.951 | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;13748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10192811 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.569 | &nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1684876 |
| Lincoln National Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 3.050 | &nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;8918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8498950 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.852 | &nbsp;&nbsp;03/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1867702 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.300 | &nbsp;&nbsp;10/09/37 | &nbsp;&nbsp;&nbsp;&nbsp;3930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4183664 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 7.000 | &nbsp;&nbsp;06/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;5490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6129506 |
| Markel Group, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.000 | &nbsp;&nbsp;03/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275054 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.000 | &nbsp;&nbsp;04/05/46 | &nbsp;&nbsp;&nbsp;&nbsp;7530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6815329 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.000 | &nbsp;&nbsp;05/20/49 | &nbsp;&nbsp;14057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12482924 |
| Principal Financial Group, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.300 | &nbsp;&nbsp;11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;7190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6015204 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.350 | &nbsp;&nbsp;05/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652957 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.625 | &nbsp;&nbsp;09/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245300 |
| Sompo International Holdings Ltd. (Bermuda),<br> Sr. Unsec'd. Notes | 7.000 | &nbsp;&nbsp;07/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580824 |
| Teachers Insurance & Annuity Association of America, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, 144A | 4.900 | &nbsp;&nbsp;09/15/44 | &nbsp;&nbsp;16598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15127048 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub. Notes, 144A | 6.850 | &nbsp;&nbsp;12/16/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371069 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254988799 |
| **Internet 0.6%** | **Internet 0.6%** | **Internet 0.6%** | **Internet 0.6%** | **Internet 0.6%** |
| Alphabet, Inc.,<br> Sr. Unsec'd. Notes | 4.700 | &nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;29270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29124879 |
| Beignet Investor LLC,<br> Sr. Sec'd. Notes, 144A | 6.581 | &nbsp;&nbsp;05/30/49 | 221090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230967276 |
| Cablevision Lightpath LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 3.875 | &nbsp;&nbsp;09/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398470 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.625 | &nbsp;&nbsp;09/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199295 |
| Gen Digital, Inc.,<br> Gtd. Notes, 144A | 6.250 | &nbsp;&nbsp;04/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;3762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3781629 |
| Meta Platforms, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 4.600 | &nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;10410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10429569 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.875 | &nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1536475 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.500 | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9616545 |
| Uber Technologies, Inc.,<br> Sr. Unsec'd. Notes | 4.800 | &nbsp;&nbsp;09/15/34 | &nbsp;&nbsp;21680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21549809 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307603947 |
| **Iron/Steel 0.1%** | **Iron/Steel 0.1%** | **Iron/Steel 0.1%** | **Iron/Steel 0.1%** | **Iron/Steel 0.1%** |
| Big River Steel LLC/BRS Finance Corp.,<br> Sr. Sec'd. Notes, 144A | 6.625 | &nbsp;&nbsp;01/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40307 |
| Champion Iron Canada, Inc. (Canada),<br> Gtd. Notes, 144A | 7.875 | &nbsp;&nbsp;07/15/32 | &nbsp;&nbsp;16175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17307250 |
| Cleveland-Cliffs, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 6.875 | &nbsp;&nbsp;11/01/29 | &nbsp;&nbsp;12710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13212372 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 7.375 | &nbsp;&nbsp;05/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;9245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9637977 |
| Commercial Metals Co., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.750 | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5993116 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 6.000 | &nbsp;&nbsp;12/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5870047 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Iron/Steel (cont'd.)** | **Iron/Steel (cont'd.)** | **Iron/Steel (cont'd.)** | **Iron/Steel (cont'd.)** | **Iron/Steel (cont'd.)** |
| Mineral Resources Ltd. (Australia), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;04/01/31 | &nbsp;&nbsp;4415 | &nbsp;&nbsp; $4635750 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN(a) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;11/01/27 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535115 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58231934 |
| **Leisure Time 0.1%** | **Leisure Time 0.1%** | **Leisure Time 0.1%** | **Leisure Time 0.1%** | **Leisure Time 0.1%** |
| Carnival Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;05/01/29 | &nbsp;&nbsp;1545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1562324 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;03/15/30 | 15609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16054637 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;08/01/32 | 13450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13833325 |
| NCL Corp. Ltd., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;4740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4844280 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02/01/32 | 10285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10538525 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5343750 |
| Royal Caribbean Cruises Ltd., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;08/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500524 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;04/01/28 | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2551108 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;09/30/31 | &nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2196407 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025022 |
| Viking Cruises Ltd.,<br> Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;10/15/33 | &nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1186088 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59635990 |
| **Lodging 0.3%** | **Lodging 0.3%** | **Lodging 0.3%** | **Lodging 0.3%** | **Lodging 0.3%** |
| Hilton Domestic Operating Co., Inc.,<br> Gtd. Notes, 144A | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;02/15/32 | &nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3705747 |
| Hyatt Hotels Corp.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;12/15/35 | 20650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20687960 |
| Las Vegas Sands Corp.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;3.900 | &nbsp;&nbsp;08/08/29 | &nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2192630 |
| Marriott International, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series GG | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;10/15/32 | 17030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15891368 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series R | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;06/15/26 | 37700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37578933 |
| MGM Resorts International, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7883419 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;04/15/27 | &nbsp;&nbsp;9882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9945821 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;09/15/29 | 26757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27355940 |
| Sands China Ltd. (Macau),<br> Sr. Unsec'd. Notes(a) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;08/08/28 | &nbsp;&nbsp;3263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3324964 |
| Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.,<br> Gtd. Notes, 144A | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05/15/27 | 13502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13576582 |
| Wynn Macau Ltd. (Macau),<br> Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;08/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499095 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142642459 |
| **Machinery-Diversified 0.2%** | **Machinery-Diversified 0.2%** | **Machinery-Diversified 0.2%** | **Machinery-Diversified 0.2%** | **Machinery-Diversified 0.2%** |
| AGCO Corp.,<br> Gtd. Notes | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;03/21/27 | &nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2168953 |
| Chart Industries, Inc.,<br> Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;01/01/30 | &nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600121 |
| CNH Industrial Capital LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | &nbsp;&nbsp;5.100 | &nbsp;&nbsp;04/20/29 | &nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6456446 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;01/12/29 | &nbsp;&nbsp;2130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2204750 |
| Maxim Crane Works Holdings Capital LLC,<br> Sec'd. Notes, 144A | 11.500 | &nbsp;&nbsp;09/01/28 | 11660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12417226 |
| Nordson Corp.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;12/15/29 | 17995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18115532 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Machinery-Diversified (cont'd.)** | **Machinery-Diversified (cont'd.)** | **Machinery-Diversified (cont'd.)** | **Machinery-Diversified (cont'd.)** | **Machinery-Diversified (cont'd.)** | **Machinery-Diversified (cont'd.)** |
| Otis Worldwide Corp.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;08/16/28 |  | 39875 | &nbsp;&nbsp; $41051171 |
| Westinghouse Air Brake Technologies Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;3.450 | &nbsp;&nbsp;11/15/26 |  | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4979970 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;09/15/28 |  | 11817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11977029 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104971198 |
| **Media 0.8%** | **Media 0.8%** | **Media 0.8%** | **Media 0.8%** | **Media 0.8%** | **Media 0.8%** |
| CCO Holdings LLC/CCO Holdings Capital Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;06/01/29 |  | 17232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17040220 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;03/01/30 |  | &nbsp;&nbsp;8925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8532249 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;05/01/27 |  | &nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4304005 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;05/01/26 |  | 14056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14056000 |
| Charter Communications Operating LLC/Charter Communications Operating Capital, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes(a) | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;04/01/51 |  | 16385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10491434 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;12/01/61 |  | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3285319 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes(a) | &nbsp;&nbsp;4.800 | &nbsp;&nbsp;03/01/50 |  | 13600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10299046 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;07/01/49 |  | 40050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31483795 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;04/01/38 |  | &nbsp;&nbsp;6070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5556148 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;05/01/47 |  | 19064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15704430 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;04/01/48 |  | &nbsp;&nbsp;8123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6985996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;6.484 | &nbsp;&nbsp;10/23/45 |  | &nbsp;&nbsp;7251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6838098 |
| Comcast Corp.,<br> Gtd. Notes | &nbsp;&nbsp;3.969 | &nbsp;&nbsp;11/01/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12026 |
| Cox Communications, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;09/01/34 |  | 48652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47617512 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;2.600 | &nbsp;&nbsp;06/15/31 |  | &nbsp;&nbsp;1804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1611868 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;3.350 | &nbsp;&nbsp;09/15/26 |  | 15505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15434190 |
| CSC Holdings LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;02/15/31 |  | &nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086348 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;12/01/30 |  | &nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3206163 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;11/15/31 |  | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506350 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;02/01/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155858 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;04/15/27 |  | 13800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12163267 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449151 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;12/01/30 |  | &nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3146400 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01/15/30 |  | 11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4496310 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;04/01/28 |  | &nbsp;&nbsp;3465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2066794 |
| DISH DBS Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(x) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;06/01/29 |  | 14950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13230750 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(x) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;07/01/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331103 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(x) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;07/01/26 |  | 97996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96089928 |
| DISH Network Corp.,<br> Sr. Sec'd. Notes, 144A(x) | 11.750 | &nbsp;&nbsp;11/15/27 |  | 32376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33480540 |
| Time Warner Cable LLC,<br> Sr. Sec'd. Notes | &nbsp;&nbsp;6.550 | &nbsp;&nbsp;05/01/37 |  | &nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3730993 |
| Univision Communications, Inc.,<br> Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;08/15/28 |  | &nbsp;&nbsp;9355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9657494 |
| Virgin Media Secured Finance PLC (United Kingdom), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;GBP | 11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14464144 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;GBP | 13400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17054945 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416568874 |
| **Mining 0.3%** | **Mining 0.3%** | **Mining 0.3%** | **Mining 0.3%** | **Mining 0.3%** | **Mining 0.3%** |
| Arsenal AIC Parent LLC,<br> Unsec'd. Notes, 144A | 11.500 | &nbsp;&nbsp;10/01/31 |  | 11177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12321545 |
| Barrick Mining Corp. (Canada),<br> Sr. Unsec'd. Notes, Series A | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;11/15/34 |  | &nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7644439 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Mining (cont'd.)** | **Mining (cont'd.)** | **Mining (cont'd.)** | **Mining (cont'd.)** | **Mining (cont'd.)** |
| Barrick North America Finance LLC (Canada),<br> Gtd. Notes | 5.750% | &nbsp;&nbsp;05/01/43 | 11880 | &nbsp;&nbsp; $12074289 |
| Capstone Copper Corp. (Canada),<br> Gtd. Notes, 144A | 6.750 | &nbsp;&nbsp;03/31/33 | &nbsp;&nbsp;6290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6501596 |
| First Quantum Minerals Ltd. (Zambia), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.250 | &nbsp;&nbsp;02/15/34 | 19318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20296264 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 8.000 | &nbsp;&nbsp;03/01/33 | &nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7018849 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 8.625 | &nbsp;&nbsp;06/01/31 | 18578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19479590 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | 9.375 | &nbsp;&nbsp;03/01/29 | 27278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28607802 |
| Freeport Indonesia PT (Indonesia),<br> Sr. Unsec'd. Notes, EMTN | 5.315 | &nbsp;&nbsp;04/14/32 | 10370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10538513 |
| Kinross Gold Corp. (Canada),<br> Sr. Unsec'd. Notes | 6.250 | &nbsp;&nbsp;07/15/33 | &nbsp;&nbsp;9209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9986871 |
| New Gold, Inc. (Canada),<br> Sr. Unsec'd. Notes, 144A | 6.875 | &nbsp;&nbsp;04/01/32 | &nbsp;&nbsp;3160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3352436 |
| Newmont Corp./Newcrest Finance Pty Ltd.,<br> Gtd. Notes | 5.350 | &nbsp;&nbsp;03/15/34 | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2603033 |
| Novelis Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 6.375 | &nbsp;&nbsp;08/15/33 | 12545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12783216 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.875 | &nbsp;&nbsp;01/30/30 | 10375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10761206 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163969649 |
| **Miscellaneous Manufacturing 0.0%** | **Miscellaneous Manufacturing 0.0%** | **Miscellaneous Manufacturing 0.0%** | **Miscellaneous Manufacturing 0.0%** | **Miscellaneous Manufacturing 0.0%** |
| Amsted Industries, Inc.,<br> Sr. Unsec'd. Notes, 144A | 4.625 | &nbsp;&nbsp;05/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343324 |
| Pentair Finance Sarl,<br> Gtd. Notes | 4.500 | &nbsp;&nbsp;07/01/29 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304168 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647492 |
| **Multi-National 0.1%** | **Multi-National 0.1%** | **Multi-National 0.1%** | **Multi-National 0.1%** | **Multi-National 0.1%** |
| Corp. Andina de Fomento (Supranational Bank), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.000 | &nbsp;&nbsp;01/24/29 | &nbsp;&nbsp;4843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4993133 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.000 | &nbsp;&nbsp;04/26/27 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2046482 |
| European Investment Bank (Supranational Bank),<br> Sr. Unsec'd. Notes, EMTN, 3 Month SOFR + 0.262% (Cap 2.590%, Floor N/A) | 2.590(c) | &nbsp;&nbsp;12/29/26 | &nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3421006 |
| Inter-American Development Bank (Supranational Bank), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes | 6.950 | &nbsp;&nbsp;08/01/26 | &nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1923822 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | 6.750 | &nbsp;&nbsp;07/15/27 | 13630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14115875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, Series 3, MTN | 6.290 | &nbsp;&nbsp;07/16/27 | &nbsp;&nbsp;2552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2624185 |
| International Bank for Reconstruction & Development (Supranational Bank), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Notes, Series C, MTN | 2.219(s) | &nbsp;&nbsp;10/31/30 | &nbsp;&nbsp;5239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4298547 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.185(cc) | &nbsp;&nbsp;06/30/34 | &nbsp;&nbsp;8591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5913117 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 0.000(cc) | &nbsp;&nbsp;11/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190731 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 1.379(cc) | &nbsp;&nbsp;07/31/34 | &nbsp;&nbsp;4605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3234700 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | 2.700 | &nbsp;&nbsp;12/28/37 | 28208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22714972 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 1, MTN | 1.768(cc) | &nbsp;&nbsp;08/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592761 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66069331 |
| **Office/Business Equipment 0.0%** | **Office/Business Equipment 0.0%** | **Office/Business Equipment 0.0%** | **Office/Business Equipment 0.0%** | **Office/Business Equipment 0.0%** |
| CDW LLC/CDW Finance Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 2.670 | &nbsp;&nbsp;12/01/26 | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14827129 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.250 | &nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48268 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.100 | &nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;1146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168094 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16043491 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Oil & Gas 1.7%** | **Oil & Gas 1.7%** | **Oil & Gas 1.7%** | **Oil & Gas 1.7%** | **Oil & Gas 1.7%** | **Oil & Gas 1.7%** |
| Aker BP ASA (Norway), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 3.100% | &nbsp;&nbsp;07/15/31 |  | &nbsp;&nbsp;9800 | &nbsp;&nbsp; $8998214 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.750 | &nbsp;&nbsp;01/15/30 |  | 13765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13320159 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.000 | &nbsp;&nbsp;01/15/31 |  | 12010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11619448 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.125 | &nbsp;&nbsp;10/01/34 |  | 17100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16782509 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.250 | &nbsp;&nbsp;10/30/35 |  | 31340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30634236 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.600 | &nbsp;&nbsp;06/13/28 |  | &nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8746184 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.000 | &nbsp;&nbsp;06/13/33 |  | 37300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38976385 |
| Ascent Resources Utica Holdings LLC/ARU Finance Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 9.000 | &nbsp;&nbsp;11/01/27 |  | 15981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19675305 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.625 | &nbsp;&nbsp;10/15/32 |  | &nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5524272 |
| BP Capital Markets PLC,<br> Gtd. Notes | 6.450(ff) | &nbsp;&nbsp;12/01/33(oo) |  | 19295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20452700 |
| Cenovus Energy, Inc. (Canada), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.250 | &nbsp;&nbsp;06/15/37 |  | 11044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10716841 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 5.400 | &nbsp;&nbsp;03/20/36 |  | 11560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11519817 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.400 | &nbsp;&nbsp;06/15/47 |  | &nbsp;&nbsp;8720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7993056 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.750 | &nbsp;&nbsp;11/15/39 |  | &nbsp;&nbsp;3008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3289833 |
| Crescent Energy Finance LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 7.375 | &nbsp;&nbsp;01/15/33 |  | &nbsp;&nbsp;7311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7068089 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 7.625 | &nbsp;&nbsp;04/01/32 |  | &nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2233601 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 7.875 | &nbsp;&nbsp;04/15/32 |  | 19720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19619167 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 8.375 | &nbsp;&nbsp;01/15/34 |  | 17700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17911906 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 9.750 | &nbsp;&nbsp;10/15/30 |  | 10515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11170335 |
| Devon Energy Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.750 | &nbsp;&nbsp;05/15/42 |  | 10544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9252633 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.250 | &nbsp;&nbsp;10/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112973 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 5.600 | &nbsp;&nbsp;07/15/41 |  | &nbsp;&nbsp;4047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3978612 |
| Diamondback Energy, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.250 | &nbsp;&nbsp;12/01/26 |  | 51435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51121418 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.400 | &nbsp;&nbsp;04/18/34 |  | 22885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23455706 |
| Ecopetrol SA (Colombia), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.875 | &nbsp;&nbsp;04/29/30 |  | 26440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26745646 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 8.625 | &nbsp;&nbsp;01/19/29 |  | 30525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32699906 |
| Energean Israel Finance Ltd. (Israel),<br> Sr. Sec'd. Notes, 144A | 5.875 | &nbsp;&nbsp;03/30/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136150 |
| EOG Resources, Inc.,<br> Sr. Unsec'd. Notes | 5.350 | &nbsp;&nbsp;01/15/36 |  | 33500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34378328 |
| Equinor ASA (Norway), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.700 | &nbsp;&nbsp;04/06/50 |  | 20155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15241368 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.250 | &nbsp;&nbsp;11/23/41 |  | &nbsp;&nbsp;9026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7944263 |
| Expand Energy Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 4.750 | &nbsp;&nbsp;02/01/32 |  | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982532 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.375 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000563 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.875 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4904884 |
| Exxon Mobil Corp.,<br> Sr. Unsec'd. Notes | 4.114 | &nbsp;&nbsp;03/01/46 |  | &nbsp;&nbsp;5335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4456798 |
| Gazprom PJSC Via Gaz Capital SA (Russia),<br> Sr. Unsec'd. Notes | 2.500 | &nbsp;&nbsp;03/21/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3218225 |
| Gazprom PJSC via Gaz Finance PLC (Russia),<br> Sr. Unsec'd. Notes, EMTN | 1.500 | &nbsp;&nbsp;02/17/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215280 |
| Hilcorp Energy I LP/Hilcorp Finance Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.750 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;6066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6066270 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.000 | &nbsp;&nbsp;04/15/30 |  | 16015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15780934 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.000 | &nbsp;&nbsp;02/01/31 |  | &nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3090348 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.250 | &nbsp;&nbsp;11/01/28 |  | &nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4354002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 6.250 | &nbsp;&nbsp;04/15/32 |  | 19100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18347145 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 8.375 | &nbsp;&nbsp;11/01/33 |  | &nbsp;&nbsp;2183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2265478 |
| KazMunayGas National Co. JSC (Kazakhstan),<br> Sr. Unsec'd. Notes, 144A | 4.750 | &nbsp;&nbsp;04/19/27 |  | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3002730 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** |
| New Generation Gas Gathering LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, 3 Month SOFR + 5.750% (Cap N/A, Floor 2.000%)^ | &nbsp;&nbsp;9.417 %(c) | &nbsp;&nbsp;09/30/29 |  | &nbsp;&nbsp;6824 | &nbsp;&nbsp; $6721959 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, 3 Month SOFR + 5.750% (Cap N/A, Floor 2.000%)^ | &nbsp;&nbsp;9.417(c) | &nbsp;&nbsp;09/30/29 |  | &nbsp;&nbsp;8189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8066351 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, 3 Month SOFR + 5.750% (Cap N/A, Floor 2.000%)^ | &nbsp;&nbsp;9.417(c) | &nbsp;&nbsp;09/30/29 |  | &nbsp;&nbsp;6824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6721959 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, 3 Month SOFR + 5.750% (Cap N/A, Floor 2.000%)^ | &nbsp;&nbsp;9.590(c) | &nbsp;&nbsp;09/30/29 |  | &nbsp;&nbsp;2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2016588 |
| Occidental Petroleum Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;09/15/36 |  | &nbsp;&nbsp;2853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3040095 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;05/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48431 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;7.950 | &nbsp;&nbsp;06/15/39 |  | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1879920 |
| Pertamina Persero PT (Indonesia),<br> Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;05/20/43 |  | &nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2057109 |
| Petrobras Global Finance BV (Brazil), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;10/01/29 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;9150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12437455 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;01/16/34 | &nbsp;&nbsp;GBP | 27600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38417931 |
| Petroleos Mexicanos (Mexico), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;01/23/29 |  | 16725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17076225 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;06/15/35 |  | &nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2782147 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;06/15/38 |  | &nbsp;&nbsp;1916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757700 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;02/16/32 |  | 44083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44003210 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | &nbsp;&nbsp;6.840 | &nbsp;&nbsp;01/23/30 |  | 13588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13886936 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;09/15/27 |  | &nbsp;&nbsp;4190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4410604 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;04/21/27 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4356096 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;06/02/29 |  | 63441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68135634 |
| Phillips 66,<br> Gtd. Notes | &nbsp;&nbsp;2.150 | &nbsp;&nbsp;12/15/30 |  | &nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940331 |
| Pioneer Natural Resources Co.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;1.900 | &nbsp;&nbsp;08/15/30 |  | &nbsp;&nbsp;6410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5816456 |
| QatarEnergy (Qatar),<br> Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;1.375 | &nbsp;&nbsp;09/12/26 |  | &nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4313892 |
| Santos Finance Ltd. (Australia),<br> Gtd. Notes, 144A(a) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;09/19/33 |  | &nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5033365 |
| SM Energy Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;10/15/26 |  | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998863 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;07/01/28 |  | 10440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10795328 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;11/01/30 |  | &nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10132380 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;07/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926537 |
| Sunoco LP,<br> Sr. Unsec'd. Notes, 144A(a) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;08/15/32 |  | &nbsp;&nbsp;2520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2598907 |
| Transocean International Ltd.,<br> Gtd. Notes, 144A | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;05/15/29 |  | &nbsp;&nbsp;2365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2406388 |
| Var Energi ASA (Norway), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;05/22/35 |  | 27115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28622054 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;01/15/28 |  | 20838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22011290 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;11/15/32 |  | &nbsp;&nbsp;4662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5337416 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879753806 |
| **Oil & Gas Services 0.0%** | **Oil & Gas Services 0.0%** | **Oil & Gas Services 0.0%** | **Oil & Gas Services 0.0%** | **Oil & Gas Services 0.0%** | **Oil & Gas Services 0.0%** |
| Cameron International Corp.,<br> Gtd. Notes | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;06/01/41 |  | &nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2789563 |
| **Packaging & Containers 0.1%** | **Packaging & Containers 0.1%** | **Packaging & Containers 0.1%** | **Packaging & Containers 0.1%** | **Packaging & Containers 0.1%** | **Packaging & Containers 0.1%** |
| ARD Finance SA (Luxembourg),<br> Sr. Sec'd. Notes, 144A, Cash coupon 6.500% or PIK 7.250% | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06/30/27(d) |  | &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;— |
| Ardagh Group SA, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, Cash coupon 5.500% and PIK 6.500% | 12.000 | &nbsp;&nbsp;12/01/30 |  | 14600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13797000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, Cash coupon 4.500% and PIK 7.500% | 12.000 | &nbsp;&nbsp;12/01/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3468835 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;12/01/30 |  | &nbsp;&nbsp;9877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10667220 |
| Ball Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;09/15/33 |  | 16955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17245183 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Packaging & Containers (cont'd.)** | **Packaging & Containers (cont'd.)** | **Packaging & Containers (cont'd.)** | **Packaging & Containers (cont'd.)** | **Packaging & Containers (cont'd.)** |
| Ball Corp., (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;06/15/29 | 12025 | &nbsp;&nbsp; $12394458 |
| Clydesdale Acquisition Holdings, Inc.,<br> Sr. Sec'd. Notes, 144A(a) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;04/15/32 | 10850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10942277 |
| Owens-Brockway Glass Container, Inc.,<br> Gtd. Notes, 144A(a) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375000 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68889973 |
| **Pharmaceuticals 0.6%** | **Pharmaceuticals 0.6%** | **Pharmaceuticals 0.6%** | **Pharmaceuticals 0.6%** | **Pharmaceuticals 0.6%** |
| 1261229 BC Ltd.,<br> Sr. Sec'd. Notes, 144A | 10.000 | &nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;6735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6911794 |
| AbbVie, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;11/06/42 | 32717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29114174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05/14/35 | &nbsp;&nbsp;3711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3631929 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(h) | &nbsp;&nbsp;4.550 | &nbsp;&nbsp;03/15/35 | 38439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37784454 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;05/14/45 | 43711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39479753 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;03/15/45 | 10308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9380783 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.850 | &nbsp;&nbsp;06/15/44 | &nbsp;&nbsp;9795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9052336 |
| AdaptHealth LLC,<br> Gtd. Notes, 144A | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;08/01/29 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967012 |
| Bausch Health Cos., Inc. (Canada), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;01/30/28 | &nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;01/30/30 | 21122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14996620 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;02/15/31 | 20329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13201653 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;02/15/29 | 14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11068750 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2471562 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;06/01/28 | &nbsp;&nbsp;3242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3007149 |
| CVS Health Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;08/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666411 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;1.875 | &nbsp;&nbsp;02/28/31 | 24845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21865082 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;03/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407446 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;01/30/29 | &nbsp;&nbsp;1312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340391 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;12/05/43 | &nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6654906 |
| Mylan, Inc.,<br> Gtd. Notes | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;11/29/43 | 38126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33105161 |
| Shire Acquisitions Investments Ireland DAC,<br> Gtd. Notes(a) | &nbsp;&nbsp;3.200 | &nbsp;&nbsp;09/23/26 | &nbsp;&nbsp;1587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1579213 |
| Utah Acquisition Sub, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;06/15/26 | &nbsp;&nbsp;9792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9776750 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;06/15/46 | 71446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59257086 |
| Viatris, Inc.,<br> Gtd. Notes | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06/22/50 | 18682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12513791 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330750128 |
| **Pipelines 2.2%** | **Pipelines 2.2%** | **Pipelines 2.2%** | **Pipelines 2.2%** | **Pipelines 2.2%** |
| Antero Midstream Partners LP/Antero Midstream Finance Corp.,<br> Gtd. Notes, 144A | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;06/15/29 | &nbsp;&nbsp;5395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5403255 |
| Cheniere Energy, Inc.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50016 |
| Colorado Interstate Gas Co. LLC/Colorado Interstate Issuing Corp.,<br> Gtd. Notes, 144A | &nbsp;&nbsp;4.150 | &nbsp;&nbsp;08/15/26 | &nbsp;&nbsp;8794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8790009 |
| Columbia Pipelines Operating Co. LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;5.927 | &nbsp;&nbsp;08/15/30 | 19146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20285694 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;6.036 | &nbsp;&nbsp;11/15/33 | 46110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49223106 |
| DCP Midstream Operating LP, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51163 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;07/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50909 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** |
| DCP Midstream Operating LP, (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.750% | &nbsp;&nbsp;09/15/37 | 10000 | &nbsp;&nbsp; $10858685 |
| Eastern Gas Transmission & Storage, Inc.,<br> Sr. Unsec'd. Notes | 4.600 | &nbsp;&nbsp;12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211346 |
| Energy Transfer LP, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.350 | &nbsp;&nbsp;05/15/45 | &nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2034471 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series G | 7.125(ff) | &nbsp;&nbsp;05/15/30(oo) | 65450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67547367 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series H | 6.500(ff) | &nbsp;&nbsp;11/15/26(oo) | 19835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19920817 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.000 | &nbsp;&nbsp;05/15/50 | &nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1618301 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.150 | &nbsp;&nbsp;03/15/45 | &nbsp;&nbsp;1222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086075 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.300 | &nbsp;&nbsp;04/01/44 | &nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3785436 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.300 | &nbsp;&nbsp;04/15/47 | &nbsp;&nbsp;6095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5470778 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.400 | &nbsp;&nbsp;10/01/47 | 15294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13859827 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.050 | &nbsp;&nbsp;06/01/41 | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2539183 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.125 | &nbsp;&nbsp;12/15/45 | &nbsp;&nbsp;9720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9663155 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.250 | &nbsp;&nbsp;04/15/49 | 37960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37850601 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.400 | &nbsp;&nbsp;12/01/30 | &nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6520512 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.550 | &nbsp;&nbsp;12/01/33 | 14895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16298951 |
| Enterprise Products Operating LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 3.200 | &nbsp;&nbsp;02/15/52 | 42775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28372809 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.700 | &nbsp;&nbsp;01/31/51 | &nbsp;&nbsp;2665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959319 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.200 | &nbsp;&nbsp;01/31/50 | 12270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9875879 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.250 | &nbsp;&nbsp;02/15/48 | &nbsp;&nbsp;5593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4588887 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.900 | &nbsp;&nbsp;05/15/46 | 18296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16615469 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.950 | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;3084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2730959 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.100 | &nbsp;&nbsp;02/15/45 | &nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7930889 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, Series D, 3 Month SOFR + 3.248% | 7.099(c) | &nbsp;&nbsp;08/16/77 | &nbsp;&nbsp;9502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9493232 |
| Kinder Morgan Energy Partners LP, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.700 | &nbsp;&nbsp;11/01/42 | &nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7130747 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.000 | &nbsp;&nbsp;03/01/43 | &nbsp;&nbsp;1958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1794990 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.500 | &nbsp;&nbsp;09/01/39 | &nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385884 |
| Kinder Morgan, Inc.,<br> Gtd. Notes | 2.000 | &nbsp;&nbsp;02/15/31 | 35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31394613 |
| Midwest Connector Capital Co. LLC,<br> Gtd. Notes, 144A | 4.625 | &nbsp;&nbsp;04/01/29 | &nbsp;&nbsp;4413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4413134 |
| MPLX LP, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.750 | &nbsp;&nbsp;03/01/26 | 10440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10421486 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.650 | &nbsp;&nbsp;08/15/30 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9271801 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.000 | &nbsp;&nbsp;03/15/28 | &nbsp;&nbsp;6490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6487123 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.500 | &nbsp;&nbsp;04/15/38 | 15767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14380416 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.800 | &nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;7735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7821621 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.950 | &nbsp;&nbsp;03/14/52 | &nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1317331 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.000 | &nbsp;&nbsp;01/15/33 | 33550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33621821 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.000 | &nbsp;&nbsp;03/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686823 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.200 | &nbsp;&nbsp;12/01/47 | &nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1841303 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.400 | &nbsp;&nbsp;04/01/35 | &nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3151143 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | 5.400 | &nbsp;&nbsp;09/15/35 | 20640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20808573 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.500 | &nbsp;&nbsp;06/01/34 | 19124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19530894 |
| Northwest Pipeline LLC,<br> Sr. Unsec'd. Notes | 4.000 | &nbsp;&nbsp;04/01/27 | &nbsp;&nbsp;4110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4110590 |
| ONEOK Partners LP, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.650 | &nbsp;&nbsp;10/01/36 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5471233 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.850 | &nbsp;&nbsp;10/15/37 | 10910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12083580 |
| ONEOK, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.400 | &nbsp;&nbsp;09/01/29 | 35605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34563777 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.200 | &nbsp;&nbsp;12/01/42 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1282079 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.200 | &nbsp;&nbsp;03/15/45 | &nbsp;&nbsp;2830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2193367 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.550 | &nbsp;&nbsp;07/15/28 | &nbsp;&nbsp;2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2814074 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.950 | &nbsp;&nbsp;10/15/32 | 30720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30869102 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.050 | &nbsp;&nbsp;11/01/34 | 15916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15745973 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** |
| ONEOK, Inc., (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.150% | &nbsp;&nbsp;10/15/43 | &nbsp;&nbsp;9557 | &nbsp;&nbsp; $8718728 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 5.200 | &nbsp;&nbsp;07/15/48 | &nbsp;&nbsp;1290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159379 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.400 | &nbsp;&nbsp;10/15/35 | 31400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31649792 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.650 | &nbsp;&nbsp;11/01/28 | &nbsp;&nbsp;9955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10336536 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.650 | &nbsp;&nbsp;09/01/34 | &nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7212412 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.700 | &nbsp;&nbsp;11/01/54 | &nbsp;&nbsp;4240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3961769 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.800 | &nbsp;&nbsp;11/01/30 | &nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5484895 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.000 | &nbsp;&nbsp;06/15/35 | &nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4442170 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.250 | &nbsp;&nbsp;10/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437660 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.625 | &nbsp;&nbsp;09/01/53 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420949 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.500 | &nbsp;&nbsp;09/01/30 | 32345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34700864 |
| Plains All American Pipeline LP/PAA Finance Corp.,<br> Sr. Unsec'd. Notes | 3.550 | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9036249 |
| Rockies Express Pipeline LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 4.800 | &nbsp;&nbsp;05/15/30 | &nbsp;&nbsp;3015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2972744 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.750 | &nbsp;&nbsp;03/15/33 | &nbsp;&nbsp;3970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4190747 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.875 | &nbsp;&nbsp;04/15/40 | &nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4604707 |
| Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.500 | &nbsp;&nbsp;01/15/28 | 12867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12867851 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 6.000 | &nbsp;&nbsp;12/31/30 | &nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2004269 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | 6.750 | &nbsp;&nbsp;03/15/34 | &nbsp;&nbsp;5285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5378724 |
| Targa Resources Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 4.200 | &nbsp;&nbsp;02/01/33 | &nbsp;&nbsp;6795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6502047 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.200 | &nbsp;&nbsp;07/01/27 | &nbsp;&nbsp;5510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5595147 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | 5.400 | &nbsp;&nbsp;07/30/36 | 24215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24261320 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 6.150 | &nbsp;&nbsp;03/01/29 | 13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13696197 |
| Targa Resources Partners LP/Targa Resources Partners Finance Corp.,<br> Gtd. Notes | 5.000 | &nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50039 |
| Transcontinental Gas Pipe Line Co. LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.600 | &nbsp;&nbsp;03/15/48 | 20328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17639846 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 5.100 | &nbsp;&nbsp;03/15/36 | 18795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18854774 |
| Valero Energy Partners LP,<br> Gtd. Notes | 4.500 | &nbsp;&nbsp;03/15/28 | &nbsp;&nbsp;7970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8035747 |
| Venture Global Calcasieu Pass LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 3.875 | &nbsp;&nbsp;08/15/29 | &nbsp;&nbsp;9205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8746639 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A(a) | 4.125 | &nbsp;&nbsp;08/15/31 | &nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2196370 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 6.250 | &nbsp;&nbsp;01/15/30 | 24200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24803335 |
| Venture Global LNG, Inc.,<br> Jr. Sub. Notes, 144A(a) | 9.000(ff) | &nbsp;&nbsp;09/30/29(oo) | 59345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52262327 |
| Venture Global Plaquemines LNG LLC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 6.125 | &nbsp;&nbsp;12/15/30 | 15135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15579685 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 6.500 | &nbsp;&nbsp;01/15/34 | &nbsp;&nbsp;6005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6236468 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 6.500 | &nbsp;&nbsp;06/15/34 | &nbsp;&nbsp;6445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6679515 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A(a) | 6.750 | &nbsp;&nbsp;01/15/36 | &nbsp;&nbsp;6005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6296336 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 7.500 | &nbsp;&nbsp;05/01/33 | &nbsp;&nbsp;6804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7459745 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A(a) | 7.750 | &nbsp;&nbsp;05/01/35 | 10098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11262322 |
| Western Midstream Operating LP, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.050 | &nbsp;&nbsp;02/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49026 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.750 | &nbsp;&nbsp;08/15/28 | &nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3290942 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.350 | &nbsp;&nbsp;01/15/29 | 11115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11721900 |
| Williams Cos., Inc. (The), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;06/15/27 | 43926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43817967 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.850 | &nbsp;&nbsp;03/01/48 | &nbsp;&nbsp;3274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2862117 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.900 | &nbsp;&nbsp;01/15/45 | &nbsp;&nbsp;5902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5291300 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.100 | &nbsp;&nbsp;09/15/45 | &nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039546 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.150 | &nbsp;&nbsp;03/15/34 | 54459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55220788 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** |
| Williams Cos., Inc. (The), (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.300% | &nbsp;&nbsp;08/15/52 |  | &nbsp;&nbsp;7580 | &nbsp;&nbsp; $6992105 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.300 | &nbsp;&nbsp;04/15/40 |  | &nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2077362 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167381935 |
| **Real Estate 0.0%** | **Real Estate 0.0%** | **Real Estate 0.0%** | **Real Estate 0.0%** | **Real Estate 0.0%** | **Real Estate 0.0%** |
| Howard Hughes Corp. (The), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.125 | &nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;3517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3403649 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.375 | &nbsp;&nbsp;02/01/31 |  | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2368003 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 5.375 | &nbsp;&nbsp;08/01/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499728 |
| Ontario Teachers' Cadillac Fairview Properties Trust (Canada),<br> Sr. Unsec'd. Notes, 144A | 3.875 | &nbsp;&nbsp;03/20/27 |  | 14600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14583064 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20854444 |
| **Real Estate Investment Trusts (REITs) 0.6%** | **Real Estate Investment Trusts (REITs) 0.6%** | **Real Estate Investment Trusts (REITs) 0.6%** | **Real Estate Investment Trusts (REITs) 0.6%** | **Real Estate Investment Trusts (REITs) 0.6%** | **Real Estate Investment Trusts (REITs) 0.6%** |
| Alexandria Real Estate Equities, Inc.,<br> Gtd. Notes(a) | 1.875 | &nbsp;&nbsp;02/01/33 |  | &nbsp;&nbsp;9640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7914713 |
| Brixmor Operating Partnership LP, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.900 | &nbsp;&nbsp;03/15/27 |  | &nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4293691 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.125 | &nbsp;&nbsp;05/15/29 |  | 22019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21940387 |
| CFE Fibra E (Mexico),<br> Sr. Unsec'd. Notes, 144A | 5.875 | &nbsp;&nbsp;09/23/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844733 |
| Diversified Healthcare Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 4.375 | &nbsp;&nbsp;03/01/31 |  | &nbsp;&nbsp;8153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7272099 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.750 | &nbsp;&nbsp;02/15/28 |  | 12085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11712165 |
| GLP Capital LP/GLP Financing II, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.250 | &nbsp;&nbsp;01/15/32 |  | 20765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18801724 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 5.300 | &nbsp;&nbsp;01/15/29 |  | 12461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12702693 |
| Healthpeak OP LLC,<br> Gtd. Notes | 3.500 | &nbsp;&nbsp;07/15/29 |  | &nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1452923 |
| Highwoods Realty LP,<br> Sr. Unsec'd. Notes | 3.875 | &nbsp;&nbsp;03/01/27 |  | &nbsp;&nbsp;5885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5848220 |
| Host Hotels & Resorts LP,<br> Sr. Unsec'd. Notes, Series I | 3.500 | &nbsp;&nbsp;09/15/30 |  | 36393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34672828 |
| Invitation Homes Operating Partnership LP,<br> Gtd. Notes | 4.875 | &nbsp;&nbsp;02/01/35 |  | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974476 |
| Lineage Europe Finco BV (Netherlands),<br> Gtd. Notes | 4.125 | &nbsp;&nbsp;11/26/31 | &nbsp;&nbsp;EUR | 66325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78427626 |
| MPT Operating Partnership LP/MPT Finance Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | 3.500 | &nbsp;&nbsp;03/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665324 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A(a) | 8.500 | &nbsp;&nbsp;02/15/32 |  | &nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312039 |
| Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer,<br> Sr. Sec'd. Notes, 144A | 4.875 | &nbsp;&nbsp;05/15/29 |  | 16450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16092787 |
| Realty Income Corp.,<br> Sr. Unsec'd. Notes | 2.850 | &nbsp;&nbsp;12/15/32 |  | 19830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17793251 |
| Starwood Property Trust, Inc.,<br> Sr. Unsec'd. Notes, 144A | 6.500 | &nbsp;&nbsp;10/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599360 |
| Sun Communities Operating LP,<br> Gtd. Notes | 2.700 | &nbsp;&nbsp;07/15/31 |  | 12359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11225618 |
| Ventas Realty LP,<br> Gtd. Notes | 3.850 | &nbsp;&nbsp;04/01/27 |  | 31660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31595886 |
| VICI Properties LP,<br> Sr. Unsec'd. Notes | 5.125 | &nbsp;&nbsp;05/15/32 |  | &nbsp;&nbsp;5235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5266870 |
| VICI Properties LP/VICI Note Co., Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.125 | &nbsp;&nbsp;08/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24256 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | 4.250 | &nbsp;&nbsp;12/01/26 |  | 13075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13069897 |
| Welltower OP LLC,<br> Gtd. Notes | 2.750 | &nbsp;&nbsp;01/15/31 |  | &nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2092767 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** |
| WP Carey, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;02/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp; $5228251 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;06/30/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;9697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9969785 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321794369 |
| **Retail 0.5%** | **Retail 0.5%** | **Retail 0.5%** | **Retail 0.5%** | **Retail 0.5%** | **Retail 0.5%** |
| 1011778 BC ULC/New Red Finance, Inc. (Canada), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;10/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2098778 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;09/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;4460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4533165 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;06/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;3070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3145435 |
| Alimentation Couche-Tard, Inc. (Canada),<br> Gtd. Notes, 144A | &nbsp;&nbsp;5.267 | &nbsp;&nbsp;02/12/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;7193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7327380 |
| Boots Group Finco LP (United Kingdom),<br> Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;08/31/32 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6247042 |
| Brinker International, Inc.,<br> Gtd. Notes, 144A | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;07/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;7472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7885163 |
| Carvana Co., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;06/01/30 |  | &nbsp;&nbsp;53422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55717876 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;06/01/31 |  | &nbsp;&nbsp;28933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31851304 |
| EG Global Finance PLC (United Kingdom), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | 11.000 | &nbsp;&nbsp;11/30/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19157241 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 11.000 | &nbsp;&nbsp;11/30/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;64400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82244988 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | 12.000 | &nbsp;&nbsp;11/30/28 |  | &nbsp;&nbsp;17900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19343187 |
| Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc.,<br> Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;01/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967643 |
| Gap, Inc. (The),<br> Gtd. Notes, 144A | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;10/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;9325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8639578 |
| Park River Holdings, Inc.,<br> Sec'd. Notes, 144A | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;12/31/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;4488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4488669 |
| Sally Holdings LLC/Sally Capital, Inc.,<br> Gtd. Notes(a) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;03/01/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2076599 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255724048 |
| **Semiconductors 0.5%** | **Semiconductors 0.5%** | **Semiconductors 0.5%** | **Semiconductors 0.5%** | **Semiconductors 0.5%** | **Semiconductors 0.5%** |
| Broadcom, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.350 | &nbsp;&nbsp;02/15/30 |  | &nbsp;&nbsp;33095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33289527 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;3.137 | &nbsp;&nbsp;11/15/35 |  | &nbsp;&nbsp;26909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23147488 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;3.187 | &nbsp;&nbsp;11/15/36 |  | 184190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155944866 |
| Intel Corp.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;02/10/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;9340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8808611 |
| NXP BV/NXP Funding LLC/NXP USA, Inc. (Netherlands), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;3.150 | &nbsp;&nbsp;05/01/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;7190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7114936 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes(a) | &nbsp;&nbsp;3.400 | &nbsp;&nbsp;05/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;9130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8801777 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237107205 |
| **Software 0.3%** | **Software 0.3%** | **Software 0.3%** | **Software 0.3%** | **Software 0.3%** | **Software 0.3%** |
| CoreWeave, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;02/01/31 |  | &nbsp;&nbsp;15245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14825591 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A(a) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;06/01/30 |  | &nbsp;&nbsp;21930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21592503 |
| Fiserv, Inc.,<br> Sr. Unsec'd. Notes | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;08/21/28 |  | &nbsp;&nbsp;78385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80481563 |
| Oracle Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes(a) | &nbsp;&nbsp;2.950 | &nbsp;&nbsp;04/01/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5475087 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.600 | &nbsp;&nbsp;04/01/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885043 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.800 | &nbsp;&nbsp;11/15/37 |  | &nbsp;&nbsp;18135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14610387 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;03/25/51 |  | &nbsp;&nbsp;21875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14352813 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152222987 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Telecommunications 1.6%** | **Telecommunications 1.6%** | **Telecommunications 1.6%** | **Telecommunications 1.6%** | **Telecommunications 1.6%** | **Telecommunications 1.6%** |
| Altice Financing SA (Luxembourg), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp; $525600 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;08/15/29 |  | 15439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10961690 |
| AT&T, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;02/01/32 |  | 40020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35167939 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;2.300 | &nbsp;&nbsp;06/01/27 |  | &nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3232156 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;2.550 | &nbsp;&nbsp;12/01/33 |  | 20703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17603358 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.550 | &nbsp;&nbsp;09/15/55 |  | 19994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13254851 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;09/15/59 |  | 51611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34016225 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;3.800 | &nbsp;&nbsp;12/01/57 |  | &nbsp;&nbsp;7661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5265295 |
| Connect Holding II LLC,<br> Sr. Sec'd. Notes, 144A | 10.500 | &nbsp;&nbsp;04/03/31 |  | 55275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54227363 |
| Digicel Group Holdings Ltd. (Jamaica), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series 1B14, 144A(x) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;12/31/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series 3B14, 144A^(x) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;12/31/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Digicel International Finance Ltd./DIFL US LLC (Jamaica),<br> Sr. Sec'd. Notes, 144A(x) | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;08/01/32 |  | 57630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59924827 |
| EchoStar Corp.,<br> Sr. Sec'd. Notes(x) | 10.750 | &nbsp;&nbsp;11/30/29 |  | 75359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82602849 |
| Frontier Communications Holdings LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sec'd. Notes | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;11/01/29 |  | &nbsp;&nbsp;8614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8691996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;05/01/29 |  | &nbsp;&nbsp;1948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1956640 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;05/01/28 |  | 13999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14004152 |
| Iliad Holding SAS (France),<br> Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;10/15/28 |  | &nbsp;&nbsp;9175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9266750 |
| Level 3 Financing, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;01/15/36 |  | 26555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27197926 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;06/30/33 |  | &nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4947659 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;03/31/34 |  | 34380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35628372 |
| Lorca Telecom Bondco SA (Spain),<br> Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;04/30/29 | &nbsp;&nbsp;EUR | 53875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65963665 |
| Motorola Solutions, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;2.300 | &nbsp;&nbsp;11/15/30 |  | &nbsp;&nbsp;6271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5699803 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;05/23/29 |  | 16480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16674489 |
| NTT Finance Corp. (Japan),<br> Sr. Unsec'd. Notes, 144A(a) | &nbsp;&nbsp;4.620 | &nbsp;&nbsp;07/16/28 |  | &nbsp;&nbsp;3835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3886876 |
| Sprint Capital Corp.,<br> Gtd. Notes | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;03/15/32 |  | 29300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35483120 |
| TalkTalk Telecom Group Ltd. (United Kingdom),<br> Sec'd. Notes, 144A, Cash coupon 11.750% or PIK 11.750%^ | 11.750 | &nbsp;&nbsp;03/01/28(d) | &nbsp;&nbsp;GBP | 13167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| T-Mobile USA, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;2.550 | &nbsp;&nbsp;02/15/31 |  | 28800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26331823 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;2.625 | &nbsp;&nbsp;02/15/29 |  | 14375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13760860 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;02/15/41 |  | 47439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35161602 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;3.300 | &nbsp;&nbsp;02/15/51 |  | &nbsp;&nbsp;9414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6253696 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;04/15/30 |  | 13050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12820327 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;04/15/40 |  | 13276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11850509 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04/15/50 |  | &nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1623694 |
| Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC,<br> Gtd. Notes, 144A | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;06/15/32 |  | &nbsp;&nbsp;6495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6542272 |
| Verizon Communications, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;01/20/31 |  | &nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7848568 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;2.355 | &nbsp;&nbsp;03/15/32 |  | 21369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18824269 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;2.650 | &nbsp;&nbsp;11/20/40 |  | 24032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17104485 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;4.780 | &nbsp;&nbsp;02/15/35 |  | 36212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35513131 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;5.401 | &nbsp;&nbsp;07/02/37 |  | 85257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85970985 |
| Vmed O2 UK Financing I PLC (United Kingdom),<br> Sr. Sec'd. Notes | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01/31/29 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6759457 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** | **Corporate Bonds (Continued)** |
| **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** |
| Windstream Services LLC/Windstream Escrow Finance Corp.,<br> Sr. Sec'd. Notes, 144A | 8.250% | &nbsp;&nbsp;10/01/31 |  | &nbsp;&nbsp;4690 | &nbsp;&nbsp; $4914250 |
| Zegona Finance PLC (United Kingdom),<br> Sr. Sec'd. Notes, 144A | 8.625 | &nbsp;&nbsp;07/15/29 |  | &nbsp;&nbsp;6275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6620125 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844083704 |
| **Transportation 0.2%** | **Transportation 0.2%** | **Transportation 0.2%** | **Transportation 0.2%** | **Transportation 0.2%** | **Transportation 0.2%** |
| Burlington Northern Santa Fe LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.375 | &nbsp;&nbsp;09/01/42 |  | &nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2528607 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.700 | &nbsp;&nbsp;09/01/45 |  | &nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080192 |
| Indian Railway Finance Corp. Ltd. (India),<br> Sr. Unsec'd. Notes, 144A, MTN(a) | 3.570 | &nbsp;&nbsp;01/21/32 |  | &nbsp;&nbsp;7820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400613 |
| Lima Metro Line 2 Finance Ltd. (Peru),<br> Sr. Sec'd. Notes | 5.875 | &nbsp;&nbsp;07/05/34 |  | &nbsp;&nbsp;3719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3839533 |
| Ryder System, Inc.,<br> Sr. Unsec'd. Notes, MTN | 5.375 | &nbsp;&nbsp;03/15/29 |  | 29585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30580250 |
| Star Leasing Co. LLC,<br> Sec'd. Notes, 144A | 7.625 | &nbsp;&nbsp;02/15/30 |  | 44941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42978203 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90407398 |
| **Trucking & Leasing 0.1%** | **Trucking & Leasing 0.1%** | **Trucking & Leasing 0.1%** | **Trucking & Leasing 0.1%** | **Trucking & Leasing 0.1%** | **Trucking & Leasing 0.1%** |
| Penske Truck Leasing Co. LP/PTL Finance Corp., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.750 | &nbsp;&nbsp;05/24/26 |  | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5018152 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.050 | &nbsp;&nbsp;08/01/28 |  | 33890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35305767 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40323919 |
| **Total Corporate Bonds<br> (cost $16,643,352,679)** | **Total Corporate Bonds<br> (cost $16,643,352,679)** | **Total Corporate Bonds<br> (cost $16,643,352,679)** | **Total Corporate Bonds<br> (cost $16,643,352,679)** | **Total Corporate Bonds<br> (cost $16,643,352,679)** | &nbsp;&nbsp;&nbsp;&nbsp;16121160754 |
| **Floating Rate and Other Loans 1.2%** | **Floating Rate and Other Loans 1.2%** | **Floating Rate and Other Loans 1.2%** | **Floating Rate and Other Loans 1.2%** | **Floating Rate and Other Loans 1.2%** | **Floating Rate and Other Loans 1.2%** |
| **Auto Parts & Equipment 0.1%** | **Auto Parts & Equipment 0.1%** | **Auto Parts & Equipment 0.1%** | **Auto Parts & Equipment 0.1%** | **Auto Parts & Equipment 0.1%** | **Auto Parts & Equipment 0.1%** |
| Tenneco, Inc., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Term A Loan, 3 Month SOFR + 4.850% | 8.739(c) | &nbsp;&nbsp;11/17/28 |  | 33469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33024786 |
| &nbsp;&nbsp;&nbsp;&nbsp;Term B Loan, 3 Month SOFR + 5.100% | 8.880(c) | &nbsp;&nbsp;11/17/28 |  | 31705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31351489 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64376275 |
| **Commercial Services 0.1%** | **Commercial Services 0.1%** | **Commercial Services 0.1%** | **Commercial Services 0.1%** | **Commercial Services 0.1%** | **Commercial Services 0.1%** |
| OCS Group Investments Ltd. (United Kingdom),<br> Facility B1 Loan, SONIA + 5.750% | 9.597(c) | &nbsp;&nbsp;11/27/31 | &nbsp;&nbsp;GBP | 17275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23620518 |
| **Education 0.1%** | **Education 0.1%** | **Education 0.1%** | **Education 0.1%** | **Education 0.1%** | **Education 0.1%** |
| Dukes Education Group Ltd. (United Kingdom), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Accordion Facility, SONIA + 5.500%^ | 9.397(c) | &nbsp;&nbsp;11/27/28 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3420563 |
| &nbsp;&nbsp;&nbsp;&nbsp;Acquisition/Capex Facility 1, SONIA + 5.500%^ | 9.420(c) | &nbsp;&nbsp;11/27/28 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;2254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3083985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Acquisition/Capex Facility 4, 6 Month EURIBOR + 5.500%^ | 7.620(c) | &nbsp;&nbsp;11/27/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509866 |
| &nbsp;&nbsp;&nbsp;&nbsp;Acquisition/Capex Facility 5, 6 Month EURIBOR + 5.500%^ | 7.599(c) | &nbsp;&nbsp;11/27/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;5657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6705037 |
| &nbsp;&nbsp;&nbsp;&nbsp;Acquisition/Capex Facility 5, 6 Month EURIBOR + 5.500%^ | 9.367(c) | &nbsp;&nbsp;11/27/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374717 |
| &nbsp;&nbsp;&nbsp;&nbsp;Acquisition/Capex Facility 6^ | 1.000(c) | &nbsp;&nbsp;11/27/28 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;1676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2293207 |
| &nbsp;&nbsp;&nbsp;&nbsp;Facility B, SONIA + 5.500%^ | 9.347(c) | &nbsp;&nbsp;11/27/28 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274713 |
| International Schools Partnership (United Kingdom),<br> Term Loan, 3 Month SOFR + 4.500%^ | 8.171(c) | &nbsp;&nbsp;07/06/31 |  | 48043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47803236 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66465324 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Floating Rate and Other Loans (Continued)** | **Floating Rate and Other Loans (Continued)** | **Floating Rate and Other Loans (Continued)** | **Floating Rate and Other Loans (Continued)** | **Floating Rate and Other Loans (Continued)** | **Floating Rate and Other Loans (Continued)** |
| **Holding Companies-Diversified 0.1%** | **Holding Companies-Diversified 0.1%** | **Holding Companies-Diversified 0.1%** | **Holding Companies-Diversified 0.1%** | **Holding Companies-Diversified 0.1%** | **Holding Companies-Diversified 0.1%** |
| Clue OpCo LLC,<br> Term B Loan, 3 Month SOFR + 4.500% | &nbsp;&nbsp;8.167 %(c) | &nbsp;&nbsp;12/19/30 |  | 25481 | &nbsp;&nbsp; $25370685 |
| Cuppa Bidco BV (Netherlands),<br> Facility B1 EUR, 6 Month EURIBOR + 4.750% | &nbsp;&nbsp;6.874(c) | &nbsp;&nbsp;06/29/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281117 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25651802 |
| **Insurance 0.0%** | **Insurance 0.0%** | **Insurance 0.0%** | **Insurance 0.0%** | **Insurance 0.0%** | **Insurance 0.0%** |
| Asurion LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;New B-11 Term Loan, 1 Month SOFR + 4.350% | &nbsp;&nbsp;8.022(c) | &nbsp;&nbsp;08/21/28 |  | &nbsp;&nbsp;3334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3337563 |
| &nbsp;&nbsp;&nbsp;&nbsp;New B-12 Term Loan, 1 Month SOFR + 4.250% | &nbsp;&nbsp;7.922(c) | &nbsp;&nbsp;09/19/30 |  | &nbsp;&nbsp;5047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5052544 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8390107 |
| **Internet 0.0%** | **Internet 0.0%** | **Internet 0.0%** | **Internet 0.0%** | **Internet 0.0%** | **Internet 0.0%** |
| Diamond Sports Net LLC,<br> First Lien Exit Term Loan(c) | 15.000 | &nbsp;&nbsp;01/02/28 |  | &nbsp;&nbsp;5876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582233 |
| **Investment Companies 0.1%** | **Investment Companies 0.1%** | **Investment Companies 0.1%** | **Investment Companies 0.1%** | **Investment Companies 0.1%** | **Investment Companies 0.1%** |
| Hurricane CleanCo Ltd. (United Kingdom),<br> Facility A^ | 12.500 | &nbsp;&nbsp;10/31/29 | &nbsp;&nbsp;GBP | 38022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54680910 |
| **Leisure Time 0.1%** | **Leisure Time 0.1%** | **Leisure Time 0.1%** | **Leisure Time 0.1%** | **Leisure Time 0.1%** | **Leisure Time 0.1%** |
| ClubCorp Holdings, Inc.,<br> Term Loan, 3 Month SOFR + 5.000%^ | &nbsp;&nbsp;8.672(c) | &nbsp;&nbsp;07/10/32 |  | 16017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15817134 |
| International Park Holdings BV (Netherlands),<br> 2025 Facility B, 6 Month EURIBOR + 5.250%^ | &nbsp;&nbsp;7.374(c) | &nbsp;&nbsp;01/30/32 | &nbsp;&nbsp;EUR | 45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52807343 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68624477 |
| **Media 0.1%** | **Media 0.1%** | **Media 0.1%** | **Media 0.1%** | **Media 0.1%** | **Media 0.1%** |
| Radiate Holdco LLC,<br> First Out Term Loan, 1 Month SOFR + 3.500% | &nbsp;&nbsp;8.786(c) | &nbsp;&nbsp;09/25/29 |  | 40569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34787728 |
| **Metal Fabricate/Hardware 0.2%** | **Metal Fabricate/Hardware 0.2%** | **Metal Fabricate/Hardware 0.2%** | **Metal Fabricate/Hardware 0.2%** | **Metal Fabricate/Hardware 0.2%** | **Metal Fabricate/Hardware 0.2%** |
| Doncasters US Finance LLC (United Kingdom), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2025 Term Loan, 3 Month SOFR + 6.500%^ | 10.172(c) | &nbsp;&nbsp;04/23/30 |  | &nbsp;&nbsp;7007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7059603 |
| &nbsp;&nbsp;&nbsp;&nbsp;Initial Term Loan, 3 Month SOFR + 6.500%^ | 10.172(c) | &nbsp;&nbsp;04/23/30 |  | 81110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81718614 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88778217 |
| **Retail 0.3%** | **Retail 0.3%** | **Retail 0.3%** | **Retail 0.3%** | **Retail 0.3%** | **Retail 0.3%** |
| CDR Firefly Bidco PLC (United Kingdom),<br> Facility B10, SONIA + 4.750% | &nbsp;&nbsp;8.477(c) | &nbsp;&nbsp;04/29/29 | &nbsp;&nbsp;GBP | 35950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49294994 |
| EG America LLC (United Kingdom),<br> New facility B3 (EUR), 6 Month EURIBOR + 3.875% | &nbsp;&nbsp;5.937(c) | &nbsp;&nbsp;02/07/28 | &nbsp;&nbsp;EUR | 51570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61103011 |
| The Boots Group (United Kingdom),<br> Closing Date Sterling Term Loan, SONIA + 4.750% | &nbsp;&nbsp;8.476(c) | &nbsp;&nbsp;08/31/32 | &nbsp;&nbsp;GBP | 21650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29777049 |
| WSH Services Holding Ltd. (United Kingdom),<br> Facility B5, SONIA + 4.533% | &nbsp;&nbsp;8.260(c) | &nbsp;&nbsp;05/16/31 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;8208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11268016 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151443070 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Floating Rate and Other Loans (Continued)** | **Floating Rate and Other Loans (Continued)** | **Floating Rate and Other Loans (Continued)** | **Floating Rate and Other Loans (Continued)** | **Floating Rate and Other Loans (Continued)** |
| **Telecommunications 0.0%** | **Telecommunications 0.0%** | **Telecommunications 0.0%** | **Telecommunications 0.0%** | **Telecommunications 0.0%** |
| Lumen Technologies, Inc.,<br> Term B-1 Loan, 1 Month SOFR + 2.464% | 6.136 %(c) | &nbsp;&nbsp;04/16/29 | &nbsp;&nbsp;1992 | &nbsp;&nbsp; $1985352 |
| Zegona Holdco Ltd.,<br> Additional Facility B2 (EUR) Loan, 3 Month EURIBOR + 2.750% | 4.891(c) | &nbsp;&nbsp;07/17/29 | 15992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18966270 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20951622 |
| **Total Floating Rate and Other Loans<br> (cost $583,654,256)** | **Total Floating Rate and Other Loans<br> (cost $583,654,256)** | **Total Floating Rate and Other Loans<br> (cost $583,654,256)** | **Total Floating Rate and Other Loans<br> (cost $583,654,256)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609352283 |
| **Municipal Bonds 0.4%** | **Municipal Bonds 0.4%** | **Municipal Bonds 0.4%** | **Municipal Bonds 0.4%** | **Municipal Bonds 0.4%** |
| **California 0.1%** | **California 0.1%** | **California 0.1%** | **California 0.1%** | **California 0.1%** |
| Bay Area Toll Authority, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series F2 | 6.263 | &nbsp;&nbsp;04/01/49 | 12630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13394486 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, BABs, Series S3 | 6.907 | &nbsp;&nbsp;10/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598873 |
| City of Los Angeles Department of Airports,<br> Taxable, Revenue Bonds, BABs | 6.582 | &nbsp;&nbsp;05/15/39 | &nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4485744 |
| Los Angeles County Public Works Financing Authority,<br> Revenue Bonds, BABs, Series Z | 7.618 | &nbsp;&nbsp;08/01/40 | &nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5087344 |
| State of California, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;General Obligation Unlimited, BABs | 7.300 | &nbsp;&nbsp;10/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967906 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Obligation Unlimited, Taxable, BABs | 7.625 | &nbsp;&nbsp;03/01/40 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331838 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Obligation Unlimited, Taxable, BABs | 7.550 | &nbsp;&nbsp;04/01/39 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1922298 |
| University of California, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series AP | 3.931 | &nbsp;&nbsp;05/15/45 | &nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1879732 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series AQ | 4.767 | &nbsp;&nbsp;05/15/2115 | &nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3970240 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series J | 4.131 | &nbsp;&nbsp;05/15/45 | &nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2045129 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34683590 |
| **Colorado 0.0%** | **Colorado 0.0%** | **Colorado 0.0%** | **Colorado 0.0%** | **Colorado 0.0%** |
| Regional Transportation District Sales Tax Revenue,<br> Revenue Bonds, BABs, Series B | 5.844 | &nbsp;&nbsp;11/01/50 | &nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3392207 |
| **District of Columbia 0.0%** | **District of Columbia 0.0%** | **District of Columbia 0.0%** | **District of Columbia 0.0%** | **District of Columbia 0.0%** |
| District of Columbia Water & Sewer Authority,<br> Taxable, Revenue Bonds, Series A | 4.814 | &nbsp;&nbsp;10/01/2114 | 15765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13378021 |
| **Illinois 0.1%** | **Illinois 0.1%** | **Illinois 0.1%** | **Illinois 0.1%** | **Illinois 0.1%** |
| Illinois State Toll Highway Authority,<br> Taxable, Revenue Bonds, BABs, Series A | 6.184 | &nbsp;&nbsp;01/01/34 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5282025 |
| State of Illinois,<br> General Obligation Unlimited, Taxable | 5.100 | &nbsp;&nbsp;06/01/33 | 16618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16988389 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22270414 |
| **Michigan 0.0%** | **Michigan 0.0%** | **Michigan 0.0%** | **Michigan 0.0%** | **Michigan 0.0%** |
| Michigan Finance Authority, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Revenue Bonds, Series G | 3.084 | &nbsp;&nbsp;12/01/34 | 10720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9790208 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds | 3.384 | &nbsp;&nbsp;12/01/40 | 13895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11746330 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21536538 |
| **New Jersey 0.1%** | **New Jersey 0.1%** | **New Jersey 0.1%** | **New Jersey 0.1%** | **New Jersey 0.1%** |
| New Jersey Turnpike Authority, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, BABs, Series A | 7.102 | &nbsp;&nbsp;01/01/41 | 15953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18471082 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, BABs, Series F | 7.414 | &nbsp;&nbsp;01/01/40 | 12865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15283321 |
| Rutgers The State University of New Jersey,<br> Taxable, Revenue Bonds, BABs, Series H | 5.665 | &nbsp;&nbsp;05/01/40 | &nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391301 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35145704 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Municipal Bonds (Continued)** | **Municipal Bonds (Continued)** | **Municipal Bonds (Continued)** | **Municipal Bonds (Continued)** | **Municipal Bonds (Continued)** | **Municipal Bonds (Continued)** |
| **New York 0.1%** | **New York 0.1%** | **New York 0.1%** | **New York 0.1%** | **New York 0.1%** | **New York 0.1%** |
| Empire State Development Corp.,<br> Taxable, Revenue Bonds, BABs | 5.770% | &nbsp;&nbsp;03/15/39 |  | 14730 | &nbsp;&nbsp; $15290291 |
| Metropolitan Transportation Authority,<br> Taxable, Revenue Bonds, BABs | 6.687 | &nbsp;&nbsp;11/15/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757256 |
| New York City Municipal Water Finance Authority,<br> Taxable, Revenue Bonds, BABs | 5.882 | &nbsp;&nbsp;06/15/44 |  | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924211 |
| Port Authority of New York & New Jersey, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Consolidated, Taxable, Revenue Bonds, Series 174 | 4.458 | &nbsp;&nbsp;10/01/62 |  | &nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2185586 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consolidated, Taxable, Revenue Bonds, Series 192 | 4.810 | &nbsp;&nbsp;10/15/65 |  | &nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7703587 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consolidated, Taxable, Revenue Bonds, Series 210 | 4.031 | &nbsp;&nbsp;09/01/48 |  | &nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3329869 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30190800 |
| **Ohio 0.0%** | **Ohio 0.0%** | **Ohio 0.0%** | **Ohio 0.0%** | **Ohio 0.0%** | **Ohio 0.0%** |
| Ohio State University (The), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series A | 4.800 | &nbsp;&nbsp;06/01/2111 |  | &nbsp;&nbsp;7815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6490352 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, BABs, Series C | 4.910 | &nbsp;&nbsp;06/01/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295034 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6785386 |
| **Pennsylvania 0.0%** | **Pennsylvania 0.0%** | **Pennsylvania 0.0%** | **Pennsylvania 0.0%** | **Pennsylvania 0.0%** | **Pennsylvania 0.0%** |
| Pennsylvania Turnpike Commission, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Revenue Bonds, BABs | 6.105 | &nbsp;&nbsp;12/01/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430571 |
| &nbsp;&nbsp;&nbsp;&nbsp;Revenue Bonds, BABs, Series B | 5.511 | &nbsp;&nbsp;12/01/45 |  | &nbsp;&nbsp;5370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5328230 |
| University of Pittsburgh-of the Commonwealth System of Higher Education,<br> Taxable, Revenue Bonds | 3.555 | &nbsp;&nbsp;09/15/2119 |  | 20900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12971330 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18730131 |
| **Texas 0.0%** | **Texas 0.0%** | **Texas 0.0%** | **Texas 0.0%** | **Texas 0.0%** | **Texas 0.0%** |
| City of San Antonio Electric & Gas Systems Revenue,<br> Taxable, Revenue Bonds | 4.427 | &nbsp;&nbsp;02/01/42 |  | &nbsp;&nbsp;6480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6083534 |
| Dallas Fort Worth International Airport,<br> Taxable, Revenue Bonds, Series C | 2.919 | &nbsp;&nbsp;11/01/50 |  | &nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438672 |
| Texas Private Activity Bond Surface Transportation Corp.,<br> Taxable, Revenue Bonds, Series B | 3.922 | &nbsp;&nbsp;12/31/49 |  | 16510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13182165 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20704371 |
| **Virginia 0.0%** | **Virginia 0.0%** | **Virginia 0.0%** | **Virginia 0.0%** | **Virginia 0.0%** | **Virginia 0.0%** |
| University of Virginia,<br> Taxable, Revenue Bonds, Series C | 4.179 | &nbsp;&nbsp;09/01/2117 |  | &nbsp;&nbsp;8135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5960739 |
| **Total Municipal Bonds<br> (cost $258,320,099)** | **Total Municipal Bonds<br> (cost $258,320,099)** | **Total Municipal Bonds<br> (cost $258,320,099)** | **Total Municipal Bonds<br> (cost $258,320,099)** | **Total Municipal Bonds<br> (cost $258,320,099)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212777901 |
| **Residential Mortgage-Backed Securities 4.5%** | **Residential Mortgage-Backed Securities 4.5%** | **Residential Mortgage-Backed Securities 4.5%** | **Residential Mortgage-Backed Securities 4.5%** | **Residential Mortgage-Backed Securities 4.5%** | **Residential Mortgage-Backed Securities 4.5%** |
| Angel Oak Mortgage Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-09, Class A1, 144A | 5.141(cc) | &nbsp;&nbsp;08/25/70 |  | 33661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33849772 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-10, Class A1, 144A | 4.960(cc) | &nbsp;&nbsp;09/25/70 |  | 18097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18158834 |
| Aran Funding DAC (Ireland),<br> Series 2025-01A, Class A, 144A, 1 Month EURIBOR + 1.100% (Cap N/A, Floor 0.000%) | 3.067(c) | &nbsp;&nbsp;12/24/65 | &nbsp;&nbsp;EUR | 10682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12693325 |
| Archwest Mortgage Trust,<br> Series 2025-RTL01, Class A1, 144A | 5.196(cc) | &nbsp;&nbsp;10/25/40 |  | 14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14056325 |
| Banc of America Funding Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2005-D, Class A1 | 5.289(cc) | &nbsp;&nbsp;05/25/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11705 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2006-I, Class 4A1 | 8.411(cc) | &nbsp;&nbsp;10/20/46 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13107 |
| Banc of America Mortgage Trust,<br> Series 2004-E, Class 2A6 | 5.596(cc) | &nbsp;&nbsp;06/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73890 |
| Bayview Financing Trust,<br> Series 2023-01F, Class A, 144A, 30 Day Average SOFR + 5.000% (Cap N/A, Floor 4.000%) | 8.686(c) | &nbsp;&nbsp;07/01/26 |  | 24961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25078412 |
| Bear Stearns Adjustable Rate Mortgage Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2002-11, Class 1A1 | 6.125(cc) | &nbsp;&nbsp;02/25/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal 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)** |
| Bear Stearns Adjustable Rate Mortgage Trust, (cont'd.) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2005-04, Class 3A1 | &nbsp;&nbsp;4.895 %(cc) | &nbsp;&nbsp;08/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp; $42825 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-03, Class 1A1 | &nbsp;&nbsp;4.199(cc) | &nbsp;&nbsp;05/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83810 |
| Bear Stearns ALT-A Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2005-04, Class 23A1 | &nbsp;&nbsp;5.400(cc) | &nbsp;&nbsp;05/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29058 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2005-04, Class 23A2 | &nbsp;&nbsp;5.400(cc) | &nbsp;&nbsp;05/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9708 |
| BRAVO Residential Funding Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM07, Class A1, 144A | &nbsp;&nbsp;5.459(cc) | &nbsp;&nbsp;07/25/65 | &nbsp;&nbsp;52966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53497674 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM08, Class A1, 144A | &nbsp;&nbsp;5.082(cc) | &nbsp;&nbsp;06/25/65 | &nbsp;&nbsp;39708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39993832 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM09, Class A1, 144A | &nbsp;&nbsp;5.043(cc) | &nbsp;&nbsp;09/25/65 | &nbsp;&nbsp;34346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34507023 |
| Chase Home Lending Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-RPL02, Class A1A, 144A | &nbsp;&nbsp;3.250(cc) | &nbsp;&nbsp;08/25/64 | &nbsp;&nbsp;14244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12706498 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RPL01, Class A1A, 144A | &nbsp;&nbsp;3.375(cc) | &nbsp;&nbsp;04/25/65 | &nbsp;&nbsp;32232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29052431 |
| CHL Mortgage Pass-Through Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2003-53, Class A1 | &nbsp;&nbsp;6.181(cc) | &nbsp;&nbsp;02/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;2735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2744377 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2005-29, Class A1 | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152599 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2005-HYB09, Class 3A2A, 12 Month SOFR + 2.465% (Cap 11.000%, Floor 1.750%) | &nbsp;&nbsp;6.224(c) | &nbsp;&nbsp;02/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3503 |
| CIM Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-R01, Class A1, 144A | &nbsp;&nbsp;4.750(cc) | &nbsp;&nbsp;06/25/64 | &nbsp;&nbsp;27935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27818355 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-I01, Class A1, 144A | &nbsp;&nbsp;5.655(cc) | &nbsp;&nbsp;10/25/69 | &nbsp;&nbsp;&nbsp;&nbsp;3928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3969700 |
| Citigroup Mortgage Loan Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2011-12, Class 3A2, 144A | &nbsp;&nbsp;4.529(cc) | &nbsp;&nbsp;09/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;2377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2211785 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-RP02, Class A1, 144A | &nbsp;&nbsp;4.100(cc) | &nbsp;&nbsp;02/25/63 | &nbsp;&nbsp;88527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84636936 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-RP02, Class A2, 144A | &nbsp;&nbsp;4.232(cc) | &nbsp;&nbsp;02/25/63 | &nbsp;&nbsp;&nbsp;&nbsp;8815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7758291 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-RP02, Class B1, 144A | &nbsp;&nbsp;0.000(cc) | &nbsp;&nbsp;02/25/63 | &nbsp;&nbsp;&nbsp;&nbsp;2667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2145943 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-RP02, Class B2, 144A | &nbsp;&nbsp;0.000(cc) | &nbsp;&nbsp;02/25/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731739 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-RP02, Class B3, PO, 144A | 11.130(s) | &nbsp;&nbsp;02/25/63 | &nbsp;&nbsp;&nbsp;&nbsp;2444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323856 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-RP02, Class B4, PO, 144A | 14.327(s) | &nbsp;&nbsp;02/25/63 | &nbsp;&nbsp;&nbsp;&nbsp;4427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389871 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-RP02, Class M1, 144A | &nbsp;&nbsp;4.232(cc) | &nbsp;&nbsp;02/25/63 | &nbsp;&nbsp;&nbsp;&nbsp;5926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5030417 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-RP02, Class M2, 144A | &nbsp;&nbsp;3.742(cc) | &nbsp;&nbsp;02/25/63 | &nbsp;&nbsp;&nbsp;&nbsp;4518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725643 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-RP02, Class SA, 144A | &nbsp;&nbsp;0.000(cc) | &nbsp;&nbsp;02/25/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112594 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-RP02, Class X, IO, 144A | &nbsp;&nbsp;0.000(cc) | &nbsp;&nbsp;02/25/63 | 129004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12900 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RP01, Class A1, 144A | &nbsp;&nbsp;4.017(cc) | &nbsp;&nbsp;01/25/64 | 141260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132991028 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RP01, Class A2, 144A | &nbsp;&nbsp;4.017(cc) | &nbsp;&nbsp;01/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;6684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5067085 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RP01, Class B1, 144A | &nbsp;&nbsp;4.017(cc) | &nbsp;&nbsp;01/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;2674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1692442 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RP01, Class B2, 144A | &nbsp;&nbsp;4.017(cc) | &nbsp;&nbsp;01/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;1693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979053 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RP01, Class B3, 144A | &nbsp;&nbsp;3.052(cc) | &nbsp;&nbsp;01/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;2139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055340 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RP01, Class B4, 144A | &nbsp;&nbsp;0.000(cc) | &nbsp;&nbsp;01/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RP01, Class M1, 144A | &nbsp;&nbsp;4.017(cc) | &nbsp;&nbsp;01/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;5704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4031937 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RP01, Class M2, 144A | &nbsp;&nbsp;4.017(cc) | &nbsp;&nbsp;01/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;3564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2387293 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RP01, Class SA, 144A | &nbsp;&nbsp;0.000(cc) | &nbsp;&nbsp;01/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275822 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RP01, Class X, IO, 144A | &nbsp;&nbsp;0.000(cc) | &nbsp;&nbsp;01/25/64 | 165758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16576 |
| COLT Mortgage Loan Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-08, Class A1, 144A | &nbsp;&nbsp;5.480(cc) | &nbsp;&nbsp;08/25/70 | &nbsp;&nbsp;21942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22198405 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-09, Class A1, 144A | &nbsp;&nbsp;5.194(cc) | &nbsp;&nbsp;09/25/70 | &nbsp;&nbsp;38440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38712463 |
| Connecticut Avenue Securities Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.797(c) | &nbsp;&nbsp;10/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3654000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R01, Class 1M2, 144A, 30 Day Average SOFR + 1.550% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;5.247(c) | &nbsp;&nbsp;10/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;3668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3683543 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.150% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.847(c) | &nbsp;&nbsp;12/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;2652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2701855 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1B1, 144A, 30 Day Average SOFR + 6.250% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;9.947(c) | &nbsp;&nbsp;03/25/42 | &nbsp;&nbsp;14390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15228845 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1M2, 144A, 30 Day Average SOFR + 3.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.797(c) | &nbsp;&nbsp;03/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6445215 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-R05, Class 1M2, 144A, 30 Day Average SOFR + 3.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;6.797(c) | &nbsp;&nbsp;06/25/43 | &nbsp;&nbsp;20500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21306230 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-R05, Class 2M2, 144A, 30 Day Average SOFR + 1.700% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;5.397(c) | &nbsp;&nbsp;07/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6524895 |
| Credit Suisse Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-RPL04, Class PT, 144A | &nbsp;&nbsp;4.714(cc) | &nbsp;&nbsp;04/25/58 | &nbsp;&nbsp;13055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12330406 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-RPL09, Class PT, 144A | &nbsp;&nbsp;3.919(cc) | &nbsp;&nbsp;09/25/57 | &nbsp;&nbsp;15199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12989731 |
| Cross Mortgage Trust, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-H01, Class A1, 144A | &nbsp;&nbsp;5.735(cc) | &nbsp;&nbsp;02/25/70 | &nbsp;&nbsp;&nbsp;&nbsp;3734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3781945 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-H06, Class A1, 144A | &nbsp;&nbsp;5.181(cc) | &nbsp;&nbsp;07/25/70 | &nbsp;&nbsp;47299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47617273 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-H07, Class A1, 144A | &nbsp;&nbsp;4.934(cc) | &nbsp;&nbsp;09/25/70 | &nbsp;&nbsp;41666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41764709 |
| Eagle Re Ltd., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02, Class M1C, 144A, 30 Day Average SOFR + 3.450% (Cap N/A, Floor 3.450%) | &nbsp;&nbsp;7.147(c) | &nbsp;&nbsp;04/25/34 | &nbsp;&nbsp;10839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10862495 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-01, Class M1A, 144A, 30 Day Average SOFR + 2.000% (Cap N/A, Floor 2.000%) | &nbsp;&nbsp;5.697(c) | &nbsp;&nbsp;09/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;2493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2496002 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal 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)** |
| Fannie Mae REMIC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2000-32, Class FM, 30 Day Average SOFR + 0.564% (Cap 9.000%, Floor 0.450%) | 4.267 %(c) | &nbsp;&nbsp;10/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp; $216 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2001-29, Class Z | 6.500 | &nbsp;&nbsp;07/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5877 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2012-132, Class KI, IO | 3.000 | &nbsp;&nbsp;12/25/32 | &nbsp;&nbsp;2923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200679 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-57, Class MI, IO | 3.000 | &nbsp;&nbsp;06/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5467 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-05, Class AI, IO | 4.500 | &nbsp;&nbsp;04/25/43 | &nbsp;&nbsp;1344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190751 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-51, Class CI, IO | 4.000 | &nbsp;&nbsp;07/25/45 | &nbsp;&nbsp;2409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382382 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-30, Class CI, IO | 3.000 | &nbsp;&nbsp;05/25/36 | &nbsp;&nbsp;1457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101334 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-74, Class GM | 2.500 | &nbsp;&nbsp;09/25/43 | &nbsp;&nbsp;5188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5079376 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-83, Class IO, IO | 4.000 | &nbsp;&nbsp;10/25/47 | &nbsp;&nbsp;1921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337379 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-16, Class MB | 3.500 | &nbsp;&nbsp;07/25/46 | &nbsp;&nbsp;1366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1363223 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-24, Class BH | 3.500 | &nbsp;&nbsp;04/25/48 | &nbsp;&nbsp;3314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3114277 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-58, Class BI, IO | 4.000 | &nbsp;&nbsp;08/25/48 | &nbsp;&nbsp;1351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248664 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-08, Class Z | 3.500 | &nbsp;&nbsp;03/25/49 | &nbsp;&nbsp;2903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2542614 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-13, Class LZ | 4.000 | &nbsp;&nbsp;04/25/49 | &nbsp;&nbsp;9815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9395473 |
| 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%) | 6.697(c) | &nbsp;&nbsp;12/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426674 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA05, Class M2, 144A, 30 Day Average SOFR + 1.650% (Cap N/A, Floor 0.000%) | 5.347(c) | &nbsp;&nbsp;01/25/34 | &nbsp;&nbsp;3946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3960795 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA06, Class B1, 144A, 30 Day Average SOFR + 3.400% (Cap N/A, Floor 0.000%) | 7.097(c) | &nbsp;&nbsp;10/25/41 | 20695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21057162 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA06, Class M2, 144A, 30 Day Average SOFR + 1.500% (Cap N/A, Floor 0.000%) | 5.197(c) | &nbsp;&nbsp;10/25/41 | &nbsp;&nbsp;2422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2430042 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA07, Class M2, 144A, 30 Day Average SOFR + 1.800% (Cap N/A, Floor 0.000%) | 5.497(c) | &nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;6495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6545172 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class B1, 144A, 30 Day Average SOFR + 3.350% (Cap N/A, Floor 0.000%) | 7.047(c) | &nbsp;&nbsp;09/25/41 | &nbsp;&nbsp;1793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1817880 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class M2, 144A, 30 Day Average SOFR + 2.100% (Cap N/A, Floor 0.000%) | 5.797(c) | &nbsp;&nbsp;09/25/41 | 51600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51952056 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA04, Class B1, 144A, 30 Day Average SOFR + 3.750% (Cap N/A, Floor 0.000%) | 7.447(c) | &nbsp;&nbsp;12/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584320 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA04, Class M2, 144A, 30 Day Average SOFR + 2.350% (Cap N/A, Floor 0.000%) | 6.047(c) | &nbsp;&nbsp;12/25/41 | 37280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37757557 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA01, Class M2, 144A, 30 Day Average SOFR + 2.500% (Cap N/A, Floor 0.000%) | 6.197(c) | &nbsp;&nbsp;01/25/42 | &nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1791028 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA03, Class M1B, 144A, 30 Day Average SOFR + 2.900% (Cap N/A, Floor 0.000%) | 6.597(c) | &nbsp;&nbsp;04/25/42 | &nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7773356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA04, Class M1B, 144A, 30 Day Average SOFR + 3.350% (Cap N/A, Floor 0.000%) | 7.047(c) | &nbsp;&nbsp;05/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823752 |
| FHLMC Structured Pass-Through Certificates, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series T-61, Class 1A1, Federal Reserve US 12 Month Cumulative Avg 1 Year CMT + 1.400% (Cap N/A, Floor 1.400%) | 5.068(c) | &nbsp;&nbsp;07/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39068 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series T-63, Class 1A1, Federal Reserve US 12 Month Cumulative Avg 1 Year CMT + 1.200% (Cap N/A, Floor 1.200%) | 4.868(c) | &nbsp;&nbsp;02/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4327 |
| Freddie Mac REMIC, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 1935, Class JZ | 7.000 | &nbsp;&nbsp;02/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2241, Class PH | 7.500 | &nbsp;&nbsp;07/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6057 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 3795, Class VZ | 4.000 | &nbsp;&nbsp;01/15/41 | &nbsp;&nbsp;1639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599809 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 3889, Class DZ | 4.000 | &nbsp;&nbsp;01/15/41 | &nbsp;&nbsp;1723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1692780 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4135, Class AI, IO | 3.500 | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;5288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650027 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4372, Class GI, IO | 4.500 | &nbsp;&nbsp;08/15/44 | &nbsp;&nbsp;2841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416589 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4468, Class IO, IO | 4.500 | &nbsp;&nbsp;05/15/45 | &nbsp;&nbsp;3414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461360 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4500, Class ZX | 4.000 | &nbsp;&nbsp;07/15/45 | &nbsp;&nbsp;1713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1672298 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4735, Class IM, IO | 4.000 | &nbsp;&nbsp;12/15/47 | &nbsp;&nbsp;5069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911760 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4736, Class IP, IO | 4.000 | &nbsp;&nbsp;08/15/47 | &nbsp;&nbsp;1353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234462 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4751, Class PI, IO | 4.000 | &nbsp;&nbsp;11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167454 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4795, Class WQ | 4.000 | &nbsp;&nbsp;07/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137877 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4801, Class ZD | 4.000 | &nbsp;&nbsp;06/15/48 | &nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4995900 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4802, Class EZ | 4.000 | &nbsp;&nbsp;06/15/48 | &nbsp;&nbsp;3302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3147366 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4870, Class K | 4.000 | &nbsp;&nbsp;04/15/49 | 13137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12513223 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4903, Class ED | 2.750 | &nbsp;&nbsp;09/15/48 | &nbsp;&nbsp;3126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2895200 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4903, Class IP, IO | 4.500 | &nbsp;&nbsp;07/25/49 | &nbsp;&nbsp;6159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411382 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4939, Class KT | 3.000 | &nbsp;&nbsp;07/15/48 | 12211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11013362 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4946, Class KB | 3.000 | &nbsp;&nbsp;12/15/48 | &nbsp;&nbsp;5676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5144855 |
| Freddie Mac Strips,<br> Series 304, Class C54, IO | 4.000 | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;1117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96426 |
| GCAT Trust,<br> Series 2025-NQM06, Class A1, 144A | 0.000(cc) | &nbsp;&nbsp;10/25/70 | 32577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32651442 |
| Government National Mortgage Assoc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-99, Class AX | 3.000(cc) | &nbsp;&nbsp;07/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856213 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-064, Class IA, IO | 4.000 | &nbsp;&nbsp;05/20/45 | &nbsp;&nbsp;6519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355582 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-165, Class IB, IO | 3.500 | &nbsp;&nbsp;11/20/42 | &nbsp;&nbsp;2206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195585 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-01, Class ZP | 3.000 | &nbsp;&nbsp;01/20/46 | &nbsp;&nbsp;7174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5830532 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-161, Class PI, IO | 3.500 | &nbsp;&nbsp;06/20/46 | 13899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2138866 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal 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)** |
| Government National Mortgage Assoc., (cont'd.) |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-69, Class B | 3.000% | &nbsp;&nbsp;05/20/46 |  | &nbsp;&nbsp;&nbsp;&nbsp;9455 | &nbsp;&nbsp; $8576555 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-134, Class ZK | 3.000 | &nbsp;&nbsp;08/20/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;6749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5397111 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-05, Class IB, IO | 4.000 | &nbsp;&nbsp;01/20/48 |  | &nbsp;&nbsp;&nbsp;&nbsp;7733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1617136 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-21, Class IH, IO | 4.500 | &nbsp;&nbsp;02/20/48 |  | &nbsp;&nbsp;&nbsp;&nbsp;2587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624264 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-59, Class PZ | 3.000 | &nbsp;&nbsp;09/20/46 |  | &nbsp;&nbsp;&nbsp;&nbsp;7066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6658501 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-159, Class IJ, IO | 3.500 | &nbsp;&nbsp;12/20/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;8303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286649 |
| GS Mortgage-Backed Securities Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RPL01, Class A1, PO, 144A | 0.000 | &nbsp;&nbsp;01/25/64 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159577 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RPL01, Class A1, PO, 144A | 3.564(cc) | &nbsp;&nbsp;01/25/64 |  | 156869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140855891 |
| HOMES Trust,<br> Series 2025-NQM04, Class A1, 144A | 5.220(cc) | &nbsp;&nbsp;08/25/70 |  | &nbsp;&nbsp;21596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21765474 |
| IndyMac Adjustable Rate Mortgage Trust,<br> Series 2001-H02, Class A1 | 5.717(cc) | &nbsp;&nbsp;01/25/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
| IndyMac INDX Mortgage Loan Trust,<br> Series 2007-FLX04, Class 2A1, 1 Month SOFR + 0.474% (Cap N/A, Floor 0.360%) | 4.147(c) | &nbsp;&nbsp;07/25/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;1573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474922 |
| JPMorgan Alternative Loan Trust,<br> Series 2006-A01, Class 4A1 | 4.392(cc) | &nbsp;&nbsp;03/25/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42297 |
| JPMorgan Mortgage Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DSC02, Class A1, 144A | 5.195(cc) | &nbsp;&nbsp;10/25/65 |  | &nbsp;&nbsp;36909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37159298 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM03, Class A1, 144A | 5.495(cc) | &nbsp;&nbsp;11/25/65 |  | &nbsp;&nbsp;33114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33483083 |
| Kinbane DAC (Ireland), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-RPL02A, Class A, 144A, 1 Month EURIBOR + 1.100% (Cap N/A, Floor 0.000%) | 3.067(c) | &nbsp;&nbsp;01/24/63 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;32745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38902789 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RPL2A, Class A, 144A, 1 Month EURIBOR + 1.100% (Cap N/A, Floor 0.000%) | 3.003(c) | &nbsp;&nbsp;08/24/75 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;4313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5126360 |
| LHOME Mortgage Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-RTL04, Class A1, 144A | 5.921(cc) | &nbsp;&nbsp;07/25/39 |  | &nbsp;&nbsp;28250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28396507 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RTL03, Class A1, 144A | 5.239(cc) | &nbsp;&nbsp;08/25/40 |  | &nbsp;&nbsp;13400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13485751 |
| Lincoln Senior Participation Trust,<br> Series 2024-01, Class A1X, 144A, 1 Month SOFR + 2.200%^ | 2.750(c) | &nbsp;&nbsp;06/27/27 |  | &nbsp;&nbsp;61857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61857000 |
| Lugo Funding DAC (Spain),<br> Series 2024-01A, Class A, 144A, 3 Month EURIBOR + 1.000% (Cap N/A, Floor 0.000%) | 3.059(c) | &nbsp;&nbsp;05/26/66 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;48190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57106556 |
| MFA Trust,<br> Series 2025-NQM02, Class A1, 144A | 5.675(cc) | &nbsp;&nbsp;05/27/70 |  | &nbsp;&nbsp;&nbsp;&nbsp;6376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6461506 |
| Morgan Stanley Residential Mortgage Loan Trust,<br> Series 2025-NQM08, Class A1, 144A | 4.963(cc) | &nbsp;&nbsp;09/25/70 |  | &nbsp;&nbsp;27178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27288304 |
| New Residential Mortgage Loan Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-04A, Class A1S, 144A, 1 Month SOFR + 0.864% (Cap N/A, Floor 0.750%) | 4.537(c) | &nbsp;&nbsp;01/25/48 |  | &nbsp;&nbsp;&nbsp;&nbsp;6170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6082829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM04, Class A1, 144A | 5.350(cc) | &nbsp;&nbsp;07/25/65 |  | &nbsp;&nbsp;20416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20630673 |
| NLT Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-INV01, Class A1, 144A | 5.506(cc) | &nbsp;&nbsp;02/25/70 |  | &nbsp;&nbsp;98973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100121319 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-INV01, Class A2, 144A | 5.708(cc) | &nbsp;&nbsp;02/25/70 |  | &nbsp;&nbsp;11098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11217110 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-INV01, Class A3, 144A | 5.860(cc) | &nbsp;&nbsp;02/25/70 |  | &nbsp;&nbsp;19044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19239062 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-INV01, Class AIOS, 144A | 0.399(cc) | &nbsp;&nbsp;02/25/70 |  | 151499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073417 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-INV01, Class B1, 144A | 6.594(cc) | &nbsp;&nbsp;02/25/70 |  | &nbsp;&nbsp;&nbsp;&nbsp;6037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6022721 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-INV01, Class B2, 144A | 6.594(cc) | &nbsp;&nbsp;02/25/70 |  | &nbsp;&nbsp;&nbsp;&nbsp;4751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4643563 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-INV01, Class B3, 144A | 6.594(cc) | &nbsp;&nbsp;02/25/70 |  | &nbsp;&nbsp;&nbsp;&nbsp;2979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2748668 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-INV01, Class M1, 144A | 6.314(cc) | &nbsp;&nbsp;02/25/70 |  | &nbsp;&nbsp;&nbsp;&nbsp;8617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8741502 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-INV01, Class XS, 144A^ | 0.901(cc) | &nbsp;&nbsp;02/25/70 |  | 151499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2499736 |
| Oaktown Re VII Ltd.,<br> Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 2.900% (Cap N/A, Floor 2.900%) | 6.597(c) | &nbsp;&nbsp;04/25/34 |  | &nbsp;&nbsp;19644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19804203 |
| OBX Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM03, Class A1, 144A | 5.648(cc) | &nbsp;&nbsp;12/01/64 |  | &nbsp;&nbsp;25221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25549045 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM11, Class A1, 144A | 5.418(cc) | &nbsp;&nbsp;05/25/65 |  | &nbsp;&nbsp;12414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12554665 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM14, Class A1, 144A | 5.162(cc) | &nbsp;&nbsp;07/25/65 |  | &nbsp;&nbsp;36262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36539848 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM15, Class A1, 144A | 5.143(cc) | &nbsp;&nbsp;07/27/65 |  | &nbsp;&nbsp;21530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21693100 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM15, Class A3, 144A | 5.599(cc) | &nbsp;&nbsp;07/27/65 |  | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539009 |
| 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%) | 7.197(c) | &nbsp;&nbsp;05/25/33 |  | 101549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102654645 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-02R, Class A, 144A, 30 Day Average SOFR + 3.350% (Cap N/A, Floor 0.000%) | 7.042(c) | &nbsp;&nbsp;03/29/27 |  | &nbsp;&nbsp;78978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79763789 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-03R, Class A, 144A, 30 Day Average SOFR + 3.100% (Cap N/A, Floor 0.000%) | 6.792(c) | &nbsp;&nbsp;09/27/28 |  | &nbsp;&nbsp;68114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69047087 |
| Prime Mortgage Trust,<br> Series 2004-CL01, Class 1A2, 1 Month SOFR + 0.514% (Cap 8.000%, Floor 0.400%) | 4.187(c) | &nbsp;&nbsp;02/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal 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)** |
| PRPM Fundido DAC (Spain),<br> Series 2025-02A, Class A, 144A, 3 Month EURIBOR + 1.000% (Cap N/A, Floor 0.000%) | 3.039 %(c) | &nbsp;&nbsp;01/29/75 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;8915 | &nbsp;&nbsp; $10493199 |
| PRPM LLC, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-RPL02, Class A1, 144A | 3.500(cc) | &nbsp;&nbsp;05/25/54 |  | &nbsp;&nbsp;15239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14915664 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RPL01, Class A1, 144A | 4.000(cc) | &nbsp;&nbsp;03/25/55 |  | &nbsp;&nbsp;50649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49870920 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RPL01, Class A2, 144A | 4.000(cc) | &nbsp;&nbsp;03/25/55 |  | &nbsp;&nbsp;10215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9837299 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RPL01, Class A3, 144A | 4.000(cc) | &nbsp;&nbsp;03/25/55 |  | &nbsp;&nbsp;&nbsp;&nbsp;6023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5733810 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RPL01, Class M1A, 144A | 4.000(cc) | &nbsp;&nbsp;03/25/55 |  | &nbsp;&nbsp;&nbsp;&nbsp;5879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5574222 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RPL01, Class M1B, 144A | 4.000(cc) | &nbsp;&nbsp;03/25/55 |  | &nbsp;&nbsp;&nbsp;&nbsp;2072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1939353 |
| Radnor Re Ltd., |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 3.700% (Cap N/A, Floor 3.700%) | 7.397(c) | &nbsp;&nbsp;11/25/31 |  | &nbsp;&nbsp;10274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10371226 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-01, Class M1A, 144A, 30 Day Average SOFR + 2.700% (Cap N/A, Floor 2.700%) | 6.397(c) | &nbsp;&nbsp;07/25/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1826888 |
| Regal Trust IV,<br> Series 1999-01, Class A, 144A, Cost of Funds for the 11th District of San Francisco + 1.500% (Cap N/A, Floor 1.500%) | 4.421(c) | &nbsp;&nbsp;09/29/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2588 |
| RFMSI Trust,<br> Series 2003-S09, Class A1 | 6.500 | &nbsp;&nbsp;03/25/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2469 |
| Santander Mortgage Asset Receivable Trust,<br> Series 2025-NQM04, Class A1, 144A | 5.303(cc) | &nbsp;&nbsp;07/25/65 |  | &nbsp;&nbsp;30617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30860419 |
| Structured Adjustable Rate Mortgage Loan Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-01, Class 4A3 | 6.140(cc) | &nbsp;&nbsp;02/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23538 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-18, Class 3A1 | 4.755(cc) | &nbsp;&nbsp;12/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;2610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2438825 |
| Structured Asset Mortgage Investments Trust,<br> Series 2002-AR03, Class A1, 1 Month SOFR + 0.774% (Cap 11.000%, Floor 0.660%) | 4.450(c) | &nbsp;&nbsp;09/19/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211 |
| Vendee Mortgage Trust,<br> Series 2011-02, Class DZ | 3.750 | &nbsp;&nbsp;10/15/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1726537 |
| Verus Securitization Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-02, Class A1, 144A | 6.095(cc) | &nbsp;&nbsp;02/25/69 |  | &nbsp;&nbsp;&nbsp;&nbsp;4915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4964452 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-07, Class A1, 144A | 5.129(cc) | &nbsp;&nbsp;08/25/70 |  | &nbsp;&nbsp;42813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43102979 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-09, Class A1, 144A | 4.935(cc) | &nbsp;&nbsp;10/27/70 |  | &nbsp;&nbsp;24203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24327632 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-INV01, Class A1, 144A | 5.548(cc) | &nbsp;&nbsp;02/25/70 |  | &nbsp;&nbsp;28643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28995052 |
| Washington Mutual Mortgage Pass-Through Certificates Trust, |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-AR08, Class A1, 1 Month SOFR + 0.954% (Cap 10.500%, Floor 0.840%) | 4.627(c) | &nbsp;&nbsp;06/25/44 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456969 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-AR10, Class A3, 1 Month SOFR + 1.214% (Cap 10.500%, Floor 1.100%) | 4.887(c) | &nbsp;&nbsp;07/25/44 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624792 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2005-AR05, Class A6 | 5.355(cc) | &nbsp;&nbsp;05/25/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252362 |
| Washington Mutual MSC Mortgage Pass-Through Certificates Trust,<br> Series 2003-AR01, Class 2A | 4.605(cc) | &nbsp;&nbsp;02/25/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| **Total Residential Mortgage-Backed Securities<br> (cost $2,349,708,764)** | **Total Residential Mortgage-Backed Securities<br> (cost $2,349,708,764)** | **Total Residential Mortgage-Backed Securities<br> (cost $2,349,708,764)** | **Total Residential Mortgage-Backed Securities<br> (cost $2,349,708,764)** | **Total Residential Mortgage-Backed Securities<br> (cost $2,349,708,764)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2367612984 |
| **Sovereign Bonds 2.6%** | **Sovereign Bonds 2.6%** | **Sovereign Bonds 2.6%** | **Sovereign Bonds 2.6%** | **Sovereign Bonds 2.6%** | **Sovereign Bonds 2.6%** |
| Amazon Conservation DAC (Ecuador),<br> Sr. Sec'd. Notes, 144A | 6.034 | &nbsp;&nbsp;01/16/42 |  | 112000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115164022 |
| Argentine Republic Government International Bond (Argentina), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.125 | &nbsp;&nbsp;07/09/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;18471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18425261 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.670 | &nbsp;&nbsp;12/31/38(d) | &nbsp;&nbsp;JPY | 402629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416262 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 0.750(cc) | &nbsp;&nbsp;07/09/30 |  | &nbsp;&nbsp;40363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34227810 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.000 | &nbsp;&nbsp;07/09/29 |  | &nbsp;&nbsp;81345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71787060 |
| Bahrain Government International Bond (Bahrain),<br> Sr. Unsec'd. Notes | 7.000 | &nbsp;&nbsp;10/12/28 |  | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10327500 |
| Brazil Minas SPE via State of Minas Gerais (Brazil),<br> Gov't. Gtd. Notes(a) | 5.333 | &nbsp;&nbsp;02/15/28 |  | &nbsp;&nbsp;50367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50481333 |
| Colombia Government International Bond (Colombia), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 3.750 | &nbsp;&nbsp;09/19/28 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;80570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94717779 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.375 | &nbsp;&nbsp;01/21/29 |  | &nbsp;&nbsp;27270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27147285 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 8.375 | &nbsp;&nbsp;02/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917136 |
| Dominican Republic International Bond (Dominican Republic), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.500 | &nbsp;&nbsp;02/22/29 |  | &nbsp;&nbsp;10291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10445365 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 5.500 | &nbsp;&nbsp;02/22/29 |  | &nbsp;&nbsp;51930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52708950 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 6.000 | &nbsp;&nbsp;07/19/28 |  | &nbsp;&nbsp;10493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10758578 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** | **Sovereign Bonds (Continued)** |
| Ecuador Government International Bond (Ecuador), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 8.750% | &nbsp;&nbsp;01/29/34 |  | &nbsp;&nbsp;84690 | &nbsp;&nbsp; $85577551 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series S26 | 5.000 | &nbsp;&nbsp;07/31/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671653 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series S27J | 5.000 | &nbsp;&nbsp;07/31/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567879 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series S28 | 5.000 | &nbsp;&nbsp;07/31/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;2429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1792263 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series S29 | 5.000 | &nbsp;&nbsp;07/31/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;1186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874994 |
| Ecuador Social Bond Sarl (Ecuador),<br> Gov't. Gtd. Notes^ | 0.350 | &nbsp;&nbsp;01/30/35 |  | 145440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530656 |
| Egypt Government International Bond (Egypt),<br> Sr. Unsec'd. Notes, EMTN | 4.750 | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;15424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18282838 |
| Export-Import Bank of India (India), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.375 | &nbsp;&nbsp;08/05/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;8420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8382278 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 3.875 | &nbsp;&nbsp;02/01/28 |  | &nbsp;&nbsp;11845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11762085 |
| Gabon Blue Bond Master Trust 2 (Gabon),<br> Insured Notes | 6.097 | &nbsp;&nbsp;08/01/38 |  | &nbsp;&nbsp;28006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28281579 |
| Hellenic Republic Government International Bond (Greece),<br> Sr. Unsec'd. Notes | 5.200 | &nbsp;&nbsp;07/17/34 | &nbsp;&nbsp;EUR | 191900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248585355 |
| Indonesia Government AID Bond (Indonesia),<br> Gov't. Gtd. Notes | 6.650 | &nbsp;&nbsp;07/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;7011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7404278 |
| Ivory Coast Government International Bond (Ivory Coast), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 4.875 | &nbsp;&nbsp;01/30/32 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;34367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40049691 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.250 | &nbsp;&nbsp;03/22/30 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;49957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60086273 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 5.875 | &nbsp;&nbsp;10/17/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;72132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87585769 |
| Philippine Government International Bond (Philippines),<br> Sr. Unsec'd. Notes | 9.500 | &nbsp;&nbsp;02/02/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4179000 |
| Platinum for Belize Blue Investment Co. LLC (Belize),<br> Sec'd. Notes | 4.470(cc) | &nbsp;&nbsp;10/20/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780980 |
| Province of Alberta (Canada),<br> Sr. Unsec'd. Notes | 1.300 | &nbsp;&nbsp;07/22/30 |  | &nbsp;&nbsp;21446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19044067 |
| Province of British Columbia (Canada),<br> Bonds | 7.250 | &nbsp;&nbsp;09/01/36 |  | &nbsp;&nbsp;17530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20922814 |
| Province of Quebec (Canada), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | 7.295 | &nbsp;&nbsp;07/22/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480706 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, Series A, MTN | 7.365 | &nbsp;&nbsp;03/06/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unsec'd. Notes, Series A, MTN | 7.380 | &nbsp;&nbsp;04/09/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100658 |
| Repubic of Italy Government International Bond Coupon Strips (Italy),<br> Sr. Unsec'd. Notes | 2.758(s) | &nbsp;&nbsp;02/20/31 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;43130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43436396 |
| Republic of Italy Government International Bond (Italy),<br> Sr. Unsec'd. Notes, Series 30Y | 3.875 | &nbsp;&nbsp;05/06/51 |  | &nbsp;&nbsp;25900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18995296 |
| Romanian Government International Bond (Romania),<br> Sr. Unsec'd. Notes, 144A | 5.750 | &nbsp;&nbsp;09/16/30 |  | &nbsp;&nbsp;53010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54628925 |
| Serbia International Bond (Serbia), |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.500 | &nbsp;&nbsp;06/26/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;37883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41831791 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 1.650 | &nbsp;&nbsp;03/03/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3913013 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 2.125 | &nbsp;&nbsp;12/01/30 |  | &nbsp;&nbsp;12350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10857008 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | 6.250 | &nbsp;&nbsp;05/26/28 |  | &nbsp;&nbsp;23345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24169973 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.500 | &nbsp;&nbsp;06/26/29 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;9990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11031323 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | 1.650 | &nbsp;&nbsp;03/03/33 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;6252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6292221 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A(a) | 6.250 | &nbsp;&nbsp;05/26/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905921 |
| **Total Sovereign Bonds<br> (cost $1,289,157,497)** | **Total Sovereign Bonds<br> (cost $1,289,157,497)** | **Total Sovereign Bonds<br> (cost $1,289,157,497)** | **Total Sovereign Bonds<br> (cost $1,289,157,497)** | **Total Sovereign Bonds<br> (cost $1,289,157,497)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362620825 |
| **U.S. Government Agency Obligations 17.3%** | **U.S. Government Agency Obligations 17.3%** | **U.S. Government Agency Obligations 17.3%** | **U.S. Government Agency Obligations 17.3%** | **U.S. Government Agency Obligations 17.3%** | **U.S. Government Agency Obligations 17.3%** |
| Fannie Mae Interest Strips | 1.758(s) | &nbsp;&nbsp;08/06/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205263 |
| Fannie Mae Principal Strips | 3.528(s) | &nbsp;&nbsp;07/15/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;5105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2955061 |
| Federal Home Loan Bank | 3.200 | &nbsp;&nbsp;11/29/32 |  | &nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20967128 |
| Federal Home Loan Bank | 4.250 | &nbsp;&nbsp;11/02/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;4340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4012653 |
| Federal Home Loan Mortgage Corp. | 1.500 | &nbsp;&nbsp;12/01/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;3244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2513558 |
| Federal Home Loan Mortgage Corp. | 1.500 | &nbsp;&nbsp;02/01/51 |  | &nbsp;&nbsp;&nbsp;&nbsp;6896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5351159 |
| Federal Home Loan Mortgage Corp. | 1.500 | &nbsp;&nbsp;04/01/51 |  | &nbsp;&nbsp;16569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12844515 |
| Federal Home Loan Mortgage Corp. | 1.500 | &nbsp;&nbsp;05/01/51 |  | &nbsp;&nbsp;44004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34099807 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** |
| Federal Home Loan Mortgage Corp. | 1.500% | &nbsp;&nbsp;06/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;7251 | &nbsp;&nbsp; $5619308 |
| Federal Home Loan Mortgage Corp. | 2.000 | &nbsp;&nbsp;10/01/50 | &nbsp;&nbsp;29115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23855332 |
| Federal Home Loan Mortgage Corp. | 2.000 | &nbsp;&nbsp;11/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;9931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8134802 |
| Federal Home Loan Mortgage Corp. | 2.000 | &nbsp;&nbsp;12/01/50 | &nbsp;&nbsp;36254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29682078 |
| Federal Home Loan Mortgage Corp. | 2.000 | &nbsp;&nbsp;01/01/51 | &nbsp;&nbsp;19290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15801585 |
| Federal Home Loan Mortgage Corp. | 2.000 | &nbsp;&nbsp;02/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;3389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2774088 |
| Federal Home Loan Mortgage Corp. | 2.000 | &nbsp;&nbsp;02/01/51 | &nbsp;&nbsp;19404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15879630 |
| Federal Home Loan Mortgage Corp. | 2.000 | &nbsp;&nbsp;03/01/51 | &nbsp;&nbsp;28877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23618792 |
| Federal Home Loan Mortgage Corp. | 2.000 | &nbsp;&nbsp;03/01/51 | &nbsp;&nbsp;35146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28819353 |
| Federal Home Loan Mortgage Corp. | 2.000 | &nbsp;&nbsp;04/01/51 | &nbsp;&nbsp;51572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42164539 |
| Federal Home Loan Mortgage Corp. | 2.000 | &nbsp;&nbsp;05/01/51 | 333608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273012431 |
| Federal Home Loan Mortgage Corp. | 2.000 | &nbsp;&nbsp;08/01/51 | &nbsp;&nbsp;18288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14923090 |
| Federal Home Loan Mortgage Corp. | 2.000 | &nbsp;&nbsp;09/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;4979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4059823 |
| Federal Home Loan Mortgage Corp. | 2.000 | &nbsp;&nbsp;11/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4603422 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;11/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;4594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3977075 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;07/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755129 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;08/01/50 | &nbsp;&nbsp;10949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9390732 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;09/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4805906 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;09/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;5952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5071576 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;10/01/50 | &nbsp;&nbsp;11125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9545011 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;10/01/50 | &nbsp;&nbsp;21155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18125096 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;12/01/50 | &nbsp;&nbsp;50946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43704034 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;01/01/51 | &nbsp;&nbsp;40188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34419288 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;02/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1746967 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;02/01/51 | &nbsp;&nbsp;38840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33299025 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;03/01/51 | 120804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103631813 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;04/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;7397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6339857 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;05/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;5407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4654513 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;05/01/51 | &nbsp;&nbsp;33261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28490100 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;05/01/51 | 103349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88043773 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;07/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;1012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868572 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;07/01/51 | &nbsp;&nbsp;38044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32568379 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;07/01/51 | &nbsp;&nbsp;96222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82388570 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;07/01/51 | 100568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85948900 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;08/01/51 | &nbsp;&nbsp;59750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51122625 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;08/01/51 | &nbsp;&nbsp;69965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60655003 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;09/01/51 | &nbsp;&nbsp;39069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33421932 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;10/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2901090 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;11/01/51 | &nbsp;&nbsp;13768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11777946 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;12/01/51 | &nbsp;&nbsp;25531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21832661 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;01/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;8058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6888054 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;01/01/52 | &nbsp;&nbsp;40959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35394369 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;02/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365524 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;02/01/52 | &nbsp;&nbsp;14698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12690694 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;04/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;2472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2107049 |
| Federal Home Loan Mortgage Corp. | 2.500 | &nbsp;&nbsp;04/01/52 | &nbsp;&nbsp;46385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40234249 |
| Federal Home Loan Mortgage Corp. | 3.000 | &nbsp;&nbsp;09/01/43 | &nbsp;&nbsp;&nbsp;&nbsp;1026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949875 |
| Federal Home Loan Mortgage Corp. | 3.000 | &nbsp;&nbsp;04/01/51 | &nbsp;&nbsp;15037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13453924 |
| Federal Home Loan Mortgage Corp. | 3.000 | &nbsp;&nbsp;05/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;5015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4471337 |
| Federal Home Loan Mortgage Corp. | 3.000 | &nbsp;&nbsp;06/01/51 | &nbsp;&nbsp;10853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9675084 |
| Federal Home Loan Mortgage Corp. | 3.000 | &nbsp;&nbsp;07/01/51 | &nbsp;&nbsp;15133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13705384 |
| Federal Home Loan Mortgage Corp. | 3.000 | &nbsp;&nbsp;07/01/51 | &nbsp;&nbsp;36042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32101023 |
| Federal Home Loan Mortgage Corp. | 3.000 | &nbsp;&nbsp;08/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;1172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039780 |
| Federal Home Loan Mortgage Corp. | 3.000 | &nbsp;&nbsp;09/01/51 | &nbsp;&nbsp;11674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10394226 |
| Federal Home Loan Mortgage Corp. | 3.000 | &nbsp;&nbsp;11/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;1542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1374549 |
| Federal Home Loan Mortgage Corp. | 3.000 | &nbsp;&nbsp;11/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;7051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6264636 |
| Federal Home Loan Mortgage Corp. | 3.000 | &nbsp;&nbsp;12/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1837196 |
| Federal Home Loan Mortgage Corp. | 3.000 | &nbsp;&nbsp;01/01/52 | &nbsp;&nbsp;38912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34607722 |
| Federal Home Loan Mortgage Corp. | 3.000 | &nbsp;&nbsp;02/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;1719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530166 |
| Federal Home Loan Mortgage Corp. | 3.000 | &nbsp;&nbsp;02/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;3083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2738973 |
| Federal Home Loan Mortgage Corp. | 3.000 | &nbsp;&nbsp;02/01/52 | &nbsp;&nbsp;99616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88511219 |
| Federal Home Loan Mortgage Corp. | 3.000 | &nbsp;&nbsp;03/01/52 | &nbsp;&nbsp;16444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14608398 |
| Federal Home Loan Mortgage Corp. | 3.000 | &nbsp;&nbsp;04/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;2129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1891745 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** |
| Federal Home Loan Mortgage Corp. | 3.000% | &nbsp;&nbsp;06/01/52 | &nbsp;&nbsp;49676 | &nbsp;&nbsp; $44774886 |
| Federal Home Loan Mortgage Corp. | 3.000 | &nbsp;&nbsp;06/01/52 | &nbsp;&nbsp;54853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49516646 |
| Federal Home Loan Mortgage Corp. | 3.000 | &nbsp;&nbsp;08/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662735 |
| Federal Home Loan Mortgage Corp. | 3.500 | &nbsp;&nbsp;02/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552152 |
| Federal Home Loan Mortgage Corp. | 3.500 | &nbsp;&nbsp;05/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630574 |
| Federal Home Loan Mortgage Corp. | 3.500 | &nbsp;&nbsp;08/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189786 |
| Federal Home Loan Mortgage Corp. | 3.500 | &nbsp;&nbsp;09/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;3403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3159392 |
| Federal Home Loan Mortgage Corp. | 3.500 | &nbsp;&nbsp;01/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;9055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8405986 |
| Federal Home Loan Mortgage Corp. | 3.500 | &nbsp;&nbsp;02/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;6473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6015389 |
| Federal Home Loan Mortgage Corp. | 3.500 | &nbsp;&nbsp;03/01/52 | &nbsp;&nbsp;62484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58164730 |
| Federal Home Loan Mortgage Corp. | 3.500 | &nbsp;&nbsp;04/01/52 | &nbsp;&nbsp;30419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28166577 |
| Federal Home Loan Mortgage Corp. | 4.000 | &nbsp;&nbsp;10/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1951090 |
| Federal Home Loan Mortgage Corp. | 4.000 | &nbsp;&nbsp;05/01/52 | 123651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118807181 |
| Federal Home Loan Mortgage Corp. | 4.500 | &nbsp;&nbsp;11/01/48 | &nbsp;&nbsp;&nbsp;&nbsp;2827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2817351 |
| Federal Home Loan Mortgage Corp. | 5.000 | &nbsp;&nbsp;01/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25742 |
| Federal Home Loan Mortgage Corp. | 5.000 | &nbsp;&nbsp;02/01/42 | &nbsp;&nbsp;&nbsp;&nbsp;7086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7272892 |
| Federal Home Loan Mortgage Corp. | 5.000 | &nbsp;&nbsp;07/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;8659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8702940 |
| Federal Home Loan Mortgage Corp. | 5.000 | &nbsp;&nbsp;08/01/52 | &nbsp;&nbsp;42141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42309974 |
| Federal Home Loan Mortgage Corp. | 5.000 | &nbsp;&nbsp;10/01/54 | &nbsp;&nbsp;10193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10195460 |
| Federal Home Loan Mortgage Corp. | 5.000 | &nbsp;&nbsp;11/01/54 | &nbsp;&nbsp;73409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73438674 |
| Federal Home Loan Mortgage Corp. | 5.000 | &nbsp;&nbsp;01/01/55 | &nbsp;&nbsp;17809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17814385 |
| Federal Home Loan Mortgage Corp. | 5.500 | &nbsp;&nbsp;06/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 |
| Federal Home Loan Mortgage Corp. | 5.500 | &nbsp;&nbsp;10/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106478 |
| Federal Home Loan Mortgage Corp. | 5.500 | &nbsp;&nbsp;07/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388 |
| Federal Home Loan Mortgage Corp. | 5.500 | &nbsp;&nbsp;10/01/52 | &nbsp;&nbsp;47547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48396653 |
| Federal Home Loan Mortgage Corp. | 5.500 | &nbsp;&nbsp;11/01/52 | 291440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296969825 |
| Federal Home Loan Mortgage Corp. | 5.500 | &nbsp;&nbsp;07/01/54 | &nbsp;&nbsp;11301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11463298 |
| Federal Home Loan Mortgage Corp. | 5.500 | &nbsp;&nbsp;01/01/55 | 201352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204240121 |
| Federal Home Loan Mortgage Corp. | 5.500 | &nbsp;&nbsp;04/01/55 | &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;— |
| Federal Home Loan Mortgage Corp. | 6.000 | &nbsp;&nbsp;10/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305 |
| Federal Home Loan Mortgage Corp. | 6.000 | &nbsp;&nbsp;12/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2545 |
| Federal Home Loan Mortgage Corp. | 6.000 | &nbsp;&nbsp;02/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2374 |
| Federal Home Loan Mortgage Corp. | 6.000 | &nbsp;&nbsp;11/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12799 |
| Federal Home Loan Mortgage Corp. | 6.000 | &nbsp;&nbsp;01/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13059 |
| Federal Home Loan Mortgage Corp. | 6.000 | &nbsp;&nbsp;12/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 |
| Federal Home Loan Mortgage Corp. | 6.000 | &nbsp;&nbsp;11/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;5770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5947524 |
| Federal Home Loan Mortgage Corp. | 6.000 | &nbsp;&nbsp;03/01/53 | &nbsp;&nbsp;23682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24398158 |
| Federal Home Loan Mortgage Corp. | 6.000 | &nbsp;&nbsp;04/01/53 | &nbsp;&nbsp;22518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23184398 |
| Federal Home Loan Mortgage Corp.(k) | 6.250 | &nbsp;&nbsp;07/15/32 | &nbsp;&nbsp;25297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28461529 |
| Federal Home Loan Mortgage Corp. | 6.500 | &nbsp;&nbsp;07/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 |
| Federal Home Loan Mortgage Corp. | 6.500 | &nbsp;&nbsp;08/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 |
| Federal Home Loan Mortgage Corp. | 6.500 | &nbsp;&nbsp;08/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 |
| Federal Home Loan Mortgage Corp. | 6.500 | &nbsp;&nbsp;08/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106 |
| Federal Home Loan Mortgage Corp. | 6.500 | &nbsp;&nbsp;08/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668 |
| Federal Home Loan Mortgage Corp. | 6.500 | &nbsp;&nbsp;09/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8464 |
| Federal Home Loan Mortgage Corp. | 6.500 | &nbsp;&nbsp;11/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15889 |
| Federal Home Loan Mortgage Corp.(k) | 6.750 | &nbsp;&nbsp;03/15/31 | &nbsp;&nbsp;47678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54071639 |
| Federal Home Loan Mortgage Corp. | 7.000 | &nbsp;&nbsp;09/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17689 |
| Federal Home Loan Mortgage Corp. | 7.000 | &nbsp;&nbsp;01/01/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539280 |
| Federal Home Loan Mortgage Corp. | 7.000 | &nbsp;&nbsp;05/01/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669887 |
| Federal Home Loan Mortgage Corp. | 7.000 | &nbsp;&nbsp;06/01/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526864 |
| Federal Home Loan Mortgage Corp., MTN | 2.054(s) | &nbsp;&nbsp;11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851219 |
| Federal National Mortgage Assoc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Enterprise 11th District COFI Institutional Replacement Index + 1.254% (Cap 12.479%, Floor 4.384%) | 4.384(c) | &nbsp;&nbsp;01/01/28 | &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;290 |
| &nbsp;&nbsp;&nbsp;&nbsp;Enterprise 11th District COFI Institutional Replacement Index + 1.255% (Cap 11.470%, Floor 3.090%) | 4.385(c) | &nbsp;&nbsp;05/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1967 |
| &nbsp;&nbsp;&nbsp;&nbsp;Enterprise 11th District COFI Institutional Replacement Index + 1.257% (Cap 12.857%, Floor 3.050%) | 4.411(c) | &nbsp;&nbsp;05/01/36 | &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;467 |
| Federal National Mortgage Assoc. | 1.500 | &nbsp;&nbsp;10/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;3799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2943847 |
| Federal National Mortgage Assoc. | 1.500 | &nbsp;&nbsp;12/01/50 | &nbsp;&nbsp;58176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45082160 |
| Federal National Mortgage Assoc. | 1.500 | &nbsp;&nbsp;01/01/51 | &nbsp;&nbsp;21369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16584429 |
| Federal National Mortgage Assoc. | 1.500 | &nbsp;&nbsp;03/01/51 | &nbsp;&nbsp;28458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22052367 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** |
| Federal National Mortgage Assoc. | 1.500% | &nbsp;&nbsp;03/01/51 | &nbsp;&nbsp;61581 | &nbsp;&nbsp; $47720394 |
| Federal National Mortgage Assoc. | 1.500 | &nbsp;&nbsp;04/01/51 | &nbsp;&nbsp;63990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49638700 |
| Federal National Mortgage Assoc. | 1.500 | &nbsp;&nbsp;05/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768533 |
| Federal National Mortgage Assoc. | 1.500 | &nbsp;&nbsp;06/01/51 | &nbsp;&nbsp;99776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77383380 |
| Federal National Mortgage Assoc. | 1.500 | &nbsp;&nbsp;07/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;5611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4348437 |
| Federal National Mortgage Assoc. | 1.500 | &nbsp;&nbsp;09/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;5161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3999130 |
| Federal National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;06/01/50 | &nbsp;&nbsp;83218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68272041 |
| Federal National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;08/01/50 | &nbsp;&nbsp;21176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17306527 |
| Federal National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;10/01/50 | &nbsp;&nbsp;13499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11060570 |
| Federal National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;11/01/50 | &nbsp;&nbsp;51554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42214679 |
| Federal National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;12/01/50 | &nbsp;&nbsp;45901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37609233 |
| Federal National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;01/01/51 | &nbsp;&nbsp;38636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31640706 |
| Federal National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;02/01/51 | &nbsp;&nbsp;17381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14222800 |
| Federal National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;03/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;1719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1405231 |
| Federal National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;03/01/51 | &nbsp;&nbsp;10263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8394017 |
| Federal National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;04/01/51 | 117810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96320008 |
| Federal National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;05/01/51 | 231884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189513870 |
| Federal National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;06/01/51 | &nbsp;&nbsp;10030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8190805 |
| Federal National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;07/01/51 | &nbsp;&nbsp;17213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14051988 |
| Federal National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;08/01/51 | &nbsp;&nbsp;31711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25876839 |
| Federal National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;09/01/51 | &nbsp;&nbsp;11191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9128998 |
| Federal National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;10/01/51 | &nbsp;&nbsp;56976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46440881 |
| Federal National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;11/01/51 | &nbsp;&nbsp;59928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48827839 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;05/01/50 | &nbsp;&nbsp;10757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9233914 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;06/01/50 | &nbsp;&nbsp;96277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82692282 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;07/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;4780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4105831 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;08/01/50 | &nbsp;&nbsp;56209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48225627 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;09/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;3637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3121191 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;10/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3663016 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;11/01/50 | &nbsp;&nbsp;32109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27547852 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;01/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;4856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4152265 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;01/01/51 | &nbsp;&nbsp;81303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69591221 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;02/01/51 | 115218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98779323 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;03/01/51 | &nbsp;&nbsp;80188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68781356 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;04/01/51 | 123679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105976227 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;05/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;5261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4494548 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;05/01/51 | &nbsp;&nbsp;67512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57827298 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;06/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;6027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5209233 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;06/01/51 | &nbsp;&nbsp;44152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37811859 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;06/01/51 | &nbsp;&nbsp;97182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83226385 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;07/01/51 | &nbsp;&nbsp;63580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54439777 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;09/01/51 | &nbsp;&nbsp;20309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17379811 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;10/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;9146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7810167 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;10/01/51 | &nbsp;&nbsp;86953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74398408 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;11/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;4993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4282360 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;11/01/51 | &nbsp;&nbsp;59240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50677494 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;12/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;2192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1877125 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;12/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;6789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5805587 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;01/01/52 | &nbsp;&nbsp;26191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22396671 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;02/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;6442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5588377 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;03/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;3435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2936496 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;03/01/52 | &nbsp;&nbsp;56701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49110147 |
| Federal National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;09/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691515 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;03/01/45 | &nbsp;&nbsp;&nbsp;&nbsp;2593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2401457 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;09/01/50 | &nbsp;&nbsp;27635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24698666 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;04/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565508 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;05/01/51 | &nbsp;&nbsp;25675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22920944 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;06/01/51 | &nbsp;&nbsp;11445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10179056 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;07/01/51 | 104137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92911476 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;08/01/51 | &nbsp;&nbsp;10691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9525182 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;10/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089709 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;11/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;2462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2194934 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;11/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;6482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5796824 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** |
| Federal National Mortgage Assoc. | 3.000% | &nbsp;&nbsp;12/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp; $135961 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;12/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251351 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;12/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;4105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3686729 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;01/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182556 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;01/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348319 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;01/01/52 | &nbsp;&nbsp;12054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10787900 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;01/01/52 | 129082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114560585 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;02/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522173 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;02/01/52 | 121759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108894477 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;02/01/52 | 161276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143296214 |
| Federal National Mortgage Assoc.(k)(kk) | 3.000 | &nbsp;&nbsp;03/01/52 | 347647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308844873 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;05/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774426 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;07/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;1319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173989 |
| Federal National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;07/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;5448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850144 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;12/01/42 | &nbsp;&nbsp;&nbsp;&nbsp;3264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3109096 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;05/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;1868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1747687 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;07/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402191 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;07/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796439 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;08/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785142 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;09/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;6972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6518632 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;09/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;8230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7688074 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;10/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;4249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3971662 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;11/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;1805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679820 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;01/01/50 | &nbsp;&nbsp;10413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9728878 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;02/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34094 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;03/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1659093 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;03/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;6329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5915045 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;04/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;4068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3795859 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;06/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;2071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1931778 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;09/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313647 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;07/01/51 | &nbsp;&nbsp;19424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18098719 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;12/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895367 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;01/01/52 | &nbsp;&nbsp;14697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13676942 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;03/01/52 | &nbsp;&nbsp;16856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15649435 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;03/01/52 | &nbsp;&nbsp;25726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23976489 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;04/01/52 | 133468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123589149 |
| Federal National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;06/01/52 | &nbsp;&nbsp;55557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51645113 |
| Federal National Mortgage Assoc. | 4.000 | &nbsp;&nbsp;12/01/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97296 |
| Federal National Mortgage Assoc. | 4.000 | &nbsp;&nbsp;04/01/52 | &nbsp;&nbsp;27407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26442099 |
| Federal National Mortgage Assoc. | 4.000 | &nbsp;&nbsp;04/01/52 | &nbsp;&nbsp;28926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27746068 |
| Federal National Mortgage Assoc. | 4.000 | &nbsp;&nbsp;05/01/52 | 214179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205009385 |
| Federal National Mortgage Assoc. | 4.000 | &nbsp;&nbsp;04/01/53 | &nbsp;&nbsp;26946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25894355 |
| Federal National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;02/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428 |
| Federal National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;08/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1803 |
| Federal National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;07/01/41 | &nbsp;&nbsp;&nbsp;&nbsp;1961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1969046 |
| Federal National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;11/01/42 | &nbsp;&nbsp;10118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10158703 |
| Federal National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;10/01/44 | &nbsp;&nbsp;&nbsp;&nbsp;9988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10071558 |
| Federal National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;01/01/45 | &nbsp;&nbsp;10474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10483951 |
| Federal National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;09/01/46 | &nbsp;&nbsp;&nbsp;&nbsp;4046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4049884 |
| Federal National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;07/01/48 | &nbsp;&nbsp;&nbsp;&nbsp;3248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3237022 |
| Federal National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;05/01/49 | &nbsp;&nbsp;12645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12544054 |
| Federal National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;09/01/49 | &nbsp;&nbsp;27662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27546998 |
| Federal National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;TBA | &nbsp;&nbsp;73500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73376391 |
| Federal National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;TBA | 132500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132132246 |
| Federal National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;03/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189058 |
| Federal National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;07/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;1451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1487496 |
| Federal National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;07/01/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370819 |
| Federal National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;09/01/44 | &nbsp;&nbsp;31257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32007250 |
| Federal National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;07/01/52 | &nbsp;&nbsp;19149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19226630 |
| Federal National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;08/01/52 | 125574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126078378 |
| Federal National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;07/01/54 | &nbsp;&nbsp;&nbsp;&nbsp;1836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836988 |
| Federal National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;12/01/54 | 142201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142250026 |
| Federal National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;01/01/55 | &nbsp;&nbsp;38430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38441110 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** |
| Federal National Mortgage Assoc. | 5.500% | &nbsp;&nbsp;07/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp; $8931 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;08/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;10/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14844 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;11/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;04/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1368 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;04/01/34 | &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;7226 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;04/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44805 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;05/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11746 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;03/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324453 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;11/01/52 | &nbsp;&nbsp;29136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29729810 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;12/01/54 | 181680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184285658 |
| Federal National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;02/01/55 | &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;— |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;09/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;11/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1201 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;03/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;10/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1772 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;11/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40108 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;02/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43143 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;11/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10846 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;11/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14824 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;04/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;04/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;04/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3855 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;06/01/37 | &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;4357 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;11/01/52 | &nbsp;&nbsp;52897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54528425 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;12/01/52 | &nbsp;&nbsp;32117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33170161 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;04/01/53 | &nbsp;&nbsp;16908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17440146 |
| Federal National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;08/01/53 | &nbsp;&nbsp;15951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16417298 |
| Federal National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;07/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964 |
| Federal National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;08/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4036 |
| Federal National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;09/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 |
| Federal National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;09/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14134 |
| Federal National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;09/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16966 |
| Federal National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;09/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17037 |
| Federal National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;10/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10117 |
| Federal National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;04/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13914 |
| Federal National Mortgage Assoc. | 6.625 | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33636269 |
| Federal National Mortgage Assoc. | 7.000 | &nbsp;&nbsp;05/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4812 |
| Federal National Mortgage Assoc. | 7.000 | &nbsp;&nbsp;06/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1817 |
| Federal National Mortgage Assoc. | 7.000 | &nbsp;&nbsp;01/01/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672644 |
| Federal National Mortgage Assoc. | 7.000 | &nbsp;&nbsp;02/01/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537273 |
| Federal National Mortgage Assoc. | 7.000 | &nbsp;&nbsp;03/01/53 | &nbsp;&nbsp;&nbsp;&nbsp;2227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2329692 |
| Federal National Mortgage Assoc. | 7.000 | &nbsp;&nbsp;06/01/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528890 |
| Freddie Mac Coupon Strips | 4.518(s) | &nbsp;&nbsp;07/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4057640 |
| Freddie Mac Coupon Strips | 4.809(s) | &nbsp;&nbsp;07/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401639 |
| Freddie Mac Coupon Strips | 5.245(s) | &nbsp;&nbsp;03/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343853 |
| Freddie Mac Strips | 1.475(s) | &nbsp;&nbsp;03/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6154871 |
| Freddie Mac Strips | 4.445(s) | &nbsp;&nbsp;07/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3826902 |
| Government National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;10/20/50 | &nbsp;&nbsp;90940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75687989 |
| Government National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;12/20/50 | 134307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111780998 |
| Government National Mortgage Assoc. | 2.000 | &nbsp;&nbsp;01/20/51 | &nbsp;&nbsp;16798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13980617 |
| Government National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;01/20/51 | &nbsp;&nbsp;51997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45098264 |
| Government National Mortgage Assoc. | 2.500 | &nbsp;&nbsp;03/20/51 | &nbsp;&nbsp;73686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63864468 |
| Government National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;01/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47923 |
| Government National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;03/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10209 |
| Government National Mortgage Assoc. | 3.000 | &nbsp;&nbsp;03/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91876 |
| Government National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52408 |
| Government National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;03/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;3465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3255231 |
| Government National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;07/20/47 | &nbsp;&nbsp;11258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10563932 |
| Government National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;10/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;8085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7578781 |
| Government National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;12/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;3018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2822777 |
| Government National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;11/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;2398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2219305 |
| Government National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;12/20/51 | 181984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168406169 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** | **U.S. Government Agency Obligations (Continued)** |
| Government National Mortgage Assoc. | 3.500% | &nbsp;&nbsp;01/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;87175 | &nbsp;&nbsp; $80852393 |
| Government National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;03/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;59169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54932372 |
| Government National Mortgage Assoc. | 3.500 | &nbsp;&nbsp;04/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;96826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89564101 |
| Government National Mortgage Assoc. | 4.000 | &nbsp;&nbsp;11/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253859 |
| Government National Mortgage Assoc. | 4.000 | &nbsp;&nbsp;03/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6622150 |
| Government National Mortgage Assoc. | 4.000 | &nbsp;&nbsp;06/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;49940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47657607 |
| Government National Mortgage Assoc. | 4.000 | &nbsp;&nbsp;07/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4310361 |
| Government National Mortgage Assoc. | 4.000 | &nbsp;&nbsp;08/20/52 | &nbsp;&nbsp;&nbsp;114795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109497440 |
| Government National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;02/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708032 |
| Government National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;07/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;75221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74034490 |
| Government National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;08/20/52 | &nbsp;&nbsp;&nbsp;205714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202469956 |
| Government National Mortgage Assoc. | 4.500 | &nbsp;&nbsp;09/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6606782 |
| Government National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89978593 |
| Government National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;08/20/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217041 |
| Government National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;09/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;67897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68222148 |
| Government National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;02/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;14408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14464263 |
| Government National Mortgage Assoc. | 5.000 | &nbsp;&nbsp;11/20/54 | &nbsp;&nbsp;&nbsp;165142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165302149 |
| Government National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;09/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4274071 |
| Government National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;10/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;21049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21473669 |
| Government National Mortgage Assoc. | 5.500 | &nbsp;&nbsp;11/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;57657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58808489 |
| Government National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;01/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8796 |
| Government National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;03/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1984 |
| Government National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;05/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3297 |
| Government National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;06/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402 |
| Government National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;12/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10019 |
| Government National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;12/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;20309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20930167 |
| Government National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;01/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8015495 |
| Government National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;02/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;28219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29070761 |
| Government National Mortgage Assoc. | 6.000 | &nbsp;&nbsp;06/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4874862 |
| Government National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;51500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53253394 |
| Government National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;09/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13514 |
| Government National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;09/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22386 |
| Government National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13667 |
| Government National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40394 |
| Government National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;07/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| Government National Mortgage Assoc. | 6.500 | &nbsp;&nbsp;03/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8621387 |
| Government National Mortgage Assoc. | 7.000 | &nbsp;&nbsp;09/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530654 |
| Government National Mortgage Assoc. | 7.000 | &nbsp;&nbsp;10/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1792835 |
| Government National Mortgage Assoc. | 8.000 | &nbsp;&nbsp;08/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| Government National Mortgage Assoc. | 8.500 | &nbsp;&nbsp;06/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| Government National Mortgage Assoc. | 8.500 | &nbsp;&nbsp;08/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
| Resolution Funding Corp., Unsec'd. Notes, Series A | 8.625 | &nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502997 |
| Resolution Funding Corp. Interest Strips, Bonds | 2.508(s) | &nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069949 |
| Resolution Funding Corp. Interest Strips, Bonds | 3.599(s) | &nbsp;&nbsp;04/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;18610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15727946 |
| Resolution Funding Corp. Principal Strips, Bonds | 4.827(s) | &nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2684438 |
| Tennessee Valley Authority, Sr. Unsec'd. Notes | 5.980 | &nbsp;&nbsp;04/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881814 |
| Tennessee Valley Authority Generic Strips, Bonds | 1.886(s) | &nbsp;&nbsp;09/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274046 |
| Tennessee Valley Authority Generic Strips, Bonds | 2.338(s) | &nbsp;&nbsp;09/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1762409 |
| Tennessee Valley Authority Generic Strips, Bonds | 4.951(s) | &nbsp;&nbsp;07/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;13972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8675233 |
| Tennessee Valley Authority Principal Strips, Bonds | 3.037(s) | &nbsp;&nbsp;05/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4348169 |
| Tennessee Valley Authority Principal Strips, Bonds | 3.874(s) | &nbsp;&nbsp;06/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835832 |
| U.S. International Development Finance Corp., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Gov't. Gtd. Notes, Series 2 | 3.190 | &nbsp;&nbsp;10/05/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2085847 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Gov't. Gtd. Notes, Series 4 | 3.000 | &nbsp;&nbsp;10/05/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4821950 |
| U.S. International Development Finance Corp., U.S. Gov't. Gtd. Notes | 3.250 | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074664 |
| U.S. International Development Finance Corp., U.S. Gov't. Gtd. Notes | 3.370 | &nbsp;&nbsp;10/05/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4992165 |
| **Total U.S. Government Agency Obligations<br> (cost $9,010,645,898)** | **Total U.S. Government Agency Obligations<br> (cost $9,010,645,898)** | **Total U.S. Government Agency Obligations<br> (cost $9,010,645,898)** | **Total U.S. Government Agency Obligations<br> (cost $9,010,645,898)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9104727065 |
| **U.S. Treasury Obligations 10.0%** | **U.S. Treasury Obligations 10.0%** | **U.S. Treasury Obligations 10.0%** | **U.S. Treasury Obligations 10.0%** | **U.S. Treasury Obligations 10.0%** |
| U.S. Treasury Bonds | 1.375 | &nbsp;&nbsp;08/15/50 | &nbsp;&nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323503125 |
| U.S. Treasury Bonds(k)(kk) | 1.625 | &nbsp;&nbsp;11/15/50 | 1145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598620312 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Interest<br> Rate** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Principal 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 Bonds | 2.375% | &nbsp;&nbsp;02/15/42 | &nbsp;&nbsp;31085 | &nbsp;&nbsp; $22798905 |
| U.S. Treasury Bonds | 2.500 | &nbsp;&nbsp;02/15/45 | 119645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84461892 |
| U.S. Treasury Bonds | 2.500 | &nbsp;&nbsp;02/15/46 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69453125 |
| U.S. Treasury Bonds | 2.875 | &nbsp;&nbsp;05/15/43 | 291315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225450499 |
| U.S. Treasury Bonds(k) | 3.000 | &nbsp;&nbsp;11/15/44 | 208810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161077339 |
| U.S. Treasury Bonds | 3.000 | &nbsp;&nbsp;02/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733906 |
| U.S. Treasury Bonds | 3.250 | &nbsp;&nbsp;05/15/42 | &nbsp;&nbsp;90665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75322782 |
| U.S. Treasury Bonds | 4.000 | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;30330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27676125 |
| U.S. Treasury Bonds | 4.000 | &nbsp;&nbsp;11/15/52 | 311340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268725338 |
| U.S. Treasury Bonds | 4.125 | &nbsp;&nbsp;08/15/44 | 544830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498349191 |
| U.S. Treasury Bonds | 4.375 | &nbsp;&nbsp;08/15/43 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95187500 |
| U.S. Treasury Bonds(h) | 4.500 | &nbsp;&nbsp;02/15/44 | 590860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569625969 |
| U.S. Treasury Bonds(h) | 4.625 | &nbsp;&nbsp;05/15/44 | 679595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664622673 |
| U.S. Treasury Bonds | 4.625 | &nbsp;&nbsp;11/15/44 | 448890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438018445 |
| U.S. Treasury Bonds(k) | 4.750 | &nbsp;&nbsp;11/15/43 | 374515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372993533 |
| U.S. Treasury Bonds | 4.750 | &nbsp;&nbsp;05/15/55 | &nbsp;&nbsp;20850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20377617 |
| U.S. Treasury Notes | 3.500 | &nbsp;&nbsp;01/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294147 |
| U.S. Treasury Notes | 3.750 | &nbsp;&nbsp;01/31/31 | 126920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126607658 |
| U.S. Treasury Notes | 4.000 | &nbsp;&nbsp;01/31/33 | 106565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106386004 |
| U.S. Treasury Strips Coupon(k) | 2.364(s) | &nbsp;&nbsp;05/15/45 | &nbsp;&nbsp;32250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12109674 |
| U.S. Treasury Strips Coupon(k) | 2.389(s) | &nbsp;&nbsp;05/15/43 | &nbsp;&nbsp;13155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5534010 |
| U.S. Treasury Strips Coupon(k) | 2.736(s) | &nbsp;&nbsp;02/15/45 | &nbsp;&nbsp;38745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14752580 |
| U.S. Treasury Strips Coupon | 2.747(s) | &nbsp;&nbsp;05/15/41 | &nbsp;&nbsp;34005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16138959 |
| U.S. Treasury Strips Coupon(k) | 3.146(s) | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;74569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30439423 |
| U.S. Treasury Strips Coupon(k) | 3.165(s) | &nbsp;&nbsp;08/15/41 | &nbsp;&nbsp;33805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15803438 |
| U.S. Treasury Strips Coupon(h)(k) | 3.212(s) | &nbsp;&nbsp;08/15/44 | 132650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51866309 |
| U.S. Treasury Strips Coupon(h)(k) | 3.619(s) | &nbsp;&nbsp;05/15/44 | 128320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50916086 |
| U.S. Treasury Strips Coupon(k) | 3.826(s) | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;49085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18931575 |
| U.S. Treasury Strips Coupon(k) | 3.922(s) | &nbsp;&nbsp;08/15/45 | &nbsp;&nbsp;42525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15745480 |
| U.S. Treasury Strips Coupon(h) | 3.926(s) | &nbsp;&nbsp;08/15/42 | &nbsp;&nbsp;63055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27715269 |
| U.S. Treasury Strips Coupon(k) | 4.335(s) | &nbsp;&nbsp;08/15/51 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13552159 |
| U.S. Treasury Strips Coupon(k) | 4.349(s) | &nbsp;&nbsp;02/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896243 |
| U.S. Treasury Strips Coupon(k) | 4.369(s) | &nbsp;&nbsp;05/15/42 | &nbsp;&nbsp;18020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8046591 |
| U.S. Treasury Strips Coupon(k) | 4.454(s) | &nbsp;&nbsp;08/15/43 | &nbsp;&nbsp;67960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28152276 |
| U.S. Treasury Strips Coupon(k) | 4.500(s) | &nbsp;&nbsp;05/15/46 | &nbsp;&nbsp;23485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8371437 |
| U.S. Treasury Strips Coupon(k) | 4.516(s) | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;14970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6483967 |
| U.S. Treasury Strips Coupon(k) | 4.522(s) | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;76475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27947655 |
| U.S. Treasury Strips Coupon(h)(k) | 4.531(s) | &nbsp;&nbsp;11/15/41 | 160330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73988062 |
| U.S. Treasury Strips Coupon(k) | 4.608(s) | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;6925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2166103 |
| U.S. Treasury Strips Coupon(k) | 4.675(s) | &nbsp;&nbsp;02/15/41 | &nbsp;&nbsp;41575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20030748 |
| U.S. Treasury Strips Coupon(k) | 4.685(s) | &nbsp;&nbsp;08/15/40 | &nbsp;&nbsp;10470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5196771 |
| U.S. Treasury Strips Coupon(k) | 4.813(s) | &nbsp;&nbsp;02/15/42 | &nbsp;&nbsp;36390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16486607 |
| U.S. Treasury Strips Coupon(k) | 4.920(s) | &nbsp;&nbsp;08/15/48 | &nbsp;&nbsp;25990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8233877 |
| U.S. Treasury Strips Coupon(k) | 4.924(s) | &nbsp;&nbsp;02/15/49 | &nbsp;&nbsp;19925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6147892 |
| **Total U.S. Treasury Obligations<br> (cost $5,576,800,359)** | **Total U.S. Treasury Obligations<br> (cost $5,576,800,359)** | **Total U.S. Treasury Obligations<br> (cost $5,576,800,359)** | **Total U.S. Treasury Obligations<br> (cost $5,576,800,359)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5235939276 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Shares** |  |
| **Affiliated Exchange-Traded Funds 0.4%** | **Affiliated Exchange-Traded Funds 0.4%** | **Affiliated Exchange-Traded Funds 0.4%** | **Affiliated Exchange-Traded Funds 0.4%** |
| PGIM AAA CLO ETF | PGIM AAA CLO ETF | 1842395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94957038 |
| PGIM Active High Yield Bond ETF | PGIM Active High Yield Bond ETF | &nbsp;&nbsp;&nbsp;492000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17564400 |
| PGIM Corporate Bond 0-5 Year ETF | PGIM Corporate Bond 0-5 Year ETF | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5056480 |
| PGIM Corporate Bond 5-10 Year ETF | PGIM Corporate Bond 5-10 Year ETF | 1450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73685375 |
| **Total Affiliated Exchange-Traded Funds<br> (cost $190,555,709)** | **Total Affiliated Exchange-Traded Funds<br> (cost $190,555,709)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191263293 |
| **Common Stocks 0.2%** | **Common Stocks 0.2%** | **Common Stocks 0.2%** | **Common Stocks 0.2%** |
| **Chemicals 0.0%** | **Chemicals 0.0%** | **Chemicals 0.0%** | **Chemicals 0.0%** |
| TPC Group, Inc.\* |  | &nbsp;&nbsp;&nbsp;353022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6471952 |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (Continued)** | **Common Stocks (Continued)** | **Common Stocks (Continued)** |
| **Containers & Packaging 0.0%** | **Containers & Packaging 0.0%** | **Containers & Packaging 0.0%** |
| Ardagh Packaging Finance PLC Equity, 144A\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp; $1239 |
| **Interactive Media & Services 0.0%** | **Interactive Media & Services 0.0%** | **Interactive Media & Services 0.0%** |
| Diamond Sports Group LLC\*(x) | &nbsp;&nbsp;&nbsp;&nbsp;791890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148875 |
| **Oil, Gas & Consumable Fuels 0.1%** | **Oil, Gas & Consumable Fuels 0.1%** | **Oil, Gas & Consumable Fuels 0.1%** |
| Expand Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;450899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50685557 |
| **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** |
| Endo, Inc. (Class A1 Stock), 144A^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Wireless Telecommunication Services 0.1%** | **Wireless Telecommunication Services 0.1%** | **Wireless Telecommunication Services 0.1%** |
| Digicel International Finance Ltd. (Jamaica)\*(x) | &nbsp;&nbsp;1695385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30941624 |
| **Total Common Stocks<br> (cost $10,997,536)** | **Total Common Stocks<br> (cost $10,997,536)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88249247 |
| **Preferred Stocks 0.2%** | **Preferred Stocks 0.2%** | **Preferred Stocks 0.2%** |
| **Banks 0.0%** | **Banks 0.0%** | **Banks 0.0%** |
| Citigroup Capital XIII, 10.470%(c), 3 Month SOFR + 6.632%, Maturing 10/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659780 |
| **Capital Markets 0.0%** | **Capital Markets 0.0%** | **Capital Markets 0.0%** |
| State Street Corp., 5.350%(ff), Series G, Maturing 03/15/26(a)(oo) | &nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7380450 |
| **Electronic Equipment, Instruments & Components 0.2%** | **Electronic Equipment, Instruments & Components 0.2%** | **Electronic Equipment, Instruments & Components 0.2%** |
| QXO, Inc., 4.750%, Maturing 12/31/79^ | 75970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75970000 |
| **Wireless Telecommunication Services 0.0%** | **Wireless Telecommunication Services 0.0%** | **Wireless Telecommunication Services 0.0%** |
| Digicel International Finance Ltd. (Jamaica)\*^(x) | &nbsp;&nbsp;&nbsp;&nbsp;110440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1386265 |
| **Total Preferred Stocks<br> (cost $84,785,071)** | **Total Preferred Stocks<br> (cost $84,785,071)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85396495 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Units** |  |
| **Warrants\* 0.0%** | **Warrants\* 0.0%** | **Warrants\* 0.0%** |
| **Hotels, Restaurants & Leisure 0.0%** | **Hotels, Restaurants & Leisure 0.0%** | **Hotels, Restaurants & Leisure 0.0%** |
| Codere Group Topco SA (Spain), expiring 09/30/34^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 |
| **Interactive Media & Services 0.0%** | **Interactive Media & Services 0.0%** | **Interactive Media & Services 0.0%** |
| Diamond Sports Group LLC, expiring 06/30/26(x) | 1481098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| **Total Warrants<br> (cost $7,763)** | **Total Warrants<br> (cost $7,763)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
| **Total Long-Term Investments, BEFORE LONG-TERM OPTIONS WRITTEN 98.9%<br> (cost $52,334,029,983)** | **Total Long-Term Investments, BEFORE LONG-TERM OPTIONS WRITTEN 98.9%<br> (cost $52,334,029,983)** | &nbsp;&nbsp;&nbsp;51850866799 |
| **Options Written\*~ (0.0)%** | **Options Written\*~ (0.0)%** | **Options Written\*~ (0.0)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $1,483,130) | &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $1,483,130) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13856) |
| **TOTAL LONG-TERM INVESTMENTS, NET OF LONG-TERM OPTIONS WRITTEN 98.9%<br> (cost $52,332,546,853)** | **TOTAL LONG-TERM INVESTMENTS, NET OF LONG-TERM OPTIONS WRITTEN 98.9%<br> (cost $52,332,546,853)** | &nbsp;&nbsp;&nbsp;51850852943 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **Short-Term Investments 3.1%** | **Short-Term Investments 3.1%** | **Short-Term Investments 3.1%** |
| **Affiliated Mutual Funds 3.1%** |  |  |
| PGIM Core Government Money Market Fund (7-day effective yield 3.805%)(wa) | &nbsp;&nbsp;933062202 | &nbsp;&nbsp; $933062202 |
| PGIM Institutional Money Market Fund (7-day effective yield 3.853%)<br> (cost $689,865,347; includes $688,042,102 of cash collateral for securities on loan)(b)(wa) | &nbsp;&nbsp;690337578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689923376 |
| **Total Affiliated Mutual Funds<br> (cost $1,622,927,549)** | **Total Affiliated Mutual Funds<br> (cost $1,622,927,549)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622985578 |
| **Options Purchased\*~ 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(cost $6,631,295) | &nbsp;&nbsp;&nbsp;&nbsp;(cost $6,631,295) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3618338 |
| **Total Short-Term Investments<br> (cost $1,629,558,844)** | **Total Short-Term Investments<br> (cost $1,629,558,844)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1626603916 |
| **TOTAL INVESTMENTS, BEFORE SHORT-TERM OPTIONS WRITTEN 102.0%<br> (cost $53,962,105,697)** | **TOTAL INVESTMENTS, BEFORE SHORT-TERM OPTIONS WRITTEN 102.0%<br> (cost $53,962,105,697)** | &nbsp;&nbsp;&nbsp;&nbsp;53477456859 |
| **Options Written\*~ (0.0)%** | **Options Written\*~ (0.0)%** | **Options Written\*~ (0.0)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $11,220,776) | &nbsp;&nbsp;&nbsp;&nbsp;(premiums received $11,220,776) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7045684) |
| **TOTAL INVESTMENTS, NET OF SHORT-TERM OPTIONS WRITTEN 102.0%<br> (cost $53,950,884,921)** | **TOTAL INVESTMENTS, NET OF SHORT-TERM OPTIONS WRITTEN 102.0%<br> (cost $53,950,884,921)** | &nbsp;&nbsp;&nbsp;&nbsp;53470411175 |
| Liabilities in excess of other assets(z) (2.0)% | Liabilities in excess of other assets(z) (2.0)% | &nbsp;&nbsp;&nbsp;&nbsp;(1027192647) |
| **Net Assets 100.0%** | **Net Assets 100.0%** | $52443218528 |

---

------

See the Glossary for a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings:

---

| |
|:---|
| BRL—Brazilian Real |
| CLP—Chilean Peso |
| CNH—Chinese Renminbi |
| COP—Colombian Peso |
| CZK—Czech Koruna |
| EUR—Euro |
| GBP—British Pound |
| HUF—Hungarian Forint |
| IDR—Indonesian Rupiah |
| INR—Indian Rupee |
| JPY—Japanese Yen |
| KRW—South Korean Won |
| MXN—Mexican Peso |
| PEN—Peruvian Nuevo Sol |
| PHP—Philippine Peso |
| PLN—Polish Zloty |
| SGD—Singapore Dollar |
| THB—Thai Baht |
| TRY—Turkish Lira |
| TWD—New Taiwanese Dollar |
| USD—US Dollar |
| ZAR—South African Rand |

---

---

| |
|:---|
| 144A—Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, pursuant to the requirements of Rule 144A, may not be resold except to qualified institutional buyers. |
| A—Annual payment frequency for swaps |
| ABS—Asset-Backed Security |
| ACE—Adjusted Current Earnings |
| AID—Agency for International Development |
| BABs—Build America Bonds |
| BARC—Barclays Bank PLC |
| BNP—BNP Paribas S.A. |
| BNY—Bank of New York Mellon |
| BOA—Bank of America, N.A. |
| BROIS—Brazil Overnight Index Swap |
| CDX—Credit Derivative Index |
| CF—CF Secured, LLC |
| CGM—Citigroup Global Markets, Inc. |
| CITI—Citibank, N.A. |

---

------

#### PGIM Total Return Bond Fund

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

---

| |
|:---|
| CLO—Collateralized Loan Obligation |
| CMS—Constant Maturity Swap |
| CMT—Constant Maturity Treasury |
| COFI—Cost of Funds Index |
| 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 |
| iBoxx—Bond Market Indices |
| IO—Interest Only (Principal amount represents notional) |
| JPM—JPMorgan Chase Bank N.A. |
| LP—Limited Partnership |
| M—Monthly payment frequency for swaps |
| MSC—Morgan Stanley & Co. LLC |
| MSI—Morgan Stanley & Co. International PLC |
| MTN—Medium Term Note |
| N/A—Not Applicable |
| OBX—Oslo Stock Exchange |
| OTC—Over-the-counter |
| PIK—Payment-in-Kind |
| PJSC—Public Joint-Stock Company |
| PO—Principal Only |
| Q—Quarterly payment frequency for swaps |
| RBC—Royal Bank of Canada |
| REITs—Real Estate Investment Trust |
| REMIC—Real Estate Mortgage Investment Conduit |
| SCB—Standard Chartered Bank |
| SG—Societe Generale |
| SOFR—Secured Overnight Financing Rate |
| SONIA—Sterling Overnight Index Average |
| SSB—State Street Bank & Trust Company |
| T—Swap payment upon termination |
| TBA—To Be Announced |
| TD—The Toronto-Dominion Bank |
| UAG—UBS AG |
| USOIS—United States Overnight Index Swap |

---

---

| | |
|:---|:---|
| \* | Non-income producing security. |
| # | Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
| ~ | See tables subsequent to the Schedule of Investments for options detail. Excludes centrally cleared swaptions. |
| ^ | Indicates a Level 3 instrument. The aggregate value of Level 3 instruments is $694,930,461 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 $673,061,215; cash collateral of $688,042,102 (included in liabilities) was received with which the Fund purchased highly liquid short-term investments. In the event of significant appreciation in value of securities on loan on the last business day of the reporting period, the Fund may reflect a collateral value that is less than the market value of the loaned securities and such shortfall is remedied the following business day. |
| (b) | Represents security, or portion thereof, purchased with cash collateral received for securities on loan and includes dividend reinvestment. |
| (c) | Variable rate instrument. The interest rate shown reflects the rate in effect at January 31, 2026. |
| (cc) | Variable rate instrument. The rate shown is based on the latest available information as of January 31, 2026. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description. |
| (d) | Represents issuer in default on interest payments and/or principal repayment. Non-income producing security. Such securities may be post-maturity. |
| (ff) | Variable rate security. Security may be issued at a fixed coupon rate, which converts to a variable rate at a specified date. Rate shown is the rate in effect as of period end. |
| (h) | Represents security, or a portion thereof, segregated as collateral for OTC derivatives. |
| (k) | Represents security, or a portion thereof, segregated as collateral for centrally cleared/exchange-traded derivatives. |
| (kk) | Represents security, or a portion thereof, segregated as collateral for TBA securities. |
| (oo) | Perpetual security. Maturity date represents next call date. |
| (r) | Principal or notional amount is less than $500 par. |
| (s) | Represents zero coupon bond or principal only security. Rate represents yield to maturity at purchase date. |
| (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. |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

#### Schedule of Investments as of January 31, 2026 (unaudited) (continued)
(x) Restricted Securities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Issuer** | **Acquisition<br> Date** | **Original<br> Cost** | **Market<br> Value** | **Percentage<br> of<br> Net Assets** |
| 20 Times Square Trust,<br> Series 2018-20TS, Class G, 144A, 3.100%(cc), 05/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/09/18 | $35678061 | $34143150 | 0.1% |
| 20 Times Square Trust,<br> Series 2018-20TS, Class H, 144A, 3.100%(cc), 05/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/09/18 | &nbsp;&nbsp;&nbsp;&nbsp;35625556 | &nbsp;&nbsp;&nbsp;&nbsp;34013363 | 0.1 |
| Diamond Sports Group LLC\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148875 | 0.0 |
| Diamond Sports Group LLC, expiring 06/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | 0.0 |
| Digicel Group Holdings Ltd. (Jamaica) Sr. Sec'd. Notes, Series 1B14, 144A, 0.000%, 12/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/14/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | 0.0 |
| Digicel Group Holdings Ltd. (Jamaica) Sr. Sec'd. Notes, Series 3B14, 144A, 0.000%, 12/31/30^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/14/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 0.0 |
| Digicel International Finance Ltd. (Jamaica)\*^ | 01/26/24-01/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1386265 | 0.0 |
| Digicel International Finance Ltd. (Jamaica)\* | 01/29/24-01/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2056652 | &nbsp;&nbsp;&nbsp;&nbsp;30941624 | 0.1 |
| Digicel International Finance Ltd./DIFL US LLC (Jamaica), Sr. Sec'd. Notes, 144A, 8.625%, 08/01/32 | 07/30/25-09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;57744594 | &nbsp;&nbsp;&nbsp;&nbsp;59924827 | 0.1 |
| DISH DBS Corp., Gtd. Notes, 5.125%, 06/01/29 | 07/06/21-07/16/21 | &nbsp;&nbsp;&nbsp;&nbsp;14806534 | &nbsp;&nbsp;&nbsp;&nbsp;13230750 | 0.0 |
| DISH DBS Corp., Gtd. Notes, 7.375%, 07/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/25/20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331103 | 0.0 |
| DISH DBS Corp., Gtd. Notes, 7.750%, 07/01/26 | 09/19/16-09/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;99561992 | &nbsp;&nbsp;&nbsp;&nbsp;96089928 | 0.2 |
| DISH Network Corp., Sr. Sec'd. Notes, 144A, 11.750%, 11/15/27 | 02/28/23-02/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;33565593 | &nbsp;&nbsp;&nbsp;&nbsp;33480540 | 0.1 |
| EchoStar Corp., Sr. Sec'd. Notes, 10.750%, 11/30/29 | 05/13/25-10/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;77321039 | &nbsp;&nbsp;&nbsp;&nbsp;82602849 | 0.1 |
| Greystone Commercial Capital Trust, Sr. Unsec'd. Notes, Series A, 144A, 1 Month SOFR + 3.150%, 7.460%(c), 05/31/26^(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/18/21 | &nbsp;&nbsp;&nbsp;196471029 | &nbsp;&nbsp;&nbsp;174859216 | 0.3 |
| &nbsp;&nbsp;&nbsp;**Total** |  | $555637817 | $561152537 | 1.1% |

---

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Borrower** | **Principal<br> Amount<br> (000)#** | **Current<br> Value** | **Unrealized<br> Appreciation** | **Unrealized<br> Depreciation** |
| ClubCorp Holdings, Inc., Delayed Draw Term Loan, Delayed Draw Term Loan, 1.000%, Maturity Date 07/09/32 (cost $1,032,761)^ | &nbsp;&nbsp;&nbsp; 1047 | $1034138 | &nbsp;&nbsp;&nbsp;&nbsp; $1377 | $— |
| ClubCorp Holdings, Inc., Revolver Loan, Revolver Loan, 0.500%, Maturity Date 07/10/31 (cost $1,721,269)^ | &nbsp;&nbsp;&nbsp; 1745 | &nbsp;&nbsp;&nbsp;&nbsp;1723563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2294 | &nbsp;&nbsp;&nbsp;— |
| Doncasters US Finance LLC, 2025 Delayed Draw Term Loan, Term Loan, 1.500%, Maturity Date 04/01/30 (cost $10,590,000)^ | 10590 | &nbsp;&nbsp;&nbsp;10669425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79425 | &nbsp;&nbsp;&nbsp;— |
| Dukes Education Group Ltd., PGIM Loan Originator Manager Limited, Acquisition/Capex Facility 6, 1.000%, Maturity Date 11/27/28 (cost $17,903,787)^ | 14131 | &nbsp;&nbsp;&nbsp;19335677 | &nbsp;&nbsp;&nbsp;1431890 | &nbsp;&nbsp;&nbsp;— |
|  |  | $32762803 | $1514986 | $— |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Commitment Contract:** |  |  |  |  |  |  |
| **U.S. Government Agency Obligation** | **Interest<br> Rate** | **Maturity<br> Date** | **Settlement<br> Date** | **Principal<br> Amount<br> (000)#** |  | **Value** |
| Government National Mortgage Assoc.<br> (proceeds receivable $7,068,457) | 4.000% | TBA | 02/19/26 | $(7500) | $(7091107) |  |

---

#### Options Purchased :

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** |
| **Description** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| 3 Month SOFR &nbsp;&nbsp;Call | &nbsp;&nbsp;03/13/26 | &nbsp;&nbsp;$96.38 |  | &nbsp;&nbsp;3354 |  | &nbsp;&nbsp;8385 | &nbsp;&nbsp; $335400 |
| &nbsp;&nbsp;&nbsp;(cost $379,421) |  |  |  |  |  |  |  |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** |
| **Description** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| 2-Year 30 CMS Curve CAP &nbsp;&nbsp;Call | BOA | &nbsp;&nbsp;05/13/26 | &nbsp;&nbsp;1.30% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;190735 | &nbsp;&nbsp; $— |
| 2-Year 30 CMS Curve CAP &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;05/13/26 | &nbsp;&nbsp;1.30% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;381470 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total OTC Traded (cost $424,386)** | **Total OTC Traded (cost $424,386)** |  |  |  |  |  |  | &nbsp;&nbsp;$— |

---

------

#### PGIM Total Return Bond Fund

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

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |  |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;3.21% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.21%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;549400 | &nbsp;&nbsp; $3128068 |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;8.19% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;8.19%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;549400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| CDX.NA.IG.45.V1, 12/20/30 | &nbsp;&nbsp;Put | DB | &nbsp;&nbsp;02/18/26 | &nbsp;&nbsp;0.60% | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154813 |
| **Total OTC Swaptions (cost $5,827,488)** | **Total OTC Swaptions (cost $5,827,488)** | **Total OTC Swaptions (cost $5,827,488)** | **Total OTC Swaptions (cost $5,827,488)** | **Total OTC Swaptions (cost $5,827,488)** | **Total OTC Swaptions (cost $5,827,488)** | **Total OTC Swaptions (cost $5,827,488)** |  |  | &nbsp;&nbsp;$3282938 |
| **Total Options Purchased (cost $6,631,295)** | **Total Options Purchased (cost $6,631,295)** | **Total Options Purchased (cost $6,631,295)** | **Total Options Purchased (cost $6,631,295)** | **Total Options Purchased (cost $6,631,295)** | **Total Options Purchased (cost $6,631,295)** | **Total Options Purchased (cost $6,631,295)** |  |  | &nbsp;&nbsp;$3618338 |

---

#### Options Written :

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** |  |
| **Description** | **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 | 03/13/26 | &nbsp;&nbsp;$96.50 |  | &nbsp;&nbsp;3354 |  | &nbsp;&nbsp;8385 | &nbsp;&nbsp; $(146738) |
| &nbsp;&nbsp;&nbsp;(premiums received $180,148) |  |  |  |  |  |  |  |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** |  |
| Azerbaijan Contingent CAP | &nbsp;&nbsp;Call | DB | &nbsp;&nbsp;12/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;6.86% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;261508 | &nbsp;&nbsp; $(13802) |
| Israel GAP^ | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/24/26 | &nbsp;&nbsp;$85.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54) |
| **Total OTC Traded (premiums received $1,483,130)** | **Total OTC Traded (premiums received $1,483,130)** | **Total OTC Traded (premiums received $1,483,130)** |  |  |  |  |  |  | &nbsp;&nbsp;$(13856) |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| CDX.NA.IG.45.V1, 12/20/30 | &nbsp;&nbsp;Call | DB | &nbsp;&nbsp;02/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;0.53% | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;1300000 |  | &nbsp;&nbsp; $(1913577) |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.49% | &nbsp;&nbsp;3.49%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;549400 |  | &nbsp;&nbsp;&nbsp;&nbsp;(1627588) |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.69% | &nbsp;&nbsp;3.69%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;549400 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(955745) |
| CDX.NA.HY.45.V1, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | BARC | &nbsp;&nbsp;03/18/26 | &nbsp;&nbsp;$102.76 | &nbsp;&nbsp;5.00%(Q) | &nbsp;&nbsp;CDX.NA.HY.45.V1(Q) | &nbsp;&nbsp;&nbsp;&nbsp;105770 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(120844) |
| CDX.NA.HY.45.V1, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | RBC | &nbsp;&nbsp;03/18/26 | &nbsp;&nbsp;$102.76 | &nbsp;&nbsp;5.00%(Q) | &nbsp;&nbsp;CDX.NA.HY.45.V1(Q) | &nbsp;&nbsp;&nbsp;&nbsp;146780 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(167699) |
| CDX.NA.HY.45.V1, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | BARC | &nbsp;&nbsp;03/18/26 | &nbsp;&nbsp;$104.28 | &nbsp;&nbsp;5.00%(Q) | &nbsp;&nbsp;CDX.NA.HY.45.V1(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65210 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106451) |
| CDX.NA.HY.45.V1, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | RBC | &nbsp;&nbsp;03/18/26 | &nbsp;&nbsp;$104.28 | &nbsp;&nbsp;5.00%(Q) | &nbsp;&nbsp;CDX.NA.HY.45.V1(Q) | &nbsp;&nbsp;&nbsp;&nbsp;105090 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(171552) |
| CDX.NA.IG.45.V1, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | DB | &nbsp;&nbsp;02/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;0.80% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) | &nbsp;&nbsp;1300000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52319) |
| CDX.NA.IG.45.V1, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | GSI | &nbsp;&nbsp;05/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;0.70% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) | &nbsp;&nbsp;2189585 |  | &nbsp;&nbsp;&nbsp;&nbsp;(1783171) |
| **Total OTC Swaptions (premiums received $11,040,628)** | **Total OTC Swaptions (premiums received $11,040,628)** | **Total OTC Swaptions (premiums received $11,040,628)** | **Total OTC Swaptions (premiums received $11,040,628)** | **Total OTC Swaptions (premiums received $11,040,628)** | **Total OTC Swaptions (premiums received $11,040,628)** | **Total OTC Swaptions (premiums received $11,040,628)** |  |  | $(6898946) |
| **Total Options Written (premiums received $12,703,906)** | **Total Options Written (premiums received $12,703,906)** | **Total Options Written (premiums received $12,703,906)** | **Total Options Written (premiums received $12,703,906)** | **Total Options Written (premiums received $12,703,906)** | **Total Options Written (premiums received $12,703,906)** | **Total Options Written (premiums received $12,703,906)** |  |  | $(7059540) |

---

#### Options Purchased :

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value at<br> January 31,<br> 2026** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| CDX.NA.IG.45.V1, 12/20/30 | &nbsp;&nbsp;Put | 03/18/26 | &nbsp;&nbsp;0.58% | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;2250000 | &nbsp;&nbsp; $1168853 | &nbsp;&nbsp; $(3443647) |
| CDX.NA.IG.45.V1, 12/20/30 | &nbsp;&nbsp;Put | 03/18/26 | &nbsp;&nbsp;0.85% | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2461 |
| **Total Centrally Cleared Swaptions (cost $4,650,000)** | **Total Centrally Cleared Swaptions (cost $4,650,000)** | **Total Centrally Cleared Swaptions (cost $4,650,000)** | **Total Centrally Cleared Swaptions (cost $4,650,000)** | **Total Centrally Cleared Swaptions (cost $4,650,000)** | **Total Centrally Cleared Swaptions (cost $4,650,000)** | **Total Centrally Cleared Swaptions (cost $4,650,000)** |  | &nbsp;&nbsp;$1208814 | $(3441186) |

---

#### Options Written :

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** |
| **Description** | **Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value at<br> January 31,<br> 2026** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| CDX.NA.IG.45.V1, 12/20/30 &nbsp;&nbsp;Call | 03/18/26 | &nbsp;&nbsp;0.50% | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;2250000 | &nbsp;&nbsp; $(1983796) | &nbsp;&nbsp; $491204 |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** | **Centrally Cleared Swaptions** |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value at<br> January 31,<br> 2026** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| CDX.NA.IG.45.V1, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | 03/18/26 | &nbsp;&nbsp;0.75% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) |  | &nbsp;&nbsp;2250000 | &nbsp;&nbsp; $(469626) | &nbsp;&nbsp; $1667874 |
| CDX.NA.IG.45.V1, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | 05/20/26 | &nbsp;&nbsp;0.70% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(407194) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42806 |
| **Total Centrally Cleared Swaptions (premiums received $5,062,500)** | **Total Centrally Cleared Swaptions (premiums received $5,062,500)** | **Total Centrally Cleared Swaptions (premiums received $5,062,500)** | **Total Centrally Cleared Swaptions (premiums received $5,062,500)** | **Total Centrally Cleared Swaptions (premiums received $5,062,500)** | **Total Centrally Cleared Swaptions (premiums received $5,062,500)** | **Total Centrally Cleared Swaptions (premiums received $5,062,500)** |  | &nbsp;&nbsp;$(2860616) | $2201884 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures contracts outstanding at January 31, 2026:** | **Futures contracts outstanding at January 31, 2026:** | **Futures contracts outstanding at January 31, 2026:** | **Futures contracts outstanding at January 31, 2026:** | **Futures contracts outstanding at January 31, 2026:** |
| **Number<br> of<br> Contracts** | **Type** | **Expiration<br> Date** | **Current<br> Notional<br> Amount** | **Value /<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| **Long Positions:** | **Long Positions:** | **Long Positions:** | **Long Positions:** | **Long Positions:** |
| 6858 | 2 Year U.S. Treasury Notes | Mar. 2026 | $1429839425 | $(1237688) |
| 54637 | 5 Year U.S. Treasury Notes | Mar. 2026 | &nbsp;&nbsp;&nbsp;5951591473 | &nbsp;&nbsp;&nbsp;(29126596) |
| 27908 | 10 Year U.S. Treasury Notes | Mar. 2026 | &nbsp;&nbsp;&nbsp;3120899452 | &nbsp;&nbsp;&nbsp;(24207765) |
| 17097 | 10 Year U.S. Ultra Treasury Notes | Mar. 2026 | &nbsp;&nbsp;&nbsp;1951729406 | &nbsp;&nbsp;&nbsp;(18162302) |
| 12216 | 30 Year U.S. Ultra Treasury Bonds | Mar. 2026 | &nbsp;&nbsp;&nbsp;1434616500 | &nbsp;&nbsp;&nbsp;(21402784) |
|  |  |  |  | &nbsp;&nbsp;&nbsp;(94137135) |
| **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** |
| 2271 | 5 Year Euro-Bobl | Mar. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;313905940 | &nbsp;&nbsp;&nbsp;&nbsp;1033226 |
| 1755 | 10 Year Euro-Bund | Mar. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;266630673 | &nbsp;&nbsp;&nbsp;&nbsp;2390710 |
| 1268 | 20 Year U.S. Treasury Bonds | Mar. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;145978500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689283 |
| 426 | Euro Schatz Index | Mar. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53982653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37478 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;4150697 |
|  |  |  |  | $(89986438) |

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase Bond<br> Forwards** | &nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Strike<br> Price** | &nbsp;&nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** |  |  |
| U.S. Treasury Bond | U.S. Treasury Bond |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 02/15/44 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;07/24/26 | &nbsp;&nbsp;200000 | &nbsp;&nbsp;$85.62 | &nbsp;&nbsp; $171244306 | &nbsp;&nbsp; $170941002 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(303304) |
| &nbsp;&nbsp;&nbsp;4.500%, 02/15/44 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;07/13/26 | &nbsp;&nbsp;245460 | &nbsp;&nbsp;$96.56 | &nbsp;&nbsp;&nbsp;&nbsp;237018795 | &nbsp;&nbsp;&nbsp;&nbsp;235736205 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1282590) |
| &nbsp;&nbsp;&nbsp;4.625%, 05/15/44 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;07/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;95175 | &nbsp;&nbsp;$98.37 | &nbsp;&nbsp;&nbsp;&nbsp;93620333 | &nbsp;&nbsp;&nbsp;&nbsp;92719344 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(900989) |
|  |  |  |  |  | &nbsp;&nbsp;$501883434 | &nbsp;&nbsp;$499396551 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(2486883) |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase<br> Contracts** | **Counterparty** | **Notional<br> Amount<br> (000)** | **Notional<br> Amount<br> (000)** | **Value at<br> Settlement<br> Date** | **Current<br> Value** | **Unrealized<br> Appreciation** | **Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** |
| Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, |
| &nbsp;&nbsp;Expiring 02/03/26 | BARC | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100575 | &nbsp;&nbsp;&nbsp;&nbsp; $18921000 | &nbsp;&nbsp;&nbsp;&nbsp; $19090026 | &nbsp;&nbsp;&nbsp;&nbsp; $169026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| &nbsp;&nbsp;Expiring 02/03/26 | JPM | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350764 | &nbsp;&nbsp;&nbsp;&nbsp;247628575 | &nbsp;&nbsp;&nbsp;&nbsp;256388124 | &nbsp;&nbsp;&nbsp;&nbsp;8759549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/03/26 | CITI | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904834 | &nbsp;&nbsp;&nbsp;&nbsp;172665123 | &nbsp;&nbsp;&nbsp;&nbsp;170710733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1954390) |
| &nbsp;&nbsp;Expiring 03/03/26 | CITI | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31723000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31200059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(522941) |
| &nbsp;&nbsp;Expiring 03/03/26 | CITI | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19005000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19012441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/03/26 | DB | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31620000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31832405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, |
| &nbsp;&nbsp;Expiring 03/18/26 | BOA | CLP | &nbsp;&nbsp;&nbsp;&nbsp;15927701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17478000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18221913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | CITI | CLP | &nbsp;&nbsp;&nbsp;&nbsp;22783284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25395886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26064968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | CITI | CLP | &nbsp;&nbsp;&nbsp;&nbsp;13475353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15024114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15416331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | DB | CLP | &nbsp;&nbsp;&nbsp;&nbsp;21951686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24762000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25113587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

#### PGIM Total Return Bond Fund

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

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase<br> Contracts** | **Counterparty** | **Notional<br> Amount<br> (000)** | **Notional<br> Amount<br> (000)** | **Value at<br> Settlement<br> Date** | **Current<br> Value** | **Unrealized<br> Appreciation** | **Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, |
| &nbsp;&nbsp;Expiring 03/18/26 | BNP | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15399 | &nbsp;&nbsp;&nbsp;&nbsp; $2213802 | &nbsp;&nbsp;&nbsp;&nbsp; $2218433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, |
| &nbsp;&nbsp;Expiring 03/18/26 | CITI | COP | &nbsp;&nbsp;&nbsp;466769000 | &nbsp;&nbsp;&nbsp;&nbsp;119332481 | &nbsp;&nbsp;&nbsp;&nbsp;125054588 | &nbsp;&nbsp;&nbsp;&nbsp;5722107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, |
| &nbsp;&nbsp;Expiring 04/22/26 | BOA | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24691000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25138432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, |
| &nbsp;&nbsp;Expiring 04/22/26 | MSI | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194014 | &nbsp;&nbsp;&nbsp;&nbsp;228770672 | &nbsp;&nbsp;&nbsp;&nbsp;230872372 | &nbsp;&nbsp;&nbsp;&nbsp;2101700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, |
| &nbsp;&nbsp;Expiring 04/22/26 | MSI | HUF | &nbsp;&nbsp;&nbsp;&nbsp;11908130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35698830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36802178 | &nbsp;&nbsp;&nbsp;&nbsp;1103348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, |
| &nbsp;&nbsp;Expiring 03/18/26 | BOA | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8054256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88877000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87485401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1391599) |
| &nbsp;&nbsp;Expiring 03/18/26 | BOA | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4844010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53442000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52615676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(826324) |
| &nbsp;&nbsp;Expiring 03/18/26 | CITI | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3986301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43832000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43299240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(532760) |
| &nbsp;&nbsp;Expiring 03/18/26 | JPM | INR | &nbsp;&nbsp;&nbsp;&nbsp;11407870 | &nbsp;&nbsp;&nbsp;&nbsp;125464616 | &nbsp;&nbsp;&nbsp;&nbsp;123912389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1552227) |
| &nbsp;&nbsp;Expiring 03/18/26 | TD | INR | &nbsp;&nbsp;&nbsp;&nbsp;11237603 | &nbsp;&nbsp;&nbsp;&nbsp;124055897 | &nbsp;&nbsp;&nbsp;&nbsp;122062950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1992947) |
| &nbsp;&nbsp;Expiring 03/18/26 | UAG | INR | &nbsp;&nbsp;&nbsp;&nbsp;11407870 | &nbsp;&nbsp;&nbsp;&nbsp;125802210 | &nbsp;&nbsp;&nbsp;&nbsp;123912389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1889821) |
| Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, |
| &nbsp;&nbsp;Expiring 03/13/26 | BOA | IDR | &nbsp;&nbsp;&nbsp;661343032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39389728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/13/26 | CITI | IDR | 1571960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93910030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93626263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(283767) |
| &nbsp;&nbsp;Expiring 03/13/26 | SCB | IDR | &nbsp;&nbsp;&nbsp;745575478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44474000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44406630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67370) |
| Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, |
| &nbsp;&nbsp;Expiring 03/18/26 | CITI | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51766000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51606201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(159799) |
| &nbsp;&nbsp;Expiring 03/18/26 | DB | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35719000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36817274 | &nbsp;&nbsp;&nbsp;&nbsp;1098274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, |
| &nbsp;&nbsp;Expiring 03/18/26 | CITI | TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20679000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20678804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(196) |
| &nbsp;&nbsp;Expiring 03/18/26 | MSI | TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32279000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32227709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51291) |
| &nbsp;&nbsp;Expiring 03/18/26 | MSI | TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30286213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(538787) |
| &nbsp;&nbsp;Expiring 03/18/26 | SCB | TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29269000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28869751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(399249) |
| Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, |
| &nbsp;&nbsp;Expiring 03/18/26 | CITI | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42514172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42524634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | CITI | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15683320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36680) |
| Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, |
| &nbsp;&nbsp;Expiring 03/18/26 | BOA | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1641422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27586000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27813078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | CITI | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26131000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26018003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(112997) |
| &nbsp;&nbsp;Expiring 03/18/26 | SCB | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31428000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31506176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, |
| &nbsp;&nbsp;Expiring 04/22/26 | BARC | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42797301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42753415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43886) |
| &nbsp;&nbsp;Expiring 04/22/26 | TD | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18341700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18403574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, |
| &nbsp;&nbsp;Expiring 03/18/26 | BOA | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60079000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60446787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | DB | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28497000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28766190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | GSI | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41746800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41827288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | HSBC | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17108000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17305891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | JPM | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62922000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63205898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | JPM | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62620200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62503411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(116789) |
| &nbsp;&nbsp;Expiring 03/18/26 | MSI | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45703296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | MSI | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17557000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17761110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | SSB | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62919000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63565904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | SSB | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40845000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41266126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, |
| &nbsp;&nbsp;Expiring 03/18/26 | BARC | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8230490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8378135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | DB | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15941000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16895194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | JPM | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19683000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19981376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, |
| &nbsp;&nbsp;Expiring 03/18/26 | MSI | KRW | &nbsp;&nbsp;&nbsp;&nbsp;48426408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33587000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33434693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(152307) |
| &nbsp;&nbsp;Expiring 03/18/26 | MSI | KRW | &nbsp;&nbsp;&nbsp;&nbsp;17860253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12161000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12331124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | UAG | KRW | &nbsp;&nbsp;&nbsp;&nbsp;33178198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22975000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22906982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68018) |
| Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, |
| &nbsp;&nbsp;Expiring 02/12/26 | BNP | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31708000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31780924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase<br> Contracts** | **Counterparty** | **Notional<br> Amount<br> (000)** | **Notional<br> Amount<br> (000)** | **Value at<br> Settlement<br> Date** | **Current<br> Value** | **Unrealized<br> Appreciation** | **Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Turkish Lira (cont'd.), | Turkish Lira (cont'd.), | Turkish Lira (cont'd.), | Turkish Lira (cont'd.), | Turkish Lira (cont'd.), | Turkish Lira (cont'd.), | Turkish Lira (cont'd.), | Turkish Lira (cont'd.), |
| &nbsp;&nbsp;Expiring 02/12/26 | BOA | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373253 | &nbsp;&nbsp;&nbsp;&nbsp; $31075748 | &nbsp;&nbsp;&nbsp;&nbsp; $31265727 | &nbsp;&nbsp;&nbsp;&nbsp; $189979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| &nbsp;&nbsp;Expiring 02/12/26 | GSI | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1107125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25026000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25206629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 02/12/26 | UAG | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1398369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31837567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 02/12/26 | UAG | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20886000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21032468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 02/23/26 | BARC | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4747230 | &nbsp;&nbsp;&nbsp;&nbsp;106664955 | &nbsp;&nbsp;&nbsp;&nbsp;107219546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 02/26/26 | HSBC | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4747230 | &nbsp;&nbsp;&nbsp;&nbsp;106783721 | &nbsp;&nbsp;&nbsp;&nbsp;106986385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 02/26/26 | HSBC | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2106014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47513000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47462368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50632) |
|  |  |  |  | $3112581323 | $3128106427 | &nbsp;&nbsp;&nbsp;28269881 | &nbsp;&nbsp;&nbsp;(12744777) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Sale<br> Contracts** | **Counterparty** | **Notional<br> Amount<br> (000)** | **Notional<br> Amount<br> (000)** | **Value at<br> Settlement<br> Date** | **Current<br> Value** | **Unrealized<br> Appreciation** | **Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** |
| Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, |
| &nbsp;&nbsp;Expiring 02/03/26 | CITI | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904834 | &nbsp;&nbsp; $173739307 | &nbsp;&nbsp; $171746294 | $1993013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| &nbsp;&nbsp;Expiring 02/03/26 | CITI | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21934000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22546271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(612271) |
| &nbsp;&nbsp;Expiring 02/03/26 | CITI | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21757000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22506804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(749804) |
| &nbsp;&nbsp;Expiring 02/03/26 | CITI | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19652000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20207266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(555266) |
| &nbsp;&nbsp;Expiring 02/03/26 | DB | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38471516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1130516) |
| British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, |
| &nbsp;&nbsp;Expiring 04/22/26 | BNY | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343703 | &nbsp;&nbsp;&nbsp;&nbsp;462418223 | &nbsp;&nbsp;&nbsp;&nbsp;470249221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7830998) |
| Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, |
| &nbsp;&nbsp;Expiring 03/18/26 | CITI | CLP | &nbsp;&nbsp;&nbsp;106080000 | &nbsp;&nbsp;&nbsp;&nbsp;115314375 | &nbsp;&nbsp;&nbsp;&nbsp;121359667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6045292) |
| Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, |
| &nbsp;&nbsp;Expiring 03/18/26 | BNP | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92287200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92175161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | HSBC | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53073000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53234546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(161546) |
| &nbsp;&nbsp;Expiring 03/18/26 | HSBC | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52264000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52419598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(155598) |
| &nbsp;&nbsp;Expiring 03/18/26 | JPM | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61524800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61479405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, |
| &nbsp;&nbsp;Expiring 03/18/26 | MSI | COP | &nbsp;&nbsp;&nbsp;&nbsp;75421344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20206537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1006537) |
| Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, |
| &nbsp;&nbsp;Expiring 04/22/26 | TD | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3754030 | &nbsp;&nbsp;&nbsp;&nbsp;180742887 | &nbsp;&nbsp;&nbsp;&nbsp;183004035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2261148) |
| Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, |
| &nbsp;&nbsp;Expiring 04/22/26 | DB | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206634 | &nbsp;&nbsp;&nbsp;1412917363 | &nbsp;&nbsp;&nbsp;1435866348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(22948985) |
| &nbsp;&nbsp;Expiring 04/22/26 | SSB | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407740 | &nbsp;&nbsp;&nbsp;1643536190 | &nbsp;&nbsp;&nbsp;1675177407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(31641217) |
| &nbsp;&nbsp;Expiring 04/22/26 | UAG | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407740 | &nbsp;&nbsp;&nbsp;1642853436 | &nbsp;&nbsp;&nbsp;1675177407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(32323971) |
| Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, |
| &nbsp;&nbsp;Expiring 03/18/26 | BOA | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5558523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61484000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60376722 | &nbsp;&nbsp;&nbsp;&nbsp;1107278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | BOA | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5112783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55535090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | DB | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3746359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40632960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40692984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60024) |
| &nbsp;&nbsp;Expiring 03/18/26 | HSBC | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7445948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82068000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80877950 | &nbsp;&nbsp;&nbsp;&nbsp;1190050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | JPM | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2642443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28709725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28702242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | SSB | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3107179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34331000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33750203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | UAG | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5304466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57635314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57617159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, |
| &nbsp;&nbsp;Expiring 03/13/26 | HSBC | IDR | 1676954790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98566416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99879775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1313359) |
| &nbsp;&nbsp;Expiring 03/13/26 | HSBC | IDR | &nbsp;&nbsp;&nbsp;471303911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27800784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28070959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(270175) |
| &nbsp;&nbsp;Expiring 03/13/26 | HSBC | IDR | &nbsp;&nbsp;&nbsp;460928756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27232800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27453012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(220212) |
| &nbsp;&nbsp;Expiring 03/13/26 | HSBC | IDR | &nbsp;&nbsp;&nbsp;373505717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22134000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22246078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(112078) |
| New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, |
| &nbsp;&nbsp;Expiring 03/18/26 | MSI | TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1714478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54160858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, |
| &nbsp;&nbsp;Expiring 03/18/26 | CITI | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19096000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19147691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51691) |
| &nbsp;&nbsp;Expiring 03/18/26 | CITI | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17705142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17714187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9045) |
| &nbsp;&nbsp;Expiring 03/18/26 | CITI | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12505000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12542112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37112) |
| Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, |
| &nbsp;&nbsp;Expiring 03/18/26 | CITI | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2071140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34890000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35094435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(204435) |

---

------

#### PGIM Total Return Bond Fund

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

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Sale<br> Contracts** | **Counterparty** | **Notional<br> Amount<br> (000)** | **Notional<br> Amount<br> (000)** | **Value at<br> Settlement<br> Date** | **Current<br> Value** | **Unrealized<br> Appreciation** | **Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Philippine Peso (cont'd.), | Philippine Peso (cont'd.), | Philippine Peso (cont'd.), | Philippine Peso (cont'd.), | Philippine Peso (cont'd.), | Philippine Peso (cont'd.), | Philippine Peso (cont'd.), | Philippine Peso (cont'd.), |
| &nbsp;&nbsp;Expiring 03/18/26 | HSBC | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1181095 | &nbsp;&nbsp;&nbsp;&nbsp; $19847000 | &nbsp;&nbsp;&nbsp;&nbsp; $20013064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(166064) |
| &nbsp;&nbsp;Expiring 03/18/26 | HSBC | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13891921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13930478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38557) |
| Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, |
| &nbsp;&nbsp;Expiring 04/22/26 | BARC | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60006472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61022560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1016088) |
| Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, |
| &nbsp;&nbsp;Expiring 03/18/26 | BNP | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36429000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36845879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(416879) |
| &nbsp;&nbsp;Expiring 03/18/26 | BOA | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17655000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17797809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(142809) |
| &nbsp;&nbsp;Expiring 03/18/26 | CITI | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16890000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17088399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(198399) |
| &nbsp;&nbsp;Expiring 03/18/26 | MSI | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703568 | &nbsp;&nbsp;&nbsp;&nbsp;546821144 | &nbsp;&nbsp;&nbsp;&nbsp;554932341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8111197) |
| South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, |
| &nbsp;&nbsp;Expiring 03/18/26 | MSI | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38042000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38856055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(814055) |
| South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, |
| &nbsp;&nbsp;Expiring 03/18/26 | BOA | KRW | &nbsp;&nbsp;&nbsp;&nbsp;24238749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16552000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16734983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(182983) |
| &nbsp;&nbsp;Expiring 03/18/26 | CITI | KRW | &nbsp;&nbsp;&nbsp;197466000 | &nbsp;&nbsp;&nbsp;&nbsp;134838780 | &nbsp;&nbsp;&nbsp;&nbsp;136335015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1496235) |
| Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, |
| &nbsp;&nbsp;Expiring 03/18/26 | HSBC | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2283345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72477944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72799492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(321548) |
| &nbsp;&nbsp;Expiring 03/18/26 | HSBC | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23058000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23078695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20695) |
| &nbsp;&nbsp;Expiring 03/18/26 | JPM | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25161000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25196337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35337) |
| &nbsp;&nbsp;Expiring 03/18/26 | MSI | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19473000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19454467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Expiring 03/18/26 | UAG | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38832000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38746486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  | $7765926183 | $7882521000 | &nbsp;&nbsp;&nbsp;&nbsp;6067309 | &nbsp;&nbsp;&nbsp;(122662126) |
|  |  |  |  |  |  | $34337190 | $(135406903) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cross currency exchange contracts outstanding at January 31, 2026:** | **Cross currency exchange contracts outstanding at January 31, 2026:** | **Cross currency exchange contracts outstanding at January 31, 2026:** | **Cross currency exchange contracts outstanding at January 31, 2026:** | **Cross currency exchange contracts outstanding at January 31, 2026:** | **Cross currency exchange contracts outstanding at January 31, 2026:** | **Cross currency exchange contracts outstanding at January 31, 2026:** | **Cross currency exchange contracts outstanding at January 31, 2026:** | **Cross currency exchange contracts outstanding at January 31, 2026:** |
| **Settlement** | **Type** | **Notional<br> Amount<br> (000)** | **Notional<br> Amount<br> (000)** | **In Exchange<br> For (000)** | **In Exchange<br> For (000)** | **Unrealized<br> Appreciation** | **Unrealized<br> Depreciation** | **Counterparty** |
| **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** |
| 04/22/26 | Buy | CZK | 866348 | EUR | 35499 | $— | $(9626) | BOA |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> 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)\*\*:** |
| Emirate of Abu Dhabi (D01) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(3739) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(3810) | &nbsp;&nbsp;BOA |
| Federation of Malaysia (D01) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7247) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7389) | &nbsp;&nbsp;BOA |
| Federative Republic of Brazil (D01) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15763) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16190) | &nbsp;&nbsp;BOA |
| Kingdom of Saudi Arabia (D01) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3156) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3227) | &nbsp;&nbsp;BOA |
| People's Republic of China (D01) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18786) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19213) | &nbsp;&nbsp;BOA |
| Republic of Argentina (D01) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986 | &nbsp;&nbsp;BOA |
| Republic of Chile (D01) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3691) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3762) | &nbsp;&nbsp;BOA |
| Republic of Colombia (D01) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4628) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4806) | &nbsp;&nbsp;BOA |
| Republic of Indonesia (D01) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14418) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14738) | &nbsp;&nbsp;BOA |
| Republic of Panama (D01) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2524) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2595) | &nbsp;&nbsp;BOA |
| Republic of Peru (D01) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3467) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3538) | &nbsp;&nbsp;BOA |
| Republic of Philippines (D01) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3434) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3505) | &nbsp;&nbsp;BOA |
| Republic of South Africa (D01) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17192) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17548) | &nbsp;&nbsp;BOA |
| Republic of Turkey (D01) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16702) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17129) | &nbsp;&nbsp;BOA |
| State of Qatar (D01) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3732) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3803) | &nbsp;&nbsp;BOA |
| United Mexican States (D01) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20091) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20518) | &nbsp;&nbsp;BOA |
| Emirate of Abu Dhabi (D02) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(468) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(479) | &nbsp;&nbsp;BOA |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> 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.):** |
| Federation of Malaysia (D02) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(906) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(929) | &nbsp;&nbsp;BOA |
| Federative Republic of Brazil (D02) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1971) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2039) | &nbsp;&nbsp;BOA |
| Kingdom of Saudi Arabia (D02) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(395) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(406) | &nbsp;&nbsp;BOA |
| People's Republic of China (D02) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2349) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2417) | &nbsp;&nbsp;BOA |
| Republic of Argentina (D02) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;BOA |
| Republic of Chile (D02) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(462) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(473) | &nbsp;&nbsp;BOA |
| Republic of Colombia (D02) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(579) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(607) | &nbsp;&nbsp;BOA |
| Republic of Indonesia (D02) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1802) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1853) | &nbsp;&nbsp;BOA |
| Republic of Panama (D02) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(316) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(327) | &nbsp;&nbsp;BOA |
| Republic of Peru (D02) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(434) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(445) | &nbsp;&nbsp;BOA |
| Republic of Philippines (D02) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(430) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(441) | &nbsp;&nbsp;BOA |
| Republic of South Africa (D02) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2149) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2206) | &nbsp;&nbsp;BOA |
| Republic of Turkey (D02) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2088) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2156) | &nbsp;&nbsp;BOA |
| State of Qatar (D02) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(467) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(478) | &nbsp;&nbsp;BOA |
| United Mexican States (D02) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2512) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2580) | &nbsp;&nbsp;BOA |
| Arab Republic of Egypt (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677758 | &nbsp;&nbsp;DB |
| Dominican Republic (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119947 | &nbsp;&nbsp;DB |
| Emirate of Abu Dhabi (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(256699) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(256906) | &nbsp;&nbsp;DB |
| Federal Republic of Nigeria (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687553 | &nbsp;&nbsp;DB |
| Federation of Malaysia (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(226672) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(226879) | &nbsp;&nbsp;DB |
| Federative Republic of Brazil (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418818 | &nbsp;&nbsp;DB |
| Kingdom of Bahrain (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337894 | &nbsp;&nbsp;DB |
| Kingdom of Morocco (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91747) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91954) | &nbsp;&nbsp;DB |
| Kingdom of Saudi Arabia (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(471955) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(472887) | &nbsp;&nbsp;DB |
| People's Republic of China (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(950241) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(951173) | &nbsp;&nbsp;DB |
| Republic of Argentina (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;1382833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;1382626 | &nbsp;&nbsp;DB |
| Republic of Chile (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(451158) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(451572) | &nbsp;&nbsp;DB |
| Republic of Colombia (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;1054562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621 | &nbsp;&nbsp;&nbsp;&nbsp;1053941 | &nbsp;&nbsp;DB |
| Republic of Indonesia (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(324124) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(324849) | &nbsp;&nbsp;DB |
| Republic of Ivory Coast (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506917 | &nbsp;&nbsp;DB |
| Republic of Panama (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122852 | &nbsp;&nbsp;DB |
| Republic of Peru (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(226073) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(226384) | &nbsp;&nbsp;DB |
| Republic of Philippines (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(231727) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(232038) | &nbsp;&nbsp;DB |
| Republic of South Africa (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551236 | &nbsp;&nbsp;DB |
| Republic of Turkey (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;1782009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 | &nbsp;&nbsp;&nbsp;&nbsp;1781077 | &nbsp;&nbsp;DB |
| Sultanate of Oman (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(84252) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(84459) | &nbsp;&nbsp;DB |
| United Mexican States (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(223860) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(224792) | &nbsp;&nbsp;DB |
| Arab Republic of Egypt (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338672 | &nbsp;&nbsp;DB |
| Dominican Republic (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59766 | &nbsp;&nbsp;DB |
| Emirate of Abu Dhabi (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128349) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128660) | &nbsp;&nbsp;DB |
| Federal Republic of Nigeria (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343569 | &nbsp;&nbsp;DB |
| Federation of Malaysia (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113336) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113647) | &nbsp;&nbsp;DB |
| Federative Republic of Brazil (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208476 | &nbsp;&nbsp;DB |
| Kingdom of Bahrain (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168740 | &nbsp;&nbsp;DB |
| Kingdom of Morocco (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45873) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46184) | &nbsp;&nbsp;DB |
| Kingdom of Saudi Arabia (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(235978) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(237377) | &nbsp;&nbsp;DB |
| People's Republic of China (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(475120) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(476519) | &nbsp;&nbsp;DB |
| Republic of Argentina (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691106 | &nbsp;&nbsp;DB |
| Republic of Chile (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(225579) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(226201) | &nbsp;&nbsp;DB |
| Republic of Colombia (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526348 | &nbsp;&nbsp;DB |
| Republic of Indonesia (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(162062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(163150) | &nbsp;&nbsp;DB |
| Republic of Ivory Coast (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253251 | &nbsp;&nbsp;DB |
| Republic of Panama (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61115 | &nbsp;&nbsp;DB |
| Republic of Peru (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113037) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113503) | &nbsp;&nbsp;DB |
| Republic of Philippines (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115864) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(116330) | &nbsp;&nbsp;DB |
| Republic of South Africa (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274685 | &nbsp;&nbsp;DB |
| Republic of Turkey (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889605 | &nbsp;&nbsp;DB |
| Sultanate of Oman (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42126) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42437) | &nbsp;&nbsp;DB |
| United Mexican States (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(111930) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113329) | &nbsp;&nbsp;DB |

---

------

#### PGIM Total Return Bond Fund

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

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> 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.):** |
| Arab Republic of Egypt (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; $169491 | &nbsp;&nbsp;&nbsp;&nbsp; $363 | &nbsp;&nbsp;&nbsp;&nbsp; $169128 | &nbsp;&nbsp;DB |
| Dominican Republic (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29675 | &nbsp;&nbsp;DB |
| Emirate of Abu Dhabi (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64175) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64538) | &nbsp;&nbsp;DB |
| Federal Republic of Nigeria (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171577 | &nbsp;&nbsp;DB |
| Federation of Malaysia (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56668) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57031) | &nbsp;&nbsp;DB |
| Federative Republic of Brazil (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103302 | &nbsp;&nbsp;DB |
| Kingdom of Bahrain (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84162 | &nbsp;&nbsp;DB |
| Kingdom of Morocco (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22937) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23300) | &nbsp;&nbsp;DB |
| Kingdom of Saudi Arabia (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117989) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(119624) | &nbsp;&nbsp;DB |
| People's Republic of China (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(237561) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(239196) | &nbsp;&nbsp;DB |
| Republic of Argentina (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345345 | &nbsp;&nbsp;DB |
| Republic of Chile (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(112789) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113516) | &nbsp;&nbsp;DB |
| Republic of Colombia (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262550 | &nbsp;&nbsp;DB |
| Republic of Indonesia (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81031) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(82303) | &nbsp;&nbsp;DB |
| Republic of Ivory Coast (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126418 | &nbsp;&nbsp;DB |
| Republic of Panama (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30246 | &nbsp;&nbsp;DB |
| Republic of Peru (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56518) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57063) | &nbsp;&nbsp;DB |
| Republic of Philippines (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57932) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58477) | &nbsp;&nbsp;DB |
| Republic of South Africa (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136407 | &nbsp;&nbsp;DB |
| Republic of Turkey (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443867 | &nbsp;&nbsp;DB |
| Sultanate of Oman (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21063) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21426) | &nbsp;&nbsp;DB |
| United Mexican States (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55966) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57601) | &nbsp;&nbsp;DB |
| Arab Republic of Egypt (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169076 | &nbsp;&nbsp;BOA |
| Dominican Republic (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29623 | &nbsp;&nbsp;BOA |
| Emirate of Abu Dhabi (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64174) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64590) | &nbsp;&nbsp;BOA |
| Federal Republic of Nigeria (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171525 | &nbsp;&nbsp;BOA |
| Federation of Malaysia (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56667) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57083) | &nbsp;&nbsp;BOA |
| Federative Republic of Brazil (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103067 | &nbsp;&nbsp;BOA |
| Kingdom of Bahrain (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84110 | &nbsp;&nbsp;BOA |
| Kingdom of Morocco (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22936) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23352) | &nbsp;&nbsp;BOA |
| Kingdom of Saudi Arabia (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117989) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(119859) | &nbsp;&nbsp;BOA |
| People's Republic of China (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(237560) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(239430) | &nbsp;&nbsp;BOA |
| Republic of Argentina (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345293 | &nbsp;&nbsp;BOA |
| Republic of Chile (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(112790) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113621) | &nbsp;&nbsp;BOA |
| Republic of Colombia (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262394 | &nbsp;&nbsp;BOA |
| Republic of Indonesia (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81031) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(82485) | &nbsp;&nbsp;BOA |
| Republic of Ivory Coast (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126365 | &nbsp;&nbsp;BOA |
| Republic of Panama (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30167 | &nbsp;&nbsp;BOA |
| Republic of Peru (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56519) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57142) | &nbsp;&nbsp;BOA |
| Republic of Philippines (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57932) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58555) | &nbsp;&nbsp;BOA |
| Republic of South Africa (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136172 | &nbsp;&nbsp;BOA |
| Republic of Turkey (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443632 | &nbsp;&nbsp;BOA |
| Sultanate of Oman (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21478) | &nbsp;&nbsp;BOA |
| United Mexican States (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55965) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57835) | &nbsp;&nbsp;BOA |
| Arab Republic of Egypt (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169076 | &nbsp;&nbsp;BOA |
| Dominican Republic (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29623 | &nbsp;&nbsp;BOA |
| Emirate of Abu Dhabi (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64174) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64590) | &nbsp;&nbsp;BOA |
| Federal Republic of Nigeria (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171525 | &nbsp;&nbsp;BOA |
| Federation of Malaysia (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56667) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57083) | &nbsp;&nbsp;BOA |
| Federative Republic of Brazil (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103067 | &nbsp;&nbsp;BOA |
| Kingdom of Bahrain (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84110 | &nbsp;&nbsp;BOA |
| Kingdom of Morocco (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22936) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23352) | &nbsp;&nbsp;BOA |
| Kingdom of Saudi Arabia (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117989) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(119859) | &nbsp;&nbsp;BOA |
| People's Republic of China (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(237560) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(239430) | &nbsp;&nbsp;BOA |
| Republic of Argentina (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345293 | &nbsp;&nbsp;BOA |
| Republic of Chile (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(112790) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113621) | &nbsp;&nbsp;BOA |
| Republic of Colombia (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262394 | &nbsp;&nbsp;BOA |
| Republic of Indonesia (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81031) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(82485) | &nbsp;&nbsp;BOA |
| Republic of Ivory Coast (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126365 | &nbsp;&nbsp;BOA |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> 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.):** |
| Republic of Panama (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; $30790 | &nbsp;&nbsp;&nbsp;&nbsp; $623 | &nbsp;&nbsp;&nbsp;&nbsp; $30167 | &nbsp;&nbsp;BOA |
| Republic of Peru (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56519) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57142) | &nbsp;&nbsp;BOA |
| Republic of Philippines (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57932) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58555) | &nbsp;&nbsp;BOA |
| Republic of South Africa (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136172 | &nbsp;&nbsp;BOA |
| Republic of Turkey (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443632 | &nbsp;&nbsp;BOA |
| Sultanate of Oman (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21478) | &nbsp;&nbsp;BOA |
| United Mexican States (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55965) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57835) | &nbsp;&nbsp;BOA |
| Arab Republic of Egypt (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168919 | &nbsp;&nbsp;BOA |
| Dominican Republic (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29466 | &nbsp;&nbsp;BOA |
| Emirate of Abu Dhabi (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64175) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64747) | &nbsp;&nbsp;BOA |
| Federal Republic of Nigeria (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171368 | &nbsp;&nbsp;BOA |
| Federation of Malaysia (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56668) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57240) | &nbsp;&nbsp;BOA |
| Federative Republic of Brazil (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102362 | &nbsp;&nbsp;BOA |
| Kingdom of Bahrain (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83953 | &nbsp;&nbsp;BOA |
| Kingdom of Morocco (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22937) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23509) | &nbsp;&nbsp;BOA |
| Kingdom of Saudi Arabia (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117989) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(120564) | &nbsp;&nbsp;BOA |
| People's Republic of China (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(237561) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(240136) | &nbsp;&nbsp;BOA |
| Republic of Argentina (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345136 | &nbsp;&nbsp;BOA |
| Republic of Chile (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(112789) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113934) | &nbsp;&nbsp;BOA |
| Republic of Colombia (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261924 | &nbsp;&nbsp;BOA |
| Republic of Indonesia (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81031) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83034) | &nbsp;&nbsp;BOA |
| Republic of Ivory Coast (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126209 | &nbsp;&nbsp;BOA |
| Republic of Panama (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29932 | &nbsp;&nbsp;BOA |
| Republic of Peru (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56519) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57377) | &nbsp;&nbsp;BOA |
| Republic of Philippines (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57932) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58790) | &nbsp;&nbsp;BOA |
| Republic of South Africa (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135467 | &nbsp;&nbsp;BOA |
| Republic of Turkey (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442927 | &nbsp;&nbsp;BOA |
| Sultanate of Oman (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21063) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21635) | &nbsp;&nbsp;BOA |
| United Mexican States (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55965) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58540) | &nbsp;&nbsp;BOA |
| Arab Republic of Egypt (D19) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378646 | &nbsp;&nbsp;DB |
| Dominican Republic (D19) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64877 | &nbsp;&nbsp;DB |
| Federal Republic of Nigeria (D19) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384156 | &nbsp;&nbsp;DB |
| Federative Republic of Brazil (D19) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215705 | &nbsp;&nbsp;&nbsp;&nbsp;11139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204566 | &nbsp;&nbsp;DB |
| Kingdom of Bahrain (D19) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187473 | &nbsp;&nbsp;DB |
| Kingdom of Morocco (D19) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51608) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54317) | &nbsp;&nbsp;DB |
| Republic of Argentina (D19) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775134 | &nbsp;&nbsp;DB |
| Republic of Colombia (D19) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563394 | &nbsp;&nbsp;DB |
| Republic of Ivory Coast (D19) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282548 | &nbsp;&nbsp;DB |
| Republic of South Africa (D19) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283753 | &nbsp;&nbsp;&nbsp;&nbsp;11139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272614 | &nbsp;&nbsp;DB |
| Republic of Turkey (D19) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915755 | &nbsp;&nbsp;&nbsp;&nbsp;11139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904616 | &nbsp;&nbsp;DB |
| Arab Republic of Egypt (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336043 | &nbsp;&nbsp;BOA |
| Dominican Republic (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57137 | &nbsp;&nbsp;BOA |
| Emirate of Abu Dhabi (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128349) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(131289) | &nbsp;&nbsp;BOA |
| Federal Republic of Nigeria (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340940 | &nbsp;&nbsp;BOA |
| Federation of Malaysia (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113336) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(116276) | &nbsp;&nbsp;BOA |
| Federative Republic of Brazil (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209874 | &nbsp;&nbsp;&nbsp;&nbsp;13228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196646 | &nbsp;&nbsp;BOA |
| Kingdom of Bahrain (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166111 | &nbsp;&nbsp;BOA |
| Kingdom of Morocco (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45873) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48813) | &nbsp;&nbsp;BOA |
| Kingdom of Saudi Arabia (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(235978) | &nbsp;&nbsp;&nbsp;&nbsp;13228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(249206) | &nbsp;&nbsp;BOA |
| People's Republic of China (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(475121) | &nbsp;&nbsp;&nbsp;&nbsp;13228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(488349) | &nbsp;&nbsp;BOA |
| Republic of Argentina (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688477 | &nbsp;&nbsp;BOA |
| Republic of Chile (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(225579) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(231458) | &nbsp;&nbsp;BOA |
| Republic of Colombia (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518462 | &nbsp;&nbsp;BOA |
| Republic of Indonesia (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(162062) | &nbsp;&nbsp;&nbsp;&nbsp;10289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(172351) | &nbsp;&nbsp;BOA |
| Republic of Ivory Coast (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250622 | &nbsp;&nbsp;BOA |
| Republic of Panama (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57172 | &nbsp;&nbsp;BOA |
| Republic of Peru (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113037) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117446) | &nbsp;&nbsp;BOA |
| Republic of Philippines (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115864) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(120273) | &nbsp;&nbsp;BOA |
| Republic of South Africa (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276083 | &nbsp;&nbsp;&nbsp;&nbsp;13228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262855 | &nbsp;&nbsp;BOA |

---

------

#### PGIM Total Return Bond Fund

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

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> 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.):** |
| Republic of Turkey (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp; $891004 | &nbsp;&nbsp; $13228 | &nbsp;&nbsp;&nbsp;&nbsp; $877776 | &nbsp;&nbsp;BOA |
| Sultanate of Oman (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42126) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45066) | &nbsp;&nbsp;BOA |
| United Mexican States (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(111931) | &nbsp;&nbsp;&nbsp;&nbsp;13228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(125159) | &nbsp;&nbsp;BOA |
| Arab Republic of Egypt (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335936 | &nbsp;&nbsp;BOA |
| Dominican Republic (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57031 | &nbsp;&nbsp;BOA |
| Emirate of Abu Dhabi (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128350) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(131396) | &nbsp;&nbsp;BOA |
| Federal Republic of Nigeria (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340834 | &nbsp;&nbsp;BOA |
| Federation of Malaysia (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113336) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(116382) | &nbsp;&nbsp;BOA |
| Federative Republic of Brazil (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209875 | &nbsp;&nbsp;&nbsp;&nbsp;13708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196167 | &nbsp;&nbsp;BOA |
| Kingdom of Bahrain (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166004 | &nbsp;&nbsp;BOA |
| Kingdom of Morocco (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45874) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48920) | &nbsp;&nbsp;BOA |
| Kingdom of Saudi Arabia (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(235978) | &nbsp;&nbsp;&nbsp;&nbsp;13708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(249686) | &nbsp;&nbsp;BOA |
| People's Republic of China (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(475121) | &nbsp;&nbsp;&nbsp;&nbsp;13708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(488829) | &nbsp;&nbsp;BOA |
| Republic of Argentina (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688370 | &nbsp;&nbsp;BOA |
| Republic of Chile (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(225579) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(231671) | &nbsp;&nbsp;BOA |
| Republic of Colombia (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518142 | &nbsp;&nbsp;BOA |
| Republic of Indonesia (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(162062) | &nbsp;&nbsp;&nbsp;&nbsp;10662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(172724) | &nbsp;&nbsp;BOA |
| Republic of Ivory Coast (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250516 | &nbsp;&nbsp;BOA |
| Republic of Panama (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57012 | &nbsp;&nbsp;BOA |
| Republic of Peru (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113037) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117606) | &nbsp;&nbsp;BOA |
| Republic of Philippines (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115864) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(120433) | &nbsp;&nbsp;BOA |
| Republic of South Africa (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276084 | &nbsp;&nbsp;&nbsp;&nbsp;13708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262376 | &nbsp;&nbsp;BOA |
| Republic of Turkey (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891004 | &nbsp;&nbsp;&nbsp;&nbsp;13708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877296 | &nbsp;&nbsp;BOA |
| Sultanate of Oman (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42126) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45172) | &nbsp;&nbsp;BOA |
| United Mexican States (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(111931) | &nbsp;&nbsp;&nbsp;&nbsp;13708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(125639) | &nbsp;&nbsp;BOA |
| Arab Republic of Egypt (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419787 | &nbsp;&nbsp;DB |
| Dominican Republic (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71155 | &nbsp;&nbsp;DB |
| Emirate of Abu Dhabi (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(160437) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(164378) | &nbsp;&nbsp;DB |
| Federal Republic of Nigeria (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425909 | &nbsp;&nbsp;DB |
| Federation of Malaysia (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(141670) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(145611) | &nbsp;&nbsp;DB |
| Federative Republic of Brazil (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262343 | &nbsp;&nbsp;&nbsp;&nbsp;17735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244608 | &nbsp;&nbsp;DB |
| Kingdom of Bahrain (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207372 | &nbsp;&nbsp;DB |
| Kingdom of Morocco (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57342) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61283) | &nbsp;&nbsp;DB |
| Kingdom of Saudi Arabia (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(294973) | &nbsp;&nbsp;&nbsp;&nbsp;17735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(312708) | &nbsp;&nbsp;DB |
| People's Republic of China (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(593901) | &nbsp;&nbsp;&nbsp;&nbsp;17735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(611636) | &nbsp;&nbsp;DB |
| Republic of Argentina (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860330 | &nbsp;&nbsp;DB |
| Republic of Chile (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(281974) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(289856) | &nbsp;&nbsp;DB |
| Republic of Colombia (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659102 | &nbsp;&nbsp;&nbsp;&nbsp;11824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647278 | &nbsp;&nbsp;DB |
| Republic of Indonesia (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(202578) | &nbsp;&nbsp;&nbsp;&nbsp;13794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(216372) | &nbsp;&nbsp;DB |
| Republic of Ivory Coast (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313011 | &nbsp;&nbsp;DB |
| Republic of Panama (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71065 | &nbsp;&nbsp;DB |
| Republic of Peru (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(141296) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(147208) | &nbsp;&nbsp;DB |
| Republic of Philippines (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(144829) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(150741) | &nbsp;&nbsp;DB |
| Republic of South Africa (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345104 | &nbsp;&nbsp;&nbsp;&nbsp;17735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327369 | &nbsp;&nbsp;DB |
| Republic of Turkey (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;1113755 | &nbsp;&nbsp;&nbsp;&nbsp;17735 | &nbsp;&nbsp;&nbsp;&nbsp;1096020 | &nbsp;&nbsp;DB |
| Sultanate of Oman (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52658) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56599) | &nbsp;&nbsp;DB |
| United Mexican States (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(139913) | &nbsp;&nbsp;&nbsp;&nbsp;17735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(157648) | &nbsp;&nbsp;DB |
|  |  |  |  | &nbsp;&nbsp;$20810900 | &nbsp;&nbsp;$674579 | &nbsp;&nbsp;$20136321 |  |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Implied<br> Credit<br> Spread at<br> January 31,<br> 2026(4)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*:** |
| Emirate of Abu Dhabi (D03) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;0.099% | &nbsp;&nbsp;&nbsp;&nbsp; $4537 | &nbsp;&nbsp;&nbsp;&nbsp; $(181) | &nbsp;&nbsp;&nbsp;&nbsp; $4718 | &nbsp;&nbsp;BOA |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Implied<br> Credit<br> Spread at<br> January 31,<br> 2026(4)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Federation of Malaysia (D03) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;0.135% | &nbsp;&nbsp;&nbsp;&nbsp; $8760 | &nbsp;&nbsp;&nbsp;&nbsp; $(362) | &nbsp;&nbsp;&nbsp;&nbsp; $9122 | &nbsp;&nbsp;BOA |
| Federative Republic of Brazil (D03) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;0.493% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1086) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17875 | &nbsp;&nbsp;BOA |
| Kingdom of Saudi Arabia (D03) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;0.330% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(181) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;BOA |
| People's Republic of China (D03) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;0.323% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1086) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22366 | &nbsp;&nbsp;BOA |
| Republic of Argentina (D03) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;2.178% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4566) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(181) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4385) | &nbsp;&nbsp;BOA |
| Republic of Chile (D03) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;0.124% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(181) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4611 | &nbsp;&nbsp;BOA |
| Republic of Colombia (D03) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;0.835% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(452) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3682 | &nbsp;&nbsp;BOA |
| Republic of Indonesia (D03) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;0.279% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(814) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17643 | &nbsp;&nbsp;BOA |
| Republic of Panama (D03) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;0.535% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(181) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2793 | &nbsp;&nbsp;BOA |
| Republic of Peru (D03) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;0.211% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(181) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4223 | &nbsp;&nbsp;BOA |
| Republic of Philippines (D03) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;0.192% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(181) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4307 | &nbsp;&nbsp;BOA |
| Republic of South Africa (D03) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;0.295% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(995) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21196 | &nbsp;&nbsp;BOA |
| Republic of Turkey (D03) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;0.673% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1086) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13129 | &nbsp;&nbsp;BOA |
| State of Qatar (D03) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;0.095% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(181) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4737 | &nbsp;&nbsp;BOA |
| United Mexican States (D03) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;0.281% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(995) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21542 | &nbsp;&nbsp;BOA |
| Emirate of Abu Dhabi (D04) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.099% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1639) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37932 | &nbsp;&nbsp;CITI |
| Federation of Malaysia (D04) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;0.135% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3279) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73357 | &nbsp;&nbsp;CITI |
| Federative Republic of Brazil (D04) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;0.493% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9836) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144154 | &nbsp;&nbsp;CITI |
| Kingdom of Saudi Arabia (D04) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.330% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1639) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29796 | &nbsp;&nbsp;CITI |
| People's Republic of China (D04) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;0.323% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9836) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180079 | &nbsp;&nbsp;CITI |
| Republic of Argentina (D04) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2.178% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36524) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1639) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34885) | &nbsp;&nbsp;CITI |
| Republic of Chile (D04) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.124% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1639) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37079 | &nbsp;&nbsp;CITI |
| Republic of Colombia (D04) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;0.835% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4098) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29932 | &nbsp;&nbsp;CITI |
| Republic of Indonesia (D04) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;0.279% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7377) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142009 | &nbsp;&nbsp;CITI |
| Republic of Panama (D04) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.535% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1639) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22539 | &nbsp;&nbsp;CITI |
| Republic of Peru (D04) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.211% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1639) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33976 | &nbsp;&nbsp;CITI |
| Republic of Philippines (D04) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.192% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1639) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34648 | &nbsp;&nbsp;CITI |
| Republic of South Africa (D04) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;0.295% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9016) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170627 | &nbsp;&nbsp;CITI |
| Republic of Turkey (D04) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;0.673% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9836) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106179 | &nbsp;&nbsp;CITI |
| State of Qatar (D04) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.095% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1639) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38084 | &nbsp;&nbsp;CITI |
| United Mexican States (D04) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;0.281% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9016) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173390 | &nbsp;&nbsp;CITI |
| Emirate of Abu Dhabi (D05) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.099% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(820) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18966 | &nbsp;&nbsp;MSI |
| Federation of Malaysia (D05) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.135% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1639) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36679 | &nbsp;&nbsp;MSI |
| Federative Republic of Brazil (D05) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;0.493% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4918) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72077 | &nbsp;&nbsp;MSI |
| Kingdom of Saudi Arabia (D05) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.330% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(820) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14898 | &nbsp;&nbsp;MSI |
| People's Republic of China (D05) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;0.323% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4918) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90040 | &nbsp;&nbsp;MSI |
| Republic of Argentina (D05) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2.178% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18262) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(820) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17442) | &nbsp;&nbsp;MSI |
| Republic of Chile (D05) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.124% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(820) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18540 | &nbsp;&nbsp;MSI |
| Republic of Colombia (D05) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;0.835% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2049) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14966 | &nbsp;&nbsp;MSI |
| Republic of Indonesia (D05) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;0.279% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3688) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71005 | &nbsp;&nbsp;MSI |
| Republic of Panama (D05) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.535% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(820) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11270 | &nbsp;&nbsp;MSI |
| Republic of Peru (D05) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.211% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(820) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16988 | &nbsp;&nbsp;MSI |
| Republic of Philippines (D05) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.192% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(820) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17324 | &nbsp;&nbsp;MSI |
| Republic of South Africa (D05) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;0.295% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4508) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85314 | &nbsp;&nbsp;MSI |
| Republic of Turkey (D05) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;0.673% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4918) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53090 | &nbsp;&nbsp;MSI |
| State of Qatar (D05) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.095% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(820) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19042 | &nbsp;&nbsp;MSI |
| United Mexican States (D05) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;0.281% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4508) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86695 | &nbsp;&nbsp;MSI |
| Emirate of Abu Dhabi (D06) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;0.099% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4098) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94831 | &nbsp;&nbsp;BARC |
| Federation of Malaysia (D06) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;0.135% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8197) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183393 | &nbsp;&nbsp;BARC |
| Federative Republic of Brazil (D06) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;0.493% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335795 | &nbsp;&nbsp;&nbsp;&nbsp;(24590) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360385 | &nbsp;&nbsp;BARC |
| Kingdom of Saudi Arabia (D06) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;0.330% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4098) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74489 | &nbsp;&nbsp;BARC |
| People's Republic of China (D06) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;0.323% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425607 | &nbsp;&nbsp;&nbsp;&nbsp;(24590) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450197 | &nbsp;&nbsp;BARC |
| Republic of Argentina (D06) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;2.178% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91310) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4098) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(87212) | &nbsp;&nbsp;BARC |
| Republic of Chile (D06) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;0.124% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4098) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92699 | &nbsp;&nbsp;BARC |
| Republic of Colombia (D06) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;0.835% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64585 | &nbsp;&nbsp;&nbsp;&nbsp;(10246) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74831 | &nbsp;&nbsp;BARC |
| Republic of Indonesia (D06) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;0.279% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336581 | &nbsp;&nbsp;&nbsp;&nbsp;(18442) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355023 | &nbsp;&nbsp;BARC |
| Republic of Panama (D06) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;0.535% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4098) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56348 | &nbsp;&nbsp;BARC |
| Republic of Peru (D06) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;0.211% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4098) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84940 | &nbsp;&nbsp;BARC |

---

------

#### PGIM Total Return Bond Fund

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

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Implied<br> Credit<br> Spread at<br> January 31,<br> 2026(4)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Republic of Philippines (D06) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;0.192% | &nbsp;&nbsp;&nbsp;&nbsp; $82522 | &nbsp;&nbsp;&nbsp; $(4098) | &nbsp;&nbsp;&nbsp;&nbsp; $86620 | &nbsp;&nbsp;BARC |
| Republic of South Africa (D06) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;0.295% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404028 | &nbsp;&nbsp;&nbsp;&nbsp;(22540) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426568 | &nbsp;&nbsp;BARC |
| Republic of Turkey (D06) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;0.673% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240858 | &nbsp;&nbsp;&nbsp;&nbsp;(24590) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265448 | &nbsp;&nbsp;BARC |
| State of Qatar (D06) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;0.095% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4098) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95211 | &nbsp;&nbsp;BARC |
| United Mexican States (D06) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;0.281% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410935 | &nbsp;&nbsp;&nbsp;&nbsp;(22540) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433475 | &nbsp;&nbsp;BARC |
| Emirate of Abu Dhabi (D07) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.099% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(917) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19063 | &nbsp;&nbsp;MSI |
| Federation of Malaysia (D07) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.135% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1833) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36872 | &nbsp;&nbsp;MSI |
| Federative Republic of Brazil (D07) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;0.493% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72659 | &nbsp;&nbsp;MSI |
| Kingdom of Saudi Arabia (D07) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.330% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(917) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14995 | &nbsp;&nbsp;MSI |
| People's Republic of China (D07) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;0.323% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90621 | &nbsp;&nbsp;MSI |
| Republic of Argentina (D07) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2.178% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18263) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(917) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17346) | &nbsp;&nbsp;MSI |
| Republic of Chile (D07) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.124% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(917) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18637 | &nbsp;&nbsp;MSI |
| Republic of Colombia (D07) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;0.835% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2291) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15208 | &nbsp;&nbsp;MSI |
| Republic of Indonesia (D07) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;0.279% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4125) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71441 | &nbsp;&nbsp;MSI |
| Republic of Panama (D07) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.535% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(917) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11367 | &nbsp;&nbsp;MSI |
| Republic of Peru (D07) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.211% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(917) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17085 | &nbsp;&nbsp;MSI |
| Republic of Philippines (D07) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.192% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(917) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17421 | &nbsp;&nbsp;MSI |
| Republic of South Africa (D07) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;0.295% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5041) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85847 | &nbsp;&nbsp;MSI |
| Republic of Turkey (D07) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;0.673% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53671 | &nbsp;&nbsp;MSI |
| State of Qatar (D07) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.095% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(917) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19139 | &nbsp;&nbsp;MSI |
| United Mexican States (D07) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;0.281% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5041) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87228 | &nbsp;&nbsp;MSI |
| Emirate of Abu Dhabi (D08) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.099% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(167) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18313 | &nbsp;&nbsp;MSI |
| Federation of Malaysia (D08) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.135% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(333) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35372 | &nbsp;&nbsp;MSI |
| Federative Republic of Brazil (D08) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;0.493% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(999) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68158 | &nbsp;&nbsp;MSI |
| Kingdom of Saudi Arabia (D08) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.330% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(167) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14245 | &nbsp;&nbsp;MSI |
| People's Republic of China (D08) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;0.323% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(999) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86121 | &nbsp;&nbsp;MSI |
| Republic of Argentina (D08) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2.178% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18263) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(167) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18096) | &nbsp;&nbsp;MSI |
| Republic of Chile (D08) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.124% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(167) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17887 | &nbsp;&nbsp;MSI |
| Republic of Colombia (D08) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;0.835% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(416) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13333 | &nbsp;&nbsp;MSI |
| Republic of Indonesia (D08) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;0.279% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(749) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68065 | &nbsp;&nbsp;MSI |
| Republic of Panama (D08) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.535% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(167) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10616 | &nbsp;&nbsp;MSI |
| Republic of Peru (D08) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.211% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(167) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16335 | &nbsp;&nbsp;MSI |
| Republic of Philippines (D08) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.192% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(167) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16671 | &nbsp;&nbsp;MSI |
| Republic of South Africa (D08) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;0.295% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(916) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81721 | &nbsp;&nbsp;MSI |
| Republic of Turkey (D08) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;0.673% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(999) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49171 | &nbsp;&nbsp;MSI |
| State of Qatar (D08) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;0.095% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(167) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18389 | &nbsp;&nbsp;MSI |
| United Mexican States (D08) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;0.281% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(916) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83103 | &nbsp;&nbsp;MSI |
| Emirate of Abu Dhabi (D09) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.099% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(333) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36626 | &nbsp;&nbsp;MSI |
| Federation of Malaysia (D09) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;0.135% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(666) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70745 | &nbsp;&nbsp;MSI |
| Federative Republic of Brazil (D09) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;0.493% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1998) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136316 | &nbsp;&nbsp;MSI |
| Kingdom of Saudi Arabia (D09) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.330% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(333) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28489 | &nbsp;&nbsp;MSI |
| People's Republic of China (D09) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;0.323% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1998) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172241 | &nbsp;&nbsp;MSI |
| Republic of Argentina (D09) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2.178% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36524) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(333) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36191) | &nbsp;&nbsp;MSI |
| Republic of Chile (D09) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.124% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(333) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35773 | &nbsp;&nbsp;MSI |
| Republic of Colombia (D09) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;0.835% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(833) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26667 | &nbsp;&nbsp;MSI |
| Republic of Indonesia (D09) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;0.279% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1499) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136131 | &nbsp;&nbsp;MSI |
| Republic of Panama (D09) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.535% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(333) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21233 | &nbsp;&nbsp;MSI |
| Republic of Peru (D09) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.211% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(333) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32670 | &nbsp;&nbsp;MSI |
| Republic of Philippines (D09) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.192% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(333) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33342 | &nbsp;&nbsp;MSI |
| Republic of South Africa (D09) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;0.295% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1832) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163443 | &nbsp;&nbsp;MSI |
| Republic of Turkey (D09) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;0.673% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1998) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98341 | &nbsp;&nbsp;MSI |
| State of Qatar (D09) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;0.095% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(333) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36778 | &nbsp;&nbsp;MSI |
| United Mexican States (D09) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;0.281% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1832) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166205 | &nbsp;&nbsp;MSI |
| Emirate of Abu Dhabi (D10) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;0.086% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7074 | &nbsp;&nbsp;BARC |
| Federation of Malaysia (D10) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;0.123% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13716 | &nbsp;&nbsp;BARC |
| Federative Republic of Brazil (D10) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;0.445% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(385) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29940 | &nbsp;&nbsp;BARC |
| Kingdom of Saudi Arabia (D10) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;0.274% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5980 | &nbsp;&nbsp;BARC |
| People's Republic of China (D10) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;0.282% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(385) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35609 | &nbsp;&nbsp;BARC |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Implied<br> Credit<br> Spread at<br> January 31,<br> 2026(4)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Republic of Argentina (D10) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1.638% | &nbsp;&nbsp;&nbsp;&nbsp; $(1982) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(64) | &nbsp;&nbsp;&nbsp;&nbsp; $(1918) | &nbsp;&nbsp;BARC |
| Republic of Chile (D10) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;0.101% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6985 | &nbsp;&nbsp;BARC |
| Republic of Colombia (D10) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;0.696% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(160) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8838 | &nbsp;&nbsp;BARC |
| Republic of Indonesia (D10) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;0.258% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(289) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27323 | &nbsp;&nbsp;BARC |
| Republic of Panama (D10) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4797 | &nbsp;&nbsp;BARC |
| Republic of Peru (D10) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;0.174% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6564 | &nbsp;&nbsp;BARC |
| Republic of Philippines (D10) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;0.184% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6503 | &nbsp;&nbsp;BARC |
| Republic of South Africa (D10) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;0.183% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(321) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32557 | &nbsp;&nbsp;BARC |
| Republic of Turkey (D10) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;0.394% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(385) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31701 | &nbsp;&nbsp;BARC |
| State of Qatar (D10) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;0.088% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7061 | &nbsp;&nbsp;BARC |
| United Mexican States (D10) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;0.212% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(385) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38055 | &nbsp;&nbsp;BARC |
| Emirate of Abu Dhabi (D11) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;0.099% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2752 | &nbsp;&nbsp;BOA |
| Federation of Malaysia (D11) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;0.135% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5315 | &nbsp;&nbsp;BOA |
| Federative Republic of Brazil (D11) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;0.493% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(178) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10252 | &nbsp;&nbsp;BOA |
| Kingdom of Saudi Arabia (D11) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;0.330% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2141 | &nbsp;&nbsp;BOA |
| People's Republic of China (D11) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;0.323% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(178) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12947 | &nbsp;&nbsp;BOA |
| Republic of Argentina (D11) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;2.178% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2740) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2710) | &nbsp;&nbsp;BOA |
| Republic of Chile (D11) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;0.124% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2688 | &nbsp;&nbsp;BOA |
| Republic of Colombia (D11) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;0.835% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(74) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2012 | &nbsp;&nbsp;BOA |
| Republic of Indonesia (D11) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;0.279% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(134) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10231 | &nbsp;&nbsp;BOA |
| Republic of Panama (D11) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;0.535% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597 | &nbsp;&nbsp;BOA |
| Republic of Peru (D11) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;0.211% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;BOA |
| Republic of Philippines (D11) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;0.192% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2505 | &nbsp;&nbsp;BOA |
| Republic of South Africa (D11) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;0.295% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(163) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12284 | &nbsp;&nbsp;BOA |
| Republic of Turkey (D11) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;0.673% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(178) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7404 | &nbsp;&nbsp;BOA |
| State of Qatar (D11) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;0.095% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2763 | &nbsp;&nbsp;BOA |
| United Mexican States (D11) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;0.281% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(163) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12491 | &nbsp;&nbsp;BOA |
| Arab Republic of Egypt (D12) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1.884% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10746) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(693) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10053) | &nbsp;&nbsp;BOA |
| Emirate of Abu Dhabi (D12) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;0.124% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(693) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13785 | &nbsp;&nbsp;BOA |
| Federation of Malaysia (D12) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;0.169% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19754 | &nbsp;&nbsp;BOA |
| Federative Republic of Brazil (D12) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;0.541% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4159) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48413 | &nbsp;&nbsp;BOA |
| Kingdom of Saudi Arabia (D12) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;0.391% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(693) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10129 | &nbsp;&nbsp;BOA |
| People's Republic of China (D12) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;0.339% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4159) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64979 | &nbsp;&nbsp;BOA |
| Republic of Argentina (D12) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31557) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(693) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30864) | &nbsp;&nbsp;BOA |
| Republic of Chile (D12) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;0.145% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20244 | &nbsp;&nbsp;BOA |
| Republic of Colombia (D12) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;1.025% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4495 | &nbsp;&nbsp;BOA |
| Republic of Indonesia (D12) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;0.359% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3119) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47509 | &nbsp;&nbsp;BOA |
| Republic of Panama (D12) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;0.590% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(693) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7403 | &nbsp;&nbsp;BOA |
| Republic of Peru (D12) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;0.231% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18479 | &nbsp;&nbsp;BOA |
| Republic of Philippines (D12) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;0.259% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(693) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11924 | &nbsp;&nbsp;BOA |
| Republic of South Africa (D12) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;0.445% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4159) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56295 | &nbsp;&nbsp;BOA |
| Republic of Turkey (D12) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;0.962% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4159) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14054 | &nbsp;&nbsp;BOA |
| State of Qatar (D12) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;0.112% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(693) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13950 | &nbsp;&nbsp;BOA |
| United Mexican States (D12) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;0.354% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4159) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63762 | &nbsp;&nbsp;BOA |
| ADLER Real Estate GmbH (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;2.481% | &nbsp;&nbsp;&nbsp;&nbsp;(145676) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;(145124) | &nbsp;&nbsp;CITI |
| ADT Security Corp. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;CITI |
| Air France-KLM (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.532% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338 | &nbsp;&nbsp;CITI |
| Allwyn Entertainment Financing UK PLC (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.932% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29985) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29433) | &nbsp;&nbsp;CITI |
| Ally Financial, Inc. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.598% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4341) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3789) | &nbsp;&nbsp;CITI |
| American Airlines Group, Inc. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;1.594% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80448) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79896) | &nbsp;&nbsp;CITI |
| American Axle & Manufacturing, Inc. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;1.019% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36670) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36118) | &nbsp;&nbsp;CITI |
| ArcelorMittal SA (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.275% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21215 | &nbsp;&nbsp;CITI |
| Avis Budget Group, Inc. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;1.448% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69426) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68874) | &nbsp;&nbsp;CITI |
| Barclays Bank PLC (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5563 | &nbsp;&nbsp;CITI |
| Bath & Body Works, Inc. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.586% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3387) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2835) | &nbsp;&nbsp;CITI |
| Bellis Acquisition Co. PLC (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;2.401% | &nbsp;&nbsp;&nbsp;&nbsp;(141278) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;(140726) | &nbsp;&nbsp;CITI |

---

------

#### PGIM Total Return Bond Fund

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

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Implied<br> Credit<br> Spread at<br> January 31,<br> 2026(4)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| BNP Paribas SA (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.297% | &nbsp;&nbsp;&nbsp;&nbsp; $18936 | &nbsp;&nbsp;&nbsp;&nbsp; $(552) | &nbsp;&nbsp;&nbsp;&nbsp; $19488 | &nbsp;&nbsp;CITI |
| Bombardier, Inc. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.389% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12382 | &nbsp;&nbsp;CITI |
| Boyd Gaming Corp. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.591% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3774) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3222) | &nbsp;&nbsp;CITI |
| Carnival Corp. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.374% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13507 | &nbsp;&nbsp;CITI |
| CCO Holdings LLC (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34354) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33802) | &nbsp;&nbsp;CITI |
| Cleveland-Cliffs, Inc. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.667% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9658) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9106) | &nbsp;&nbsp;CITI |
| Cloud Software Group, Inc. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.962% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32354) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31802) | &nbsp;&nbsp;CITI |
| CMA CGM SA (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.836% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22610) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22058) | &nbsp;&nbsp;CITI |
| Commerzbank AG (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.317% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17996 | &nbsp;&nbsp;CITI |
| Constellium SE (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.988% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34285) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33733) | &nbsp;&nbsp;CITI |
| CPI Property Group SA (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;1.271% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55851) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55299) | &nbsp;&nbsp;CITI |
| Deutsche Bank AG (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.414% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10415 | &nbsp;&nbsp;CITI |
| Deutsche Lufthansa AG (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.395% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11910 | &nbsp;&nbsp;CITI |
| Domtar Corp. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;7.748% | &nbsp;&nbsp;&nbsp;&nbsp;(525498) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;(524946) | &nbsp;&nbsp;CITI |
| Dufry One BV (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.562% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1585) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1033) | &nbsp;&nbsp;CITI |
| DXC Technology Co. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.378% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13185 | &nbsp;&nbsp;CITI |
| Elo SA (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2841 | &nbsp;&nbsp;&nbsp;&nbsp;0.359% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(276) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7355 | &nbsp;&nbsp;CITI |
| Fibercop SpA (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.670% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9876) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9324) | &nbsp;&nbsp;CITI |
| Ford Motor Credit Co. LLC (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.705% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12577) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12025) | &nbsp;&nbsp;CITI |
| Forvia SE (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.601% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4548) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3996) | &nbsp;&nbsp;CITI |
| General Motors Co. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.372% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13675 | &nbsp;&nbsp;CITI |
| Grifols SA (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.910% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28349) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27797) | &nbsp;&nbsp;CITI |
| Hapag-Lloyd AG (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.760% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16803) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16251) | &nbsp;&nbsp;CITI |
| HUB International Ltd. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.394% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12004 | &nbsp;&nbsp;CITI |
| Iceland Bondco PLC (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;1.810% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96964) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96412) | &nbsp;&nbsp;CITI |
| Iliad Holding SAS (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.792% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19280) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18728) | &nbsp;&nbsp;CITI |
| INEOS Finance PLC (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;8.459% | &nbsp;&nbsp;&nbsp;&nbsp;(566673) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;(566121) | &nbsp;&nbsp;CITI |
| INEOS Quattro Finance 2 PLC (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;10.995% | &nbsp;&nbsp;&nbsp;&nbsp;(724341) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;(723789) | &nbsp;&nbsp;CITI |
| International Game Technology PLC (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.432% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9028 | &nbsp;&nbsp;CITI |
| Jaguar Land Rover Automotive PLC (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.865% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24891) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24339) | &nbsp;&nbsp;CITI |
| Kaixo Bondco Telecom SA (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.220% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25459 | &nbsp;&nbsp;CITI |
| KB Home (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.558% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1210) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(658) | &nbsp;&nbsp;CITI |
| Kohl's Corp. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;1.993% | &nbsp;&nbsp;&nbsp;&nbsp;(110689) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;(110137) | &nbsp;&nbsp;CITI |
| Lanxess AG (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.542% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;CITI |
| LifePoint Health, Inc. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.623% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6277) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5725) | &nbsp;&nbsp;CITI |
| Loxam SAS (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.998% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35144) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34592) | &nbsp;&nbsp;CITI |
| Murphy Oil Corp. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.490% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4585 | &nbsp;&nbsp;CITI |
| Nabors Industries, Inc. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.916% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28785) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28233) | &nbsp;&nbsp;CITI |
| NCL Corp. Ltd. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.639% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7486) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6934) | &nbsp;&nbsp;CITI |
| New Immo Holding SA (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;2841 | &nbsp;&nbsp;&nbsp;&nbsp;1.167% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24013) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(546) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23467) | &nbsp;&nbsp;CITI |
| Nexi SpA (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.796% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19554) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19002) | &nbsp;&nbsp;CITI |
| Nordstrom, Inc. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.615% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5634) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5082) | &nbsp;&nbsp;CITI |
| NRG Energy, Inc. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.408% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10925 | &nbsp;&nbsp;CITI |
| OI European Group BV (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;1.315% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59266) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58714) | &nbsp;&nbsp;CITI |
| Olin Corp. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.564% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1731) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1179) | &nbsp;&nbsp;CITI |
| OneMain Finance Corp. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.743% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15530) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14978) | &nbsp;&nbsp;CITI |
| Organon & Co. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;1.044% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38585) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38033) | &nbsp;&nbsp;CITI |
| Pachelbel Bidco SpA (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.925% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29512) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28960) | &nbsp;&nbsp;CITI |
| Paramount Global (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.501% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3728 | &nbsp;&nbsp;CITI |
| Pitney Bowes, Inc. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.891% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26872) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26320) | &nbsp;&nbsp;CITI |
| Post Holdings, Inc. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.502% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3615 | &nbsp;&nbsp;CITI |
| Renault SA (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.327% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17180 | &nbsp;&nbsp;CITI |
| Rossini Sarl (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.728% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14325) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13773) | &nbsp;&nbsp;CITI |
| Saipem Finance International BV (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.396% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11830 | &nbsp;&nbsp;CITI |
| Schaeffler AG (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.430% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9234 | &nbsp;&nbsp;CITI |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Implied<br> Credit<br> Spread at<br> January 31,<br> 2026(4)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Sealed Air Corp. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.757% | &nbsp;&nbsp;&nbsp; $(16562) | &nbsp;&nbsp;&nbsp;&nbsp; $(552) | &nbsp;&nbsp;&nbsp; $(16010) | &nbsp;&nbsp;CITI |
| Sirius XM Radio LLC (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.632% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6961) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6409) | &nbsp;&nbsp;CITI |
| Societe Generale SA (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.315% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18087 | &nbsp;&nbsp;CITI |
| Stellantis NV (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.411% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10645 | &nbsp;&nbsp;CITI |
| Stena AB (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.955% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31747) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31195) | &nbsp;&nbsp;CITI |
| Sunrise HoldCo IV BV (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.272% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21441 | &nbsp;&nbsp;CITI |
| TeamSystem SpA (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;1.610% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81697) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81145) | &nbsp;&nbsp;CITI |
| TEGNA, Inc. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.340% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16136 | &nbsp;&nbsp;CITI |
| Telecom Italia SpA (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.372% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13680 | &nbsp;&nbsp;CITI |
| Tenet Healthcare Corp. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.286% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20342 | &nbsp;&nbsp;CITI |
| Teva Pharmaceutical Industries Ltd. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.316% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18042 | &nbsp;&nbsp;CITI |
| thyssenkrupp AG (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.310% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18454 | &nbsp;&nbsp;CITI |
| TUI AG (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.615% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5627) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5075) | &nbsp;&nbsp;CITI |
| United Airlines Holdings, Inc. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.596% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4152) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3600) | &nbsp;&nbsp;CITI |
| United Group BV (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;1.024% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37039) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36487) | &nbsp;&nbsp;CITI |
| Univision Communications, Inc. (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.627% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6559) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6007) | &nbsp;&nbsp;CITI |
| Valeo SE (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.528% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1606 | &nbsp;&nbsp;CITI |
| Virgin Media Finance PLC (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;1.686% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(87401) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86849) | &nbsp;&nbsp;CITI |
| Volkswagen AG (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.288% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20211 | &nbsp;&nbsp;CITI |
| Volvo Car AB (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;0.539% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;CITI |
| ZF Europe Finance BV (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;1.161% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47517) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46965) | &nbsp;&nbsp;CITI |
| Ziggo Bond Co. BV (D23) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;1.577% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79184) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78632) | &nbsp;&nbsp;CITI |
| ADT Security Corp. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8640 | &nbsp;&nbsp;CITI |
| Aegon Ltd. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.190% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31700 | &nbsp;&nbsp;CITI |
| Air France-KLM (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.532% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1467 | &nbsp;&nbsp;CITI |
| Ally Financial, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.598% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4999) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4383) | &nbsp;&nbsp;CITI |
| American Axle & Manufacturing, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;1.019% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41885) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41269) | &nbsp;&nbsp;CITI |
| Amkor Technology, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.318% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20343 | &nbsp;&nbsp;CITI |
| Aramark Services, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.324% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19780 | &nbsp;&nbsp;CITI |
| Ashland LLC (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.297% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22219 | &nbsp;&nbsp;CITI |
| Avient Corp. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.414% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11848 | &nbsp;&nbsp;CITI |
| Avis Budget Group, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;1.448% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79256) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78640) | &nbsp;&nbsp;CITI |
| Banco Bilbao Vizcaya Argentaria SA (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.274% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24198 | &nbsp;&nbsp;CITI |
| Barclays Bank PLC (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.437% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9813 | &nbsp;&nbsp;CITI |
| Bath & Body Works, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.586% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3910) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3294) | &nbsp;&nbsp;CITI |
| Beazer Homes USA, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;1.209% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58520) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57904) | &nbsp;&nbsp;CITI |
| Bombardier, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.389% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14068 | &nbsp;&nbsp;CITI |
| Boparan Finance PLC (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.822% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24654) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24038) | &nbsp;&nbsp;CITI |
| Boyd Gaming Corp. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.591% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4352) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3736) | &nbsp;&nbsp;CITI |
| Caesars Entertainment, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;1.018% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41827) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41211) | &nbsp;&nbsp;CITI |
| Carnival Corp. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.374% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15352 | &nbsp;&nbsp;CITI |
| CCO Holdings LLC (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39242) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38626) | &nbsp;&nbsp;CITI |
| Ceconomy AG (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.290% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22826 | &nbsp;&nbsp;CITI |
| Cleveland-Cliffs, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.667% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11066) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10450) | &nbsp;&nbsp;CITI |
| CMA CGM SA (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.836% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25843) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25227) | &nbsp;&nbsp;CITI |
| Constellium SE (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.988% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39164) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38548) | &nbsp;&nbsp;CITI |
| DaVita, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.489% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5251 | &nbsp;&nbsp;CITI |
| Delta Air Lines, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.402% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12908 | &nbsp;&nbsp;CITI |
| Deutsche Bank AG (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.401% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12991 | &nbsp;&nbsp;CITI |
| eG Global Finance PLC (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.762% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19392) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18776) | &nbsp;&nbsp;CITI |
| Electrolux AB (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.421% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11196 | &nbsp;&nbsp;CITI |
| Elo SA (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;0.359% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(308) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8362 | &nbsp;&nbsp;CITI |
| Federative Republic of Brazil (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.541% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;CITI |
| Fibercop SpA (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.670% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11313) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10697) | &nbsp;&nbsp;CITI |

---

------

#### PGIM Total Return Bond Fund

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

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Implied<br> Credit<br> Spread at<br> January 31,<br> 2026(4)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Ford Motor Credit Co. LLC (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.687% | &nbsp;&nbsp;&nbsp; $(12819) | &nbsp;&nbsp;&nbsp;&nbsp; $(616) | &nbsp;&nbsp;&nbsp; $(12203) | &nbsp;&nbsp;CITI |
| Ford Motor Credit Co. LLC (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.705% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14396) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13780) | &nbsp;&nbsp;CITI |
| Forvia SE (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.601% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5235) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4619) | &nbsp;&nbsp;CITI |
| Gap, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.333% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19039 | &nbsp;&nbsp;CITI |
| Genworth Holdings, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.410% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12216 | &nbsp;&nbsp;CITI |
| Goodyear Tire & Rubber Co. (The) (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.994% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39705) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39089) | &nbsp;&nbsp;CITI |
| Grifols SA (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.910% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32391) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31775) | &nbsp;&nbsp;CITI |
| Hapag-Lloyd AG (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.760% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19218) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18602) | &nbsp;&nbsp;CITI |
| Iceland Bondco PLC (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;1.810% | &nbsp;&nbsp;&nbsp;&nbsp;(110672) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;(110056) | &nbsp;&nbsp;CITI |
| Iron Mountain, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.456% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8125 | &nbsp;&nbsp;CITI |
| Jaguar Land Rover Automotive PLC (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.865% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28446) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27830) | &nbsp;&nbsp;CITI |
| K. Hovnanian Enterprises, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.852% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27298) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26682) | &nbsp;&nbsp;CITI |
| KB Home (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.558% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1426) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(810) | &nbsp;&nbsp;CITI |
| Kingdom of Bahrain (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;1.137% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52267) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51651) | &nbsp;&nbsp;CITI |
| Lamb Weston Holdings, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.435% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9969 | &nbsp;&nbsp;CITI |
| Lanxess AG (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.542% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 | &nbsp;&nbsp;CITI |
| Lincoln National Corp. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.437% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9845 | &nbsp;&nbsp;CITI |
| Lumen Technologies, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.905% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31945) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31329) | &nbsp;&nbsp;CITI |
| MGM Resorts International (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.716% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15361) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14745) | &nbsp;&nbsp;CITI |
| Monitchem Holdco 3 SA (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;2.444% | &nbsp;&nbsp;&nbsp;&nbsp;(164606) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;(163990) | &nbsp;&nbsp;CITI |
| Murphy Oil Corp. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.490% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5172 | &nbsp;&nbsp;CITI |
| Navient Corp. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;1.565% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(89321) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88705) | &nbsp;&nbsp;CITI |
| NCL Corp. Ltd. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.639% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8587) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7971) | &nbsp;&nbsp;CITI |
| New Immo Holding SA (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;1.167% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27421) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(637) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26784) | &nbsp;&nbsp;CITI |
| Newell Brands, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;1.593% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91876) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91260) | &nbsp;&nbsp;CITI |
| Nexi SpA (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.796% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22357) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21741) | &nbsp;&nbsp;CITI |
| Nordstrom, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.615% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6475) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5859) | &nbsp;&nbsp;CITI |
| NRG Energy, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.408% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12406 | &nbsp;&nbsp;CITI |
| OI European Group BV (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;1.315% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67665) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67049) | &nbsp;&nbsp;CITI |
| Olin Corp. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.564% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1404) | &nbsp;&nbsp;CITI |
| OneMain Finance Corp. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.743% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17765) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17149) | &nbsp;&nbsp;CITI |
| Petrobras Global Finance BV (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.536% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;CITI |
| Petroleos Mexicanos (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;1.904% | &nbsp;&nbsp;&nbsp;&nbsp;(118770) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;(118154) | &nbsp;&nbsp;CITI |
| PG&E Corp. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.596% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4786) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4170) | &nbsp;&nbsp;CITI |
| Picard Bondco SA (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.498% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;CITI |
| Pitney Bowes, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.891% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30706) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30090) | &nbsp;&nbsp;CITI |
| Post Holdings, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.502% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;CITI |
| PostNL NV (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.469% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6987 | &nbsp;&nbsp;CITI |
| Premier Foods Finance PLC (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;1.008% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40898) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40282) | &nbsp;&nbsp;CITI |
| Rakuten Group, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.956% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36425) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35809) | &nbsp;&nbsp;CITI |
| Republic of Colombia (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;1.025% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42432) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41816) | &nbsp;&nbsp;CITI |
| Republic of Panama (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(769) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(153) | &nbsp;&nbsp;CITI |
| Republic of South Africa (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.445% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9073 | &nbsp;&nbsp;CITI |
| Republic of Turkey (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.861% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28096) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27480) | &nbsp;&nbsp;CITI |
| Royal Caribbean Cruises Ltd. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.311% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20950 | &nbsp;&nbsp;CITI |
| Schaeffler AG (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.430% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10476 | &nbsp;&nbsp;CITI |
| SES SA (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.531% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553 | &nbsp;&nbsp;CITI |
| SoftBank Group Corp. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;2.244% | &nbsp;&nbsp;&nbsp;&nbsp;(147467) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;(146851) | &nbsp;&nbsp;CITI |
| Southwest Airlines Co. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.382% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14704 | &nbsp;&nbsp;CITI |
| Stellantis NV (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.411% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12087 | &nbsp;&nbsp;CITI |
| Stena AB (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.955% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36269) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35653) | &nbsp;&nbsp;CITI |
| Sunrise HoldCo IV BV (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.272% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24406 | &nbsp;&nbsp;CITI |
| TEGNA, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.340% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18351 | &nbsp;&nbsp;CITI |
| Telecom Italia SpA (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.372% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15549 | &nbsp;&nbsp;CITI |
| Tenet Healthcare Corp. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.286% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23150 | &nbsp;&nbsp;CITI |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Implied<br> Credit<br> Spread at<br> January 31,<br> 2026(4)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)\*\*(cont'd.):** |
| Teva Pharmaceutical Industries Ltd. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.316% | &nbsp;&nbsp;&nbsp;&nbsp; $19911 | &nbsp;&nbsp;&nbsp;&nbsp; $(616) | &nbsp;&nbsp;&nbsp;&nbsp; $20527 | &nbsp;&nbsp;CITI |
| TransDigm, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.396% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13479 | &nbsp;&nbsp;CITI |
| TUI AG (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.615% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6466) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5850) | &nbsp;&nbsp;CITI |
| UniCredit SpA (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.267% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24894 | &nbsp;&nbsp;CITI |
| United Airlines Holdings, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.596% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4783) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4167) | &nbsp;&nbsp;CITI |
| United Group BV (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;1.024% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42307) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41691) | &nbsp;&nbsp;CITI |
| United Mexican States (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.354% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17127 | &nbsp;&nbsp;CITI |
| Uniti Group, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;1.117% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50354) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49738) | &nbsp;&nbsp;CITI |
| Univision Communications, Inc. (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.627% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7529) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6913) | &nbsp;&nbsp;CITI |
| Valeo SE (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.528% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1773 | &nbsp;&nbsp;CITI |
| Virgin Media Finance PLC (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;1.686% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99763) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99147) | &nbsp;&nbsp;CITI |
| Vistra Operations Co. LLC (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.521% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2444 | &nbsp;&nbsp;CITI |
| Volvo Car AB (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;0.539% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854 | &nbsp;&nbsp;CITI |
| Ziggo Bond Co. BV (D24) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;1.577% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90389) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(89773) | &nbsp;&nbsp;CITI |
|  |  |  |  |  |  | &nbsp;&nbsp;$2994670 | &nbsp;&nbsp;$(524162) | &nbsp;&nbsp;$3518832 |  |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> 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 Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)\*\*:** |
| CDX.EM.36.V3 (D03) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp; $(132004) | &nbsp;&nbsp;&nbsp;&nbsp; $5791 | &nbsp;&nbsp; $(137795) | &nbsp;&nbsp;BOA |
| CDX.EM.36.V3 (D04) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;184000 | &nbsp;&nbsp;&nbsp;&nbsp;(1056037) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41474 | &nbsp;&nbsp;&nbsp;&nbsp;(1097511) | &nbsp;&nbsp;CITI |
| CDX.EM.36.V3 (D05) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;92000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(528018) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552149) | &nbsp;&nbsp;MSI |
| CDX.EM.36.V3 (D06) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;(2640090) | &nbsp;&nbsp;&nbsp;&nbsp;188520 | &nbsp;&nbsp;&nbsp;&nbsp;(2828610) | &nbsp;&nbsp;BARC |
| CDX.EM.36.V3 (D07) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;92000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(528018) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(558243) | &nbsp;&nbsp;MSI |
| CDX.EM.36.V3 (D08) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;92000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(528018) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9574) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(518444) | &nbsp;&nbsp;MSI |
| CDX.EM.36.V3 (D09) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;184000 | &nbsp;&nbsp;&nbsp;&nbsp;(1056037) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4978 | &nbsp;&nbsp;&nbsp;&nbsp;(1061015) | &nbsp;&nbsp;MSI |
| CDX.EM.35.V3 (D10) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;69000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(230491) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(233442) | &nbsp;&nbsp;BARC |
| CDX.EM.36.V3 (D11) | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79203) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1223) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77980) | &nbsp;&nbsp;BOA |
| CDX.EM.37.V2 (D12) | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;49000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(342504) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(354635) | &nbsp;&nbsp;BOA |
| CDX.Zermatt.0-5% (D23)^ | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;5046718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2431 | &nbsp;&nbsp;&nbsp;&nbsp;5044287 | &nbsp;&nbsp;CITI |
| CDX.Zermatt.10-15% (D23)^ | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21168 | &nbsp;&nbsp;CITI |
| CDX.Zermatt.15-100% (D23)^ | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;(2579440) | &nbsp;&nbsp;&nbsp;&nbsp;(99381) | &nbsp;&nbsp;&nbsp;&nbsp;(2480059) | &nbsp;&nbsp;CITI |
| CDX.Zermatt.5-10% (D23)^ | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342154 | &nbsp;&nbsp;CITI |
| CDX.Paris.0-5% (D24)^ | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;4425744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3081 | &nbsp;&nbsp;&nbsp;&nbsp;4422663 | &nbsp;&nbsp;CITI |
| CDX.Paris.10-15% (D24)^ | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28975) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32056) | &nbsp;&nbsp;CITI |
| CDX.Paris.15-100% (D24)^ | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;459000 | &nbsp;&nbsp;&nbsp;&nbsp;(3470146) | &nbsp;&nbsp;&nbsp;&nbsp;(125904) | &nbsp;&nbsp;&nbsp;&nbsp;(3344242) | &nbsp;&nbsp;CITI |
| CDX.Paris.5-10% (D24)^ | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;0.500%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213246 | &nbsp;&nbsp;CITI |
|  |  |  |  |  | &nbsp;&nbsp;$(3142008) | &nbsp;&nbsp;$90655 | &nbsp;&nbsp;$(3232663) |  |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Implied<br> Credit<br> Spread at<br> January 31,<br> 2026(4)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*:** |
| CDX.EM.35.V3 (D01) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;36800 | &nbsp;&nbsp;0.430% | &nbsp;&nbsp;&nbsp;&nbsp; $122929 | &nbsp;&nbsp;&nbsp; $(5503) | &nbsp;&nbsp;&nbsp;&nbsp; $128432 | &nbsp;&nbsp;BOA |
| CDX.EM.35.V3 (D02) | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;0.430% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(803) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16170 | &nbsp;&nbsp;BOA |
| CDX.EM.44.V1 (D13) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;400000 | &nbsp;&nbsp;1.274% | &nbsp;&nbsp;&nbsp;&nbsp;(4329763) | &nbsp;&nbsp;&nbsp;&nbsp;(47613) | &nbsp;&nbsp;&nbsp;&nbsp;(4282150) | &nbsp;&nbsp;DB |
| CDX.EM.44.V1 (D14) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;200000 | &nbsp;&nbsp;1.274% | &nbsp;&nbsp;&nbsp;&nbsp;(2164881) | &nbsp;&nbsp;&nbsp;&nbsp;(34193) | &nbsp;&nbsp;&nbsp;&nbsp;(2130688) | &nbsp;&nbsp;DB |

---

------

#### PGIM Total Return Bond Fund

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

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Implied<br> Credit<br> Spread at<br> January 31,<br> 2026(4)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)\*\*(cont'd.):** |
| CDX.EM.44.V1 (D15) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;100000 | &nbsp;&nbsp;1.274% | &nbsp;&nbsp; $(1082440) | &nbsp;&nbsp; $(27515) | &nbsp;&nbsp; $(1054925) | &nbsp;&nbsp;DB |
| CDX.EM.44.V1 (D16) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;100000 | &nbsp;&nbsp;1.274% | &nbsp;&nbsp;&nbsp;&nbsp;(1082441) | &nbsp;&nbsp;&nbsp;&nbsp;(30127) | &nbsp;&nbsp;&nbsp;&nbsp;(1052314) | &nbsp;&nbsp;BOA |
| CDX.EM.44.V1 (D17) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;100000 | &nbsp;&nbsp;1.274% | &nbsp;&nbsp;&nbsp;&nbsp;(1082441) | &nbsp;&nbsp;&nbsp;&nbsp;(30127) | &nbsp;&nbsp;&nbsp;&nbsp;(1052314) | &nbsp;&nbsp;BOA |
| CDX.EM.44.V1 (D18) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;100000 | &nbsp;&nbsp;1.274% | &nbsp;&nbsp;&nbsp;&nbsp;(1082440) | &nbsp;&nbsp;&nbsp;&nbsp;(37978) | &nbsp;&nbsp;&nbsp;&nbsp;(1044462) | &nbsp;&nbsp;BOA |
| CDX.EM.HY.44.V1 (D19) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;100000 | &nbsp;&nbsp;1.992% | &nbsp;&nbsp;&nbsp;&nbsp;(4117641) | &nbsp;&nbsp;&nbsp;&nbsp;(154447) | &nbsp;&nbsp;&nbsp;&nbsp;(3963194) | &nbsp;&nbsp;DB |
| CDX.EM.44.V1 (D20) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;200000 | &nbsp;&nbsp;1.274% | &nbsp;&nbsp;&nbsp;&nbsp;(2164881) | &nbsp;&nbsp;&nbsp;&nbsp;(165880) | &nbsp;&nbsp;&nbsp;&nbsp;(1999001) | &nbsp;&nbsp;BOA |
| CDX.EM.44.V1 (D21) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;200000 | &nbsp;&nbsp;1.274% | &nbsp;&nbsp;&nbsp;&nbsp;(2164881) | &nbsp;&nbsp;&nbsp;&nbsp;(171220) | &nbsp;&nbsp;&nbsp;&nbsp;(1993661) | &nbsp;&nbsp;BOA |
| CDX.EM.44.V1 (D22) | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;250000 | &nbsp;&nbsp;1.274% | &nbsp;&nbsp;&nbsp;&nbsp;(2706101) | &nbsp;&nbsp;&nbsp;&nbsp;(220707) | &nbsp;&nbsp;&nbsp;&nbsp;(2485394) | &nbsp;&nbsp;DB |
|  |  |  |  |  | &nbsp;&nbsp;$(21839614) | &nbsp;&nbsp;$(926113) | &nbsp;&nbsp;$(20913501) |  |

---

\*\* The Fund entered into multiple credit default swap agreements in a packaged trade consisting of two parts. The Fund bought/sold protection on an Emerging Market CDX Index and bought/sold protection on the countries which comprise the index. The upfront premium is attached to the index of the trade for the Emerging Markets CDX package(s). Each swap is priced individually. If any of the component swaps are closed out early, the Index exposure will be reduced by an amount proportionate to the terminated swap(s). Individual packages in the tables above are denoted by the corresponding footnotes (D01 - D22). The Fund also bought/sold protection on a customized CDX Index and bought/sold protection on the corporate issuers which comprise the index. The upfront premium is attached to the index of the trade for the customized CDX package(s). Each swap is priced individually. The Index trades are divided into tranches differentiated by a percentage range representing the risk of default of the underlying issuers; individual tranches will be reduced according to corresponding aggregate rates of default. Individual packages in the tables above are denoted by the corresponding footnotes (D23 – D24).

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | **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 | 08/02/27 | &nbsp;&nbsp;1.650%(M) | &nbsp;&nbsp;99728 &nbsp;&nbsp;\* | &nbsp;&nbsp; $137114 | &nbsp;&nbsp;$(4427) | &nbsp;&nbsp;$141541 | &nbsp;&nbsp;GSI |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> 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;**Value at<br> Trade Date** | &nbsp;&nbsp;&nbsp;**Value at<br> January 31,<br> 2026** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Credit Default Swap Agreement on corporate and/or sovereign issues - Buy Protection(1):** | **Centrally Cleared Credit Default Swap Agreement on corporate and/or sovereign issues - Buy Protection(1):** | **Centrally Cleared Credit Default Swap Agreement on corporate and/or sovereign issues - Buy Protection(1):** | **Centrally Cleared Credit Default Swap Agreement on corporate and/or sovereign issues - Buy Protection(1):** | **Centrally Cleared Credit Default Swap Agreement on corporate and/or sovereign issues - Buy Protection(1):** | **Centrally Cleared Credit Default Swap Agreement on corporate and/or sovereign issues - Buy Protection(1):** | **Centrally Cleared Credit Default Swap Agreement on corporate and/or sovereign issues - Buy Protection(1):** |
| Republic of South Africa | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;20000 | &nbsp;&nbsp;$346272 | &nbsp;&nbsp;$(140733) | &nbsp;&nbsp;$(487005) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> 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):** |
| China Development Bank | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;34725 | &nbsp;&nbsp;&nbsp;&nbsp; $(754531) | &nbsp;&nbsp;&nbsp;&nbsp; $(240333) | &nbsp;&nbsp; $(514198) | &nbsp;&nbsp;JPM |
| Deutsche Telekom International Finance BV | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;(1214889) | &nbsp;&nbsp;&nbsp;&nbsp;(1056428) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(158461) | &nbsp;&nbsp;CITI |
| Deutsche Telekom International Finance BV | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;35400 | &nbsp;&nbsp;&nbsp;&nbsp;(1075177) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(961209) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113968) | &nbsp;&nbsp;CITI |
| Deutsche Telekom International Finance BV | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(303722) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(263869) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39853) | &nbsp;&nbsp;CITI |
| E.ON International Finance BV | &nbsp;&nbsp;12/20/35 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(596752) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(453980) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(142772) | &nbsp;&nbsp;CITI |
| Gazprom PAO | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107013 | &nbsp;&nbsp;JPM |
| Hellenic Republic | &nbsp;&nbsp;12/20/29 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;(1474543) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(881125) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(593418) | &nbsp;&nbsp;BARC |
| Industrial and Commercial Bank of China Ltd. | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;34725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(807118) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(209916) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(597202) | &nbsp;&nbsp;JPM |
| Intesa Sanpaolo SpA | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;(1347544) | &nbsp;&nbsp;&nbsp;&nbsp;(1200929) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(146615) | &nbsp;&nbsp;BARC |
| Intesa Sanpaolo SpA | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(673771) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(601402) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72369) | &nbsp;&nbsp;BARC |
| Intesa Sanpaolo SpA | &nbsp;&nbsp;12/20/33 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;(1587184) | &nbsp;&nbsp;&nbsp;&nbsp;(1370693) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(216491) | &nbsp;&nbsp;BARC |
| Intesa Sanpaolo SpA | &nbsp;&nbsp;12/20/33 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;(1104760) | &nbsp;&nbsp;&nbsp;&nbsp;(1034530) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(70230) | &nbsp;&nbsp;CITI |
| Intesa Sanpaolo SpA | &nbsp;&nbsp;12/20/33 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(513842) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(454127) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59715) | &nbsp;&nbsp;CITI |
| Israel Electric Corp. Ltd. | &nbsp;&nbsp;09/20/28 | &nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31252) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69586) | &nbsp;&nbsp;BARC |

---

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont'd.):** |
| Kingdom of Bahrain | &nbsp;&nbsp;06/20/28 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $81782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $81782 | &nbsp;&nbsp;BARC |
| Kingdom of Spain | &nbsp;&nbsp;12/20/29 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;(2446856) | &nbsp;&nbsp;&nbsp;&nbsp;(1878434) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(568422) | &nbsp;&nbsp;BARC |
| People's Republic of China | &nbsp;&nbsp;12/20/32 | &nbsp;&nbsp;0.340%(Q) &nbsp;&nbsp;CNH | &nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571593 | &nbsp;&nbsp;BARC |
| Petroleo Brasileiro SA | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5835) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88056) | &nbsp;&nbsp;MSI |
| Petroleos Mexicanos | &nbsp;&nbsp;03/20/27 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(238797) | &nbsp;&nbsp;MSI |
| Republic of France | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;0.250%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;44260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(273964) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(129164) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(144800) | &nbsp;&nbsp;BARC |
| Republic of Italy | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;30700 | &nbsp;&nbsp;&nbsp;&nbsp;(1074928) | &nbsp;&nbsp;&nbsp;&nbsp;(1132044) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57116 | &nbsp;&nbsp;BARC |
| Republic of Panama | &nbsp;&nbsp;06/20/28 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;77905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(569861) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(353062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(216799) | &nbsp;&nbsp;DB |
| Sasol Financing USA LLC | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11497 | &nbsp;&nbsp;BARC |
| Sasol Financing USA LLC | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22853) | &nbsp;&nbsp;BARC |
| Telefonica Europe BV | &nbsp;&nbsp;09/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;21500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(379072) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(280715) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98357) | &nbsp;&nbsp;CITI |
|  |  |  |  | &nbsp;&nbsp;$(13621216) | &nbsp;&nbsp;$(10277255) | &nbsp;&nbsp;$(3343961) |  |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Implied<br> Credit<br> Spread at<br> January 31,<br> 2026(4)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** |
| Alphabet, Inc. | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;62830 | &nbsp;&nbsp;0.329% | &nbsp;&nbsp; $1790204 | &nbsp;&nbsp; $1518274 | &nbsp;&nbsp; $271930 | &nbsp;&nbsp;GSI |
| Bank of Montreal^ | &nbsp;&nbsp;11/20/29 | &nbsp;&nbsp;&nbsp;1.250%(Q) |  | &nbsp;&nbsp;18495 | &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93114 | &nbsp;&nbsp;GSI |
| Bank of Nova Scotia | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;37278 | &nbsp;&nbsp;0.152% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84096 | &nbsp;&nbsp;CITI |
| Bank of Nova Scotia^ | &nbsp;&nbsp;05/20/35 | &nbsp;&nbsp;&nbsp;1.450%(Q) |  | &nbsp;&nbsp;21000 | &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(256756) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24635) | &nbsp;&nbsp;&nbsp;&nbsp;(232121) | &nbsp;&nbsp;GSI |
| Barclays Bank PLC | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;60670 | &nbsp;&nbsp;0.202% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119328 | &nbsp;&nbsp;GSI |
| Canadian Imperial Bank of Commerce^ | &nbsp;&nbsp;06/20/28 | &nbsp;&nbsp;&nbsp;1.100%(Q) |  | &nbsp;&nbsp;14805 | &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80669 | &nbsp;&nbsp;GSI |
| Citigroup, Inc. | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;82845 | &nbsp;&nbsp;0.256% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131411 | &nbsp;&nbsp;GSI |
| Colombia Telecomunicaciones SA ESP | &nbsp;&nbsp;03/20/26 | &nbsp;&nbsp;&nbsp;1.000%(T) |  | &nbsp;&nbsp;11600 | &nbsp;&nbsp;0.809% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4574) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20766 | &nbsp;&nbsp;BARC |
| Deutsche Telekom AG | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;26943 | &nbsp;&nbsp;0.099% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35282 | &nbsp;&nbsp;JPM |
| Federative Republic of Brazil | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;23805 | &nbsp;&nbsp;0.445% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23861 | &nbsp;&nbsp;BARC |
| General Motors Co. | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;&nbsp;5.000%(Q) |  | &nbsp;&nbsp;14920 | &nbsp;&nbsp;0.223% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142965 | &nbsp;&nbsp;GSI |
| Government of Japan | &nbsp;&nbsp;06/20/28 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;35000 | &nbsp;&nbsp;0.130% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163382 | &nbsp;&nbsp;CITI |
| Halliburton Co. | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;27820 | &nbsp;&nbsp;0.166% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190568 | &nbsp;&nbsp;GSI |
| Hellenic Republic | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;12360 | &nbsp;&nbsp;0.097% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47300 | &nbsp;&nbsp;BARC |
| Hellenic Republic | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;0.113% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51601 | &nbsp;&nbsp;BARC |
| Hellenic Republic | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;50000 | &nbsp;&nbsp;0.284% | &nbsp;&nbsp;&nbsp;&nbsp;1670640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851456 | &nbsp;&nbsp;BARC |
| HSBC Bank PLC | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;41574 | &nbsp;&nbsp;0.169% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42899 | &nbsp;&nbsp;MSI |
| Kingdom of Norway | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—%(Q) |  | &nbsp;&nbsp;90890 | &nbsp;&nbsp;0.039% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31359) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40034) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8675 | &nbsp;&nbsp;BARC |
| Kingdom of Saudi Arabia | &nbsp;&nbsp;03/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;9980 | &nbsp;&nbsp;0.269% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11287 | &nbsp;&nbsp;CITI |
| Kingdom of Saudi Arabia | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;9980 | &nbsp;&nbsp;0.274% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11153 | &nbsp;&nbsp;CITI |
| Kingdom of Spain | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;55000 | &nbsp;&nbsp;0.048% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12085) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4991) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7094) | &nbsp;&nbsp;BARC |
| Kingdom of Spain | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;53833 | &nbsp;&nbsp;0.029% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80422 | &nbsp;&nbsp;BARC |
| Kingdom of Spain | &nbsp;&nbsp;12/20/31 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;75000 | &nbsp;&nbsp;0.228% | &nbsp;&nbsp;&nbsp;&nbsp;3177396 | &nbsp;&nbsp;&nbsp;&nbsp;2172850 | &nbsp;&nbsp;&nbsp;&nbsp;1004546 | &nbsp;&nbsp;BARC |
| New York Life Global Funding | &nbsp;&nbsp;09/20/35 | &nbsp;&nbsp;&nbsp;2.000%(Q) |  | &nbsp;&nbsp;19000 | &nbsp;&nbsp;1.165% | &nbsp;&nbsp;&nbsp;&nbsp;1257339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1257339 | &nbsp;&nbsp;GSI |
| Nomura Holdings, Inc. | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;86777 | &nbsp;&nbsp;0.233% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106395 | &nbsp;&nbsp;BARC |
| Oracle Corp. | &nbsp;&nbsp;06/20/30 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;26535 | &nbsp;&nbsp;1.454% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(445300) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529895 | &nbsp;&nbsp;&nbsp;&nbsp;(975195) | &nbsp;&nbsp;GSI |
| Pacific Life | &nbsp;&nbsp;08/20/35 | &nbsp;&nbsp;&nbsp;2.500%(Q) |  | &nbsp;&nbsp;22200 | &nbsp;&nbsp;2.925% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(631839) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77) | &nbsp;&nbsp;&nbsp;&nbsp;(631762) | &nbsp;&nbsp;GSI |
| People's Republic of China | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;69450 | &nbsp;&nbsp;0.376% | &nbsp;&nbsp;&nbsp;&nbsp;1466605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882464 | &nbsp;&nbsp;JPM |
| People's Republic of China | &nbsp;&nbsp;12/20/32 | &nbsp;&nbsp;&nbsp;0.480%(Q) |  | &nbsp;&nbsp;50000 | &nbsp;&nbsp;0.520% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(110909) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(110909) | &nbsp;&nbsp;BARC |
| Petroleos Mexicanos | &nbsp;&nbsp;03/20/26 | &nbsp;&nbsp;&nbsp;1.000%(T) |  | &nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;1.433% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(867) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2091 | &nbsp;&nbsp;BARC |
| Petroleos Mexicanos^ | &nbsp;&nbsp;03/23/26 | &nbsp;&nbsp;4.100%(M) |  | &nbsp;&nbsp;28398 | &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74282 | &nbsp;&nbsp;GSI |
| Petroleos Mexicanos^ | &nbsp;&nbsp;05/07/26 | &nbsp;&nbsp;4.750%(M) |  | &nbsp;&nbsp;50304 | &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607663 | &nbsp;&nbsp;GSI |
| Petroleos Mexicanos | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;10000 | &nbsp;&nbsp;2.236% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(319170) | &nbsp;&nbsp;&nbsp;&nbsp;(504650) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185480 | &nbsp;&nbsp;CITI |
| Republic of Argentina | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;&nbsp;5.000%(Q) |  | &nbsp;&nbsp;20000 | &nbsp;&nbsp;2.178% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605930 | &nbsp;&nbsp;&nbsp;&nbsp;(184224) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790154 | &nbsp;&nbsp;MSI |
| Republic of Ecuador | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;&nbsp;5.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;1.938% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35769) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427887 | &nbsp;&nbsp;GSI |

---

------

#### PGIM Total Return Bond Fund

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

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> Entity/<br> Obligation** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000)#(3)** | &nbsp;&nbsp;&nbsp;**Implied<br> Credit<br> Spread at<br> January 31,<br> 2026(4)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;**Counterparty** |
| **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** |
| Republic of Ecuador | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;&nbsp;5.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;8505 | &nbsp;&nbsp;2.256% | &nbsp;&nbsp;&nbsp;&nbsp; $469541 | &nbsp;&nbsp; $238326 | &nbsp;&nbsp; $231215 | &nbsp;&nbsp;BARC |
| Republic of Ecuador | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;&nbsp;5.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;2.256% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112339 | &nbsp;&nbsp;BARC |
| Republic of Ecuador | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;&nbsp;5.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;2.256% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22615) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215842 | &nbsp;&nbsp;GSI |
| Republic of Ecuador | &nbsp;&nbsp;06/20/28 | &nbsp;&nbsp;&nbsp;5.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;2.688% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50105) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337740 | &nbsp;&nbsp;GSI |
| Republic of France | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;&nbsp;5.000%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;10190 | &nbsp;&nbsp;1.591% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114501 | &nbsp;&nbsp;GSI |
| Republic of France | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;&nbsp;0.250%(Q) |  | &nbsp;&nbsp;24010 | &nbsp;&nbsp;0.094% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17316 | &nbsp;&nbsp;BARC |
| Republic of France | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;0.250%(Q) |  | &nbsp;&nbsp;44260 | &nbsp;&nbsp;0.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13409 | &nbsp;&nbsp;&nbsp;&nbsp;(265995) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279404 | &nbsp;&nbsp;BARC |
| Republic of France | &nbsp;&nbsp;12/20/34 | &nbsp;&nbsp;&nbsp;0.250%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5550) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9025) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;BARC |
| Republic of France | &nbsp;&nbsp;06/20/35 | &nbsp;&nbsp;&nbsp;0.250%(Q) |  | &nbsp;&nbsp;17370 | &nbsp;&nbsp;0.523% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(366567) | &nbsp;&nbsp;&nbsp;&nbsp;(575592) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209025 | &nbsp;&nbsp;BARC |
| Republic of France | &nbsp;&nbsp;06/20/35 | &nbsp;&nbsp;&nbsp;0.250%(Q) |  | &nbsp;&nbsp;11210 | &nbsp;&nbsp;0.523% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(236569) | &nbsp;&nbsp;&nbsp;&nbsp;(383964) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147395 | &nbsp;&nbsp;BARC |
| Republic of Greece | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;38913 | &nbsp;&nbsp;0.061% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53694 | &nbsp;&nbsp;BARC |
| Republic of Italy | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;29188 | &nbsp;&nbsp;0.038% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35817 | &nbsp;&nbsp;BARC |
| Republic of Italy | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;30700 | &nbsp;&nbsp;0.250% | &nbsp;&nbsp;&nbsp;&nbsp;1074928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226628 | &nbsp;&nbsp;BARC |
| Republic of Ivory Coast | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;19000 | &nbsp;&nbsp;1.335% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64398) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51210) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13188) | &nbsp;&nbsp;BARC |
| Republic of Ivory Coast | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;1.335% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14574) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8926) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5648) | &nbsp;&nbsp;BARC |
| Republic of Panama | &nbsp;&nbsp;03/20/26 | &nbsp;&nbsp;&nbsp;1.000%(T) |  | &nbsp;&nbsp;19321 | &nbsp;&nbsp;0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22359 | &nbsp;&nbsp;CITI |
| Republic of Panama | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;18427 | &nbsp;&nbsp;0.478% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22875 | &nbsp;&nbsp;CITI |
| Republic of Panama^ | &nbsp;&nbsp;06/20/28 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;77905 | &nbsp;&nbsp;\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56381) | &nbsp;&nbsp;&nbsp;&nbsp;(524869) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468488 | &nbsp;&nbsp;DB |
| Republic of Romania | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;4852 | &nbsp;&nbsp;0.337% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12695 | &nbsp;&nbsp;BOA |
| Republic of Serbia | &nbsp;&nbsp;06/20/29 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;7475 | &nbsp;&nbsp;0.979% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13612 | &nbsp;&nbsp;&nbsp;&nbsp;(103394) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117006 | &nbsp;&nbsp;BARC |
| Siemens AG | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;20483 | &nbsp;&nbsp;0.074% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26348 | &nbsp;&nbsp;JPM |
| Simon Property Group LP | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;68920 | &nbsp;&nbsp;0.113% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257702 | &nbsp;&nbsp;GSI |
| Skandinaviska Enskilda Banken AB | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;38234 | &nbsp;&nbsp;0.111% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45395 | &nbsp;&nbsp;MSI |
| Slovak Republic | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;17705 | &nbsp;&nbsp;0.134% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33433 | &nbsp;&nbsp;BARC |
| SoftBank Group Corp. | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;43535 | &nbsp;&nbsp;1.775% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80302) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(82472) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;GSI |
| Standard Chartered PLC | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;24023 | &nbsp;&nbsp;0.180% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26534 | &nbsp;&nbsp;MSI |
| State of Qatar | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;17805 | &nbsp;&nbsp;0.095% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25188 | &nbsp;&nbsp;BARC |
| TotalEnergies Capital SA | &nbsp;&nbsp;03/20/26 | &nbsp;&nbsp;&nbsp;1.000%(T) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;43485 | &nbsp;&nbsp;0.078% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59418 | &nbsp;&nbsp;JPM |
| TotalEnergies Capital SA | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;25669 | &nbsp;&nbsp;0.104% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32415 | &nbsp;&nbsp;JPM |
| U.S. Treasury Notes | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;&nbsp;0.250%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;75130 | &nbsp;&nbsp;0.073% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42022 | &nbsp;&nbsp;BARC |
| U.S. Treasury Notes | &nbsp;&nbsp;06/20/27 | &nbsp;&nbsp;&nbsp;0.250%(Q) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;24900 | &nbsp;&nbsp;0.177% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3949) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42225 | &nbsp;&nbsp;BARC |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;25055 | &nbsp;&nbsp;0.156% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40906 | &nbsp;&nbsp;GSI |
| Verizon Communications, Inc. | &nbsp;&nbsp;06/20/26 | &nbsp;&nbsp;&nbsp;1.000%(Q) |  | &nbsp;&nbsp;40810 | &nbsp;&nbsp;0.213% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107643 | &nbsp;&nbsp;GSI |
|  |  |  |  |  |  | &nbsp;&nbsp;$18349943 | &nbsp;&nbsp;$9156181 | &nbsp;&nbsp;$9193762 |  |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br> 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;**Value at<br> Trade Date** | &nbsp;&nbsp;&nbsp;**Value at<br> January 31,<br> 2026** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Credit Default Swap Agreement on credit indices - Buy Protection(1):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Buy Protection(1):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Buy Protection(1):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Buy Protection(1):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Buy Protection(1):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Buy Protection(1):** | **Centrally Cleared Credit Default Swap Agreement on credit indices - Buy Protection(1):** |
| CDX.NA.IG.45.V1 | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;1.000%(Q) | &nbsp;&nbsp;1623000 | &nbsp;&nbsp;$(33340933) | &nbsp;&nbsp;$(38435652) | &nbsp;&nbsp;$(5094719) |

---

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

PGIM Total Return Bond Fund

------

#### PGIM Total Return Bond Fund

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

---

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

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;&nbsp;**Value at<br> January 31,<br> 2026** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** |
| EUR | 74923 | &nbsp;&nbsp;02/15/34 | &nbsp;&nbsp;2.192%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.926% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $1897891 | &nbsp;&nbsp; $1897891 |
| GBP | 230000 | &nbsp;&nbsp;05/08/26 | &nbsp;&nbsp;1.000%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.725% | &nbsp;&nbsp;&nbsp;&nbsp;(10753886) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9413106 | &nbsp;&nbsp;&nbsp;&nbsp;20166992 |
| GBP | 35000 | &nbsp;&nbsp;05/08/30 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.725% | &nbsp;&nbsp;&nbsp;&nbsp;(2401588) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5905622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8307210 |
| GBP | 35625 | &nbsp;&nbsp;05/08/31 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.725% | &nbsp;&nbsp;&nbsp;&nbsp;(1550973) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7091894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8642867 |
|  | 781180 | &nbsp;&nbsp;08/27/26 | &nbsp;&nbsp;3.809%(T) | &nbsp;&nbsp;1 Day SOFR(2)(T)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(724793) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(724793) |
|  | 1458020 | &nbsp;&nbsp;05/13/27 | &nbsp;&nbsp;4.497%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231640 | &nbsp;&nbsp;&nbsp;&nbsp;21388532 | &nbsp;&nbsp;&nbsp;&nbsp;21156892 |
|  | 607365 | &nbsp;&nbsp;05/13/29 | &nbsp;&nbsp;4.253%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(645788) | &nbsp;&nbsp;&nbsp;&nbsp;(15552385) | &nbsp;&nbsp;&nbsp;&nbsp;(14906597) |
|  | 80000 | &nbsp;&nbsp;06/15/30 | &nbsp;&nbsp;3.271%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424295 |
|  | 21400 | &nbsp;&nbsp;09/15/30 | &nbsp;&nbsp;3.411%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86424 |
|  | 462295 | &nbsp;&nbsp;12/20/44 | &nbsp;&nbsp;3.995%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(11366588) | &nbsp;&nbsp;&nbsp;&nbsp;(11366588) |
|  | 252990 | &nbsp;&nbsp;12/16/49 | &nbsp;&nbsp;3.805%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;(1745859) | &nbsp;&nbsp;&nbsp;&nbsp;(15979884) | &nbsp;&nbsp;&nbsp;&nbsp;(14234025) |
|  | 72870 | &nbsp;&nbsp;05/11/54 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;33262750 | &nbsp;&nbsp;&nbsp;&nbsp;36280398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3017648 |
|  | 938170 | &nbsp;&nbsp;12/14/54 | &nbsp;&nbsp;3.136%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;18553899 | &nbsp;&nbsp;&nbsp;&nbsp;39069869 | &nbsp;&nbsp;&nbsp;&nbsp;20515970 |
|  | 224000 | &nbsp;&nbsp;12/16/54 | &nbsp;&nbsp;3.719%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1736344 | &nbsp;&nbsp;&nbsp;&nbsp;18371869 | &nbsp;&nbsp;&nbsp;&nbsp;16635525 |
|  | 352385 | &nbsp;&nbsp;12/20/54 | &nbsp;&nbsp;3.825%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;22573394 | &nbsp;&nbsp;&nbsp;&nbsp;22573394 |
|  |  |  |  |  | &nbsp;&nbsp;$37000284 | &nbsp;&nbsp;$119193389 | &nbsp;&nbsp;$82193105 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 | 474011 | &nbsp;&nbsp;01/02/31 | &nbsp;&nbsp;13.788%(T) | &nbsp;&nbsp;1 Day BROIS(1)(T)/ 0.055% | &nbsp;&nbsp; $(3304748) | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(3304748) | &nbsp;&nbsp;GSI |
| BRL | 474011 | &nbsp;&nbsp;01/02/31 | &nbsp;&nbsp;13.940%(T) | &nbsp;&nbsp;1 Day BROIS(2)(T)/ 0.055% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3202356 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3202356 | &nbsp;&nbsp;GSI |
| BRL | 961569 | &nbsp;&nbsp;01/02/31 | &nbsp;&nbsp;14.190%(T) | &nbsp;&nbsp;1 Day BROIS(1)(T)/ 0.055% | &nbsp;&nbsp;&nbsp;&nbsp;(11182969) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(11182969) | &nbsp;&nbsp;GSI |
| BRL | 961569 | &nbsp;&nbsp;01/02/31 | &nbsp;&nbsp;14.340%(T) | &nbsp;&nbsp;1 Day BROIS(2)(T)/ 0.055% | &nbsp;&nbsp;&nbsp;&nbsp;10718156 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;10718156 | &nbsp;&nbsp;GSI |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;$(567205) | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(567205) |  |

---

(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 January 31, 2026:** | **Total return swap agreements outstanding at January 31, 2026:** | **Total return swap agreements outstanding at January 31, 2026:** | **Total return swap agreements outstanding at January 31, 2026:** | **Total return swap agreements outstanding at January 31, 2026:** | **Total return swap agreements outstanding at January 31, 2026:** | **Total return swap agreements outstanding at January 31, 2026:** | **Total return swap agreements outstanding at January 31, 2026:** |
| **Reference Entity** | &nbsp;&nbsp;&nbsp;**Financing<br> Rate** | &nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;**Long (Short)<br> Notional<br> Amount<br> (000)#(1)** | &nbsp;&nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)(2)** |
| **OTC Total Return Swap 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:** |
| Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;1 Day SOFR +57bps(T)/ 4.250% | &nbsp;&nbsp;CITI | &nbsp;&nbsp;01/17/28 | &nbsp;&nbsp;30000 | &nbsp;&nbsp; $(866) | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(866) |

---

------

#### PGIM Total Return Bond Fund

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap agreements outstanding at January 31, 2026 (continued):** | **Total return swap agreements outstanding at January 31, 2026 (continued):** | **Total return swap agreements outstanding at January 31, 2026 (continued):** | **Total return swap agreements outstanding at January 31, 2026 (continued):** | **Total return swap agreements outstanding at January 31, 2026 (continued):** | **Total return swap agreements outstanding at January 31, 2026 (continued):** | **Total return swap agreements outstanding at January 31, 2026 (continued):** | **Total return swap agreements outstanding at January 31, 2026 (continued):** |
| **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 (cont'd.):** | **OTC Total Return Swap Agreements (cont'd.):** | **OTC Total Return Swap Agreements (cont'd.):** | **OTC Total Return Swap Agreements (cont'd.):** | **OTC Total Return Swap Agreements (cont'd.):** | **OTC Total Return Swap Agreements (cont'd.):** | **OTC Total Return Swap Agreements (cont'd.):** | **OTC Total Return Swap Agreements (cont'd.):** |
| Deutsche Telekom International Finance BV | &nbsp;&nbsp;1 Day SOFR +65bps(T)/ 4.330% | &nbsp;&nbsp;CITI | &nbsp;&nbsp;11/25/27 | &nbsp;&nbsp;8487 | &nbsp;&nbsp;&nbsp; $(91705) | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $(91705) |
| Deutsche Telekom International Finance BV | &nbsp;&nbsp;1 Day SOFR +65bps(T)/ 4.330% | &nbsp;&nbsp;CITI | &nbsp;&nbsp;11/25/27 | &nbsp;&nbsp;33950 | &nbsp;&nbsp;&nbsp;&nbsp;(361668) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(361668) |
| Deutsche Telekom International Finance BV | &nbsp;&nbsp;1 Day SOFR +64bps(T)/ 4.320% | &nbsp;&nbsp;CITI | &nbsp;&nbsp;12/10/27 | &nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88029) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88029) |
| E.ON International Finance BV | &nbsp;&nbsp;1 Day SOFR +53bps(T)/ 4.210% | &nbsp;&nbsp;CITI | &nbsp;&nbsp;01/07/28 | &nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;(115017) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(115017) |
| Goldman Sachs Group, Inc. (The) | &nbsp;&nbsp;1 Day SOFR +49bps(T)/ 4.170% | &nbsp;&nbsp;CITI | &nbsp;&nbsp;01/26/27 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60595 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60595 |
| iBoxx US Dollar Liquid Investment Grade Index(T) | &nbsp;&nbsp;1 Day SOFR(Q)/ 3.680% | &nbsp;&nbsp;BNP | &nbsp;&nbsp;06/22/26 | &nbsp;&nbsp;(100000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335829 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335829 |
| iBoxx US Dollar Liquid Investment Grade Index(T) | &nbsp;&nbsp;1 Day SOFR(Q)/ 3.680% | &nbsp;&nbsp;MSI | &nbsp;&nbsp;06/22/26 | &nbsp;&nbsp;(100000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219302 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219302 |
| iBoxx US Dollar Liquid Investment Grade Index(T) | &nbsp;&nbsp;1 Day SOFR(Q)/ 3.680% | &nbsp;&nbsp;MSI | &nbsp;&nbsp;06/22/26 | &nbsp;&nbsp;(100000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241171 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241171 |
| Intesa Sanpaolo SpA | &nbsp;&nbsp;1 Day SOFR +60bps(T)/ 4.280% | &nbsp;&nbsp;CITI | &nbsp;&nbsp;01/06/28 | &nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67211 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67211 |
| Intesa Sanpaolo SpA | &nbsp;&nbsp;1 Day SOFR +57.5bps(T)/ 4.255% | &nbsp;&nbsp;CITI | &nbsp;&nbsp;01/10/28 | &nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73986 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73986 |
| Intesa Sanpaolo SpA | &nbsp;&nbsp;1 Day SOFR +57bps(T)/ 4.250% | &nbsp;&nbsp;CITI | &nbsp;&nbsp;01/13/28 | &nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87206 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87206 |
| Intesa Sanpaolo SpA | &nbsp;&nbsp;1 Day SOFR +57bps(T)/ 4.250% | &nbsp;&nbsp;CITI | &nbsp;&nbsp;01/14/28 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108170 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108170 |
| Telefonica Europe BV | &nbsp;&nbsp;1 Day SOFR +55bps(T)/ 4.230% | &nbsp;&nbsp;CITI | &nbsp;&nbsp;12/16/27 | &nbsp;&nbsp;21500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403599 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403599 |
| Total Return Benchmark Bond Index(T) | &nbsp;&nbsp;1 Day USOIS -30bps(T)/ 3.340% | &nbsp;&nbsp;GSI | &nbsp;&nbsp;04/20/26 | &nbsp;&nbsp;(171901) | &nbsp;&nbsp;&nbsp;&nbsp;5115442 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;5115442 |
| Total Return Benchmark Bond Index(T) | &nbsp;&nbsp;1 Day SOFR -55bps(T)/ 3.130% | &nbsp;&nbsp;JPM | &nbsp;&nbsp;06/18/26 | &nbsp;&nbsp;(34415) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115131 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115131 |
| Total Return Benchmark Bond Index(T) | &nbsp;&nbsp;1 Day USOIS -44bps(T)/ 3.200% | &nbsp;&nbsp;GSI | &nbsp;&nbsp;07/15/26 | &nbsp;&nbsp;(255363) | &nbsp;&nbsp;&nbsp;&nbsp;2411686 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2411686 |
| U.S. Treasury Bond(T) | &nbsp;&nbsp;1 Day USOIS +23.5bps(T)/ 3.875% | &nbsp;&nbsp;GSI | &nbsp;&nbsp;07/16/26 | &nbsp;&nbsp;245800 | &nbsp;&nbsp;&nbsp;&nbsp;1225621 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1225621 |
|  |  |  |  |  | &nbsp;&nbsp;$9807664 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$9807664 |

---

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

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

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

PGIM Total Return Bond Fund

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Prudential Investment Portfolios, Inc. 17

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

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

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

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $54652027201.81

**Total Liabilities:** $2372486068.89

**Net Assets:** $52279541132.92

**Delayed Delivery Securities:** $194402821.84

**Stand-by Commitments:** $556795998.28

**Cash Not Reported:** $317056755.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 83774.42613000 | **1-Year:** 2295968.93443000 | **5-Year:** 11133566.74852000 | **10-Year:** 5255311.54566000 | **30-Year:** 453174.25636000

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

- **3-Month:** 22195.87953000 | **1-Year:** 399465.95131000 | **5-Year:** 713677.99338000 | **10-Year:** 99178.49115000 | **30-Year:** 1741.20096000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012434 | 0.67%                | -0.22%               | 0.26%                |
| Class ID C000012436 | 0.60%                | -0.36%               | 0.28%                |
| Class ID C000012437 | 0.69%                | -0.28%               | 0.37%                |
| Class ID C000057394 | 0.64%                | -0.24%               | 0.24%                |
| Class ID C000095380 | 0.70%                | -0.19%               | 0.29%                |
| Class ID C000196667 | 0.66%                | -0.23%               | 0.25%                |
| Class ID C000196668 | 0.68%                | -0.21%               | 0.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2559623.12              | $137898603.90                              |
| Month 2  | $17892085.09             | $-119918914.02                             |
| Month 3  | $35808685.08             | $33726076.25                               |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                              | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $70300.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS DOMINICAN REPUBLIC                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $29982.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VOLVO CAR AB                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $326.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7285000 | PA      | $5859238.09   | 0.01%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    76475000 | PA      | $27947654.98  | 0.05%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3279000 | PA      | $3107455.06   | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                    | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 59020UPR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       56750 | PA      | $56652.51     | 0.00%             | 2035-12-25      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2018-C10                                           | CUSIP: 90276FAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    59378106 | PA      | $59215427.81  | 0.11%             | 2051-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    10098000 | PA      | $11262321.86  | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38379FE39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2206455 | PA      | $195585.06    | 0.00%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2016-C35                                   | CUSIP: 95000FAX4<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    55952000 | PA      | $76693.41     | 0.00%             | 2048-07-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWGA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      515415 | PA      | $539280.15    | 0.00%             | 2053-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                           | Principal Financial Group Inc                                                    | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      275000 | PA      | $245299.66    | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OI EUROPEAN GROUP BV                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-59187.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                 | ONEOK Partners LP                                                                | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    10910000 | PA      | $12083580.17  | 0.02%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6473061 | PA      | $6015389.08   | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES9                                                    | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    42818891 | PA      | $43287407.02  | 0.08%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                     | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      882000 | PA      | $926537.05    | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN LLC / JFIN                          | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4749995.01   | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3465414 | PA      | $3255230.60   | 0.01%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17380564 | PA      | $14222800.44  | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES3                                                    | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3344034 | PA      | $3397490.06   | 0.01%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H                    | Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE9              | CUSIP: 04541GNA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      925513 | PA      | $873810.07    | 0.00%             | 2034-12-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3637460 | PA      | $3121191.16   | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BELLIS ACQUISITION COMPANY PLC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-141199.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31390TY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          38 | PA      | $40.04        | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133B42H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      422296 | PA      | $365524.20    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    64600000 | PA      | $66493807.14  | 0.13%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    15150000 | PA      | $13797574.65  | 0.03%             | 2033-01-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     6005000 | PA      | $6236467.99   | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regatta XXIX Funding Ltd.                         | Regatta XXIX Funding Ltd                                                         | CUSIP: 758971AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    76500000 | PA      | $76876533.00  | 0.15%             | 2037-09-06      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                          | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    21296000 | PA      | $14948046.56  | 0.03%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     9640000 | PA      | $7914712.97   | 0.02%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1344454.10   | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38379TZS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7173642 | PA      | $5830532.17   | 0.01%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $17775.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1385884.00   | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                           | CUSIP: 17332HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   141259558 | PA      | $132991028.40 | 0.25%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer                    | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    58420000 | PA      | $59286532.18  | 0.11%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CFK Trust                                         | CFK Trust 2019-FAX                                                               | CUSIP: 12528XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21052000 | PA      | $20514660.33  | 0.04%             | 2039-01-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Regatta XXV Funding Ltd.                          | Regatta XXV Funding Ltd                                                          | CUSIP: 758978AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    34750000 | PA      | $34943696.50  | 0.07%             | 2038-07-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                           | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    20190000 | PA      | $19881698.70  | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   134306944 | PA      | $111780997.99 | 0.21%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Henley CLO                                        | Henley CLO III DAC                                                               | CUSIP: 000000000<br>LEI: 635400GBWJ33C3GSJK66 | Long             | ABS-CBDO         | CORP              | IE        |    17250000 | PA      | $20473811.72  | 0.04%             | 2035-12-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31390YJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16406 | PA      | $16966.15     | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | 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        |     2000000 | PA      | $1780980.00   | 0.00%             | 2040-10-20      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/PHP FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $227077.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QXO INC                                           | QXO INC                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    75970000 | PA      | $75970000.00  | 0.15%             | 2079-12-31      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    14539000 | PA      | $15184141.95  | 0.03%             | 2035-05-30      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                          | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    15275000 | PA      | $12686147.56  | 0.02%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                               | 20 Times Square Trust 2018-20TS                                                  | CUSIP: 90137LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39245000 | PA      | $34143150.00  | 0.07%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2018-C43                                   | CUSIP: 95001LAU6<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $995895.80    | 0.00%             | 2051-03-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                          | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4029072.99   | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                           | CUSIP: 17332HAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3564466 | PA      | $2387292.91   | 0.00%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15950751 | PA      | $16417297.72  | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4442170.17   | 0.01%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    21369000 | PA      | $18824268.71  | 0.04%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | IDR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1915824.15  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2428614 | PA      | $1792262.71   | 0.00%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     8015000 | PA      | $8117067.02   | 0.02%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: —       |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    38720000 | PA      | $40362634.05  | 0.08%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 448814DF7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     7750000 | PA      | $9245357.85   | 0.02%             | 2030-04-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132E0M33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    54853395 | PA      | $49516645.87  | 0.09%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3775000 | PA      | $3711557.32   | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| OneMain Direct Auto Receivable                    | OneMain Direct Auto Receivables Trust 2025-1                                     | CUSIP: 682684AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    67700000 | PA      | $69907311.11  | 0.13%             | 2035-04-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2018-C11                                           | CUSIP: 90276XAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39214017 | PA      | $39172344.01  | 0.07%             | 2051-06-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                           | CUSIP: 17332HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2673633 | PA      | $1692441.77   | 0.00%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    30325000 | PA      | $31387205.23  | 0.06%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/KRW FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17817.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    10515000 | PA      | $11170334.54  | 0.02%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| SONA FIOS CLO                                     | Sona Fios CLO V DAC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    31000000 | PA      | $36819341.70  | 0.07%             | 2038-08-25      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $932560.00    | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QBQ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      841746 | PA      | $785142.29    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | CUSIP: 46590RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15160349 | PA      | $15043647.33  | 0.03%             | 2049-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-9                                                | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |    24203300 | PA      | $24327631.90  | 0.05%             | 2070-10-27      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2016-C36                                   | CUSIP: 95000MBN0<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |    26079730 | PA      | $25886747.38  | 0.05%             | 2059-11-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                    | Port Authority of New York & New Jersey                                          | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     8650000 | PA      | $7703586.84   | 0.01%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                       | PNC Bank NA                                                                      | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1200132.10   | 0.00%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                    | Barings CLO Ltd 2025-III                                                         | CUSIP: 06764PAA5<br>LEI: 254900C5SZMUI4ZDAJ86 | Long             | ABS-CBDO         | CORP              | KY        |    30000000 | PA      | $30161730.00  | 0.06%             | 2038-03-31      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERAL REPUBLIC OF NIGERIA                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $429711.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2403691.56   | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    14772000 | PA      | $13444771.68  | 0.03%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    15025000 | PA      | $17264178.76  | 0.03%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14970000 | PA      | $6483966.89   | 0.01%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $862899.09    | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                   | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     3762000 | PA      | $3781629.42   | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     6025000 | PA      | $5827259.50   | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                            | Newmont Corp / Newcrest Finance Pty Ltd                                          | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2603033.14   | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                 | Wellfleet CLO 2022-2 Ltd                                                         | CUSIP: 94949FAL7<br>LEI: 2549008BRKHJZB917M86 | Long             | ABS-CBDO         | CORP              | KY        |    47690000 | PA      | $47875208.88  | 0.09%             | 2037-10-18      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                        | Palmer Square European CLO 2021-2 DAC                                            | CUSIP: 000000000<br>LEI: 5493008YA044FHERJ655 | Long             | ABS-CBDO         | CORP              | IE        |    24300000 | PA      | $28832809.01  | 0.06%             | 2038-03-15      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SOFTBANK GROUP CORP                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-147378.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO                                        | Apidos CLO XLIV Ltd                                                              | CUSIP: 037989AL4<br>LEI: 254900N39ZT8BF6B8W53 | Long             | ABS-CBDO         | CORP              | JE        |    35350000 | PA      | $35518934.12  | 0.07%             | 2037-10-26      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO                                  | Capital Four CLO VI DAC                                                          | CUSIP: 000000000<br>LEI: 549300QO4S9JIYQOSV53 | Long             | ABS-CBDO         | CORP              | IE        |   127100000 | PA      | $150733012.68 | 0.29%             | 2038-01-25      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                           | CUSIP: 17332HAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6684082 | PA      | $5067084.92   | 0.01%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                                | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     3172000 | PA      | $3402038.59   | 0.01%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| NEW GOLD INC                                      | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     3160000 | PA      | $3352435.78   | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                              | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     5685000 | PA      | $5651552.45   | 0.01%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                           | Warwick Capital CLO 2 Ltd                                                        | CUSIP: 936557AA5<br>LEI: 254900MNDJAT8Y3XZ919 | Long             | ABS-CBDO         | CORP              | JE        |    50000000 | PA      | $50064250.00  | 0.10%             | 2037-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| AHOLD FINANCE USA LLC                             | Ahold Finance USA LLC                                                            | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    11989000 | PA      | $12970557.41  | 0.02%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | CUSIP: 61767EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18615000 | PA      | $18355918.29  | 0.04%             | 2052-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                             | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    24215000 | PA      | $24261319.71  | 0.05%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-226406.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    12105000 | PA      | $10672760.30  | 0.02%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                  | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     5100000 | PA      | $6759457.43   | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 14-1 A PTT                             | American Airlines 2014-1 Class A Pass Through Trust                              | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1361306 | PA      | $1356365.99   | 0.00%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD                              | DIGICEL INTL FIN LTD                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      110440 | NS      | $1386264.97   | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Trimaran CAVU Ltd                                 | Trimaran CAVU 2025-2 Ltd                                                         | CUSIP: 89625FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    70750000 | PA      | $71119598.00  | 0.14%             | 2038-03-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2023-BNK46                                                                  | CUSIP: 06541DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    74030000 | PA      | $77211454.06  | 0.15%             | 2056-08-15      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KKAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5951957 | PA      | $5071575.70   | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                            | Motorola Solutions Inc                                                           | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    16480000 | PA      | $16674489.10  | 0.03%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179YS88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8326807 | PA      | $8621387.30   | 0.02%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                               | Spectrum Brands Inc                                                              | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     5657000 | PA      | $4585887.20   | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF MOROCCO                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22992.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | KRW/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-182983.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                           | CUSIP: 17332HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5703938 | PA      | $4031937.52   | 0.01%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    15424000 | PA      | $18282838.40  | 0.03%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5050000 | PA      | $5132026.22   | 0.01%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     3260000 | PA      | $3552290.30   | 0.01%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                    | Bear Stearns ARM Trust 2007-3                                                    | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       93092 | PA      | $83810.28     | 0.00%             | 2047-05-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                    | New Century Home Equity Loan Trust                                               | CUSIP: 64352VDR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      746915 | PA      | $767684.53    | 0.00%             | 2033-10-25      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                            | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    51930000 | PA      | $52708950.00  | 0.10%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     3045000 | PA      | $2397151.02   | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                  | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     4470000 | PA      | $4552703.49   | 0.01%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22100000 | PA      | $21355612.33  | 0.04%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.ZERMATT                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $23251.19     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI                    | Bay Area Toll Authority                                                          | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |      525000 | PA      | $598872.75    | 0.00%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital 20 Ltd                         | Northwoods Capital 20 Ltd                                                        | CUSIP: 66860TBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    75000000 | PA      | $75289620.00  | 0.14%             | 2038-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                           | CUSIP: 17332HAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2138906 | PA      | $1055339.86   | 0.00%             | 2064-01-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179W7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    49940176 | PA      | $47657606.91  | 0.09%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                             | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     5902000 | PA      | $5291300.11   | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     6490000 | PA      | $6487122.96   | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DVLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    69965388 | PA      | $60655003.07  | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                    | Eskom Holdings                                                                   | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    22062000 | PA      | $22767984.00  | 0.04%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3711000 | PA      | $3631928.69   | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136AH5A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1343796 | PA      | $190750.83    | 0.00%             | 2043-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10134.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2025-HE1                                     | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-O            | CORP              | US        |    17096536 | PA      | $17189880.09  | 0.03%             | 2055-10-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                       | Asurion LLC                                                                      | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     3333930 | PA      | $3337563.50   | 0.01%             | 2028-08-21      | Floating      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    14895000 | PA      | $16298950.78  | 0.03%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20850000 | PA      | $20377617.19  | 0.04%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     2660000 | PA      | $2398059.18   | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Monument CLO                                      | Monument Clo 1 DAC                                                               | CUSIP: 000000000<br>LEI: 254900PSVC5Y0GWN0R36 | Long             | ABS-CBDO         | CORP              | IE        |   102500000 | PA      | $121759049.76 | 0.23%             | 2037-05-15      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    19490000 | PA      | $19620362.76  | 0.04%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    44475000 | PA      | $33241429.18  | 0.06%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19925000 | PA      | $6147891.52   | 0.01%             | 2049-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust 2005-HYB9                                        | CUSIP: 126670JY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3933 | PA      | $3502.55      | 0.00%             | 2036-02-20      | Floating      | 6.22%                 | 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      | $32447.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38380GG81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6748859 | PA      | $5397110.53   | 0.01%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     1275000 | PA      | $1292531.25   | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                      | Eagle RE 2021-2 Ltd                                                              | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    10838759 | PA      | $10862494.79  | 0.02%             | 2034-04-25      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                           | CUSIP: 17332HAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2033263 | PA      | $825759.46    | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15132947 | PA      | $13705384.15  | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWCE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3403032 | PA      | $3159391.76   | 0.01%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWCD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11674434 | PA      | $10394225.86  | 0.02%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    42640000 | PA      | $37399974.28  | 0.07%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    15245000 | PA      | $14825591.14  | 0.03%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    20453000 | PA      | $20393459.77  | 0.04%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12166.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    43711000 | PA      | $39479753.32  | 0.08%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                          | Champion Iron Canada Inc                                                         | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    16175000 | PA      | $17307250.00  | 0.03%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5965000 | PA      | $5913070.61   | 0.01%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    20703000 | PA      | $17603358.26  | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FCHS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1352925 | PA      | $234461.55    | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                  | Ascension Health                                                                 | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2565000 | PA      | $2073569.81   | 0.00%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4130000 | PA      | $4710314.97   | 0.01%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                    | Structured Asset Investment Loan Trust 2003-BC7                                  | CUSIP: 86358ECW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      370586 | PA      | $365449.22    | 0.00%             | 2033-07-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                              | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     5375000 | PA      | $5600120.93   | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11301209 | PA      | $11463297.77  | 0.02%             | 2054-07-01      | Fixed         | 5.50%                 | 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      | $608707.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    13450000 | PA      | $13833325.00  | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      864000 | PA      | $868481.36    | 0.00%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQ4B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   454501944 | PA      | $12103068.62  | 0.02%             | 2029-10-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138EPX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10117579 | PA      | $10158702.59  | 0.02%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1625000 | PA      | $1639744.60   | 0.00%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1144566.45   | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     7661000 | PA      | $5265294.96   | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                           | Principal Financial Group Inc                                                    | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     7190000 | PA      | $6015203.56   | 0.01%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                           | CUSIP: 17332HAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1693489 | PA      | $979052.90    | 0.00%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-D       | LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-D                                      | CUSIP: 51889BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15212222 | PA      | $14544860.51  | 0.03%             | 2043-11-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $36556.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2170000 | PA      | $2137359.08   | 0.00%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| EG GLOBAL FINANCE PLC                             | EG Global Finance PLC                                                            | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    64400000 | PA      | $82244988.20  | 0.16%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | Barclays Commercial Mortgage Trust 2019-C3                                       | CUSIP: 05550MAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24500000 | PA      | $23842831.60  | 0.05%             | 2052-05-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                  | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    43015000 | PA      | $44713219.30  | 0.09%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: —       |
| CARNIVAL CORP                                     | Carnival Corp                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1545000 | PA      | $1562324.24   | 0.00%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Silver Rock CLO Ltd                               | Silver Rock CLO III                                                              | CUSIP: 82811AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    45250000 | PA      | $45288417.25  | 0.09%             | 2036-01-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XPTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6442223 | PA      | $5588376.78   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1916000 | PA      | $1757700.08   | 0.00%             | 2038-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1525000 | PA      | $1524435.75   | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4978944 | PA      | $4059822.98   | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PICARD BONDCO SA                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3872.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6025000 | PA      | $6520511.72   | 0.01%             | 2030-12-01      | Fixed         | 6.40%                 | 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        |     2421750 | PA      | $2430041.99   | 0.00%             | 2041-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                 | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7130746.98   | 0.01%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1222000 | PA      | $1086075.10   | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                  | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1802000 | PA      | $1774882.55   | 0.00%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Neuberger Berman CLO Ltd                          | Neuberger Berman Loan Advisers CLO 24 Ltd                                        | CUSIP: 64130HAU5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |    28850000 | PA      | $28987297.15  | 0.06%             | 2038-10-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    24032000 | PA      | $17104485.27  | 0.03%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                              | LHOME Mortgage Trust 2025-RTL3                                                   | CUSIP: 50205YAA1<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-MBS          | CORP              | US        |    13400000 | PA      | $13485750.62  | 0.03%             | 2040-08-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    44004144 | PA      | $34099807.46  | 0.07%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                           | Amazon Conservation DAC                                                          | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |   112000000 | PA      | $115164022.40 | 0.22%             | 2042-01-16      | Fixed         | 6.03%                 | 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      | $16223.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XLDF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5261230 | PA      | $4494547.71   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                           | Indiana University Health Inc Obligated Group                                    | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10475000 | PA      | $8353163.47   | 0.02%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2018-CHRS Mortgage Trust                                                   | CUSIP: 05491VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10055000 | PA      | $9418962.93   | 0.02%             | 2038-08-05      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    22019000 | PA      | $21940387.44  | 0.04%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8490000 | PA      | $8712225.76   | 0.02%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MARS INC                                          | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     6575000 | PA      | $6550926.22   | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                    | Chase Home Lending Mortgage Trust 2025-RPL1                                      | CUSIP: 16160VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    32232238 | PA      | $29052431.31  | 0.06%             | 2065-04-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    14595000 | PA      | $14585475.30  | 0.03%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    28800000 | PA      | $26331822.68  | 0.05%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                                                        | CUSIP: 74815HCC4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       91000 | PA      | $91250.05     | 0.00%             | 2026-03-06      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.EM.44.V1                                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2159325.67  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133ARR80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    39069129 | PA      | $33421932.00  | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2100000 | PA      | $896243.01    | 0.00%             | 2043-02-15      | None          | 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        |    61857000 | PA      | $61857000.00  | 0.12%             | 2027-06-27      | Floating      | 2.75%                 | No            |                  3 | On Loan: No      |
| BUNGE LTD FINANCE CORP                            | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $5982446.34   | 0.01%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     6770000 | PA      | $7077624.97   | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132AAM76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1025739 | PA      | $949874.53    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                           | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1925000 | PA      | $1828750.00   | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     5000000 | PA      | $5343750.00   | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| MOTOROLA SOLUTIONS INC                            | Motorola Solutions Inc                                                           | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     6271000 | PA      | $5699802.51   | 0.01%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                             | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     5510000 | PA      | $5595146.68   | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $526947.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-128460.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                            | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      111153 | PA      | $0.11         | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES5                                                    | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15966766 | PA      | $16153497.61  | 0.03%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                             | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |      400000 | PA      | $398469.90    | 0.00%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                 | EOG Resources Inc                                                                | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    33500000 | PA      | $34378327.69  | 0.07%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-RPL1 LLC                                                               | CUSIP: 74390WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    50648943 | PA      | $49870919.66  | 0.10%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    84135000 | PA      | $75846300.26  | 0.15%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136APJF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2408728 | PA      | $382382.19    | 0.00%             | 2045-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                     | State of California                                                              | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      835000 | PA      | $967906.18    | 0.00%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179XTE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    28218566 | PA      | $29070761.25  | 0.06%             | 2053-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust                                                    | CUSIP: 90278MAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    80671498 | PA      | $77015562.99  | 0.15%             | 2052-10-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-SCHATZ                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -426 | NC      | $37478.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    13963000 | PA      | $14333277.82  | 0.03%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36202T6G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1930 | PA      | $1984.10      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | 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        |      800000 | PA      | $823752.00    | 0.00%             | 2042-05-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    14670000 | PA      | $10391642.30  | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     7605000 | PA      | $7780321.16   | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     9075000 | PA      | $9361052.33   | 0.02%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                                            | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    29046000 | PA      | $23448105.14  | 0.04%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                       | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     8900000 | PA      | $7848567.78   | 0.02%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   142200505 | PA      | $142250025.90 | 0.27%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                            | Puget Sound Energy Inc                                                           | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    11280000 | PA      | $9178717.18   | 0.02%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS CDX.EM.44.V1                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-2699157.08  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                         | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    10130000 | PA      | $7771509.68   | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer                    | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    10000000 | PA      | $10080271.00  | 0.02%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust                             | Vendee Mortgage Trust 2011-2                                                     | CUSIP: 92262BAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1835046 | PA      | $1726537.24   | 0.00%             | 2041-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2019-H7                                           | CUSIP: 61771MAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    66390289 | PA      | $63776052.09  | 0.12%             | 2052-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XMP91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    32108579 | PA      | $27547852.43  | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWFU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5769628 | PA      | $5947523.65   | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    15767000 | PA      | $14380416.29  | 0.03%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4293690.49   | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     3595000 | PA      | $3640381.27   | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                             | Kennedy Lewis CLO 3 Ltd                                                          | CUSIP: 48936JAA4<br>LEI: 549300TKWX739FHPEQ97 | Long             | ABS-CBDO         | CORP              | KY        |    35105000 | PA      | $35194609.02  | 0.07%             | 2036-10-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $890504.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   129082477 | PA      | $114560584.66 | 0.22%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      431418 | PA      | $402190.77    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137BL4V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1712999 | PA      | $1672298.04   | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    16800000 | PA      | $16695494.12  | 0.03%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| AlbaCore Euro CLO                                 | AlbaCore EURO CLO II DAC                                                         | CUSIP: 000000000<br>LEI: 549300WN8XXHR94EX575 | Long             | ABS-CBDO         | CORP              | IE        |     9460641 | PA      | $11194349.21  | 0.02%             | 2034-06-15      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 448814DL4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    28750000 | PA      | $35020938.50  | 0.07%             | 2030-11-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   181679889 | PA      | $184285658.49 | 0.35%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                             | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    10390000 | PA      | $10345018.33  | 0.02%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                         | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     8210000 | PA      | $6536309.15   | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                   | CMS Energy Corp                                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    23485000 | PA      | $23165486.62  | 0.04%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                          | SGD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $582405.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2018-CHRS Mortgage Trust                                                   | CUSIP: 05491VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7345000 | PA      | $7024649.29   | 0.01%             | 2038-08-05      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                          | United States International Development Finance Corp                             | CUSIP: 6903532V8<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |     5223188 | PA      | $4992165.24   | 0.01%             | 2034-10-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     3460000 | PA      | $3476292.63   | 0.01%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                    | PECO Energy Co                                                                   | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $3334843.45   | 0.01%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                       | State of Illinois                                                                | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    16617696 | PA      | $16988389.18  | 0.03%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $12888516.71  | 0.02%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     9720000 | PA      | $9663155.03   | 0.02%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                            | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     4365000 | PA      | $3869608.63   | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     9637000 | PA      | $9887232.99   | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      911300 | PA      | $671653.00    | 0.00%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-36413.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     4065000 | PA      | $4071030.83   | 0.01%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                           | PMT Issuer Trust - FMSR                                                          | CUSIP: 693968AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20000000 | PA      | $20147502.00  | 0.04%             | 2027-12-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7397499 | PA      | $6339856.75   | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    18280000 | PA      | $17973517.42  | 0.03%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDG                                  | Resolution Funding Corp                                                          | CUSIP: 761157AB2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |      429000 | PA      | $502997.10    | 0.00%             | 2030-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                    | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      500000 | PA      | $499095.00    | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-RPL1 LLC                                                               | CUSIP: 74390WAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5879000 | PA      | $5574222.06   | 0.01%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    39135000 | PA      | $44185210.32  | 0.08%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| DIAMOND SPORTS GRP LLC- CS                        | DIAMOND SPORTS GRP LLC- CS                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      791890 | NS      | $148875.32    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23485000 | PA      | $8371436.54   | 0.02%             | 2046-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $61414.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179XH25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    21049321 | PA      | $21473668.97  | 0.04%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6NQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         188 | PA      | $191.06       | 0.00%             | 2031-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14950000 | PA      | $13230750.00  | 0.03%             | 2029-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                 | Magnetite Xlii Ltd                                                               | CUSIP: 55955XAA4<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | KY        |    70000000 | PA      | $70319858.00  | 0.13%             | 2038-01-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                    | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13149847 | PA      | $13270210.33  | 0.03%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133A9UL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10949393 | PA      | $9390732.13   | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $665324.33    | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWBK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15037371 | PA      | $13453924.41  | 0.03%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                    | Structured Adjustable Rate Mortgage Loan Trust Series 2004-18                    | CUSIP: 863579FU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2609759 | PA      | $2438824.97   | 0.00%             | 2034-12-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    59240123 | PA      | $50677494.36  | 0.10%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28007.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                | Shackleton 2014-V-R CLO Ltd                                                      | CUSIP: 81881JAC6<br>LEI: 549300OM5GJJFIKCOZ48 | Long             | ABS-CBDO         | CORP              | KY        |     1253533 | PA      | $1253590.40   | 0.00%             | 2031-05-07      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    59927807 | PA      | $48827838.71  | 0.09%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2435000 | PA      | $2385101.24   | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1318867.70   | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                          | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1683099.12   | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                | Tikehau US CLO IV Ltd                                                            | CUSIP: 88675CAN2<br>LEI: 254900RN10DV5689GE29 | Long             | ABS-CBDO         | CORP              | BM        |    50000000 | PA      | $50297635.00  | 0.10%             | 2038-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                       | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10858685.37  | 0.02%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6095000 | PA      | $5470778.48   | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                       | Mayo Clinic                                                                      | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     8312000 | PA      | $6701997.50   | 0.01%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-RPL1 LLC                                                               | CUSIP: 74390WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2072000 | PA      | $1939352.84   | 0.00%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12373.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    75359000 | PA      | $82602848.49  | 0.16%             | 2029-11-30      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $3785436.26   | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    51571880 | PA      | $42164539.07  | 0.08%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                      | Eagle RE 2023-1 Ltd                                                              | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     2493139 | PA      | $2496002.03   | 0.00%             | 2033-09-26      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36213FB51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13074 | PA      | $13514.30     | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                   | Sands China Ltd                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     3263000 | PA      | $3324964.37   | 0.01%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16568832 | PA      | $12844514.92  | 0.02%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                                                        | CUSIP: 74815HCE0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $100658.40    | 0.00%             | 2026-04-09      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-RPL1 LLC                                                               | CUSIP: 74390WAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10215000 | PA      | $9837299.35   | 0.02%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    23258000 | PA      | $22947611.07  | 0.04%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $88878.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BPW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   178877412 | PA      | $87220.63     | 0.00%             | 2026-03-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                             | EG Global Finance PLC                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    17900000 | PA      | $19343187.50  | 0.04%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                               | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    29300000 | PA      | $35483120.25  | 0.07%             | 2032-03-15      | Fixed         | 8.75%                 | 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       |         200 | NS      | $711.21       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion CLO XXIII Ltd                                                          | CUSIP: 07135LAL0<br>LEI: 54930050XKM90CCQIQ92 | Long             | ABS-CBDO         | CORP              | KY        |    27500000 | PA      | $27610000.00  | 0.05%             | 2037-10-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                     | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25000000 | PA      | $25125000.00  | 0.05%             | 2042-02-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                          | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4675000 | PA      | $4478840.80   | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                             | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199295.31    | 0.00%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                          | Oak Hill Credit Partners X-R Ltd                                                 | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   110300000 | PA      | $110394968.30 | 0.21%             | 2038-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31374GRC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1988 | PA      | $1967.00      | 0.00%             | 2036-05-01      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | TWD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-195.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERAL REPUBLIC OF NIGERIA                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $343769.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | PA      | $331102.68    | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2240000 | PA      | $2034470.89   | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XFSW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14697184 | PA      | $13676942.41  | 0.03%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    15609000 | PA      | $16054636.95  | 0.03%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Barclays Commercial Mortgage S                    | BBCMS 2018-CHRS Mortgage Trust                                                   | CUSIP: 05491VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19295000 | PA      | $17404535.71  | 0.03%             | 2038-08-05      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    22517955 | PA      | $23184397.84  | 0.04%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31335CBL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7085571 | PA      | $7272891.96   | 0.01%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     7190000 | PA      | $7114936.40   | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                             | CUSIP: 26882PAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     1840000 | PA      | $2054584.96   | 0.00%             | 2034-06-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31402ES33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1801 | PA      | $1803.26      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | THB/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18532.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    22420000 | PA      | $22921039.48  | 0.04%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5595000 | PA      | $5659910.64   | 0.01%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Zegona Holdco Limited                             | ZEGONA HOLDCO LTD                                                                | CUSIP: 000000000<br>LEI: 213800UXDFOAHVOOVX08 | Long             | LON              | CORP              | GB        |    15992250 | PA      | $18966270.47  | 0.04%             | 2029-07-17      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-RPL1 LLC                                                               | CUSIP: 74390WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6023000 | PA      | $5733809.87   | 0.01%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                              | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    10718000 | PA      | $8516758.34   | 0.02%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LIX Ltd                                                     | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   126465000 | PA      | $126857167.97 | 0.24%             | 2037-04-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31296RQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15348 | PA      | $15888.81     | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                          | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     7206000 | PA      | $5323316.34   | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                 | CF Industries Inc                                                                | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     6755000 | PA      | $6088726.37   | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KMXX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3370134 | PA      | $2901089.98   | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/CLP FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6045292.43  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWBV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10852823 | PA      | $9675083.92   | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                   | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $1180400.00   | 0.00%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    51997124 | PA      | $45098264.05  | 0.09%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cuppa Bidco B.V.                                  | CUPPA BIDCO BV                                                                   | CUSIP: 000000000<br>LEI: 254900C8AU9XL3CHKB72 | Long             | LON              | CORP              | NL        |      325000 | PA      | $281116.42    | 0.00%             | 2029-06-29      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DV7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5600155 | PA      | $4805906.20   | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                          | Gazprom PJSC Via Gaz Capital SA                                                  | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |     3000000 | PA      | $3218225.25   | 0.01%             | 2026-03-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    42000000 | PA      | $40142491.20  | 0.08%             | 2052-11-10      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XGZY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    27406714 | PA      | $26442099.31  | 0.05%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                     | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18945000 | PA      | $19016043.75  | 0.04%             | 2042-02-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                      | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     9150000 | PA      | $12437454.83  | 0.02%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-116030.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                                    | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    37340000 | PA      | $37076218.04  | 0.07%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                            | Commonwealth Edison Co                                                           | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2665000 | PA      | $2077127.99   | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                               | Gilead Sciences Inc                                                              | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1244383.83   | 0.00%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 313920GP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5713 | PA      | $5877.24      | 0.00%             | 2031-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179YFP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1482338 | PA      | $1530653.76   | 0.00%             | 2053-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                            | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    10493000 | PA      | $10758577.83  | 0.02%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                                            | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4938322.05   | 0.01%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    14870000 | PA      | $17870107.26  | 0.03%             | 2054-06-20      | Fixed         | 7.78%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36211BWM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          66 | PA      | $66.68        | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                  | Invesco Euro CLO IV DAC                                                          | CUSIP: 000000000<br>LEI: 549300LLUOZ9GWTWJV80 | Long             | ABS-CBDO         | CORP              | IE        |    10000000 | PA      | $11407082.97  | 0.02%             | 2033-04-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | USD/CNH FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4630.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15125000 | PA      | $13956183.20  | 0.03%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| BBCCRE Trust                                      | BBCCRE Trust 2015-GTP                                                            | CUSIP: 05490TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14600000 | PA      | $13771346.34  | 0.03%             | 2033-08-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                      | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    27600000 | PA      | $38417931.44  | 0.07%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    74985000 | PA      | $76437399.46  | 0.15%             | 2036-07-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    52200000 | PA      | $51383136.36  | 0.10%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                             | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13696197.44  | 0.03%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                       | Rad CLO 10 Ltd                                                                   | CUSIP: 48662LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12000000 | PA      | $12034381.20  | 0.02%             | 2034-04-23      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                          | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     7345000 | PA      | $5564305.69   | 0.01%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LXX Ltd                                                     | CUSIP: 557913AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    50000000 | PA      | $50254150.00  | 0.10%             | 2038-09-04      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13155000 | PA      | $5534010.43   | 0.01%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4683.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    99616373 | PA      | $88511218.80  | 0.17%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                      | Stryker Corp                                                                     | CUSIP: 863667AT8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    16050000 | PA      | $18933359.79  | 0.04%             | 2027-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                             | University of Chicago/The                                                        | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     6560000 | PA      | $5175153.50   | 0.01%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                            | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     7090000 | PA      | $7018994.03   | 0.01%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | CARLYLE US CLO 2017-3 Ltd                                                        | CUSIP: 14314FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    16250000 | PA      | $16313675.63  | 0.03%             | 2037-10-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                    | Golub Capital Partners CLO 69M                                                   | CUSIP: 38182HAA0<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | JE        |    50000000 | PA      | $50089300.00  | 0.10%             | 2037-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                     | RFMSI Series 2003-S9 Trust                                                       | CUSIP: 76111JZ72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        2435 | PA      | $2469.50      | 0.00%             | 2032-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133B3VE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1719229 | PA      | $1530166.07   | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11258435 | PA      | $10563932.11  | 0.02%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2045192 | PA      | $1755128.77   | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12126.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                           | Park River Holdings Inc                                                          | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     4487840 | PA      | $4488668.62   | 0.01%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 32                    | Octagon Investment Partners 32 Ltd                                               | CUSIP: 67573CAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    18750000 | PA      | $18868171.88  | 0.04%             | 2037-10-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                           | Delta Air Lines 2020-1 Class AA Pass Through Trust                               | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20576949 | PA      | $19861942.52  | 0.04%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                          | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     5595000 | PA      | $4274055.33   | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2510861.18   | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                                            | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    12955000 | PA      | $12814294.60  | 0.02%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                          | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4690000 | PA      | $4914249.74   | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PARK HLDGS BV                       | INTERNATIONAL PARK HLDGS BV                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    45000000 | PA      | $52807342.50  | 0.10%             | 2031-12-31      | Floating      | 7.29%                 | No            |                  3 | On Loan: No      |
| Northwoods Capital Ltd                            | Northwoods Capital XI-B Ltd                                                      | CUSIP: 66860JAN8<br>LEI: 5493005SOJ8F7B634862 | Long             | ABS-CBDO         | CORP              | KY        |    84529000 | PA      | $84829399.16  | 0.16%             | 2037-07-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                    | CWABS Inc Asset-Backed Certificates Trust 2004-6                                 | CUSIP: 126673BR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      246714 | PA      | $241417.60    | 0.00%             | 2034-11-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1190050.18   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137BJLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3414456 | PA      | $461359.63    | 0.00%             | 2045-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                    | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26843482 | PA      | $25975887.38  | 0.05%             | 2052-06-15      | Fixed         | 3.07%                 | 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        |     6169906 | PA      | $6082828.59   | 0.01%             | 2048-01-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-CRM1                                              | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    52158613 | PA      | $52788808.61  | 0.10%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                              | SCG Commercial Mortgage Trust 2025-DLFN                                          | CUSIP: 78398EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25990000 | PA      | $25925025.00  | 0.05%             | 2035-03-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128KHWU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         681 | PA      | $720.11       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    16797992 | PA      | $13980617.09  | 0.03%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    90939969 | PA      | $75687989.29  | 0.14%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                    | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    13415000 | PA      | $13244806.58  | 0.03%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2025-NQM7                                        | CUSIP: 10570TAP0<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |    52966358 | PA      | $53497674.35  | 0.10%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-451602.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                            | Commonwealth Edison Co                                                           | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2780000 | PA      | $2367974.70   | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                          | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     7175000 | PA      | $7394304.21   | 0.01%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWBR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5015022 | PA      | $4471337.13   | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                             | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1699630.11   | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31402CU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      186598 | PA      | $189058.08    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWC35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    38911595 | PA      | $34607721.99  | 0.07%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132WLBV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      584053 | PA      | $552152.49    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | 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        |    28006000 | PA      | $28281579.04  | 0.05%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                          | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1292479.76   | 0.00%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    25297000 | PA      | $28461529.25  | 0.05%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       50913 | NC      | $-29417497.44 | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     6252000 | PA      | $6292220.81   | 0.01%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                     | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    49015000 | PA      | $49045634.38  | 0.09%             | 2042-02-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     7000000 | PA      | $6365449.30   | 0.01%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2472076 | PA      | $2107049.45   | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                      | AGL CLO 37 Ltd                                                                   | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | KY        |    21750000 | PA      | $21831429.83  | 0.04%             | 2038-04-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    14245000 | PA      | $14205193.77  | 0.03%             | 2037-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| MIDAMERICAN ENERGY CO                             | MidAmerican Energy Co                                                            | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1530567.28   | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140KTTY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1718747 | PA      | $1405231.19   | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                    | Eskom Holdings                                                                   | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    22487000 | PA      | $23206584.00  | 0.04%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1820000 | PA      | $2232755.07   | 0.00%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CNH/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-317143.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-237810.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                              | Prime Mortgage Trust 2004-CL1                                                    | CUSIP: 74160MDL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        2144 | PA      | $2042.84      | 0.00%             | 2034-02-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWC43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9054623 | PA      | $8405985.62   | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   329006957 | PA      | $16294398.58  | 0.03%             | 2034-08-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWBS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7251443 | PA      | $5619307.59   | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                    | Structured Asset Investment Loan Trust 2004-BNC1                                 | CUSIP: 86358EKX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      377991 | PA      | $401577.48    | 0.00%             | 2034-09-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    44083000 | PA      | $44003209.77  | 0.08%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    26190591 | PA      | $22396670.96  | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2025-SPOT                                           | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    38731751 | PA      | $38804372.79  | 0.07%             | 2040-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                    | GoodLeap Sustainable Home Solutions Trust 2024-1                                 | CUSIP: 38237BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    40494182 | PA      | $39379790.60  | 0.08%             | 2057-06-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    59168606 | PA      | $54932372.12  | 0.11%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TRANSDIGM INC                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12951.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      264165 | PA      | $253859.25    | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1470288.82   | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    12545000 | PA      | $12783216.24  | 0.02%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    40362984 | PA      | $34227810.43  | 0.07%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Freddie Mac Strips                                                               | CUSIP: 3134A4KY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     5036000 | PA      | $3826902.32   | 0.01%             | 2032-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      470000 | PA      | $473120.34    | 0.00%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                 | CDP Financial Inc                                                                | CUSIP: 125094AC6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     2195000 | PA      | $2342044.81   | 0.00%             | 2039-11-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI                    | Pennsylvania Turnpike Commission                                                 | CUSIP: 709223VZ1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |      400000 | PA      | $430570.56    | 0.00%             | 2039-12-01      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                         | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     3500000 | PA      | $4179000.00   | 0.01%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   333608098 | PA      | $273012430.76 | 0.52%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $162222.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALEDONIA GENERA                                  | Caledonia Generating LLC                                                         | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11647191 | PA      | $10321038.03  | 0.02%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   214179054 | PA      | $205009384.72 | 0.39%             | 2052-05-01      | Fixed         | 4.00%                 | 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        |   907303240 | NS      | $907303240.22 | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2018-CD7 Mortgage Trust                                                       | CUSIP: 12512JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25927013 | PA      | $25811518.30  | 0.05%             | 2051-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                    | Merrill Lynch Mortgage Investors Trust Series 2004-WMC3                          | CUSIP: 59020UCP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      830926 | PA      | $816970.44    | 0.00%             | 2035-01-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING STRIP                          | Resolution Funding Corp Interest Strip                                           | CUSIP: 76116EHP8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    18610000 | PA      | $15727946.26  | 0.03%             | 2030-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD 2024-WRHS Mortgage Trust                                                    | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39026575 | PA      | $39050967.05  | 0.07%             | 2039-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                    | Floating Rate Mortgage Pass-through Cert-series 2001-2                           | CUSIP: 03072SBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       25283 | PA      | $28520.85     | 0.00%             | 2031-10-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050635<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    73500000 | PA      | $73376391.38  | 0.14%             | 2056-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B13 Mortgage Trust                                                | CUSIP: 08162DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    38700000 | PA      | $36704264.22  | 0.07%             | 2057-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS SULTANATE OF OMAN                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-42236.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                    | Structured Asset Investment Loan Trust 2004-BNC1                                 | CUSIP: 86358EKV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      507829 | PA      | $531072.91    | 0.00%             | 2034-09-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    65500000 | PA      | $65318204.75  | 0.12%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN                    | University of Virginia                                                           | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     8135000 | PA      | $5960738.90   | 0.01%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                   | Nevada Power Co                                                                  | CUSIP: 641423BZ0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      500000 | PA      | $494598.18    | 0.00%             | 2040-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41443 | PA      | $43143.02     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8057779 | PA      | $6888053.57   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROCHESTER GAS & ELECTRIC                          | Rochester Gas and Electric Corp                                                  | CUSIP: 771367CD9<br>LEI: 549300DD8M80WFTQO509 | Long             | DBT              | CORP              | US        |    17545000 | PA      | $17381404.26  | 0.03%             | 2027-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36200FSF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8498 | PA      | $8795.84      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X8RX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4068315 | PA      | $3795859.21   | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10020754.79  | 0.02%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: —       |
| BARCLAYS CAPITAL INC.                             | CDS KINGDOM OF SPAIN                                                             | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3179479.34   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                               | Kasikornbank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |     8650000 | PA      | $8541399.25   | 0.02%             | 2031-10-02      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      750000 | PA      | $886789.97    | 0.00%             | 2026-03-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                    | Capital One NA                                                                   | CUSIP: 25466AAE1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |      675000 | PA      | $675075.28    | 0.00%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      730000 | PA      | $730192.74    | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                       | Nutrien Ltd                                                                      | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     8000000 | PA      | $7454318.40   | 0.01%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    31440000 | PA      | $31442221.81  | 0.06%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33805000 | PA      | $15803437.76  | 0.03%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $4930085.79   | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136AEHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      301005 | PA      | $5466.67      | 0.00%             | 2028-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    14855000 | PA      | $14634632.59  | 0.03%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS CDX.NA.IG.45.V1                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-4318651.33  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                  | DP World Ltd/United Arab Emirates                                                | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    22944000 | PA      | $27094682.89  | 0.05%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    81345110 | PA      | $71787059.58  | 0.14%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                          | Brinker International Inc                                                        | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     7472000 | PA      | $7885163.25   | 0.02%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                              | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      665000 | PA      | $641780.28    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                    | Goodleap Sustainable Home Solutions Trust 2023-4                                 | CUSIP: 38237YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22675355 | PA      | $22351033.64  | 0.04%             | 2057-03-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                           | JPMorgan Chase Bank NA                                                           | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |     2835000 | PA      | $2864026.83   | 0.01%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: —       |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    43300000 | PA      | $45365743.41  | 0.09%             | 2030-02-20      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     6325000 | PA      | $6026276.00   | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                          | United Airlines 2018-1 Class AA Pass Through Trust                               | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8015342 | PA      | $7885931.58   | 0.02%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Armada Euro CLO                                   | Armada Euro CLO VII DAC                                                          | CUSIP: 000000000<br>LEI: 254900X3N0A6IK91HI28 | Long             | ABS-CBDO         | CORP              | IE        |   135850000 | PA      | $161144209.17 | 0.31%             | 2039-04-15      | Floating      | 3.21%                 | 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      | $164984.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                     | Clue Opco LLC                                                                    | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    89552000 | PA      | $95034234.69  | 0.18%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Shops at Crystals Trust 2016-C                    | Shops at Crystals Trust 2016-CSTL                                                | CUSIP: 82510WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20955000 | PA      | $20838148.63  | 0.04%             | 2036-07-05      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                           | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    22885000 | PA      | $23455705.89  | 0.04%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                 | Elevation CLO 2021-12 Ltd                                                        | CUSIP: 28623MAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    32300000 | PA      | $32379871.44  | 0.06%             | 2037-04-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     8273000 | PA      | $8273000.00   | 0.02%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31085000 | PA      | $22798904.69  | 0.04%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1815000 | PA      | $1958641.94   | 0.00%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680BW2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2830000 | PA      | $2193366.81   | 0.00%             | 2045-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    11857000 | PA      | $5035667.90   | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES2                                              | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6978041 | PA      | $7043921.72   | 0.01%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $526947.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                              | Lorca Telecom Bondco SA                                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    53875000 | PA      | $65963665.13  | 0.13%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certifica                    | ABFC 2003-OPT1 Trust                                                             | CUSIP: 04542BDD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      757043 | PA      | $761091.54    | 0.00%             | 2033-04-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31390CTC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4607 | PA      | $4812.34      | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                         | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     4375000 | PA      | $4622918.05   | 0.01%             | 2030-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                             | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1039546.44   | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834XG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    50000000 | PA      | $13552159.10  | 0.03%             | 2051-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31400DWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13322 | PA      | $13914.30     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37450000 | PA      | $33759227.60  | 0.06%             | 2053-12-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                   | Venture 42 CLO Ltd                                                               | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $10011114.00  | 0.02%             | 2034-04-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                    | WaMu Mortgage Pass-Through Certificates Series 2004-AR8 Trust                    | CUSIP: 92922FTJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      452149 | PA      | $456968.67    | 0.00%             | 2044-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS ARAB REPUBLIC OF EGYPT                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $169435.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DKU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10412924 | PA      | $9728878.34   | 0.02%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     9557000 | PA      | $8718728.31   | 0.02%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4249026 | PA      | $3971661.55   | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Assurant Commercial Mortgage T                    | Assurant Commercial Mortgage Trust 2016-1                                        | CUSIP: 04624UAJ0<br>LEI: 549300SPKO3Z7ZWM8X71 | Long             | ABS-MBS          | CORP              | US        |     1862942 | PA      | $1846133.21   | 0.00%             | 2049-05-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                         | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     2790000 | PA      | $2929280.16   | 0.01%             | 2028-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5828192.00   | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | 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        |    37280000 | PA      | $37757556.80  | 0.07%             | 2041-12-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solu                    | GoodLeap Home Improvement Solutions Trust 2024-1                                 | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12128731 | PA      | $12282425.28  | 0.02%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications Inc                                                           | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    15505000 | PA      | $15434190.03  | 0.03%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    43926000 | PA      | $43817966.66  | 0.08%             | 2027-06-15      | Fixed         | 3.75%                 | 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      | $82492.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                              | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     9080000 | PA      | $9185400.83   | 0.02%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      216000 | PA      | $239636.37    | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     4815000 | PA      | $4744611.85   | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2017-C39                                   | CUSIP: 95000XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    36567011 | PA      | $36017255.61  | 0.07%             | 2050-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1970000 | PA      | $1496668.03   | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     7715000 | PA      | $7770828.05   | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31287WCJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         894 | PA      | $925.76       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | 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        |    78977559 | PA      | $79763788.58  | 0.15%             | 2027-03-29      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                 | 720 East CLO 2023-I Ltd                                                          | CUSIP: 81785EAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    32250000 | PA      | $32417280.75  | 0.06%             | 2038-04-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    10375000 | PA      | $10761206.13  | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF MOROCCO                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-57480.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CPI PROPERTY GROUP SA                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-55772.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    15400000 | PA      | $14581810.32  | 0.03%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680BU6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1282078.72   | 0.00%             | 2042-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X7TX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    27634524 | PA      | $24698665.99  | 0.05%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133USKS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   103348900 | PA      | $88043773.49  | 0.17%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QLJG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    19423900 | PA      | $18098718.98  | 0.03%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     6795000 | PA      | $6502046.67   | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                             | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     3274000 | PA      | $2862116.69   | 0.01%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                           | Exxon Mobil Corp                                                                 | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     5335000 | PA      | $4456798.20   | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     9175000 | PA      | $9266750.00   | 0.02%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    50085000 | PA      | $49813069.28  | 0.10%             | 2029-01-24      | Fixed         | 3.77%                 | 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      | $16223.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2025-2 Ltd                                                    | CUSIP: 77342RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    32000000 | PA      | $32190723.20  | 0.06%             | 2038-03-31      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     4330000 | PA      | $4282495.57   | 0.01%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| IVORY COAST                                       | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    34367000 | PA      | $40049691.55  | 0.08%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                  | Markel Group Inc                                                                 | CUSIP: 570535AP9<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      300000 | PA      | $275053.73    | 0.00%             | 2043-03-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                    | CWABS Inc Asset-Backed Certificates Trust 2004-4                                 | CUSIP: 1266715E2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2726354 | PA      | $2688623.34   | 0.01%             | 2034-08-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                      | WP Carey Inc                                                                     | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     9697000 | PA      | $9969784.78   | 0.02%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                  | Markel Group Inc                                                                 | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     7530000 | PA      | $6815328.96   | 0.01%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JPMCC Commercial Mortgage Securities Trust 2019-COR4                             | CUSIP: 48128YAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31675000 | PA      | $30848079.78  | 0.06%             | 2052-03-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust                     | KRE Commercial Mortgage Trust 2025-AIP4                                          | CUSIP: 50077KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31021250 | PA      | $30982473.44  | 0.06%             | 2042-03-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                 | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     6492000 | PA      | $6564890.78   | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| J.P. MORGAN SECURITIES LLC                        | CNH/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $45395.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2023-HE3                                                | CUSIP: 465985AA7<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |     3084033 | PA      | $3095673.98   | 0.01%             | 2054-05-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XKAX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4992549 | PA      | $4282359.86   | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    40188090 | PA      | $34419288.06  | 0.07%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                                | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    35000000 | PA      | $31394612.75  | 0.06%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KB HOME                                           | KB Home                                                                          | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3019134.69   | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2095000 | PA      | $2202095.69   | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| REYNOLDS AMERICAN INC                             | Reynolds American Inc                                                            | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      737000 | PA      | $764628.88    | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059E4Z4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     1878000 | PA      | $1762409.20   | 0.00%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                         | Rockford Tower Europe CLO 2024-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400WHKG8Q1Z8MAE80 | Long             | ABS-CBDO         | CORP              | IE        |    44500000 | PA      | $52766273.09  | 0.10%             | 2038-07-15      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                    | UBS-Barclays Commercial Mortgage Trust 2013-C5                                   | CUSIP: 90270YAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    41314082 | PA      | $115.68       | 0.00%             | 2046-03-10      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS REPUBLIC OF GREECE                                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1672029.04   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D2K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5611446 | PA      | $4348436.69   | 0.01%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AECOM                                             | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1274843.83   | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                        | Sixth Street CLO XII Ltd                                                         | CUSIP: 829928AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    64350000 | PA      | $64550823.48  | 0.12%             | 2039-01-17      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                          | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     3500000 | PA      | $3421006.40   | 0.01%             | 2026-12-29      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                    | Onemain Direct Auto Receivables Trust 2022-1                                     | CUSIP: 68269DAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8465000 | PA      | $8495187.88   | 0.02%             | 2030-12-16      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                           | KeyCorp                                                                          | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    13917000 | PA      | $13169088.31  | 0.03%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    41745000 | PA      | $40214219.20  | 0.08%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| KB HOME                                           | KB Home                                                                          | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49770.36     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JPMCC Commercial Mortgage Securities Trust 2019-COR4                             | CUSIP: 48128YAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4797000 | PA      | $4629166.88   | 0.01%             | 2052-03-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWB77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1172185 | PA      | $1039779.92   | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $37920.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    34860000 | PA      | $34834398.92  | 0.07%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    47933000 | PA      | $20491357.50  | 0.04%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                               | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $974476.38    | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1366763.10   | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XGJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6481620 | PA      | $5796823.54   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                    | ARES Trust 2025-IND3                                                             | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    47990000 | PA      | $48049953.91  | 0.09%             | 2042-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2020-C55                                   | CUSIP: 95002EBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    58725000 | PA      | $54795498.84  | 0.10%             | 2053-02-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FG2C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3302138 | PA      | $3147366.51   | 0.01%             | 2048-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                 | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     5000000 | PA      | $4986000.00   | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    73685532 | PA      | $63864467.57  | 0.12%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $52302.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38382BLB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8302633 | PA      | $1286649.10   | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS Mortgage Trust 2020-C8                                                     | CUSIP: 05552ABH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   119592000 | PA      | $5425685.73   | 0.01%             | 2053-10-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1606546.25   | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    21090000 | PA      | $21269487.09  | 0.04%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     9665000 | PA      | $9655519.63   | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X8FW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2070701 | PA      | $1931778.34   | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hurricane Cleanco Limited                         | HURRICANE CLEANCO LIMITED                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    38022075 | PA      | $54680909.54  | 0.10%             | 2029-10-31      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| FNMA PRIN STRIPS                                  | Fannie Mae Principal Strip                                                       | CUSIP: 31358DJP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     5105000 | PA      | $2955061.30   | 0.01%             | 2037-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12053943 | PA      | $10787900.27  | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    16725000 | PA      | $17076225.00  | 0.03%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $263473.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                             | One Bryant Park Trust 2019-OBP                                                   | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $6521933.60   | 0.01%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1034434.65   | 0.00%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4941349 | PA      | $4873720.64   | 0.01%             | 2052-11-10      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                              | Cantor Fitzgerald LP                                                             | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    37660000 | PA      | $40100834.29  | 0.08%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                          | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      755000 | PA      | $809838.85    | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                            | American Airlines 2015-2 Class AA Pass Through Trust                             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6887680 | PA      | $6821651.60   | 0.01%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10756719 | PA      | $9233913.75   | 0.02%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                             | DuPont de Nemours Inc                                                            | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      288000 | PA      | $272152.87    | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                       | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    85257000 | PA      | $85970984.65  | 0.16%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JPMCC Commercial Mortgage Securities Trust 2019-COR4                             | CUSIP: 48128YAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31250000 | PA      | $30886003.02  | 0.06%             | 2052-03-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS DOMINICAN REPUBLIC                                                           | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $59965.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                   | Venture XIX CLO Ltd                                                              | CUSIP: 92330EAP2<br>LEI: 549300KIDQKDB48YU144 | Long             | ABS-CBDO         | CORP              | KY        |     9653459 | PA      | $9662029.95   | 0.02%             | 2032-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B11 Mortgage Trust                                                | CUSIP: 08162BBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    57605640 | PA      | $56081590.35  | 0.11%             | 2052-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                  | Markel Group Inc                                                                 | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    14057000 | PA      | $12482923.96  | 0.02%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31287YAD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8176 | PA      | $8464.46      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   196834000 | PA      | $196834000.00 | 0.38%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    19290224 | PA      | $15801585.23  | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      815000 | PA      | $803221.62    | 0.00%             | 2027-11-16      | Fixed         | 2.31%                 | 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        |    51600000 | PA      | $51952056.48  | 0.10%             | 2041-09-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    48211000 | PA      | $48242402.15  | 0.09%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   219885000 | PA      | $204919238.32 | 0.39%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-232060.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                          | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      995000 | PA      | $1061283.63   | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                             | EG Global Finance PLC                                                            | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    15000000 | PA      | $19157241.46  | 0.04%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    63170000 | PA      | $58826135.16  | 0.11%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   536766919 | PA      | $8638082.67   | 0.02%             | 2029-03-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                               | Star Leasing Co LLC                                                              | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    44941000 | PA      | $42978203.43  | 0.08%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                         | Aetna Inc                                                                        | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     5365000 | PA      | $5894416.72   | 0.01%             | 2037-12-15      | Fixed         | 6.75%                 | 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        |    68114175 | PA      | $69047087.39  | 0.13%             | 2028-09-27      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38379PE37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6519458 | PA      | $1355582.32   | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    36393000 | PA      | $34672828.11  | 0.07%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                   | BAE Systems PLC                                                                  | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    17620000 | PA      | $17025931.13  | 0.03%             | 2030-04-15      | Fixed         | 3.40%                 | 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      | $-36413.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    46837000 | PA      | $47861075.63  | 0.09%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    34643000 | PA      | $34708699.40  | 0.07%             | N/A             | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                          | PeaceHealth Obligated Group                                                      | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14445000 | PA      | $9469155.47   | 0.02%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30330000 | PA      | $27676125.00  | 0.05%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gallatin Funding Ltd                              | Gallatin CLO X 2023-1 Ltd                                                        | CUSIP: 36362MAN7<br>LEI: 984500E5ACG7837D0749 | Long             | ABS-CBDO         | CORP              | BM        |    86000000 | PA      | $86161026.40  | 0.16%             | 2036-10-14      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834PB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    49085000 | PA      | $18931574.87  | 0.04%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1312038.98   | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1792376.70   | 0.00%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Dukes Education                                   | DUKES EDUCATION GROUP LTD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      931570 | PA      | $1274713.40   | 0.00%             | 2028-11-27      | Floating      | 9.47%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    28457507 | PA      | $22052366.60  | 0.04%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TEGNA INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17823.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-112430.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    33095000 | PA      | $33289527.08  | 0.06%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    83218394 | PA      | $68272040.82  | 0.13%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    23061000 | PA      | $19544044.65  | 0.04%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    42750000 | PA      | $42803437.50  | 0.08%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CSAIL Commercial Mortgage Trus                    | CSAIL 2015-C3 Commercial Mortgage Trust                                          | CUSIP: 12635FAW4<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    86386407 | PA      | $153491.37    | 0.00%             | 2048-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418ENS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      642953 | PA      | $672644.34    | 0.00%             | 2053-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8085042 | PA      | $7578780.90   | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   311340000 | PA      | $268725337.50 | 0.51%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                    | JPMBB Commercial Mortgage Securities Trust 2014-C23                              | CUSIP: 46643ABG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2886251 | PA      | $47.91        | 0.00%             | 2047-09-15      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2019-C52                                   | CUSIP: 95002MAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    85830032 | PA      | $81958531.07  | 0.16%             | 2052-08-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VISTRA OPERATIONS CO LLC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1916.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                            | Commonwealth Edison Co                                                           | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      690000 | PA      | $768087.27    | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| Battalion CLO LTD                                 | Battalion Clo 17 Ltd                                                             | CUSIP: 07133PAL3<br>LEI: 549300QQUW46V6EB1N30 | Long             | ABS-CBDO         | CORP              | KY        |    49500000 | PA      | $49549277.25  | 0.09%             | 2034-03-09      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                         | DONCASTERS US FIN LLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10590000 | PA      | $10669425.00  | 0.02%             | 2030-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bear Stearns Adjustable Rate M                    | Bear Stearns ARM Trust 2005-4                                                    | CUSIP: 07387ABR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       45802 | PA      | $42824.95     | 0.00%             | 2035-08-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2020-B17 Mortgage Trust                                                | CUSIP: 08162MAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    78000000 | PA      | $71424826.20  | 0.14%             | 2053-03-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   160330000 | PA      | $73988062.40  | 0.14%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                               | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    11560000 | PA      | $11519817.44  | 0.02%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    26000000 | PA      | $25693279.39  | 0.05%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                             | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4072924.38   | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                              | BAT International Finance PLC                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    23565000 | PA      | $24713355.44  | 0.05%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | PLN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-43884.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      400000 | PA      | $420949.12    | 0.00%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                              | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    12775000 | PA      | $10671911.56  | 0.02%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FQQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5675804 | PA      | $5144855.02   | 0.01%             | 2048-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                           | CUSIP: 173106AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8814670 | PA      | $7758290.86   | 0.01%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     6850000 | PA      | $6746066.32   | 0.01%             | 2028-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                              | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      125000 | PA      | $161013.11    | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   120803548 | PA      | $103631812.90 | 0.20%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10441230 | PA      | $10386412.17  | 0.02%             | 2051-03-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     5560000 | PA      | $5147150.74   | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-HE2 Trust                                                               | CUSIP: 67121YAA6<br>LEI: 2549004JS8G77DOXE933 | Long             | ABS-O            | CORP              | US        |    35533227 | PA      | $35758990.72  | 0.07%             | 2055-08-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20623.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                    | Bain Capital Credit CLO 2022-5 Ltd                                               | CUSIP: 05685JAW9<br>LEI: 2549006QHSDKOK7W7A26 | Long             | ABS-CBDO         | CORP              | JE        |    89850000 | PA      | $89903910.00  | 0.17%             | 2037-01-24      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO                               | Signal Harmonic CLO I DAC                                                        | CUSIP: 000000000<br>LEI: 635400CPGNMPPUYRUY64 | Long             | ABS-CBDO         | CORP              | IE        |    24600000 | PA      | $29305408.05  | 0.06%             | 2038-07-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    29190000 | PA      | $28999497.25  | 0.06%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      575000 | PA      | $599360.35    | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140MDSB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      204121 | PA      | $182555.53    | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO                      | Anchorage Capital Europe CLO 6 DAC                                               | CUSIP: 000000000<br>LEI: 635400ZNDJ8ARDAHOM33 | Long             | ABS-CBDO         | CORP              | IE        |    64200000 | PA      | $76224729.73  | 0.15%             | 2038-10-22      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Broad River BSL Funding CLO Lt                    | Broad River Bsl Funding Clo Ltd 2020-1                                           | CUSIP: 11124TAJ3<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |    19410000 | PA      | $19438181.38  | 0.04%             | 2034-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2462419 | PA      | $2194934.44   | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                             | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3769182.40   | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                          | United States International Development Finance Corp                             | CUSIP: 690353X85<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |     5136600 | PA      | $4821949.76   | 0.01%             | 2034-10-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14518.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                           | CUSIP: 173106AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    88526804 | PA      | $84636935.82  | 0.16%             | 2063-02-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Kinbane DAC                                       | Kinbane 2024-Rpl 2 DAC                                                           | CUSIP: 000000000<br>LEI: 635400B9FSRJAFAZIY56 | Long             | ABS-MBS          | CORP              | IE        |    32745234 | PA      | $38902789.09  | 0.07%             | 2063-01-24      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4241792.00   | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    45315000 | PA      | $43822669.57  | 0.08%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                 | Southern Power Co                                                                | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      725000 | PA      | $699862.73    | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                   | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2277118.92   | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-HE2 Trust                                                               | CUSIP: 67121YAB4<br>LEI: 2549004JS8G77DOXE933 | Long             | ABS-O            | CORP              | US        |     6750000 | PA      | $6823880.10   | 0.01%             | 2055-08-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    90665000 | PA      | $75322782.03  | 0.14%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                           | California Institute of Technology                                               | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     2105000 | PA      | $1687547.28   | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     8988000 | PA      | $8989862.67   | 0.02%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13119.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     7345000 | PA      | $7076564.42   | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                            | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      555000 | PA      | $563604.18    | 0.00%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: —       |
| ADVOCATE HEALTH CORP                              | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    14025000 | PA      | $12919741.59  | 0.02%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                  | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20025000 | PA      | $19856824.27  | 0.04%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications Inc                                                           | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     1804000 | PA      | $1611867.86   | 0.00%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                           | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    14970000 | PA      | $14789461.80  | 0.03%             | 2028-06-01      | Fixed         | 4.62%                 | 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        |     6500000 | PA      | $6524895.00   | 0.01%             | 2044-07-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    32080000 | PA      | $27929844.85  | 0.05%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LINEAGE EUROPE FINCO BV                           | Lineage Europe Finco BV                                                          | CUSIP: 000000000<br>LEI: 254900HAPZY8OK9NWE76 | Long             | DBT              | CORP              | NL        |    66325000 | PA      | $78427626.38  | 0.15%             | 2031-11-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                          | Teachers Insurance & Annuity Association of America                              | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    16598000 | PA      | $15127047.60  | 0.03%             | 2044-09-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19245.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                           | KazMunayGas National Co JSC                                                      | CUSIP: 48667QAN5<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     3000000 | PA      | $3002730.00   | 0.01%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31287WCH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1611 | PA      | $1667.70      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     9775000 | PA      | $8982649.10   | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XFL25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      152998 | PA      | $135961.42    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    40959258 | PA      | $35394369.27  | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5210000 | PA      | $5484895.31   | 0.01%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                         | Aetna Inc                                                                        | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     9540000 | PA      | $8185355.48   | 0.02%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                          | United Airlines 2016-2 Class AA Pass Through Trust                               | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9954594 | PA      | $9597741.73   | 0.02%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    18135000 | PA      | $14610387.26  | 0.03%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                              | BAT International Finance PLC                                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     9736000 | PA      | $9703349.35   | 0.02%             | 2026-03-25      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $32447.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                             | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1366401.83   | 0.00%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6713686 | PA      | $6606781.94   | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                              | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     8685000 | PA      | $6220024.78   | 0.01%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38378VPP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      924410 | PA      | $856213.37    | 0.00%             | 2043-07-20      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                          | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     2365000 | PA      | $2406387.50   | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                  | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     7175000 | PA      | $6654906.27   | 0.01%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133AQXB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    59749814 | PA      | $51122624.81  | 0.10%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    28877406 | PA      | $23618792.37  | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-HE1                                               | CUSIP: 89183LAA3<br>LEI: 2549002NBNESH9L3VV66 | Long             | ABS-O            | CORP              | US        |    34300050 | PA      | $34425135.91  | 0.07%             | 2065-07-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1623694.26   | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | TRY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $180629.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                             | Tennessee Valley Authority                                                       | CUSIP: 880591CK6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      790000 | PA      | $881814.38    | 0.00%             | 2036-04-01      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust 2005-29                                          | CUSIP: 126694TD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      331559 | PA      | $152598.65    | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Trust 2025-EWEST                                                            | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17700000 | PA      | $17711062.50  | 0.03%             | 2042-06-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES8                                                    | CUSIP: 74939WAA8<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |    73759360 | PA      | $74305289.92  | 0.14%             | 2055-08-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                    | Countrywide Asset-Backed Certificates                                            | CUSIP: 126671K62<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      202467 | PA      | $204606.30    | 0.00%             | 2033-12-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2011434.01   | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                    | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 86359BGH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       24312 | PA      | $23537.87     | 0.00%             | 2034-02-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136B2XJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1350569 | PA      | $248663.70    | 0.00%             | 2048-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    12612000 | PA      | $12547840.22  | 0.02%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10262884 | PA      | $8394016.68   | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $30707.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                             | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49880.53     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   291440496 | PA      | $296969824.57 | 0.57%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                           | Sasol Financing USA LLC                                                          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     7510000 | PA      | $7465390.60   | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                           | Trustees of Princeton University/The                                             | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     6310000 | PA      | $3925549.91   | 0.01%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     9955000 | PA      | $10336535.61  | 0.02%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50038.98     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGL TRANSPRTN DIST CO SALES T                    | Regional Transportation District Sales Tax Revenue                               | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3320000 | PA      | $3392207.32   | 0.01%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    12325000 | PA      | $12911101.82  | 0.02%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    80188285 | PA      | $68781356.30  | 0.13%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                    | Banc of America Funding 2005-D Trust                                             | CUSIP: 06051GDM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12441 | PA      | $11704.84     | 0.00%             | 2035-05-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-318.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-464.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    97996000 | PA      | $96089927.89  | 0.18%             | 2026-07-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group/The                                                                  | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $2023892.58   | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     2150000 | PA      | $2246107.15   | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | 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        |   715810947 | NS      | $715381460.71 | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVOCATE HEALTH CORP                              | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    23620000 | PA      | $15554297.98  | 0.03%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    40465000 | PA      | $41670851.42  | 0.08%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNIV OF PITTSBURGH PA OF THE C                    | University of Pittsburgh-of the Commonwealth System of Higher Education          | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    20900000 | PA      | $12971330.38  | 0.02%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                          | Teachers Insurance & Annuity Association of America                              | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |      325000 | PA      | $371069.07    | 0.00%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140KP3U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4856415 | PA      | $4152265.44   | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                 | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    62805000 | PA      | $62810265.06  | 0.12%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DUFRY ONE BV                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1506.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    13276000 | PA      | $11850508.84  | 0.02%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     3675000 | PA      | $3812812.50   | 0.01%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5120841.68   | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                             | CLUBCORP HLDGS INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1047228 | PA      | $1034137.58   | 0.00%             | 2032-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Elevation CLO Ltd                                 | Elevation CLO 2023-17 Ltd                                                        | CUSIP: 28624DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    25750000 | PA      | $25779303.50  | 0.05%             | 2036-10-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    91135000 | PA      | $89844122.19  | 0.17%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                 | CDP Financial Inc                                                                | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $746893.56    | 0.00%             | 2039-11-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2017-C6                                            | CUSIP: 90276UAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    29784874 | PA      | $29446490.82  | 0.06%             | 2050-12-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                     | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31395M2F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4419 | PA      | $4326.88      | 0.00%             | 2045-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD 2024-VICT Mortgage Trust                                                    | CUSIP: 05555VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $7504687.50   | 0.01%             | 2041-07-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LANXESS AG                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $71.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    11290000 | PA      | $11953185.58  | 0.02%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25130000 | PA      | $26007883.88  | 0.05%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    69276000 | PA      | $63339268.48  | 0.12%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                             | PK Alift Loan Funding 7 LP                                                       | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12174137 | PA      | $12178268.84  | 0.02%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                  | Georgia Power Co                                                                 | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $996552.88    | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   123678620 | PA      | $105976227.11 | 0.20%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179X5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4741230 | PA      | $4874861.53   | 0.01%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    18829000 | PA      | $18508613.22  | 0.04%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                             | Quest Diagnostics Inc                                                            | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    13180000 | PA      | $12484242.71  | 0.02%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   117809640 | PA      | $96320008.40  | 0.18%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KB HOME                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1131.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                              | CUSIP: 45905UPV0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |      853000 | PA      | $592760.79    | 0.00%             | 2034-08-28      | Variable      | 1.77%                 | 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        |    20700000 | PA      | $21408906.69  | 0.04%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   100000000 | PA      | $95187500.00  | 0.18%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179XFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4195612 | PA      | $4274070.78   | 0.01%             | 2052-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                               | Elmwood CLO II Ltd                                                               | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    48010000 | PA      | $48235166.90  | 0.09%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                          | Province of British Columbia Canada                                              | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    17530000 | PA      | $20922814.05  | 0.04%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                         | DONCASTERS US FINANCE LLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7007050 | PA      | $7059602.88   | 0.01%             | 2030-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLMX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   447428831 | PA      | $8862088.62   | 0.02%             | 2029-02-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5925000 | PA      | $5475087.21   | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| INDIAN RAILWAY FINANCE                            | Indian Railway Finance Corp Ltd                                                  | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     7820000 | PA      | $7400613.40   | 0.01%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OI EUROPEAN GROUP BV                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-67576.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    36390000 | PA      | $16486607.11  | 0.03%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1419314.01   | 0.00%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2025-9 Mortgage Loan Trust                                                  | CUSIP: 12675LAA0<br>LEI: 2138009YFK2M431KTX57 | Long             | ABS-MBS          | CORP              | US        |    38440313 | PA      | $38712462.94  | 0.07%             | 2070-09-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                            | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAG5<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1656288.80   | 0.00%             | 2026-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                          | OCP SA                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     4572000 | PA      | $4247388.00   | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| GENPACT UK/USA INC                                | Genpact UK Finco plc / Genpact USA Inc                                           | CUSIP: 37256EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    13625000 | PA      | $13640753.23  | 0.03%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2011-12                                            | CUSIP: 17318WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2377070 | PA      | $2211784.92   | 0.00%             | 2047-09-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINANCL CORP                          | Fifth Third Financial Corp                                                       | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    24593000 | PA      | $25705745.72  | 0.05%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                           | California Institute of Technology                                               | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    39775000 | PA      | $25167892.31  | 0.05%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XBYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6026567 | PA      | $5209233.15   | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17481.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   127835000 | PA      | $121488525.19 | 0.23%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $7930888.92   | 0.02%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                            | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     5490000 | PA      | $6129506.45   | 0.01%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2025-DSC2                                               | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |    36909417 | PA      | $37159297.86  | 0.07%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3243624 | PA      | $2513557.57   | 0.00%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                               | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1000563.15   | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   161275610 | PA      | $143296214.47 | 0.27%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Artemis Issuer                             | Sunrun Artemis Issuer 2024-2 LLC                                                 | CUSIP: 86771BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25259612 | PA      | $24999751.50  | 0.05%             | 2059-07-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     4085000 | PA      | $4191625.64   | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    20905000 | PA      | $22501820.37  | 0.04%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS REPUBLIC OF ECUADOR                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $393277.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                           | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |    40000000 | PA      | $38539432.00  | 0.07%             | 2031-03-21      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                              | Signal Peak CLO 12 Ltd                                                           | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    50000000 | PA      | $50177130.00  | 0.10%             | 2037-07-18      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2016-ETC Mortgage Trust                                                    | CUSIP: 05491LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5770000 | PA      | $5587579.72   | 0.01%             | 2036-08-14      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    26225000 | PA      | $25216692.16  | 0.05%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2017-C7                               | CUSIP: 46648KAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    65118311 | PA      | $64164289.13  | 0.12%             | 2050-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     9795000 | PA      | $9052335.95   | 0.02%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                     | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31395A3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39981 | PA      | $39068.05     | 0.00%             | 2044-07-25      | Floating      | 5.07%                 | 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       |    57630000 | PA      | $59924826.60  | 0.11%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  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        |    20418100 | PA      | $20399270.73  | 0.04%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36198TUD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       52764 | PA      | $47923.44     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $67566.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136B1MK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3313678 | PA      | $3114276.80   | 0.01%             | 2048-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31402WA57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14627 | PA      | $14844.10     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     6010000 | PA      | $5808495.52   | 0.01%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                          | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    28050000 | PA      | $30049684.50  | 0.06%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38745000 | PA      | $14752579.52  | 0.03%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IndyMac ARM Trust                                 | IndyMac ARM Trust 2001-H2                                                        | CUSIP: 45660UAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         807 | PA      | $791.45       | 0.00%             | 2032-01-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                            | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAN2<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    35000000 | PA      | $41520307.04  | 0.08%             | 2026-12-13      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   374515000 | PA      | $372993532.81 | 0.71%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      600000 | PA      | $568461.48    | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1958000 | PA      | $1794989.65   | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS DOMINICAN REPUBLIC                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $119931.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2233601.18   | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    10308000 | PA      | $9380782.61   | 0.02%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1982532.16   | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $48267.65     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                          | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5325000 | PA      | $5524272.00   | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    14335000 | PA      | $14363900.27  | 0.03%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                    | Port Authority of New York & New Jersey                                          | CUSIP: 73358WX90<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     4000000 | PA      | $3329869.38   | 0.01%             | 2048-09-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                       | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    20140000 | PA      | $18138064.56  | 0.03%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     8295000 | PA      | $8738903.26   | 0.02%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                   | Impac CMB Trust Series 2005-1                                                    | CUSIP: 45254NML8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      390006 | PA      | $380348.94    | 0.00%             | 2035-04-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CDS PETROBRAS GLOBAL FINANCE BV                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5973.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE STRIPS                                  | Fannie Mae Interest Strip                                                        | CUSIP: 31358C5U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      386000 | PA      | $205262.67    | 0.00%             | 2038-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14827128.99  | 0.03%             | 2026-12-01      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    63989602 | PA      | $49638699.83  | 0.09%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2016-ETC Mortgage Trust                                                    | CUSIP: 05491LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6970000 | PA      | $6813044.66   | 0.01%             | 2036-08-14      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC                            | Northwest Pipeline LLC                                                           | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |     4110000 | PA      | $4110590.51   | 0.01%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    67897241 | PA      | $68222148.40  | 0.13%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     7645000 | PA      | $8036806.25   | 0.02%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    11464000 | PA      | $11468008.18  | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                           | Southern Co Gas Capital Corp                                                     | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2320863.92   | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    24200000 | PA      | $24803334.93  | 0.05%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/TWD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-590078.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11258.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                            | Texas Health Resources                                                           | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     2677000 | PA      | $2208353.70   | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     4283333 | PA      | $4278276.43   | 0.01%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1336000 | PA      | $1210897.67   | 0.00%             | 2041-11-15      | Fixed         | 4.62%                 | 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        |   196471029 | PA      | $174859215.65 | 0.33%             | 2026-05-31      | Floating      | 7.23%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36213TEP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       21665 | PA      | $22385.52     | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     7311000 | PA      | $7068088.74   | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CORP ANDINA DE FOMENTO                            | Corp Andina de Fomento                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     4843000 | PA      | $4993133.00   | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     4458000 | PA      | $4475643.43   | 0.01%             | 2028-08-14      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan                     | New Residential Mortgage Loan Trust 2025-NQM4                                    | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    20416025 | PA      | $20630673.12  | 0.04%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    44351000 | PA      | $48789359.80  | 0.09%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BORSE AKTIENGESELLSCHAFT                 | SWOP CDS CDX.NA.IG.45.V1                                                         | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | N/A              | DCR              | CORP              | DE        | -1300000000 | OU      | $-1913576.85  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16015000 | PA      | $15780934.30  | 0.03%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Euro CLO                             | Bain Capital Euro CLO 2021-1 DAC                                                 | CUSIP: 000000000<br>LEI: 549300PIGPIGPDTXG932 | Long             | ABS-CBDO         | CORP              | IE        |    47750000 | PA      | $56553104.89  | 0.11%             | 2034-07-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     4375000 | PA      | $4265590.59   | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                               | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50015.89     | 0.00%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                        | Aurium Clo VIII DAC                                                              | CUSIP: 000000000<br>LEI: 549300FEAY35HPC4RS38 | Long             | ABS-CBDO         | CORP              | IE        |    80474000 | PA      | $95790531.45  | 0.18%             | 2038-10-16      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202DPG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         102 | PA      | $103.30       | 0.00%             | 2031-08-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                       | RAD CLO 23 Ltd                                                                   | CUSIP: 75009CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    42200000 | PA      | $42305415.60  | 0.08%             | 2037-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                             | CLUBCORP HOLDINGS INC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16017351 | PA      | $15817134.23  | 0.03%             | 2032-07-10      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                     | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $998863.19    | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                          | United States International Development Finance Corp                             | CUSIP: 690353T64<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |     2201400 | PA      | $2085846.67   | 0.00%             | 2034-10-05      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -1410 | NC      | $800001.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                          | Arch Capital Finance LLC                                                         | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     6475000 | PA      | $6043769.83   | 0.01%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                            | Texas Health Resources                                                           | CUSIP: 882484AB4<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $1575367.27   | 0.00%             | 2051-11-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    27685000 | PA      | $27984218.38  | 0.05%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCS Group Investments Limited                     | OCS GROUP HOLDINGS LTD                                                           | CUSIP: 000000000<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |    17275000 | PA      | $23620517.57  | 0.05%             | 2031-11-27      | Floating      | 9.72%                 | 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        |    43130140 | PA      | $43436395.82  | 0.08%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                               | Henley Clo Xi DAC                                                                | CUSIP: 000000000<br>LEI: 6354004ZEQIYPXESRG76 | Long             | ABS-CBDO         | CORP              | IE        |    77200000 | PA      | $91399190.87  | 0.17%             | 2039-04-25      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 41 Ltd                                | Elmwood CLO 41 Ltd                                                               | CUSIP: 29005BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   100000000 | PA      | $100568700.00 | 0.19%             | 2038-07-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                 | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    29585000 | PA      | $30580249.53  | 0.06%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                    | Bear Stearns ARM Trust 2002-11                                                   | CUSIP: 07384MSH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         125 | PA      | $125.85       | 0.00%             | 2033-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      615000 | PA      | $537783.34    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNIVISION COMMUNICATIONS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6480.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    17175000 | PA      | $16991342.57  | 0.03%             | 2027-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                    | CWABS Asset-Backed Certificates Trust 2004-BC4                                   | CUSIP: 126673KY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        4275 | PA      | $6075.03      | 0.00%             | 2034-11-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    17700000 | PA      | $17911905.61  | 0.03%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    12287000 | PA      | $12200579.39  | 0.02%             | 2027-08-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9930789 | PA      | $8134802.32   | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                            | Corp Andina de Fomento                                                           | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     2000000 | PA      | $2046482.00   | 0.00%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD 2024-VICT Mortgage Trust                                                    | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37000000 | PA      | $37161875.00  | 0.07%             | 2041-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5526878.12   | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    72132000 | PA      | $87585769.31  | 0.17%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31402QTR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14242 | PA      | $14823.81     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ADLER REAL ESTATE GMBH                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-145597.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DYD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      633826 | PA      | $565507.98    | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31390UYD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16474 | PA      | $17036.74     | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31391F5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9783 | PA      | $10116.99     | 0.00%             | 2032-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $885043.05    | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC & GAS REVE                    | City of San Antonio TX Electric & Gas Systems Revenue                            | CUSIP: 796253Z21<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     6480000 | PA      | $6083533.58   | 0.01%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                    | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    10758000 | PA      | $11525536.43  | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    20412000 | PA      | $23424034.69  | 0.04%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31391LYA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1900 | PA      | $1964.39      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JPMCC Commercial Mortgage Securities Trust 2017-JP7                              | CUSIP: 465968AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    70600000 | PA      | $69569176.46  | 0.13%             | 2050-09-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                     | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    11180000 | PA      | $10893244.63  | 0.02%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AMERICAN AXLE & MANUFACTURING INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-36591.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GILLETTE COMPANY                                  | Gillette Co/The                                                                  | CUSIP: 37576GAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6519000 | PA      | $6463440.17   | 0.01%             | 2043-04-02      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1146000 | PA      | $1168094.65   | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19100000 | PA      | $18347144.75  | 0.04%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES8                                                    | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    34937424 | PA      | $35244754.42  | 0.07%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                          | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4604706.66   | 0.01%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                            | Orlando Health Obligated Group                                                   | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6850000 | PA      | $4926362.05   | 0.01%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                             | CLUBCORP HLDGS INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1745380 | PA      | $1723562.63   | 0.00%             | 2031-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133ANK78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   100567562 | PA      | $85948900.48  | 0.16%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2016-ETC Mortgage Trust                                                    | CUSIP: 05491LAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21720000 | PA      | $20837779.21  | 0.04%             | 2036-08-14      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                              | CUSIP: 45905UPQ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     4605000 | PA      | $3234699.93   | 0.01%             | 2034-07-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SAIPEM FINANCE INTERNATIONAL BV                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11356.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SREIT Trust                                       | SREIT Trust 2021-MFP                                                             | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    62913113 | PA      | $62893452.46  | 0.12%             | 2038-11-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| PGIM Active High Yield Bond ETF - Old IO fund     | PGIM Active High Yield Bond ETF - Old IO fund                                    | CUSIP: 69344A206<br>LEI: 549300F10UK98WW68156 | Long             | EC               | RF                | US        |      492000 | NS      | $17564400.00  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    75100000 | PA      | $75724816.98  | 0.14%             | 2035-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13499059 | PA      | $11060570.02  | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     9205000 | PA      | $8746638.95   | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                        | Fortis Inc/Canada                                                                | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    25625000 | PA      | $25439459.63  | 0.05%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    29905113 | PA      | $29951839.99  | 0.06%             | 2040-06-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Specialty Underwriting & Resid                    | Specialty Underwriting & Residential Finance Trust Series 2003-BC2               | CUSIP: 84751PAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      278819 | PA      | $277311.37    | 0.00%             | 2034-06-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2015-1 AA PTT                          | United Airlines 2015-1 Class AA Pass Through Trust                               | CUSIP: 90932LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6011991 | PA      | $5925088.80   | 0.01%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA REVENUES                       | University of California                                                         | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4900000 | PA      | $3970240.03   | 0.01%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | CLP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $743913.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    31487000 | PA      | $32257801.68  | 0.06%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                          | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      480000 | PA      | $413975.08    | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     7220000 | PA      | $7388929.95   | 0.01%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    21680000 | PA      | $21549809.09  | 0.04%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XM7B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2593175 | PA      | $2401456.92   | 0.00%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6066000 | PA      | $6066270.25   | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D2N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   104137403 | PA      | $92911475.63  | 0.18%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    18287614 | PA      | $14923090.20  | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31287YV43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1273 | PA      | $1304.63      | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                              | Signal Peak CLO 14 Ltd                                                           | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    26600000 | PA      | $26706400.00  | 0.05%             | 2038-01-22      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AMERICAN AXLE & MANUFACTURING INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-41796.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                           | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13502000 | PA      | $13576581.86  | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    48386743 | PA      | $47680727.40  | 0.09%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                    | Eskom Holdings                                                                   | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    40406000 | PA      | $43234420.00  | 0.08%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                 | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    32376000 | PA      | $33480539.95  | 0.06%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XPQK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5447593 | PA      | $4850144.05   | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                    | EG FINCO LTD                                                                     | CUSIP: 000000000<br>LEI: 2138003OUK4UQHRJLT65 | Long             | LON              | CORP              | GB        |    51570156 | PA      | $61103010.59  | 0.12%             | 2028-02-07      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2020-B20 Mortgage Trust                                                | CUSIP: 08162XBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13000000 | PA      | $12274018.90  | 0.02%             | 2053-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Washington Mutual MSC Mortgage                    | Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-AR1 Trust   | CUSIP: 939336PM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         120 | PA      | $117.15       | 0.00%             | 2033-02-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140MHSH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3435179 | PA      | $2936495.74   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18020000 | PA      | $8046590.87   | 0.02%             | 2042-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | SWOP CDS CDX.NA.HY.45.V1                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        |  -146780000 | OU      | $-167699.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                      | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     8500000 | PA      | $8746183.80   | 0.02%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    43922000 | PA      | $44371629.51  | 0.08%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                               | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    19830000 | PA      | $17793251.14  | 0.03%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-CES1                                              | CUSIP: 89183HAA2<br>LEI: 254900FMI2GPXLO84795 | Long             | ABS-MBS          | CORP              | US        |    43925507 | PA      | $44424667.81  | 0.08%             | 2055-02-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4270461 | PA      | $3663015.56   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    17340000 | PA      | $16402474.75  | 0.03%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                            | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     3930000 | PA      | $4183664.45   | 0.01%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                       | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2155000 | PA      | $2282831.35   | 0.00%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1697790.64   | 0.00%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17213500 | PA      | $14051988.51  | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $263473.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERAL REPUBLIC OF NIGERIA                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $171884.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $5616829.05   | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                      | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    37300000 | PA      | $38976385.09  | 0.07%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    98415000 | PA      | $98361767.33  | 0.19%             | 2033-11-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2017-C4                                      | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    63250870 | PA      | $62517362.68  | 0.12%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31407HTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1330 | PA      | $1398.93      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   201352199 | PA      | $204240121.17 | 0.39%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133USKU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    96221732 | PA      | $82388570.47  | 0.16%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                              | CUSIP: 45905UPL2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     8591000 | PA      | $5913116.57   | 0.01%             | 2034-06-30      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA REVENUES                       | University of California                                                         | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2050000 | PA      | $1879732.17   | 0.00%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    63580295 | PA      | $54439776.91  | 0.10%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PARAMOUNT GLOBAL                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3254.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3798891 | PA      | $2943846.73   | 0.01%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                      | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     9800000 | PA      | $8998213.98   | 0.02%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7DJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25079 | PA      | $25742.42     | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    33261450 | PA      | $28490099.61  | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                    | WaMu Mortgage Pass-Through Certificates Series 2005-AR5 Trust                    | CUSIP: 92922FM21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      254492 | PA      | $252361.82    | 0.00%             | 2035-05-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179YRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    14407506 | PA      | $14464263.15  | 0.03%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2380000 | PA      | $2196369.56   | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2019-GC39                                           | CUSIP: 36260JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    64720612 | PA      | $62218099.20  | 0.12%             | 2052-05-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| TPC Group Rights                                  | TPC Group Rights                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      353022 | NS      | $6471952.33   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    13050000 | PA      | $12820327.29  | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS REPUBLIC OF FRANCE                                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-236491.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUND                            | Cleveland Clinic Foundation/The                                                  | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |     2815000 | PA      | $2377328.47   | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: —       |
| St Pauls CLO                                      | St Pauls CLO                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    16322818 | PA      | $19321689.28  | 0.04%             | 2032-01-17      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                      | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    17100000 | PA      | $16782509.43  | 0.03%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31402RJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      317133 | PA      | $324452.52    | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3090347.53   | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                  | DP World Ltd/United Arab Emirates                                                | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     2000000 | PA      | $2234260.00   | 0.00%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Bayview Financing Trust                           | Bayview Financing Trust 2023-1F                                                  | CUSIP: 07336HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24961020 | PA      | $25078411.59  | 0.05%             | 2026-07-01      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    98743000 | PA      | $101942046.09 | 0.19%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    27041000 | PA      | $27029277.37  | 0.05%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25990000 | PA      | $8233876.75   | 0.02%             | 2048-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-256920.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                              | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2970000 | PA      | $2974615.33   | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XTDK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    44152387 | PA      | $37811859.16  | 0.07%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38380K3T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2586728 | PA      | $624263.61    | 0.00%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WCORE Commercial Mortgage Trus                    | WCORE Commercial Mortgage Trust 2024-CORE                                        | CUSIP: 951913AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15200000 | PA      | $15285500.00  | 0.03%             | 2041-11-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                              | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    69650000 | PA      | $69948130.27  | 0.13%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Freddie Mac Strips                                                               | CUSIP: 31325UQB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1117182 | PA      | $96425.63     | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2019-C16                                           | CUSIP: 90276YAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    96253000 | PA      | $2400424.69   | 0.00%             | 2052-04-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2018-COR3 Mortgage Trust                                                    | CUSIP: 12595VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    54996860 | PA      | $54425855.24  | 0.10%             | 2051-05-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                               | Highwoods Realty LP                                                              | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     5885000 | PA      | $5848220.10   | 0.01%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                               | Affirm Master Trust Series 2025-3                                                | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    35000000 | PA      | $35059440.50  | 0.07%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS ARAB REPUBLIC OF EGYPT                                                       | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $169435.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2016-ETC Mortgage Trust                                                    | CUSIP: 05491LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17450000 | PA      | $17157250.08  | 0.03%             | 2036-08-14      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                              | Signal Peak CLO 8 Ltd                                                            | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    40000000 | PA      | $40142476.00  | 0.08%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI                    | Pennsylvania Turnpike Commission                                                 | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     5370000 | PA      | $5328230.01   | 0.01%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B14 Mortgage Trust                                                | CUSIP: 08162YAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    57600000 | PA      | $54702840.96  | 0.10%             | 2062-12-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWB28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    36042120 | PA      | $32101023.10  | 0.06%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    47439000 | PA      | $35161602.15  | 0.07%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                             | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1109121.98   | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418FF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    38430472 | PA      | $38441109.72  | 0.07%             | 2055-01-01      | Fixed         | 5.00%                 | 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        |     5395000 | PA      | $5403254.96   | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31410LNV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9987739 | PA      | $10071558.33  | 0.02%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | PEN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-97847.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B14 Mortgage Trust                                                | CUSIP: 08162YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    48180000 | PA      | $46764895.58  | 0.09%             | 2062-12-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    35605000 | PA      | $34563776.74  | 0.07%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust                       | Sotheby's Artfi Master Trust                                                     | CUSIP: 83589DAA4<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |    53300000 | PA      | $53316656.25  | 0.10%             | 2033-06-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      185000 | PA      | $190021.13    | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                     | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    11355000 | PA      | $11337304.72  | 0.02%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    36253709 | PA      | $29682077.77  | 0.06%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3232156.32   | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | Yes           |                  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        |     4120524 | PA      | $4900058.62   | 0.01%             | 2060-11-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                        | CUSIP: 89182FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21372422 | PA      | $21632045.73  | 0.04%             | 2063-10-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    21875000 | PA      | $14352812.41  | 0.03%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | THB/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-35337.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                        | Atlas Senior Loan Fund VII Ltd                                                   | CUSIP: 04941TBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8856547 | PA      | $8857333.54   | 0.02%             | 2031-11-27      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     9340000 | PA      | $8808611.44   | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Kinbane DAC                                       | Kinbane 2025-Rpl 2 DAC                                                           | CUSIP: 000000000<br>LEI: 635400WTRFYG7SVTRF15 | Long             | ABS-MBS          | CORP              | IE        |     4312895 | PA      | $5126359.61   | 0.01%             | 2075-08-24      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                          | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    53955000 | PA      | $54249594.32  | 0.10%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X4TF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6972311 | PA      | $6518631.91   | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    80570000 | PA      | $94717778.62  | 0.18%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                      | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    31340000 | PA      | $30634235.74  | 0.06%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                 | L3Harris Technologies Inc                                                        | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    15850000 | PA      | $16285066.08  | 0.03%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| TENNECO INC                                       | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    62743000 | PA      | $63091176.15  | 0.12%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                             | American Airlines 2015-1 Class A Pass Through Trust                              | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5603695 | PA      | $5535621.48   | 0.01%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/SGD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-142808.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4320000 | PA      | $4354001.54   | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                      | WP Carey Inc                                                                     | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     5790000 | PA      | $5228250.87   | 0.01%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2024-R1                                                                | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    27934827 | PA      | $27818355.07  | 0.05%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31409D3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3664 | PA      | $3854.60      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2024-HE2                                                | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |     5993512 | PA      | $6001209.47   | 0.01%             | 2054-10-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                 | Jamestown CLO XIV Ltd                                                            | CUSIP: 47048XBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    54500000 | PA      | $54557388.50  | 0.10%             | 2034-10-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2408015.86   | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XQTP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    31257027 | PA      | $32007250.41  | 0.06%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    14900000 | PA      | $14673646.19  | 0.03%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   590860000 | PA      | $569625968.75 | 1.09%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS KINGDOM OF MOROCCO                                                           | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-45984.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FDB27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      964597 | PA      | $167453.89    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XJCC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5160683 | PA      | $3999130.30   | 0.01%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                       | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    36212000 | PA      | $35513131.02  | 0.07%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    32200000 | PA      | $31035619.02  | 0.06%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                            | Citigroup Capital XIII                                                           | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       22000 | NS      | $659780.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Point CLO LTD                               | Sound Point CLO XXXIII Ltd                                                       | CUSIP: 83616KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    45000000 | PA      | $45052825.50  | 0.09%             | 2035-04-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2019-C16                                           | CUSIP: 90276YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31500000 | PA      | $31039652.70  | 0.06%             | 2052-04-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    17809456 | PA      | $17814385.31  | 0.03%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR CLO 11 Ltd                                                                   | CUSIP: 48250MAK3<br>LEI: 549300PJRIGYUE3V5M12 | Long             | ABS-CBDO         | CORP              | KY        |       98771 | PA      | $98785.95     | 0.00%             | 2031-01-15      | Floating      | 5.11%                 | 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        |    15981000 | PA      | $19675304.57  | 0.04%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/COP FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1006537.03  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834PM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42525000 | PA      | $15745480.29  | 0.03%             | 2045-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2017-CD4 Mortgage Trust                                                       | CUSIP: 12515DAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    49592449 | PA      | $49111759.48  | 0.09%             | 2050-05-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                               | Elmwood CLO II Ltd                                                               | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    47450000 | PA      | $47769884.18  | 0.09%             | 2037-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2539182.68   | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                       | ASURION LLC                                                                      | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     5047144 | PA      | $5052543.98   | 0.01%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    16435000 | PA      | $17045835.48  | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7298898.40   | 0.01%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Regal Trust IV                                    | Regal Trust IV                                                                   | CUSIP: 758842AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        2739 | PA      | $2587.63      | 0.00%             | 2031-09-29      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   132650000 | PA      | $51866309.43  | 0.10%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nassau Euro CLO DAC                               | NGC Euro CLO 5 DAC                                                               | CUSIP: 000000000<br>LEI: 254900VRXON6VU2LZZ97 | Long             | ABS-CBDO         | CORP              | IE        |    72550000 | PA      | $85868232.78  | 0.16%             | 2039-01-15      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-162450.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS POSTNL NV                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6459.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS COMMERZBANK AG                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17522.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grosvenor Place CLO BV                            | Grosvenor Place CLO 2022-1 DAC                                                   | CUSIP: 000000000<br>LEI: 635400XBQAMTXICTXN06 | Long             | ABS-CBDO         | CORP              | IE        |   103000000 | PA      | $122126102.34 | 0.23%             | 2038-05-24      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3004824.30   | 0.01%             | 2029-02-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   428474144 | PA      | $14117366.10  | 0.03%             | 2029-07-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    52897417 | PA      | $54528425.50  | 0.10%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                          | Pioneer Natural Resources Co                                                     | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     6410000 | PA      | $5816456.26   | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-INV1 Trust                                                              | CUSIP: 62916TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8617089 | PA      | $8741501.67   | 0.02%             | 2070-02-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7359955.56   | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     5170000 | PA      | $5320005.56   | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Anchorage Capital CLO LTD                         | Anchorage Capital Clo 24 Ltd                                                     | CUSIP: 03331GAQ1<br>LEI: 549300X5ZN5RMBYQ2W98 | Long             | ABS-CBDO         | CORP              | JE        |   124500000 | PA      | $124919926.05 | 0.24%             | 2037-07-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ICG Euro CLO                                      | ICG Euro CLO 2023-2 DAC                                                          | CUSIP: 000000000<br>LEI: 5493000GNZH2JWC7EQ58 | Long             | ABS-CBDO         | CORP              | IE        |    99750000 | PA      | $118512976.20 | 0.23%             | 2038-01-26      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $345652.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OWENS CORNING                                     | Owens Corning                                                                    | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     3315000 | PA      | $3302717.21   | 0.01%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XNY81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12644769 | PA      | $12544054.02  | 0.02%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-INV1 Trust                                                              | CUSIP: 62916TAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11097802 | PA      | $11217110.08  | 0.02%             | 2070-02-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WSH Services Holding Ltd                          | WSH SERVICES HOLDING LTD                                                         | CUSIP: 000000000<br>LEI: 213800Q4GRDGCYS3TU11 | Long             | LON              | CORP              | GB        |     8208071 | PA      | $11268016.54  | 0.02%             | 2031-05-27      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    29136152 | PA      | $29729809.73  | 0.06%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    12845000 | PA      | $12800335.49  | 0.02%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31283HZ40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12738 | PA      | $13058.66     | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2025-9                                                  | CUSIP: 03466VAA0<br>LEI: 254900OJMXBRORE83E96 | Long             | ABS-MBS          | CORP              | US        |    33661266 | PA      | $33849772.41  | 0.06%             | 2070-08-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                    | EFMT 2025-CES4                                                                   | CUSIP: 267954AA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |    13302534 | PA      | $13429849.43  | 0.03%             | 2060-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    17830000 | PA      | $18955289.52  | 0.04%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1575.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                              | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    15600000 | PA      | $14901345.03  | 0.03%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                      | AGL CLO 9 LTD                                                                    | CUSIP: 001207AQ2<br>LEI: 549300U1G1VA46DEO184 | Long             | ABS-CBDO         | CORP              | KY        |    67750000 | PA      | $67906739.63  | 0.13%             | 2037-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-INV1 Trust                                                              | CUSIP: 62916TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19044051 | PA      | $19239061.83  | 0.04%             | 2070-02-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     7580000 | PA      | $5940592.36   | 0.01%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $20634218.29  | 0.04%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                            | Pertamina Persero PT                                                             | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     2155000 | PA      | $2057109.13   | 0.00%             | 2043-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137F5S59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      138370 | PA      | $137877.51    | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                          | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     5660000 | PA      | $5714831.25   | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| OWENS CORNING                                     | Owens Corning                                                                    | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     8585000 | PA      | $7032405.89   | 0.01%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2019-C54                                   | CUSIP: 95001YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    42491722 | PA      | $40537663.52  | 0.08%             | 2052-12-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF COTE D'IVOIRE                                                    | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $253450.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X9X34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    61580849 | PA      | $47720393.73  | 0.09%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                     | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       16000 | PA      | $12027.58     | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust Series 2025-NQM3                                        | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    33113929 | PA      | $33483082.64  | 0.06%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36184BDM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11238 | PA      | $10208.64     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136AAPN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2923264 | PA      | $200678.89    | 0.00%             | 2032-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     1880000 | PA      | $2387388.69   | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2019-GC44 Mortgage Trust                                                    | CUSIP: 12655TBL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20000000 | PA      | $18891364.00  | 0.04%             | 2057-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWMR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10192639 | PA      | $10195459.91  | 0.02%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XEAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      282603 | PA      | $251350.77    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-INV1 Trust                                                              | CUSIP: 62916TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    98972839 | PA      | $100121319.38 | 0.19%             | 2070-02-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | PLN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $61874.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4115000 | PA      | $4172408.59   | 0.01%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES9                                                    | CUSIP: 74942JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18861885 | PA      | $18875910.31  | 0.04%             | 2055-09-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136AYEQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1920777 | PA      | $337378.84    | 0.00%             | 2047-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    59345000 | PA      | $52262326.78  | 0.10%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| ALTICE FINANCING SA                               | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    15439000 | PA      | $10961690.00  | 0.02%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      875000 | PA      | $838770.78    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                               | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    19955000 | PA      | $20094942.42  | 0.04%             | 2028-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CASSA DEPOSITI E PRESTIT                          | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    12600000 | PA      | $12563070.66  | 0.02%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31408GT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         857 | PA      | $877.09       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | 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        |   253698515 | PA      | $10451465.50  | 0.02%             | 2030-06-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TEVA PHARMACEUTICAL INDUSTRIES LIMITED                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17568.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133AWML5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7050509 | PA      | $6264635.55   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LVII Ltd                                                    | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    78500000 | PA      | $78576686.65  | 0.15%             | 2034-07-27      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059E5Z3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      555000 | PA      | $274045.71    | 0.00%             | 2039-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    31710951 | PA      | $25876839.44  | 0.05%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    64795000 | PA      | $49986148.80  | 0.10%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31400WLV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8804 | PA      | $8930.51      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    13765000 | PA      | $13320159.25  | 0.03%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO                      | Anchorage Capital Europe CLO 8 DAC                                               | CUSIP: 000000000<br>LEI: 635400VEGED5ZD9DOU65 | Long             | ABS-CBDO         | CORP              | IE        |    18400000 | PA      | $21870876.73  | 0.04%             | 2038-10-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FQGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12210615 | PA      | $11013362.04  | 0.02%             | 2048-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H7 Mortgage Trust                                                     | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    41665882 | PA      | $41764709.26  | 0.08%             | 2070-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SOUTHWEST AIRLINES CO                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14176.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES7                                                    | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |    18290788 | PA      | $18479757.18  | 0.04%             | 2055-07-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    10700000 | PA      | $10009668.17  | 0.02%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                   | San Diego Gas & Electric Co                                                      | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     1665000 | PA      | $1267014.59   | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    28365000 | PA      | $26602982.40  | 0.05%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   121758744 | PA      | $108894477.32 | 0.21%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38379WM25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9454732 | PA      | $8576554.80   | 0.02%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8123000 | PA      | $6985995.66   | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2025-III Ltd                                                        | CUSIP: 12574JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    70150000 | PA      | $70552661.00  | 0.13%             | 2038-07-21      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      720000 | PA      | $747615.45    | 0.00%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                            | Valero Energy Partners LP                                                        | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |     7970000 | PA      | $8035747.24   | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | 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      | $16559.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurium CLO                                        | Aurium CLO II DAC                                                                | CUSIP: 000000000<br>LEI: 213800HRTED9UC792482 | Long             | ABS-CBDO         | CORP              | IE        |    14000000 | PA      | $16637782.88  | 0.03%             | 2034-06-22      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                          | Interstate Power and Light Co                                                    | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     3260000 | PA      | $3265781.55   | 0.01%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                        | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       43000 | PA      | $48430.84     | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2014-GC22                                           | CUSIP: 36253BAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37110000 | PA      | $39793.05     | 0.00%             | 2047-06-10      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   105105000 | PA      | $94664285.56  | 0.18%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133B4ZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3082626 | PA      | $2738972.83   | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-INV1 Trust                                                              | CUSIP: 62916TAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   151499141 | PA      | $2499735.82   | 0.00%             | 2070-02-25      | Variable      | 0.90%                 | No            |                  3 | On Loan: No      |
| ADAPTHEALTH LLC                                   | AdaptHealth LLC                                                                  | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $967012.37    | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   194796586 | PA      | $306590.35    | 0.00%             | 2026-05-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                  | Ascension Health                                                                 | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4680000 | PA      | $3711358.52   | 0.01%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $263473.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    10974000 | PA      | $11613700.07  | 0.02%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $2293496.49   | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| JOHN SEVIER COMB CYCLE                            | John Sevier Combined Cycle Generation LLC                                        | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1342215 | PA      | $1310566.42   | 0.00%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| ZEGONA FINANCE PLC                                | Zegona Finance PLC                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     6275000 | PA      | $6620125.00   | 0.01%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FBU95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   493519292 | PA      | $2390311.34   | 0.00%             | 2027-09-25      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    51175000 | PA      | $50730089.67  | 0.10%             | 2050-06-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6070000 | PA      | $5556148.53   | 0.01%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                 | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    12485000 | PA      | $12394528.59  | 0.02%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    96276665 | PA      | $82692281.84  | 0.16%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2003825.20   | 0.00%             | 2029-02-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2101699.55   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17232000 | PA      | $17040220.54  | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                            | IPALCO Enterprises Inc                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     6350000 | PA      | $6223666.06   | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                 | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    15984000 | PA      | $13354887.08  | 0.03%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-INV1 Trust                                                              | CUSIP: 62916TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2978905 | PA      | $2748668.12   | 0.01%             | 2070-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    95450000 | PA      | $84653647.32  | 0.16%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   231884104 | PA      | $189513869.83 | 0.36%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solu                    | GoodLeap Home Improvement Solutions Trust 2025-2                                 | CUSIP: 38238FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22172775 | PA      | $22402401.02  | 0.04%             | 2049-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                        | Nuveen LLC                                                                       | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4510000 | PA      | $4727131.97   | 0.01%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7212412.38   | 0.01%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                          | GMR Hyderabad International Airport Ltd                                          | CUSIP: 36256WAA2<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |     2275000 | PA      | $2246949.25   | 0.00%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-116030.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $67492.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     3888000 | PA      | $3913012.56   | 0.01%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-INV1 Trust                                                              | CUSIP: 62916TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6037471 | PA      | $6022721.46   | 0.01%             | 2070-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                 | Iberdrola International BV                                                       | CUSIP: 29266MAE9<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |       15000 | PA      | $16352.69     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D3J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10690883 | PA      | $9525182.30   | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government International Bond                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |   191900000 | PA      | $248585354.57 | 0.48%             | 2034-07-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      445000 | PA      | $570896.20    | 0.00%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19064000 | PA      | $15704430.47  | 0.03%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2018-C47                                   | CUSIP: 95002DBD0<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    37090196 | PA      | $37154120.62  | 0.07%             | 2061-09-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38380WKZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7066275 | PA      | $6658501.20   | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   374109361 | PA      | $9671400.38   | 0.02%             | 2029-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.36.V1                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1061147.33  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                     | OFSI BSL X Ltd                                                                   | CUSIP: 67115PAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    25650000 | PA      | $25737946.16  | 0.05%             | 2034-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                         | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     2140000 | PA      | $2168952.64   | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3935000 | PA      | $3934001.37   | 0.01%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-INV1 Trust                                                              | CUSIP: 62916TAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4751062 | PA      | $4643563.05   | 0.01%             | 2070-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5593000 | PA      | $4588886.64   | 0.01%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     6683000 | PA      | $6810517.95   | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   128320000 | PA      | $50916086.08  | 0.10%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3389133 | PA      | $2774087.70   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                          | Johns Hopkins University                                                         | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     8040000 | PA      | $4739293.94   | 0.01%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: —       |
| KINGDOM OF BAHRAIN                                | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    10000000 | PA      | $10327500.00  | 0.02%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | SGD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $167108.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10525000 | PA      | $10595458.97  | 0.02%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                          | Tucson Electric Power Co                                                         | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    24470000 | PA      | $24926095.71  | 0.05%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                       | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -7500000 | PA      | $-7091107.35  | -0.01%            | 2056-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN                     | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      920000 | PA      | $924210.51    | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                       | TCW CLO 2020-1 Ltd                                                               | CUSIP: 87190CBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    87500000 | PA      | $87575232.50  | 0.17%             | 2034-04-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                          | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAU0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     7193000 | PA      | $7327380.35   | 0.01%             | 2034-02-12      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3004837.80   | 0.01%             | 2029-02-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    16325000 | PA      | $16319561.09  | 0.03%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                    | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    39020000 | PA      | $34077572.37  | 0.07%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                      | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    12010000 | PA      | $11619448.01  | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2666.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clover CLO                                        | Clover CLO 2018-1 LLC                                                            | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    35390000 | PA      | $35467741.21  | 0.07%             | 2037-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2036190 | PA      | $1746966.99   | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                            | CenterPoint Energy Inc                                                           | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    22696000 | PA      | $21532754.21  | 0.04%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                             | Mountain View CLO 2013-1 Ltd                                                     | CUSIP: 62431UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11791743 | PA      | $11792389.19  | 0.02%             | 2030-10-12      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                  | Ascension Health                                                                 | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    29625000 | PA      | $28103640.13  | 0.05%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2025-10                                                 | CUSIP: 034940AA4<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |    18097116 | PA      | $18158834.42  | 0.03%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1015000 | PA      | $1015516.23   | 0.00%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                          | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     4965000 | PA      | $5137210.53   | 0.01%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Residential Mor                    | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8                         | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    27178498 | PA      | $27288304.42  | 0.05%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| RUTGERS NJ ST UNIV                                | Rutgers The State University of New Jersey                                       | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     1350000 | PA      | $1391300.80   | 0.00%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS NEW YORK LIFE GLOBAL FUNDING                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1258394.13   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                          | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     3970000 | PA      | $4190746.52   | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| St Pauls CLO                                      | St Paul's CLO IV DAC                                                             | CUSIP: 000000000<br>LEI: 549300IMSL8GGSOV5A04 | Long             | ABS-CBDO         | CORP              | IE        |    33105429 | PA      | $39166659.15  | 0.07%             | 2030-04-25      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                        | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      500000 | PA      | $500072.87    | 0.00%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                           | Midwest Connector Capital Co LLC                                                 | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4413000 | PA      | $4413133.94   | 0.01%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    18296000 | PA      | $16615468.72  | 0.03%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418FAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1836067 | PA      | $1836988.39   | 0.00%             | 2054-07-01      | Fixed         | 5.00%                 | 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        |     7221676 | PA      | $7394775.72   | 0.01%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                        | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1879920.12   | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                       | Equinor ASA                                                                      | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    20155000 | PA      | $15241368.21  | 0.03%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4304004.95   | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-118238.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWEL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    42140779 | PA      | $42309973.84  | 0.08%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2440000 | PA      | $2440862.78   | 0.00%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                             | Southern California Gas Co                                                       | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     7470000 | PA      | $6080189.98   | 0.01%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7780524 | PA      | $8015494.68   | 0.02%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    32345000 | PA      | $34700863.93  | 0.07%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALKTALK TELECOM GROUP                            | TalkTalk Telecom Group Ltd                                                       | CUSIP: 000000000<br>LEI: 213800WF53FVDRRHRF44 | Long             | DBT              | CORP              | GB        |    13167057 | PA      | $18.02        | 0.00%             | 2028-03-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                          | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     3015000 | PA      | $2972744.18   | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7251000 | PA      | $6838098.55   | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                    | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6300000 | PA      | $6453347.67   | 0.01%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2046400 | PA      | $1895367.22   | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS FEDERAL REPUBLIC OF NIGERIA                                                  | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $687538.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-INV1 Trust                                                              | CUSIP: 62916TAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   151499141 | PA      | $1073416.86   | 0.00%             | 2070-02-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2015-GC34                                           | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |      229303 | PA      | $226436.45    | 0.00%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                            | Massachusetts Institute of Technology                                            | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    18113000 | PA      | $12488598.40  | 0.02%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2025-I1                                                                | CUSIP: 12571DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3928464 | PA      | $3969699.58   | 0.01%             | 2069-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XF7F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      587690 | PA      | $522173.16    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNBC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    56489000 | PA      | $2451803.36   | 0.00%             | 2029-07-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2018-RPL4 Trust                                                             | CUSIP: 12653MAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13078525 | PA      | $12352818.30  | 0.02%             | 2058-04-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                     | OFSI BSL XI Ltd                                                                  | CUSIP: 67115PBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    53800000 | PA      | $54062920.60  | 0.10%             | 2038-03-31      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                            | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     8918000 | PA      | $8498949.61   | 0.02%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| Northwoods Capital Ltd                            | Northwoods Capital XV Ltd                                                        | CUSIP: 66860GBJ2<br>LEI: 549300YIKFTAGHX8G333 | Long             | ABS-CBDO         | CORP              | KY        |   138750000 | PA      | $138947441.25 | 0.27%             | 2038-03-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2217923.21  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                        | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     9882000 | PA      | $9945821.37   | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Mariner Finance Issuance Trust                    | Mariner Finance Issuance Trust 2025-B                                            | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25600000 | PA      | $25655367.68  | 0.05%             | 2038-11-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    94640000 | PA      | $87077800.26  | 0.17%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                   | Ardagh Group SA                                                                  | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     3100000 | PA      | $3468834.92   | 0.01%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14056000 | PA      | $14056000.00  | 0.03%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                          | Camelot Return Merger Sub Inc                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1475019.16   | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2017-COR2 Mortgage Trust                                                    | CUSIP: 12595EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    74026784 | PA      | $73380500.72  | 0.14%             | 2050-09-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6789006 | PA      | $5805586.54   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    15095000 | PA      | $14840973.63  | 0.03%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     5398000 | PA      | $5751991.31   | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7484.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2016-ETC Mortgage Trust                                                    | CUSIP: 05491LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13900000 | PA      | $13208480.56  | 0.03%             | 2036-08-14      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   128585000 | PA      | $127570383.98 | 0.24%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4780401 | PA      | $4105830.95   | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                              | ACE Securities Corp Home Equity Loan Trust Series 2003-HE1                       | CUSIP: 004421DA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      255008 | PA      | $261835.15    | 0.00%             | 2033-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| SOMPO INTL HLDS LTD                               | Sompo International Holdings Ltd                                                 | CUSIP: 29267HAA7<br>LEI: 54930073OSJENOG1DL54 | Long             | DBT              | CORP              | BM        |      525000 | PA      | $580824.51    | 0.00%             | 2034-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                    | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8732441 | PA      | $8866569.05   | 0.02%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 19767QAS4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    20300000 | PA      | $23112099.74  | 0.04%             | 2036-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     9502000 | PA      | $9493232.07   | 0.02%             | 2077-08-16      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D7G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4105153 | PA      | $3686728.64   | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                               | LCM 39 Ltd                                                                       | CUSIP: 50204NAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    25000000 | PA      | $25142342.50  | 0.05%             | 2034-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22948985.12 | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31371KVG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1161 | PA      | $1200.94      | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust Series 2025-NQM8                                 | CUSIP: 10571JAA4<br>LEI: 254900Z6C8GAQR4M4U49 | Long             | ABS-MBS          | CORP              | US        |    39707797 | PA      | $39993831.64  | 0.08%             | 2065-06-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    38439000 | PA      | $37784454.02  | 0.07%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13075000 | PA      | $13069896.70  | 0.03%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                             | Southern California Gas Co                                                       | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     5260000 | PA      | $4159829.08   | 0.01%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   108130000 | PA      | $107166967.19 | 0.20%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2024-2                                                | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-MBS          | CORP              | US        |     4915136 | PA      | $4964452.29   | 0.01%             | 2069-02-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                               | American International Group Inc                                                 | CUSIP: 000000000<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    29631000 | PA      | $34837864.08  | 0.07%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     9880000 | PA      | $10251287.40  | 0.02%             | 2034-05-15      | Fixed         | 5.80%                 | 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        |    40474370 | PA      | $47823619.15  | 0.09%             | 2031-04-15      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company               | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $580797.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18756.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    10325000 | PA      | $10040936.67  | 0.02%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $733906.25    | 0.00%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $7883419.25   | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    30370000 | PA      | $28353460.58  | 0.05%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO IX DAC                           | Invesco Euro CLO IX DAC                                                          | CUSIP: 000000000<br>LEI: 635400ML4YCTUEI2O180 | Long             | ABS-CBDO         | CORP              | IE        |    40000000 | PA      | $47611991.38  | 0.09%             | 2038-07-20      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                            | Barrick North America Finance LLC                                                | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11880000 | PA      | $12074289.08  | 0.02%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      140000 | PA      | $136150.00    | 0.00%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| St Pauls CLO                                      | St Paul's CLO VII DAC                                                            | CUSIP: 000000000<br>LEI: 635400XNW8X824E1MY52 | Long             | ABS-CBDO         | CORP              | IE        |    75017461 | PA      | $88720272.62  | 0.17%             | 2034-07-18      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     3084000 | PA      | $2730958.82   | 0.01%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                        | Federal National Mortgage Association                                            | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    30000000 | PA      | $33636269.36  | 0.06%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $13671.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2020-DNA6                                          | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $426674.52    | 0.00%             | 2050-12-25      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    51554169 | PA      | $42214679.16  | 0.08%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                             | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    23395000 | PA      | $24337931.70  | 0.05%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2018-C44                                   | CUSIP: 95001JAW7<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |    19843200 | PA      | $19793913.47  | 0.04%             | 2051-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    73409346 | PA      | $73438673.90  | 0.14%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU                    | New Jersey Turnpike Authority                                                    | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    15953000 | PA      | $18471081.83  | 0.04%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    40020000 | PA      | $35167939.38  | 0.07%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES1                                                    | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6235566 | PA      | $6291311.75   | 0.01%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                             | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     9560000 | PA      | $10018834.82  | 0.02%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                         | ALA Trust 2025-OANA                                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16110000 | PA      | $16240893.75  | 0.03%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | ZAR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-814055.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DHM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1805357 | PA      | $1679820.32   | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                               | Henley CLO V DAC                                                                 | CUSIP: 000000000<br>LEI: 635400ZOTQYJU4ZHCC58 | Long             | ABS-CBDO         | CORP              | IE        |    15000000 | PA      | $16630980.87  | 0.03%             | 2034-10-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2023-V3 Mortgage Trust                                                 | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20000000 | PA      | $20920020.00  | 0.04%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   347646792 | PA      | $308844873.45 | 0.59%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418U4U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      361678 | PA      | $370818.99    | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2200000 | PA      | $2098778.00   | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                  | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     9347000 | PA      | $9642122.36   | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                         | Avoca CLO XI DAC                                                                 | CUSIP: 000000000<br>LEI: 635400ZMWQZGBPHKHU66 | Long             | ABS-CBDO         | CORP              | IE        |    91000000 | PA      | $107969075.41 | 0.21%             | 2038-10-15      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X8H59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6328958 | PA      | $5915045.15   | 0.01%             | 2050-03-01      | Fixed         | 3.50%                 | 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        |     2667557 | PA      | $2673748.58   | 0.01%             | 2032-07-29      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1889820.73  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     7560000 | PA      | $7581333.81   | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    26270000 | PA      | $26237299.77  | 0.05%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                               | SWF Holdings I Corp                                                              | CUSIP: 78500CAF1<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |     3813043 | PA      | $1525232.45   | 0.00%             | 2029-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DLV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36592 | PA      | $34093.54     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 448814FN8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       25000 | PA      | $25206.26     | 0.00%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                            | Massachusetts Institute of Technology                                            | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2485248.17   | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CDR Firefly Bidco Plc                             | CD&R FIREFLY BIDCO PLC                                                           | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |    35950000 | PA      | $49294994.16  | 0.09%             | 2029-04-29      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    10195000 | PA      | $10999163.25  | 0.02%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-FIX1                                              | CUSIP: 89183MAA1<br>LEI: 2549009GWN99QN2XSG71 | Long             | ABS-O            | CORP              | US        |    13883307 | PA      | $13899957.47  | 0.03%             | 2065-09-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31404P7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1320 | PA      | $1368.41      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS CDX.EM.44.V1                                                                 | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1079662.83  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36206YD57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13286 | PA      | $13667.29     | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                            | Sempra                                                                           | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     5485000 | PA      | $4712708.45   | 0.01%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Lendmark Funding Trust                            | Lending Funding Trust 2020-2                                                     | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10934838 | PA      | $10816857.35  | 0.02%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                   | Contego Clo V DAC                                                                | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |   102050000 | PA      | $121583739.60 | 0.23%             | 2037-10-15      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2017-C5                               | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20480856 | PA      | $20283277.53  | 0.04%             | 2050-03-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41575000 | PA      | $20030748.47  | 0.04%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    77865000 | PA      | $77387777.12  | 0.15%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    12350000 | PA      | $10857008.50  | 0.02%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    12825000 | PA      | $12832141.03  | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2016-C34                                   | CUSIP: 95000DBH3<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |    36018000 | PA      | $44114.85     | 0.00%             | 2049-06-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VALEO SE                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1132.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLYZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    53046000 | PA      | $1583269.27   | 0.00%             | 2029-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8658848 | PA      | $8702939.70   | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2019-BNK20                                                                  | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    48567548 | PA      | $46080593.69  | 0.09%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    26757000 | PA      | $27355939.51  | 0.05%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31297B4V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1367 | PA      | $1387.70      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                            | Sempra                                                                           | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     7758000 | PA      | $7665833.04   | 0.01%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                 | Toro European CLO 10 DAC                                                         | CUSIP: 000000000<br>LEI: 6354001HJSVF7BJWDP89 | Long             | ABS-CBDO         | CORP              | IE        |   149000000 | PA      | $176197507.65 | 0.34%             | 2038-04-15      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Nassau Euro CLO DAC                               | Nassau Euro CLO III DAC                                                          | CUSIP: 000000000<br>LEI: 549300EIADBLUQHC0A87 | Long             | ABS-CBDO         | CORP              | IE        |    53930000 | PA      | $64149666.24  | 0.12%             | 2039-10-15      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    41995000 | PA      | $39139214.46  | 0.07%             | 2033-03-02      | Fixed         | 3.35%                 | 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        |     2183000 | PA      | $2265477.82   | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MURPHY OIL CORP                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4111.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24255.56     | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                       | Ashland Inc                                                                      | CUSIP: 044209AM6<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    11140000 | PA      | $11740113.72  | 0.02%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2023-C5 Mortgage Trust                                                       | CUSIP: 055988AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25000000 | PA      | $25712062.50  | 0.05%             | 2056-06-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| Ravensdale Park CLO DAC                           | Ravensdale Park CLO DAC                                                          | CUSIP: 000000000<br>LEI: 635400MNQH1BW5SAW895 | Long             | ABS-CBDO         | CORP              | IE        |   131500000 | PA      | $155933131.04 | 0.30%             | 2038-04-25      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                 | Toro European CLO 9 DAC                                                          | CUSIP: 000000000<br>LEI: 635400O88YIWGH2M9N44 | Long             | ABS-CBDO         | CORP              | IE        |    98750000 | PA      | $117425717.61 | 0.22%             | 2037-04-15      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                    | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      375000 | PA      | $375000.05    | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3070000 | PA      | $3145434.51   | 0.01%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138ETV60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10473640 | PA      | $10483951.01  | 0.02%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137AWAJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5288020 | PA      | $650026.67    | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    14255000 | PA      | $14718290.61  | 0.03%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-225801.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                          | Shire Acquisitions Investments Ireland DAC                                       | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     1587000 | PA      | $1579213.07   | 0.00%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| SEMPRA                                            | Sempra                                                                           | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $6338657.58   | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    20329000 | PA      | $13201652.60  | 0.03%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |    56010000 | PA      | $56282029.37  | 0.11%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                          | Everest Reinsurance Holdings Inc                                                 | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    27295000 | PA      | $18992907.92  | 0.04%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                           | CUSIP: 173106AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4426807 | PA      | $389870.70    | 0.00%             | 2063-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    28750000 | PA      | $28706350.95  | 0.05%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1145000000 | PA      | $598620312.50 | 1.15%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11191454 | PA      | $9128998.11   | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2023-R05                                     | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20500000 | PA      | $21306230.15  | 0.04%             | 2043-06-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $32444.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      811030 | PA      | $691515.23    | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2018-C45                                   | CUSIP: 95001NAX6<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    23153893 | PA      | $23032064.19  | 0.04%             | 2051-06-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                               | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4904884.24   | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1185601 | PA      | $874994.04    | 0.00%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                  | NEW GENERATION GAS GATHERING LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8189189 | PA      | $8066351.17   | 0.02%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    38692000 | PA      | $24519486.91  | 0.05%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3133TPF87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5804 | PA      | $6057.47      | 0.00%             | 2030-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                    | TD SYNNEX Corp                                                                   | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $19731890.74  | 0.04%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                             | Reynolds American Inc                                                            | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      983000 | PA      | $1130047.66   | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31412P6A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1450836 | PA      | $1487495.64   | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS SIEMENS AG                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $115777.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                           | CUSIP: 173106AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2444065 | PA      | $323855.72    | 0.00%             | 2063-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $997850.00    | 0.00%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $760610.00    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                      | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    45000000 | PA      | $47028883.50  | 0.09%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Monument CLO                                      | Monument Clo 3 DAC                                                               | CUSIP: 000000000<br>LEI: 254900274MJH69SRXW98 | Long             | ABS-CBDO         | CORP              | IE        |    75650000 | PA      | $89947109.38  | 0.17%             | 2038-04-15      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (GAZ FN)                             | Gazprom PJSC via Gaz Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |     1367000 | PA      | $1215280.09   | 0.00%             | 2027-02-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36200KT72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3220 | PA      | $3297.47      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    20309028 | PA      | $17379811.42  | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                    | Banc of America Funding 2006-I Trust                                             | CUSIP: 05951VAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16377 | PA      | $13107.40     | 0.00%             | 2046-10-20      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    12530000 | PA      | $12613157.51  | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS SULTANATE OF OMAN                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21118.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1887188.23   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CR FUND                        | BLACKSTONE PRIVATE CR FUND                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    43775000 | PA      | $43903523.40  | 0.08%             | 2027-05-03      | Fixed         | 5.61%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   133467655 | PA      | $123589149.24 | 0.24%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                           | CUSIP: 173106AK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      123503 | PA      | $112593.59    | 0.00%             | 2063-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                   | Ardagh Group SA                                                                  | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     9877056 | PA      | $10667220.48  | 0.02%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                           | CUSIP: 173106AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   129003944 | PA      | $12900.39     | 0.00%             | 2063-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     3242000 | PA      | $3007149.52   | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CAMERON INTERNATIONAL CO                          | Cameron International Corp                                                       | CUSIP: 13342BAF2<br>LEI: P2PV5Z2Z2UKRY3P3V155 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2789562.68   | 0.01%             | 2041-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                              | CUSIP: 45905UR71<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    28208000 | PA      | $22714971.54  | 0.04%             | 2037-12-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                         | Mosaic Co/The                                                                    | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     3376000 | PA      | $3251364.91   | 0.01%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2019-L3                                           | CUSIP: 61691UBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35029934 | PA      | $33536723.56  | 0.06%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $162720.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                              | Las Vegas Sands Corp                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2192629.66   | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $11683325.68  | 0.02%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   402629000 | PA      | $416261.57    | 0.00%             | 2038-12-31      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                          | United States International Development Finance Corp                             | CUSIP: 6903534Z7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |     1097778 | PA      | $1074663.77   | 0.00%             | 2030-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                  | NEW GENERATION GAS GATHERING LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2047297 | PA      | $2016587.55   | 0.00%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                            | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6456446.54   | 0.01%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3705747.35   | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                     | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    61848000 | PA      | $68790438.00  | 0.13%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2016-COR1 Mortgage Trust                                                    | CUSIP: 12594MBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6400000 | PA      | $6340090.24   | 0.01%             | 2049-10-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     8780000 | PA      | $9068723.46   | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| BNP PARIBAS SECURITIES CORP.                      | USD/CNH FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $112038.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                                | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |      315000 | NS      | $7380450.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nassau Euro CLO DAC                               | Nassau Euro CLO IV DAC                                                           | CUSIP: 000000000<br>LEI: 2549009H5IFGWCGJGZ84 | Long             | ABS-CBDO         | CORP              | IE        |    20000000 | PA      | $23775141.03  | 0.05%             | 2038-07-20      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                           | Willis-Knighton Medical Center                                                   | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1369685.79   | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                           | Sun Communities Operating LP                                                     | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    12359000 | PA      | $11225617.62  | 0.02%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                    | WaMu Mortgage Pass-Through Certificates Series 2004-AR10 Trust                   | CUSIP: 92922FWZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      643334 | PA      | $624792.45    | 0.00%             | 2044-07-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                           | CUSIP: 195325AL9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      900000 | PA      | $917136.00    | 0.00%             | 2027-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                           | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    27270000 | PA      | $27147285.00  | 0.05%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                    | Bayview Opportunity Master Fund VII 2024-EDU1 LLC                                | CUSIP: 07336PAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23403314 | PA      | $23616360.95  | 0.05%             | 2047-06-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                               | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     3008000 | PA      | $3289833.06   | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                            | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     2130000 | PA      | $2204750.25   | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4569.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   195755000 | PA      | $183370309.75 | 0.35%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     4240000 | PA      | $3961769.34   | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Octagon 66 Ltd                                    | Octagon 66 Ltd                                                                   | CUSIP: 67577WBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    77500000 | PA      | $77662052.50  | 0.15%             | 2037-02-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    13588000 | PA      | $13886936.00  | 0.03%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: —       |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                         | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     8000000 | PA      | $8434400.00   | 0.02%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-ARIA                                                               | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   100000000 | PA      | $101698080.00 | 0.19%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                           | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    51435000 | PA      | $51121417.72  | 0.10%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                          | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5530000 | PA      | $5634935.02   | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      991754 | PA      | $768532.81    | 0.00%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                     | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    52618000 | PA      | $55810302.49  | 0.11%             | 2035-06-15      | Fixed         | 6.04%                 | 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      | $16873.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                           | CUSIP: 173106AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4518428 | PA      | $3725642.70   | 0.01%             | 2063-02-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QPKN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    55556984 | PA      | $51645113.31  | 0.10%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    54543000 | PA      | $52365452.52  | 0.10%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Radiate Holdco LLC                                | RADIATE HOLDCO LLC                                                               | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    40518131 | PA      | $34744297.72  | 0.07%             | 2029-09-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    19240000 | PA      | $17563300.87  | 0.03%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      295000 | PA      | $294147.27    | 0.00%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3128X75U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     1565000 | PA      | $851218.56    | 0.00%             | 2038-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36295QGR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          95 | PA      | $95.65        | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                        | HEICO Corp                                                                       | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $10021061.80  | 0.02%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    15916000 | PA      | $15745972.75  | 0.03%             | 2034-11-01      | Fixed         | 5.05%                 | 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      | $21011.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                            | Export-Import Bank of India                                                      | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    11845000 | PA      | $11762085.00  | 0.02%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                   | Venture 28A Clo Ltd                                                              | CUSIP: 92331DBJ6<br>LEI: 549300NQLVRN86RJ6081 | Long             | ABS-CBDO         | CORP              | KY        |    57450000 | PA      | $57509489.48  | 0.11%             | 2034-10-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    69925000 | PA      | $61363240.65  | 0.12%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                 | Hyatt Hotels Corp                                                                | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    20650000 | PA      | $20687960.02  | 0.04%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                              | LHOME Mortgage Trust 2024-RTL4                                                   | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28250000 | PA      | $28396507.33  | 0.05%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                            | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16450000 | PA      | $16092787.22  | 0.03%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications Inc                                                           | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    48652000 | PA      | $47617511.70  | 0.09%             | 2034-09-01      | Fixed         | 5.45%                 | 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        |     1200000 | PA      | $1293198.80   | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                              | CUSIP: 45905UQU1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |      273000 | PA      | $190731.12    | 0.00%             | 2034-11-28      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    42775000 | PA      | $28372809.24  | 0.05%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SIRIUS XM RADIO LLC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6882.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    45900827 | PA      | $37609233.09  | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X4V45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    27662032 | PA      | $27546997.60  | 0.05%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B12 Mortgage Trust                                                | CUSIP: 08162FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    81000000 | PA      | $77725445.40  | 0.15%             | 2052-08-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                           | CUSIP: 173106AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5925619 | PA      | $5030417.37   | 0.01%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                    | Bain Capital Credit CLO 2019-1                                                   | CUSIP: 05683VBA1<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |    27000000 | PA      | $27000000.00  | 0.05%             | 2034-04-19      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      725000 | PA      | $723215.82    | 0.00%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                    | Port Authority of New York & New Jersey                                          | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     2600000 | PA      | $2185586.32   | 0.00%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                 | Union Electric Co                                                                | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     6045000 | PA      | $5981525.21   | 0.01%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EPP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      513489 | PA      | $537272.82    | 0.00%             | 2053-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     4460000 | PA      | $4533164.96   | 0.01%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-475620.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | Cifc Funding 2023-III Ltd                                                        | CUSIP: 12598YAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    44650000 | PA      | $44663439.65  | 0.09%             | 2039-01-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                       | Capital Street Master Trust                                                      | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    71000000 | PA      | $70999787.00  | 0.14%             | 2028-10-16      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                | Tikehau US CLO III Ltd                                                           | CUSIP: 88676NAQ0<br>LEI: 549300W9XQOIYX4MC726 | Long             | ABS-CBDO         | CORP              | BM        |   105500000 | PA      | $105587723.25 | 0.20%             | 2036-01-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                      | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    19720000 | PA      | $19619167.01  | 0.04%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    88076000 | PA      | $77378908.09  | 0.15%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                               | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    40600000 | PA      | $41219304.28  | 0.08%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    12710000 | PA      | $13212372.24  | 0.03%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| MET TRANSPRTN AUTH NY REVENUE                     | Metropolitan Transportation Authority                                            | CUSIP: 59259YDC0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      700000 | PA      | $757255.41    | 0.00%             | 2040-11-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Octagon 66 Ltd                                    | Octagon 66 Ltd                                                                   | CUSIP: 67577WBG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $10047537.00  | 0.02%             | 2037-02-16      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 31358SNY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         216 | PA      | $216.30       | 0.00%             | 2030-10-18      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-60024.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                    | Bayview Opportunity Master Fund VII 2024-EDU1 LLC                                | CUSIP: 07336PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2490181 | PA      | $2486045.99   | 0.00%             | 2047-06-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWDL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    30419414 | PA      | $28166576.81  | 0.05%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                           | CUSIP: 173106AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      962812 | PA      | $731739.43    | 0.00%             | 2063-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES3                                              | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22152753 | PA      | $22436119.86  | 0.04%             | 2064-05-25      | Variable      | 6.29%                 | 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        |     7800000 | PA      | $8059078.56   | 0.02%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XKPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1318600 | PA      | $1173988.53   | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137ADSL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1723260 | PA      | $1692780.15   | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137A5P24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1639390 | PA      | $1599808.74   | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                    | CQS US CLO 2023-3 Ltd                                                            | CUSIP: 223929AA8<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |    41000000 | PA      | $41036194.80  | 0.08%             | 2037-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    89955000 | PA      | $90282540.87  | 0.17%             | N/A             | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.37.V2                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-343865.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                     | State of California                                                              | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     1600000 | PA      | $1922298.46   | 0.00%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31283HUA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2465 | PA      | $2545.43      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DNBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2128802 | PA      | $1891744.55   | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2017-CD6 Mortgage Trust                                                       | CUSIP: 125039AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    77064002 | PA      | $76066439.06  | 0.15%             | 2050-11-13      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132AEEY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      673938 | PA      | $630574.07    | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     9245000 | PA      | $9637976.96   | 0.02%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| UNIV OF CALIFORNIA REVENUES                       | University of California                                                         | CUSIP: 91412GXY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2250000 | PA      | $2045129.01   | 0.00%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                           | CUSIP: 173106AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2666865 | PA      | $2145942.53   | 0.00%             | 2063-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31385HU59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         473 | PA      | $467.06       | 0.00%             | 2036-05-01      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   660000000 | PA      | $323503125.00 | 0.62%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BOPARAN FINANCE PLC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-24565.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF COTE D'IVOIRE                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-63870.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                      | AGL CLO 10 Ltd                                                                   | CUSIP: 00119YAC7<br>LEI: 549300AEMLN0HO8ST474 | Long             | ABS-CBDO         | CORP              | KY        |     6500000 | PA      | $6517550.65   | 0.01%             | 2034-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    26909000 | PA      | $23147487.69  | 0.04%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DSZQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    46384588 | PA      | $40234248.74  | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34005000 | PA      | $16138959.05  | 0.03%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    40050000 | PA      | $31483794.72  | 0.06%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                               | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    10865000 | PA      | $11134998.51  | 0.02%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                              | Elmwood CLO VII Ltd                                                              | CUSIP: 29002QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    59650000 | PA      | $59933737.16  | 0.11%             | 2037-10-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2514052.49   | 0.00%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136B3W22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2903470 | PA      | $2542614.17   | 0.00%             | 2049-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31390GHF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1739 | PA      | $1816.87      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-145037.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                    | Chase Home Lending Mortgage Trust Series 2024-RPL2                               | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14243814 | PA      | $12706498.11  | 0.02%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2750000 | PA      | $2471562.50   | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6896440 | PA      | $5351158.61   | 0.01%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   184190000 | PA      | $155944865.68 | 0.30%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31412XNQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4163 | PA      | $4357.01      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                  | Ventas Realty LP                                                                 | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    31660000 | PA      | $31595885.73  | 0.06%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2023-HE2                                                | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5030977 | PA      | $5049501.24   | 0.01%             | 2054-03-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                          | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      815000 | PA      | $786118.75    | 0.00%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      406000 | PA      | $407445.52    | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2025-3                                    | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9200000 | PA      | $9296919.24   | 0.02%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-162450.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FN4X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6158613 | PA      | $1411381.75   | 0.00%             | 2049-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179WT24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   181984105 | PA      | $168406168.56 | 0.32%             | 2051-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    46040000 | PA      | $40957897.76  | 0.08%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXV Ltd                          | Marble Point Clo XXV Ltd                                                         | CUSIP: 565923BC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    55000000 | PA      | $55153653.50  | 0.11%             | 2036-10-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                               | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     8720000 | PA      | $7993056.33   | 0.02%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                     | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    65503000 | PA      | $66958214.65  | 0.13%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                           | Sasol Financing USA LLC                                                          | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15351750.00  | 0.03%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                | Santos Finance Ltd                                                               | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     4600000 | PA      | $5033364.62   | 0.01%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    47678000 | PA      | $54071638.79  | 0.10%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                    | Bear Stearns Asset Backed Securities I Trust 2004-HE8                            | CUSIP: 073879HE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      205897 | PA      | $209010.73    | 0.00%             | 2034-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.ZERMATT                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2585342.38  | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| Structured Asset Mortgage Inve                    | Structured Asset Mortgage Investments Trust 2002-AR3                             | CUSIP: 86358HNX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1277 | PA      | $1210.97      | 0.00%             | 2032-09-19      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                        | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    68904000 | PA      | $59343570.00  | 0.11%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                | THL Credit Wind River 2020-1 CLO Ltd                                             | CUSIP: 973142AQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    43000000 | PA      | $43074583.50  | 0.08%             | 2037-07-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31404HUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39187 | PA      | $40107.54     | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |     7600000 | PA      | $7773356.00   | 0.01%             | 2042-04-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2019-C53                                   | CUSIP: 95002BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5950650 | PA      | $5668852.66   | 0.01%             | 2052-10-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36202XZJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1387 | PA      | $1401.59      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    26803000 | PA      | $26759782.04  | 0.05%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    67511775 | PA      | $57827298.25  | 0.11%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA WTR & SWR AUT                    | District of Columbia Water & Sewer Authority                                     | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    15765000 | PA      | $13378021.53  | 0.03%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-436.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                   | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     4662000 | PA      | $5337416.11   | 0.01%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                | AMN Healthcare Inc                                                               | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     2656000 | PA      | $2540272.76   | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Freddie Mac Strips                                                               | CUSIP: 3134A4AB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     7523000 | PA      | $6154871.28   | 0.01%             | 2031-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    30100000 | PA      | $30307544.59  | 0.06%             | N/A             | Floating      | 6.70%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DYZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    25674671 | PA      | $22920944.32  | 0.04%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                              | Smithfield Foods Inc                                                             | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     8931000 | PA      | $8218430.57   | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                | Wind River 2021-1 CLO Ltd                                                        | CUSIP: 97314HAQ2<br>LEI: 549300OBHD9JXBHL6R27 | Long             | ABS-CBDO         | CORP              | KY        |    41700000 | PA      | $41843347.92  | 0.08%             | 2037-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    23165000 | PA      | $21201413.87  | 0.04%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      669000 | PA      | $707670.13    | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    20838000 | PA      | $22011289.84  | 0.04%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.35.V1                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15493.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                            | Export-Import Bank of India                                                      | CUSIP: 30216JAA3<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     8420000 | PA      | $8382278.40   | 0.02%             | 2026-08-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    19148766 | PA      | $19226630.07  | 0.04%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                            | BP Capital Markets PLC                                                           | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    19295000 | PA      | $20452700.00  | 0.04%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| LRP LB RHEINLAND-PFALZ                            | Rheinland-Pfalz Bank                                                             | CUSIP: 514887AB4<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |    10500000 | PA      | $10969117.95  | 0.02%             | 2028-02-23      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |     6495000 | PA      | $6545171.93   | 0.01%             | 2041-11-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31403FUM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2707 | PA      | $2770.32      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2018-H3                                           | CUSIP: 61767YAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5199071 | PA      | $5167472.24   | 0.01%             | 2051-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| RFC PRINCIPAL STRIP                               | Resolution Funding Corp Principal Strip                                          | CUSIP: 76116FAB3<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     3125000 | PA      | $2684438.23   | 0.01%             | 2030-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Harvest CLO                                       | Harvest CLO XXXII DAC                                                            | CUSIP: 000000000<br>LEI: 635400AU6OVIWCGACH33 | Long             | ABS-CBDO         | CORP              | IE        |    39750000 | PA      | $47164780.16  | 0.09%             | 2037-07-25      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8925000 | PA      | $8532248.59   | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-432.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3290942.18   | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                               | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    11044000 | PA      | $10716841.38  | 0.02%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     4047000 | PA      | $3978612.22   | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    15682000 | PA      | $7119628.00   | 0.01%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                           | Providence St Joseph Health Obligated Group                                      | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2200265.08   | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                            | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17580000 | PA      | $17779116.91  | 0.03%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    13282000 | PA      | $10645834.87  | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N                    | Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2614147 | PA      | $2637506.63   | 0.01%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                             | Maxim Crane Works Holdings Capital LLC                                           | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11660000 | PA      | $12417225.83  | 0.02%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4616117.06   | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TEAMSYSTEM SPA                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-81618.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM14 Trust                                                             | CUSIP: 673924AC0<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |    36262458 | PA      | $36539847.78  | 0.07%             | 2065-07-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                    | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     6735000 | PA      | $6911793.75   | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    12270000 | PA      | $9875879.16   | 0.02%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2050000 | PA      | $1755312.50   | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     2520000 | PA      | $2598906.58   | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                        | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     3377000 | PA      | $2944372.53   | 0.01%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   115410000 | PA      | $102756916.37 | 0.20%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    81303136 | PA      | $69591221.33  | 0.13%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                   | Ardagh Group SA                                                                  | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    14600000 | PA      | $13797000.00  | 0.03%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                             | Brazil Minas SPE via State of Minas Gerais                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    50367000 | PA      | $50481333.09  | 0.10%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BEAZER HOMES USA INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-58431.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                            | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1867702.00   | 0.00%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     6685000 | PA      | $5283917.72   | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2018-H4                                           | CUSIP: 61691RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16355757 | PA      | $16231465.86  | 0.03%             | 2051-12-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                            | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12265000 | PA      | $12822078.42  | 0.02%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38380UA29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7733092 | PA      | $1617136.46   | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    63441000 | PA      | $68135634.00  | 0.13%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     3517000 | PA      | $3403648.85   | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                        | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    17976000 | PA      | $17588976.72  | 0.03%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                              | Elmwood CLO VII Ltd                                                              | CUSIP: 29002QAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    23500000 | PA      | $23658907.00  | 0.05%             | 2037-10-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    20308667 | PA      | $20930167.18  | 0.04%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -1755 | NC      | $2390710.01   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK OP LLC                                 | Healthpeak OP LLC                                                                | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1452923.02   | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                           | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    15235000 | PA      | $14921776.48  | 0.03%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                    | HOMES 2025-NQM4 Trust                                                            | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21596336 | PA      | $21765474.10  | 0.04%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1684875.87   | 0.00%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2019-COR6                             | CUSIP: 48129RAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    80750000 | PA      | $75834577.93  | 0.15%             | 2052-11-13      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     4231000 | PA      | $3823628.89   | 0.01%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9115786.15   | 0.02%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2368002.99   | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16385000 | PA      | $10491433.85  | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   129705000 | PA      | $121728892.13 | 0.23%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2120.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $26111.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 16 Ltd                                | Elmwood CLO 16 Ltd                                                               | CUSIP: 29002UAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    36500000 | PA      | $36586994.10  | 0.07%             | 2037-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI                    | Bay Area Toll Authority                                                          | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    12630000 | PA      | $13394486.37  | 0.03%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133USHT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    50945743 | PA      | $43704033.71  | 0.08%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    47547468 | PA      | $48396653.21  | 0.09%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      500000 | PA      | $499728.25    | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    23660000 | PA      | $24072179.41  | 0.05%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                        | Sixth Street CLO XVI Ltd                                                         | CUSIP: 83012DAQ6<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |    65000000 | PA      | $65000000.00  | 0.12%             | 2037-01-20      | Floating      | 5.46%                 | 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        |    25900000 | PA      | $18995295.69  | 0.04%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | CARLYLE US CLO 2021-5 LTD                                                        | CUSIP: 14317YAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    98380000 | PA      | $98909776.30  | 0.19%             | 2038-03-31      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    10544000 | PA      | $9252633.39   | 0.02%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS FEDERAL REPUBLIC OF NIGERIA                                                  | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $343769.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     3560000 | PA      | $3488800.00   | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31385W2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         620 | PA      | $641.07       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                         | Avoca CLO XXIX DAC                                                               | CUSIP: 000000000<br>LEI: 549300EKPKIYEW0BB327 | Long             | ABS-CBDO         | CORP              | IE        |    32000000 | PA      | $38024681.44  | 0.07%             | 2038-10-15      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    21122000 | PA      | $14996620.00  | 0.03%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179YHV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1733592 | PA      | $1792835.12   | 0.00%             | 2053-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834KB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32250000 | PA      | $12109673.50  | 0.02%             | 2045-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    12943000 | PA      | $14221574.59  | 0.03%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| OHIO ST UNIV                                      | Ohio State University/The                                                        | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |      295000 | PA      | $295033.74    | 0.00%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2665000 | PA      | $1959318.97   | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    21369025 | PA      | $16584428.65  | 0.03%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS ARAB REPUBLIC OF EGYPT                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $423589.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TFS_18-3                                          | TFS_18-3                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | N/A       |           1 | PA      | $1.19         | 0.00%             | 2040-04-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   123651317 | PA      | $118807181.20 | 0.23%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                       | Cencosud SA                                                                      | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |     3835000 | PA      | $3834616.50   | 0.01%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| AGL CLO Ltd.                                      | AGL CLO 20 Ltd                                                                   | CUSIP: 00119CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    47750000 | PA      | $47981649.58  | 0.09%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur                    | Banc of America Mortgage 2004-E Trust                                            | CUSIP: 05949AHA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       77068 | PA      | $73889.59     | 0.00%             | 2034-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4590000 | PA      | $4529338.94   | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                         | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     2385000 | PA      | $2371445.69   | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                       | Nutrien Ltd                                                                      | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     3370000 | PA      | $3047781.49   | 0.01%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     6035000 | PA      | $5963263.10   | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3018310 | PA      | $2822776.51   | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $97010.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31405ULZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10307 | PA      | $10845.67     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    14000000 | PA      | $11068750.00  | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Regatta 32 Funding Ltd.                           | Regatta 32 Funding Ltd                                                           | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    24510000 | PA      | $24648260.91  | 0.05%             | 2038-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2019-1 AMR, LTD.                          | TCW CLO 2019-1 AMR Ltd                                                           | CUSIP: 87241EAW5<br>LEI: 549300RWQDI4UTTLDE63 | Long             | ABS-CBDO         | CORP              | KY        |    16600000 | PA      | $16646949.78  | 0.03%             | 2034-08-16      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    26185000 | PA      | $23936329.94  | 0.05%             | 2033-02-04      | Fixed         | 2.97%                 | 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        |     1695385 | NS      | $30941623.94  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                        | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    16218000 | PA      | $16183131.30  | 0.03%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418ETQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      505453 | PA      | $528890.08    | 0.00%             | 2053-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13600000 | PA      | $10299046.18  | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    38636099 | PA      | $31640705.69  | 0.06%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -3354 | NC      | $-146737.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SONA FIOS CLO                                     | Sona Fios CLO II DAC                                                             | CUSIP: 000000000<br>LEI: 6354005FTQMMKJDF3E19 | Long             | ABS-CBDO         | CORP              | IE        |    61750000 | PA      | $73221456.65  | 0.14%             | 2037-02-15      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                            | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1291281.49   | 0.00%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    99776137 | PA      | $77383379.94  | 0.15%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    44065000 | PA      | $44046526.71  | 0.08%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    67960000 | PA      | $28152275.50  | 0.05%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3038425.02   | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS                      | City of Los Angeles Department of Airports                                       | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4175000 | PA      | $4485743.69   | 0.01%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    26250000 | PA      | $18261539.30  | 0.03%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TVA PRIN STRIP                                    | Tennessee Valley Authority Principal Strip                                       | CUSIP: 88059FBM2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     1300000 | PA      | $835832.19    | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     2500000 | PA      | $2551107.75   | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $890504.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHIO ST UNIV                                      | Ohio State University/The                                                        | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     7815000 | PA      | $6490352.37   | 0.01%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-INV1                                             | CUSIP: 924929AC6<br>LEI: 213800YO7QOQOFRSRN78 | Long             | ABS-MBS          | CORP              | US        |    28643476 | PA      | $28995052.16  | 0.06%             | 2070-02-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    33550000 | PA      | $33621820.75  | 0.06%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    36351000 | PA      | $35583833.17  | 0.07%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                  | CUSIP: 458182BY7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     1900000 | PA      | $1923822.01   | 0.00%             | 2026-08-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     9990000 | PA      | $11031322.63  | 0.02%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2025-RPL1                                    | CUSIP: 362954AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      161548 | PA      | $159577.13    | 0.00%             | 2064-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    10291000 | PA      | $10445365.00  | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10029754 | PA      | $8190804.75   | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                       | CFE Fibra E                                                                      | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      852835 | PA      | $844733.40    | 0.00%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-203063.72   | -0.00%            |  |  |  | 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        |     3946117 | PA      | $3960794.58   | 0.01%             | 2034-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| PGIM AAA CLO ETF - Old IO fund                    | PGIM AAA CLO ETF - Old IO fund                                                   | CUSIP: 69344A834<br>LEI: 5493000IJ4TGDWNHKI54 | Long             | EC               | RF                | US        |     1838251 | NS      | $94743456.54  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1585000 | PA      | $1634840.48   | 0.00%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31283HVL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2303 | PA      | $2374.05      | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CNTY CA PUBLIC WKS                    | Los Angeles County Public Works Financing Authority                              | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4300000 | PA      | $5087343.67   | 0.01%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                     | BLP Commercial Mortgage Trust 2025-IND                                           | CUSIP: 05625BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    40507386 | PA      | $40491831.46  | 0.08%             | 2042-03-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                               | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     6400000 | PA      | $5828053.12   | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    20640000 | PA      | $20808573.43  | 0.04%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Credit Suisse Mortgage Trust                      | CSMC 2018-RPL9 Trust                                                             | CUSIP: 12654PAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15415005 | PA      | $13173922.36  | 0.03%             | 2057-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO LTD                               | Silver Rock CLO I Ltd                                                            | CUSIP: 82811RAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    22600000 | PA      | $22688004.40  | 0.04%             | 2037-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ZF EUROPE FINANCE BV                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-47438.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     7785000 | PA      | $7784319.73   | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    34380000 | PA      | $35628371.90  | 0.07%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEV                               | International Bank for Reconstruction & Development                              | CUSIP: 45905AQD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     5239000 | PA      | $4298547.11   | 0.01%             | 2030-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   267035000 | PA      | $244848289.46 | 0.47%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    12025000 | PA      | $12394457.66  | 0.02%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137BD7E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2840845 | PA      | $416588.97    | 0.00%             | 2044-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     7500000 | PA      | $7611409.50   | 0.01%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                    | PMT Credit Risk Transfer Trust 2024-1R                                           | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   101548658 | PA      | $102654644.89 | 0.20%             | 2033-05-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   291315000 | PA      | $225450499.22 | 0.43%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                             | HPEFS Equipment Trust 2025-1                                                     | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6500000 | PA      | $6560584.55   | 0.01%             | 2032-09-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS ALPHABET INC                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1791949.00   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     6035000 | PA      | $6281877.37   | 0.01%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS Mortgage Trust 2024-5C27                                                   | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25000000 | PA      | $26258635.00  | 0.05%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                    | Golub Capital Partners CLO 19B-R3 Ltd                                            | CUSIP: 38181YAC0<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2999959.80   | 0.01%             | 2036-10-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179WZC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6940797 | PA      | $6622149.60   | 0.01%             | 2052-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                    | Golub Capital Partners CLO 19B-R3 Ltd                                            | CUSIP: 38181YAA4<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | KY        |    80000000 | PA      | $80158880.00  | 0.15%             | 2036-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                              | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     6290000 | PA      | $6501595.60   | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-FL1                                                             | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9128597 | PA      | $9182003.72   | 0.02%             | 2055-07-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    13748000 | PA      | $10192811.45  | 0.02%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Jubilee CDO BV                                    | Jubilee CLO 2013-X DAC                                                           | CUSIP: 000000000<br>LEI: 635400BEM2JFGBOYIE25 | Long             | ABS-CBDO         | CORP              | IE        |    30000000 | PA      | $35534249.24  | 0.07%             | 2034-07-15      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31391AVP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         568 | PA      | $587.55       | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $35150.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179WR42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2398238 | PA      | $2219304.67   | 0.00%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLORADO INT GAS CO/ISS                           | Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp                | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8794000 | PA      | $8790009.08   | 0.02%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   496568458 | PA      | $13399701.22  | 0.03%             | 2029-06-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     7735000 | PA      | $7821620.98   | 0.01%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PRPM Fundido                                      | PRPM Fundido 2025-2 DAC                                                          | CUSIP: 000000000<br>LEI: 894500XHX48NOYVH5669 | Long             | ABS-MBS          | CORP              | IE        |     8914980 | PA      | $10493199.37  | 0.02%             | 2075-01-29      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                    | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    16155000 | PA      | $15393475.92  | 0.03%             | 2028-07-12      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4947659.16   | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                        | goeasy Ltd                                                                       | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     9000000 | PA      | $8896500.00   | 0.02%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2023-BRK2                                                              | CUSIP: 05610WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    77084000 | PA      | $80168246.47  | 0.15%             | 2038-10-05      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                               | Otis Worldwide Corp                                                              | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    39875000 | PA      | $41051170.92  | 0.08%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS SKANDINAVISKA ENSKILDA BANKEN AB                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $343882.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | SWOP CDS CDX.NA.IG.45.V1                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |  2250000000 | OU      | $1168853.05   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                   | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    27115000 | PA      | $28622054.41  | 0.05%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    54500000 | PA      | $49619356.76  | 0.09%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                           | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18795000 | PA      | $18854774.01  | 0.04%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1915000 | PA      | $1618300.95   | 0.00%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    11147000 | PA      | $11093332.99  | 0.02%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                           | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    53010000 | PA      | $54628925.40  | 0.10%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    11131000 | PA      | $9560337.33   | 0.02%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                           | Columbia Pipelines Operating Co LLC                                              | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    46110000 | PA      | $49223106.11  | 0.09%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS 66                                       | Phillips 66                                                                      | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $1940331.31   | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    10804000 | PA      | $11198337.36  | 0.02%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $35551.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM                             | BayCare Health System Inc                                                        | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    14365000 | PA      | $10976995.78  | 0.02%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 3620C4XB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       55633 | PA      | $52407.86     | 0.00%             | 2040-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                             | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       52000 | PA      | $51988.66     | 0.00%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AID-INDONESIA                                     | Indonesia Government AID Bond                                                    | CUSIP: 455780AM8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     7887670 | PA      | $8330327.01   | 0.02%             | 2029-07-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2025-COPT                                           | CUSIP: 05618XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    40960000 | PA      | $41113600.00  | 0.08%             | 2042-08-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   110085000 | PA      | $84205504.17  | 0.16%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES1                                                    | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    43621751 | PA      | $44143959.67  | 0.08%             | 2045-01-25      | Variable      | 5.65%                 | 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        |    22698007 | PA      | $22581872.54  | 0.04%             | 2052-04-15      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                           | Columbia Pipelines Operating Co LLC                                              | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19146000 | PA      | $20285694.41  | 0.04%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 40 Ltd                                | Elmwood CLO 40 Ltd                                                               | CUSIP: 29004FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   155000000 | PA      | $155576910.00 | 0.30%             | 2038-03-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS KINGDOM OF SPAIN                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-12085.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2515000 | PA      | $1951562.34   | 0.00%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                | VICI Properties LP                                                               | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     5235000 | PA      | $5266870.28   | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solu                    | GoodLeap Home Improvement Solutions Trust 2025-1                                 | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    27156768 | PA      | $27531867.95  | 0.05%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Obra CLO Ltd                                      | Obra CLO 1 Ltd                                                                   | CUSIP: 67443AAA9<br>LEI: 254900IXPSGZDGZO2P84 | Long             | ABS-CBDO         | CORP              | KY        |    87000000 | PA      | $87336524.70  | 0.17%             | 2038-01-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                    | Santander Mortgage Asset Receivable Trust 2025-NQM4                              | CUSIP: 80263BAA7<br>LEI: 254900P9WEZD48ETI035 | Long             | ABS-MBS          | CORP              | US        |    30617032 | PA      | $30860418.69  | 0.06%             | 2065-07-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2017-BNK8                                                                   | CUSIP: 06650AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8519996 | PA      | $8394181.70   | 0.02%             | 2050-11-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      700000 | PA      | $449151.34    | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                     | BLP Commercial Mortgage Trust 2025-IND                                           | CUSIP: 05625BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3811563 | PA      | $3806782.97   | 0.01%             | 2042-03-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     1395000 | PA      | $1454699.44   | 0.00%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1150000 | PA      | $1137426.71   | 0.00%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank and Trust Company               | SGD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1068030.01   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                          | Trustees of the University of Pennsylvania/The                                   | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $673439.83    | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: —       |
| BENCHMARK Mortgage Trust                          | Benchmark 2020-IG1 Mortgage Trust                                                | CUSIP: 08162LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28000000 | PA      | $25563482.00  | 0.05%             | 2043-09-15      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4415000 | PA      | $4428898.42   | 0.01%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    97182303 | PA      | $83226384.53  | 0.16%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST TOLL HIGHWAY AUTH                     | Illinois State Toll Highway Authority                                            | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     5000000 | PA      | $5282025.15   | 0.01%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Market Street CLO Ltd                             | Market Street CLO Ltd II                                                         | CUSIP: 57064FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   100100000 | PA      | $100523533.11 | 0.19%             | 2038-03-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    40400000 | PA      | $37063057.02  | 0.07%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                   | Venture 33 CLO Ltd                                                               | CUSIP: 92330YAU7<br>LEI: 549300NQPL9XHZ20E278 | Long             | ABS-CBDO         | CORP              | KY        |     8000000 | PA      | $8009939.20   | 0.02%             | 2031-07-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31288AD69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16915 | PA      | $17689.21     | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                  | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    30645000 | PA      | $28099989.38  | 0.05%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VIRGIN MEDIA FINANCE PLC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-87322.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                              | Utah Acquisition Sub Inc                                                         | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     9792000 | PA      | $9776749.64   | 0.02%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31362GM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         292 | PA      | $290.13       | 0.00%             | 2028-01-01      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                            | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      322555 | PA      | $32.26        | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                             | DuPont de Nemours Inc                                                            | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    10462000 | PA      | $10599792.97  | 0.02%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                   | Venture 32 CLO Ltd                                                               | CUSIP: 92325QAA5<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |     6416579 | PA      | $6416591.11   | 0.01%             | 2031-07-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   125574186 | PA      | $126078378.09 | 0.24%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    14145000 | PA      | $14499269.51  | 0.03%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     3465000 | PA      | $2066794.38   | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31403AS22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1732 | PA      | $1772.38      | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                             | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     3690000 | PA      | $3730993.34   | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | 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      | $97010.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    26555000 | PA      | $27197926.17  | 0.05%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XBNJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1775419 | PA      | $1659093.22   | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                        | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    28933472 | PA      | $31851303.53  | 0.06%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                          | CUSIP: 3130AFAU1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     4340000 | PA      | $4012653.02   | 0.01%             | 2038-11-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    36615000 | PA      | $37214006.02  | 0.07%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1536474.76   | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3131Y7S65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2826780 | PA      | $2817350.62   | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                      | AGL Core CLO 15 Ltd                                                              | CUSIP: 00121GAJ7<br>LEI: 5493001O95I190NV0196 | Long             | ABS-CBDO         | CORP              | KY        |    57700000 | PA      | $57715809.80  | 0.11%             | 2039-01-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    10410000 | PA      | $10429569.10  | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    57657335 | PA      | $58808489.27  | 0.11%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-118238.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5535000 | PA      | $4703856.77   | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2021-3 Ltd                                                    | CUSIP: 77341NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    20500000 | PA      | $20578283.35  | 0.04%             | 2038-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                 | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    39709000 | PA      | $30605251.96  | 0.06%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                        | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    53422392 | PA      | $55717876.51  | 0.11%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                      | Avangrid Inc                                                                     | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    21920000 | PA      | $21635730.48  | 0.04%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11444650 | PA      | $10179055.97  | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                         | Anchorage Capital Clo 18 Ltd                                                     | CUSIP: 03331AAE1<br>LEI: 549300JIJ617WYIUFX18 | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $6015601.20   | 0.01%             | 2034-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2019-GC40                                           | CUSIP: 36257HBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    40480760 | PA      | $38926873.82  | 0.07%             | 2052-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                  | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    13630000 | PA      | $14115875.43  | 0.03%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                    | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500000 | PA      | $8463511.20   | 0.02%             | 2050-03-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TUI AG                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6377.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      766403 | PA      | $567878.55    | 0.00%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    11115000 | PA      | $11721900.10  | 0.02%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                          | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    19318000 | PA      | $20296263.52  | 0.04%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                    | Benefit Street Partners CLO XXI Ltd                                              | CUSIP: 08186RAY5<br>LEI: 2549002IHKGRTABCLD52 | Long             | ABS-CBDO         | CORP              | KY        |    86650000 | PA      | $87020602.05  | 0.17%             | 2039-01-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                          | Constellation Energy Generation LLC                                              | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    31865000 | PA      | $32306343.46  | 0.06%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2017-GS6                                            | CUSIP: 36253PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12934186 | PA      | $12779241.23  | 0.02%             | 2050-05-10      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     9130000 | PA      | $8801776.50   | 0.02%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31412VE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1457 | PA      | $1428.31      | 0.00%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    19124000 | PA      | $19530894.27  | 0.04%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138AKFY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1961074 | PA      | $1969045.74   | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $61414.65     | 0.00%             |  |  |  | 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        |     7506483 | PA      | $7554630.76   | 0.01%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     3120000 | PA      | $3151142.93   | 0.01%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWHQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      503517 | PA      | $526864.37    | 0.00%             | 2053-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                            | Power Finance Corp Ltd                                                           | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     3060000 | PA      | $3488359.17   | 0.01%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    13000000 | PA      | $11196250.00  | 0.02%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2025-RPL1                                    | CUSIP: 362954AR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   156869350 | PA      | $140855891.10 | 0.27%             | 2064-01-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    33890000 | PA      | $35305767.29  | 0.07%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                              | Utah Acquisition Sub Inc                                                         | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    76106000 | PA      | $63122075.40  | 0.12%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM15 Trust                                                             | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    21530470 | PA      | $21693100.35  | 0.04%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2023-I Ltd                                                          | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    58300000 | PA      | $58529935.20  | 0.11%             | 2038-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BOMBARDIER INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13540.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                    | CSAIL 2019-C17 Commercial Mortgage Trust                                         | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37150000 | PA      | $35390550.00  | 0.07%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FKUR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   384734572 | PA      | $3664442.90   | 0.01%             | 2028-12-25      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                               | Leland Stanford Junior University/The                                            | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     5345000 | PA      | $4201847.11   | 0.01%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                  | CUSIP: 45818QAC3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     2552000 | PA      | $2624185.11   | 0.01%             | 2027-07-16      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Dukes Education                                   | DUKES EDUCATION GROUP LTD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2253798 | PA      | $3083984.75   | 0.01%             | 2028-11-27      | Floating      | 9.47%                 | No            |                  3 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    15525000 | PA      | $15955585.93  | 0.03%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY RES                            | CenterPoint Energy Resources Corp                                                | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1175700.49   | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     4740000 | PA      | $4844280.00   | 0.01%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion CLO XI Ltd                                                             | CUSIP: 07132LAU3<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | KY        |    35303422 | PA      | $35324169.63  | 0.07%             | 2034-04-24      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Endo GUC Trust Units Cl A-1                       | Endo GUC Trust Units Cl A-1                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         149 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $10505.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4139.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                                                        | CUSIP: 74815HCJ9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      474000 | PA      | $480705.96    | 0.00%             | 2026-07-22      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                         | CUSIP: 88059EPD0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    13972000 | PA      | $8675232.58   | 0.02%             | 2035-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3285319.43   | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | Bravo Residential Funding Trust 2025-NQM9                                        | CUSIP: 10569WAC5<br>LEI: 254900XY2WSFF1Q6S467 | Long             | ABS-MBS          | CORP              | US        |    34345578 | PA      | $34507022.97  | 0.07%             | 2065-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     4900000 | PA      | $4898862.22   | 0.01%             | 2027-02-02      | Fixed         | 1.30%                 | 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        |    20695000 | PA      | $21057162.50  | 0.04%             | 2041-10-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU                    | New Jersey Turnpike Authority                                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    12865000 | PA      | $15283321.03  | 0.03%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                          | PVH Corp                                                                         | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     2240000 | PA      | $2277321.02   | 0.00%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   208810000 | PA      | $161077339.06 | 0.31%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTH                                  | Tennessee Valley Authority Principal Strip                                       | CUSIP: 88059FBG5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     5174000 | PA      | $4348169.05   | 0.01%             | 2030-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   190735000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOEASY LTD                                        | goeasy Ltd                                                                       | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     4675000 | PA      | $4382856.91   | 0.01%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XGPS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16856312 | PA      | $15649435.01  | 0.03%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    74569000 | PA      | $30439423.26  | 0.06%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                           | DIAMOND SPORTS NET LLC                                                           | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |     5875573 | PA      | $1582233.04   | 0.00%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                            | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $967642.60    | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20765000 | PA      | $18801723.60  | 0.04%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                          | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    27278000 | PA      | $28607802.50  | 0.05%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    58176337 | PA      | $45082160.32  | 0.09%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5018151.42   | 0.01%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                          | First Quantum Minerals Ltd                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    18578000 | PA      | $19479590.34  | 0.04%             | 2031-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $137791.92    | 0.00%             |  |  |  | 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        |    11870953 | PA      | $11346391.29  | 0.02%             | 2043-08-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                     | Radnor RE 2021-2 Ltd                                                             | CUSIP: 75049GAB5<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-MBS          | CORP              | BM        |    10274166 | PA      | $10371225.96  | 0.02%             | 2031-11-25      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2017-P7                                      | CUSIP: 17325HBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14388778 | PA      | $14292785.06  | 0.03%             | 2050-04-14      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KPTD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      744145 | PA      | $662734.51    | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2020-GC46                                    | CUSIP: 17328RAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    90000000 | PA      | $83091897.00  | 0.16%             | 2053-02-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                               | Emera US Finance LP                                                              | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4959000 | PA      | $4947432.14   | 0.01%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    92575000 | PA      | $94272784.18  | 0.18%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2004-HE8                                  | CUSIP: 61744CGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      662894 | PA      | $709165.02    | 0.00%             | 2034-09-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     5825000 | PA      | $5855042.44   | 0.01%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                     | CLUE OPCO LLC                                                                    | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    25480506 | PA      | $25370685.28  | 0.05%             | 2030-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BARCLAYS PLC                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9285.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM15 Trust                                                             | CUSIP: 67122CAG0<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |     1525075 | PA      | $1539008.64   | 0.00%             | 2065-07-27      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49025.69     | 0.00%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust 2003-53                                          | CUSIP: 12669E5R3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2734642 | PA      | $2744376.87   | 0.01%             | 2034-02-19      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                         | Mylan Inc                                                                        | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    38126000 | PA      | $33105160.81  | 0.06%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                    | ICG US CLO 2024-R1 Ltd                                                           | CUSIP: 44934XAA4<br>LEI: 21380029WPUQLKIPJJ57 | Long             | ABS-CBDO         | CORP              | KY        |    45950000 | PA      | $46133887.31  | 0.09%             | 2038-01-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTBP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   322833189 | PA      | $18869309.37  | 0.04%             | 2030-03-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2019-C18                                           | CUSIP: 90278PAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22850000 | PA      | $21677198.62  | 0.04%             | 2052-12-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                      | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    23450000 | PA      | $25742824.74  | 0.05%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                          | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     4800000 | PA      | $5143584.00   | 0.01%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    15205000 | PA      | $15190285.09  | 0.03%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS KINGDOM OF SPAIN                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $315590.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    21450000 | PA      | $21456076.94  | 0.04%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    21500000 | PA      | $21011402.17  | 0.04%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                                 | MyMichigan Health                                                                | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17745000 | PA      | $12339215.04  | 0.02%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM11 Trust                                                             | CUSIP: 67449BAA1<br>LEI: 254900KNWDG7C03UTA13 | Long             | ABS-MBS          | CORP              | US        |    12414184 | PA      | $12554665.19  | 0.02%             | 2065-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Aran Funding 2025-1 DAC                           | Aran Funding 2025-1 DAC                                                          | CUSIP: 000000000<br>LEI: 2138002VH4UM6YKQCN70 | Long             | ABS-MBS          | CORP              | IE        |    10681608 | PA      | $12693325.14  | 0.02%             | 2065-12-24      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12784439.16  | 0.02%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                      | QatarEnergy                                                                      | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     4400000 | PA      | $4313892.00   | 0.01%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    28350000 | PA      | $28768364.54  | 0.06%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                         | CUSIP: 38380BZJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    13898606 | PA      | $2138866.15   | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                       | TENNECO INC                                                                      | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    33469257 | PA      | $33024785.65  | 0.06%             | 2028-11-17      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                | KRW/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-68018.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6349560.47   | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SOLVENTUM CORP                                    | Solventum Corp                                                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     2210000 | PA      | $2289635.40   | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                     | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    16545000 | PA      | $16766220.97  | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Westlake Automobile Receivable                    | Westlake Automobile Receivables Trust 2025-2                                     | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15200000 | PA      | $15377382.48  | 0.03%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1317331.38   | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    15294000 | PA      | $13859826.92  | 0.03%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9616544.67   | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KKHY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11125198 | PA      | $9545010.72   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                 | Kinross Gold Corp                                                                | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |     9209000 | PA      | $9986871.34   | 0.02%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     3835000 | PA      | $3886876.43   | 0.01%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS INEOS QUATTRO FINANCE 2 PLC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-724262.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                            | Methodist Hospital/The                                                           | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    32095000 | PA      | $19720358.48  | 0.04%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                | CNA Financial Corp                                                               | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    16610000 | PA      | $16502253.10  | 0.03%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2017-C5                                            | CUSIP: 90276TAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21220369 | PA      | $20914929.46  | 0.04%             | 2050-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      208000 | PA      | $155857.59    | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                          | Sally Holdings LLC / Sally Capital Inc                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2076598.76   | 0.00%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| EL PASO ELECTRIC CO                               | El Paso Electric Co                                                              | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |      750000 | PA      | $779164.54    | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST PRIV ACTIVITY BOND SU                    | Texas Private Activity Bond Surface Transportation Corp                          | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    16510000 | PA      | $13182165.34  | 0.03%             | 2049-12-31      | Fixed         | 3.92%                 | Yes           |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                    | Dallas Fort Worth International Airport                                          | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2035000 | PA      | $1438672.12   | 0.00%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R03                                     | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14390000 | PA      | $15228844.90  | 0.03%             | 2042-03-25      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                    | DBJPM 2017-C6 Mortgage Trust                                                     | CUSIP: 23312JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5132315 | PA      | $5048501.41   | 0.01%             | 2050-06-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        2259 | NC      | $225900.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     9355000 | PA      | $9657493.81   | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    18809000 | PA      | $18933450.30  | 0.04%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     5895000 | PA      | $5993116.23   | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dukes Education                                   | DUKES EDUCATION GROUP LTD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2499772 | PA      | $3420563.50   | 0.01%             | 2028-11-27      | Floating      | 9.39%                 | No            |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                              | BlueMountain CLO XXX Ltd                                                         | CUSIP: 09630QAU5<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |    71825000 | PA      | $71890288.93  | 0.14%             | 2035-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                       | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    10355000 | PA      | $9549384.23   | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                          | Constellation Energy Generation LLC                                              | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     5337000 | PA      | $5338250.82   | 0.01%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    19994000 | PA      | $13254850.90  | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $939640.51    | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Avoca CLO                                         | Avoca CLO XVIII DAC                                                              | CUSIP: 000000000<br>LEI: 549300K6K5XESJRIKM24 | Long             | ABS-CBDO         | CORP              | IE        |    31700000 | PA      | $37686931.49  | 0.07%             | 2038-01-15      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS HALLIBURTON CO                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $238396.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XIX Ltd                                                     | CUSIP: 55819QBJ5<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |    57750000 | PA      | $57809199.53  | 0.11%             | 2037-01-22      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                          | NRTH Commercial Mortgage Trust 2025-PARK                                         | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    43000000 | PA      | $43134375.00  | 0.08%             | 2040-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWHN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      640095 | PA      | $669886.80    | 0.00%             | 2053-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      685000 | PA      | $686823.30    | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 448814EL3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $50412.51     | 0.00%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    11177000 | PA      | $12321544.69  | 0.02%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BSPB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    59334000 | PA      | $266830.93    | 0.00%             | 2026-08-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   114794648 | PA      | $109497439.63 | 0.21%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X3AW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      851586 | PA      | $796439.17    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     8240000 | PA      | $7430445.47   | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STENA AB                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-31668.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWDF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    62484332 | PA      | $58164729.81  | 0.11%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                       | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     4510000 | PA      | $2896262.52   | 0.01%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                           | Arch Capital Group US Inc                                                        | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2125203.97   | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                             | NYU Langone Hospitals                                                            | CUSIP: 62952EAC1<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     6375000 | PA      | $5837383.78   | 0.01%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                             | HPEFS Equipment Trust 2025-1                                                     | CUSIP: 40446EAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4500000 | PA      | $4536984.15   | 0.01%             | 2033-03-21      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Gallatin Funding Ltd                              | Gallatin CLO XI 2024-1 Ltd                                                       | CUSIP: 36362HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   102500000 | PA      | $102890309.75 | 0.20%             | 2037-10-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2025-5YR19                                                                 | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    75000000 | PA      | $77562277.50  | 0.15%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140Q9HZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3247855 | PA      | $3237021.52   | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                           | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20328000 | PA      | $17639845.74  | 0.03%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5407118 | PA      | $4654512.78   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4551.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS BARCLAYS PLC                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $306891.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2021-ACNT                                           | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9171834 | PA      | $9171833.99   | 0.02%             | 2038-11-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Genesis Sales Finance Master T                    | Genesis Sales Finance Master Trust                                               | CUSIP: 37186XAX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    87700000 | PA      | $88909102.36  | 0.17%             | 2032-12-20      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                          | Bear Stearns ALT-A Trust 2005-4                                                  | CUSIP: 07386HSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10090 | PA      | $9708.11      | 0.00%             | 2035-05-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                         | Rockford Tower Europe Clo 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400NARJYDXJRPGF02 | Long             | ABS-CBDO         | CORP              | IE        |   133615000 | PA      | $158843866.68 | 0.30%             | 2037-10-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31390VPW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13668 | PA      | $14134.42     | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    10440000 | PA      | $10421485.77  | 0.02%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    13800000 | PA      | $12163266.75  | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140J5JN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4045904 | PA      | $4049883.85   | 0.01%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                            | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4979969.93   | 0.01%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    12100000 | PA      | $13239376.86  | 0.03%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2162.94     | -0.00%            |  |  |  | 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        |     1770000 | PA      | $1791027.60   | 0.00%             | 2042-01-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                        | Sunrun Vesta Issuer 2024-3 LLC                                                   | CUSIP: 86773AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    64873446 | PA      | $62539974.14  | 0.12%             | 2059-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    12960000 | PA      | $13596649.23  | 0.03%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital EURO                           | Northwoods Capital 21 Euro DAC                                                   | CUSIP: 000000000<br>LEI: 5493006ETJ3EQ0LC1480 | Long             | ABS-CBDO         | CORP              | IE        |    98400000 | PA      | $116288548.01 | 0.22%             | 2034-07-22      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Dukes Education                                   | DUKES EDUCATION GRP LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5656588 | PA      | $6705036.57   | 0.01%             | 2028-11-27      | None          | 8.59%                 | No            |                  3 | On Loan: No      |
| DCLI BIDCO LLC                                    | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    19436000 | PA      | $19793650.27  | 0.04%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    10285000 | PA      | $10538525.25  | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Citigroup Commercial Mortgage                     | CGMS Commercial Mortgage Trust 2017-B1                                           | CUSIP: 17326CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19031845 | PA      | $18781355.24  | 0.04%             | 2050-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    12674000 | PA      | $12883181.51  | 0.02%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Bear Stearns Alt-A Trust                          | Bear Stearns ALT-A Trust 2005-4                                                  | CUSIP: 07386HSY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30270 | PA      | $29057.68     | 0.00%             | 2035-05-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3177.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138EKGB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3264311 | PA      | $3109096.08   | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWDE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16443731 | PA      | $14608397.56  | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    32117080 | PA      | $33170161.44  | 0.06%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                            | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    11817000 | PA      | $11977028.97  | 0.02%             | 2028-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12461000 | PA      | $12702692.80  | 0.02%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      705750 | PA      | $708031.58    | 0.00%             | 2041-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C5 Mortgage Trust                                                      | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    50000000 | PA      | $52249745.00  | 0.10%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                        | Sunrun Vesta Issuer 2024-3 LLC                                                   | CUSIP: 86773AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15221104 | PA      | $14868309.56  | 0.03%             | 2059-10-30      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    16955000 | PA      | $17245183.00  | 0.03%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2025-8 Mortgage Loan Trust                                                  | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |    21942379 | PA      | $22198404.70  | 0.04%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/PHP FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-204620.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DSQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    35146308 | PA      | $28819353.31  | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                  | Welltower OP LLC                                                                 | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2092767.15   | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      785000 | PA      | $590322.57    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     5745000 | PA      | $5870046.40   | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1506349.72   | 0.00%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                  | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1198000 | PA      | $1226343.71   | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                             | Southwest Airlines Co                                                            | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    38315000 | PA      | $38779619.64  | 0.07%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2060000 | PA      | $1841303.22   | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                          | SCE Recovery Funding LLC                                                         | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1047568.04   | 0.00%             | 2047-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                          | CUSIP: 3130ACUP7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    22500000 | PA      | $20967128.19  | 0.04%             | 2032-11-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $283238.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13767966 | PA      | $11777945.54  | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FN4A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3126492 | PA      | $2895200.34   | 0.01%             | 2048-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                  | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    24845000 | PA      | $21865081.90  | 0.04%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   100000000 | PA      | $69453125.00  | 0.13%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                     | B&G Foods Inc                                                                    | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    22078000 | PA      | $21341090.93  | 0.04%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                               | Henley Clo XIV DAC                                                               | CUSIP: 000000000<br>LEI: 635400RQOQI5SLA5SK32 | Long             | ABS-CBDO         | CORP              | IE        |   121000000 | PA      | $143866667.97 | 0.28%             | 2038-03-25      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     5906000 | PA      | $6023288.33   | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    23837000 | PA      | $24373108.43  | 0.05%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    17030000 | PA      | $15891367.87  | 0.03%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D4Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1224778 | PA      | $1089709.00   | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BNP PARIBAS SA                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19014.15     | 0.00%             |  |  |  | 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        |     6300000 | PA      | $6445215.00   | 0.01%             | 2042-03-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| NEWGENERATIONGASGATHERINGLLC                      | NEWGENERATIONGASGATHERINGLLC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6824324 | PA      | $6721959.14   | 0.01%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    48286000 | PA      | $43451913.68  | 0.08%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1542412 | PA      | $1374549.46   | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 706451BD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4190000 | PA      | $4410603.50   | 0.01%             | 2027-09-15      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | CCUBS Commercial Mortgage Trust 2017-C1                                          | CUSIP: 12508GAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26733844 | PA      | $26282787.68  | 0.05%             | 2050-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XF4X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      391966 | PA      | $348318.99    | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9271801.10   | 0.02%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                            | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     8855000 | PA      | $7244909.23   | 0.01%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36184BTZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      101137 | PA      | $91875.82     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $91010.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                           | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    31653000 | PA      | $29112764.45  | 0.06%             | 2046-02-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| ARD FINANCE SA                                    | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |           1 | PA      | $0.01         | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DPL63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14697673 | PA      | $12690693.55  | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital EURO                           | Northwoods Capital 21 Euro DAC                                                   | CUSIP: 000000000<br>LEI: 5493006ETJ3EQ0LC1480 | Long             | ABS-CBDO         | CORP              | IE        |    19000000 | PA      | $22504619.13  | 0.04%             | 2034-07-22      | Floating      | 3.18%                 | 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        |     3667576 | PA      | $3683543.21   | 0.01%             | 2041-10-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-CES3                                              | CUSIP: 891949BU2<br>LEI: 254900XDQGDYHMUKZJ77 | Long             | ABS-MBS          | CORP              | US        |    35220647 | PA      | $35509488.38  | 0.07%             | 2065-08-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XHCP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      872467 | PA      | $774426.43    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                     | B&G Foods Inc                                                                    | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    20779000 | PA      | $19615525.00  | 0.04%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3080192.03   | 0.01%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     9800000 | PA      | $9687301.96   | 0.02%             | 2027-09-11      | Fixed         | 3.17%                 | 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      | $67492.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     3510000 | PA      | $2086347.96   | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                  | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    52304000 | PA      | $55292002.71  | 0.11%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 42 Ltd                                | Elmwood CLO 42 Ltd                                                               | CUSIP: 29005DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    93500000 | PA      | $94032950.00  | 0.18%             | 2038-03-31      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      990000 | PA      | $1025022.44   | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Monument CLO                                      | Monument CLO 2 DAC                                                               | CUSIP: 000000000<br>LEI: 25490071DLM53GNXFT24 | Long             | ABS-CBDO         | CORP              | IE        |     6000000 | PA      | $7149135.55   | 0.01%             | 2039-01-20      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                          | FMC Corp                                                                         | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    12925000 | PA      | $8090871.30   | 0.02%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                            | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7284000 | PA      | $7331275.50   | 0.01%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5649909 | PA      | $4603421.73   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                          | United Airlines 2019-2 Class AA Pass Through Trust                               | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7269745 | PA      | $6736529.52   | 0.01%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| ECOPETROL SA                                      | Ecopetrol SA                                                                     | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    30525000 | PA      | $32699906.25  | 0.06%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2498.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2920000 | PA      | $2782146.80   | 0.01%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                            | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $5983506.58   | 0.01%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                             | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1930000 | PA      | $2077361.96   | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136B1BV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1366028 | PA      | $1363223.17   | 0.00%             | 2046-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2024-RPL2 LLC                                                               | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15239038 | PA      | $14915664.26  | 0.03%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14310000 | PA      | $14479932.50  | 0.03%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2017-C1                                            | CUSIP: 90276EAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6639140 | PA      | $6578382.51   | 0.01%             | 2050-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $48885.00     | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2018-C15                                           | CUSIP: 90278LAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16997732 | PA      | $16831435.09  | 0.03%             | 2051-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                           | CUSIP: 17332HAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   165758344 | PA      | $16575.83     | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CLEVELAND-CLIFFS INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10976.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   205713889 | PA      | $202469956.02 | 0.39%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    56209426 | PA      | $48225626.62  | 0.09%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      113000 | PA      | $112972.73    | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                          | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    14835000 | PA      | $10213317.48  | 0.02%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES5                                              | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    75032611 | PA      | $75219381.91  | 0.14%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Freddie Mac Coupon Strips                                                        | CUSIP: 3134A4NT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |      504000 | PA      | $401638.70    | 0.00%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    56976420 | PA      | $46440880.91  | 0.09%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Tru                    | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   102300000 | PA      | $108083151.99 | 0.21%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                    | Romark CLO II Ltd                                                                | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7585455 | PA      | $7585308.15   | 0.01%             | 2031-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                              | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    13421000 | PA      | $11772206.17  | 0.02%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ELO SACA                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7117.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1992947.00  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FCA79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5069307 | PA      | $911760.03    | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                           | Public Service Co of Colorado                                                    | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     2945000 | PA      | $2341790.98   | 0.00%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                 | Amsted Industries Inc                                                            | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      347000 | PA      | $343324.26    | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                           | CUSIP: 17332HAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      311614 | PA      | $275822.10    | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                       | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     9325000 | PA      | $8639577.91   | 0.02%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N                    | Ally Bank Auto Credit-Linked Notes Series 2024-A                                 | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1813154 | PA      | $1845919.75   | 0.00%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136ATG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5188167 | PA      | $5079375.85   | 0.01%             | 2043-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36201YYZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       39707 | PA      | $40394.49     | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    86953388 | PA      | $74398407.81  | 0.14%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 36 Ltd                                | Elmwood CLO 36 Ltd                                                               | CUSIP: 29004MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    43000000 | PA      | $43289458.80  | 0.08%             | 2037-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                | THB/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $85513.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     2140000 | PA      | $2196406.76   | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                             | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     7580000 | PA      | $6992104.81   | 0.01%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                        | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      875000 | PA      | $905921.01    | 0.00%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    63929000 | PA      | $60836477.93  | 0.12%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2000881.91   | 0.00%             | 2048-10-06      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    21644000 | PA      | $17298062.44  | 0.03%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    18130000 | PA      | $13409777.20  | 0.03%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    10850000 | PA      | $10942276.49  | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1868290 | PA      | $1747686.60   | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    26440000 | PA      | $26745646.40  | 0.05%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.36.V1                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-132643.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICHIGAN ST FIN AUTH REVENUE                      | Michigan Finance Authority                                                       | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    13895000 | PA      | $11746329.58  | 0.02%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N                    | Ally Bank Auto Credit-Linked Notes Series 2024-A                                 | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      906577 | PA      | $922031.99    | 0.00%             | 2032-05-17      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XDLR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9146293 | PA      | $7810166.99   | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DPKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1012497 | PA      | $868572.18    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                          | United Airlines Holdings Inc                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    18380000 | PA      | $18566451.61  | 0.04%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                             | Accenture Capital Inc                                                            | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    13380000 | PA      | $13378705.57  | 0.03%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | Carlyle Global Market Strategies Euro CLO 2014-3 DAC                             | CUSIP: 000000000<br>LEI: 6354007OBILXDMGSBC20 | Long             | ABS-CBDO         | CORP              | IE        |     4263078 | PA      | $5050887.91   | 0.01%             | 2032-01-25      | Floating      | 2.76%                 | 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        |    21801000 | PA      | $1251373.02   | 0.00%             | 2032-02-25      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4100000 | PA      | $4522256.54   | 0.01%             | 2034-09-13      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                          | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4415000 | PA      | $4349695.12   | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $18202.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Freddie Mac Coupon Strips                                                        | CUSIP: 3134A4NV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     5298000 | PA      | $4057639.68   | 0.01%             | 2032-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                             | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    54459000 | PA      | $55220787.85  | 0.11%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST FIN AUTH REVENUE                      | Michigan Finance Authority                                                       | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    10720000 | PA      | $9790208.15   | 0.02%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                               | Province of Alberta Canada                                                       | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    21446000 | PA      | $19044067.30  | 0.04%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    14130000 | PA      | $13568923.13  | 0.03%             | 2030-08-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   119645000 | PA      | $84461892.19  | 0.16%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 38                    | Octagon Investment Partners 38 Ltd                                               | CUSIP: 67591YAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    35000000 | PA      | $35225781.50  | 0.07%             | 2037-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2024-2                                    | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18820000 | PA      | $19439725.66  | 0.04%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                         | CBAM 2018-5 Ltd                                                                  | CUSIP: 12516LAG0<br>LEI: 25490038OT2B8HTRW786 | Long             | ABS-CBDO         | CORP              | KY        |    29090000 | PA      | $29168569.18  | 0.06%             | 2038-10-17      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2019-BNK24                                                                  | CUSIP: 06540VAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    69300000 | PA      | $65590190.82  | 0.13%             | 2062-11-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $4774.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2024-277P Mortgage Trust                                                    | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    29200000 | PA      | $30762544.56  | 0.06%             | 2044-08-10      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1975000 | PA      | $2004268.79   | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                  | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      750000 | PA      | $666410.76    | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    48415000 | PA      | $42959930.44  | 0.08%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                    | Oaktown Re VII Ltd                                                               | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    19643946 | PA      | $19804203.13  | 0.04%             | 2034-04-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XPKJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    56701317 | PA      | $49110147.25  | 0.09%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    28926309 | PA      | $27746068.10  | 0.05%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DSD74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    49675609 | PA      | $44774885.52  | 0.09%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                            | Connect Holding II LLC                                                           | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |    55075000 | PA      | $54031153.83  | 0.10%             | 2031-04-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Tenneco Inc                                       | TENNECO INC                                                                      | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    31705000 | PA      | $31351489.25  | 0.06%             | 2028-11-17      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS REPUBLIC OF GREECE                                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1475931.45  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2025-JDI                                            | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    73465500 | PA      | $73603247.63  | 0.14%             | 2042-11-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                           | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    52960000 | PA      | $52237805.66  | 0.10%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                    | JP Morgan Alternative Loan Trust 2006-A1                                         | CUSIP: 46627MDA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       57989 | PA      | $42297.22     | 0.00%             | 2036-03-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                              | BOOTS GROUP BIDCO LTD/THE                                                        | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |    21650000 | PA      | $29777048.86  | 0.06%             | 2032-08-31      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5285000 | PA      | $5378724.06   | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31419BK20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99225 | PA      | $97296.15     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    21175587 | PA      | $17306526.79  | 0.03%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2019-H6                                           | CUSIP: 61769JAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31880611 | PA      | $30875705.29  | 0.06%             | 2052-06-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    17990000 | PA      | $17925142.69  | 0.03%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    13400000 | PA      | $17054944.72  | 0.03%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS VERIZON COMMUNICATIONS INC                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $173985.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    37210000 | PA      | $38127851.01  | 0.07%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                              | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |     4425000 | PA      | $6247042.00   | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                          | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    25370000 | PA      | $25975312.22  | 0.05%             | 2030-06-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                             | Kennedy Lewis CLO 4 Ltd                                                          | CUSIP: 37148BAC4<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |    21850000 | PA      | $21923728.46  | 0.04%             | 2037-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    30960000 | PA      | $23002087.22  | 0.04%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    23681591 | PA      | $24398157.76  | 0.05%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    37960000 | PA      | $37850600.68  | 0.07%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                          | President and Fellows of Harvard College                                         | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     8950000 | PA      | $5438068.40   | 0.01%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2024-277P Mortgage Trust                                                    | CUSIP: 12654FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    97400000 | PA      | $2275721.78   | 0.00%             | 2044-08-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   165141867 | PA      | $165302148.95 | 0.32%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $81111.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136B4GZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9815481 | PA      | $9395472.57   | 0.02%             | 2049-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                 | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    45602000 | PA      | $45474314.40  | 0.09%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DV3N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      202949 | PA      | $189785.67    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31390TKJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3903 | PA      | $4036.31      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2004-HE3                                  | CUSIP: 61744CDG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      483058 | PA      | $474620.68    | 0.00%             | 2034-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EQS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2226804 | PA      | $2329692.50   | 0.00%             | 2053-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                    | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 48128U2S7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       39137 | PA      | $39223.56     | 0.00%             | 2028-12-26      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3133T8ZJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1581 | PA      | $1585.81      | 0.00%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ECUADOR SOCIAL BOND SARL                          | Ecuador Social Bond Sarl                                                         | CUSIP: 000000000<br>LEI: 5493006P8FVL2JCVBP02 | Long             | DBT              | NUSS              | LU        |   145440000 | PA      | $2530656.00   | 0.00%             | 2035-01-30      | Fixed         | 0.35%                 | No            |                  3 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                          | Adtalem Global Education Inc                                                     | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |     1714000 | PA      | $1712513.71   | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $13055.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES6                                              | CUSIP: 891947AA1<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-MBS          | CORP              | US        |    41988901 | PA      | $42417275.97  | 0.08%             | 2064-11-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    51611000 | PA      | $34016224.64  | 0.07%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                               | DBWF 2016-85T Mortgage Trust                                                     | CUSIP: 23307CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    23960000 | PA      | $22895842.96  | 0.04%             | 2036-12-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1948000 | PA      | $1956640.04   | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      435000 | PA      | $437660.42    | 0.00%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                          | Ontario Teachers' Cadillac Fairview Properties Trust                             | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    14600000 | PA      | $14583064.00  | 0.03%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                       | TCW CLO 2023-1 Ltd                                                               | CUSIP: 872373AS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    20950000 | PA      | $21072683.20  | 0.04%             | 2038-03-31      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    55529000 | PA      | $52881318.23  | 0.10%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H6 Mortgage Trust                                                     | CUSIP: 22758TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    47299092 | PA      | $47617273.39  | 0.09%             | 2070-07-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    32852000 | PA      | $33306221.61  | 0.06%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $261718.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWCY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2029317 | PA      | $1951089.89   | 0.00%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10656000 | PA      | $7602065.74   | 0.01%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                            | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    84690000 | PA      | $85577551.20  | 0.16%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    37883000 | PA      | $41831791.31  | 0.08%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     4415000 | PA      | $4635750.00   | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| PRES & FELLOWS OF HARVAR                          | President and Fellows of Harvard College                                         | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     5630000 | PA      | $3861499.21   | 0.01%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2023-1 Ltd                                                    | CUSIP: 77341RAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    70600000 | PA      | $70958930.40  | 0.14%             | 2038-03-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    31400000 | PA      | $31649792.41  | 0.06%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group/The                                                                  | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    17363000 | PA      | $17503779.06  | 0.03%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank, NA - CACL                    | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HBW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      966365 | PA      | $938648.98    | 0.00%             | 2028-09-25      | Fixed         | 28.35%                | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $526947.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS ARAB REPUBLIC OF EGYPT                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $381230.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $35474.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    87174565 | PA      | $80852393.23  | 0.15%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                     | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1390420.51   | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9275000 | PA      | $9036249.47   | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 448814EX7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      130000 | PA      | $148410.55    | 0.00%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2020-BNK29                                                                  | CUSIP: 06541TBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    36787653 | PA      | $32828624.56  | 0.06%             | 2053-11-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| AGL CLO 19 Ltd                                    | AGL CLO 19 Ltd                                                                   | CUSIP: 001210AQ6<br>LEI: 254900I16LA7IZQPMU67 | Long             | ABS-CBDO         | CORP              | JE        |    85494000 | PA      | $85922324.94  | 0.16%             | 2038-07-21      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 29 Ltd                                | Elmwood CLO 29 Ltd                                                               | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    53915000 | PA      | $54038837.36  | 0.10%             | 2037-04-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                           | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6495000 | PA      | $6542271.66   | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    30720000 | PA      | $30869102.03  | 0.06%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2025-NQM2 Trust                                                              | CUSIP: 55287MAA7<br>LEI: 254900SDE8K3K1E63161 | Long             | ABS-MBS          | CORP              | US        |     6376017 | PA      | $6461505.71   | 0.01%             | 2070-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $275583.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1511196.00   | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2023-1                                          | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1372565.09   | 0.00%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   189245000 | PA      | $176767420.92 | 0.34%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWCV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2054195 | PA      | $1837195.74   | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                  | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1312000 | PA      | $1340390.91   | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2024-CES1                                        | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-MBS          | CORP              | US        |     2795838 | PA      | $2835343.19   | 0.01%             | 2054-04-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                          | President and Fellows of Harvard College                                         | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     9930000 | PA      | $7255187.59   | 0.01%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1206000 | PA      | $1208533.81   | 0.00%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |      571500 | PA      | $584320.17    | 0.00%             | 2041-12-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2022-2 Ltd                                                    | CUSIP: 77340LAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    40250000 | PA      | $40454268.75  | 0.08%             | 2038-03-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS RENAULT SA                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $16706.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                             | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    10370000 | PA      | $10538512.50  | 0.02%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                              | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   221090000 | PA      | $230967276.47 | 0.44%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    14481000 | PA      | $12953744.36  | 0.02%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                          | President and Fellows of Harvard College                                         | CUSIP: 740816AL7<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     3710000 | PA      | $3302734.62   | 0.01%             | 2037-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                             | Kennedy Lewis CLO 8 Ltd                                                          | CUSIP: 37148EAN4<br>LEI: 2549002O2LJ1LE1W2D54 | Long             | ABS-CBDO         | CORP              | KY        |    39700000 | PA      | $39865818.96  | 0.08%             | 2038-01-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    15098000 | PA      | $12721629.44  | 0.02%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    34566432 | PA      | $33900274.65  | 0.06%             | 2052-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                | Expand Energy Corp                                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      450899 | NS      | $50685556.59  | 0.10%             |  |  |  | Yes           |                  1 | On Loan: No      |
| RESOLUTION FUNDING STRIP                          | Resolution Funding Corp Interest Strip                                           | CUSIP: 76116EGR5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     1250000 | PA      | $1069949.47   | 0.00%             | 2030-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2025-NQM6 Trust                                                             | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    32577020 | PA      | $32651442.29  | 0.06%             | 2070-10-25      | Variable      | 0.01%                 | 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      | $17775.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    35350000 | PA      | $44561942.67  | 0.09%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                    | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     1296578 | PA      | $1301568.03   | 0.00%             | 2031-12-26      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                       | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    78385000 | PA      | $80481562.91  | 0.15%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     1500000 | PA      | $1535115.00   | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    15995000 | PA      | $15951465.86  | 0.03%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Lugo Funding DAC                                  | Lugo Funding DAC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    48189776 | PA      | $57106556.17  | 0.11%             | 2066-05-26      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                    | JPMBB Commercial Mortgage Securities Trust 2014-C24                              | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      515837 | PA      | $507858.95    | 0.00%             | 2047-11-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                               | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     1990000 | PA      | $1585571.39   | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                           | Big River Steel LLC / BRS Finance Corp                                           | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $40307.05     | 0.00%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                      | Providus CLO II DAC                                                              | CUSIP: 000000000<br>LEI: 635400JFBYET5G2XFP83 | Long             | ABS-CBDO         | CORP              | IE        |    27915000 | PA      | $33187683.69  | 0.06%             | 2038-10-15      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $78834.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    53586000 | PA      | $39457649.89  | 0.08%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| VIATRIS INC                                       | Viatris Inc                                                                      | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    13682000 | PA      | $9164633.95   | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3275337.72   | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: —       |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11425000 | PA      | $10715418.88  | 0.02%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIRCRAFT FINANCE CO LTD                           | Aircraft Finance Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300V406LJMUES1M40 | Long             | DBT              | CORP              | KY        |      339252 | PA      | $338847.48    | 0.00%             | 2026-03-29      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                         | DONCASTERS US FINANCE LLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    81110288 | PA      | $81718614.66  | 0.16%             | 2030-04-23      | Floating      | 10.17%                | No            |                  3 | On Loan: No      |
| Dukes Education                                   | DUKES EDUCATION GROUP LTD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      273846 | PA      | $374717.50    | 0.00%             | 2028-11-27      | Floating      | 8.59%                 | No            |                  3 | On Loan: No      |
| Polen Capital CLO Ltd                             | Polen Capital CLO 2025-1 Ltd                                                     | CUSIP: 73110MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    49800000 | PA      | $50059756.80  | 0.10%             | 2038-03-06      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31404TBH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11580 | PA      | $11745.88     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    18470641 | PA      | $18425261.29  | 0.04%             | 2030-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $147644.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                            | GSAA Trust                                                                       | CUSIP: 362334NB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      542211 | PA      | $186836.05    | 0.00%             | 2046-03-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10470000 | PA      | $5196771.31   | 0.01%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $3146400.40   | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING SA                               | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      730000 | PA      | $525600.00    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-CES4                                              | CUSIP: 89170UAA8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |    25440870 | PA      | $25600254.92  | 0.05%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31296PU67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      104062 | PA      | $106477.96    | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    25530939 | PA      | $21832660.80  | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                  | Eastern Gas Transmission & Storage Inc                                           | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |      245000 | PA      | $211346.48    | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2019-L2                                           | CUSIP: 61768HAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    43235869 | PA      | $42640139.28  | 0.08%             | 2052-03-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                          | Virginia Electric and Power Co                                                   | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6563917.47   | 0.01%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $445252.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202DJC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         484 | PA      | $507.47       | 0.00%             | 2030-08-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance Plc Equity               | Ardagh Packaging Finance Plc Equity                                              | CUSIP: 985923101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         177 | NS      | $1239.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                          | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     2709000 | PA      | $2719029.67   | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                         | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     8185000 | PA      | $7144681.43   | 0.01%             | 2039-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                   | San Diego Gas & Electric Co                                                      | CUSIP: 797440BL7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     9512000 | PA      | $9484397.88   | 0.02%             | 2040-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    40628000 | PA      | $41349910.81  | 0.08%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                              | Pentair Finance Sarl                                                             | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     1300000 | PA      | $1304167.80   | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2130000 | PA      | $1525166.52   | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | 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        |     3600000 | PA      | $3654000.00   | 0.01%             | 2041-10-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Octagon 70 Alto Ltd                               | Octagon 70 Alto Ltd                                                              | CUSIP: 67578CAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   105000000 | PA      | $105220500.00 | 0.20%             | 2036-10-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS TOTAL ENERGIES SE                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $124503.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM3 Trust                                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |    25220669 | PA      | $25549044.81  | 0.05%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                     | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    29270000 | PA      | $29124878.66  | 0.06%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| St Pauls CLO                                      | St Paul's CLO V DAC                                                              | CUSIP: 000000000<br>LEI: 635400LOBVY9OW2EI809 | Long             | ABS-CBDO         | CORP              | IE        |    90875397 | PA      | $107609988.96 | 0.21%             | 2030-02-20      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Octagon 64 Ltd                                    | Octagon 64 Ltd                                                                   | CUSIP: 67579AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    45100000 | PA      | $45257701.17  | 0.09%             | 2035-07-21      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KG4K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4594294 | PA      | $3977074.74   | 0.01%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                    | Pikes Peak CLO 18                                                                | CUSIP: 720916AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4900000 | PA      | $4916658.53   | 0.01%             | 2038-04-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XRYX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    26945808 | PA      | $25894355.44  | 0.05%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133USJ69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    38840467 | PA      | $33299025.11  | 0.06%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    49957000 | PA      | $60086272.73  | 0.11%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARRICK MINING CORP                               | Barrick Mining Corp                                                              | CUSIP: 067901AA6<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |     7300000 | PA      | $7644438.82   | 0.01%             | 2034-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEW IMMO HOLDING SA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-27376.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $3206162.85   | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     3675000 | PA      | $3954538.06   | 0.01%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                             | Kennedy Lewis CLO 18 Ltd                                                         | CUSIP: 37149VAC9<br>LEI: 213800HEENW837PB8J74 | Long             | ABS-CBDO         | CORP              | KY        |    37500000 | PA      | $37662630.00  | 0.07%             | 2038-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2528606.44   | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                  | NEW GENERATION GAS GATHERING LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6824324 | PA      | $6721959.46   | 0.01%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2018-B2 Mortgage Trust                                                 | CUSIP: 08161CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11073422 | PA      | $10921626.49  | 0.02%             | 2051-02-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                       | Equinor ASA                                                                      | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     9026000 | PA      | $7944262.78   | 0.02%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXXIV Ltd                                                   | CUSIP: 55819GAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    78750000 | PA      | $79044139.13  | 0.15%             | 2037-10-16      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                    | Merrill Lynch Mortgage Investors Trust Series 2003-OPT1                          | CUSIP: 5899295H7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       21836 | PA      | $22505.01     | 0.00%             | 2034-07-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36200GK21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9780 | PA      | $10019.00     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS UNITED STATES TREASURY NOTE/BOND                                             | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $38481.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FG3N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5224522 | PA      | $4995899.75   | 0.01%             | 2048-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                          | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    15200000 | PA      | $15259055.04  | 0.03%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-CES1 Trust                                                              | CUSIP: 629162AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4929596 | PA      | $4944636.85   | 0.01%             | 2060-08-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | Onemain Financial Issuance Trust 2024-1                                          | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    67000000 | PA      | $70228884.10  | 0.13%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     4416000 | PA      | $4426840.65   | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    11600000 | PA      | $14464143.68  | 0.03%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      500000 | PA      | $500523.70    | 0.00%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     8734000 | PA      | $8684728.01   | 0.02%             | 2029-01-12      | Fixed         | 3.87%                 | 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        |    12867000 | PA      | $12867851.33  | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31296RVU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12493 | PA      | $12799.50     | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17303.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-236477.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13999000 | PA      | $14004151.69  | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd                           | Regatta VII Funding Ltd                                                          | CUSIP: 75888ABQ8<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |    45000000 | PA      | $45062473.50  | 0.09%             | 2034-06-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DSLP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    19403601 | PA      | $15879629.81  | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136ARZ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1457160 | PA      | $101333.82    | 0.00%             | 2036-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    58319000 | PA      | $60285315.94  | 0.12%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $4496309.86   | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    55681000 | PA      | $45959338.80  | 0.09%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                          | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    20510000 | PA      | $21533369.01  | 0.04%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                    | IndyMac INDX Mortgage Loan Trust 2007-FLX4                                       | CUSIP: 456687AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1572828 | PA      | $1474921.84   | 0.00%             | 2037-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP CDS CDX.NA.IG.45.V1                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        | -2189585000 | OU      | $-1783170.58  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $691305.54    | 0.00%             |  |  |  | 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      | $48505.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS SASOL LTD                                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $397138.05    | 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      | $35150.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-113447.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1098274.17   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $36129.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/TRY FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $152030.22    | 0.00%             |  |  |  | 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      | $82492.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32323970.82 | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $27221.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/TRY FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $554591.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NRG ENERGY INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10451.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $337830.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $18278.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-58015.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $21363.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS ISRAEL ELECTRIC CORP LTD                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-31334.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-472955.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF ECUADOR                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $276732.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.44.V1                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1079662.83  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9463.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.PARIS.BESPOKE.15-100%                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3477702.41  | -0.01%            |  |  |  | No            |                  3 | 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      | $67492.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $915240.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-112430.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNICREDIT SPA                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $24366.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $864131.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CLEVELAND-CLIFFS INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-9579.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | PEN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26217.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS SULTANATE OF OMAN                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21118.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $1113130.33   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TUI AG                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5548.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NAVIENT CORP                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-89232.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BATH & BODY WORKS INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3308.09     | -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      | $-630296.93   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TELECOM ITALIA SPA/MILANO                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13206.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/HUF FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1103347.79   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF BAHRAIN                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $190056.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-162450.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.36.V1                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-79586.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-160575.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $418749.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SUNRISE HOLDCO IV BV                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20968.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.EM.36.V1                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1061147.33  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED GROUP BV                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-36960.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-475620.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.PARIS.BESPOKE                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4425299.79   | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS DOMINICAN REPUBLIC                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $29982.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1468533.75   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.36.V1                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-530573.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $82799.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FIBERCOP SPA                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-9797.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/SGD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-198399.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HAPAG-LLOYD AG                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16724.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-58015.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $890504.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $75672.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS K HOVNANIAN ENTERPRISES INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-27209.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3533.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2730.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ORGANON & CO                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-38506.78    | -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      | $-755495.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS REPUBLIC OF FRANCE                                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-366446.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $129.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF FRANCE                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $13716.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF FRANCE                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $58080.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.44.V1                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1079662.83  | -0.00%            |  |  |  | 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      | $141684.75    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PREMIER FOODS FINANCE PLC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-40809.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STELLANTIS NV                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11560.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF BAHRAIN                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $84469.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $14133.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $242525.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/TWD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $129142.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FORD MOTOR CO                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12498.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BANCO BILBAO VIZCAYA ARGENTARIA                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $23670.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COTE D'IVOIRE                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $126725.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/PHP FORWARD                                                                  | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $78175.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS POST HOLDINGS INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3537.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | SWOP CDS CDX.NA.IG.45.V1                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |  -500000000 | OU      | $-407193.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MURPHY OIL CORPORATION                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4644.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $28267.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NORDSTROM INC                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6385.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1130515.75  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   549400000 | OU      | $57.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS KINGDOM OF BAHRAIN                                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $81504.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $17775.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PG&E CORP                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4696.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NCL CORP LTD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7407.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ADT CORP                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8112.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS REPUBLIC OF GREECE                                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $367389.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-951241.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SEALED AIR CORP                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16483.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS DEUTSCHE TELEKOM AG                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $149178.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $35551.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $215190.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $21011.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AIR FRANCE-KLM                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $864.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ONEMAIN FINANCE CORP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17676.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $337462.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF COTE D'IVOIRE                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-14454.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AMERICAN AIRLINES GROUP INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-80369.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | SWOP CDS CDX.NA.IG.45.V1                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        | -2250000000 | OU      | $-469626.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEW IMMO HOLDING SA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-23974.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TELECOM ITALIA SPA/MILANO                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15021.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS ALTICE FRANCE SA                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $229820.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-110242.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $6480.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VIRGIN MEDIA FINANCE PLC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-99674.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS THYSSENKRUPP AG                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17980.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STANDARD CHARTERED BANK                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $201381.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3713.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $170909.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MONITCHEM HOLDCO 3 SA                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-164517.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PITNEY BOWES INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26793.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS REPUBLIC OF ECUADOR                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $288329.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | TWD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-399249.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $551167.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | SGD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-416878.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CCO HOLDINGS LLC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-39153.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1987.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $135132.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3456.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ICELAND BONDCO PLC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-110583.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/PHP FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-204434.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $18278.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STELLANTIS NV                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10171.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-18206.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BOMBARDIER INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11908.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS CDX.EM.HY.44.V1                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-4114863.03  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-236477.92   | -0.00%            |  |  |  | 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      | $48505.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-20224.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KOHL'S CORP                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-110610.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $104687.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS ARAB REPUBLIC OF EGYPT                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10718.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1035.00      | 0.00%             |  |  |  | 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      | $-808081.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS CITIGROUP INC                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $638753.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-159799.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13284.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BOYD GAMING CORPORATION                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4263.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $67566.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $169026.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-470.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SUNRISE HOLDCO IV BV                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $23878.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $1781008.53   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS KINGDOM OF MOROCCO                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-91968.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ASHLAND INC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $21692.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PACHELBEL BIDCO SPA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-29433.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ROSSINI SARL                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14246.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CARNIVAL CORP                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14824.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-237810.34   | -0.00%            |  |  |  | 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      | $16559.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF ECUADOR                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $470721.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-113203.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $134984.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $691305.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COTE D'IVOIRE                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $126725.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SCHAEFFLER AG                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8760.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS FEDERAL REPUBLIC OF NIGERIA                                                  | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $343769.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-128460.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2433.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/IDR FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $244728.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5272.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ALLY FINANCIAL INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4910.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2741.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-469.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-112900.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2626.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOVERNMENT OF JAPAN                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $746490.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                          | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7830998.46  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS SULTANATE OF OMAN                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-52796.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ZIGGO BOND CO BV                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-79105.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-56215.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-594525.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $7051.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS EG GLOBAL FINANCE PLC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19302.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS INTESA SANPAOLO SPA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1105954.24  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8787.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                | TRY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $244035.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-42343.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BATH & BODY WORKS INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3821.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS ARAB REPUBLIC OF EGYPT                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $338871.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18155.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ALLWYN ENTERTAINMENT FINANCING UK PLC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-29906.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $81111.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MGM RESORTS INTERNATIONAL                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15272.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS ARAB REPUBLIC OF EGYPT                                                       | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $677743.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/PLN FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1016088.23  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KAIXO BONDCO TELECOM SA                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $24985.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-282251.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS IRON MOUNTAIN INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7598.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FORD MOTOR CREDIT CO LLC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12730.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CDS PETROLEOS MEXICANOS                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $155487.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $137791.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $104687.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF GREECE                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $162309.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HUB INTERNATIONAL LTD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11530.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ICELAND BONDCO PLC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-96885.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $13055.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        1095 | NC      | $109500.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | SGD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $269190.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-18919.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1382611.09   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/THB FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-342242.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $33119.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS HSBC BANK PLC                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $352776.02    | 0.00%             |  |  |  | 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      | $82492.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | SGD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $80487.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-141504.17   | -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      | $16559.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8759549.32   | 0.02%             |  |  |  | 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      | $10505.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | IDR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-67369.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS ORACLE CORP                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-444562.57   | -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      | $-1075780.45  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $36556.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $8781.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-679.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association         | FWD: TBOND 4.625 15-MAY-44 - 912810UB2 - underlier                               | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | N/A              | DIR              | CORP              | US        |    95175000 | NC      | $-900988.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS CDX.EM.36.V1                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2652868.32  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $298375.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        6755 | NC      | $-1237904.72  | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS SULTANATE OF OMAN                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-84473.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TENET HEALTHCARE CORP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $22623.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BORSE AKTIENGESELLSCHAFT                 | SWOP CDS CDX.NA.IG.45.V1                                                         | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | N/A              | DCR              | CORP              | DE        |  1300000000 | OU      | $154812.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $1053895.24   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS INTESA SANPAOLO SPA                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1348728.87  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS ARAB REPUBLIC OF EGYPT                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $338871.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2730.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS JAGUAR LAND ROVER AUTOMOTIVE PLC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28357.56    | -0.00%            |  |  |  | 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      | $93755.97     | 0.00%             |  |  |  | No            |                  3 | 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      | $44420.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $5957.98      | 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      | $33119.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FIBERCOP SPA                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11224.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.IG.45.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-38480734.80 | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF BAHRAIN                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $84469.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-113203.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $58653.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | CZK/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2261147.90  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS JAGUAR LAND ROVER AUTOMOTIVE PLC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-24812.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-236477.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $412462.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AEGON LTD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $31172.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16835.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $777718.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-58015.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $29804.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF BAHRAIN                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $168939.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | SGD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $197891.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-81225.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AMKOR TECHNOLOGY INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19816.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-56601.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-532759.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   381470000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $209374.63    | 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      | $887950.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $10505.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS KINGDOM OF BAHRAIN                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $337879.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERAL REPUBLIC OF NIGERIA                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $171884.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | KRW/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1496235.04  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-116030.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TENET HEALTHCARE CORP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19868.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3488.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CLOUD SOFTWARE GROUP INC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-32275.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COTE D'IVOIRE                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $126725.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OLIN CORP                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1652.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $212404.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ADT CORP                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7151.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BANK OF NOVA SCOTIA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $321725.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OLIN CORP                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1931.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS DOMINICAN REPUBLIC                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $59965.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS INTESA SANPAOLO SPA                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1588600.45  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COTE D'IVOIRE                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $253450.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GRIFOLS SA                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-32302.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NORDSTROM INC                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5555.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | IDR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-283766.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS GENERAL MOTORS CO                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $366661.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $263473.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $344479.80    | 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      | $85454.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-118238.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS SULTANATE OF OMAN                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-42236.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $345652.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company               | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-31641217.03 | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $76768.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COTE D'IVOIRE                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $316813.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-31529.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF BAHRAIN                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $211174.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $61414.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KINGDOM OF BAHRAIN                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-52178.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.36.V1                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-530573.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2546.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $81111.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $570859.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ONEMAIN FINANCE CORP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15451.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-56215.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS CDX.EM.44.V1                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-2159325.67  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AVIS BUDGET CAR RENTAL LLC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-69347.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-112430.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $14133.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LAMB WESTON HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9441.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $137791.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COTE D'IVOIRE                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $285132.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.PARIS.BESPOKE                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $215882.21    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-112900.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERAL REPUBLIC OF NIGERIA                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $171884.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-64230.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CMA CGM SA                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22531.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $60986.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6737.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SCHAEFFLER AG                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9949.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GRIFOLS SA                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28270.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CMA CGM SA                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-25754.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2483.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/CLP FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $351587.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS KINGDOM OF BAHRAIN                                                           | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $168939.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS SULTANATE OF OMAN                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-42236.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-128460.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $427274.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GENERAL MOTORS CO                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13201.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3753.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $7038.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | SWOP CDS CDX.NA.HY.45.V1                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |   -65210000 | OU      | $-106450.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $65279.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DELTA AIR LINES INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12380.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS EON INTERNATIONAL FINANCE BV                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-597363.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-397.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS DOMINICAN REPUBLIC                                                           | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $59965.81     | 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      | $1075780.45   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARAMARK SERVICES INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19252.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20277.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COTE D'IVOIRE                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $126725.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.44.V1                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1079662.83  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $275583.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HAPAG-LLOYD AG                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19129.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $21482.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | SWOP CDS CDX.NA.HY.45.V1                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        |  -105090000 | OU      | $-171552.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2104.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ALLY FINANCIAL INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4262.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12818.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $345652.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3263.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-56215.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2364.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LANXESS AG                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $34.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS BANK OF NOVA SCOTIA                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-255909.85   | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | COP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5722106.61   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CONSTELLIUM SE                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-34206.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF MOROCCO                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-45984.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DEUTSCHE BANK AG                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12463.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $39640.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LINCOLN NATIONAL CORP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9317.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-81225.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-113203.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DEUTSCHE BANK AG                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9941.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8545.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $209374.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED AIRLINES HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4073.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DEUTSCHE LUFTHANSA AG                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11436.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $954193.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -549400000 | OU      | $-1627588.17  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BOBL                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -2271 | NC      | $1033225.77   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CARNIVAL CORP                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13033.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNIVISION COMMUNICATIONS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7440.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $164984.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS CANADIAN IMPERIAL BANK OF COMMERCE                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $81121.12     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bank of America, National Association             | USD/TRY FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $189979.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-54217.70    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-118681.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-64230.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $691305.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-324901.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF MOROCCO                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22992.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-141808.75   | -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      | $170909.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $44514.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-91032.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ZIGGO BOND CO BV                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-90300.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $81119.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF BAHRAIN                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $84469.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERAL REPUBLIC OF NIGERIA                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $171884.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | EUR/CZK FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9625.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-56601.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-18206.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | USD/TRY FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $72923.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $571117.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $445252.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-141288.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2469892.49  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-56723.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF MOROCCO                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22992.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $18202.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ELO SACA                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8098.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITI GROUP INC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-50265.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $175751.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $275583.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DEUTSCHE TELEKOM AG                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1076160.47  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-56601.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-81225.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1814.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $445252.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $345652.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-475620.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KB HOME                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1337.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-224860.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.36.V1                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-530573.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $405555.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TEGNA INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15662.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS INTERNATIONAL GAME TECHNOLOGY                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8554.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | SWOP CDS CDX.NA.IG.45.V1                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |   250000000 | OU      | $39961.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-56723.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED GROUP BV                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-42218.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -261508333 | OU      | $-13801.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF GREECE                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $166796.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-56601.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED AIRLINES HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4694.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $91390.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $134984.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-118238.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-113447.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF FRANCE                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-5547.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SOCIETE GENERALE SA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17613.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BORSE AKTIENGESELLSCHAFT                 | SWOP CDS CDX.NA.IG.45.V1                                                         | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | N/A              | DCR              | CORP              | DE        | -1300000000 | OU      | $-52319.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS SULTANATE OF OMAN                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21118.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-56723.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TEVA PHARMACEUTICAL INDUSTRIES LIMITED                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19999.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEXI SPA                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19475.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $36404.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $658684.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COTE D'IVOIRE                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $253450.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VALEO SE                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1245.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-56215.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS ARAB REPUBLIC OF EGYPT                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $169435.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.PARIS.BESPOKE                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-29419.79    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS SOFTBANK GROUP CORP                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-79093.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $26111.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS SIMON PROPERTY GROUP LP                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $320591.91    | 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      | $36404.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $59769.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-572024.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association         | FWD: TBOND 4.500 15-FEB-44 912810TZ1 - underlier                                 | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | N/A              | DIR              | CORP              | US        |   245460000 | NC      | $-1282589.87  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS ARAB REPUBLIC OF EGYPT                                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $338871.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $104687.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-112900.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-226894.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LUMEN TECHNOLOGIES INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-31856.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS SASOL LTD                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $519334.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS DOMINICAN REPUBLIC                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $29982.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.ZERMATT                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $344237.30    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $30707.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $85454.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-237810.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS CDX.EM.35.V1                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-232408.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ILIAD HOLDING SASU                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19201.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEXI SPA                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22268.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS SULTANATE OF OMAN                                                            | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21118.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $30707.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -549400000 | OU      | $-955745.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $445252.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BOYD GAMING CORPORATION                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3695.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROBRAS GLOBAL FINANCE BV                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $517.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DAVITA INC                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4723.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF MOROCCO                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-51732.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS KINGDOM OF BAHRAIN                                                           | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $168939.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VOLVO CAR AB                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $326.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |   -20000000 | OU      | $-53.60       | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $30707.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF MOROCCO                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-22992.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15895.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.35.V1                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $123951.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PITNEY BOWES INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-30617.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VOLKSWAGEN INTERNATIONAL FINANCE NV                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19737.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GAP INC                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18511.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS DOMINICAN REPUBLIC                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $29982.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COTE D'IVOIRE                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $506901.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERAL REPUBLIC OF NIGERIA                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $386740.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS NOMURA HOLDINGS INC                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $358638.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $162222.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10123.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARCELORMITTAL SA                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20741.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LIFEPOINT HEALTH INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6198.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEOS FINANCE PLC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-566594.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS KINGDOM OF NORWAY                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-31359.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1940.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF BAHRAIN                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $84469.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AVIENT CORP                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11320.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-295597.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $16599.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-58015.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS REPUBLIC OF ECUADOR                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $193712.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       27212 | NC      | $-24198967.15 | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ROYAL CARIBBEAN CRUISES LTD                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20422.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1552226.68  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS PETROLEOS MEXICANOS                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $614300.13    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DXC TECHNOLOGY CO                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12711.56     | 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      | $-318892.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FORD MOTOR CO                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14307.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10061.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-237810.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $67566.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STENA AB                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-36180.64    | -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      | $1285.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $6962.23      | 0.00%             |  |  |  | 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        |       15886 | NC      | $-18210834.70 | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEWELL BRANDS INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-91787.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $6541.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $28267.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS DOMINICAN REPUBLIC                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $67461.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BARCLAYS PLC                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5089.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $209374.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS TOTAL ENERGIES SE                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $277948.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS INTESA SANPAOLO SPA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-514397.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DEUTSCHE TELEKOM AG                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1216000.54  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS DOMINICAN REPUBLIC                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $74957.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS KINGDOM OF SPAIN                                                             | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2448939.72  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-64230.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CAESARS ENTERTAINMENT INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-41737.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $16223.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-113447.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $70668.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS ARAB REPUBLIC OF EGYPT                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $169435.81    | 0.00%             |  |  |  | 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      | $48505.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS RAKUTEN GROUP INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-36336.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS UNITED STATES TREASURY NOTE/BOND                                             | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $87256.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-225801.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | FWD: TBOND 3.625 15-FEB-44 - 912810RE0 - underlier                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   200000000 | NC      | $-303304.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4443.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CONSTELLIUM SE                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-39075.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.44.V1                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2159325.67  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-81225.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | CZK/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $447432.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $137791.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TELEFONICA SA                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-379669.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2528.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AIR FRANCE-KLM                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $939.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS UNITEDHEALTH GROUP INC                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $110976.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NRG ENERGY INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11878.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CCO HOLDINGS LLC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-34275.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-64230.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AVIS BUDGET CAR RENTAL LLC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-79167.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7291.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-140538.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF SLOVAKIA                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $303148.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DEUTSCHE TELEKOM AG                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-304000.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FORVIA SE                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5146.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-225801.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $52527.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS COLOMBIA TELECOMUNICACIONES SA ESP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $16513.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS POST HOLDINGS INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3141.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DOMTAR CORP                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-525419.31   | -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      | $1061298.89   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF SERBIA                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $13820.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-911.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $14133.71     | 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      | $85454.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF FRANCE                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-274271.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1958.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.ZERMATT                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5046370.55   | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   549400000 | OU      | $3128068.15   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7275.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $16891.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ROMANIA                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $33946.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3760.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-56723.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US ULTRA BOND                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       11757 | NC      | $-21464087.78 | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ELECTROLUX AB                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10668.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GENWORTH HOLDINGS INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11688.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $13055.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SES SA                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1025.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4550.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-585.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS CDX.NA.HY.43.V1                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $77516.45     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOODYEAR TIRE                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-39616.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NABORS INDUSTRIES INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28706.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-18206.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LOXAM SAS                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-35065.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $31565.71     | 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      | $35150.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | SWOP CDS CDX.NA.IG.45.V1                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        | -2250000000 | OU      | $-1983796.11  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $135132.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | TRS TELEFONICA EUROPE BV                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $405680.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NCL CORP LTD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8498.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | TRS IBOXIG INDEX                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $345940.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $5909209.11   | 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      | $-729586.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | TRS INTESA SANPAOLO SPA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $90081.56     | 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      | $9437257.84   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $22572028.95  | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | TRS DEUTSCHE TELEKOM INTL FIN                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-83495.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | TRS INTESA SANPAOLO SPA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $76855.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | TRS INTESA SANPAOLO SPA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $111514.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | TRS INTESA SANPAOLO SPA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $70048.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/SGD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8111196.88  | -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      | $1897376.39   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | TRS BANQUE FEDERATIVE DU CREDIT MUTUEL                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $138.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | TRS IBOXIG INDEX                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $229412.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | TRS TRSBENCH22 INDEX                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCO              | CORP              | US        |           1 | NC      | $118085.04    | 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      | $36286149.41  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-15979047.86 | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3304747.76  | -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      | $-15553456.30 | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | TRS DEUTSCHE TELEKOM                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-90819.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | TRS GOLDMAN SACHS GRP INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $60638.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $98.12        | 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      | $21400985.83  | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $7095478.11   | 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      | $39069869.39  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | TRS TRSBENCH1 INDEX                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2434384.50   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | TRS TREASURY BOND                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1230485.96   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-11182968.80 | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | TRS DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-358125.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3202355.88   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | TRS TRSBENCH21 INDEX                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5131390.24   | 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      | $18371664.15  | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS KINGDOM OF MOROCCO                                                           | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-45984.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | TRS EON INTERNATIONAL FINANCE BV                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-113802.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |           1 | NC      | $10718156.08  | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $738799.07    | 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      | $-11362615.61 | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $86540.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4515774 | PA      | $4310361.25   | 0.01%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31404P5N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44172 | PA      | $44805.28     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan                    | Laurel Road Prime Student Loan Trust 2019-A                                      | CUSIP: 51889RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22452014 | PA      | $9975173.86   | 0.02%             | 2048-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    29114657 | PA      | $23855332.19  | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   448890000 | PA      | $438018445.31 | 0.84%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CECONOMY AG                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $22298.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                          | Diversified Healthcare Trust                                                     | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12085000 | PA      | $11712164.74  | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2010000 | PA      | $1857183.62   | 0.00%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                         | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    27660000 | PA      | $27374825.40  | 0.05%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2023-5YR2                                                                  | CUSIP: 06211CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    30000000 | PA      | $31512315.00  | 0.06%             | 2056-07-15      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                  | Marathon CLO 2020-15 Ltd                                                         | CUSIP: 56579UBE5<br>LEI: 549300T57AS4PEWI4U14 | Long             | ABS-CBDO         | CORP              | KY        |    55000000 | PA      | $55199529.00  | 0.11%             | 2037-08-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51163.06     | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    19050000 | PA      | $18043451.34  | 0.03%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Dukes Education                                   | DUKES EDUCATION GRP LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1273772 | PA      | $1509865.52   | 0.00%             | 2028-11-27      | None          | 7.62%                 | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     6005000 | PA      | $6296335.67   | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    96825731 | PA      | $89564101.13  | 0.17%             | 2052-04-20      | Fixed         | 3.50%                 | 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      | $104687.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    52470000 | PA      | $52425173.67  | 0.10%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    12235000 | PA      | $12117272.63  | 0.02%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3745000 | PA      | $3396544.98   | 0.01%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                | Tikehau US CLO V Ltd                                                             | CUSIP: 88675YAA2<br>LEI: 254900B2V9LYKTKKHF52 | Long             | ABS-CBDO         | CORP              | BM        |    27500000 | PA      | $27535783.00  | 0.05%             | 2036-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    63055000 | PA      | $27715269.46  | 0.05%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                | Tikehau US CLO VI Ltd                                                            | CUSIP: 88676PAA0<br>LEI: 254900G2SWUGII8WH893 | Long             | ABS-CBDO         | CORP              | BM        |    56000000 | PA      | $56208521.60  | 0.11%             | 2037-07-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1159378.92   | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    23345000 | PA      | $24169972.61  | 0.05%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                     | Radnor RE 2023-1 Ltd                                                             | CUSIP: 75050KAA4<br>LEI: 254900P3K895250PCC81 | Long             | ABS-MBS          | CORP              | BM        |     1820184 | PA      | $1826887.53   | 0.00%             | 2033-07-25      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    75220648 | PA      | $74034489.52  | 0.14%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4055.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $18278.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140X8VV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      335707 | PA      | $313646.96    | 0.00%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    24254000 | PA      | $24054364.69  | 0.05%             | 2026-08-10      | Fixed         | 2.70%                 | 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        |     1792675 | PA      | $1817880.01   | 0.00%             | 2041-09-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                     | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14565600 | PA      | $14565600.00  | 0.03%             | 2038-04-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31402K6W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         109 | PA      | $110.83       | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8614448 | PA      | $8691996.21   | 0.02%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    94960000 | PA      | $89919713.12  | 0.17%             | 2056-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TFS_18-3-A1                                       | TFS_18-3-A1                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | LU        |    26630110 | PA      | $23674500.98  | 0.05%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    15135000 | PA      | $15579684.65  | 0.03%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                      | Nordson Corp                                                                     | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    17995000 | PA      | $18115532.56  | 0.03%             | 2029-12-15      | Fixed         | 4.50%                 | 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      | $18202.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit                    | SG Commercial Mortgage Securities Trust 2019-PREZ                                | CUSIP: 78430EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35000000 | PA      | $32411526.00  | 0.06%             | 2039-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2024-HE2                                     | CUSIP: 36271AAA1<br>LEI: 254900W4Z6DJOVCWAH28 | Long             | ABS-O            | CORP              | US        |    42754981 | PA      | $42890047.94  | 0.08%             | 2055-01-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    21154850 | PA      | $18125096.47  | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2021-VII Ltd                                                        | CUSIP: 12567HAQ5<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |    63250000 | PA      | $63351819.85  | 0.12%             | 2035-01-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2790000 | PA      | $2814074.21   | 0.01%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Dukes Education                                   | DUKES EDUCATION GROUP LTD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    15806544 | PA      | $21628884.24  | 0.04%             | 2028-11-27      | Floating      | 8.12%                 | No            |                  3 | On Loan: No      |
| PGIM Corporate Bond 5-10 Year ETF                 | PGIM Corporate Bond 5-10 Year ETF                                                | CUSIP: 69344A743<br>LEI: 529900047IV4FYTVWU33 | Long             | EC               | RF                | US        |     1450000 | NS      | $73685375.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                          | University of Southern California                                                | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     5210000 | PA      | $2989191.34   | 0.01%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2875231.10   | 0.01%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL SCHOOLS PARTNERSHIP                 | INTERNATIONAL SCHOOLS PARTNERSHIP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    48043453 | PA      | $47803235.73  | 0.09%             | 2031-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP CDS CDX.NA.HY.45.V1                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |  -105770000 | OU      | $-120844.33   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                     | State of California                                                              | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      275000 | PA      | $331837.88    | 0.00%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31287V6U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1069 | PA      | $1106.36      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                       | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50908.56     | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B10 Mortgage Trust                                                | CUSIP: 08162VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39417921 | PA      | $38546335.44  | 0.07%             | 2062-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     6445000 | PA      | $6679515.46   | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3725000 | PA      | $4356096.43   | 0.01%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                           | Principal Financial Group Inc                                                    | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      760000 | PA      | $652957.42    | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    27265000 | PA      | $24896290.42  | 0.05%             | 2032-04-19      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    21930000 | PA      | $21592503.07  | 0.04%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                    | Ginnie Mae                                                                       | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    90000000 | PA      | $89978593.50  | 0.17%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS INTESA SANPAOLO SPA                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-674364.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      990000 | PA      | $734391.12    | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | CUSIP: 46591EAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    65497000 | PA      | $1758712.34   | 0.00%             | 2052-06-13      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31287V6T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         658 | PA      | $681.23       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES7                                                    | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20638032 | PA      | $20729674.92  | 0.04%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6925000 | PA      | $2166103.34   | 0.00%             | 2048-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                        | Sixth Street CLO XVII Ltd                                                        | CUSIP: 83012FAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3250000 | PA      | $3253167.78   | 0.01%             | 2038-04-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2019-BNK21                                                                  | CUSIP: 06540BBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   206158000 | PA      | $2468206.04   | 0.00%             | 2052-10-17      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4920850.90   | 0.01%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     9414000 | PA      | $6253695.48   | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                       | GSAMP Trust 2004-AR1                                                             | CUSIP: 36228F6P6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      682148 | PA      | $755574.20    | 0.00%             | 2034-06-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FORVIA SE                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4469.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16907746 | PA      | $17440146.44  | 0.03%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    16452000 | PA      | $15921611.76  | 0.03%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     6885000 | PA      | $7021537.12   | 0.01%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FAV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      211012 | PA      | $217041.21    | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    22794000 | PA      | $20398042.88  | 0.04%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6745000 | PA      | $5324242.46   | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP REV                    | Empire State Development Corp                                                    | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    14730000 | PA      | $15290291.12  | 0.03%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31376KEX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7056 | PA      | $7226.40      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XFWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2192297 | PA      | $1877125.47   | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ICG Euro CLO                                      | ICG Euro CLO 2023-2 DAC                                                          | CUSIP: 000000000<br>LEI: 5493000GNZH2JWC7EQ58 | Long             | ABS-CBDO         | CORP              | IE        |    20000000 | PA      | $23791837.87  | 0.05%             | 2038-01-26      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-112900.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    32717000 | PA      | $29114173.82  | 0.06%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CFK Trust                                         | CFK Trust 2019-FAX                                                               | CUSIP: 12528XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14250000 | PA      | $13966942.28  | 0.03%             | 2039-01-15      | Fixed         | 4.08%                 | 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        |     3718640 | PA      | $3839533.05   | 0.01%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Trinity Square PLC                                | Trinitas Euro CLO VI DAC                                                         | CUSIP: 000000000<br>LEI: 635400LWFWL9KRF4UY56 | Long             | ABS-CBDO         | CORP              | IE        |    31600000 | PA      | $37625616.77  | 0.07%             | 2039-01-15      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     4905000 | PA      | $4945379.04   | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| DIVERSIFIED HEALTHCARE T                          | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8153000 | PA      | $7272098.50   | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | 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        |     2652000 | PA      | $2701854.95   | 0.01%             | 2041-12-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                           | Bryant Park Funding 2023-21 Ltd                                                  | CUSIP: 117650AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    40500000 | PA      | $40669290.00  | 0.08%             | 2038-10-18      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FLBW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13137315 | PA      | $12513223.19  | 0.02%             | 2049-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31287V2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         290 | PA      | $305.69       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/PHP FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-112996.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                    | HPS Loan Management 2025-26 Ltd                                                  | CUSIP: 44333QAA6<br>LEI: 52990035KBWSOMZIZ589 | Long             | ABS-CBDO         | CORP              | KY        |    55750000 | PA      | $56050213.75  | 0.11%             | 2038-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   115217638 | PA      | $98779323.11  | 0.19%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                     | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    10440000 | PA      | $10795327.86  | 0.02%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                       | CUSIP: 21H062628<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    51500000 | PA      | $53253393.72  | 0.10%             | 2056-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                    | Bain Capital Credit CLO 2022-4 Ltd                                               | CUSIP: 05685BAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    27000000 | PA      | $27099297.90  | 0.05%             | 2037-10-16      | Floating      | 5.05%                 | 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        |     1481098 | NS      | $14.81        | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    75624301 | PA      | $75789729.36  | 0.14%             | 2041-08-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   679595000 | PA      | $664622672.66 | 1.27%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    30952000 | PA      | $30808116.06  | 0.06%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1000274.82   | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $122829.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H1 Mortgage Trust                                                     | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3734228 | PA      | $3781945.45   | 0.01%             | 2070-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                         | Anchorage Capital CLO 25 Ltd                                                     | CUSIP: 03329WAA5<br>LEI: 5493004RXURZCE1LR038 | Long             | ABS-CBDO         | CORP              | KY        |    21000000 | PA      | $21028526.40  | 0.04%             | 2035-04-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Freddie Mac Coupon Strips                                                        | CUSIP: 3134A4CP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     1655000 | PA      | $1343852.62   | 0.00%             | 2031-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Archwest Mortgage Trust                           | Archwest Mortgage Trust 2025-RTL1                                                | CUSIP: 039966AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14000000 | PA      | $14056324.80  | 0.03%             | 2040-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BKH29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    26887182 | PA      | $861414.21    | 0.00%             | 2033-07-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                    | Carval Clo VIII-C Ltd                                                            | CUSIP: 14686NAL5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-CBDO         | CORP              | JE        |    20000000 | PA      | $20080436.00  | 0.04%             | 2037-10-22      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    65450000 | PA      | $67547366.99  | 0.13%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    38043604 | PA      | $32568378.82  | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PGIM Corporate Bond 0-5 Year ETF                  | PGIM Corporate Bond 0-5 Year ETF                                                 | CUSIP: 69344A750<br>LEI: 529900FOCAPT3GN1O867 | Long             | EC               | RF                | US        |      100000 | NS      | $5056480.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                          | University of Southern California                                                | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     9375000 | PA      | $7500581.41   | 0.01%             | 2047-10-01      | Fixed         | 3.84%                 | 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      | $70300.74     | 0.00%             |  |  |  | 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        |    40252500 | PA      | $34013362.50  | 0.07%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                     | CUSIP: 448814DB6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    18667000 | PA      | $21310613.07  | 0.04%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                 | ONEOK Partners LP                                                                | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5471233.35   | 0.01%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A       | LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A                                      | CUSIP: 518888102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    82210000 | PA      | $10732331.97  | 0.02%             | 2043-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     6804000 | PA      | $7459744.56   | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-7                                                | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |    42813189 | PA      | $43102978.76  | 0.08%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                          | LUMEN TECHNOLOGIES INC                                                           | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     1991825 | PA      | $1985351.56   | 0.00%             | 2029-04-16      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8230116 | PA      | $7688074.51   | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    19835000 | PA      | $19920816.87  | 0.04%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XGJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    25725719 | PA      | $23976488.69  | 0.05%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | SGD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $367787.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                     | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     9575000 | PA      | $10132379.94  | 0.02%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                             | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     4090000 | PA      | $4713624.60   | 0.01%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    14375000 | PA      | $13760860.05  | 0.03%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     7070000 | PA      | $7218310.93   | 0.01%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PENTA CLO 3 DESIGNATED ACTIVIT                    | Penta CLO 3 DAC                                                                  | CUSIP: 000000000<br>LEI: 6354005OXNNWWOAOCX44 | Long             | ABS-CBDO         | CORP              | IE        |    34750000 | PA      | $41273306.68  | 0.08%             | 2038-10-17      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   544830000 | PA      | $498349190.63 | 0.95%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    19375000 | PA      | $19099958.31  | 0.04%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO LTD                             | Barrow Hanley CLO III Ltd                                                        | CUSIP: 06875VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    43250000 | PA      | $43363591.80  | 0.08%             | 2037-04-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                    | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    37700000 | PA      | $37578932.70  | 0.07%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-AIR2                                           | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    70643617 | PA      | $70731921.98  | 0.14%             | 2041-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer