PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Long-Term Investments 88.8% | |||||
Sovereign Bonds 79.9% | |||||
Angola 0.7% | |||||
Angolan Government International Bond, Sr. Unsec’d. Notes | 9.500 % | 11/12/25 | 400 | $364,874 | |
Argentina 0.4% | |||||
Argentine Republic Government International Bond, Sr. Unsec’d. Notes | 5.625 | 01/26/22 | 180 | 79,474 | |
Provincia de Buenos Aires/Government Bonds, | |||||
Sr. Unsec’d. Notes | 9.125 | 03/16/24 | 200 | 87,593 | |
Sr. Unsec’d. Notes | 9.950 | 06/09/21 | 140 | 60,829 | |
227,896 | |||||
Brazil 1.6% | |||||
Brazil Minas SPE via State of Minas Gerais, Gov’t. Gtd. Notes | 5.333 | 02/15/28 | 188 | 192,700 | |
Brazil Notas do Tesouro Nacional, | |||||
Notes | 10.000 | 01/01/31 | BRL | 200 | 47,766 |
Notes, Series F | 10.000 | 01/01/27 | BRL | 1,100 | 255,025 |
Notes, Series NTNF | 10.000 | 01/01/29 | BRL | 1,400 | 330,374 |
Brazilian Government International Bond, Sr. Unsec’d. Notes | 8.500 | 01/05/24 | BRL | 54 | 11,633 |
837,498 | |||||
Chile 2.9% | |||||
Bonos de la Tesoreria de la Republica en pesos, | |||||
Bonds | 4.500 | 03/01/26 | CLP | 280,000 | 429,394 |
Bonds | 5.000 | 03/01/35 | CLP | 180,000 | 299,175 |
Bonds, Series 30YR | 6.000 | 01/01/43 | CLP | 190,000 | 375,725 |
Unsec’d. Notes, 144A | 4.700 | 09/01/30 | CLP | 260,000 | 413,398 |
1,517,692 | |||||
China 4.7% | |||||
China Government Bond, | |||||
Bonds, Series 1906 | 3.290 | 05/23/29 | CNH | 6,690 | 974,225 |
Bonds, Series 1910 | 3.860 | 07/22/49 | CNH | 3,110 | 458,194 |
Bonds, Series INBK | 1.990 | 04/09/25 | CNH | 6,500 | 902,406 |
Bonds, Series INBK | 2.680 | 05/21/30 | CNH | 1,000 | 139,583 |
2,474,408 |
1
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Colombia 4.3% | |||||
Colombian TES, | |||||
Bonds, Series B | 6.000 % | 04/28/28 | COP | 4,531,000 | $1,267,528 |
Bonds, Series B | 7.500 | 08/26/26 | COP | 500,000 | 154,920 |
Bonds, Series B | 6.250 | 11/26/25 | COP | 500,000 | 147,240 |
Bonds, Series B | 7.000 | 06/30/32 | COP | 1,187,600 | 333,726 |
Bonds, Series B | 7.250 | 10/18/34 | COP | 829,000 | 232,348 |
Bonds, Series B | 7.750 | 09/18/30 | COP | 500,000 | 152,238 |
2,288,000 | |||||
Czech Republic 2.6% | |||||
Czech Republic Government Bond, | |||||
Bonds, Series 049 | 4.200 | 12/04/36 | CZK | 3,500 | 227,358 |
Bonds, Series 053 | 4.850 | 11/26/57 | CZK | 1,850 | 140,261 |
Bonds, Series 094 | 0.950 | 05/15/30 | CZK | 5,600 | 252,673 |
Bonds, Series 100 | 0.250 | 02/10/27 | CZK | 6,800 | 294,870 |
Bonds, Series 103 | 2.000 | 10/13/33 | CZK | 5,620 | 283,214 |
Bonds, Series 105 | 2.750 | 07/23/29 | CZK | 3,500 | 183,277 |
1,381,653 | |||||
Dominican Republic 0.3% | |||||
Dominican Republic International Bond, Sr. Unsec’d. Notes | 9.750 | 06/05/26 | DOP | 8,000 | 133,577 |
Egypt 0.4% | |||||
Egypt Government International Bond, Sr. Unsec’d. Notes, 144A, MTN | 4.750 | 04/11/25 | EUR | 175 | 199,738 |
El Salvador 0.2% | |||||
El Salvador Government International Bond, Sr. Unsec’d. Notes | 7.750 | 01/24/23 | 125 | 123,011 | |
Gabon 0.8% | |||||
Gabon Government International Bond, | |||||
Bonds | 6.375 | 12/12/24 | 200 | 197,181 | |
Sr. Unsec’d. Notes | 6.950 | 06/16/25 | 200 | 196,724 | |
393,905 |
2
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Ghana 0.5% | |||||
Ghana Government International Bond, Sr. Unsec’d. Notes | 8.125 % | 01/18/26 | 285 | $286,946 | |
Hungary 3.3% | |||||
Hungary Government Bond, | |||||
Bonds, Series 24/C | 2.500 | 10/24/24 | HUF | 40,000 | 144,557 |
Bonds, Series 25/B | 5.500 | 06/24/25 | HUF | 219,080 | 902,711 |
Bonds, Series 26/D | 2.750 | 12/22/26 | HUF | 50,000 | 184,215 |
Bonds, Series 27/A | 3.000 | 10/27/27 | HUF | 42,680 | 159,446 |
Bonds, Series 28/A | 6.750 | 10/22/28 | HUF | 56,680 | 266,350 |
Bonds, Series 38/A | 3.000 | 10/27/38 | HUF | 21,890 | 78,408 |
1,735,687 | |||||
Indonesia 9.3% | |||||
Indonesia Treasury Bond, | |||||
Bonds, Series 063 | 5.625 | 05/15/23 | IDR | 2,250,000 | 155,869 |
Bonds, Series 070 | 8.375 | 03/15/24 | IDR | 7,910,000 | 587,149 |
Bonds, Series 056 | 8.375 | 09/15/26 | IDR | 6,561,000 | 495,429 |
Bonds, Series 059 | 7.000 | 05/15/27 | IDR | 7,765,000 | 543,851 |
Bonds, Series 064 | 6.125 | 05/15/28 | IDR | 2,400,000 | 158,329 |
Bonds, Series 065 | 6.625 | 05/15/33 | IDR | 3,200,000 | 208,219 |
Bonds, Series 068 | 8.375 | 03/15/34 | IDR | 4,950,000 | 368,544 |
Bonds, Series 071 | 9.000 | 03/15/29 | IDR | 4,310,000 | 333,804 |
Bonds, Series 072 | 8.250 | 05/15/36 | IDR | 4,760,000 | 351,087 |
Bonds, Series 073 | 8.750 | 05/15/31 | IDR | 8,805,000 | 674,181 |
Bonds, Series 075 | 7.500 | 05/15/38 | IDR | 4,900,000 | 339,239 |
Bonds, Series 077 | 8.125 | 05/15/24 | IDR | 3,500,000 | 258,318 |
Bonds, Series 078 | 8.250 | 05/15/29 | IDR | 5,750,000 | 430,139 |
4,904,158 | |||||
Iraq 0.5% | |||||
Iraq International Bond, Sr. Unsec’d. Notes | 6.752 | 03/09/23 | 280 | 266,861 | |
Ivory Coast 0.6% | |||||
Ivory Coast Government International Bond, Sr. Unsec’d. Notes | 5.125 | 06/15/25 | EUR | 265 | 316,406 |
3
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Malaysia 6.1% | |||||
Malaysia Government Bond, | |||||
Bonds, Series 115 | 3.955 % | 09/15/25 | MYR | 1,150 | $295,298 |
Bonds, Series 116 | 3.800 | 08/17/23 | MYR | 750 | 186,226 |
Bonds, Series 118 | 3.882 | 03/14/25 | MYR | 1,977 | 502,304 |
Bonds, Series 217 | 4.059 | 09/30/24 | MYR | 335 | 85,250 |
Bonds, Series 219 | 3.885 | 08/15/29 | MYR | 1,000 | 261,323 |
Bonds, Series 311 | 4.392 | 04/15/26 | MYR | 285 | 75,035 |
Bonds, Series 316 | 3.900 | 11/30/26 | MYR | 2,370 | 613,694 |
Bonds, Series 317 | 4.762 | 04/07/37 | MYR | 500 | 140,246 |
Bonds, Series 411 | 4.232 | 06/30/31 | MYR | 280 | 75,488 |
Bonds, Series 413 | 3.844 | 04/15/33 | MYR | 140 | 35,991 |
Bonds, Series 417 | 3.899 | 11/16/27 | MYR | 1,370 | 358,074 |
Bonds, Series 419 | 3.828 | 07/05/34 | MYR | 500 | 129,528 |
Bonds, Series 513 | 3.733 | 06/15/28 | MYR | 730 | 188,635 |
Bonds, Series 518 | 4.921 | 07/06/48 | MYR | 445 | 127,255 |
Malaysia Government Investment Issue, Bonds, Series 617 | 4.724 | 06/15/33 | MYR | 600 | 166,779 |
3,241,126 | |||||
Mexico 2.4% | |||||
Mexican Bonos, | |||||
Bonds, Series M | 7.750 | 05/29/31 | MXN | 7,800 | 400,436 |
Bonds, Series M30 | 10.000 | 11/20/36 | MXN | 4,600 | 281,566 |
Sr. Unsec’d. Notes, Series M | 7.750 | 11/13/42 | MXN | 5,400 | 269,451 |
Sr. Unsec’d. Notes, Series M | 8.500 | 05/31/29 | MXN | 2,500 | 133,974 |
Sr. Unsec’d. Notes, Series M30 | 8.500 | 11/18/38 | MXN | 3,700 | 200,135 |
1,285,562 | |||||
Nigeria 0.4% | |||||
Nigeria Government International Bond, Sr. Unsec’d. Notes | 7.625 | 11/21/25 | 200 | 206,080 | |
Pakistan 0.8% | |||||
Third Pakistan International Sukuk Co. Ltd. (The), Sr. Unsec’d. Notes, 144A | 5.625 | 12/05/22 | 400 | 395,847 | |
Peru 3.7% | |||||
Peru Government Bond, | |||||
Bonds | 6.950 | 08/12/31 | PEN | 190 | 67,985 |
Sr. Unsec’d. Notes, 144A | 5.350 | 08/12/40 | PEN | 1,000 | 293,233 |
4
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Peru (cont’d.) | |||||
Peru Government Bond, (cont’d.) | |||||
Sr. Unsec’d. Notes, 144A | 5.940 % | 02/12/29 | PEN | 200 | $67,823 |
Sr. Unsec’d. Notes, 144A | 6.150 | 08/12/32 | PEN | 1,150 | 385,882 |
Peruvian Government International Bond, | |||||
Sr. Unsec’d. Notes | 6.350 | 08/12/28 | PEN | 305 | 105,729 |
Sr. Unsec’d. Notes | 6.900 | 08/12/37 | PEN | 871 | 304,844 |
Sr. Unsec’d. Notes | 6.950 | 08/12/31 | PEN | 538 | 192,415 |
Sr. Unsec’d. Notes | 8.200 | 08/12/26 | PEN | 1,472 | 553,279 |
1,971,190 | |||||
Philippines 0.2% | |||||
Philippine Government Bond, Bonds, Series 1060 | 3.625 | 09/09/25 | PHP | 5,600 | 120,645 |
Poland 5.3% | |||||
Republic of Poland Government Bond, | |||||
Bonds, Series 0428 | 2.750 | 04/25/28 | PLN | 900 | 269,442 |
Bonds, Series 0725 | 3.250 | 07/25/25 | PLN | 1,671 | 502,782 |
Bonds, Series 0726 | 2.500 | 07/25/26 | PLN | 3,740 | 1,094,673 |
Bonds, Series 0727 | 2.500 | 07/25/27 | PLN | 1,300 | 382,366 |
Bonds, Series 1029 | 2.750 | 10/25/29 | PLN | 1,740 | 528,029 |
2,777,292 | |||||
Romania 2.3% | |||||
Romania Government Bond, | |||||
Bonds | 5.000 | 02/12/29 | RON | 500 | 130,835 |
Bonds, Series 05YR | 4.250 | 06/28/23 | RON | 2,670 | 664,137 |
Bonds, Series 07YR | 3.250 | 04/29/24 | RON | 750 | 180,728 |
Bonds, Series 10YR | 5.850 | 04/26/23 | RON | 460 | 118,984 |
Bonds, Series 15YR | 3.650 | 09/24/31 | RON | 590 | 136,671 |
1,231,355 | |||||
Russia 2.4% | |||||
Russian Federal Bond - OFZ, | |||||
Bonds, Series 6212 | 7.050 | 01/19/28 | RUB | 19,800 | 290,784 |
Bonds, Series 6218 | 8.500 | 09/17/31 | RUB | 14,092 | 229,053 |
Bonds, Series 6221 | 7.700 | 03/23/33 | RUB | 27,090 | 418,137 |
5
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Russia (cont’d.) | |||||
Russian Federal Bond - OFZ, (cont’d.) | |||||
Bonds, Series 6228 | 7.650 % | 04/10/30 | RUB | 13,800 | $210,026 |
Bonds, Series 6230 | 7.700 | 03/16/39 | RUB | 9,200 | 144,582 |
1,292,582 | |||||
South Africa 10.9% | |||||
Republic of South Africa Government Bond, | |||||
Sr. Unsec’d. Notes, Series 2023 | 7.750 | 02/28/23 | ZAR | 1,500 | 94,198 |
Sr. Unsec’d. Notes, Series 2030 | 8.000 | 01/31/30 | ZAR | 10,200 | 550,669 |
Sr. Unsec’d. Notes, Series 2032 | 8.250 | 03/31/32 | ZAR | 15,100 | 768,625 |
Sr. Unsec’d. Notes, Series 2035 | 8.875 | 02/28/35 | ZAR | 2,490 | 124,505 |
Sr. Unsec’d. Notes, Series 2037 | 8.500 | 01/31/37 | ZAR | 6,850 | 321,964 |
Sr. Unsec’d. Notes, Series 2040 | 9.000 | 01/31/40 | ZAR | 5,350 | 254,743 |
Sr. Unsec’d. Notes, Series 2044 | 8.750 | 01/31/44 | ZAR | 3,485 | 158,557 |
Sr. Unsec’d. Notes, Series 2048 | 8.750 | 02/28/48 | ZAR | 3,135 | 141,982 |
Sr. Unsec’d. Notes, Series R186 | 10.500 | 12/21/26 | ZAR | 39,148 | 2,631,484 |
Sr. Unsec’d. Notes, Series R209 | 6.250 | 03/31/36 | ZAR | 5,080 | 197,044 |
Sr. Unsec’d. Notes, Series R213 | 7.000 | 02/28/31 | ZAR | 7,830 | 376,872 |
Sr. Unsec’d. Notes, Series R214 | 6.500 | 02/28/41 | ZAR | 4,470 | 165,822 |
5,786,465 | |||||
Sri Lanka 0.7% | |||||
Sri Lanka Government International Bond, | |||||
Sr. Unsec’d. Notes | 6.250 | 10/04/20 | 200 | 194,001 | |
Sr. Unsec’d. Notes | 6.250 | 07/27/21 | 200 | 182,002 | |
376,003 | |||||
Thailand 7.7% | |||||
Thailand Government Bond, | |||||
Bonds | 1.600 | 12/17/29 | THB | 5,735 | 190,419 |
Bonds | 2.875 | 12/17/28 | THB | 24,740 | 901,518 |
Bonds | 2.875 | 06/17/46 | THB | 3,150 | 118,173 |
Bonds | 3.300 | 06/17/38 | THB | 6,300 | 248,533 |
Bonds | 3.400 | 06/17/36 | THB | 11,040 | 441,223 |
Sr. Unsec’d. Notes | 1.600 | 06/17/35 | THB | 3,900 | 126,857 |
Sr. Unsec’d. Notes | 2.125 | 12/17/26 | THB | 20,320 | 700,243 |
Sr. Unsec’d. Notes | 3.625 | 06/16/23 | THB | 8,530 | 297,462 |
6
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Thailand (cont’d.) | |||||
Thailand Government Bond, (cont’d.) | |||||
Sr. Unsec’d. Notes | 3.650 % | 06/20/31 | THB | 13,600 | $536,418 |
Sr. Unsec’d. Notes | 3.775 | 06/25/32 | THB | 12,800 | 516,699 |
4,077,545 | |||||
Turkey 2.4% | |||||
Turkey Government Bond, | |||||
Bonds | 8.500 | 09/14/22 | TRY | 395 | 53,569 |
Bonds | 8.800 | 09/27/23 | TRY | 500 | 65,685 |
Bonds | 9.000 | 07/24/24 | TRY | 2,700 | 353,151 |
Bonds | 10.600 | 02/11/26 | TRY | 2,210 | 295,584 |
Bonds | 12.200 | 01/18/23 | TRY | 2,315 | 334,188 |
Bonds | 12.400 | 03/08/28 | TRY | 1,000 | 140,966 |
1,243,143 | |||||
Ukraine 1.3% | |||||
Ukraine Government International Bond, | |||||
Bonds | 16.000 | 08/11/21 | UAH | 500 | 18,791 |
Bonds | 17.000 | 05/11/22 | UAH | 500 | 19,275 |
Bonds | 18.000 | 03/24/21 | UAH | 604 | 22,523 |
Bonds, 144A | 11.670 | 11/22/23 | UAH | 2,414 | 84,558 |
Sr. Unsec’d. Notes | 7.750 | 09/01/24 | 402 | 416,093 | |
Unsec’d. Notes, 144A | 15.360 | 09/29/21 | UAH | 2,070 | 77,653 |
Unsec’d. Notes, 144A | 17.250 | 01/05/22 | UAH | 1,328 | 51,210 |
690,103 | |||||
Uruguay 0.2% | |||||
Uruguay Government International Bond, | |||||
Sr. Unsec’d. Notes | 9.875 | 06/20/22 | UYU | 3,260 | 78,187 |
Sr. Unsec’d. Notes, 144A | 8.500 | 03/15/28 | UYU | 1,870 | 43,172 |
121,359 | |||||
Total Sovereign Bonds (cost $43,465,272) | 42,268,607 |
7
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds 8.9% | |||||
Bahrain 0.4% | |||||
Oil and Gas Holding Co. BSCC (The), Sr. Unsec’d. Notes | 7.625 % | 11/07/24 | 200 | $218,875 | |
Belarus 0.4% | |||||
Development Bank of the Republic of Belarus JSC, Sr. Unsec’d. Notes, 144A | 6.750 | 05/02/24 | 200 | 191,715 | |
Brazil 0.4% | |||||
Petrobras Global Finance BV, Gtd. Notes | 8.750 | 05/23/26 | 165 | 206,131 | |
Indonesia 0.4% | |||||
Saka Energi Indonesia PT, Sr. Unsec’d. Notes | 4.450 | 05/05/24 | 225 | 212,964 | |
Jamaica 0.3% | |||||
Digicel Ltd., Gtd. Notes | 6.750 | 03/01/23 | 235 | 159,314 | |
Mexico 2.2% | |||||
America Movil SAB de CV, Sr. Unsec’d. Notes | 6.450 | 12/05/22 | MXN | 14,250 | 651,018 |
Petroleos Mexicanos, | |||||
Gtd. Notes | 6.500 | 03/13/27 | 80 | 76,328 | |
Gtd. Notes, 144A | 6.490 | 01/23/27 | 55 | 52,525 | |
Gtd. Notes, 144A | 7.650 | 11/24/21 | MXN | 4,120 | 181,114 |
Gtd. Notes, MTN | 6.875 | 08/04/26 | 235 | 233,725 | |
1,194,710 | |||||
Russia 2.4% | |||||
Gazprom Capital OOO, | |||||
Gtd. Notes, Series BO03 | 7.150(cc) | 02/15/28 | RUB | 45,000 | 638,744 |
Gtd. Notes, Series BO05 | 8.900(cc) | 02/03/27 | RUB | 42,000 | 622,009 |
1,260,753 | |||||
South Africa 0.4% | |||||
Eskom Holdings SOC Ltd., Sr. Unsec’d. Notes, 144A, MTN | 6.750 | 08/06/23 | 200 | 192,200 |
8
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
Supranational Bank 1.6% | |||||
European Bank for Reconstruction & Development, | |||||
Sr. Unsec’d. Notes, EMTN | 7.500 % | 05/15/22 | IDR | 900,000 | $62,377 |
Sr. Unsec’d. Notes, GMTN | 6.450 | 12/13/22 | IDR | 7,500,000 | 511,448 |
European Investment Bank, Sr. Unsec’d. Notes, EMTN | 12.576(s) | 09/05/22 | TRY | 1,260 | 130,285 |
International Bank for Reconstruction & Development, Sr. Unsec’d. Notes, EMTN | 7.450 | 08/20/21 | IDR | 2,500,000 | 172,309 |
876,419 | |||||
Tunisia 0.4% | |||||
Banque Centrale de Tunisie International Bond, Sr. Unsec’d. Notes | 5.625 | 02/17/24 | EUR | 180 | 193,834 |
Total Corporate Bonds (cost $5,255,134) | 4,706,915 | ||||
Total Long-Term Investments (cost $48,720,406) | 46,975,522 |
Shares | |||||
Short-Term Investments 7.0% | |||||
Affiliated Mutual Funds | |||||
PGIM Core Ultra Short Bond Fund(w) | 3,718,125 | 3,718,125 | |||
PGIM Institutional Money Market Fund(w) | 6,583 | 6,582 | |||
Total Short-Term Investments (cost $3,724,707) | 3,724,707 | ||||
TOTAL INVESTMENTS 95.8% (cost $52,445,113) | 50,700,229 | ||||
Other assets in excess of liabilities(z) 4.2% | 2,209,978 | ||||
Net Assets 100.0% | $52,910,207 |
Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings: |
AUD—Australian Dollar | |
BRL—Brazilian Real | |
CLP—Chilean Peso | |
CNH—Chinese Renminbi | |
COP—Colombian Peso |
9
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
CZK—Czech Koruna | |
DOP—Dominican Peso | |
EUR—Euro | |
HUF—Hungarian Forint | |
IDR—Indonesian Rupiah | |
ILS—Israeli Shekel | |
INR—Indian Rupee | |
JPY—Japanese Yen | |
KRW—South Korean Won | |
MXN—Mexican Peso | |
MYR—Malaysian Ringgit | |
PEN—Peruvian Nuevo Sol | |
PHP—Philippine Peso | |
PLN—Polish Zloty | |
RON—Romanian Leu | |
RUB—Russian Ruble | |
SGD—Singapore Dollar | |
THB—Thai Baht | |
TRY—Turkish Lira | |
TWD—New Taiwanese Dollar | |
UAH—Ukraine Hryvna | |
USD—US Dollar | |
UYU—Uruguayan Peso | |
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 | |
BROIS—Brazil Overnight Index Swap | |
COOIS—Colombia Overnight Interbank Reference Rate | |
EMTN—Euro Medium Term Note | |
GMTN—Global Medium Term Note | |
JIBAR—Johannesburg Interbank Agreed Rate | |
KLIBOR—Kuala Lumpur Interbank Offered Rate | |
KWCDC—Korean Won Certificate of Deposit | |
M—Monthly payment frequency for swaps | |
MIBOR—Mumbai Interbank Offered Rate | |
MTN—Medium Term Note | |
OFZ—Obligatsyi Federal’novo Zaima (Federal Loan Obligations) | |
OTC—Over-the-counter | |
Q—Quarterly payment frequency for swaps | |
S—Semiannual payment frequency for swaps | |
T—Swap payment upon termination | |
WIBOR—Warsaw Interbank Offered Rate |
# | Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
(cc) | Variable rate instrument. The rate shown is based on the latest available information as of July 31, 2020. 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. |
(s) | Represents zero coupon bond or principal only security. Rate represents yield to maturity at purchase date. |
(w) | PGIM Investments LLC, the manager of the Series, also serves as manager of the PGIM Core Ultra Short Bond Fund and PGIM Institutional Money Market Fund. |
10
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
(z) | Includes net unrealized appreciation/(depreciation) and/or market value of the below holdings which are excluded from the Schedule of Investments: |
Futures contracts outstanding at July 31, 2020: | ||||||||
Number of Contracts | Type | Expiration Date | Current Notional Amount | Value / Unrealized Appreciation (Depreciation) | ||||
Short Positions: | ||||||||
6 | 2 Year U.S. Treasury Notes | Sep. 2020 | $1,325,906 | $(1,238) | ||||
4 | 5 Year Euro-Bobl | Sep. 2020 | 637,224 | (4,385) | ||||
19 | 5 Year U.S. Treasury Notes | Sep. 2020 | 2,396,375 | (14,125) | ||||
4 | 10 Year U.S. Treasury Notes | Sep. 2020 | 560,313 | (5,250) | ||||
1 | Euro Schatz Index | Sep. 2020 | 132,131 | (125) | ||||
$(25,123) |
Forward foreign currency exchange contracts outstanding at July 31, 2020:
Purchase Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
OTC Forward Foreign Currency Exchange Contracts: | |||||||||||||
Brazilian Real, | |||||||||||||
Expiring 08/04/20 | BNP Paribas S.A. | BRL | 313 | $58,423 | $60,041 | $1,618 | $— | ||||||
Expiring 08/04/20 | Citibank, N.A. | BRL | 683 | 125,559 | 130,825 | 5,266 | — | ||||||
Expiring 08/04/20 | JPMorgan Chase Bank, N.A. | BRL | 1,286 | 240,800 | 246,568 | 5,768 | — | ||||||
Expiring 08/04/20 | JPMorgan Chase Bank, N.A. | BRL | 498 | 93,000 | 95,498 | 2,498 | — | ||||||
Expiring 08/04/20 | Morgan Stanley & Co. International PLC | BRL | 22,940 | 4,364,564 | 4,396,717 | 32,153 | — | ||||||
Expiring 08/04/20 | Morgan Stanley & Co. International PLC | BRL | 447 | 84,000 | 85,683 | 1,683 | — | ||||||
Expiring 09/02/20 | BNP Paribas S.A. | BRL | 784 | 151,000 | 150,104 | — | (896) | ||||||
Expiring 09/02/20 | Goldman Sachs International | BRL | 364 | 70,000 | 69,678 | — | (322) | ||||||
Expiring 09/02/20 | Morgan Stanley & Co. International PLC | BRL | 19,933 | 3,790,287 | 3,815,648 | 25,361 | — | ||||||
Expiring 09/02/20 | Morgan Stanley & Co. International PLC | BRL | 474 | 91,400 | 90,723 | — | (677) | ||||||
Chilean Peso, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | CLP | 144,840 | 191,284 | 191,404 | 120 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | CLP | 52,972 | 68,000 | 70,002 | 2,002 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | CLP | 103,105 | 126,715 | 136,252 | 9,537 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | CLP | 102,678 | 134,000 | 135,687 | 1,687 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | CLP | 91,838 | 120,000 | 121,363 | 1,363 | — |
11
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at July 31, 2020 (continued):
Purchase Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
OTC Forward Foreign Currency Exchange Contracts (cont’d.): | |||||||||||||
Chilean Peso (cont’d.), | |||||||||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | CLP | 88,486 | $111,000 | $116,933 | $5,933 | $— | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | CLP | 74,585 | 95,000 | 98,562 | 3,562 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | CLP | 93,022 | 121,000 | 122,928 | 1,928 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | CLP | 69,104 | 90,000 | 91,320 | 1,320 | — | ||||||
Chinese Renminbi, | |||||||||||||
Expiring 08/07/20 | BNP Paribas S.A. | CNH | 1,570 | 219,000 | 224,566 | 5,566 | — | ||||||
Expiring 08/07/20 | Citibank, N.A. | CNH | 3,110 | 439,000 | 444,751 | 5,751 | — | ||||||
Expiring 08/07/20 | Citibank, N.A. | CNH | 2,616 | 374,000 | 374,120 | 120 | — | ||||||
Expiring 08/07/20 | Citibank, N.A. | CNH | 2,224 | 314,000 | 317,981 | 3,981 | — | ||||||
Expiring 08/07/20 | Citibank, N.A. | CNH | 1,940 | 273,000 | 277,461 | 4,461 | — | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 3,976 | 552,613 | 568,472 | 15,859 | — | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 3,734 | 527,333 | 533,934 | 6,601 | — | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 3,283 | 468,040 | 469,441 | 1,401 | — | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 1,865 | 263,000 | 266,735 | 3,735 | — | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 1,798 | 253,000 | 257,132 | 4,132 | — | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 1,487 | 210,000 | 212,600 | 2,600 | — | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 1,168 | 165,000 | 166,946 | 1,946 | — | ||||||
Expiring 08/07/20 | JPMorgan Chase Bank, N.A. | CNH | 3,296 | 465,141 | 471,240 | 6,099 | — | ||||||
Expiring 08/07/20 | JPMorgan Chase Bank, N.A. | CNH | 1,779 | 251,612 | 254,444 | 2,832 | — | ||||||
Expiring 08/07/20 | JPMorgan Chase Bank, N.A. | CNH | 1,080 | 151,000 | 154,430 | 3,430 | — | ||||||
Expiring 08/07/20 | JPMorgan Chase Bank, N.A. | CNH | 1,074 | 153,167 | 153,579 | 412 | — | ||||||
Expiring 11/06/20 | JPMorgan Chase Bank, N.A. | CNH | 4,094 | 583,560 | 582,304 | — | (1,256) | ||||||
Expiring 05/14/21 | Citibank, N.A. | CNH | 4,640 | 664,965 | 652,918 | — | (12,047) | ||||||
Colombian Peso, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | COP | 243,236 | 66,841 | 64,925 | — | (1,916) | ||||||
Expiring 09/16/20 | Goldman Sachs International | COP | 470,495 | 129,000 | 125,587 | — | (3,413) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | COP | 259,197 | 72,523 | 69,186 | — | (3,337) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | COP | 156,117 | 42,057 | 41,671 | — | (386) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | COP | 645,299 | 173,000 | 172,247 | — | (753) | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | COP | 325,930 | 87,000 | 86,999 | — | (1) |
12
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at July 31, 2020 (continued):
Purchase Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
OTC Forward Foreign Currency Exchange Contracts (cont’d.): | |||||||||||||
Czech Koruna, | |||||||||||||
Expiring 10/19/20 | Barclays Bank PLC | CZK | 3,274 | $148,000 | $147,026 | $— | $(974) | ||||||
Expiring 10/19/20 | Citibank, N.A. | CZK | 2,676 | 120,000 | 120,178 | 178 | — | ||||||
Expiring 10/19/20 | Goldman Sachs International | CZK | 36,005 | 1,521,527 | 1,616,693 | 95,166 | — | ||||||
Expiring 10/19/20 | HSBC Bank USA, N.A. | CZK | 2,749 | 123,000 | 123,417 | 417 | — | ||||||
Expiring 10/19/20 | HSBC Bank USA, N.A. | CZK | 1,167 | 51,500 | 52,391 | 891 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | CZK | 1,934 | 82,181 | 86,840 | 4,659 | — | ||||||
Expiring 10/19/20 | Morgan Stanley & Co. International PLC | CZK | 2,750 | 122,000 | 123,489 | 1,489 | — | ||||||
Expiring 10/19/20 | Morgan Stanley & Co. International PLC | CZK | 1,166 | 51,500 | 52,377 | 877 | — | ||||||
Expiring 10/19/20 | UBS AG | CZK | 2,669 | 120,000 | 119,860 | — | (140) | ||||||
Euro, | |||||||||||||
Expiring 10/19/20 | Barclays Bank PLC | EUR | 476 | 540,781 | 561,847 | 21,066 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | EUR | 123 | 145,500 | 145,429 | — | (71) | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | EUR | 114 | 130,068 | 134,613 | 4,545 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | EUR | 111 | 131,435 | 130,785 | — | (650) | ||||||
Expiring 10/19/20 | Morgan Stanley & Co. International PLC | EUR | 465 | 525,842 | 548,523 | 22,681 | — | ||||||
Expiring 10/19/20 | Morgan Stanley & Co. International PLC | EUR | 45 | 52,193 | 53,297 | 1,104 | — | ||||||
Hungarian Forint, | |||||||||||||
Expiring 10/19/20 | Barclays Bank PLC | HUF | 53,196 | 183,000 | 181,863 | — | (1,137) | ||||||
Expiring 10/19/20 | Citibank, N.A. | HUF | 26,084 | 87,000 | 89,175 | 2,175 | — | ||||||
Expiring 10/19/20 | Citibank, N.A. | HUF | 20,425 | 65,242 | 69,826 | 4,584 | — | ||||||
Expiring 10/19/20 | HSBC Bank USA, N.A. | HUF | 53,158 | 180,000 | 181,731 | 1,731 | — | ||||||
Expiring 10/19/20 | HSBC Bank USA, N.A. | HUF | 26,030 | 87,000 | 88,989 | 1,989 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | HUF | 14,845 | 47,599 | 50,752 | 3,153 | — | ||||||
Expiring 10/19/20 | Morgan Stanley & Co. International PLC | HUF | 33,942 | 114,000 | 116,038 | 2,038 | — | ||||||
Expiring 10/19/20 | UBS AG | HUF | 35,244 | 120,000 | 120,490 | 490 | — | ||||||
Indian Rupee, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | INR | 9,061 | 120,000 | 120,305 | 305 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | INR | 9,572 | 125,559 | 127,092 | 1,533 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | INR | 14,660 | 193,000 | 194,633 | 1,633 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | INR | 10,016 | 133,000 | 132,981 | — | (19) |
13
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at July 31, 2020 (continued):
Purchase Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
OTC Forward Foreign Currency Exchange Contracts (cont’d.): | |||||||||||||
Indian Rupee (cont’d.), | |||||||||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | INR | 11,396 | $152,000 | $151,307 | $— | $(693) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | INR | 7,620 | 100,680 | 101,164 | 484 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | INR | 12,531 | 166,000 | 166,371 | 371 | — | ||||||
Indonesian Rupiah, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | IDR | 2,397,134 | 163,843 | 161,618 | — | (2,225) | ||||||
Expiring 09/16/20 | BNP Paribas S.A. | IDR | 1,400,000 | 97,256 | 94,390 | — | (2,866) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | IDR | 1,189,919 | 82,547 | 80,225 | — | (2,322) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 6,020,870 | 417,334 | 405,935 | — | (11,399) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 3,273,084 | 217,120 | 220,675 | 3,555 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 2,820,502 | 193,000 | 190,162 | — | (2,838) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 1,563,805 | 107,000 | 105,434 | — | (1,566) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 1,197,610 | 82,000 | 80,744 | — | (1,256) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 1,095,947 | 73,855 | 73,890 | 35 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | IDR | 1,831,891 | 125,601 | 123,508 | — | (2,093) | ||||||
Israeli Shekel, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | ILS | 334 | 97,768 | 98,159 | 391 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | ILS | 308 | 90,505 | 90,506 | 1 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | ILS | 996 | 289,000 | 292,744 | 3,744 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | ILS | 406 | 119,000 | 119,273 | 273 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | ILS | 356 | 104,232 | 104,518 | 286 | — | ||||||
Expiring 09/16/20 | Goldman Sachs International | ILS | 579 | 170,000 | 170,210 | 210 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | ILS | 897 | 260,214 | 263,778 | 3,564 | — | ||||||
Japanese Yen, | |||||||||||||
Expiring 10/19/20 | Citibank, N.A. | JPY | 52,184 | 489,258 | 493,465 | 4,207 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | JPY | 13,900 | 131,468 | 131,440 | — | (28) | ||||||
Malaysian Ringgit, | |||||||||||||
Expiring 09/17/20 | Barclays Bank PLC | MYR | 492 | 115,405 | 116,118 | 713 | — | ||||||
Expiring 09/17/20 | Barclays Bank PLC | MYR | 384 | 90,030 | 90,669 | 639 | — | ||||||
Expiring 09/17/20 | Barclays Bank PLC | MYR | 233 | 54,597 | 54,883 | 286 | — |
14
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at July 31, 2020 (continued):
Purchase Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
OTC Forward Foreign Currency Exchange Contracts (cont’d.): | |||||||||||||
Malaysian Ringgit (cont’d.), | |||||||||||||
Expiring 09/17/20 | Goldman Sachs International | MYR | 240 | $56,669 | $56,564 | $— | $(105) | ||||||
Mexican Peso, | |||||||||||||
Expiring 09/17/20 | Barclays Bank PLC | MXN | 49,264 | 2,256,356 | 2,199,901 | — | (56,455) | ||||||
Expiring 09/17/20 | BNP Paribas S.A. | MXN | 5,692 | 250,000 | 254,199 | 4,199 | — | ||||||
Expiring 09/17/20 | Goldman Sachs International | MXN | 1,381 | 60,672 | 61,667 | 995 | — | ||||||
Expiring 09/17/20 | HSBC Bank USA, N.A. | MXN | 5,443 | 246,657 | 243,052 | — | (3,605) | ||||||
Expiring 09/17/20 | HSBC Bank USA, N.A. | MXN | 2,074 | 93,131 | 92,593 | — | (538) | ||||||
Expiring 09/17/20 | JPMorgan Chase Bank, N.A. | MXN | 3,826 | 168,264 | 170,839 | 2,575 | — | ||||||
Expiring 09/17/20 | JPMorgan Chase Bank, N.A. | MXN | 2,898 | 126,071 | 129,419 | 3,348 | — | ||||||
Expiring 09/17/20 | JPMorgan Chase Bank, N.A. | MXN | 2,848 | 125,070 | 127,172 | 2,102 | — | ||||||
Expiring 09/17/20 | Morgan Stanley & Co. International PLC | MXN | 2,808 | 126,497 | 125,390 | — | (1,107) | ||||||
Expiring 09/17/20 | Morgan Stanley & Co. International PLC | MXN | 2,744 | 125,847 | 122,556 | — | (3,291) | ||||||
New Taiwanese Dollar, | |||||||||||||
Expiring 09/16/20 | Credit Suisse International | TWD | 4,862 | 166,000 | 166,416 | 416 | — | ||||||
Expiring 09/16/20 | Credit Suisse International | TWD | 4,194 | 144,000 | 143,569 | — | (431) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | TWD | 4,811 | 165,000 | 164,672 | — | (328) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TWD | 7,636 | 261,000 | 261,372 | 372 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TWD | 5,262 | 180,000 | 180,121 | 121 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | TWD | 14,272 | 486,682 | 488,508 | 1,826 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | TWD | 4,386 | 150,000 | 150,126 | 126 | — | ||||||
Peruvian Nuevo Sol, | |||||||||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 1,025 | 292,762 | 289,976 | — | (2,786) | ||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 737 | 208,972 | 208,482 | — | (490) | ||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 426 | 125,000 | 120,359 | — | (4,641) | ||||||
Expiring 09/16/20 | Goldman Sachs International | PEN | 309 | 90,300 | 87,440 | — | (2,860) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | PEN | 127 | 36,748 | 35,820 | — | (928) | ||||||
Philippine Peso, | |||||||||||||
Expiring 09/16/20 | Goldman Sachs International | PHP | 7,955 | 158,000 | 161,526 | 3,526 | — |
15
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at July 31, 2020 (continued):
Purchase Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
OTC Forward Foreign Currency Exchange Contracts (cont’d.): | |||||||||||||
Philippine Peso (cont’d.), | |||||||||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | PHP | 9,400 | $187,000 | $190,877 | $3,877 | $— | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | PHP | 4,554 | 90,415 | 92,473 | 2,058 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | PHP | 3,953 | 78,585 | 80,262 | 1,677 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | PHP | 10,944 | 218,000 | 222,210 | 4,210 | — | ||||||
Polish Zloty, | |||||||||||||
Expiring 10/19/20 | Barclays Bank PLC | PLN | 514 | 135,300 | 137,345 | 2,045 | — | ||||||
Expiring 10/19/20 | Barclays Bank PLC | PLN | 360 | 96,000 | 96,277 | 277 | — | ||||||
Expiring 10/19/20 | Goldman Sachs International | PLN | 144 | 38,383 | 38,535 | 152 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | PLN | 8,013 | 2,017,506 | 2,140,675 | 123,169 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | PLN | 533 | 135,201 | 142,373 | 7,172 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | PLN | 409 | 109,000 | 109,177 | 177 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | PLN | 322 | 84,700 | 85,987 | 1,287 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | PLN | 150 | 40,000 | 39,975 | — | (25) | ||||||
Expiring 10/19/20 | Morgan Stanley & Co. International PLC | PLN | 659 | 174,000 | 175,925 | 1,925 | — | ||||||
Expiring 10/19/20 | UBS AG | PLN | 558 | 150,000 | 148,994 | — | (1,006) | ||||||
Romanian Leu, | |||||||||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | RON | 607 | 140,900 | 147,208 | 6,308 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | RON | 164 | 38,069 | 39,724 | 1,655 | — | ||||||
Russian Ruble, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | RUB | 48,104 | 666,798 | 644,332 | — | (22,466) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | RUB | 10,618 | 151,747 | 142,229 | — | (9,518) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | RUB | 10,551 | 148,234 | 141,323 | — | (6,911) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | RUB | 4,442 | 63,736 | 59,495 | — | (4,241) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | RUB | 4,152 | 59,592 | 55,620 | — | (3,972) | ||||||
Expiring 09/16/20 | Citibank, N.A. | RUB | 4,535 | 60,913 | 60,740 | — | (173) | ||||||
Expiring 09/16/20 | Citibank, N.A. | RUB | 858 | 12,310 | 11,490 | — | (820) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | RUB | 6,293 | 90,333 | 84,298 | — | (6,035) | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | RUB | 51,002 | 709,077 | 683,149 | — | (25,928) |
16
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at July 31, 2020 (continued):
Purchase Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
OTC Forward Foreign Currency Exchange Contracts (cont’d.): | |||||||||||||
Russian Ruble (cont’d.), | |||||||||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | RUB | 51,002 | $723,511 | $683,148 | $— | $(40,363) | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | RUB | 6,736 | 96,000 | 90,223 | — | (5,777) | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | RUB | 5,358 | 74,582 | 71,772 | — | (2,810) | ||||||
Singapore Dollar, | |||||||||||||
Expiring 09/16/20 | BNP Paribas S.A. | SGD | 280 | 202,000 | 203,680 | 1,680 | — | ||||||
Expiring 09/16/20 | Credit Suisse International | SGD | 434 | 313,000 | 315,835 | 2,835 | — | ||||||
Expiring 09/16/20 | Credit Suisse International | SGD | 227 | 165,000 | 165,235 | 235 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | SGD | 1,320 | 950,107 | 960,503 | 10,396 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | SGD | 364 | 262,936 | 264,737 | 1,801 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | SGD | 339 | 244,000 | 246,846 | 2,846 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | SGD | 279 | 203,000 | 202,805 | — | (195) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | SGD | 212 | 152,000 | 154,162 | 2,162 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | SGD | 53 | 37,974 | 38,418 | 444 | — | ||||||
South African Rand, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | ZAR | 1,781 | 107,000 | 103,654 | — | (3,346) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | ZAR | 1,772 | 107,000 | 103,139 | — | (3,861) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | ZAR | 1,296 | 77,000 | 75,407 | — | (1,593) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | ZAR | 1,235 | 72,000 | 71,883 | — | (117) | ||||||
Expiring 09/16/20 | Citibank, N.A. | ZAR | 2,013 | 115,575 | 117,180 | 1,605 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | ZAR | 1,068 | 61,000 | 62,170 | 1,170 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | ZAR | 834 | 49,685 | 48,522 | — | (1,163) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | ZAR | 1,597 | 94,660 | 92,974 | — | (1,686) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | ZAR | 1,564 | 94,000 | 91,020 | — | (2,980) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | ZAR | 1,223 | 73,000 | 71,157 | — | (1,843) | ||||||
South Korean Won, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | KRW | 71,218 | 59,349 | 59,607 | 258 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | KRW | 152,257 | 126,009 | 127,431 | 1,422 | — | ||||||
Expiring 09/16/20 | Credit Suisse International | KRW | 209,766 | 176,000 | 175,563 | — | (437) | ||||||
Expiring 09/16/20 | Credit Suisse International | KRW | 171,171 | 143,000 | 143,261 | 261 | — | ||||||
Expiring 09/16/20 | Credit Suisse International | KRW | 144,692 | 121,000 | 121,100 | 100 | — |
17
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at July 31, 2020 (continued):
Purchase Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
OTC Forward Foreign Currency Exchange Contracts (cont’d.): | |||||||||||||
South Korean Won (cont’d.), | |||||||||||||
Expiring 09/16/20 | Goldman Sachs International | KRW | 207,263 | $173,000 | $173,468 | $468 | $— | ||||||
Expiring 09/16/20 | Goldman Sachs International | KRW | 143,180 | 119,000 | 119,834 | 834 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | KRW | 362,755 | 303,000 | 303,607 | 607 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | KRW | 303,792 | 251,694 | 254,259 | 2,565 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | KRW | 174,945 | 147,000 | 146,420 | — | (580) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | KRW | 166,565 | 138,000 | 139,406 | 1,406 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | KRW | 130,062 | 109,000 | 108,855 | — | (145) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | KRW | 302,290 | 251,694 | 253,001 | 1,307 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | KRW | 273,563 | 228,000 | 228,958 | 958 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | KRW | 184,741 | 154,808 | 154,618 | — | (190) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | KRW | 152,305 | 127,000 | 127,471 | 471 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | KRW | 152,197 | 126,715 | 127,381 | 666 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | KRW | 149,709 | 125,596 | 125,299 | — | (297) | ||||||
Thai Baht, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | THB | 6,482 | 205,600 | 207,846 | 2,246 | — | ||||||
Expiring 09/16/20 | BNP Paribas S.A. | THB | 3,042 | 98,640 | 97,544 | — | (1,096) | ||||||
Expiring 09/16/20 | BNP Paribas S.A. | THB | 1,900 | 60,000 | 60,933 | 933 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | THB | 7,832 | 253,000 | 251,136 | — | (1,864) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | THB | 6,333 | 204,000 | 203,056 | — | (944) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | THB | 6,064 | 193,000 | 194,449 | 1,449 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | THB | 4,269 | 138,000 | 136,899 | — | (1,101) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | THB | 3,551 | 112,589 | 113,862 | 1,273 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | THB | 2,621 | 84,190 | 84,029 | — | (161) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | THB | 17,101 | 549,225 | 548,357 | — | (868) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | THB | 8,967 | 288,000 | 287,539 | — | (461) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | THB | 6,211 | 200,000 | 199,157 | — | (843) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | THB | 5,408 | 175,360 | 173,410 | — | (1,950) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | THB | 5,269 | 168,456 | 168,939 | 483 | — |
18
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at July 31, 2020 (continued):
Purchase Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
OTC Forward Foreign Currency Exchange Contracts (cont’d.): | |||||||||||||
Thai Baht (cont’d.), | |||||||||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | THB | 4,157 | $131,000 | $133,290 | $2,290 | $— | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | THB | 4,067 | 131,000 | 130,417 | — | (583) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | THB | 3,629 | 116,178 | 116,380 | 202 | — | ||||||
Turkish Lira, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 1,153 | 164,000 | 159,218 | — | (4,782) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 1,075 | 153,000 | 148,571 | — | (4,429) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 699 | 99,000 | 96,530 | — | (2,470) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 462 | 66,000 | 63,861 | — | (2,139) | ||||||
Expiring 09/16/20 | Citibank, N.A. | TRY | 1,365 | 195,283 | 188,516 | — | (6,767) | ||||||
Expiring 09/16/20 | Citibank, N.A. | TRY | 263 | 36,438 | 36,293 | — | (145) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TRY | 1,296 | 183,000 | 179,031 | — | (3,969) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TRY | 678 | 96,000 | 93,697 | — | (2,303) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TRY | 645 | 91,000 | 89,097 | — | (1,903) | ||||||
Ukraine Hryvna, | |||||||||||||
Expiring 09/16/20 | Citibank, N.A. | UAH | 1,175 | 42,894 | 41,949 | — | (945) | ||||||
$49,519,769 | $49,781,878 | 583,156 | (321,047) |
Sale Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
OTC Forward Foreign Currency Exchange Contracts: | |||||||||||||
Australian Dollar, | |||||||||||||
Expiring 10/20/20 | Bank of America, N.A. | AUD | 33 | $23,037 | $23,491 | $— | $(454) | ||||||
Expiring 10/20/20 | HSBC Bank USA, N.A. | AUD | 1,143 | 794,123 | 816,814 | — | (22,691) | ||||||
Brazilian Real, | |||||||||||||
Expiring 08/04/20 | Citibank, N.A. | BRL | 1,943 | 364,006 | 372,380 | — | (8,374) | ||||||
Expiring 08/04/20 | Citibank, N.A. | BRL | 674 | 126,715 | 129,124 | — | (2,409) | ||||||
Expiring 08/04/20 | Citibank, N.A. | BRL | 617 | 115,262 | 118,172 | — | (2,910) | ||||||
Expiring 08/04/20 | Citibank, N.A. | BRL | 343 | 64,000 | 65,746 | — | (1,746) | ||||||
Expiring 08/04/20 | JPMorgan Chase Bank, N.A. | BRL | 1,996 | 363,131 | 382,470 | — | (19,339) | ||||||
Expiring 08/04/20 | JPMorgan Chase Bank, N.A. | BRL | 663 | 124,592 | 127,014 | — | (2,422) |
19
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at July 31, 2020 (continued):
Sale Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
OTC Forward Foreign Currency Exchange Contracts (cont’d.): | |||||||||||||
Brazilian Real (cont’d.), | |||||||||||||
Expiring 08/04/20 | Morgan Stanley & Co. International PLC | BRL | 19,933 | $3,794,580 | $3,820,425 | $— | $(25,845) | ||||||
Expiring 09/02/20 | BNP Paribas S.A. | BRL | 599 | 114,790 | 114,583 | 207 | — | ||||||
Chilean Peso, | |||||||||||||
Expiring 09/16/20 | Citibank, N.A. | CLP | 41,253 | 53,299 | 54,516 | — | (1,217) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | CLP | 1,050,176 | 1,288,717 | 1,387,793 | — | (99,076) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | CLP | 76,567 | 94,556 | 101,182 | — | (6,626) | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | CLP | 115,786 | 141,000 | 153,010 | — | (12,010) | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | CLP | 73,283 | 90,000 | 96,843 | — | (6,843) | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | CLP | 40,151 | 48,935 | 53,059 | — | (4,124) | ||||||
Chinese Renminbi, | |||||||||||||
Expiring 08/07/20 | BNP Paribas S.A. | CNH | 926 | 132,184 | 132,387 | — | (203) | ||||||
Expiring 08/07/20 | Citibank, N.A. | CNH | 7,064 | 989,937 | 1,010,052 | — | (20,115) | ||||||
Expiring 08/07/20 | Citibank, N.A. | CNH | 6,191 | 881,963 | 885,228 | — | (3,265) | ||||||
Expiring 08/07/20 | Credit Suisse International | CNH | 1,332 | 190,000 | 190,409 | — | (409) | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 2,172 | 309,000 | 310,604 | — | (1,604) | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 1,401 | 200,000 | 200,388 | — | (388) | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 783 | 109,354 | 112,015 | — | (2,661) | ||||||
Expiring 05/14/21 | JPMorgan Chase Bank, N.A. | CNH | 4,640 | 666,044 | 652,919 | 13,125 | — | ||||||
Colombian Peso, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | COP | 438,645 | 116,000 | 117,085 | — | (1,085) | ||||||
Expiring 09/16/20 | BNP Paribas S.A. | COP | 328,657 | 87,704 | 87,727 | — | (23) | ||||||
Expiring 09/16/20 | Citibank, N.A. | COP | 475,869 | 125,559 | 127,021 | — | (1,462) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | COP | 259,122 | 71,000 | 69,166 | 1,834 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | COP | 800,805 | 212,000 | 213,755 | — | (1,755) | ||||||
Czech Koruna, | |||||||||||||
Expiring 10/19/20 | Citibank, N.A. | CZK | 2,397 | 101,717 | 107,622 | — | (5,905) | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | CZK | 1,630 | 73,398 | 73,189 | 209 | — | ||||||
Euro, | |||||||||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | EUR | 114 | 130,040 | 134,435 | — | (4,395) | ||||||
Expiring 10/19/20 | Morgan Stanley & Co. International PLC | EUR | 43 | 49,950 | 50,595 | — | (645) |
20
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at July 31, 2020 (continued):
Sale Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
OTC Forward Foreign Currency Exchange Contracts (cont’d.): | |||||||||||||
Hungarian Forint, | |||||||||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | HUF | 11,661 | $40,020 | $39,864 | $156 | $— | ||||||
Indian Rupee, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | INR | 8,689 | 114,000 | 115,367 | — | (1,367) | ||||||
Expiring 09/16/20 | Citibank, N.A. | INR | 9,093 | 119,000 | 120,729 | — | (1,729) | ||||||
Expiring 09/16/20 | Citibank, N.A. | INR | 8,609 | 113,000 | 114,295 | — | (1,295) | ||||||
Expiring 09/16/20 | Credit Suisse International | INR | 11,217 | 147,000 | 148,933 | — | (1,933) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | INR | 16,278 | 212,000 | 216,128 | — | (4,128) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | INR | 25,267 | 328,000 | 335,475 | — | (7,475) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | INR | 22,441 | 292,000 | 297,944 | — | (5,944) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | INR | 15,279 | 199,000 | 202,861 | — | (3,861) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | INR | 13,972 | 183,000 | 185,506 | — | (2,506) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | INR | 11,121 | 146,000 | 147,647 | — | (1,647) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | INR | 8,052 | 105,734 | 106,901 | — | (1,167) | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | INR | 5,802 | 75,600 | 77,037 | — | (1,437) | ||||||
Indonesian Rupiah, | |||||||||||||
Expiring 09/16/20 | Citibank, N.A. | IDR | 11,895,158 | 836,862 | 801,986 | 34,876 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | IDR | 1,103,005 | 75,000 | 74,366 | 634 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | IDR | 2,965,760 | 200,000 | 199,955 | 45 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | IDR | 2,831,740 | 193,000 | 190,919 | 2,081 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | IDR | 2,240,387 | 151,000 | 151,050 | — | (50) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | IDR | 1,681,500 | 114,000 | 113,369 | 631 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | IDR | 1,428,420 | 95,000 | 96,306 | — | (1,306) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 2,641,913 | 173,354 | 178,121 | — | (4,767) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 2,244,736 | 152,000 | 151,343 | 657 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 1,667,250 | 117,000 | 112,408 | 4,592 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 1,623,832 | 114,000 | 109,481 | 4,519 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 1,531,919 | 103,000 | 103,284 | — | (284) |
21
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at July 31, 2020 (continued):
Sale Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
OTC Forward Foreign Currency Exchange Contracts (cont’d.): | |||||||||||||
Indonesian Rupiah (cont’d.), | |||||||||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 1,311,843 | $89,000 | $88,446 | $554 | $— | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | IDR | 2,572,767 | 174,662 | 173,459 | 1,203 | — | ||||||
Expiring 09/16/20 | The Toronto-Dominion Bank | IDR | 916,698 | 60,676 | 61,805 | — | (1,129) | ||||||
Israeli Shekel, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | ILS | 399 | 116,000 | 117,183 | — | (1,183) | ||||||
Expiring 09/16/20 | Citibank, N.A. | ILS | 621 | 180,000 | 182,453 | — | (2,453) | ||||||
Expiring 09/16/20 | Citibank, N.A. | ILS | 421 | 122,000 | 123,829 | — | (1,829) | ||||||
Expiring 09/16/20 | Citibank, N.A. | ILS | 416 | 121,000 | 122,288 | — | (1,288) | ||||||
Expiring 09/16/20 | Citibank, N.A. | ILS | 390 | 113,000 | 114,538 | — | (1,538) | ||||||
Malaysian Ringgit, | |||||||||||||
Expiring 09/17/20 | Barclays Bank PLC | MYR | 717 | 166,748 | 169,233 | — | (2,485) | ||||||
Expiring 09/17/20 | Barclays Bank PLC | MYR | 388 | 90,344 | 91,488 | — | (1,144) | ||||||
Mexican Peso, | |||||||||||||
Expiring 09/17/20 | Goldman Sachs International | MXN | 3,006 | 131,656 | 134,247 | — | (2,591) | ||||||
Expiring 09/17/20 | JPMorgan Chase Bank, N.A. | MXN | 3,483 | 156,045 | 155,537 | 508 | — | ||||||
Expiring 09/17/20 | JPMorgan Chase Bank, N.A. | MXN | 2,943 | 131,435 | 131,413 | 22 | — | ||||||
Expiring 09/17/20 | JPMorgan Chase Bank, N.A. | MXN | 2,708 | 120,000 | 120,910 | — | (910) | ||||||
Expiring 09/17/20 | JPMorgan Chase Bank, N.A. | MXN | 1,707 | 75,000 | 76,214 | — | (1,214) | ||||||
Expiring 09/17/20 | JPMorgan Chase Bank, N.A. | MXN | 1,428 | 63,000 | 63,773 | — | (773) | ||||||
Expiring 09/17/20 | JPMorgan Chase Bank, N.A. | MXN | 1,329 | 59,000 | 59,350 | — | (350) | ||||||
Expiring 09/17/20 | Morgan Stanley & Co. International PLC | MXN | 2,918 | 125,070 | 130,308 | — | (5,238) | ||||||
Expiring 09/17/20 | Morgan Stanley & Co. International PLC | MXN | 2,909 | 126,715 | 129,885 | — | (3,170) | ||||||
New Taiwanese Dollar, | |||||||||||||
Expiring 09/16/20 | Citibank, N.A. | TWD | 9,372 | 322,000 | 320,800 | 1,200 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | TWD | 8,455 | 289,000 | 289,402 | — | (402) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | TWD | 4,249 | 145,000 | 145,440 | — | (440) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TWD | 10,149 | 346,000 | 347,381 | — | (1,381) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TWD | 8,267 | 282,000 | 282,957 | — | (957) |
22
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at July 31, 2020 (continued):
Sale Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
OTC Forward Foreign Currency Exchange Contracts (cont’d.): | |||||||||||||
New Taiwanese Dollar (cont’d.), | |||||||||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TWD | 7,790 | $267,000 | $266,631 | $369 | $— | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TWD | 7,154 | 244,000 | 244,857 | — | (857) | ||||||
Peruvian Nuevo Sol, | |||||||||||||
Expiring 09/16/20 | BNP Paribas S.A. | PEN | 341 | 98,560 | 96,460 | 2,100 | — | ||||||
Expiring 09/16/20 | BNP Paribas S.A. | PEN | 190 | 53,967 | 53,863 | 104 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 991 | 279,000 | 280,247 | — | (1,247) | ||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 780 | 223,000 | 220,543 | 2,457 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 615 | 177,000 | 173,831 | 3,169 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 496 | 140,000 | 140,215 | — | (215) | ||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 472 | 134,000 | 133,449 | 551 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 411 | 117,000 | 116,186 | 814 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 409 | 117,000 | 115,695 | 1,305 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 407 | 118,000 | 114,985 | 3,015 | — | ||||||
Expiring 09/16/20 | Goldman Sachs International | PEN | 568 | 161,000 | 160,661 | 339 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | PEN | 871 | 251,774 | 246,235 | 5,539 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | PEN | 412 | 119,000 | 116,564 | 2,436 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | PEN | 409 | 116,000 | 115,701 | 299 | — | ||||||
Philippine Peso, | |||||||||||||
Expiring 09/16/20 | BNP Paribas S.A. | PHP | 8,371 | 166,000 | 169,981 | — | (3,981) | ||||||
Expiring 09/16/20 | Citibank, N.A. | PHP | 16,285 | 323,992 | 330,677 | — | (6,685) | ||||||
Expiring 09/16/20 | Citibank, N.A. | PHP | 8,764 | 172,391 | 177,950 | — | (5,559) | ||||||
Expiring 09/16/20 | Citibank, N.A. | PHP | 4,793 | 95,531 | 97,318 | — | (1,787) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | PHP | 24,944 | 498,796 | 506,480 | — | (7,684) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | PHP | 9,368 | 184,757 | 190,216 | — | (5,459) | ||||||
Polish Zloty, | |||||||||||||
Expiring 10/19/20 | Citibank, N.A. | PLN | 1,489 | 377,108 | 397,907 | — | (20,799) | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | PLN | 780 | 209,039 | 208,294 | 745 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | PLN | 381 | 97,000 | 101,833 | — | (4,833) | ||||||
Romanian Leu, | |||||||||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | RON | 226 | 55,103 | 54,880 | 223 | — | ||||||
Russian Ruble, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | RUB | 8,872 | 125,070 | 118,835 | 6,235 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | RUB | 6,974 | 98,000 | 93,407 | 4,593 | — |
23
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at July 31, 2020 (continued):
Sale Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
OTC Forward Foreign Currency Exchange Contracts (cont’d.): | |||||||||||||
Russian Ruble (cont’d.), | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | RUB | 6,030 | $84,000 | $80,764 | $3,236 | $— | ||||||
Expiring 09/16/20 | Barclays Bank PLC | RUB | 4,888 | 67,000 | 65,466 | 1,534 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | RUB | 18,113 | 250,000 | 242,608 | 7,392 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | RUB | 4,990 | 69,000 | 66,835 | 2,165 | — | ||||||
Expiring 09/16/20 | UBS AG | RUB | 5,732 | 82,000 | 76,775 | 5,225 | — | ||||||
Singapore Dollar, | |||||||||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | SGD | 391 | 281,000 | 284,330 | — | (3,330) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | SGD | 372 | 267,000 | 270,617 | — | (3,617) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | SGD | 196 | 141,000 | 142,942 | — | (1,942) | ||||||
South African Rand, | |||||||||||||
Expiring 09/16/20 | Citibank, N.A. | ZAR | 1,572 | 92,000 | 91,484 | 516 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | ZAR | 1,434 | 83,000 | 83,480 | — | (480) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | ZAR | 2,546 | 148,811 | 148,180 | 631 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | ZAR | 49,976 | 2,946,609 | 2,908,618 | 37,991 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | ZAR | 2,118 | 126,497 | 123,296 | 3,201 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | ZAR | 1,214 | 70,056 | 70,630 | — | (574) | ||||||
South Korean Won, | |||||||||||||
Expiring 09/16/20 | Credit Suisse International | KRW | 245,181 | 203,000 | 205,204 | — | (2,204) | ||||||
Expiring 09/16/20 | Goldman Sachs International | KRW | 136,215 | 114,000 | 114,005 | — | (5) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | KRW | 133,389 | 111,000 | 111,640 | — | (640) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | KRW | 108,445 | 90,496 | 90,764 | — | (268) | ||||||
Thai Baht, | |||||||||||||
Expiring 09/16/20 | Credit Suisse International | THB | 5,556 | 178,000 | 178,138 | — | (138) | ||||||
Expiring 09/16/20 | Goldman Sachs International | THB | 1,250 | 40,000 | 40,081 | — | (81) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | THB | 5,818 | 187,000 | 186,556 | 444 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | THB | 1,549 | 50,000 | 49,656 | 344 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | THB | 2,128 | 68,980 | 68,220 | 760 | — | ||||||
Turkish Lira, | |||||||||||||
Expiring 08/12/20 | Barclays Bank PLC | TRY | 899 | 128,158 | 127,033 | 1,125 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 2,815 | 403,724 | 388,893 | 14,831 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 1,097 | 154,000 | 151,514 | 2,486 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 1,072 | 154,000 | 148,134 | 5,866 | — |
24
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at July 31, 2020 (continued):
Sale Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
OTC Forward Foreign Currency Exchange Contracts (cont’d.): | |||||||||||||
Turkish Lira (cont’d.), | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 1,004 | $142,000 | $138,629 | $3,371 | $— | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 893 | 126,000 | 123,409 | 2,591 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 841 | 120,000 | 116,173 | 3,827 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 831 | 119,000 | 114,858 | 4,142 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 820 | 116,000 | 113,251 | 2,749 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 800 | 115,000 | 110,473 | 4,527 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 728 | 104,000 | 100,578 | 3,422 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 703 | 100,000 | 97,046 | 2,954 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 568 | 81,000 | 78,495 | 2,505 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 528 | 76,000 | 72,975 | 3,025 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 494 | 71,000 | 68,269 | 2,731 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 391 | 56,000 | 54,005 | 1,995 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | TRY | 1,362 | 196,047 | 188,108 | 7,939 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | TRY | 341 | 47,211 | 47,104 | 107 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TRY | 1,174 | 168,461 | 162,181 | 6,280 | — | ||||||
$33,297,652 | $33,460,151 | 241,258 | (403,757) | ||||||||||
$824,414 | $(724,804) |
Cross currency exchange contracts outstanding at July 31, 2020: | ||||||||||||||
Settlement | Type | Notional Amount (000) | In Exchange For (000) | Unrealized Appreciation | Unrealized Depreciation | Counterparty | ||||||||
OTC Cross Currency Exchange Contracts: | ||||||||||||||
10/19/20 | Buy | CZK | 2,977 | EUR | 113 | $661 | $— | HSBC Bank USA, N.A. |
Interest rate swap agreements outstanding at July 31, 2020:
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at July 31, 2020 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements: | ||||||||||||||
BRL | 6,947 | 01/02/23 | 5.690%(T) | 1 Day BROIS(2)(T) | $— | $90,722 | $90,722 | |||||||
BRL | 5,769 | 01/02/25 | 5.755%(T) | 1 Day BROIS(2)(T) | — | 46,762 | 46,762 | |||||||
BRL | 1,466 | 01/02/25 | 5.820%(T) | 1 Day BROIS(2)(T) | — | 11,906 | 11,906 | |||||||
BRL | 1,478 | 01/02/25 | 5.840%(T) | 1 Day BROIS(2)(T) | — | 15,517 | 15,517 | |||||||
BRL | 2,354 | 01/02/25 | 6.725%(T) | 1 Day BROIS(2)(T) | — | 41,122 | 41,122 | |||||||
BRL | 960 | 01/04/27 | 6.030%(T) | 1 Day BROIS(2)(T) | — | 2,823 | 2,823 | |||||||
BRL | 668 | 01/04/27 | 6.325%(T) | 1 Day BROIS(2)(T) | — | 4,296 | 4,296 |
25
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Interest rate swap agreements outstanding at July 31, 2020 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at July 31, 2020 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
BRL | 1,056 | 01/04/27 | 6.529%(T) | 1 Day BROIS(2)(T) | $— | $10,901 | $10,901 | |||||||
CNH | 2,320 | 04/10/24 | 3.100%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | — | 7,064 | 7,064 | |||||||
CNH | 1,645 | 04/22/24 | 3.170%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | — | 5,548 | 5,548 | |||||||
CNH | 12,235 | 06/19/24 | 2.875%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | — | 23,802 | 23,802 | |||||||
CNH | 11,500 | 03/18/25 | 2.345%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | — | (16,018) | (16,018) | |||||||
CNH | 26,780 | 03/18/25 | 2.450%(Q) | 7 Day China Fixing Repo Rates(1)(Q) | — | 19,273 | 19,273 | |||||||
CNH | 5,500 | 05/29/25 | 2.030%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | 10 | (19,777) | (19,787) | |||||||
CNH | 2,100 | 06/15/25 | 2.175%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (2) | (5,600) | (5,598) | |||||||
CNH | 3,515 | 06/19/25 | 2.200%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (5) | (8,820) | (8,815) | |||||||
COP | 950,000 | 12/12/23 | 5.530%(Q) | 1 Day COOIS(2)(Q) | — | 25,784 | 25,784 | |||||||
COP | 7,442,000 | 12/19/24 | 4.900%(Q) | 1 Day COOIS(1)(Q) | (10,911) | (174,140) | (163,229) | |||||||
COP | 2,400,000 | 03/03/25 | 4.525%(Q) | 1 Day COOIS(1)(Q) | — | (46,377) | (46,377) | |||||||
COP | 5,300,000 | 03/27/25 | 4.300%(Q) | 1 Day COOIS(2)(Q) | 4,910 | 86,077 | 81,167 | |||||||
COP | 900,000 | 04/24/25 | 3.830%(Q) | 1 Day COOIS(2)(Q) | — | 9,142 | 9,142 | |||||||
COP | 1,900,000 | 04/28/25 | 3.830%(Q) | 1 Day COOIS(2)(Q) | 105 | 19,184 | 19,079 | |||||||
COP | 2,500,000 | 05/11/25 | 3.550%(Q) | 1 Day COOIS(2)(Q) | 5,046 | 17,728 | 12,682 | |||||||
COP | 1,000,000 | 07/06/25 | 3.270%(Q) | 1 Day COOIS(1)(Q) | — | (2,845) | (2,845) | |||||||
INR | 50,000 | 04/22/25 | 4.110%(S) | 1 Day MIBOR(2)(S) | — | 1,773 | 1,773 | |||||||
KRW | 1,200,000 | 01/20/25 | 1.425%(Q) | 3 Month KWCDC(2)(Q) | 7 | 26,427 | 26,420 | |||||||
KRW | 800,000 | 04/03/25 | 1.078%(Q) | 3 Month KWCDC(2)(Q) | 1,035 | 7,571 | 6,536 | |||||||
KRW | 300,000 | 04/23/25 | 0.975%(Q) | 3 Month KWCDC(2)(Q) | 1 | 1,614 | 1,613 | |||||||
MXN | 20,156 | 03/20/24 | 7.702%(M) | 28 Day Mexican Interbank Rate(2)(M) | 3,890 | 96,528 | 92,638 | |||||||
MXN | 16,516 | 10/30/24 | 6.412%(M) | 28 Day Mexican Interbank Rate(2)(M) | 9,092 | 49,694 | 40,602 | |||||||
MXN | 27,450 | 02/03/25 | 6.405%(M) | 28 Day Mexican Interbank Rate(2)(M) | — | 84,047 | 84,047 | |||||||
MXN | 6,470 | 02/26/25 | 6.145%(M) | 28 Day Mexican Interbank Rate(2)(M) | 10 | 16,773 | 16,763 | |||||||
MXN | 1,757 | 03/03/25 | 6.090%(M) | 28 Day Mexican Interbank Rate(2)(M) | 3 | 4,366 | 4,363 | |||||||
MXN | 1,757 | 03/03/25 | 6.140%(M) | 28 Day Mexican Interbank Rate(2)(M) | 2 | 4,532 | 4,530 | |||||||
MXN | 8,700 | 04/16/25 | 5.650%(M) | 28 Day Mexican Interbank Rate(2)(M) | 9 | 14,385 | 14,376 |
26
PGIM Emerging Markets Debt Local Currency Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Interest rate swap agreements outstanding at July 31, 2020 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at July 31, 2020 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
MXN | 53,275 | 05/02/25 | 5.285%(M) | 28 Day Mexican Interbank Rate(2)(M) | $167 | $49,573 | $49,406 | |||||||
MXN | 15,210 | 06/11/25 | 5.130%(M) | 28 Day Mexican Interbank Rate(2)(M) | 10 | 9,126 | 9,116 | |||||||
MXN | 9,972 | 07/14/25 | 4.880%(M) | 28 Day Mexican Interbank Rate(2)(M) | — | 677 | 677 | |||||||
MXN | 15,315 | 05/03/27 | 5.537%(M) | 28 Day Mexican Interbank Rate(2)(M) | 12 | 14,862 | 14,850 | |||||||
MXN | 16,040 | 01/28/30 | 6.640%(M) | 28 Day Mexican Interbank Rate(2)(M) | — | 62,161 | 62,161 | |||||||
PLN | 2,700 | 07/24/24 | 1.798%(A) | 6 Month WIBOR(2)(S) | — | 40,851 | 40,851 | |||||||
PLN | 805 | 07/09/25 | 0.573%(A) | 6 Month WIBOR(2)(S) | — | 929 | 929 | |||||||
ZAR | 5,480 | 03/24/25 | 7.420%(Q) | 3 Month JIBAR(2)(Q) | (437) | 34,862 | 35,299 | |||||||
ZAR | 4,500 | 06/25/25 | 5.010%(Q) | 3 Month JIBAR(2)(Q) | (31) | (110) | (79) | |||||||
$12,923 | $684,715 | $671,792 |
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Fair Value | Upfront Premiums Paid(Received) | Unrealized Appreciation (Depreciation) | Counterparty | ||||||||
OTC Interest Rate Swap Agreements: | |||||||||||||||
MYR | 3,700 | 02/06/25 | 2.938%(Q) | 3 Month KLIBOR(1)(Q) | $(40,956) | $(15) | $(40,941) | Morgan Stanley & Co. International PLC | |||||||
RUB | 46,000 | 03/04/25 | 6.305%(A) | 3 Month MosPRIME(2)(Q) | 39,638 | (1) | 39,639 | Goldman Sachs International | |||||||
RUB | 46,000 | 06/17/25 | 6.150%(A) | 3 Month MosPRIME(2)(Q) | 26,102 | — | 26,102 | Goldman Sachs International | |||||||
RUB | 83,000 | 06/17/25 | 7.733%(A) | 3 Month MosPRIME(2)(Q) | 126,312 | — | 126,312 | Goldman Sachs International | |||||||
$151,096 | $(16) | $151,112 |
(1) | The Series pays the fixed rate and receives the floating rate. |
(2) | The Series pays the floating rate and receives the fixed rate. |
Other information regarding the Series is available in the Series’ most recent Report to Shareholders. This information is available on the Securities and Exchange Commission’s website (www.sec.gov).
27