PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Long-Term Investments 94.7% | |||||
Asset-Backed Securities 14.1% | |||||
Cayman Islands 8.6% | |||||
Anchorage Capital CLO LLC, Series 2019-13A, Class A, 144A, 3 Month LIBOR + 1.470% (Cap N/A, Floor 1.470%) | 1.745 %(c) | 04/15/32 | 10,000 | $ 9,961,069 | |
Anchorage Capital CLO Ltd., Series 2019-11A, Class A, 144A, 3 Month LIBOR + 1.390% (Cap N/A, Floor 1.390%) | 1.648 (c) | 07/22/32 | 20,000 | 19,560,302 | |
ArrowMark Colorado Holdings, Series 2017-06A, Class A1, 144A, 3 Month LIBOR + 1.280% (Cap N/A, Floor 0.000%) | 1.555 (c) | 07/15/29 | 500 | 492,767 | |
Battalion CLO Ltd., Series 2015-08A, Class A1R2, 144A, 3 Month LIBOR + 1.070% (Cap N/A, Floor 1.070%) | 1.342 (c) | 07/18/30 | 5,500 | 5,350,443 | |
Benefit Street Partners CLO Ltd., | |||||
Series 2013-IIA, Class A1R, 144A, 3 Month LIBOR + 1.250% (Cap N/A, Floor 0.000%) | 1.525 (c) | 07/15/29 | 1,249 | 1,233,809 | |
Series 2017-12A, Class A1, 144A, 3 Month LIBOR + 1.250% (Cap N/A, Floor 0.000%) | 1.525 (c) | 10/15/30 | 750 | 737,260 | |
BlueMountain CLO Ltd., Series 2016-02A, Class A1R, 144A, 3 Month LIBOR + 1.310% (Cap N/A, Floor 1.310%) | 1.687 (c) | 08/20/32 | 11,000 | 10,756,579 | |
Brookside Mill CLO Ltd., Series 2013-01A, Class BR, 144A, 3 Month LIBOR + 1.350% (Cap N/A, Floor 0.000%) | 1.623 (c) | 01/17/28 | 4,000 | 3,820,259 | |
Canyon Capital CLO Ltd., Series 2015-01A, Class AS, 144A, 3 Month LIBOR + 1.250% (Cap N/A, Floor 0.000%) | 1.525 (c) | 04/15/29 | 3,750 | 3,695,459 | |
Carlyle CLO Ltd., Series C17A, Class A1AR, 144A, 3 Month LIBOR + 1.030% (Cap N/A, Floor 0.000%) | 1.298 (c) | 04/30/31 | 15,000 | 14,677,197 | |
Carlyle Global Market Strategies CLO Ltd., Series 2016-03A, Class A1R, 144A, 3 Month LIBOR + 1.020% (Cap N/A, Floor 1.020%) | 1.292 (c) | 10/20/29 | 5,468 | 5,368,028 | |
Carlyle US CLO Ltd., Series 2018-01A, Class A1, 144A, 3 Month LIBOR + 1.020% (Cap N/A, Floor 0.000%) | 1.292 (c) | 04/20/31 | 12,500 | 12,205,634 | |
CBAM Ltd., Series 2019-11A, Class A1, 144A, 3 Month LIBOR + 1.360% (Cap N/A, Floor 1.360%) | 1.632 (c) | 10/20/32 | 25,000 | 24,740,823 | |
Elevation CLO Ltd., Series 2015-04A, Class BR, 144A, 3 Month LIBOR + 1.670% (Cap N/A, Floor 0.000%) | 1.942 (c) | 04/18/27 | 10,000 | 9,846,565 |
1
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Asset-Backed Securities (Continued) | |||||
Cayman Islands (cont’d.) | |||||
Greywolf CLO Ltd., Series 2020-03RA, Class A1R, 144A, 3 Month LIBOR + 1.290% (Cap N/A, Floor 1.290%) | 1.548 %(c) | 04/15/33 | 14,000 | $ 13,638,164 | |
KVK CLO Ltd., Series 2018-01A, Class B, 144A, 3 Month LIBOR + 1.650% (Cap N/A, Floor 0.000%) | 2.027 (c) | 05/20/29 | 5,000 | 4,779,967 | |
Madison Park Funding Ltd., Series 2016-21A, Class A1AR, 144A, 3 Month LIBOR + 1.350% (Cap N/A, Floor 1.350%) | 1.625 (c) | 10/15/32 | 10,000 | 9,828,581 | |
Mariner CLO Ltd., Series 2018-05A, Class A, 144A, 3 Month LIBOR + 1.110% (Cap N/A, Floor 1.110%) | 1.355 (c) | 04/25/31 | 6,250 | 6,137,652 | |
MidOcean Credit CLO, | |||||
Series 2016-05A, Class AR, 144A, 3 Month LIBOR + 1.120% (Cap N/A, Floor 0.000%) | 1.392 (c) | 07/19/28 | 8,000 | 7,896,444 | |
Series 2018-08A, Class B, 144A, 3 Month LIBOR + 1.650% (Cap N/A, Floor 0.000%) | 2.027 (c) | 02/20/31 | 2,000 | 1,901,165 | |
Series 2018-09A, Class A1, 144A, 3 Month LIBOR + 1.150% (Cap N/A, Floor 1.150%) | 1.422 (c) | 07/20/31 | 2,000 | 1,960,200 | |
Mountain View CLO Ltd., Series 2015-09A, Class A2R, 144A, 3 Month LIBOR + 1.780% (Cap N/A, Floor 0.000%) | 2.055 (c) | 07/15/31 | 5,750 | 5,466,038 | |
OCP CLO Ltd., Series 2019-17A, Class A1, 144A, 3 Month LIBOR + 1.330% (Cap N/A, Floor 1.330%) | 1.602 (c) | 07/20/32 | 5,000 | 4,939,542 | |
OZLM Ltd., | |||||
Series 2014-06A, Class A2AS, 144A, 3 Month LIBOR + 1.750% (Cap N/A, Floor 0.000%) | 2.023 (c) | 04/17/31 | 2,000 | 1,926,940 | |
Series 2018-20A, Class A1, 144A, 3 Month LIBOR + 1.050% (Cap N/A, Floor 0.000%) | 1.322 (c) | 04/20/31 | 5,000 | 4,839,963 | |
Series 2019-24A, Class A1A, 144A, 3 Month LIBOR + 1.390% (Cap N/A, Floor 0.000%) | 1.662 (c) | 07/20/32 | 8,000 | 7,832,014 | |
Pikes Peak CLO, Series 2019-04A, Class A, 144A, 3 Month LIBOR + 1.370% (Cap N/A, Floor 1.370%) | 1.645 (c) | 07/15/32 | 18,000 | 17,726,621 | |
Race Point CLO Ltd., Series 2013-08A, Class AR2, 144A, 3 Month LIBOR + 1.040% (Cap N/A, Floor 1.040%) | 1.417 (c) | 02/20/30 | 8,610 | 8,479,453 | |
Shackleton CLO Ltd., | |||||
Series 2014-05RA, Class A, 144A, 3 Month LIBOR + 1.100% (Cap N/A, Floor 0.000%) | 1.574 (c) | 05/07/31 | 5,000 | 4,855,704 |
2
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Asset-Backed Securities (Continued) | |||||
Cayman Islands (cont’d.) | |||||
Shackleton CLO Ltd., (cont’d.) | |||||
Series 2014-05RA, Class B, 144A, 3 Month LIBOR + 1.700% (Cap N/A, Floor 0.000%) | 2.174 %(c) | 05/07/31 | 6,500 | $ 6,177,929 | |
Series 2017-10A, Class BR, 144A, 3 Month LIBOR + 1.550% (Cap N/A, Floor 0.000%) | 1.822 (c) | 04/20/29 | 10,000 | 9,547,503 | |
Silver Creek CLO Ltd., Series 2014-01A, Class AR, 144A, 3 Month LIBOR + 1.240% (Cap N/A, Floor 0.000%) | 1.512 (c) | 07/20/30 | 500 | 492,086 | |
Sound Point CLO Ltd., | |||||
Series 2016-02A, Class BR, 144A, 3 Month LIBOR + 1.800% (Cap N/A, Floor 1.800%) | 2.072 (c) | 10/20/28 | 3,000 | 2,925,155 | |
Series 2016-03A, Class AR, 144A, 3 Month LIBOR + 1.150% (Cap N/A, Floor 0.000%) | 1.406 (c) | 01/23/29 | 8,000 | 7,883,845 | |
Series 2017-03A, Class A1B, 144A, 3 Month LIBOR + 1.220% (Cap N/A, Floor 0.000%) | 1.492 (c) | 10/20/30 | 500 | 488,956 | |
TCW CLO Ltd., | |||||
Series 2017-01A, Class AR, 144A, 3 Month LIBOR + 1.030% (Cap N/A, Floor 0.000%) | 1.300 (c) | 07/29/29 | 20,000 | 19,615,368 | |
Series 2018-01A, Class A1A, 144A, 3 Month LIBOR + 1.050% (Cap N/A, Floor 0.000%) | 1.295 (c) | 04/25/31 | 15,000 | 14,674,614 | |
Series 2020-01A, Class B, 144A, 3 Month LIBOR + 3.600% (Cap N/A, Floor 0.000%) | 4.360 (c) | 04/20/28 | 17,250 | 17,165,259 | |
Telos CLO Ltd., Series 2013-03A, Class AR, 144A, 3 Month LIBOR + 1.300% (Cap N/A, Floor 1.300%) | 1.573 (c) | 07/17/26 | 450 | 448,598 | |
TIAA CLO Ltd., Series 2016-01A, Class AR, 144A, 3 Month LIBOR + 1.200% (Cap N/A, Floor 0.000%) | 1.472 (c) | 07/20/31 | 2,000 | 1,945,196 | |
TICP CLO Ltd., Series 2015-01A, Class BR, 144A, 3 Month LIBOR + 1.300% (Cap N/A, Floor 0.000%) | 1.572 (c) | 07/20/27 | 5,188 | 5,019,731 | |
Trinitas CLO Ltd., Series 2015-03A, Class BR, 144A, 3 Month LIBOR + 1.400% (Cap N/A, Floor 0.000%) | 1.675 (c) | 07/15/27 | 5,000 | 4,854,670 | |
Tryon Park CLO Ltd., Series 2013-01A, Class A2R, 144A, 3 Month LIBOR + 1.500% (Cap N/A, Floor 0.000%) | 1.775 (c) | 04/15/29 | 3,700 | 3,567,897 | |
Voya CLO Ltd., Series 2013-02A, Class A1R, 144A, 3 Month LIBOR + 0.970% (Cap N/A, Floor 0.970%) | 1.215 (c) | 04/25/31 | 4,500 | 4,366,304 |
3
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Asset-Backed Securities (Continued) | |||||
Cayman Islands (cont’d.) | |||||
Wellfleet CLO Ltd., Series 2017-03A, Class A1, 144A, 3 Month LIBOR + 1.150% (Cap N/A, Floor 1.150%) | 1.423 %(c) | 01/17/31 | 2,500 | $ 2,438,255 | |
York CLO Ltd., Series 2015-01A, Class AR, 144A, 3 Month LIBOR + 1.150% (Cap N/A, Floor 0.000%) | 1.408 (c) | 01/22/31 | 5,000 | 4,923,868 | |
Zais CLO Ltd., | |||||
Series 2015-03A, Class A2R, 144A, 3 Month LIBOR + 2.190% (Cap N/A, Floor 0.000%) | 2.465 (c) | 07/15/31 | 8,500 | 8,410,845 | |
Series 2017-01A, Class A1, 144A, 3 Month LIBOR + 1.370% (Cap N/A, Floor 0.000%) | 1.645 (c) | 07/15/29 | 4,173 | 4,102,517 | |
Series 2017-02A, Class A, 144A, 3 Month LIBOR + 1.290% (Cap N/A, Floor 0.000%) | 1.565 (c) | 04/15/30 | 738 | 716,887 | |
Series 2018-01A, Class A, 144A, 3 Month LIBOR + 0.950% (Cap N/A, Floor 0.000%) | 1.225 (c) | 04/15/29 | 7,098 | 6,839,285 | |
351,259,410 | |||||
Ireland 1.2% | |||||
Anchorage Capital Europe CLO, Series 01X, Class A2 | 1.500 | 01/15/31 | EUR | 8,250 | 9,685,859 |
Arbour CLO DAC, Series 03A, Class B1R, 144A | 1.920 | 03/15/29 | EUR | 4,000 | 4,667,737 |
Armada Euro CLO DAC, Series 02A, Class A3, 144A | 1.500 | 11/15/31 | EUR | 1,500 | 1,761,416 |
Carlyle Euro CLO Ltd., Series 2019-02A, Class A1B, 144A, 3 Month EURIBOR + 1.400% (Cap N/A, Floor 1.400%) | 1.400 (c) | 08/15/32 | EUR | 8,000 | 9,187,077 |
Hayfin Emerald CLO DAC, Series 02A, Class B2, 144A | 2.650 | 05/27/32 | EUR | 4,000 | 4,701,900 |
OAK Hill European Credit Partners DAC, Series 2017-06A, Class A2, 144A | 1.150 | 01/20/32 | EUR | 3,000 | 3,486,840 |
St Paul’s CLO DAC, | |||||
Series 02A, Class ARRR, 144A, 3 Month EURIBOR + 0.750% (Cap N/A, Floor 0.750%) | 0.750 (c) | 10/15/30 | EUR | 11,000 | 12,760,173 |
Series 07A, Class B2R, 144A | 2.400 | 04/30/30 | EUR | 1,000 | 1,176,183 |
47,427,185 |
4
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Asset-Backed Securities (Continued) | |||||
Spain 0.2% | |||||
TFS, Series 2018-03, Class A1, 1 Month EURIBOR + 2.900% | 2.900 %(c) | 04/16/23 | EUR | 7,207 | $ 7,980,550 |
United States 4.1% | |||||
ABFC Trust, Series 2004-OPT05, Class A1, 1 Month LIBOR + 0.700% (Cap N/A, Floor 0.350%) | 0.872 (c) | 06/25/34 | 658 | 636,437 | |
ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE2, Class M4, 1 Month LIBOR + 0.960% (Cap N/A, Floor 0.640%) | 1.132 (c) | 04/25/35 | 104 | 104,731 | |
Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-Through Certificates, | |||||
Series 2002-02, Class M3, 1 Month LIBOR + 2.655% (Cap N/A, Floor 1.770%) | 2.827 (c) | 08/25/32 | 434 | 432,294 | |
Series 2002-03, Class M3, 1 Month LIBOR + 2.850% (Cap N/A, Floor 1.900%) | 3.022 (c) | 08/25/32 | 237 | 235,789 | |
Argent Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2005-W02, Class A2C, 1 Month LIBOR + 0.360% (Cap N/A, Floor 0.360%) | 0.892 (c) | 10/25/35 | 245 | 244,913 | |
Battalion CLO Ltd., Series 2018-12A, Class A1, 144A, 3 Month LIBOR + 1.070% (Cap N/A, Floor 1.070%) | 1.456 (c) | 05/17/31 | 15,000 | 14,592,120 | |
Chase Funding Loan Acquisition Trust, Series 2004-AQ1, Class A2, 1 Month LIBOR + 0.800% (Cap N/A, Floor 0.400%) | 0.972 (c) | 05/25/34 | 151 | 150,415 | |
Chase Funding Trust, Series 2003-04, Class 2A2, 1 Month LIBOR + 0.600% (Cap N/A, Floor 0.300%) | 0.772 (c) | 05/25/33 | 782 | 755,332 | |
CHEC Loan Trust, Series 2004-01, Class A3, 144A, 1 Month LIBOR + 1.000% (Cap N/A, Floor 0.500%) | 1.172 (c) | 07/25/34 | 625 | 609,226 | |
CIT Mortgage Loan Trust, Series 2007-01, Class 1A, 144A, 1 Month LIBOR + 1.350% (Cap N/A, Floor 1.350%) | 1.522 (c) | 10/25/37 | 945 | 945,494 | |
Commonbond Student Loan Trust, Series 2020-AGS, Class A, 144A | 1.980 | 08/25/50 | 5,800 | 5,869,324 | |
Countrywide Asset-Backed Certificates, Series 2002-05, Class MV1, 1 Month LIBOR + 1.500% (Cap N/A, Floor 1.000%) | 1.672 (c) | 03/25/33 | 93 | 92,901 |
5
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Asset-Backed Securities (Continued) | |||||
United States (cont’d.) | |||||
Credit Suisse Mortgage Trust, Series 2018-RPL08, Class A1, 144A | 4.125 %(cc) | 07/25/58 | 2,665 | $ 2,675,389 | |
ELFI Graduate Loan Program LLC, Series 2020-A, Class A, 144A | 1.730 | 08/25/45 | 9,500 | 9,546,828 | |
EquiFirst Mortgage Loan Trust, Series 2004-01, Class 1A1, 1 Month LIBOR + 0.480% (Cap N/A, Floor 0.240%) | 0.652 (c) | 01/25/34 | 625 | 590,383 | |
Ford Credit Auto Owner Trust, Series 2020-01, Class A, 144A | 2.040 | 08/15/31 | 2,700 | 2,794,504 | |
Ford Credit Floorplan Master Owner Trust, | |||||
Series 2018-04, Class A | 4.060 | 11/15/30 | 5,000 | 5,418,162 | |
Series 2019-03, Class A1 | 2.230 | 09/15/24 | 4,200 | 4,316,299 | |
Laurel Road Prime Student Loan Trust, | |||||
Series 2018-A, Class A, 144A | — (p) | 02/25/43 | 3,430 | 2,832,399 | |
Series 2018-C, Class A, 144A | — (p) | 08/25/43 | 2,344 | 2,425,367 | |
Series 2019-A, Class R, 144A | — (p) | 10/25/48 | 6,022 | 401,022 | |
Legacy Mortgage Asset Trust, | |||||
Series 2019-GS01, Class A1, 144A | 4.000 | 01/25/59 | 1,494 | 1,519,338 | |
Series 2019-GS02, Class A1, 144A | 3.750 | 01/25/59 | 1,804 | 1,823,992 | |
Series 2019-GS04, Class A1, 144A | 3.438 | 05/25/59 | 2,895 | 2,894,663 | |
Series 2019-SL01, Class A, 144A | 4.000 (cc) | 12/28/54 | 943 | 949,593 | |
Lendmark Funding Trust, Series 2019-02A, Class A, 144A | 2.780 | 04/20/28 | 2,300 | 2,304,990 | |
Long Beach Mortgage Loan Trust, | |||||
Series 2003-04, Class AV1, 1 Month LIBOR + 0.620% (Cap N/A, Floor 0.310%) | 0.792 (c) | 08/25/33 | 710 | 686,011 | |
Series 2004-03, Class M1, 1 Month LIBOR + 0.855% (Cap N/A, Floor 0.570%) | 1.027 (c) | 07/25/34 | 137 | 129,565 | |
LSFVT, Series 2019-01, 1 Month LIBOR + 2.000%^ | 2.171 (c) | 05/02/22 | 4,798 | 4,654,054 | |
Mariner Finance Issuance Trust, Series 2020-AA, Class A, 144A | 2.190 | 08/21/34 | 1,800 | 1,799,338 | |
MASTR Asset-Backed Securities Trust, Series 2004-WMC02, Class M1, 1 Month LIBOR + 0.900% (Cap N/A, Floor 0.600%) | 1.072 (c) | 04/25/34 | 1,330 | 1,307,440 | |
Merrill Lynch Mortgage Investors Trust, Series 2004-HE02, Class M1, 1 Month LIBOR + 1.200% (Cap N/A, Floor 0.800%) | 1.372 (c) | 08/25/35 | 46 | 45,738 | |
Morgan Stanley ABS Capital I, Inc. Trust, Series 2003-NC08, Class M1, 1 Month LIBOR + 1.050% (Cap N/A, Floor 0.700%) | 1.222 (c) | 09/25/33 | 126 | 122,683 |
6
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Asset-Backed Securities (Continued) | |||||
United States (cont’d.) | |||||
Morgan Stanley Dean Witter Capital I, Inc. Trust, Series 2002-AM3, Class A3, 1 Month LIBOR + 0.980% (Cap N/A, Floor 0.490%) | 1.152 %(c) | 02/25/33 | 189 | $ 185,218 | |
Navient Private Education Refi Loan Trust, Series 2020-DA, Class A, 144A | 1.690 | 05/15/69 | 7,700 | 7,754,035 | |
OneMain Direct Auto Receivables Trust, | |||||
Series 2017-02A, Class D, 144A | 3.420 | 10/15/24 | 700 | 702,264 | |
Series 2017-02A, Class E, 144A | 4.740 | 11/14/25 | 1,000 | 1,003,931 | |
Series 2019-01A, Class A, 144A | 3.630 | 09/14/27 | 5,900 | 6,357,020 | |
Series 2019-01A, Class B, 144A | 3.950 | 11/14/28 | 1,300 | 1,393,469 | |
OneMain Financial Issuance Trust, Series 2017-01A, Class C, 144A | 3.350 | 09/14/32 | 400 | 395,387 | |
Oportun Funding VIII LLC, Series 2018-A, Class A, 144A | 3.610 | 03/08/24 | 1,330 | 1,334,591 | |
Oportun Funding X LLC, Series 2018-C, Class A, 144A | 4.100 | 10/08/24 | 2,450 | 2,467,104 | |
Oportun Funding XII LLC, Series 2018-D, Class A, 144A | 4.150 | 12/09/24 | 1,500 | 1,503,857 | |
Oportun Funding XIII LLC, Series 2019-A, Class B, 144A | 3.870 | 08/08/25 | 4,158 | 4,046,153 | |
Option One Mortgage Acceptance Corp., Asset-Backed Certificates, Series 2003-06, Class A2, 1 Month LIBOR + 0.660% (Cap N/A, Floor 0.330%) | 0.832 (c) | 11/25/33 | 701 | 665,911 | |
PNMAC FMSR Issuer Trust, Series 2018-FT01, Class A, 144A, 1 Month LIBOR + 2.350% (Cap N/A, Floor 0.000%) | 2.522 (c) | 04/25/23 | 4,290 | 4,136,120 | |
PNMAC GMSR Issuer Trust, | |||||
Series 2018-GT01, Class A, 144A, 1 Month LIBOR + 2.850% (Cap N/A, Floor 2.850%) | 3.022 (c) | 02/25/23 | 1,020 | 994,699 | |
Series 2018-GT02, Class A, 144A, 1 Month LIBOR + 2.650% (Cap N/A, Floor 0.000%) | 2.822 (c) | 08/25/25 | 2,300 | 2,195,004 | |
SoFi Alternative Trust, | |||||
Series 2019-B, Class PT, 144A | — (p) | 12/15/45 | 9,358 | 9,809,503 | |
Series 2019-D, Class 1PT, 144A | 2.585 (cc) | 01/16/46 | 10,156 | 10,527,756 | |
Series 2019-F, Class PT1, 144A | 1.870 (cc) | 02/15/45 | 12,325 | 12,481,029 | |
SoFi Professional Loan Program Trust, Series 2020-C, Class AFX, 144A | 1.950 | 02/15/46 | 4,466 | 4,563,112 | |
SoFi RR Funding II Trust, Series 2019-01, Class A, 144A, 1 Month LIBOR + 1.250% (Cap N/A, Floor 1.250%) | 1.422 (c) | 11/29/24 | 8,733 | 8,617,533 |
7
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Asset-Backed Securities (Continued) | |||||
United States (cont’d.) | |||||
SoFi RR Funding III Trust, Series 2020-01, Class A, 144A, 1 Month LIBOR + 3.750% (Cap N/A, Floor 3.750%)^ | 3.922 %(c) | 11/29/24 | 4,463 | $ 4,507,255 | |
Springleaf Funding Trust, Series 2017-AA, Class C, 144A | 3.860 | 07/15/30 | 800 | 777,567 | |
TH MSR Issuer Trust, Series 2019-FT01, Class A, 144A, 1 Month LIBOR + 2.800% (Cap N/A, Floor 2.800%) | 2.972 (c) | 06/25/24 | 9,330 | 8,745,374 | |
169,070,626 | |||||
Total Asset-Backed Securities (cost $581,345,186) | 575,737,771 | ||||
Bank Loans 0.4% | |||||
France 0.0% | |||||
Ceva Sante Animale SA, Term Loan, 1 - 6 Month EURIBOR + 4.750% (Cap N/A, Floor 0.000%) | 4.750 (c) | 04/13/26 | EUR | 1,575 | 1,824,608 |
Germany 0.1% | |||||
Speedster Bidco GmbH, Second Lien Term Loan, 6 Month EURIBOR + 6.250% (Cap N/A, Floor 0.000%) | 6.250 (c) | 03/31/28 | EUR | 3,265 | 3,538,326 |
United Kingdom 0.3% | |||||
BBD Bidco Ltd., Facility B1 Loan, 6 Month GBP LIBOR + 4.750% | 5.451 (c) | 11/13/26 | GBP | 2,125 | 2,555,618 |
Froneri Finco SARL, Second Lien Facility (EUR) Loan, 6 Month EURIBOR + 5.750% (Cap N/A, Floor 0.000%) | 5.750 (c) | 01/31/28 | EUR | 6,400 | 7,472,915 |
Richmond UK Bidco Ltd., Facility B, 1 - 6 Month GBP LIBOR + 4.250% | 4.975 (c) | 03/03/24 | GBP | 72 | 84,288 |
10,112,821 | |||||
United States 0.0% | |||||
Chesapeake Energy Corp., Class A Loan, 1 Month LIBOR + 8.000% (Cap N/A, Floor 10.000%) | 9.000 (c) | 06/24/24 | 3,575 | 1,748,175 | |
8
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Bank Loans (Continued) | |||||
United States (cont’d.) | |||||
Total Bank Loans (cost $18,587,969) | 17,223,930 | ||||
Commercial Mortgage-Backed Securities 6.5% | |||||
Canada 0.1% | |||||
Real Estate Asset Liquidity Trust, Series 2020-01A, Class A1, 144A | 2.381 %(cc) | 02/12/55 | CAD | 2,285 | $ 1,764,230 |
United Kingdom 0.0% | |||||
Salus European Loan Conduit DAC, Series 33A, Class A, 144A, 3 Month GBP LIBOR + 1.500% (Cap 6.500%, Floor 1.500%) | 1.581 (c) | 01/23/29 | GBP | 500 | 641,021 |
United States 6.4% | |||||
20 Times Square Trust, | |||||
Series 2018-20TS, Class G, 144A | 3.100 (cc) | 05/15/35 | 1,000 | 817,123 | |
Series 2018-20TS, Class H, 144A | 3.100 (cc) | 05/15/35 | 1,000 | 781,949 | |
BANK, | |||||
Series 2017-BNK05, Class A3 | 3.020 | 06/15/60 | 3,600 | 3,837,741 | |
Series 2017-BNK06, Class A3 | 3.125 | 07/15/60 | 4,400 | 4,696,398 | |
Series 2017-BNK07, Class A4 | 3.175 | 09/15/60 | 5,000 | 5,528,753 | |
Series 2017-BNK09, Class A3 | 3.279 | 11/15/54 | 3,000 | 3,306,369 | |
Series 2019-BN21, Class A3 | 2.458 | 10/17/52 | 6,293 | 6,696,079 | |
Benchmark Mortgage Trust, | |||||
Series 2018-B02, Class A3 | 3.544 | 02/15/51 | 5,000 | 5,476,174 | |
Series 2018-B03, Class A3 | 3.746 | 04/10/51 | 7,200 | 7,960,166 | |
Series 2020-B17, Class A4 | 2.042 | 03/15/53 | 6,200 | 6,480,830 | |
BX Commercial Mortgage Trust, | |||||
Series 2019-XL, Class F, 144A, 1 Month LIBOR + 2.000% (Cap N/A, Floor 2.000%) | 2.175 (c) | 10/15/36 | 3,133 | 3,061,958 | |
Series 2019-XL, Class G, 144A, 1 Month LIBOR + 2.300% (Cap N/A, Floor 2.300%) | 2.475 (c) | 10/15/36 | 3,227 | 3,146,653 | |
Series 2019-XL, Class J, 144A, 1 Month LIBOR + 2.650% (Cap N/A, Floor 2.650%) | 2.825 (c) | 10/15/36 | 14,676 | 14,283,795 | |
Series 2020-BXLP, Class F, 144A, 1 Month LIBOR + 2.000% (Cap N/A, Floor 2.000%) | 2.175 (c) | 12/15/36 | 3,796 | 3,696,813 | |
Cantor Commercial Real Estate Lending, Series 2019-CF02, Class A3 | 2.647 | 11/15/52 | 16,531 | 17,046,661 | |
CF Mortgage Trust, Series 2020-P01, Class A1, 144A | 2.840 (cc) | 04/15/25 | 9,485 | 9,985,179 |
9
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Commercial Mortgage-Backed Securities (Continued) | |||||
United States (cont’d.) | |||||
Citigroup Commercial Mortgage Trust, | |||||
Series 2014-GC21, Class XB, IO | 0.439 %(cc) | 05/10/47 | 27,500 | $ 445,200 | |
Series 2016-GC37, Class XB, IO | 0.687 (cc) | 04/10/49 | 33,868 | 1,217,443 | |
Series 2016-P04, Class XB, IO | 1.345 (cc) | 07/10/49 | 9,100 | 637,112 | |
Series 2017-P08, Class A2 | 3.109 | 09/15/50 | 2,000 | 2,102,070 | |
Series 2018-B02, Class A3 | 3.744 | 03/10/51 | 7,500 | 8,593,381 | |
Commercial Mortgage Trust, | |||||
Series 2012-CR01, Class XA, IO | 1.848 (cc) | 05/15/45 | 3,370 | 84,129 | |
Series 2014-UBS04, Class XB, IO, 144A | 0.214 (cc) | 08/10/47 | 50,000 | 424,045 | |
Series 2015-CR24, Class A4 | 3.432 | 08/10/48 | 3,961 | 4,329,905 | |
Credit Suisse Mortgage Capital Certificates, Series 2019-ICE04, Class E, 144A, 1 Month LIBOR + 2.150% (Cap N/A, Floor 2.150%) | 2.325 (c) | 05/15/36 | 14,125 | 13,776,806 | |
CSAIL Commercial Mortgage Trust, | |||||
Series 2018-CX11, Class A3 | 4.095 | 04/15/51 | 2,250 | 2,491,283 | |
Series 2019-C17, Class A3 | 2.769 | 09/15/52 | 12,444 | 13,260,304 | |
DBJPM Mortgage Trust, | |||||
Series 2016-C03, Class A3 | 2.362 | 08/10/49 | 1,500 | 1,532,818 | |
Series 2017-C06, Class A3 | 3.269 | 06/10/50 | 4,400 | 4,706,169 | |
DBWF Mortgage Trust, Series 2016-85T, Class E, 144A | 3.808 (cc) | 12/10/36 | 3,000 | 2,844,150 | |
Eleven Madison Mortgage Trust, Series 2015-11MD, Class C, 144A | 3.555 (cc) | 09/10/35 | 500 | 524,705 | |
FHLMC Multifamily Structured Pass-Through Certificates, | |||||
Series K019, Class X1, IO | 1.591 (cc) | 03/25/22 | 8,838 | 188,867 | |
Series K020, Class X1, IO | 1.361 (cc) | 05/25/22 | 10,140 | 203,288 | |
Series K025, Class X1, IO | 0.808 (cc) | 10/25/22 | 18,035 | 267,735 | |
Series K037, Class X1, IO | 0.964 (cc) | 01/25/24 | 10,347 | 285,307 | |
Series K043, Class X1, IO | 0.532 (cc) | 12/25/24 | 12,074 | 248,424 | |
Series K049, Class X1, IO | 0.597 (cc) | 07/25/25 | 40,558 | 1,038,166 | |
Series K052, Class X1, IO | 0.657 (cc) | 11/25/25 | 12,135 | 359,035 | |
Series K053, Class X1, IO | 0.887 (cc) | 12/25/25 | 45,369 | 1,876,999 | |
Series K054, Class X1, IO | 1.171 (cc) | 01/25/26 | 30,736 | 1,701,678 | |
Series K058, Class X1, IO | 0.926 (cc) | 08/25/26 | 41,209 | 2,008,380 | |
Series K090, Class X1, IO | 0.705 (cc) | 02/25/29 | 22,980 | 1,271,515 | |
Series K111, Class X1, IO | 1.682 (cc) | 05/25/30 | 29,450 | 3,831,012 | |
Series K113, Class X1, IO | 1.490 (cc) | 06/25/30 | 92,320 | 10,694,256 | |
Series K717, Class X1, IO | 0.469 (cc) | 09/25/21 | 10,787 | 34,097 | |
Series Q001, Class XA, IO | 2.202 (cc) | 02/25/32 | 6,392 | 728,266 | |
GS Mortgage Securities Trust, | |||||
Series 2014-GC20, Class XB, IO | 0.436 (cc) | 04/10/47 | 30,000 | 463,761 |
10
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Commercial Mortgage-Backed Securities (Continued) | |||||
United States (cont’d.) | |||||
GS Mortgage Securities Trust, (cont’d.) | |||||
Series 2014-GC22, Class XB, IO | 0.299 %(cc) | 06/10/47 | 35,000 | $ 458,546 | |
Series 2014-GC24, Class XB, IO | 0.021 (cc) | 09/10/47 | 83,262 | 60,490 | |
Series 2014-GC26, Class XB, IO | 0.296 (cc) | 11/10/47 | 56,483 | 774,173 | |
Series 2018-GS09, Class A3 | 3.727 | 03/10/51 | 7,000 | 7,887,930 | |
JPMBB Commercial Mortgage Securities Trust, Series 2016-C01, Class A3 | 3.515 | 03/15/49 | 1,500 | 1,578,239 | |
JPMCC Commercial Mortgage Securities Trust, | |||||
Series 2017-JP05, Class A3 | 3.342 | 03/15/50 | 1,600 | 1,708,124 | |
Series 2017-JP06, Class A3 | 3.109 | 07/15/50 | 4,600 | 4,862,106 | |
Series 2017-JP07, Class A3 | 3.379 | 09/15/50 | 5,100 | 5,426,894 | |
JPMDB Commercial Mortgage Securities Trust, Series 2020-COR07, Class A4 | 1.915 | 05/13/53 | 10,000 | 10,308,220 | |
MKT Mortgage Trust, Series 2020-525M, Class F, 144A | 2.941 (cc) | 02/12/40 | 3,775 | 3,310,405 | |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class A3 | 2.731 | 11/15/49 | 2,211 | 2,296,160 | |
Morgan Stanley Capital I Trust, | |||||
Series 2016-UBS09, Class A2 | 2.982 | 03/15/49 | 373 | 384,683 | |
Series 2017-H01, Class A3 | 3.153 | 06/15/50 | 4,500 | 4,771,154 | |
Series 2019-MEAD, Class E, 144A | 3.177 (cc) | 11/10/36 | 1,700 | 1,196,666 | |
Series 2020-HR08, Class XB, IO | 1.004 (cc) | 07/15/53 | 54,413 | 4,277,553 | |
UBS Commercial Mortgage Trust, | |||||
Series 2017-C04, Class A3 | 3.301 | 10/15/50 | 6,500 | 7,184,455 | |
Series 2017-C06, Class A3 | 3.581 | 12/15/50 | 5,000 | 5,400,075 | |
Series 2017-C07, Class A3 | 3.418 | 12/15/50 | 4,400 | 4,910,262 | |
UBS-Barclays Commercial Mortgage Trust, Series 2012-C02, Class XA, IO, 144A | 1.297 (cc) | 05/10/63 | 4,269 | 87,328 | |
Wells Fargo Commercial Mortgage Trust, | |||||
Series 2016-C35, Class XB, IO | 0.935 (cc) | 07/15/48 | 24,000 | 1,193,052 | |
Series 2016-LC24, Class XB, IO | 1.011 (cc) | 10/15/49 | 20,910 | 1,119,954 | |
Series 2017-C40, Class A3 | 3.317 | 10/15/50 | 2,600 | 2,863,015 | |
Series 2018-C43, Class A3 | 3.746 | 03/15/51 | 8,350 | 9,422,532 | |
260,454,963 | |||||
Total Commercial Mortgage-Backed Securities (cost $251,742,790) | 262,860,214 |
11
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds 32.7% | |||||
Australia 0.1% | |||||
Australia & New Zealand Banking Group Ltd., Sr. Unsec’d. Notes, EMTN | 3.700 % | 03/18/24 | CNH | 2,000 | $ 293,108 |
Westpac Banking Corp., | |||||
Sr. Unsec’d. Notes, EMTN | 4.350 | 01/19/21 | CNH | 8,770 | 1,264,907 |
Sr. Unsec’d. Notes, EMTN | 4.420 | 08/14/23 | CNH | 21,000 | 3,131,784 |
4,689,799 | |||||
Belgium 0.1% | |||||
Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 5.550 | 01/23/49 | 3,800 | 5,319,698 | |
Brazil 0.7% | |||||
Petrobras Global Finance BV, | |||||
Gtd. Notes | 5.375 | 10/01/29 | GBP | 9,000 | 11,966,892 |
Gtd. Notes | 6.625 | 01/16/34 | GBP | 2,100 | 2,881,599 |
Gtd. Notes, EMTN | 6.250 | 12/14/26 | GBP | 5,743 | 8,090,287 |
Suzano Austria GmbH, Gtd. Notes | 6.000 | 01/15/29 | 200 | 222,520 | |
Swiss Insured Brazil Power Finance Sarl, Sr. Sec’d. Notes | 9.850 | 07/16/32 | BRL | 21,838 | 4,798,760 |
27,960,058 | |||||
Canada 0.6% | |||||
Barrick Gold Corp., Sr. Unsec’d. Notes | 5.250 | 04/01/42 | 35 | 49,387 | |
Barrick North America Finance LLC, Gtd. Notes | 5.700 | 05/30/41 | 45 | 64,581 | |
Barrick PD Australia Finance Pty Ltd., Gtd. Notes | 5.950 | 10/15/39 | 50 | 72,388 | |
Bombardier, Inc., | |||||
Sr. Unsec’d. Notes, 144A | 7.500 | 12/01/24 | 4,050 | 3,278,480 | |
Sr. Unsec’d. Notes, 144A | 7.875 | 04/15/27 | 1,335 | 1,065,991 | |
Brookfield Residential Properties, Inc./Brookfield Residential US Corp., | |||||
Gtd. Notes, 144A | 4.875 | 02/15/30 | 2,320 | 2,120,409 | |
Gtd. Notes, 144A | 6.250 | 09/15/27 | 2,175 | 2,185,614 | |
Cenovus Energy, Inc., Sr. Unsec’d. Notes(a) | 4.250 | 04/15/27 | 3,500 | 3,322,362 | |
Hydro-Quebec, | |||||
Local Gov’t. Gtd. Notes | 9.400 | 02/01/21 | 730 | 762,329 |
12
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
Canada (cont’d.) | |||||
Hydro-Quebec, (cont’d.) | |||||
Local Gov’t. Gtd. Notes, MTN | 6.000 % | 02/15/40 | CAD | 1,000 | $ 1,266,890 |
Local Gov’t. Gtd. Notes, MTN | 8.400 | 03/28/25 | 654 | 878,305 | |
Local Gov’t. Gtd. Notes, Series HE | 8.625 | 06/15/29 | 600 | 967,721 | |
Local Gov’t. Gtd. Notes, Series HK | 9.375 | 04/15/30 | 1,000 | 1,728,830 | |
Local Gov’t. Gtd. Notes, Series HQ | 9.500 | 11/15/30 | 500 | 888,646 | |
Kinross Gold Corp., Gtd. Notes(a) | 5.950 | 03/15/24 | 1,000 | 1,136,095 | |
MEG Energy Corp., Gtd. Notes, 144A | 7.125 | 02/01/27 | 1,225 | 1,089,962 | |
Methanex Corp., Sr. Unsec’d. Notes | 4.250 | 12/01/24 | 1,500 | 1,432,294 | |
Nutrien Ltd., | |||||
Sr. Unsec’d. Notes(a) | 3.375 | 03/15/25 | 1,450 | 1,607,920 | |
Sr. Unsec’d. Notes(a) | 4.200 | 04/01/29 | 490 | 579,649 | |
Sr. Unsec’d. Notes | 6.125 | 01/15/41 | 25 | 34,292 | |
Rogers Communications, Inc., Gtd. Notes | 3.250 | 05/01/29 | CAD | 700 | 584,199 |
Toronto-Dominion Bank (The), Sr. Unsec’d. Notes | 3.005 | 05/30/23 | CAD | 1,000 | 794,322 |
25,910,666 | |||||
China 1.0% | |||||
Agricultural Development Bank of China, Sr. Unsec’d. Notes | 3.400 | 11/06/24 | CNH | 72,790 | 10,707,655 |
Aircraft Finance Co. Ltd., | |||||
Sr. Sec’d. Notes, Series B | 4.100 | 03/29/26 | 3,250 | 3,341,594 | |
Sr. Sec’d. Notes, Series C | 3.955 | 03/29/23 | 10,048 | 10,266,519 | |
Bank of China Ltd., | |||||
Sr. Unsec’d. Notes, EMTN | 3.150 | 10/16/21 | CNH | 6,000 | 862,806 |
Sr. Unsec’d. Notes, EMTN | 3.300 | 04/17/22 | CNH | 4,950 | 715,657 |
Sr. Unsec’d. Notes, EMTN | 4.650 | 03/05/21 | CNH | 2,000 | 289,322 |
China Development Bank, | |||||
Sr. Unsec’d. Notes, EMTN | 0.500 | 06/01/21 | EUR | 1,000 | 1,181,879 |
Sr. Unsec’d. Notes, EMTN | 4.350 | 08/06/24 | CNH | 4,700 | 713,357 |
Sr. Unsec’d. Notes, EMTN | 4.350 | 09/19/24 | CNH | 8,990 | 1,366,576 |
Unsec’d. Notes | 1.860 | 04/09/23 | CNH | 10,000 | 1,387,987 |
China Development Bank Corp., Certificate of Deposit | 3.200 | 09/28/21 | CNH | 9,000 | 1,299,948 |
CNAC HK Finbridge Co. Ltd., Gtd. Notes | 1.750 | 06/14/22 | EUR | 5,500 | 6,519,599 |
13
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
China (cont’d.) | |||||
Sinochem Offshore Capital Co. Ltd., Gtd. Notes, EMTN | 4.400 % | 02/14/21 | CNH | 10,840 | $ 1,565,486 |
Sinopec Century Bright Capital Investment Ltd., Gtd. Notes | 4.500 | 10/31/21 | CNH | 10,000 | 1,462,375 |
41,680,760 | |||||
Denmark 0.0% | |||||
Danske Bank A/S, Sr. Unsec’d. Notes, 144A | 3.244 (ff) | 12/20/25 | 1,095 | 1,167,729 | |
France 1.8% | |||||
Altice France SA, Sr. Sec’d. Notes | 3.375 | 01/15/28 | EUR | 8,475 | 9,798,764 |
BNP Paribas SA, | |||||
Sr. Unsec’d. Notes, 144A | 3.375 | 01/09/25 | 4,800 | 5,237,501 | |
Sr. Unsec’d. Notes, EMTN | 6.420 | 09/11/23 | MXN | 250 | 11,292 |
Sub. Notes, EMTN | 4.625 | 03/09/27 | AUD | 370 | 279,323 |
Credit Agricole Assurances SA, Sub. Notes | 4.250 (ff) | —(rr) | EUR | 2,000 | 2,568,611 |
Dexia Credit Local SA, Gov’t. Liquid Gtd. Notes, EMTN | 2.125 | 02/12/25 | GBP | 1,000 | 1,405,315 |
La Poste SA, Sr. Unsec’d. Notes, EMTN | 1.450 | 11/30/28 | EUR | 600 | 769,039 |
Loxam SAS, | |||||
Sr. Sec’d. Notes(a) | 2.875 | 04/15/26 | EUR | 5,200 | 5,580,256 |
Sr. Sec’d. Notes, 144A | 2.875 | 04/15/26 | EUR | 1,100 | 1,180,439 |
Sr. Sub. Notes | 4.500 | 04/15/27 | EUR | 3,800 | 3,928,087 |
Sr. Sub. Notes(a) | 5.750 | 07/15/27 | EUR | 4,100 | 4,249,783 |
Sr. Sub. Notes, 144A | 4.500 | 04/15/27 | EUR | 1,100 | 1,137,078 |
SNCF Reseau, | |||||
Sr. Unsec’d. Notes | 4.700 | 06/01/35 | CAD | 6,100 | 6,160,123 |
Sr. Unsec’d. Notes, EMTN | 5.250 | 12/07/28 | GBP | 1,000 | 1,774,529 |
Societe Generale SA, | |||||
Sr. Unsec’d. Notes, 144A, MTN | 2.625 | 01/22/25 | 18,960 | 19,602,086 | |
Sr. Unsec’d. Notes, 144A, MTN | 3.875 | 03/28/24 | 5,055 | 5,456,653 | |
Sub. Notes, EMTN | 4.875 | 10/13/26 | AUD | 2,364 | 1,801,815 |
Sub. Notes, EMTN | 5.000 | 05/19/27 | AUD | 220 | 170,823 |
Societe Nationale SNCF SA, Sr. Unsec’d. Notes, EMTN | 5.375 | 03/18/27 | GBP | 1,622 | 2,736,197 |
73,847,714 |
14
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
Germany 0.6% | |||||
BMW Finance NV, Gtd. Notes, EMTN | 4.250 % | 10/18/20 | CNH | 5,000 | $ 717,877 |
Daimler International Finance BV, | |||||
Gtd. Notes | 4.800 | 04/09/21 | CNH | 5,000 | 724,244 |
Gtd. Notes, EMTN | 3.450 | 09/27/22 | CNH | 1,000 | 143,347 |
Gtd. Notes, EMTN | 3.780 | 03/22/22 | CNH | 2,000 | 289,125 |
Gtd. Notes, EMTN | 4.500 | 09/21/21 | CNH | 16,000 | 2,327,880 |
Deutsche Bahn Finance GMBH, Gtd. Notes, MTN | 3.800 | 09/27/27 | AUD | 900 | 742,388 |
Deutsche Bank AG, | |||||
Sr. Unsec’d. Notes | 3.950 | 02/27/23 | 3,040 | 3,199,514 | |
Sr. Unsec’d. Notes | 4.250 | 02/04/21 | 2,760 | 2,796,626 | |
Unsec’d. Notes | 4.550 (s) | 11/07/22 | 1,814 | 1,736,610 | |
Kreditanstalt fuer Wiederaufbau, Gov’t. Gtd. Notes | 4.700 | 06/02/37 | CAD | 179 | 188,919 |
thyssenkrupp AG, Sr. Unsec’d. Notes | 1.375 | 03/03/22 | EUR | 3,350 | 3,891,637 |
Vertical Midco GmbH, Sr. Sec’d. Notes, 144A | 4.375 | 07/15/27 | EUR | 4,300 | 5,090,511 |
Volkswagen International Finance NV, | |||||
Gtd. Notes | 2.700 (ff) | —(rr) | EUR | 1,000 | 1,166,236 |
Gtd. Notes | 3.750 (ff) | —(rr) | EUR | 500 | 592,634 |
23,607,548 | |||||
Hong Kong 0.3% | |||||
HKT Capital No 3 Ltd., Gtd. Notes | 1.650 | 04/10/27 | EUR | 4,000 | 4,998,664 |
Hong Kong Mortgage Corp. Ltd. (The), | |||||
Sr. Unsec’d. Notes, EMTN | 2.310 | 04/12/21 | HKD | 2,000 | 260,676 |
Sr. Unsec’d. Notes, EMTN | 4.050 | 11/06/20 | CNH | 38,000 | 5,456,011 |
10,715,351 | |||||
Hungary 0.0% | |||||
MFB Magyar Fejlesztesi Bank Zrt, Gov’t. Gtd. Notes | 6.250 | 10/21/20 | 400 | 404,899 | |
Iceland 0.1% | |||||
Landsvirkjun, Gov’t. Gtd. Notes, EMTN | — (p) | 07/24/26 | EUR | 5,000 | 5,700,529 |
15
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
India 0.0% | |||||
NTPC Ltd., Sr. Unsec’d. Notes, EMTN | 2.750 % | 02/01/27 | EUR | 1,050 | $ 1,227,829 |
Indonesia 0.2% | |||||
Pertamina Persero PT, Sr. Unsec’d. Notes, 144A, MTN | 4.300 | 05/20/23 | 500 | 535,157 | |
Perusahaan Listrik Negara PT, | |||||
Sr. Unsec’d. Notes, 144A | 1.875 | 11/05/31 | EUR | 6,900 | 7,804,043 |
Sr. Unsec’d. Notes, 144A | 2.875 | 10/25/25 | EUR | 900 | 1,134,376 |
9,473,576 | |||||
Israel 0.3% | |||||
Israel Electric Corp. Ltd., | |||||
Sr. Sec’d. Notes | 7.875 | 12/15/26 | 1,750 | 2,277,622 | |
Sr. Sec’d. Notes, 144A, GMTN | 4.250 | 08/14/28 | 3,100 | 3,531,565 | |
Sr. Sec’d. Notes, EMTN | 3.700 | 05/23/30 | JPY | 100,000 | 1,034,916 |
Sr. Sec’d. Notes, EMTN | 7.750 | 12/15/27 | 4,500 | 5,967,775 | |
12,811,878 | |||||
Italy 0.2% | |||||
Agenzia Nazionale per l’Attrazione degli Investimenti e lo Sviluppo d’Impresa, Sr. Unsec’d. Notes | 1.375 | 07/20/22 | EUR | 1,000 | 1,194,758 |
Assicurazioni Generali SpA, Sub. Notes, EMTN | 5.500 (ff) | 10/27/47 | EUR | 2,075 | 2,862,754 |
Intesa Sanpaolo SpA, | |||||
Sr. Unsec’d. Notes, 144A | 3.125 | 07/14/22 | 2,500 | 2,564,485 | |
Sr. Unsec’d. Notes, 144A | 3.375 | 01/12/23 | 310 | 320,786 | |
Rossini Sarl, Sr. Sec’d. Notes, 144A | 6.750 | 10/30/25 | EUR | 1,980 | 2,495,605 |
9,438,388 | |||||
Jamaica 0.1% | |||||
Digicel International Finance Ltd./Digicel Holdings Bermuda Ltd., Sr. Sec’d. Notes, 144A | 8.750 | 05/25/24 | 2,500 | 2,527,572 | |
Japan 0.2% | |||||
Central Nippon Expressway Co. Ltd., Sr. Unsec’d. Notes, EMTN | 1.873 | 09/26/24 | AUD | 2,600 | 1,906,505 |
16
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
Japan (cont’d.) | |||||
East Japan Railway Co., Sr. Unsec’d. Notes, EMTN | 5.250 % | 04/22/33 | GBP | 1,500 | $ 2,944,848 |
Mitsubishi UFJ Financial Group, Inc., Sr. Unsec’d. Notes(a) | 2.801 | 07/18/24 | 2,100 | 2,252,437 | |
Mizuho Financial Group, Inc., Sr. Unsec’d. Notes | 3.752 | 07/19/23 | AUD | 1,042 | 793,861 |
7,897,651 | |||||
Kazakhstan 0.2% | |||||
Kazakhstan Temir Zholy National Co. JSC, | |||||
Gtd. Notes | 3.250 | 12/05/23 | CHF | 3,300 | 3,767,382 |
Gtd. Notes | 3.638 | 06/20/22 | CHF | 4,000 | 4,508,108 |
8,275,490 | |||||
Luxembourg 0.5% | |||||
ARD Finance SA, | |||||
Sr. Sec’d. Notes, Cash coupon 5.000% or PIK 5.750% | 5.000 | 06/30/27 | EUR | 6,300 | 7,234,560 |
Sr. Sec’d. Notes, 144A, Cash coupon 5.000% or PIK 5.750% | 5.000 | 06/30/27 | EUR | 10,000 | 11,483,428 |
Picard Bondco SA, Gtd. Notes | 5.500 | 11/30/24 | EUR | 1,489 | 1,736,428 |
20,454,416 | |||||
Mexico 0.8% | |||||
Petroleos Mexicanos, | |||||
Gtd. Notes | 3.625 | 11/24/25 | EUR | 12,020 | 12,673,972 |
Gtd. Notes | 4.750 | 02/26/29 | EUR | 300 | 298,748 |
Gtd. Notes | 6.500 | 01/23/29 | 480 | 442,852 | |
Gtd. Notes | 6.840 | 01/23/30 | 525 | 487,167 | |
Gtd. Notes, EMTN | 1.875 | 04/21/22 | EUR | 1,200 | 1,335,524 |
Gtd. Notes, EMTN | 3.750 | 02/21/24 | EUR | 4,200 | 4,629,492 |
Gtd. Notes, EMTN | 3.750 | 11/16/25 | GBP | 290 | 324,432 |
Gtd. Notes, EMTN | 3.750 | 04/16/26 | EUR | 3,057 | 3,191,381 |
Gtd. Notes, EMTN | 4.875 | 02/21/28 | EUR | 4,600 | 4,703,573 |
Gtd. Notes, EMTN | 5.125 | 03/15/23 | EUR | 1,600 | 1,874,022 |
Gtd. Notes, EMTN | 8.250 | 06/02/22 | GBP | 528 | 711,251 |
30,672,414 |
17
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
Netherlands 0.7% | |||||
ABN AMRO Bank NV, Sub. Notes, 144A | 4.750 % | 07/28/25 | 500 | $ 562,622 | |
BNG Bank NV, | |||||
Sr. Unsec’d. Notes | 5.150 | 03/07/25 | CAD | 1,000 | 894,091 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 03/03/21 | NZD | 3,000 | 1,981,804 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 03/29/21 | NZD | 2,200 | 1,459,726 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 05/12/21 | ZAR | 10,000 | 565,370 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 06/22/21 | ZAR | 6,000 | 336,907 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 06/07/22 | ZAR | 10,000 | 537,914 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 08/15/22 | ZAR | 30,000 | 1,608,113 |
Sr. Unsec’d. Notes, EMTN | 7.000 | 12/09/21 | AUD | 2,000 | 1,552,383 |
Sr. Unsec’d. Notes, MTN | 3.158 (s) | 04/05/28 | CAD | 700 | 474,921 |
ING Groep NV, Sr. Unsec’d. Notes(a) | 4.050 | 04/09/29 | 2,815 | 3,369,491 | |
Nouryon Holding BV, Gtd. Notes | 6.500 | 10/01/26 | EUR | 1,590 | 1,919,764 |
NXP BV/NXP Funding LLC/NXP USA, Inc., | |||||
Gtd. Notes, 144A | 3.150 | 05/01/27 | 575 | 624,771 | |
Gtd. Notes, 144A | 3.400 | 05/01/30 | 725 | 801,225 | |
United Group BV, | |||||
Sr. Sec’d. Notes | 4.875 | 07/01/24 | EUR | 300 | 361,597 |
Sr. Sec’d. Notes, 144A | 3.125 | 02/15/26 | EUR | 3,800 | 4,297,162 |
Ziggo Bond Co. BV, Gtd. Notes, 144A | 3.375 | 02/28/30 | EUR | 6,000 | 6,751,772 |
28,099,633 | |||||
Norway 0.3% | |||||
Equinor ASA, Gtd. Notes | 2.875 | 04/06/25 | 9,650 | 10,563,691 | |
Peru 0.1% | |||||
Lima Metro Line 2 Finance Ltd., Sr. Sec’d. Notes | 5.875 | 07/05/34 | 106 | 129,635 | |
Peru Enhanced Pass-Through Finance Ltd., Pass-Through Certificates | 2.077 (s) | 06/02/25 | 1,624 | 1,508,250 | |
1,637,885 | |||||
Philippines 0.0% | |||||
Power Sector Assets & Liabilities Management Corp., Gov’t. Gtd. Notes | 7.390 | 12/02/24 | 200 | 249,667 |
18
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
Poland 0.2% | |||||
Bank Gospodarstwa Krajowego, | |||||
Gov’t. Gtd. Notes | 1.375 % | 06/01/25 | EUR | 500 | $ 617,423 |
Gov’t. Gtd. Notes | 1.625 | 04/30/28 | EUR | 600 | 755,338 |
Gov’t. Gtd. Notes, EMTN | 1.750 | 05/06/26 | EUR | 4,700 | 5,940,223 |
7,312,984 | |||||
Portugal 0.2% | |||||
CP-Comboios de Portugal EPE, Sr. Unsec’d. Notes | 5.700 | 03/05/30 | EUR | 4,000 | 6,619,939 |
Infraestruturas de Portugal SA, Sr. Unsec’d. Notes | 4.250 | 12/13/21 | EUR | 1,000 | 1,240,482 |
7,860,421 | |||||
Qatar 0.2% | |||||
QNB Finance Ltd., | |||||
Gtd. Notes, EMTN | 4.350 | 01/29/22 | CNH | 8,310 | 1,202,393 |
Gtd. Notes, EMTN | 5.100 | 03/08/21 | CNH | 29,300 | 4,244,852 |
Gtd. Notes, EMTN | 5.100 | 05/14/21 | CNH | 7,360 | 1,070,983 |
Gtd. Notes, EMTN | 5.200 | 06/07/21 | CNH | 10,000 | 1,457,251 |
Gtd. Notes, EMTN | 5.250 | 06/21/21 | CNH | 3,970 | 579,371 |
Gtd. Notes, MTN | 4.900 | 02/01/28 | AUD | 840 | 667,773 |
9,222,623 | |||||
Russia 0.6% | |||||
Gazprom PJSC Via Gaz Capital SA, | |||||
Sr. Unsec’d. Notes | 2.250 | 07/19/22 | CHF | 1,000 | 1,117,588 |
Sr. Unsec’d. Notes | 2.750 | 11/30/21 | CHF | 1,200 | 1,352,311 |
Sr. Unsec’d. Notes | 4.250 | 04/06/24 | GBP | 7,030 | 9,703,891 |
Sr. Unsec’d. Notes, EMTN | 5.338 | 09/25/20 | GBP | 2,000 | 2,626,392 |
Russian Railways Via RZD Capital PLC, | |||||
Sr. Unsec’d. Notes | 0.898 | 10/03/25 | CHF | 6,800 | 7,284,093 |
Sr. Unsec’d. Notes | 1.195 | 04/03/28 | CHF | 1,300 | 1,380,604 |
Sr. Unsec’d. Notes | 7.487 | 03/25/31 | GBP | 750 | 1,327,310 |
24,792,189 | |||||
South Africa 0.1% | |||||
Eskom Holdings SOC Ltd., | |||||
Gov’t. Gtd. Notes, 144A, MTN | 6.350 | 08/10/28 | 1,350 | 1,360,203 | |
Gov’t. Gtd. Notes, MTN | 6.350 | 08/10/28 | 3,200 | 3,224,184 |
19
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
South Africa (cont’d.) | |||||
Sasol Financing International Ltd., Gtd. Notes | 4.500 % | 11/14/22 | 800 | $ 761,595 | |
5,345,982 | |||||
South Korea 0.3% | |||||
Korea Development Bank (The), Sr. Unsec’d. Notes, EMTN | 4.500 | 11/10/20 | CNH | 16,000 | 2,301,399 |
Korea Expressway Corp., Sr. Unsec’d. Notes, GMTN | 3.030 | 05/11/32 | CAD | 7,500 | 6,345,689 |
Korea Hydro & Nuclear Power Co. Ltd., Sr. Unsec’d. Notes, EMTN | 3.350 | 03/13/28 | HKD | 2,000 | 279,068 |
KT Corp., Sr. Unsec’d. Notes | 0.220 | 07/19/22 | JPY | 100,000 | 936,488 |
9,862,644 | |||||
Spain 0.1% | |||||
Adif-Alta Velocidad, Sr. Unsec’d. Notes, EMTN | 3.500 | 05/27/24 | EUR | 400 | 534,936 |
Banco Santander SA, Sr. Unsec’d. Notes | 3.800 | 02/23/28 | 2,200 | 2,446,256 | |
Codere Finance 2 Luxembourg SA, | |||||
Sr. Sec’d. Notes, 144A | 7.625 | 11/01/21 | 2,000 | 1,220,000 | |
Sr. Sec’d. Notes, 144A | 12.750 | 09/30/23 | EUR | 510 | 600,784 |
4,801,976 | |||||
Supranational Bank 1.2% | |||||
African Development Bank, | |||||
Sr. Unsec’d. Notes, EMTN | 0.500 | 09/29/20 | AUD | 445 | 317,937 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 09/21/21 | NZD | 4,000 | 2,649,342 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 03/13/23 | MXN | 20,000 | 790,765 |
Corp. Andina de Fomento, | |||||
Sr. Unsec’d. Notes | 2.750 | 01/06/23 | 1,350 | 1,400,439 | |
Sr. Unsec’d. Notes | 4.375 | 06/15/22 | 3,300 | 3,483,721 | |
Sr. Unsec’d. Notes, MTN | 4.000 | 03/31/21 | AUD | 1,636 | 1,186,735 |
European Bank for Reconstruction & Development, | |||||
Sr. Unsec’d. Notes, GMTN | 0.500 | 09/01/23 | AUD | 400 | 280,672 |
Sr. Unsec’d. Notes, GMTN | 0.500 | 11/21/23 | AUD | 1,200 | 848,117 |
Sr. Unsec’d. Notes, GMTN | 6.450 | 12/13/22 | IDR | 60,560,000 | 4,129,770 |
European Investment Bank, | |||||
Sr. Unsec’d. Notes, 144A, EMTN | 4.600 | 01/30/37 | CAD | 1,500 | 1,597,084 |
20
PGIM Global Total Return 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 (cont’d.) | |||||
European Investment Bank, (cont’d.) | |||||
Sr. Unsec’d. Notes, 144A, EMTN | 5.400 % | 01/05/45 | CAD | 4,200 | $ 5,306,367 |
Sr. Unsec’d. Notes, 144A, MTN | 2.437 (s) | 05/28/37 | CAD | 4,000 | 2,198,508 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 06/21/23 | AUD | 2,500 | 1,777,029 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 07/21/23 | AUD | 800 | 568,401 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 08/10/23 | AUD | 1,210 | 859,657 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 10/26/23 | AUD | 6,930 | 4,912,358 |
Sr. Unsec’d. Notes, EMTN | 1.250 | 05/12/25 | SEK | 16,500 | 1,966,833 |
Sr. Unsec’d. Notes, EMTN | 1.250 | 11/12/29 | SEK | 10,000 | 1,211,260 |
Sr. Unsec’d. Notes, EMTN | 3.250 | 05/24/23 | NOK | 10,000 | 1,182,880 |
Sr. Unsec’d. Notes, EMTN | 4.600 | 01/30/37 | CAD | 550 | 585,598 |
Inter-American Development Bank, | |||||
Sr. Unsec’d. Notes, EMTN | 0.500 | 05/23/23 | CAD | 744 | 555,205 |
Sr. Unsec’d. Notes, EMTN | 7.875 | 03/14/23 | IDR | 117,000,000 | 8,267,034 |
Unsec’d. Notes, EMTN | 0.500 | 10/30/20 | ZAR | 2,250 | 130,285 |
Unsec’d. Notes, EMTN | 0.500 | 11/30/20 | ZAR | 1,840 | 106,156 |
International Bank for Reconstruction & Development, | |||||
Sr. Unsec’d. Notes, EMTN | 0.500 | 03/07/22 | AUD | 1,145 | 813,126 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 03/28/22 | AUD | 200 | 141,676 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 07/29/22 | AUD | 350 | 249,314 |
Sr. Unsec’d. Notes, MTN | 1.400 (cc) | 10/20/26 | 18 | 18,158 | |
International Finance Corp., Sr. Unsec’d. Notes, GMTN | 6.000 | 07/25/22 | MXN | 20,000 | 918,322 |
Nordic Investment Bank, Sr. Unsec’d. Notes, MTN | 3.875 | 09/02/25 | NZD | 2,000 | 1,536,164 |
North American Development Bank, Sr. Unsec’d. Notes | 2.400 | 10/26/22 | 198 | 205,328 | |
50,194,241 | |||||
Switzerland 0.4% | |||||
Credit Suisse Group AG, | |||||
Sr. Unsec’d. Notes, 144A | 2.593 (ff) | 09/11/25 | 1,390 | 1,454,568 | |
Sr. Unsec’d. Notes, 144A(a) | 4.207 (ff) | 06/12/24 | 2,850 | 3,092,833 | |
Sr. Unsec’d. Notes, 144A | 4.282 | 01/09/28 | 2,975 | 3,388,137 | |
Credit Suisse Group Funding Guernsey Ltd., Gtd. Notes, EMTN | 1.000 | 04/14/23 | CHF | 1,000 | 1,116,733 |
UBS Group AG, | |||||
Sr. Unsec’d. Notes, 144A | 2.859 (ff) | 08/15/23 | 990 | 1,029,852 | |
Sr. Unsec’d. Notes, 144A | 3.491 | 05/23/23 | 1,100 | 1,153,376 | |
Sr. Unsec’d. Notes, 144A | 4.125 | 09/24/25 | 2,500 | 2,872,729 | |
14,108,228 |
21
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
Tunisia 0.0% | |||||
Banque Centrale de Tunisie International Bond, Sr. Unsec’d. Notes | 4.200 % | 03/17/31 | JPY | 100,000 | $ 708,050 |
Ukraine 0.0% | |||||
NAK Naftogaz Ukraine via Kondor Finance PLC, Sr. Unsec’d. Notes | 7.125 | 07/19/24 | EUR | 1,100 | 1,261,774 |
United Arab Emirates 1.1% | |||||
Abu Dhabi National Energy Co. PJSC, | |||||
Sr. Unsec’d. Notes | 3.625 | 01/12/23 | 1,000 | 1,060,598 | |
Sr. Unsec’d. Notes, 144A(a) | 4.375 | 04/23/25 | 1,070 | 1,214,763 | |
Sr. Unsec’d. Notes, GMTN | 2.750 | 05/02/24 | EUR | 13,800 | 17,738,575 |
ADCB Finance Cayman Ltd., | |||||
Gtd. Notes, MTN | 3.750 | 10/25/22 | AUD | 1,130 | 830,301 |
Gtd. Notes, MTN | 4.500 | 10/25/27 | AUD | 1,820 | 1,382,452 |
DP World PLC, | |||||
Sr. Unsec’d. Notes | 2.375 | 09/25/26 | EUR | 550 | 639,969 |
Sr. Unsec’d. Notes | 4.250 | 09/25/30 | GBP | 4,000 | 5,500,375 |
Sr. Unsec’d. Notes, 144A | 4.250 | 09/25/30 | GBP | 1,840 | 2,530,172 |
Emirates NBD Bank PJSC, | |||||
Sr. Unsec’d. Notes, MTN | 4.750 | 02/09/28 | AUD | 4,830 | 3,798,496 |
Sr. Unsec’d. Notes, MTN | 4.850 | 10/12/27 | AUD | 4,090 | 3,232,369 |
Emirates Telecommunications Group Co. PJSC, Sr. Unsec’d. Notes, GMTN | 2.750 | 06/18/26 | EUR | 4,000 | 5,276,791 |
First Abu Dhabi Bank PJSC, Sr. Unsec’d. Notes, EMTN | 4.500 | 09/10/21 | CNH | 8,000 | 1,162,925 |
44,367,786 | |||||
United Kingdom 2.9% | |||||
Barclays PLC, | |||||
Sr. Unsec’d. Notes | 4.375 | 01/12/26 | 800 | 912,489 | |
Sr. Unsec’d. Notes, MTN | 4.000 | 06/26/29 | AUD | 2,000 | 1,541,369 |
Sr. Unsec’d. Notes, MTN(a) | 4.972 (ff) | 05/16/29 | 5,520 | 6,603,796 | |
Sr. Unsec’d. Notes, MTN | 5.244 | 06/15/28 | AUD | 1,000 | 826,776 |
Sub. Notes | 5.200 | 05/12/26 | 3,780 | 4,310,831 | |
BP Capital Markets PLC, Gtd. Notes | 4.375 (ff) | —(rr) | 14,500 | 15,138,151 | |
Co-operative Group Holdings 2011 Ltd., Gtd. Notes | 7.500 | 07/08/26 | GBP | 2,400 | 3,644,173 |
CPUK Finance Ltd., Sec’d. Notes, 144A | 4.875 | 02/28/47 | GBP | 110 | 134,631 |
22
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United Kingdom (cont’d.) | |||||
eG Global Finance PLC, | |||||
Sr. Sec’d. Notes | 6.250 % | 10/30/25 | EUR | 3,000 | $ 3,516,910 |
Sr. Sec’d. Notes, 144A | 4.375 | 02/07/25 | EUR | 5,500 | 6,131,525 |
Sr. Sec’d. Notes, 144A | 6.250 | 10/30/25 | EUR | 3,200 | 3,751,371 |
Experian Finance PLC, Gtd. Notes, 144A | 2.750 | 03/08/30 | 3,625 | 3,975,668 | |
HSBC Bank PLC, | |||||
Sr. Unsec’d. Notes, 144A, EMTN | 3.120 | 04/04/26 | CNH | 36,800 | 5,266,574 |
Sr. Unsec’d. Notes, EMTN | 2.850 (ff) | 09/28/24 | 11,274 | 11,029,290 | |
HSBC Holdings PLC, | |||||
Sr. Unsec’d. Notes | 0.842 | 09/26/23 | JPY | 100,000 | 951,396 |
Sr. Unsec’d. Notes | 3.973 (ff) | 05/22/30 | 2,400 | 2,710,196 | |
Sub. Notes(a) | 4.250 | 08/18/25 | 1,255 | 1,389,464 | |
Ladbrokes Group Finance PLC, Sr. Sec’d. Notes | 5.125 | 09/08/23 | GBP | 1,900 | 2,539,406 |
Lloyds Banking Group PLC, | |||||
Sr. Unsec’d. Notes | 2.907 (ff) | 11/07/23 | 1,850 | 1,933,173 | |
Sr. Unsec’d. Notes(a) | 3.870 (ff) | 07/09/25 | 5,695 | 6,273,411 | |
Sub. Notes | 4.582 | 12/10/25 | 2,250 | 2,538,853 | |
Natwest Group PLC, | |||||
Sr. Unsec’d. Notes(a) | 3.875 | 09/12/23 | 1,000 | 1,086,014 | |
Sr. Unsec’d. Notes | 4.269 (ff) | 03/22/25 | 5,860 | 6,444,221 | |
Sr. Unsec’d. Notes | 4.445 (ff) | 05/08/30 | 2,500 | 2,970,729 | |
Sr. Unsec’d. Notes, EMTN | 2.000 (ff) | 03/08/23 | EUR | 700 | 844,598 |
Sr. Unsec’d. Notes, EMTN | 2.500 | 03/22/23 | EUR | 1,500 | 1,859,375 |
Pinewood Finance Co. Ltd., Sr. Sec’d. Notes, 144A | 3.250 | 09/30/25 | GBP | 1,700 | 2,231,470 |
Santander UK Group Holdings PLC, Sr. Unsec’d. Notes | 3.571 | 01/10/23 | 3,065 | 3,180,314 | |
Tesco Corporate Treasury Services PLC, Gtd. Notes, EMTN | 2.500 | 07/01/24 | EUR | 750 | 947,923 |
Virgin Media Secured Finance PLC, | |||||
Sr. Sec’d. Notes | 5.000 | 04/15/27 | GBP | 2,800 | 3,822,268 |
Sr. Sec’d. Notes, 144A | 5.000 | 04/15/27 | GBP | 5,900 | 8,054,064 |
116,560,429 | |||||
United States 16.5% | |||||
JPMorgan Chase Bank, N.A., Sr. Unsec’d. Notes | 4.762 (s) | 03/17/48 | ITL | 29,800,000 | 4,998,268 |
AbbVie, Inc., | |||||
Sr. Unsec’d. Notes, 144A | 3.200 | 11/21/29 | 6,090 | 6,856,671 |
23
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
AbbVie, Inc., (cont’d.) | |||||
Sr. Unsec’d. Notes, 144A | 4.050 % | 11/21/39 | 2,975 | $ 3,656,771 | |
Sr. Unsec’d. Notes, 144A | 4.250 | 11/21/49 | 2,870 | 3,670,235 | |
Adient Global Holdings Ltd., Gtd. Notes, 144A | 3.500 | 08/15/24 | EUR | 1,234 | 1,334,127 |
Aflac, Inc., | |||||
Sr. Unsec’d. Notes | 0.932 | 01/25/27 | JPY | 80,000 | 764,233 |
Sr. Unsec’d. Notes | 1.159 | 10/18/30 | JPY | 600,000 | 5,812,173 |
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, Gtd. Notes, 144A | 3.500 | 02/15/23 | 5,000 | 5,101,556 | |
Altria Group, Inc., Gtd. Notes | 3.125 | 06/15/31 | EUR | 2,900 | 3,857,143 |
AMC Entertainment Holdings, Inc., | |||||
Gtd. Notes | 5.750 | 06/15/25 | 3,575 | 1,001,049 | |
Gtd. Notes | 5.875 | 11/15/26 | 827 | 231,560 | |
Gtd. Notes | 6.375 | 11/15/24 | GBP | 900 | 307,649 |
Sr. Sec’d. Notes, 144A | 10.500 | 04/24/26 | 481 | 421,082 | |
American International Group, Inc., Sr. Unsec’d. Notes | 1.875 | 06/21/27 | EUR | 2,100 | 2,623,762 |
AmeriGas Partners LP/AmeriGas Finance Corp., | |||||
Sr. Unsec’d. Notes | 5.500 | 05/20/25 | 3,800 | 4,104,440 | |
Sr. Unsec’d. Notes | 5.625 | 05/20/24 | 3,500 | 3,782,142 | |
Amgen, Inc., Sr. Unsec’d. Notes | 2.600 | 08/19/26 | 600 | 659,620 | |
Antero Resources Corp., Gtd. Notes | 5.625 | 06/01/23 | 2,000 | 1,434,639 | |
Anthem, Inc., | |||||
Sr. Unsec’d. Notes | 2.875 | 09/15/29 | 5,715 | 6,317,029 | |
Sr. Unsec’d. Notes | 4.101 | 03/01/28 | 1,005 | 1,196,414 | |
Ascent Resources Utica Holdings LLC/ARU Finance Corp., | |||||
Sr. Unsec’d. Notes, 144A(original cost $551,144; purchased 04/02/19-06/03/19)(f) | 7.000 | 11/01/26 | 575 | 368,957 | |
Sr. Unsec’d. Notes, 144A(original cost $1,765,207; purchased 04/02/19-12/16/19)(f) | 10.000 | 04/01/22 | 1,775 | 1,468,146 | |
AT&T, Inc., | |||||
Sr. Unsec’d. Notes | 3.800 | 02/15/27 | 85 | 97,164 | |
Sr. Unsec’d. Notes | 4.550 | 03/09/49 | 5,000 | 6,127,679 | |
Sr. Unsec’d. Notes | 4.850 | 03/01/39 | 1,200 | 1,497,349 | |
Sr. Unsec’d. Notes | 4.850 | 05/25/47 | CAD | 150 | 132,914 |
Sr. Unsec’d. Notes | 5.100 | 11/25/48 | CAD | 4,575 | 4,213,405 |
24
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
AT&T, Inc., (cont’d.) | |||||
Sr. Unsec’d. Notes | 5.250 % | 03/01/37 | 70 | $ 90,104 | |
Sr. Unsec’d. Notes, EMTN | 7.000 | 04/30/40 | GBP | 1,550 | 3,403,828 |
Bank of America Corp., | |||||
Jr. Sub. Notes, Series MM | 4.300 (ff) | —(rr) | 8,760 | 8,290,196 | |
Sr. Unsec’d. Notes | 3.419 (ff) | 12/20/28 | 4,519 | 5,107,287 | |
Sr. Unsec’d. Notes, EMTN | (5.214 )(s) | 03/31/22 | EUR | 1,143 | 1,581,790 |
Sr. Unsec’d. Notes, EMTN | 1.939 (s) | 05/31/21 | EUR | 1,100 | 1,547,734 |
Sr. Unsec’d. Notes, EMTN | 5.145 (cc) | 06/27/22 | EUR | 500 | 640,641 |
Sr. Unsec’d. Notes, MTN | 2.884 (ff) | 10/22/30 | 7,620 | 8,371,058 | |
Sr. Unsec’d. Notes, MTN | 3.194 (ff) | 07/23/30 | 5,140 | 5,735,882 | |
Bausch Health Americas, Inc., Gtd. Notes, 144A | 8.500 | 01/31/27 | 550 | 614,981 | |
Bausch Health Cos., Inc., | |||||
Gtd. Notes, 144A | 5.000 | 01/30/28 | 375 | 376,663 | |
Gtd. Notes, 144A | 5.250 | 01/30/30 | 375 | 382,882 | |
Gtd. Notes, 144A | 6.125 | 04/15/25 | 1,500 | 1,549,804 | |
Gtd. Notes, 144A | 7.250 | 05/30/29 | 400 | 443,000 | |
Sr. Sec’d. Notes, 144A | 5.750 | 08/15/27 | 215 | 233,829 | |
Beazer Homes USA, Inc., | |||||
Gtd. Notes | 5.875 | 10/15/27 | 1,300 | 1,308,878 | |
Gtd. Notes | 6.750 | 03/15/25 | 2,075 | 2,140,739 | |
Gtd. Notes | 7.250 | 10/15/29 | 1,675 | 1,796,437 | |
Berkshire Hathaway, Inc., | |||||
Sr. Unsec’d. Notes | 0.440 | 09/13/29 | JPY | 1,640,000 | 14,940,095 |
Sr. Unsec’d. Notes | 0.787 | 09/13/34 | JPY | 100,000 | 917,259 |
Sr. Unsec’d. Notes | 0.965 | 09/13/39 | JPY | 300,000 | 2,697,285 |
Boeing Co. (The), Sr. Unsec’d. Notes | 5.805 | 05/01/50 | 4,030 | 4,727,324 | |
Bristol-Myers Squibb Co., | |||||
Sr. Unsec’d. Notes | 3.200 | 06/15/26 | 1,670 | 1,895,582 | |
Sr. Unsec’d. Notes(h) | 3.400 | 07/26/29 | 3,790 | 4,466,325 | |
Sr. Unsec’d. Notes(h) | 3.450 | 11/15/27 | 3,345 | 3,889,853 | |
Brixmor Operating Partnership LP, | |||||
Sr. Unsec’d. Notes | 3.650 | 06/15/24 | 2,000 | 2,088,011 | |
Sr. Unsec’d. Notes | 4.125 | 05/15/29 | 2,865 | 3,080,713 | |
Broadcom, Inc., | |||||
Gtd. Notes, 144A | 3.459 | 09/15/26 | 2,626 | 2,876,016 | |
Gtd. Notes, 144A | 4.700 | 04/15/25 | 6,765 | 7,736,417 | |
Caledonia Generating LLC, Sr. Sec’d. Notes, 144A | 1.950 | 02/28/22 | 62 | 62,668 |
25
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
Calpine Corp., | |||||
Sr. Unsec’d. Notes, 144A | 4.625 % | 02/01/29 | 770 | $ 778,578 | |
Sr. Unsec’d. Notes, 144A | 5.000 | 02/01/31 | 1,180 | 1,211,085 | |
Sr. Unsec’d. Notes, 144A | 5.125 | 03/15/28 | 5,000 | 5,199,481 | |
CCO Holdings LLC/CCO Holdings Capital Corp., | |||||
Sr. Unsec’d. Notes, 144A | 5.375 | 06/01/29 | 675 | 739,915 | |
Sr. Unsec’d. Notes, 144A | 5.500 | 05/01/26 | 1,000 | 1,058,735 | |
CF Industries, Inc., | |||||
Gtd. Notes | 3.450 | 06/01/23 | 600 | 629,052 | |
Sr. Sec’d. Notes, 144A | 4.500 | 12/01/26 | 6,451 | 7,264,194 | |
Charter Communications Operating LLC/Charter Communications Operating Capital, | |||||
Sr. Sec’d. Notes(a) | 2.800 | 04/01/31 | 3,625 | 3,807,572 | |
Sr. Sec’d. Notes | 4.800 | 03/01/50 | 5,250 | 6,342,537 | |
Sr. Sec’d. Notes | 6.384 | 10/23/35 | 2,357 | 3,229,424 | |
Cigna Corp., | |||||
Gtd. Notes | 3.050 | 11/30/22 | 3,000 | 3,165,360 | |
Sr. Unsec’d. Notes(a) | 2.400 | 03/15/30 | 2,665 | 2,841,210 | |
CitiFinancial Credit Co., Sr. Unsec’d. Notes | 7.875 | 02/01/25 | 662 | 835,094 | |
Citigroup Global Markets Holdings, Inc., Gtd. Notes, GMTN | 3.000 (cc) | 06/12/24 | 8,386 | 9,177,530 | |
Citigroup, Inc., | |||||
Sr. Unsec’d. Notes | 2.750 | 04/25/22 | 600 | 622,303 | |
Sr. Unsec’d. Notes | 2.800 | 06/25/27 | JPY | 230,000 | 2,422,972 |
Sr. Unsec’d. Notes | 3.106 (ff) | 04/08/26 | 12,950 | 14,099,133 | |
Sr. Unsec’d. Notes, GMTN | 2.210 | 08/23/22 | HKD | 27,000 | 3,533,348 |
Sr. Unsec’d. Notes, GMTN | 2.600 | 12/07/22 | HKD | 5,000 | 660,588 |
Sub. Notes | 4.400 | 06/10/25 | 3,000 | 3,412,459 | |
Clear Channel Worldwide Holdings, Inc., Gtd. Notes | 9.250 | 02/15/24 | 3,372 | 3,060,181 | |
Colt Merger Sub, Inc., Sr. Sec’d. Notes, 144A | 6.250 | 07/01/25 | 2,660 | 2,781,709 | |
Comcast Corp., Gtd. Notes(a) | 3.150 | 02/15/28 | 2,000 | 2,284,070 | |
Continental Airlines 2010-1 Class A Pass-Through Trust, Pass-Through Certificates | 4.750 | 07/12/22 | 39 | 38,018 | |
Corning, Inc., Sr. Unsec’d. Notes | 0.698 | 08/09/24 | JPY | 100,000 | 926,623 |
CVS Health Corp., Sr. Unsec’d. Notes(a) | 4.300 | 03/25/28 | 2,175 | 2,577,128 |
26
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
Dana Financing Luxembourg Sarl, Gtd. Notes, 144A(a) | 6.500 % | 06/01/26 | 1,625 | $ 1,707,712 | |
Dana, Inc., Sr. Unsec’d. Notes | 5.375 | 11/15/27 | 2,625 | 2,750,636 | |
Danaher Corp., Sr. Unsec’d. Notes | 2.100 | 09/30/26 | EUR | 1,200 | 1,557,783 |
Delta Air Lines 2007-1 Class A Pass-Through Trust, Pass-Through Certificates | 6.821 | 02/10/24 | 119 | 116,607 | |
DH Europe Finance II Sarl, | |||||
Gtd. Notes | 0.200 | 03/18/26 | EUR | 3,400 | 3,988,644 |
Gtd. Notes | 0.450 | 03/18/28 | EUR | 2,200 | 2,579,072 |
Diamond BC BV, Sr. Unsec’d. Notes | 5.625 | 08/15/25 | EUR | 6,900 | 7,887,574 |
Diamond Sports Group LLC/Diamond Sports Finance Co., Gtd. Notes, 144A(a) | 6.625 | 08/15/27 | 3,740 | 2,047,429 | |
Discovery Communications LLC, | |||||
Gtd. Notes | 3.450 | 03/15/25 | 2,500 | 2,751,668 | |
Gtd. Notes | 5.300 | 05/15/49 | 180 | 231,124 | |
DISH DBS Corp., Gtd. Notes(a) | 7.750 | 07/01/26 | 3,000 | 3,367,041 | |
Dow Chemical Co. (The), | |||||
Sr. Unsec’d. Notes | 3.625 | 05/15/26 | 720 | 803,193 | |
Sr. Unsec’d. Notes | 9.400 | 05/15/39 | 152 | 271,176 | |
Eastman Chemical Co., Sr. Unsec’d. Notes(a) | 4.500 | 12/01/28 | 600 | 711,480 | |
Eli Lilly & Co., Sr. Unsec’d. Notes | 0.625 | 11/01/31 | EUR | 3,000 | 3,652,687 |
Embarq Corp., Sr. Unsec’d. Notes | 7.995 | 06/01/36 | 6,850 | 8,106,070 | |
Energizer Gamma Acquisition BV, Gtd. Notes | 4.625 | 07/15/26 | EUR | 11,051 | 13,390,939 |
Energy Transfer Operating LP, Jr. Sub. Notes, Series G | 7.125 (ff) | —(rr) | 7,800 | 6,475,502 | |
Enterprise Products Operating LLC, | |||||
Gtd. Notes | 3.700 | 01/31/51 | 210 | 227,627 | |
Gtd. Notes | 3.950 | 01/31/60 | 220 | 240,538 | |
Gtd. Notes | 4.150 | 10/16/28 | 1,665 | 1,949,930 | |
ERAC USA Finance LLC, Gtd. Notes, 144A | 7.000 | 10/15/37 | 190 | 263,235 | |
Everi Payments, Inc., Gtd. Notes, 144A | 7.500 | 12/15/25 | 1,959 | 1,908,844 |
27
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
Ferrellgas Partners LP/Ferrellgas Partners Finance Corp., Sr. Unsec’d. Notes | 8.625 % | 06/15/20 | 750 | $ 225,937 | |
Fidelity National Information Services, Inc., | |||||
Gtd. Notes | 1.100 | 07/15/24 | EUR | 2,300 | 2,806,190 |
Sr. Unsec’d. Notes | 1.500 | 05/21/27 | EUR | 7,600 | 9,552,809 |
Ford Motor Credit Co. LLC, | |||||
Sr. Unsec’d. Notes | 4.134 | 08/04/25 | 200 | 204,876 | |
Sr. Unsec’d. Notes | 4.687 | 06/09/25 | 2,015 | 2,105,544 | |
Sr. Unsec’d. Notes, EMTN | 4.125 | 06/20/24 | SGD | 2,000 | 1,367,145 |
General Motors Financial Co., Inc., | |||||
Gtd. Notes | 3.200 | 07/06/21 | 370 | 376,004 | |
Gtd. Notes | 3.850 | 01/05/28 | 2,900 | 3,062,125 | |
Gtd. Notes | 3.950 | 04/13/24 | 250 | 266,309 | |
Golden Entertainment, Inc., Sr. Unsec’d. Notes, 144A(a) | 7.625 | 04/15/26 | 1,000 | 876,644 | |
Goldman Sachs Group, Inc. (The), | |||||
Jr. Sub. Notes, Series M, 3 Month LIBOR + 3.922% | 4.370 (c) | —(rr) | 700 | 679,501 | |
Sr. Unsec’d. Notes | 3.500 | 01/23/25 | 1,500 | 1,650,432 | |
Sr. Unsec’d. Notes | 4.500 | 05/16/28 | AUD | 210 | 172,924 |
Sr. Unsec’d. Notes, EMTN | — (p) | 08/12/25 | EUR | 1,665 | 1,853,810 |
Sr. Unsec’d. Notes, EMTN | 1.000 | 08/06/24 | JPY | 100,000 | 951,300 |
Sr. Unsec’d. Notes, EMTN | 1.300 | 03/22/30 | JPY | 10,000 | 99,832 |
Sr. Unsec’d. Notes, EMTN | 1.428 (s) | 12/15/23 | EUR | 200 | 228,919 |
Sr. Unsec’d. Notes, EMTN | 2.100 (cc) | 11/26/22 | 1,500 | 1,538,729 | |
Sr. Unsec’d. Notes, EMTN | 2.250 | 09/28/24 | 100 | 100,199 | |
Sr. Unsec’d. Notes, EMTN | 2.700 (ff) | 11/30/24 | 40 | 39,437 | |
Sr. Unsec’d. Notes, EMTN | 3.000 (cc) | 05/31/24 | 9,248 | 10,103,112 | |
Sub. Notes | 4.750 | 10/12/21 | EUR | 3,000 | 3,723,868 |
Goldman Sachs International, Gtd. Notes, EMTN | 1.750 | 05/29/24 | EUR | 3,685 | 4,469,967 |
HCA, Inc., | |||||
Gtd. Notes | 5.625 | 09/01/28 | 1,200 | 1,431,748 | |
Sr. Sec’d. Notes | 5.250 | 04/15/25 | 3,000 | 3,494,458 | |
Sr. Sec’d. Notes | 5.250 | 06/15/49 | 1,500 | 1,990,038 | |
Honeywell International, Inc., | |||||
Sr. Unsec’d. Notes | — (p) | 03/10/24 | EUR | 6,700 | 7,852,518 |
Sr. Unsec’d. Notes | 0.750 | 03/10/32 | EUR | 3,000 | 3,540,503 |
Hunt Cos., Inc., Sr. Sec’d. Notes, 144A | 6.250 | 02/15/26 | 2,461 | 2,315,033 | |
Hyundai Capital America, Sr. Unsec’d. Notes, 144A | 3.000 | 06/20/22 | 2,000 | 2,053,620 |
28
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
International Paper Co., Sr. Unsec’d. Notes | 7.300 % | 11/15/39 | 75 | $ 111,270 | |
IQVIA, Inc., Gtd. Notes, 144A | 2.250 | 01/15/28 | EUR | 1,800 | 2,099,255 |
Jabil, Inc., Sr. Unsec’d. Notes | 4.700 | 09/15/22 | 655 | 704,808 | |
JBS USA LUX SA/JBS USA Finance, Inc., Gtd. Notes, 144A | 5.750 | 06/15/25 | 470 | 484,274 | |
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., | |||||
Gtd. Notes, 144A | 6.500 | 04/15/29 | 1,150 | 1,302,263 | |
Sr. Unsec’d. Notes, 144A | 5.500 | 01/15/30 | 100 | 110,519 | |
John Sevier Combined Cycle Generation LLC, Sec’d. Notes(h) | 4.626 | 01/15/42 | 3,860 | 4,997,275 | |
JPMorgan Chase & Co., | |||||
Jr. Sub. Notes, Series I, 3 Month LIBOR + 3.470% | 3.738 (c) | —(rr) | 219 | 209,569 | |
Jr. Sub. Notes, Series V, 3 Month LIBOR + 3.320% | 3.616 (c) | —(rr) | 1,000 | 937,270 | |
Jr. Sub. Notes, Series X | 6.100 (ff) | —(rr) | 1,980 | 2,095,945 | |
Jr. Sub. Notes, Series Z, 3 Month LIBOR + 3.800% | 4.487 (c) | —(rr) | 1,410 | 1,376,758 | |
Sr. Unsec’d. Notes | 3.509 (ff) | 01/23/29 | 3,200 | 3,641,273 | |
Sr. Unsec’d. Notes | 3.702 (ff) | 05/06/30 | 1,590 | 1,843,247 | |
KB Home, | |||||
Gtd. Notes | 6.875 | 06/15/27 | 1,650 | 1,870,528 | |
Gtd. Notes | 7.500 | 09/15/22 | 1,000 | 1,097,103 | |
Kinder Morgan Energy Partners LP, Gtd. Notes | 4.150 | 02/01/24 | 2,000 | 2,189,169 | |
Kraft Heinz Foods Co., | |||||
Gtd. Notes(a) | 3.000 | 06/01/26 | 2,000 | 2,114,075 | |
Gtd. Notes, 144A | 4.875 | 10/01/49 | 15 | 16,502 | |
Level 3 Financing, Inc., Sr. Sec’d. Notes, 144A | 3.400 | 03/01/27 | 4,042 | 4,356,033 | |
Liberty Mutual Group, Inc., | |||||
Gtd. Notes, 144A | 2.750 | 05/04/26 | EUR | 1,000 | 1,313,939 |
Gtd. Notes, 144A | 3.951 | 10/15/50 | 90 | 104,463 | |
LYB International Finance III LLC, Gtd. Notes(a) | 4.200 | 10/15/49 | 960 | 1,107,456 | |
Marriott International, Inc., Sr. Unsec’d. Notes, Series EE | 5.750 | 05/01/25 | 875 | 972,397 | |
Mars, Inc., Gtd. Notes, 144A(h) | 3.600 | 04/01/34 | 420 | 517,321 | |
Marsh & McLennan Cos., Inc., Sr. Unsec’d. Notes | 1.979 | 03/21/30 | EUR | 4,700 | 6,241,080 |
29
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
McDonald’s Corp., Sr. Unsec’d. Notes, MTN | 3.800 % | 03/08/29 | AUD | 4,890 | $ 4,000,991 |
Medtronic Global Holdings SCA, | |||||
Gtd. Notes | 1.500 | 07/02/39 | EUR | 500 | 625,811 |
Gtd. Notes | 1.625 | 03/07/31 | EUR | 2,500 | 3,307,522 |
Gtd. Notes | 1.750 | 07/02/49 | EUR | 2,100 | 2,628,442 |
Gtd. Notes | 2.250 | 03/07/39 | EUR | 1,910 | 2,680,254 |
Morgan Guaranty Trust Co., Sr. Unsec’d. Notes | 1.390 (s) | 01/21/27 | ITL | 1,595,000 | 911,463 |
Morgan Stanley, | |||||
Jr. Sub. Notes, Series H, 3 Month LIBOR + 3.610% | 3.885 (c) | —(rr) | 1,415 | 1,336,043 | |
Sr. Unsec’d. Notes, EMTN | 0.637 (ff) | 07/26/24 | EUR | 5,000 | 5,949,980 |
Sr. Unsec’d. Notes, EMTN | 1.342 (ff) | 10/23/26 | EUR | 600 | 739,028 |
Sr. Unsec’d. Notes, EMTN | 7.500 | 04/02/32 | 14,000 | 12,449,981 | |
Sr. Unsec’d. Notes, GMTN | 1.375 | 10/27/26 | EUR | 1,600 | 1,994,299 |
Motorola Solutions, Inc., Sr. Unsec’d. Notes | 4.600 | 02/23/28 | 1,665 | 1,929,757 | |
MPLX LP, | |||||
Sr. Unsec’d. Notes(a) | 4.000 | 03/15/28 | 515 | 560,612 | |
Sr. Unsec’d. Notes | 4.125 | 03/01/27 | 2,000 | 2,183,803 | |
MPT Operating Partnership LP/MPT Finance Corp., Gtd. Notes | 3.325 | 03/24/25 | EUR | 1,700 | 2,109,439 |
Nationstar Mortgage Holdings, Inc., | |||||
Gtd. Notes, 144A | 6.000 | 01/15/27 | 735 | 758,856 | |
Gtd. Notes, 144A | 8.125 | 07/15/23 | 3,840 | 4,006,728 | |
Newell Brands, Inc., Sr. Unsec’d. Notes(a) | 4.700 | 04/01/26 | 1,300 | 1,408,779 | |
Newfield Exploration Co., Gtd. Notes | 5.625 | 07/01/24 | 7,200 | 7,186,775 | |
Newmont Corp., Gtd. Notes | 2.250 | 10/01/30 | 1,995 | 2,103,961 | |
Norfolk Southern Corp., | |||||
Sr. Unsec’d. Notes | 3.942 | 11/01/47 | 232 | 293,886 | |
Sr. Unsec’d. Notes | 4.050 | 08/15/52 | 165 | 213,497 | |
NRG Energy, Inc., Sr. Sec’d. Notes, 144A(a) | 3.750 | 06/15/24 | 5,600 | 5,989,676 | |
Occidental Petroleum Corp., | |||||
Sr. Unsec’d. Notes | 2.600 | 08/13/21 | 913 | 905,875 | |
Sr. Unsec’d. Notes(a) | 2.700 | 08/15/22 | 1,320 | 1,276,733 | |
Sr. Unsec’d. Notes | 6.450 | 09/15/36 | 35 | 34,767 | |
ONEOK Partners LP, Gtd. Notes | 4.900 | 03/15/25 | 2,000 | 2,178,555 |
30
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
ONEOK, Inc., | |||||
Gtd. Notes(a) | 3.100 % | 03/15/30 | 7,350 | $ 6,935,524 | |
Gtd. Notes | 4.450 | 09/01/49 | 2,000 | 1,806,304 | |
PetSmart, Inc., Sr. Sec’d. Notes, 144A | 5.875 | 06/01/25 | 565 | 580,735 | |
Phillips 66 Partners LP, Sr. Unsec’d. Notes(a) | 3.605 | 02/15/25 | 2,000 | 2,141,584 | |
Plains All American Pipeline LP/PAA Finance Corp., | |||||
Sr. Unsec’d. Notes(a) | 3.550 | 12/15/29 | 2,055 | 2,024,588 | |
Sr. Unsec’d. Notes | 4.900 | 02/15/45 | 2,350 | 2,273,123 | |
Prologis Yen Finance LLC, | |||||
Gtd. Notes | 0.972 | 09/25/28 | JPY | 250,000 | 2,382,620 |
Gtd. Notes | 1.003 | 06/24/32 | JPY | 1,500,000 | 14,197,669 |
Range Resources Corp., Gtd. Notes, 144A | 9.250 | 02/01/26 | 4,805 | 4,637,925 | |
Refinitiv US Holdings, Inc., | |||||
Sr. Sec’d. Notes | 4.500 | 05/15/26 | EUR | 1,000 | 1,234,108 |
Sr. Unsec’d. Notes | 6.875 | 11/15/26 | EUR | 2,700 | 3,409,950 |
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu, Sr. Sec’d. Notes, 144A | 5.125 | 07/15/23 | 2,627 | 2,669,812 | |
Ryder System, Inc., Sr. Unsec’d. Notes, MTN | 4.625 | 06/01/25 | 9,000 | 10,303,535 | |
Sally Holdings LLC/Sally Capital, Inc., Gtd. Notes(a) | 5.625 | 12/01/25 | 4,525 | 4,643,200 | |
Schlumberger Holdings Corp., | |||||
Sr. Unsec’d. Notes, 144A(a) | 3.900 | 05/17/28 | 1,955 | 2,155,773 | |
Sr. Unsec’d. Notes, 144A | 4.000 | 12/21/25 | 129 | 143,237 | |
Scientific Games International, Inc., | |||||
Gtd. Notes, 144A | 7.000 | 05/15/28 | 450 | 416,250 | |
Gtd. Notes, 144A | 7.250 | 11/15/29 | 750 | 693,265 | |
Service Properties Trust, Sr. Unsec’d. Notes | 4.350 | 10/01/24 | 3,600 | 3,226,066 | |
Shire Acquisitions Investments Ireland DAC, Gtd. Notes | 3.200 | 09/23/26 | 2,470 | 2,775,527 | |
Spectrum Brands, Inc., Gtd. Notes, 144A | 4.000 | 10/01/26 | EUR | 675 | 784,896 |
Sprint Capital Corp., Gtd. Notes | 8.750 | 03/15/32 | 4,085 | 6,302,173 | |
Sprint Corp., Gtd. Notes | 7.625 | 02/15/25 | 300 | 364,580 |
31
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
Standard Industries, Inc., Sr. Unsec’d. Notes, 144A | 4.375 % | 07/15/30 | 3,175 | $ 3,428,489 | |
Stryker Corp., Sr. Unsec’d. Notes | 2.625 | 11/30/30 | EUR | 2,300 | 3,178,710 |
Sunoco Logistics Partners Operations LP, Gtd. Notes | 5.400 | 10/01/47 | 2,200 | 2,196,791 | |
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., Gtd. Notes, 144A | 5.500 | 01/15/28 | 2,800 | 2,491,816 | |
Taylor Morrison Communities, Inc., | |||||
Gtd. Notes, 144A | 5.875 | 01/31/25 | 524 | 538,258 | |
Gtd. Notes, 144A | 6.625 | 07/15/27 | 2,330 | 2,533,205 | |
Sr. Unsec’d. Notes, 144A | 5.125 | 08/01/30 | 375 | 409,320 | |
Tenet Healthcare Corp., | |||||
Sec’d. Notes, 144A(a) | 6.250 | 02/01/27 | 800 | 849,236 | |
Sr. Sec’d. Notes, 144A | 5.125 | 11/01/27 | 1,405 | 1,492,812 | |
Sr. Unsec’d. Notes(a) | 6.750 | 06/15/23 | 1,025 | 1,081,552 | |
Sr. Unsec’d. Notes | 8.125 | 04/01/22 | 875 | 945,023 | |
Thermo Fisher Scientific, Inc., | |||||
Sr. Unsec’d. Notes | 0.500 | 03/01/28 | EUR | 4,500 | 5,336,684 |
Sr. Unsec’d. Notes | 2.875 | 07/24/37 | EUR | 450 | 676,624 |
Time Warner Entertainment Co. LP, Sr. Sec’d. Notes | 8.375 | 07/15/33 | 2,065 | 3,250,368 | |
T-Mobile USA, Inc., | |||||
Sr. Sec’d. Notes, 144A | 4.375 | 04/15/40 | 2,500 | 3,063,972 | |
Sr. Sec’d. Notes, 144A(a) | 4.500 | 04/15/50 | 3,110 | 3,881,175 | |
Tote Shipholdings, Inc., Gov’t. Gtd. Notes | 3.400 | 10/16/40 | 106 | 120,164 | |
Toyota Motor Credit Corp., Sr. Unsec’d. Notes, EMTN | 2.600 (cc) | 10/24/25 | 3,158 | 3,489,201 | |
U.S. Concrete, Inc., Gtd. Notes | 6.375 | 06/01/24 | 3,750 | 3,829,360 | |
United Airlines 2007-1 Class A Pass-Through Trust, Pass-Through Certificates | 6.636 | 01/02/24 | 53 | 47,213 | |
United Rentals North America, Inc., | |||||
Gtd. Notes | 3.875 | 02/15/31 | 840 | 840,000 | |
Gtd. Notes | 4.875 | 01/15/28 | 3,115 | 3,345,175 | |
Gtd. Notes | 5.250 | 01/15/30 | 2,340 | 2,561,568 | |
Gtd. Notes | 5.500 | 05/15/27 | 500 | 537,531 | |
Univision Communications, Inc., Sr. Sec’d. Notes, 144A | 6.625 | 06/01/27 | 3,335 | 3,346,096 |
32
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
Upjohn, Inc., | |||||
Gtd. Notes, 144A(a) | 3.850 % | 06/22/40 | 4,410 | $ 5,040,901 | |
Gtd. Notes, 144A | 4.000 | 06/22/50 | 1,325 | 1,520,692 | |
Vector Group Ltd., Sr. Sec’d. Notes, 144A | 6.125 | 02/01/25 | 1,300 | 1,291,079 | |
Verizon Communications, Inc., | |||||
Sr. Unsec’d. Notes | 1.250 | 04/08/30 | EUR | 5,000 | 6,242,530 |
Sr. Unsec’d. Notes | 2.500 | 04/08/31 | GBP | 1,400 | 2,066,779 |
Sr. Unsec’d. Notes, MTN | 2.650 | 05/06/30 | AUD | 1,600 | 1,180,489 |
Sr. Unsec’d. Notes, MTN | 4.050 | 02/17/25 | AUD | 4,430 | 3,533,991 |
Sr. Unsec’d. Notes, MTN | 4.500 | 08/17/27 | AUD | 730 | 619,704 |
Vistra Operations Co. LLC, | |||||
Gtd. Notes, 144A | 5.000 | 07/31/27 | 3,520 | 3,744,423 | |
Sr. Sec’d. Notes, 144A | 3.550 | 07/15/24 | 9,500 | 9,953,962 | |
Wells Fargo & Co., Sr. Unsec’d. Notes, GMTN | 3.700 | 07/27/26 | AUD | 1,373 | 1,096,377 |
Welltower, Inc., Sr. Unsec’d. Notes | 3.100 | 01/15/30 | 5,600 | 5,885,578 | |
Williams Cos., Inc. (The), | |||||
Sr. Unsec’d. Notes | 3.750 | 06/15/27 | 2,000 | 2,191,460 | |
Sr. Unsec’d. Notes | 4.000 | 09/15/25 | 1,500 | 1,677,508 | |
Xerox Corp., Sr. Unsec’d. Notes | 4.125 | 03/15/23 | 460 | 473,855 | |
XPO Logistics, Inc., Gtd. Notes, 144A | 6.750 | 08/15/24 | 530 | 569,741 | |
672,088,960 | |||||
Total Corporate Bonds (cost $1,279,164,149) | 1,332,823,128 | ||||
Residential Mortgage-Backed Securities 2.9% | |||||
Bermuda 0.3% | |||||
Bellemeade Re Ltd., | |||||
Series 2018-01A, Class M1B, 144A, 1 Month LIBOR + 1.600% (Cap N/A, Floor 0.000%) | 1.772 (c) | 04/25/28 | 545 | 539,368 | |
Series 2018-02A, Class M1B, 144A, 1 Month LIBOR + 1.350% (Cap N/A, Floor 0.000%) | 1.522 (c) | 08/25/28 | 269 | 267,893 | |
Series 2018-02A, Class M1C, 144A, 1 Month LIBOR + 1.600% (Cap N/A, Floor 0.000%) | 1.772 (c) | 08/25/28 | 750 | 720,107 | |
Series 2018-03A, Class M1B, 144A, 1 Month LIBOR + 1.850% (Cap N/A, Floor 1.850%) | 2.022 (c) | 10/25/28 | 518 | 513,658 |
33
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Residential Mortgage-Backed Securities (Continued) | |||||
Bermuda (cont’d.) | |||||
Bellemeade Re Ltd., (cont’d.) | |||||
Series 2019-02A, Class M1B, 144A, 1 Month LIBOR + 1.450% (Cap N/A, Floor 1.450%) | 1.622 %(c) | 04/25/29 | 532 | $ 530,699 | |
Series 2019-03A, Class M1A, 144A, 1 Month LIBOR + 1.100% (Cap N/A, Floor 1.100%) | 1.272 (c) | 07/25/29 | 807 | 804,590 | |
Series 2019-03A, Class M1B, 144A, 1 Month LIBOR + 1.600% (Cap N/A, Floor 1.600%) | 1.772 (c) | 07/25/29 | 2,400 | 2,327,400 | |
Series 2019-04A, Class M1A, 144A, 1 Month LIBOR + 1.400% (Cap N/A, Floor 1.400%) | 1.572 (c) | 10/25/29 | 1,240 | 1,235,703 | |
Series 2019-04A, Class M1B, 144A, 1 Month LIBOR + 2.000% (Cap N/A, Floor 2.000%) | 2.172 (c) | 10/25/29 | 4,500 | 4,330,829 | |
Eagle Re Ltd., Series 2019-01, Class M1B, 144A, 1 Month LIBOR + 1.800% (Cap N/A, Floor 0.000%) | 1.972 (c) | 04/25/29 | 620 | 614,667 | |
Home Re Ltd., Series 2019-01, Class M1, 144A, 1 Month LIBOR + 1.650% (Cap N/A, Floor 0.000%) | 1.822 (c) | 05/25/29 | 378 | 372,841 | |
Oaktown Re II Ltd., Series 2018-01A, Class M1, 144A, 1 Month LIBOR + 1.550% (Cap N/A, Floor 0.000%) | 1.722 (c) | 07/25/28 | 186 | 185,045 | |
Oaktown Re III Ltd., Series 2019-01A, Class M1A, 144A, 1 Month LIBOR + 1.400% (Cap N/A, Floor 1.400%) | 1.572 (c) | 07/25/29 | 30 | 30,215 | |
Radnor Re Ltd., | |||||
Series 2018-01, Class M1, 144A, 1 Month LIBOR + 1.400% (Cap N/A, Floor 0.000%) | 1.572 (c) | 03/25/28 | 59 | 58,775 | |
Series 2020-01, Class M1A, 144A, 1 Month LIBOR + 0.950% (Cap N/A, Floor 0.950%) | 1.122 (c) | 02/25/30 | 600 | 593,608 | |
Series 2020-01, Class M1B, 144A, 1 Month LIBOR + 1.450% (Cap N/A, Floor 1.450%) | 1.622 (c) | 02/25/30 | 1,800 | 1,657,666 | |
14,783,064 | |||||
United Kingdom 0.4% | |||||
Finsbury Square PLC, Series 2020-02A, Class A, 144A, 3 Month Sterling Overnight Index Average + 1.300% (Cap N/A, Floor 0.000%) | 1.366 (c) | 06/16/70 | GBP | 2,200 | 2,897,205 |
Paragon Mortgages PLC, | |||||
Series 11X, Class BB, 3 Month EURIBOR + 0.480% (Cap N/A, Floor 0.000%) | 0.045 (c) | 10/15/41 | EUR | 2,358 | 2,560,237 |
Series 12X, Class B1B, 3 Month EURIBOR + 0.480% (Cap N/A, Floor 0.000%) | 0.227 (c) | 11/15/38 | EUR | 1,163 | 1,257,447 |
34
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Residential Mortgage-Backed Securities (Continued) | |||||
United Kingdom (cont’d.) | |||||
Residential Mortgage Securities PLC, Series 32A, Class A, 144A, 3 Month Sterling Overnight Index Average + 1.250% (Cap N/A, Floor 0.000%) | 1.314 %(c) | 06/20/70 | GBP | 6,400 | $ 8,379,946 |
15,094,835 | |||||
United States 2.2% | |||||
APS Resecuritization Trust, Series 2016-01, Class 1A, 144A, 1 Month LIBOR + 0.150% (Cap N/A, Floor 0.150%) | 0.321 (c) | 07/27/57 | 1,343 | 1,297,214 | |
Banc of America Funding Trust, Series 2014-R05, Class 1A1, 144A, 6 Month LIBOR + 1.500% (Cap 11.000%, Floor 1.500%) | 1.883 (c) | 09/26/45 | 185 | 184,749 | |
BVRT Financing Trust, Series 2019-01, Class F, 144A^ | 2.338 | 09/15/21 | 21,088 | 20,854,102 | |
Central Park Funding Trust, Series 2018-01, Class A, 144A, 1 Month LIBOR + 1.500% (Cap N/A, Floor 1.500%) | 1.671 (c) | 11/01/23 | 3,500 | 3,477,732 | |
CIM Trust, | |||||
Series 2017-03, Class A1, 144A, 1 Month LIBOR + 2.000% (Cap N/A, Floor 0.000%) | 2.171 (c) | 01/25/57 | 1,422 | 1,421,847 | |
Series 2017-05, Class A3, 144A | 4.000 (cc) | 05/25/57 | 6,100 | 6,062,046 | |
Series 2017-08, Class A1, 144A | 3.000 (cc) | 12/25/65 | 1,760 | 1,754,328 | |
Connecticut Avenue Securities Trust, | |||||
Series 2019-R04, Class 2M2, 144A, 1 Month LIBOR + 2.100% (Cap N/A, Floor 0.000%) | 2.272 (c) | 06/25/39 | 2,654 | 2,616,994 | |
Series 2019-R07, Class 1M2, 144A, 1 Month LIBOR + 2.100% (Cap N/A, Floor 0.000%) | 2.272 (c) | 10/25/39 | 1,300 | 1,269,866 | |
Series 2020-R01, Class 1M2, 144A, 1 Month LIBOR + 2.050% (Cap N/A, Floor 2.050%) | 2.222 (c) | 01/25/40 | 1,600 | 1,518,227 | |
Credit Suisse Mortgage Trust, | |||||
Series 2019-11R, Class 1A1, 144A, 1 Month LIBOR + 1.350% (Cap N/A, Floor 1.350%) | 1.529 (c) | 09/25/45 | 7,792 | 7,729,294 | |
Series 2020-WL01, Class A, 144A, 1 Month LIBOR + 1.400% (Cap N/A, Floor 0.000%)^ | 1.572 (c) | 12/25/59 | 13,218 | 13,085,922 | |
Fannie Mae Connecticut Avenue Securities, Series 2018-C03, Class 1M2, 1 Month LIBOR + 2.150% (Cap N/A, Floor 2.150%) | 2.322 (c) | 10/25/30 | 529 | 514,259 | |
Fannie Mae REMICS, Series 2012-107, Class GI, IO | 3.500 | 09/25/27 | 5,831 | 388,498 |
35
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Residential Mortgage-Backed Securities (Continued) | |||||
United States (cont’d.) | |||||
Freddie Mac REMICS, Series 4166, Class IO, IO | 3.500 % | 02/15/43 | 8,144 | $ 1,222,708 | |
Freddie Mac Structured Agency Credit Risk REMIC Trust, | |||||
Series 2020-DNA02, Class M2, 144A, 1 Month LIBOR + 1.850% (Cap N/A, Floor 1.850%) | 2.022 (c) | 02/25/50 | 4,060 | 3,845,362 | |
Series 2020-DNA03, Class B1, 144A, 1 Month LIBOR + 5.100% (Cap N/A, Floor 0.000%) | 5.272 (c) | 06/25/50 | 750 | 739,206 | |
Series 2020-DNA03, Class M2, 144A, 1 Month LIBOR + 3.000% (Cap N/A, Floor 0.000%) | 3.172 (c) | 06/25/50 | 2,780 | 2,759,197 | |
Series 2020-HQA02, Class M2, 144A, 1 Month LIBOR + 3.100% (Cap N/A, Floor 0.000%) | 3.272 (c) | 03/25/50 | 320 | 306,583 | |
Freddie Mac Structured Agency Credit Risk Trust, Series 2019-DNA01, Class M2, 144A, 1 Month LIBOR + 2.650% (Cap N/A, Floor 0.000%) | 2.822 (c) | 01/25/49 | 417 | 405,246 | |
Legacy Mortgage Asset Trust, Series 2020-GS01, Class A1, 144A | 2.882 | 10/25/59 | 7,441 | 7,395,798 | |
LSTAR Securities Investment Trust, Series 2019-02, Class A1, 144A, 1 Month LIBOR + 1.500% (Cap N/A, Floor 0.000%) | 1.671 (c) | 04/01/24 | 1,206 | 1,194,085 | |
MRA Issuance Trust, Series 2020-01, Class A, 144A, 1 Month LIBOR + 1.400% (Cap N/A, Floor 0.000%) | 1.571 (c) | 12/08/20 | 6,810 | 6,816,955 | |
New Residential Mortgage Loan Trust, Series 2018-04A, Class A1S, 144A, 1 Month LIBOR + 0.750% (Cap N/A, Floor 0.750%) | 0.922 (c) | 01/25/48 | 1,405 | 1,385,236 | |
88,245,454 | |||||
Total Residential Mortgage-Backed Securities (cost $118,647,067) | 118,123,353 | ||||
Sovereign Bonds 37.5% | |||||
Albania 0.1% | |||||
Albania Government International Bond, | |||||
Sr. Unsec’d. Notes | 3.500 | 10/09/25 | EUR | 1,000 | 1,209,571 |
Sr. Unsec’d. Notes | 5.750 | 11/12/20 | EUR | 352 | 419,829 |
Sr. Unsec’d. Notes, 144A | 3.500 | 10/09/25 | EUR | 1,000 | 1,209,570 |
2,838,970 |
36
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Argentina 0.4% | |||||
Argentine Republic Government International Bond, | |||||
Bonds | 4.330 % | 12/31/33 | JPY | 519,215 | $ 1,218,155 |
Sr. Unsec’d. Notes | 0.670 | 12/31/38 | JPY | 194,978 | 559,894 |
Sr. Unsec’d. Notes | 0.670 | 12/31/38 | JPY | 42,213 | 121,130 |
Sr. Unsec’d. Notes | 3.375 | 10/12/20 | CHF | 3,860 | 1,817,427 |
Sr. Unsec’d. Notes | 3.380 | 12/31/38 | EUR | 1,000 | 471,180 |
Sr. Unsec’d. Notes | 5.250 | 01/15/28 | EUR | 2,540 | 1,200,587 |
Sr. Unsec’d. Notes | 7.820 | 12/31/33 | EUR | 17,202 | 9,568,972 |
Provincia de Buenos Aires, Sr. Unsec’d. Notes | 5.375 | 01/20/23 | EUR | 1,100 | 539,006 |
15,496,351 | |||||
Australia 0.1% | |||||
Australia Government Bond, Sr. Unsec’d. Notes, Series 150 | 3.000 | 03/21/47 | AUD | 2,400 | 2,190,428 |
Treasury Corp. of Victoria, Local Gov’t. Gtd. Notes | 2.250 | 11/20/34 | AUD | 2,100 | 1,577,626 |
3,768,054 | |||||
Austria 0.3% | |||||
Republic of Austria Government International Bond, | |||||
Sr. Unsec’d. Notes, 144A | 0.750 | 03/20/51 | EUR | 860 | 1,174,214 |
Sr. Unsec’d. Notes, 144A, EMTN | 5.000 | 12/20/24 | CAD | 11,300 | 9,942,525 |
Sr. Unsec’d. Notes, 144A, MTN | 5.375 | 12/01/34 | CAD | 1,440 | 1,598,656 |
12,715,395 | |||||
Belgium 0.1% | |||||
Kingdom of Belgium Government International Bond, | |||||
Notes, 144A | 8.875 | 12/01/24 | 750 | 996,330 | |
Unsec’d. Notes, EMTN | 5.700 | 05/28/32 | GBP | 650 | 1,309,891 |
2,306,221 | |||||
Brazil 1.6% | |||||
Brazil Loan Trust 1, | |||||
Gov’t. Gtd. Notes | 5.477 | 07/24/23 | 16,824 | 19,355,931 | |
Gov’t. Gtd. Notes, 144A | 5.477 | 07/24/23 | 828 | 835,929 | |
Brazil Minas SPE via State of Minas Gerais, | |||||
Gov’t. Gtd. Notes | 5.333 | 02/15/28 | 33,559 | 34,398,180 | |
Gov’t. Gtd. Notes, 144A | 5.333 | 02/15/28 | 564 | 578,100 |
37
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Brazil (cont’d.) | |||||
Brazilian Government International Bond, | |||||
Sr. Unsec’d. Notes | 2.875 % | 04/01/21 | EUR | 7,476 | $ 8,906,095 |
Sr. Unsec’d. Notes | 8.500 | 01/05/24 | BRL | 30 | 6,462 |
Sr. Unsec’d. Notes | 8.875 | 04/15/24 | 200 | 249,365 | |
64,330,062 | |||||
Bulgaria 0.3% | |||||
Bulgaria Government International Bond, Sr. Unsec’d. Notes, GMTN | 3.125 | 03/26/35 | EUR | 8,212 | 12,393,987 |
Canada 0.2% | |||||
Canadian Government Bond, Bonds(k) | 4.000 | 06/01/41 | CAD | 650 | 781,017 |
City of Toronto, | |||||
Sr. Unsec’d. Notes | 3.500 | 06/02/36 | CAD | 2,000 | 1,814,488 |
Unsec’d. Notes | 2.650 | 11/09/29 | CAD | 775 | 645,984 |
Province of British Columbia, Unsec’d. Notes | 7.875 | 11/30/23 | CAD | 2,122 | 1,949,593 |
Province of Nova Scotia, Unsec’d. Notes | 3.150 | 12/01/51 | CAD | 1,000 | 960,472 |
Province of Quebec, | |||||
Unsec’d. Notes, MTN | 6.350 | 01/30/26 | 500 | 645,629 | |
Unsec’d. Notes, MTN | 7.140 | 02/27/26 | 430 | 573,818 | |
Province of Saskatchewan, Unsec’d. Notes | 3.300 | 06/02/48 | CAD | 1,400 | 1,328,595 |
8,699,596 | |||||
Chile 0.1% | |||||
Chile Government International Bond, | |||||
Sr. Unsec’d. Notes | 0.830 | 07/02/31 | EUR | 1,000 | 1,157,336 |
Sr. Unsec’d. Notes | 1.440 | 02/01/29 | EUR | 1,884 | 2,330,241 |
Sr. Unsec’d. Notes | 1.750 | 01/20/26 | EUR | 240 | 301,329 |
3,788,906 | |||||
China 0.7% | |||||
China Government Bond, | |||||
Bonds, Series 1906 | 3.290 | 05/23/29 | CNH | 10,000 | 1,456,241 |
Sr. Unsec’d. Notes | 3.160 | 06/27/23 | CNH | 5,000 | 732,142 |
Sr. Unsec’d. Notes | 3.300 | 07/04/23 | CNH | 2,000 | 293,643 |
Sr. Unsec’d. Notes | 3.310 | 11/30/25 | CNH | 4,000 | 596,711 |
38
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
China (cont’d.) | |||||
China Government Bond, (cont’d.) | |||||
Sr. Unsec’d. Notes | 3.380 % | 11/21/24 | CNH | 500 | $ 74,570 |
Sr. Unsec’d. Notes | 3.390 | 05/21/25 | CNH | 2,500 | 373,656 |
Sr. Unsec’d. Notes | 3.480 | 06/29/27 | CNH | 2,000 | 301,679 |
Sr. Unsec’d. Notes | 3.600 | 06/27/28 | CNH | 6,500 | 991,194 |
Sr. Unsec’d. Notes | 3.600 | 05/21/30 | CNH | 17,000 | 2,592,448 |
Sr. Unsec’d. Notes | 4.000 | 11/30/35 | CNH | 35,000 | 5,521,298 |
Sr. Unsec’d. Notes | 4.100 | 05/21/45 | CNH | 21,000 | 3,255,277 |
Sr. Unsec’d. Notes | 4.290 | 05/22/29 | CNH | 5,000 | 799,557 |
Sr. Unsec’d. Notes | 4.400 | 12/12/46 | CNH | 23,000 | 3,730,547 |
Sr. Unsec’d. Notes | 4.500 | 05/22/34 | CNH | 5,000 | 828,366 |
China Government International Bond, Sr. Unsec’d. Notes | 0.500 | 11/12/31 | EUR | 1,800 | 2,072,867 |
Export-Import Bank of China (The), | |||||
Sr. Unsec’d. Notes | 4.150 | 06/18/27 | CNH | 4,000 | 608,562 |
Sr. Unsec’d. Notes | 4.400 | 05/14/24 | CNH | 20,000 | 3,031,610 |
Unsec’d. Notes, Series 1910 | 3.860 | 05/20/29 | CNH | 10,000 | 1,449,017 |
People’s Bank of China, Sr. Unsec’d. Notes | 2.900 | 11/11/20 | CNH | 2,000 | 286,573 |
28,995,958 | |||||
Colombia 1.6% | |||||
Colombia Government International Bond, | |||||
Sr. Unsec’d. Notes | 3.000 | 01/30/30 | 1,400 | 1,442,272 | |
Sr. Unsec’d. Notes | 4.000 | 02/26/24 | 1,000 | 1,069,974 | |
Sr. Unsec’d. Notes | 8.375 | 02/15/27 | 2,701 | 3,262,265 | |
Sr. Unsec’d. Notes | 9.850 | 06/28/27 | COP | 13,013,000 | 4,382,253 |
Sr. Unsec’d. Notes(a) | 10.375 | 01/28/33 | 1,401 | 2,229,434 | |
Sr. Unsec’d. Notes, EMTN | 3.875 | 03/22/26 | EUR | 41,423 | 54,166,286 |
66,552,484 | |||||
Croatia 0.5% | |||||
Croatia Government International Bond, | |||||
Sr. Unsec’d. Notes | 1.125 | 06/19/29 | EUR | 200 | 241,758 |
Sr. Unsec’d. Notes(a) | 2.750 | 01/27/30 | EUR | 3,000 | 4,121,244 |
Sr. Unsec’d. Notes | 3.000 | 03/20/27 | EUR | 4,500 | 6,096,237 |
Sr. Unsec’d. Notes | 3.875 | 05/30/22 | EUR | 3,000 | 3,781,219 |
Sr. Unsec’d. Notes | 5.500 | 04/04/23 | 1,000 | 1,113,322 |
39
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Croatia (cont’d.) | |||||
Croatia Government International Bond, (cont’d.) | |||||
Sr. Unsec’d. Notes | 6.375 % | 03/24/21 | 500 | $ 517,948 | |
Unsec’d. Notes | 1.500 | 06/17/31 | EUR | 4,600 | 5,635,313 |
21,507,041 | |||||
Cyprus 1.8% | |||||
Cyprus Government International Bond, | |||||
Sr. Unsec’d. Notes, EMTN | 1.250 | 01/21/40 | EUR | 5,550 | 6,388,628 |
Sr. Unsec’d. Notes, EMTN | 2.375 | 09/25/28 | EUR | 4,700 | 6,244,793 |
Sr. Unsec’d. Notes, EMTN | 2.750 | 06/27/24 | EUR | 4,900 | 6,335,214 |
Sr. Unsec’d. Notes, EMTN | 2.750 | 02/26/34 | EUR | 10,200 | 14,317,425 |
Sr. Unsec’d. Notes, EMTN | 2.750 | 05/03/49 | EUR | 3,000 | 4,379,543 |
Sr. Unsec’d. Notes, EMTN | 3.750 | 07/26/23 | EUR | 13,355 | 17,406,563 |
Sr. Unsec’d. Notes, EMTN | 4.250 | 11/04/25 | EUR | 13,914 | 19,692,411 |
74,764,577 | |||||
Czech Republic 0.0% | |||||
Czech Republic Government Bond, Bonds, Series 95 | 1.000 | 06/26/26 | CZK | 30,000 | 1,367,812 |
Denmark 0.1% | |||||
Denmark Government Bond, | |||||
Bonds(k) | 0.500 | 11/15/27 | DKK | 12,110 | 2,055,511 |
Bonds(k) | 1.750 | 11/15/25 | DKK | 3,520 | 626,851 |
Bonds(k) | 4.500 | 11/15/39 | DKK | 1,800 | 542,790 |
Bonds, 144A | 0.500 | 11/15/29 | DKK | 4,300 | 737,235 |
Bonds, Series 30Y, 144A | 0.250 | 11/15/52 | DKK | 5,000 | 842,093 |
4,804,480 | |||||
Dominican Republic 0.1% | |||||
Dominican Republic International Bond, | |||||
Sr. Unsec’d. Notes | 5.875 | 04/18/24 | 1,306 | 1,371,547 | |
Sr. Unsec’d. Notes | 7.500 | 05/06/21 | 1,667 | 1,726,848 | |
3,098,395 |
40
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Egypt 0.1% | |||||
Egypt Government International Bond, | |||||
Sr. Unsec’d. Notes, 144A | 5.577 % | 02/21/23 | 1,835 | $ 1,885,136 | |
Sr. Unsec’d. Notes, 144A, MTN | 4.750 | 04/16/26 | EUR | 700 | 781,275 |
2,666,411 | |||||
Finland 0.1% | |||||
Finland Government International Bond, Sr. Unsec’d. Notes | 6.950 | 02/15/26 | 600 | 798,985 | |
Kuntarahoitus OYJ, | |||||
Local Gov’t. Gtd. Notes, EMTN | 0.500 | 12/21/21 | NZD | 3,000 | 1,986,132 |
Local Gov’t. Gtd. Notes, EMTN | 3.050 | 09/24/32 | SEK | 13,000 | 1,833,385 |
4,618,502 | |||||
France 0.0% | |||||
French Republic Government Bond OAT, Bonds, 144A(k) | 1.500 | 05/25/50 | EUR | 390 | 592,126 |
Germany 0.0% | |||||
Bundesrepublik Deutschland Bundesanleihe, Bonds(k) | — (p) | 08/15/50 | EUR | 800 | 972,076 |
Greece 2.9% | |||||
Hellenic Republic Government Bond, | |||||
Bonds | 3.650 (cc) | 02/24/23 | EUR | 6,198 | 7,921,576 |
Bonds | 3.650 (cc) | 02/24/24 | EUR | 5,381 | 7,087,293 |
Bonds | 3.650 (cc) | 02/24/25 | EUR | 4,570 | 6,108,862 |
Bonds | 3.650 (cc) | 02/24/26 | EUR | 3,397 | 4,674,710 |
Bonds | 3.650 (cc) | 02/24/27 | EUR | 5,475 | 7,583,988 |
Bonds | 3.650 (cc) | 02/24/28 | EUR | 1,713 | 2,431,688 |
Bonds | 3.650 (cc) | 02/24/29 | EUR | 2,663 | 3,780,198 |
Bonds | 3.650 (cc) | 02/24/30 | EUR | 1,320 | 1,919,226 |
Bonds | 3.650 (cc) | 02/24/31 | EUR | 4,238 | 6,228,970 |
Bonds | 3.650 (cc) | 02/24/32 | EUR | 1,906 | 2,841,977 |
Bonds | 3.650 (cc) | 02/24/33 | EUR | 1,118 | 1,698,569 |
Bonds | 3.650 (cc) | 02/24/34 | EUR | 1,883 | 2,877,916 |
Bonds | 3.650 (cc) | 02/24/35 | EUR | 4,242 | 6,602,650 |
Bonds | 3.650 (cc) | 02/24/36 | EUR | 994 | 1,527,327 |
Bonds | 3.650 (cc) | 02/24/37 | EUR | 2,227 | 3,415,683 |
Bonds | 3.650 (cc) | 02/24/38 | EUR | 1,225 | 1,905,250 |
Bonds | 3.650 (cc) | 02/24/39 | EUR | 1,362 | 2,189,464 |
41
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Greece (cont’d.) | |||||
Hellenic Republic Government Bond, (cont’d.) | |||||
Bonds | 3.650 %(cc) | 02/24/40 | EUR | 1,372 | $ 2,228,284 |
Bonds | 3.650 (cc) | 02/24/41 | EUR | 1,687 | 2,709,952 |
Bonds | 3.650 (cc) | 02/24/42 | EUR | 2,667 | 4,415,671 |
Bonds(a) | 3.900 | 01/30/33 | EUR | 2,710 | 4,190,855 |
Bonds | 4.000 | 01/30/37 | EUR | 1,260 | 2,050,115 |
Bonds | 4.200 | 01/30/42 | EUR | 2,380 | 4,180,352 |
Bonds, 144A | 1.500 | 06/18/30 | EUR | 4,000 | 4,895,710 |
Hellenic Republic Government International Bond, | |||||
Sr. Unsec’d. Notes | 5.200 | 07/17/34 | EUR | 9,311 | 15,568,210 |
Sr. Unsec’d. Notes | 6.140 | 04/14/28 | EUR | 5,200 | 8,232,274 |
119,266,770 | |||||
Guernsey 0.1% | |||||
States of Guernsey Bond, Sr. Unsec’d. Notes | 3.375 | 12/12/46 | GBP | 1,630 | 3,030,223 |
Hong Kong 0.0% | |||||
Hong Kong Sukuk 2017 Ltd., Sr. Unsec’d. Notes | 3.132 | 02/28/27 | 1,500 | 1,665,324 | |
Hungary 0.5% | |||||
Hungary Government Bond, Bonds, Series 28/A | 6.750 | 10/22/28 | HUF | 250,000 | 1,174,796 |
Hungary Government International Bond, | |||||
Sr. Unsec’d. Notes | 1.250 | 10/22/25 | EUR | 2,000 | 2,455,997 |
Sr. Unsec’d. Notes | 4.300 | 12/19/21 | CNH | 32,500 | 4,671,691 |
Sr. Unsec’d. Notes | 5.375 | 02/21/23 | 4,850 | 5,364,859 | |
Sr. Unsec’d. Notes | 5.750 | 11/22/23 | 4,050 | 4,656,040 | |
18,323,383 | |||||
Iceland 0.2% | |||||
Iceland Government International Bond, | |||||
Sr. Unsec’d. Notes | 0.100 | 06/20/24 | EUR | 2,634 | 3,118,903 |
Sr. Unsec’d. Notes | 5.875 | 05/11/22 | 2,560 | 2,746,436 | |
Sr. Unsec’d. Notes, EMTN | 0.500 | 12/20/22 | EUR | 500 | 597,860 |
6,463,199 |
42
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
India 0.5% | |||||
Export-Import Bank of India, | |||||
Sr. Unsec’d. Notes, 144A, MTN | 3.250 % | 01/15/30 | 2,910 | $ 2,951,021 | |
Sr. Unsec’d. Notes, Series 3 | 0.590 | 09/05/22 | JPY | 1,700,000 | 15,967,508 |
18,918,529 | |||||
Indonesia 1.9% | |||||
Indonesia Government International Bond, | |||||
Sr. Unsec’d. Notes | 0.900 | 02/14/27 | EUR | 6,000 | 6,858,060 |
Sr. Unsec’d. Notes | 1.400 | 10/30/31 | EUR | 9,560 | 10,899,235 |
Sr. Unsec’d. Notes | 1.450 | 09/18/26 | EUR | 1,700 | 2,020,723 |
Sr. Unsec’d. Notes | 1.750 | 04/24/25 | EUR | 2,600 | 3,143,663 |
Sr. Unsec’d. Notes | 3.375 | 07/30/25 | EUR | 12,505 | 16,240,117 |
Sr. Unsec’d. Notes, EMTN | 2.150 | 07/18/24 | EUR | 5,195 | 6,394,826 |
Sr. Unsec’d. Notes, EMTN | 2.625 | 06/14/23 | EUR | 5,700 | 7,060,073 |
Sr. Unsec’d. Notes, EMTN | 2.875 | 07/08/21 | EUR | 6,080 | 7,327,920 |
Sr. Unsec’d. Notes, EMTN | 3.750 | 06/14/28 | EUR | 12,980 | 17,765,755 |
77,710,372 | |||||
Iraq 0.0% | |||||
Iraq International Bond, Sr. Unsec’d. Notes | 6.752 | 03/09/23 | 1,700 | 1,620,225 | |
Isle of Man 0.6% | |||||
Isle of Man Government International Bond, | |||||
Unsec’d. Notes | 5.375 | 08/14/34 | GBP | 6,607 | 13,359,067 |
Unsec’d. Notes | 5.625 | 03/29/30 | GBP | 4,978 | 9,260,826 |
22,619,893 | |||||
Israel 0.6% | |||||
Israel Government Bond, Bonds, Series 0928 | 2.250 | 09/28/28 | ILS | 5,000 | 1,670,383 |
Israel Government International Bond, | |||||
Sr. Unsec’d. Notes | 2.750 | 07/03/30 | 6,140 | 6,806,671 | |
Sr. Unsec’d. Notes | 4.500 | 04/03/2120 | 1,240 | 1,814,708 | |
Sr. Unsec’d. Notes, EMTN | 1.500 | 01/18/27 | EUR | 1,600 | 2,027,383 |
Sr. Unsec’d. Notes, EMTN | 1.500 | 01/16/29 | EUR | 1,000 | 1,271,552 |
Sr. Unsec’d. Notes, EMTN | 2.875 | 01/29/24 | EUR | 2,700 | 3,477,848 |
Sr. Unsec’d. Notes, EMTN | 6.875 | 10/21/34 | GBP | 2,710 | 5,966,423 |
23,034,968 |
43
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Italy 4.3% | |||||
Cassa Del Trentino SPA, Local Gov’t. Gtd. Notes, EMTN | 1.160 % | 06/17/26 | EUR | 614 | $ 722,527 |
Italy Buoni Poliennali Del Tesoro, | |||||
Bonds, 144A | 2.800 | 03/01/67 | EUR | 2,100 | 2,922,561 |
Sr. Unsec’d. Notes, 144A | 3.350 | 03/01/35 | EUR | 15,640 | 23,115,169 |
Region of Lazio, Sr. Unsec’d. Notes | 3.088 | 03/31/43 | EUR | 1,874 | 2,473,193 |
Republic of Italy Government International Bond, | |||||
Sr. Unsec’d. Notes | 2.375 | 10/17/24 | 500 | 511,877 | |
Sr. Unsec’d. Notes | 2.875 | 10/17/29 | 2,900 | 2,950,791 | |
Sr. Unsec’d. Notes | 4.000 | 10/17/49 | 500 | 525,792 | |
Sr. Unsec’d. Notes, EMTN | 3.444 | 12/31/24 | EUR | 1,422 | 1,725,322 |
Sr. Unsec’d. Notes, EMTN, EURIBOR ICE SWAP 11:00 + 0.000% (Cap N/A, Floor 4.250%) | 4.250 (c) | 06/28/29 | EUR | 5,892 | 8,676,518 |
Sr. Unsec’d. Notes, EMTN | 5.200 | 07/31/34 | EUR | 868 | 1,472,313 |
Sr. Unsec’d. Notes, EMTN | 5.250 | 12/07/34 | GBP | 6,121 | 10,448,186 |
Sr. Unsec’d. Notes, EMTN | 5.345 | 01/27/48 | EUR | 2,000 | 3,768,331 |
Sr. Unsec’d. Notes, EMTN | 6.000 | 08/04/28 | GBP | 49,877 | 82,523,605 |
Sr. Unsec’d. Notes, MTN | 5.125 | 07/31/24 | EUR | 15,045 | 20,893,645 |
Sr. Unsec’d. Notes, MTN | 5.375 | 06/15/33 | 4,780 | 6,044,733 | |
Republic of Italy Government International Bond Strips Coupon, | |||||
Sr. Unsec’d. Notes | 1.737 (s) | 02/20/31 | EUR | 5,323 | 5,492,434 |
Sr. Unsec’d. Notes | 3.487 (s) | 03/27/23 | 775 | 743,360 | |
175,010,357 | |||||
Japan 0.8% | |||||
Honshu-Shikoku Bridge, Sr. Sec’d. Notes, Series 5 | 2.230 | 12/20/24 | JPY | 200,000 | 2,064,915 |
Japan Finance Organization for Municipalities, | |||||
Sr. Unsec’d. Notes, EMTN | 3.060 | 12/21/20 | AUD | 2,000 | 1,442,278 |
Sr. Unsec’d. Notes, GMTN | 0.875 | 09/22/21 | EUR | 2,535 | 3,028,243 |
Japan Government Thirty Year Bond, Bonds, Series 66 | 0.400 | 03/20/50 | JPY | 450,000 | 4,109,578 |
Japan Government Twenty Year Bond, | |||||
Bonds, Series 149(k) | 1.500 | 06/20/34 | JPY | 50,000 | 555,997 |
Bonds, Series 150(k) | 1.400 | 09/20/34 | JPY | 145,000 | 1,595,837 |
Bonds, Series 157(k) | 0.200 | 06/20/36 | JPY | 224,100 | 2,091,041 |
Bonds, Series 159(k) | 0.600 | 12/20/36 | JPY | 665,000 | 6,586,713 |
Bonds, Series 165(k) | 0.500 | 06/20/38 | JPY | 407,000 | 3,954,226 |
Bonds, Series 171(k) | 0.300 | 12/20/39 | JPY | 300,000 | 2,796,083 |
44
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Japan (cont’d.) | |||||
Japanese Government CPI Linked Bond, Bonds, Series 22 | 0.100 % | 03/10/27 | JPY | 220,609 | $ 2,077,825 |
30,302,736 | |||||
Jersey 0.0% | |||||
Jersey International Bond, Sr. Unsec’d. Notes | 3.750 | 06/09/54 | GBP | 219 | 466,947 |
Kazakhstan 0.4% | |||||
Kazakhstan Government International Bond, | |||||
Sr. Unsec’d. Notes, 144A, MTN | 1.500 | 09/30/34 | EUR | 3,200 | 3,645,059 |
Sr. Unsec’d. Notes, 144A, MTN | 2.375 | 11/09/28 | EUR | 3,765 | 4,803,118 |
Sr. Unsec’d. Notes, EMTN | 2.375 | 11/09/28 | EUR | 7,050 | 8,993,885 |
17,442,062 | |||||
Kuwait 0.1% | |||||
Kuwait International Government Bond, Sr. Unsec’d. Notes, 144A | 2.750 | 03/20/22 | 2,050 | 2,116,868 | |
Latvia 0.0% | |||||
Latvia Government International Bond, Sr. Unsec’d. Notes, EMTN | 2.625 | 01/21/21 | EUR | 200 | 239,031 |
Lithuania 0.1% | |||||
Lithuania Government Bond, Bonds, Series 7Y | 0.600 | 06/29/23 | EUR | 200 | 239,980 |
Lithuania Government International Bond, Sr. Unsec’d. Notes | 6.625 | 02/01/22 | 4,920 | 5,353,060 | |
5,593,040 | |||||
Macedonia 0.1% | |||||
North Macedonia Government International Bond, | |||||
Sr. Unsec’d. Notes | 3.975 | 07/24/21 | EUR | 3,000 | 3,609,394 |
Sr. Unsec’d. Notes | 5.625 | 07/26/23 | EUR | 1,000 | 1,289,680 |
Sr. Unsec’d. Notes, 144A | 3.975 | 07/24/21 | EUR | 500 | 601,565 |
5,500,639 |
45
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Malaysia 0.1% | |||||
Malaysia Government Bond, Bonds, Series 314 | 4.048 % | 09/30/21 | MYR | 20,916 | $ 5,062,097 |
Mexico 1.4% | |||||
Mexican Bonos, Sr. Unsec’d. Notes, Series M | 8.000 | 12/07/23 | MXN | 10,000 | 494,783 |
Mexico Government International Bond, | |||||
Sr. Unsec’d. Notes | 1.125 | 01/17/30 | EUR | 9,100 | 9,764,469 |
Sr. Unsec’d. Notes | 1.625 | 04/08/26 | EUR | 200 | 233,752 |
Sr. Unsec’d. Notes | 2.750 | 04/22/23 | EUR | 4,375 | 5,413,457 |
Sr. Unsec’d. Notes | 2.875 | 04/08/39 | EUR | 5,000 | 5,742,506 |
Sr. Unsec’d. Notes | 4.000 | 03/15/2115 | EUR | 950 | 1,089,571 |
Sr. Unsec’d. Notes, EMTN | 1.750 | 04/17/28 | EUR | 800 | 927,013 |
Sr. Unsec’d. Notes, EMTN | 5.625 | 03/19/2114 | GBP | 340 | 456,245 |
Sr. Unsec’d. Notes, GMTN | 1.625 | 03/06/24 | EUR | 8,870 | 10,699,756 |
Sr. Unsec’d. Notes, GMTN | 6.750 | 02/06/24 | GBP | 8,821 | 13,156,893 |
Sr. Unsec’d. Notes, MTN | 7.500 | 04/08/33 | 875 | 1,247,491 | |
Sr. Unsec’d. Notes, Series 25 | 0.600 | 04/20/23 | JPY | 600,000 | 5,589,442 |
Sr. Unsec’d. Notes, Series 28 | 2.000 | 04/20/38 | JPY | 300,000 | 2,667,013 |
57,482,391 | |||||
Montenegro 0.0% | |||||
Montenegro Government International Bond, Sr. Unsec’d. Notes, 144A | 3.375 | 04/21/25 | EUR | 750 | 874,858 |
New Zealand 0.2% | |||||
Auckland Council, | |||||
Sr. Sec’d. Notes | 2.900 | 09/16/27 | AUD | 1,000 | 759,753 |
Sr. Sec’d. Notes | 3.500 | 03/09/26 | AUD | 2,000 | 1,561,359 |
New Zealand Local Government Funding Agency Bond, | |||||
Local Gov’t. Gtd. Notes | 2.750 | 04/15/25 | NZD | 1,800 | 1,307,755 |
Local Gov’t. Gtd. Notes | 3.500 | 04/14/33 | NZD | 3,500 | 2,839,497 |
Local Gov’t. Gtd. Notes | 4.500 | 04/15/27 | NZD | 1,800 | 1,469,362 |
7,937,726 | |||||
Norway 0.1% | |||||
City of Oslo, | |||||
Sr. Unsec’d. Notes | 3.600 | 12/06/22 | NOK | 1,000 | 117,545 |
Sr. Unsec’d. Notes | 3.650 | 11/08/23 | NOK | 9,000 | 1,082,200 |
46
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Norway (cont’d.) | |||||
City of Oslo Norway, Sr. Unsec’d. Notes | 2.300 % | 12/01/27 | NOK | 3,000 | $ 357,814 |
Norway Government Bond, Sr. Unsec’d. Notes, Series 481, 144A | 1.750 | 09/06/29 | NOK | 10,000 | 1,219,224 |
2,776,783 | |||||
Panama 0.3% | |||||
Panama Government International Bond, | |||||
Sr. Unsec’d. Notes | 4.000 | 09/22/24 | 400 | 441,964 | |
Sr. Unsec’d. Notes | 8.125 | 04/28/34 | 3,799 | 5,490,402 | |
Sr. Unsec’d. Notes | 9.375 | 01/16/23 | 3,803 | 4,476,532 | |
Sr. Unsec’d. Notes | 9.375 | 04/01/29 | 800 | 1,256,363 | |
11,665,261 | |||||
Peru 1.2% | |||||
Peruvian Government International Bond, | |||||
Sr. Unsec’d. Notes | 2.392 | 01/23/26 | 690 | 734,334 | |
Sr. Unsec’d. Notes | 2.750 | 01/30/26 | EUR | 27,798 | 36,236,005 |
Sr. Unsec’d. Notes | 3.750 | 03/01/30 | EUR | 9,408 | 13,573,931 |
50,544,270 | |||||
Philippines 1.4% | |||||
Philippine Government International Bond, | |||||
Sr. Unsec’d. Notes | — (p) | 02/03/23 | EUR | 2,000 | 2,333,223 |
Sr. Unsec’d. Notes, EMTN | 0.875 | 05/17/27 | EUR | 6,000 | 7,034,328 |
Sr. Unsec’d. Notes, Series 11 | 0.990 | 08/15/28 | JPY | 1,100,000 | 10,366,613 |
Sr. Unsec’d. Notes, Series 15 | 0.590 | 08/15/29 | JPY | 1,700,000 | 15,382,357 |
Unsec’d. Notes | 3.580 | 05/20/22 | CNH | 165,000 | 23,688,779 |
58,805,300 | |||||
Poland 0.1% | |||||
Republic of Poland Government Bond, Bonds, Series 727 | 2.500 | 07/25/27 | PLN | 10,000 | 2,941,275 |
Republic of Poland Government International Bond, Sr. Unsec’d. Notes | 5.000 | 03/23/22 | 700 | 752,564 | |
3,693,839 |
47
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Portugal 1.7% | |||||
Metropolitano de Lisboa EPE, Gov’t. Gtd. Notes | 4.799 % | 12/07/27 | EUR | 5,800 | $ 9,030,557 |
Parpublica-Participacoes Publicas SGPS SA, Sr. Unsec’d. Notes, EMTN | 3.750 | 07/05/21 | EUR | 1,500 | 1,825,838 |
Portugal Government International Bond, | |||||
Sr. Unsec’d. Notes | 4.090 | 06/03/22 | CNH | 70,800 | 10,143,876 |
Sr. Unsec’d. Notes, EMTN | 5.125 | 10/15/24 | 10,675 | 12,449,419 | |
Portugal Obrigacoes do Tesouro OT, Sr. Unsec’d. Notes, 144A | 4.100 | 02/15/45 | EUR | 18,295 | 35,544,084 |
68,993,774 | |||||
Qatar 0.3% | |||||
Qatar Government International Bond, | |||||
Sr. Unsec’d. Notes | 3.400 | 04/16/25 | 500 | 551,906 | |
Sr. Unsec’d. Notes | 3.750 | 04/16/30 | 2,000 | 2,359,575 | |
Sr. Unsec’d. Notes, 144A | 3.400 | 04/16/25 | 4,410 | 4,867,813 | |
Sr. Unsec’d. Notes, 144A | 3.875 | 04/23/23 | 1,040 | 1,123,278 | |
Sr. Unsec’d. Notes, 144A | 4.500 | 04/23/28 | 2,000 | 2,417,410 | |
11,319,982 | |||||
Romania 0.7% | |||||
Romanian Government International Bond, | |||||
Sr. Unsec’d. Notes, 144A, MTN | 2.500 | 02/08/30 | EUR | 4,150 | 4,978,692 |
Sr. Unsec’d. Notes, EMTN | 2.375 | 04/19/27 | EUR | 1,000 | 1,233,934 |
Sr. Unsec’d. Notes, EMTN | 3.375 | 02/08/38 | EUR | 2,138 | 2,632,254 |
Sr. Unsec’d. Notes, EMTN(a) | 3.500 | 04/03/34 | EUR | 1,000 | 1,262,170 |
Sr. Unsec’d. Notes, EMTN | 3.875 | 10/29/35 | EUR | 1,000 | 1,307,900 |
Sr. Unsec’d. Notes, EMTN | 4.125 | 03/11/39 | EUR | 2,966 | 3,967,198 |
Sr. Unsec’d. Notes, EMTN | 4.375 | 08/22/23 | 1,000 | 1,077,707 | |
Sr. Unsec’d. Notes, EMTN | 6.750 | 02/07/22 | 2,600 | 2,808,853 | |
Unsec’d. Notes, 144A, MTN | 2.124 | 07/16/31 | EUR | 3,600 | 4,137,260 |
Unsec’d. Notes, 144A, MTN | 2.875 | 05/26/28 | EUR | 1,100 | 1,390,080 |
Unsec’d. Notes, EMTN | 2.124 | 07/16/31 | EUR | 2,000 | 2,298,478 |
Unsec’d. Notes, MTN | 2.875 | 05/26/28 | EUR | 700 | 884,597 |
27,979,123 | |||||
Russia 0.9% | |||||
Russian Federal Bond - OFZ, Bonds, Series 6224 | 6.900 | 05/23/29 | RUB | 61,000 | 887,404 |
48
PGIM Global Total Return 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 Foreign Bond - Eurobond, | |||||
Sr. Unsec’d. Notes | 2.875 % | 12/04/25 | EUR | 22,900 | $ 29,481,304 |
Sr. Unsec’d. Notes | 4.500 | 04/04/22 | 400 | 422,514 | |
Sr. Unsec’d. Notes | 5.100 | 03/28/35 | 6,000 | 7,507,042 | |
38,298,264 | |||||
Saudi Arabia 0.5% | |||||
KSA Sukuk Ltd., Sr. Unsec’d. Notes, EMTN | 2.894 | 04/20/22 | 1,000 | 1,033,327 | |
Saudi Government International Bond, | |||||
Sr. Unsec’d. Notes, 144A | 2.000 | 07/09/39 | EUR | 5,945 | 7,458,102 |
Sr. Unsec’d. Notes, 144A, MTN | 2.375 | 10/26/21 | 1,200 | 1,222,606 | |
Sr. Unsec’d. Notes, 144A, MTN | 2.875 | 03/04/23 | 3,335 | 3,495,232 | |
Sr. Unsec’d. Notes, 144A, MTN | 2.900 | 10/22/25 | 4,000 | 4,292,716 | |
Sr. Unsec’d. Notes, 144A, MTN | 4.000 | 04/17/25 | 1,135 | 1,270,133 | |
Sr. Unsec’d. Notes, EMTN | 2.875 | 03/04/23 | 1,300 | 1,362,459 | |
20,134,575 | |||||
Senegal 0.0% | |||||
Senegal Government International Bond, Sr. Unsec’d. Notes, 144A | 4.750 | 03/13/28 | EUR | 1,395 | 1,581,360 |
Serbia 0.6% | |||||
Serbia International Bond, | |||||
Sr. Unsec’d. Notes | 1.500 | 06/26/29 | EUR | 1,500 | 1,692,157 |
Sr. Unsec’d. Notes | 7.250 | 09/28/21 | 13,690 | 14,574,735 | |
Sr. Unsec’d. Notes, 144A | 1.500 | 06/26/29 | EUR | 6,600 | 7,445,489 |
Sr. Unsec’d. Notes, 144A | 7.250 | 09/28/21 | 200 | 212,925 | |
23,925,306 | |||||
Slovenia 0.2% | |||||
Slovenia Government International Bond, Sr. Unsec’d. Notes | 5.250 | 02/18/24 | 7,922 | 9,158,317 | |
South Africa 0.2% | |||||
Republic of South Africa Government Bond, | |||||
Sr. Unsec’d. Notes, Series 2035 | 8.875 | 02/28/35 | ZAR | 10,000 | 500,021 |
Sr. Unsec’d. Notes, Series R186 | 10.500 | 12/21/26 | ZAR | 9,000 | 604,973 |
Sr. Unsec’d. Notes, Series R213 | 7.000 | 02/28/31 | ZAR | 1,800 | 86,637 |
49
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
South Africa (cont’d.) | |||||
Republic of South Africa Government International Bond, | |||||
Sr. Unsec’d. Notes(a) | 3.750 % | 07/24/26 | EUR | 5,415 | $ 6,445,733 |
Sr. Unsec’d. Notes, EMTN | 3.800 | 09/07/21 | JPY | 100,000 | 965,821 |
8,603,185 | |||||
South Korea 0.3% | |||||
Export-Import Bank of Korea, | |||||
Sr. Unsec’d. Notes, 144A, MTN | 8.000 | 05/15/24 | IDR | 6,800,000 | 475,427 |
Sr. Unsec’d. Notes, EMTN | 3.130 | 04/26/23 | HKD | 4,000 | 539,286 |
Sr. Unsec’d. Notes, EMTN | 4.140 | 09/04/23 | CNH | 5,000 | 739,365 |
Sr. Unsec’d. Notes, EMTN | 4.660 | 02/28/21 | CNH | 12,000 | 1,737,373 |
Sr. Unsec’d. Notes, EMTN | 7.250 | 12/07/24 | IDR | 10,000,000 | 686,592 |
Sr. Unsec’d. Notes, EMTN | 8.000 | 05/15/24 | IDR | 19,600,000 | 1,370,348 |
Sr. Unsec’d. Notes, MTN | 3.500 | 07/28/21 | NZD | 2,000 | 1,357,022 |
Sr. Unsec’d. Notes, MTN | 3.500 | 02/14/22 | AUD | 700 | 519,459 |
Korea International Bond, | |||||
Sr. Unsec’d. Notes | 2.125 | 06/10/24 | EUR | 1,100 | 1,397,204 |
Sr. Unsec’d. Notes | 4.250 | 12/07/21 | EUR | 1,700 | 2,124,439 |
10,946,515 | |||||
Spain 3.1% | |||||
Autonomous Community of Catalonia, | |||||
Sr. Unsec’d. Notes, EMTN | 4.900 | 09/15/21 | EUR | 600 | 742,466 |
Sr. Unsec’d. Notes, EMTN, EURIBOR ICE SWAP 11:00 Fft 10Y Index + 0.000% (Cap 12.000%, Floor 5.480%) | 5.480 (c) | 05/11/29 | EUR | 1,000 | 1,551,837 |
Sr. Unsec’d. Notes, EMTN | 5.900 | 05/28/30 | EUR | 3,000 | 4,841,291 |
Instituto de Credito Oficial, | |||||
Gov’t. Gtd. Notes, EMTN | 3.250 | 06/28/24 | CHF | 1,300 | 1,619,662 |
Gov’t. Gtd. Notes, GMTN | 0.963 | 09/22/22 | SEK | 32,000 | 3,703,682 |
Gov’t. Gtd. Notes, GMTN | 2.100 | 02/23/21 | JPY | 120,000 | 1,141,203 |
Spain Government Bond, | |||||
Bonds, 144A(k) | 5.150 | 10/31/28 | EUR | 8,120 | 13,484,183 |
Sr. Unsec’d. Notes, 144A | 1.200 | 10/31/40 | EUR | 2,500 | 3,109,346 |
Sr. Unsec’d. Notes, 144A(k) | 1.400 | 04/30/28 | EUR | 6,410 | 8,317,228 |
Sr. Unsec’d. Notes, 144A(k) | 1.400 | 07/30/28 | EUR | 895 | 1,162,580 |
Sr. Unsec’d. Notes, 144A(k) | 1.850 | 07/30/35 | EUR | 21,225 | 29,320,772 |
Sr. Unsec’d. Notes, 144A(k) | 1.950 | 07/30/30 | EUR | 1,300 | 1,782,011 |
Sr. Unsec’d. Notes, 144A(k) | 3.450 | 07/30/66 | EUR | 4,200 | 8,483,350 |
50
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Spain (cont’d.) | |||||
Spain Government Bond Strips Coupon, | |||||
Bonds(k) | 0.449 %(s) | 07/30/29 | EUR | 438 | $ 502,628 |
Bonds | 0.958 (s) | 01/31/35 | EUR | 168 | 177,918 |
Bonds | 1.028 (s) | 01/31/36 | EUR | 168 | 175,886 |
Bonds | 1.078 (s) | 01/31/37 | EUR | 168 | 172,439 |
Bonds | 1.296 (s) | 07/30/41 | EUR | 436 | 410,438 |
Bonds, Series CAC | 0.579 (s) | 07/30/29 | EUR | 3,600 | 4,123,159 |
Bonds, Series CAC | 1.128 (s) | 07/30/36 | EUR | 862 | 891,740 |
Bonds, Series CAC | 1.212 (s) | 07/30/37 | EUR | 862 | 874,182 |
Bonds, Series CAC | 1.297 (s) | 07/30/38 | EUR | 862 | 859,800 |
Bonds, Series CAC | 1.365 (s) | 07/30/42 | EUR | 300 | 272,995 |
Bonds, Series CAC | 1.405 (s) | 07/30/43 | EUR | 300 | 268,272 |
Bonds, Series CAC | 1.455 (s) | 07/30/44 | EUR | 300 | 260,907 |
Bonds, Series CAC | 1.475 (s) | 07/30/45 | EUR | 300 | 257,055 |
Bonds, Series CAC | 1.485 (s) | 07/30/46 | EUR | 300 | 258,511 |
Bonds, Series CAC | 1.504 (s) | 07/30/47 | EUR | 300 | 251,470 |
Bonds, Series CAC | 1.514 (s) | 07/30/48 | EUR | 300 | 243,025 |
Bonds, Series CAC | 1.544 (s) | 07/30/49 | EUR | 300 | 245,154 |
Bonds, Series CAC | 1.564 (s) | 07/30/50 | EUR | 300 | 240,063 |
Bonds, Series CAC | 1.594 (s) | 07/30/51 | EUR | 300 | 234,288 |
Bonds, Series CAC | 1.623 (s) | 07/30/52 | EUR | 300 | 229,493 |
Bonds, Series CAC | 1.663 (s) | 07/30/53 | EUR | 300 | 224,681 |
Bonds, Series CAC | 1.683 (s) | 07/30/54 | EUR | 300 | 219,838 |
Bonds, Series CAC | 1.703 (s) | 07/30/55 | EUR | 300 | 215,031 |
Bonds, Series CAC | 1.732 (s) | 07/30/56 | EUR | 300 | 210,259 |
Bonds, Series CAC | 1.772 (s) | 07/30/57 | EUR | 300 | 205,542 |
Bonds, Series CAC | 1.782 (s) | 07/30/58 | EUR | 300 | 200,820 |
Bonds, Series CAC | 1.812 (s) | 07/30/59 | EUR | 300 | 196,103 |
Bonds, Series CAC | 1.852 (s) | 07/30/60 | EUR | 300 | 191,411 |
Bonds, Series CAC | 1.871 (s) | 07/30/61 | EUR | 300 | 187,122 |
Bonds, Series CAC | 1.891 (s) | 07/30/62 | EUR | 300 | 181,999 |
Bonds, Series CAC | 1.921 (s) | 07/30/63 | EUR | 300 | 176,403 |
Bonds, Series CAC | 1.950 (s) | 07/30/64 | EUR | 300 | 171,692 |
Bonds, Series CAC | 1.980 (s) | 07/30/65 | EUR | 300 | 166,603 |
Bonds, Series CAC | 2.010 (s) | 07/30/66 | EUR | 300 | 164,198 |
Spain Government International Bond, | |||||
Sr. Unsec’d. Notes, EMTN | 5.010 | 11/21/44 | 10,500 | 13,912,510 | |
Sr. Unsec’d. Notes, EMTN | 5.250 | 04/06/29 | GBP | 11,897 | 20,137,927 |
126,971,173 |
51
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Sweden 0.1% | |||||
Kommuninvest I Sverige AB, | |||||
Local Gov’t. Gtd. Notes, EMTN | 0.625 % | 11/13/23 | SEK | 15,000 | $ 1,734,792 |
Local Gov’t. Gtd. Notes, EMTN | 1.500 | 05/12/25 | SEK | 7,000 | 842,387 |
Local Gov’t. Gtd. Notes, MTN | 4.750 | 08/17/22 | AUD | 200 | 153,987 |
Svensk Exportkredit AB, | |||||
Sr. Unsec’d. Notes, EMTN | 4.200 | 12/16/20 | AUD | 700 | 506,886 |
Sr. Unsec’d. Notes, EMTN | 8.904 (s) | 06/25/27 | ZAR | 1,400 | 49,612 |
Sweden Government Bond, Bonds, Series 1053(k) | 3.500 | 03/30/39 | SEK | 10,000 | 1,789,028 |
5,076,692 | |||||
Thailand 0.1% | |||||
Thailand Government Bond, Sr. Unsec’d. Notes | 3.650 | 06/20/31 | THB | 45,000 | 1,774,912 |
Turkey 0.4% | |||||
Turkey Government International Bond, | |||||
Sr. Unsec’d. Notes | 4.625 | 03/31/25 | EUR | 5,000 | 5,710,777 |
Sr. Unsec’d. Notes | 5.200 | 02/16/26 | EUR | 3,530 | 4,043,653 |
Sr. Unsec’d. Notes | 5.750 | 03/22/24 | 1,000 | 959,281 | |
Sr. Unsec’d. Notes, EMTN | 3.250 | 06/14/25 | EUR | 3,550 | 3,816,231 |
14,529,942 | |||||
Ukraine 0.8% | |||||
Ukraine Government International Bond, | |||||
Sr. Unsec’d. Notes | 4.375 | 01/27/30 | EUR | 1,200 | 1,187,374 |
Sr. Unsec’d. Notes | 6.750 | 06/20/26 | EUR | 13,100 | 15,510,478 |
Sr. Unsec’d. Notes | 7.375 | 09/25/32 | 3,600 | 3,532,481 | |
Sr. Unsec’d. Notes | 7.750 | 09/01/24 | 1,875 | 1,940,733 | |
Sr. Unsec’d. Notes | 7.750 | 09/01/25 | 400 | 412,855 | |
Sr. Unsec’d. Notes | 7.750 | 09/01/26 | 500 | 512,716 | |
Sr. Unsec’d. Notes, 144A | 4.375 | 01/27/30 | EUR | 9,705 | 9,602,884 |
Sr. Unsec’d. Notes, 144A | 7.253 | 03/15/33 | 1,560 | 1,518,512 | |
34,218,033 | |||||
United Arab Emirates 0.7% | |||||
Abu Dhabi Government International Bond, | |||||
Sr. Unsec’d. Notes | 2.500 | 10/11/22 | 498 | 518,231 | |
Sr. Unsec’d. Notes, 144A | 2.500 | 10/11/22 | 2,365 | 2,461,078 |
52
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
United Arab Emirates (cont’d.) | |||||
Dubai DOF Sukuk Ltd., | |||||
Sr. Unsec’d. Notes | 5.000 % | 04/30/29 | 5,000 | $ 5,796,250 | |
Sr. Unsec’d. Notes, EMTN | 6.450 | 05/02/22 | 6,423 | 6,971,470 | |
RAK Capital, Sr. Unsec’d. Notes, EMTN | 3.094 | 03/31/25 | 1,400 | 1,476,106 | |
Sharjah Sukuk Ltd., Sr. Unsec’d. Notes | 3.764 | 09/17/24 | 3,800 | 4,078,565 | |
Sharjah Sukuk Program Ltd., | |||||
Sr. Unsec’d. Notes, EMTN | 3.854 | 04/03/26 | 4,000 | 4,373,269 | |
Sr. Unsec’d. Notes, EMTN | 4.226 | 03/14/28 | 1,200 | 1,346,810 | |
27,021,779 | |||||
United Kingdom 0.7% | |||||
Transport for London, | |||||
Sr. Unsec’d. Notes, EMTN | 4.000 | 04/07/64 | GBP | 800 | 1,841,159 |
Sr. Unsec’d. Notes, EMTN | 4.500 | 03/31/31 | GBP | 3,813 | 6,230,130 |
Sr. Unsec’d. Notes, EMTN | 5.000 | 03/31/35 | GBP | 1,950 | 3,561,015 |
United Kingdom Gilt, | |||||
Bonds(k) | 3.250 | 01/22/44 | GBP | 100 | 205,789 |
Bonds(k) | 3.500 | 01/22/45 | GBP | 2,310 | 4,991,163 |
Bonds(k) | 4.250 | 03/07/36 | GBP | 6,140 | 12,664,297 |
Bonds(k) | 4.250 | 09/07/39 | GBP | 180 | 394,887 |
29,888,440 | |||||
Uruguay 0.1% | |||||
Uruguay Government International Bond, | |||||
Sr. Unsec’d. Notes | 4.375 | 10/27/27 | 394 | 465,975 | |
Sr. Unsec’d. Notes | 4.375 | 01/23/31 | 625 | 766,277 | |
Sr. Unsec’d. Notes(a) | 6.875 | 09/28/25 | 2,202 | 2,742,370 | |
3,974,622 | |||||
Total Sovereign Bonds (cost $1,456,454,059) | 1,528,840,489 | ||||
U.S. Government Agency Obligations 0.5% | |||||
Federal National Mortgage Assoc. | 5.375 | 12/07/28 | GBP | 2,007 | 3,609,584 |
Tennessee Valley Authority | |||||
Sr. Unsec’d. Notes | 5.350 | 06/07/21 | GBP | 1,217 | 1,658,071 |
53
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
U.S. Government Agency Obligations (Continued) | |||||
Tennessee Valley Authority (cont’d.) | |||||
Sr. Unsec’d. Notes | 5.625 % | 06/07/32 | GBP | 8,391 | $ 16,682,484 |
Total U.S. Government Agency Obligations (cost $21,078,322) | 21,950,139 | ||||
U.S. Treasury Obligations 0.1% | |||||
U.S. Treasury Notes(h)(k) | 1.375 | 02/15/23 | 2,450 | 2,527,902 | |
U.S. Treasury Notes(k) | 2.125 | 05/15/25 | 300 | 327,305 | |
U.S. Treasury Notes(h) | 2.625 | 08/31/20 | 4 | 4,008 | |
U.S. Treasury Strips Coupon(k) | 1.872 (s) | 05/15/31 | 400 | 368,875 | |
U.S. Treasury Strips Coupon(k) | 1.889 (s) | 08/15/29 | 400 | 378,000 | |
U.S. Treasury Strips Coupon(h)(k) | 2.089 (s) | 11/15/35 | 800 | 693,531 | |
U.S. Treasury Strips Coupon(k) | 2.251 (s) | 08/15/40 | 800 | 638,406 | |
Total U.S. Treasury Obligations (cost $4,547,961) | 4,938,027 |
Shares | |||||
Common Stock 0.0% | |||||
Colombia | |||||
Frontera Energy Corp. (cost $44,526) | 2,232 | 4,686 | |||
Preferred Stock 0.0% | |||||
United States | |||||
Citigroup Capital XIII (cost $100,000) | 4,000 | 108,000 | |||
Total Long-Term Investments (cost $3,731,712,029) | 3,862,609,737 | ||||
Short-Term Investments 12.7% | |||||
Affiliated Mutual Funds 6.3% | |||||
PGIM Core Ultra Short Bond Fund(w) | 165,502,505 | 165,502,505 | |||
PGIM Institutional Money Market Fund (cost $91,921,162; includes $91,893,761 of cash collateral for securities on loan)(b)(w) | 91,975,771 | 91,966,573 |
54
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Description | Value | ||||
Affiliated Mutual Funds (Continued) | |||||
Total Affiliated Mutual Funds (cost $257,423,667) | 257,469,078 | ||||
Options Purchased*~ 6.4% | |||||
(cost $307,600,379) | 262,329,201 | ||||
Total Short-Term Investments (cost $565,024,046) | $ 519,798,279 | ||||
TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 107.4% (cost $4,296,736,075) | 4,382,408,016 | ||||
Options Written*~ (6.4)% | |||||
(premiums received $297,505,065) | (261,549,391) | ||||
TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 101.0% (cost $3,999,231,010) | 4,120,858,625 | ||||
Liabilities in excess of other assets(z) (1.0)% | (40,197,488) | ||||
Net Assets 100.0% | $ 4,080,661,137 |
Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings: |
AUD—Australian Dollar | |
BRL—Brazilian Real | |
CAD—Canadian Dollar | |
CHF—Swiss Franc | |
CLP—Chilean Peso | |
CNH—Chinese Renminbi | |
COP—Colombian Peso | |
CZK—Czech Koruna | |
DKK—Danish Krone | |
EUR—Euro | |
GBP—British Pound | |
HKD—Hong Kong Dollar | |
HUF—Hungarian Forint | |
IDR—Indonesian Rupiah | |
ILS—Israeli Shekel | |
INR—Indian Rupee | |
ITL—Italian Lira | |
JPY—Japanese Yen | |
KRW—South Korean Won | |
MXN—Mexican Peso | |
MYR—Malaysian Ringgit | |
NOK—Norwegian Krone | |
NZD—New Zealand Dollar | |
PEN—Peruvian Nuevo Sol | |
PHP—Philippine Peso | |
PLN—Polish Zloty |
55
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
RUB—Russian Ruble | |
SEK—Swedish Krona | |
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 | |
BBR—New Zealand Bank Bill Rate | |
BBSW—Australian Bank Bill Swap Reference Rate | |
BIBOR—Bangkok Interbank Offered Rate | |
BROIS—Brazil Overnight Index Swap | |
BUBOR—Budapest Interbank Offered Rate | |
CAC—French Stock Market Index | |
CIBOR—Copenhagen Interbank Offered Rate | |
CLO—Collateralized Loan Obligation | |
CLOIS—Sinacofi Chile Interbank Rate Average | |
COOIS—Colombia Overnight Interbank Reference Rate | |
CPI—Consumer Price Index | |
EMTN—Euro Medium Term Note | |
EONIA—Euro Overnight Index Average | |
EURIBOR—Euro Interbank Offered Rate | |
GMTN—Global Medium Term Note | |
HIBOR—Hong Kong Interbank Offered Rate | |
HICP—Harmonised Index of Consumer Prices | |
ICE—Intercontinental Exchange | |
IO—Interest Only (Principal amount represents notional) | |
JIBAR—Johannesburg Interbank Agreed Rate | |
KLIBOR—Kuala Lumpur Interbank Offered Rate | |
KWCDC—Korean Won Certificate of Deposit | |
LIBOR—London Interbank Offered Rate | |
LP—Limited Partnership | |
M—Monthly payment frequency for swaps | |
MASTR—Morgan Stanley Structured Asset Security | |
MTN—Medium Term Note | |
MUNIPSA—Municipal Swap Weekly Yield Index | |
NIBOR—Norwegian Interbank Offered Rate | |
OAT—Obligations Assimilables du Tresor | |
OFZ—Obligatsyi Federal’novo Zaima (Federal Loan Obligations) | |
OTC—Over-the-counter | |
PIK—Payment-in-Kind | |
PJSC—Public Joint-Stock Company | |
PRIBOR—Prague Interbank Offered Rate | |
Q—Quarterly payment frequency for swaps | |
REMICS—Real Estate Mortgage Investment Conduit Security | |
S—Semiannual payment frequency for swaps | |
SIBOR—Singapore Interbank Offered Rate | |
SONIA—Sterling Overnight Index Average |
56
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
STIBOR—Stockholm Interbank Offered Rate | |
Strips—Separate Trading of Registered Interest and Principal of Securities | |
T—Swap payment upon termination | |
TAIBOR—Taiwan Interbank Offered Rate | |
TELBOR—Tel Aviv Interbank Offered Rate | |
USOIS—United States Overnight Index Swap | |
WIBOR—Warsaw Interbank Offered Rate |
* | Non-income producing security. |
# | Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
~ | See tables subsequent to the Schedule of Investments for options detail. |
^ | Indicates a Level 3 instrument. The aggregate value of Level 3 instruments is $43,218,302 and 1.1% of net assets. |
(a) | All or a portion of security is on loan. The aggregate market value of such securities, including those sold and pending settlement, is $89,469,932; cash collateral of $91,893,761 (included in liabilities) was received with which the Fund purchased highly liquid short-term investments. In the event of significant appreciation in value of securities on loan on the last business day of the reporting period, the Fund may reflect a collateral value that is less than the market value of the loaned securities and such shortfall is remedied the following business day. |
(b) | Represents security, or portion thereof, purchased with cash collateral received for securities on loan and includes dividend reinvestment. |
(c) | Variable rate instrument. The interest rate shown reflects the rate in effect at July 31, 2020. |
(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. |
(f) | Indicates a restricted security; the aggregate original cost of such securities is $2,316,351. The aggregate value of $1,837,103 is 0.0% of net assets. |
(ff) | Variable rate security. Security may be issued at a fixed coupon rate, which converts to a variable rate at a specified date. Rate shown is the rate in effect as of period end. |
(h) | Represents security, or a portion thereof, segregated as collateral for OTC derivatives. |
(k) | Represents security, or a portion thereof, segregated as collateral for centrally cleared/exchange-traded derivatives. |
(p) | Interest rate not available as of July 31, 2020. |
(rr) | Perpetual security with no stated maturity date. |
(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 Fund, also serves as manager of the PGIM Core Ultra Short Bond Fund and PGIM Institutional Money Market Fund. |
(z) | Includes net unrealized appreciation/(depreciation) and/or market value of the below holdings which are excluded from the Schedule of Investments: |
Options Purchased:
OTC Traded | ||||||||||||||||
Description | Call/ Put | Counterparty | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
Currency Option AUD vs JPY | Call | Deutsche Bank AG | 11/25/20 | 92.00 | — | AUD | 30,400 | $ 2,757 | ||||||||
Currency Option AUD vs JPY | Call | Deutsche Bank AG | 05/26/21 | 70.00 | — | AUD | 244,500 | 15,605,430 | ||||||||
Currency Option AUD vs JPY | Call | Goldman Sachs International | 05/27/22 | 81.00 | — | AUD | 79,850 | 1,282,279 | ||||||||
Currency Option EUR vs GBP | Call | Bank of America, N.A. | 10/28/20 | 0.95 | — | EUR | 66,400 | 203,766 |
57
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Options Purchased (continued):
OTC Traded | |||||||||||||||||
Description | Call/ Put | Counterparty | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | ||||||||||
Currency Option EUR vs ZAR | Call | Goldman Sachs International | 08/27/20 | 28.00 | — | EUR | 34,500 | $ 317 | |||||||||
Currency Option EUR vs ZAR | Call | Goldman Sachs International | 12/21/20 | 21.00 | — | EUR | 35,000 | 1,217,925 | |||||||||
Currency Option EUR vs ZAR | Call | Morgan Stanley & Co. International PLC | 12/21/20 | 25.00 | — | EUR | 70,000 | 380,450 | |||||||||
Currency Option GBP vs USD | Call | Morgan Stanley & Co. International PLC | 11/25/20 | 1.38 | — | GBP | 30,450 | 174,748 | |||||||||
Currency Option GBP vs USD | Call | Morgan Stanley & Co. International PLC | 11/25/20 | 1.38 | — | GBP | 30,450 | 174,748 | |||||||||
Currency Option USD vs BRL | Call | Deutsche Bank AG | 08/27/20 | 8.00 | — | 106,900 | 800 | ||||||||||
Currency Option USD vs BRL | Call | Deutsche Bank AG | 08/27/20 | 8.00 | — | 53,450 | 400 | ||||||||||
Currency Option USD vs BRL | Call | Morgan Stanley & Co. International PLC | 08/27/20 | 8.50 | — | 40,000 | 132 | ||||||||||
Currency Option USD vs BRL | Call | Citibank, N.A. | 12/21/20 | 5.25 | — | 80,000 | 3,647,095 | ||||||||||
Currency Option USD vs BRL | Call | Citibank, N.A. | 01/27/21 | 4.00 | — | 15,000 | 3,566,151 | ||||||||||
Currency Option USD vs BRL | Call | Bank of America, N.A. | 01/27/21 | 4.00 | — | 34,000 | 8,083,275 | ||||||||||
Currency Option USD vs BRL | Call | Morgan Stanley & Co. International PLC | 01/27/21 | 4.70 | — | 288,000 | 32,938,568 | ||||||||||
Currency Option USD vs BRL | Call | Bank of America, N.A. | 01/27/21 | 5.00 | — | 112,000 | 8,320,283 | ||||||||||
Currency Option USD vs BRL | Call | Citibank, N.A. | 01/27/21 | 5.10 | — | 216,000 | 13,767,962 | ||||||||||
Currency Option USD vs BRL | Call | Citibank, N.A. | 02/24/21 | 5.10 | — | 103,800 | 6,995,207 | ||||||||||
Currency Option USD vs BRL | Call | Deutsche Bank AG | 02/24/21 | 5.90 | — | 207,600 | 4,741,932 | ||||||||||
Currency Option USD vs BRL | Call | Bank of America, N.A. | 09/28/21 | 6.00 | — | 75,000 | 2,909,541 | ||||||||||
Currency Option USD vs BRL | Call | Deutsche Bank AG | 02/23/22 | 5.80 | — | 166,800 | 10,118,284 | ||||||||||
Currency Option USD vs CHF | Call | Goldman Sachs International | 10/28/20 | 1.00 | — | 40,000 | 7,817 | ||||||||||
Currency Option USD vs CHF | Call | Morgan Stanley & Co. International PLC | 10/28/20 | 1.00 | — | 15,500 | 3,029 | ||||||||||
Currency Option USD vs CNH | Call | JPMorgan Chase Bank, N.A. | 09/28/20 | 8.40 | — | 114,000 | 2,127 |
58
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Options Purchased (continued):
OTC Traded | ||||||||||||||||
Description | Call/ Put | Counterparty | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
Currency Option USD vs CNH | Call | JPMorgan Chase Bank, N.A. | 06/28/21 | 7.40 | — | 57,000 | $ 690,805 | |||||||||
Currency Option USD vs ILS | Call | Bank of America, N.A. | 06/28/21 | 3.60 | — | 66,000 | 516,078 | |||||||||
Currency Option USD vs ILS | Call | Citibank, N.A. | 06/28/21 | 3.95 | — | 66,000 | 145,192 | |||||||||
Currency Option USD vs INR | Call | Morgan Stanley & Co. International PLC | 09/01/20 | 90.00 | — | 108,700 | 90 | |||||||||
Currency Option USD vs INR | Call | Citibank, N.A. | 10/26/20 | 76.50 | — | 52,500 | 379,943 | |||||||||
Currency Option USD vs INR | Call | Goldman Sachs International | 10/28/20 | 90.00 | — | 40,000 | 2,655 | |||||||||
Currency Option USD vs INR | Call | Goldman Sachs International | 02/24/21 | 79.00 | — | 56,000 | 563,425 | |||||||||
Currency Option USD vs INR | Call | Citibank, N.A. | 02/24/21 | 81.00 | — | 100,400 | 605,579 | |||||||||
Currency Option USD vs INR | Call | Bank of America, N.A. | 02/24/21 | 86.00 | — | 112,000 | 235,356 | |||||||||
Currency Option USD vs INR | Call | Morgan Stanley & Co. International PLC | 02/24/21 | 87.00 | — | 200,800 | 352,857 | |||||||||
Currency Option USD vs INR | Call | Morgan Stanley & Co. International PLC | 04/27/21 | 80.00 | — | 108,700 | 1,231,873 | |||||||||
Currency Option USD vs INR | Call | Goldman Sachs International | 09/28/21 | 88.00 | — | 75,000 | 453,755 | |||||||||
Currency Option USD vs JPY | Call | Morgan Stanley & Co. International PLC | 01/27/21 | 110.00 | — | 22,000 | 129,168 | |||||||||
Currency Option USD vs JPY | Call | Deutsche Bank AG | 05/27/22 | 114.00 | — | 113,400 | 996,001 | |||||||||
Currency Option USD vs KRW | Call | JPMorgan Chase Bank, N.A. | 09/28/20 | 1,450.00 | — | 142,500 | 4,131 | |||||||||
Currency Option USD vs KRW | Call | BNP Paribas S.A. | 10/28/20 | 1,165.00 | — | 29,750 | 840,445 | |||||||||
Currency Option USD vs KRW | Call | Morgan Stanley & Co. International PLC | 10/28/20 | 1,240.00 | — | 100,000 | 443,668 | |||||||||
Currency Option USD vs KRW | Call | Morgan Stanley & Co. International PLC | 04/27/21 | 1,240.00 | — | 100,000 | 1,508,633 | |||||||||
Currency Option USD vs KRW | Call | Goldman Sachs International | 04/27/21 | 1,240.00 | — | 51,000 | 769,403 | |||||||||
Currency Option USD vs KRW | Call | JPMorgan Chase Bank, N.A. | 04/27/21 | 1,370.00 | — | 302,000 | 1,290,793 | |||||||||
Currency Option USD vs KRW | Call | HSBC Bank USA, N.A. | 07/28/21 | 1,275.00 | — | 69,500 | 952,854 |
59
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Options Purchased (continued):
OTC Traded | ||||||||||||||||
Description | Call/ Put | Counterparty | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
Currency Option USD vs KRW | Call | Deutsche Bank AG | 07/28/21 | 1,500.00 | — | 69,500 | $ 205,130 | |||||||||
Currency Option USD vs MXN | Call | Goldman Sachs International | 08/24/20 | 38.00 | — | 159,750 | 204 | |||||||||
Currency Option USD vs MXN | Call | Morgan Stanley & Co. International PLC | 10/28/20 | 31.00 | — | 120,000 | 71,543 | |||||||||
Currency Option USD vs MXN | Call | Morgan Stanley & Co. International PLC | 01/27/21 | 22.00 | — | 61,500 | 3,423,443 | |||||||||
Currency Option USD vs MXN | Call | Goldman Sachs International | 01/27/21 | 22.00 | — | 21,750 | 1,210,730 | |||||||||
Currency Option USD vs MXN | Call | Citibank, N.A. | 01/27/21 | 26.50 | — | 166,500 | 1,579,871 | |||||||||
Currency Option USD vs MXN | Call | Citibank, N.A. | 02/24/21 | 20.50 | — | 54,000 | 5,775,386 | |||||||||
Currency Option USD vs MXN | Call | Deutsche Bank AG | 02/24/21 | 22.00 | — | 108,000 | 6,472,169 | |||||||||
Currency Option USD vs MXN | Call | Deutsche Bank AG | 02/24/21 | 22.25 | — | 59,400 | 3,212,870 | |||||||||
Currency Option USD vs MXN | Call | Citibank, N.A. | 02/24/21 | 25.00 | — | 118,800 | 2,264,754 | |||||||||
Currency Option USD vs MXN | Call | Morgan Stanley & Co. International PLC | 04/27/21 | 22.00 | — | 59,500 | 4,081,465 | |||||||||
Currency Option USD vs MXN | Call | Citibank, N.A. | 04/27/21 | 26.00 | — | 119,000 | 2,213,787 | |||||||||
Currency Option USD vs MXN | Call | Goldman Sachs International | 02/23/22 | 26.00 | — | 159,750 | 7,021,791 | |||||||||
Currency Option USD vs MXN | Call | Goldman Sachs International | 02/23/22 | 36.00 | — | 103,800 | 1,142,746 | |||||||||
Currency Option USD vs RUB | Call | Goldman Sachs International | 08/28/20 | 90.00 | — | 114,000 | 16,305 | |||||||||
Currency Option USD vs RUB | Call | Deutsche Bank AG | 10/29/20 | 68.00 | — | 77,500 | 7,287,771 | |||||||||
Currency Option USD vs RUB | Call | Morgan Stanley & Co. International PLC | 10/29/20 | 75.00 | — | 155,000 | 4,219,779 | |||||||||
Currency Option USD vs RUB | Call | Goldman Sachs International | 12/22/20 | 95.00 | — | 56,000 | 181,971 | |||||||||
Currency Option USD vs RUB | Call | Goldman Sachs International | 04/28/21 | 75.00 | — | 59,500 | 3,288,618 | |||||||||
Currency Option USD vs RUB | Call | Deutsche Bank AG | 04/28/21 | 90.00 | — | 119,000 | 1,532,395 | |||||||||
Currency Option USD vs TRY | Call | Deutsche Bank AG | 10/29/20 | 9.00 | — | 40,000 | 259,196 |
60
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Options Purchased (continued):
OTC Traded | ||||||||||||||||
Description | Call/ Put | Counterparty | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
Currency Option USD vs TRY | Call | Morgan Stanley & Co. International PLC | 02/25/21 | 10.00 | — | 56,000 | $ 1,003,169 | |||||||||
Currency Option USD vs TRY | Call | Goldman Sachs International | 02/25/21 | 15.00 | — | 112,000 | 569,185 | |||||||||
Currency Option USD vs TWD | Call | BNP Paribas S.A. | 11/25/20 | 31.00 | — | 77,500 | 69,029 | |||||||||
Currency Option USD vs TWD | Call | Morgan Stanley & Co. International PLC | 11/25/20 | 32.00 | — | 77,500 | 30,489 | |||||||||
Currency Option USD vs ZAR | Call | Goldman Sachs International | 08/26/20 | 25.00 | — | 53,450 | 351 | |||||||||
Currency Option USD vs ZAR | Call | Goldman Sachs International | 09/28/20 | 17.00 | — | 40,000 | 1,238,546 | |||||||||
Currency Option USD vs ZAR | Call | Morgan Stanley & Co. International PLC | 09/28/20 | 21.00 | — | 14,000 | 12,727 | |||||||||
Currency Option USD vs ZAR | Call | Citibank, N.A. | 09/28/20 | 21.00 | — | 66,000 | 59,999 | |||||||||
Currency Option USD vs ZAR | Call | Goldman Sachs International | 01/27/21 | 15.00 | — | 40,000 | 5,660,654 | |||||||||
Currency Option USD vs ZAR | Call | Morgan Stanley & Co. International PLC | 01/27/21 | 15.00 | — | 16,000 | 2,264,262 | |||||||||
Currency Option USD vs ZAR | Call | Deutsche Bank AG | 01/27/21 | 20.00 | — | 112,000 | 1,390,212 | |||||||||
Currency Option USD vs ZAR | Call | Deutsche Bank AG | 02/24/21 | 15.50 | — | 51,850 | 6,224,124 | |||||||||
Currency Option USD vs ZAR | Call | Bank of America, N.A. | 02/24/21 | 18.00 | — | 103,700 | 3,903,974 | |||||||||
Currency Option USD vs ZAR | Call | Goldman Sachs International | 05/26/21 | 18.50 | — | 53,450 | 2,227,669 | |||||||||
Currency Option AUD vs JPY | Put | Deutsche Bank AG | 08/06/20 | 45.00 | — | AUD | 320,000 | — | ||||||||
Currency Option AUD vs JPY | Put | Bank of America, N.A. | 09/08/20 | 40.00 | — | AUD | 319,400 | 19 | ||||||||
Currency Option AUD vs JPY | Put | Deutsche Bank AG | 12/28/20 | 60.00 | — | AUD | 117,000 | 138,029 | ||||||||
Currency Option AUD vs JPY | Put | Goldman Sachs International | 12/28/20 | 68.00 | — | AUD | 58,500 | 275,124 | ||||||||
Currency Option AUD vs JPY | Put | Deutsche Bank AG | 01/27/21 | 67.00 | — | AUD | 142,000 | 725,923 | ||||||||
Currency Option AUD vs JPY | Put | Morgan Stanley & Co. International PLC | 01/27/21 | 72.00 | — | AUD | 71,000 | 860,851 | ||||||||
Currency Option AUD vs JPY | Put | Morgan Stanley & Co. International PLC | 05/26/21 | 62.00 | — | AUD | 72,000 | 370,130 |
61
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Options Purchased (continued):
OTC Traded | ||||||||||||||||
Description | Call/ Put | Counterparty | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
Currency Option AUD vs JPY | Put | Citibank, N.A. | 05/26/21 | 62.00 | — | AUD | 640,000 | $ 3,290,043 | ||||||||
Currency Option AUD vs JPY | Put | Deutsche Bank AG | 05/26/21 | 70.00 | — | AUD | 356,000 | 4,970,878 | ||||||||
Currency Option AUD vs JPY | Put | BNP Paribas S.A. | 01/26/22 | 55.00 | — | AUD | 640,000 | 3,631,405 | ||||||||
Currency Option AUD vs JPY | Put | Deutsche Bank AG | 01/26/22 | 63.00 | — | AUD | 320,000 | 3,775,982 | ||||||||
Currency Option AUD vs JPY | Put | BNP Paribas S.A. | 01/26/22 | 71.50 | — | AUD | 319,400 | 8,673,781 | ||||||||
Currency Option EUR vs GBP | Put | Morgan Stanley & Co. International PLC | 10/28/20 | 0.80 | — | EUR | 66,400 | 4,929 | ||||||||
Currency Option GBP vs USD | Put | Bank of America, N.A. | 09/04/20 | 1.00 | — | GBP | 175,000 | 19 | ||||||||
Currency Option GBP vs USD | Put | Morgan Stanley & Co. International PLC | 09/28/20 | 1.16 | — | GBP | 83,200 | 14,933 | ||||||||
Currency Option GBP vs USD | Put | HSBC Bank USA, N.A. | 09/28/20 | 1.28 | — | GBP | 32,000 | 244,475 | ||||||||
Currency Option GBP vs USD | Put | Goldman Sachs International | 09/28/20 | 1.28 | — | GBP | 9,600 | 73,342 | ||||||||
Currency Option GBP vs USD | Put | Bank of America, N.A. | 04/27/21 | 1.11 | — | GBP | 164,000 | 756,078 | ||||||||
Currency Option GBP vs USD | Put | Citibank, N.A. | 04/27/21 | 1.21 | — | GBP | 82,000 | 1,110,172 | ||||||||
Currency Option GBP vs USD | Put | Bank of America, N.A. | 05/26/21 | 1.22 | — | GBP | 175,000 | 2,974,107 | ||||||||
Currency Option USD vs BRL | Put | Morgan Stanley & Co. International PLC | 08/27/20 | 3.25 | — | 40,000 | 2 | |||||||||
Currency Option USD vs BRL | Put | Deutsche Bank AG | 08/27/20 | 3.50 | — | 40,000 | 8 | |||||||||
Currency Option USD vs BRL | Put | Citibank, N.A. | 03/29/21 | 3.75 | — | 119,000 | 62,205 | |||||||||
Currency Option USD vs BRL | Put | Deutsche Bank AG | 09/28/21 | 3.85 | — | 29,000 | 56,702 | |||||||||
Currency Option USD vs BRL | Put | Deutsche Bank AG | 01/26/22 | 4.15 | — | 106,500 | 645,403 | |||||||||
Currency Option USD vs BRL | Put | Citibank, N.A. | 01/26/22 | 4.70 | — | 103,800 | 2,607,851 | |||||||||
Currency Option USD vs INR | Put | BNP Paribas S.A. | 12/21/20 | 69.00 | — | 20,000 | 7,644 | |||||||||
Currency Option USD vs JPY | Put | Deutsche Bank AG | 08/27/20 | 85.00 | — | 226,800 | 349 |
62
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Options Purchased (continued):
OTC Traded | ||||||||||||||||
Description | Call/ Put | Counterparty | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
Currency Option USD vs JPY | Put | Deutsche Bank AG | 01/26/22 | 93.00 | — | 450,000 | $ 4,800,640 | |||||||||
Currency Option USD vs JPY | Put | Bank of America, N.A. | 01/26/22 | 101.00 | — | 222,400 | 5,381,182 | |||||||||
Currency Option USD vs JPY | Put | Bank of America, N.A. | 01/26/22 | 101.00 | — | 2,600 | 62,910 | |||||||||
Currency Option USD vs JPY | Put | Deutsche Bank AG | 01/26/22 | 101.50 | — | 240,800 | 6,149,530 | |||||||||
Currency Option USD vs MXN | Put | Deutsche Bank AG | 10/28/20 | 18.00 | — | 40,000 | 3,163 | |||||||||
Currency Option USD vs MXN | Put | Deutsche Bank AG | 02/24/21 | 24.00 | — | 51,900 | 4,171,360 | |||||||||
Currency Option USD vs RUB | Put | BNP Paribas S.A. | 12/22/20 | 66.00 | — | 56,000 | 108,588 | |||||||||
Currency Option USD vs TWD | Put | JPMorgan Chase Bank, N.A. | 10/08/20 | 27.00 | — | 57,500 | 7,403 | |||||||||
Total Options Purchased (cost $307,600,379) | $262,329,201 |
Options Written:
OTC Traded | ||||||||||||||||
Description | Call/ Put | Counterparty | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
Currency Option AUD vs JPY | Call | Morgan Stanley & Co. International PLC | 11/25/20 | 92.00 | — | AUD | 30,400 | $ (2,757) | ||||||||
Currency Option AUD vs JPY | Call | Citibank, N.A. | 05/26/21 | 70.00 | — | AUD | 232,500 | (14,839,519) | ||||||||
Currency Option AUD vs JPY | Call | Bank of America, N.A. | 05/26/21 | 70.00 | — | AUD | 12,000 | (765,911) | ||||||||
Currency Option EUR vs GBP | Call | Morgan Stanley & Co. International PLC | 10/28/20 | 0.95 | — | EUR | 66,400 | (203,766) | ||||||||
Currency Option EUR vs ZAR | Call | Morgan Stanley & Co. International PLC | 08/27/20 | 28.00 | — | EUR | 34,500 | (317) | ||||||||
Currency Option EUR vs ZAR | Call | Morgan Stanley & Co. International PLC | 12/21/20 | 21.00 | — | EUR | 35,000 | (1,217,925) | ||||||||
Currency Option EUR vs ZAR | Call | Goldman Sachs International | 12/21/20 | 25.00 | — | EUR | 70,000 | (380,450) | ||||||||
Currency Option GBP vs USD | Call | Bank of America, N.A. | 11/25/20 | 1.38 | — | GBP | 60,900 | (349,497) | ||||||||
Currency Option USD vs BRL | Call | Deutsche Bank AG | 08/27/20 | 8.50 | — | 40,000 | (132) |
63
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Options Written (continued):
OTC Traded | ||||||||||||||||
Description | Call/ Put | Counterparty | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
Currency Option USD vs BRL | Call | Morgan Stanley & Co. International PLC | 12/21/20 | 5.25 | — | 80,000 | $ (3,647,095) | |||||||||
Currency Option USD vs BRL | Call | Morgan Stanley & Co. International PLC | 01/27/21 | 4.00 | — | 49,000 | (11,649,425) | |||||||||
Currency Option USD vs BRL | Call | Bank of America, N.A. | 01/27/21 | 4.70 | — | 180,000 | (20,586,605) | |||||||||
Currency Option USD vs BRL | Call | Citibank, N.A. | 01/27/21 | 4.70 | — | 108,000 | (12,351,963) | |||||||||
Currency Option USD vs BRL | Call | Morgan Stanley & Co. International PLC | 01/27/21 | 5.00 | — | 82,000 | (6,091,636) | |||||||||
Currency Option USD vs BRL | Call | Citibank, N.A. | 01/27/21 | 5.00 | — | 30,000 | (2,228,647) | |||||||||
Currency Option USD vs BRL | Call | Morgan Stanley & Co. International PLC | 01/27/21 | 5.10 | — | 216,000 | (13,767,962) | |||||||||
Currency Option USD vs BRL | Call | Deutsche Bank AG | 02/24/21 | 5.10 | — | 103,800 | (6,995,207) | |||||||||
Currency Option USD vs BRL | Call | Citibank, N.A. | 02/24/21 | 5.90 | — | 207,600 | (4,741,932) | |||||||||
Currency Option USD vs BRL | Call | Deutsche Bank AG | 09/28/21 | 6.00 | — | 75,000 | (2,909,541) | |||||||||
Currency Option USD vs BRL | Call | Deutsche Bank AG | 02/23/22 | 7.10 | — | 333,600 | (8,702,311) | |||||||||
Currency Option USD vs CHF | Call | Bank of America, N.A. | 10/28/20 | 1.00 | — | 55,500 | (10,846) | |||||||||
Currency Option USD vs CNH | Call | JPMorgan Chase Bank, N.A. | 06/28/21 | 8.00 | — | 171,000 | (764,061) | |||||||||
Currency Option USD vs ILS | Call | Citibank, N.A. | 06/28/21 | 3.60 | — | 66,000 | (516,078) | |||||||||
Currency Option USD vs ILS | Call | Bank of America, N.A. | 06/28/21 | 3.95 | — | 66,000 | (145,192) | |||||||||
Currency Option USD vs INR | Call | Goldman Sachs International | 10/26/20 | 76.50 | — | 52,500 | (379,943) | |||||||||
Currency Option USD vs INR | Call | HSBC Bank USA, N.A. | 10/28/20 | 90.00 | — | 40,000 | (2,655) | |||||||||
Currency Option USD vs INR | Call | Bank of America, N.A. | 02/24/21 | 79.00 | — | 56,000 | (563,425) | |||||||||
Currency Option USD vs INR | Call | Morgan Stanley & Co. International PLC | 02/24/21 | 81.00 | — | 100,400 | (605,579) | |||||||||
Currency Option USD vs INR | Call | Goldman Sachs International | 02/24/21 | 86.00 | — | 112,000 | (235,356) | |||||||||
Currency Option USD vs INR | Call | Citibank, N.A. | 02/24/21 | 87.00 | — | 200,800 | (352,857) |
64
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Options Written (continued):
OTC Traded | ||||||||||||||||
Description | Call/ Put | Counterparty | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
Currency Option USD vs INR | Call | Morgan Stanley & Co. International PLC | 04/27/21 | 84.00 | — | 217,400 | $ (1,059,313) | |||||||||
Currency Option USD vs INR | Call | Bank of America, N.A. | 09/28/21 | 88.00 | — | 75,000 | (453,755) | |||||||||
Currency Option USD vs JPY | Call | Citibank, N.A. | 01/27/21 | 110.00 | — | 22,000 | (129,168) | |||||||||
Currency Option USD vs KRW | Call | Deutsche Bank AG | 10/28/20 | 1,165.00 | — | 29,750 | (840,445) | |||||||||
Currency Option USD vs KRW | Call | Citibank, N.A. | 10/28/20 | 1,240.00 | — | 100,000 | (443,668) | |||||||||
Currency Option USD vs KRW | Call | JPMorgan Chase Bank, N.A. | 04/27/21 | 1,240.00 | — | 151,000 | (2,278,036) | |||||||||
Currency Option USD vs KRW | Call | Morgan Stanley & Co. International PLC | 04/27/21 | 1,370.00 | — | 200,000 | (854,830) | |||||||||
Currency Option USD vs KRW | Call | Goldman Sachs International | 04/27/21 | 1,370.00 | — | 102,000 | (435,963) | |||||||||
Currency Option USD vs KRW | Call | JPMorgan Chase Bank, N.A. | 06/28/21 | 1,300.00 | — | 142,500 | (1,432,902) | |||||||||
Currency Option USD vs KRW | Call | Deutsche Bank AG | 07/28/21 | 1,275.00 | — | 69,500 | (952,854) | |||||||||
Currency Option USD vs KRW | Call | HSBC Bank USA, N.A. | 07/28/21 | 1,500.00 | — | 69,500 | (205,130) | |||||||||
Currency Option USD vs MXN | Call | Deutsche Bank AG | 10/28/20 | 31.00 | — | 120,000 | (71,543) | |||||||||
Currency Option USD vs MXN | Call | Citibank, N.A. | 01/27/21 | 22.00 | — | 83,250 | (4,634,173) | |||||||||
Currency Option USD vs MXN | Call | Morgan Stanley & Co. International PLC | 01/27/21 | 26.50 | — | 123,000 | (1,167,112) | |||||||||
Currency Option USD vs MXN | Call | Goldman Sachs International | 01/27/21 | 26.50 | — | 43,500 | (412,759) | |||||||||
Currency Option USD vs MXN | Call | Deutsche Bank AG | 02/24/21 | 20.50 | — | 54,000 | (5,775,386) | |||||||||
Currency Option USD vs MXN | Call | Citibank, N.A. | 02/24/21 | 22.00 | — | 108,000 | (6,472,169) | |||||||||
Currency Option USD vs MXN | Call | Citibank, N.A. | 02/24/21 | 22.25 | — | 59,400 | (3,212,870) | |||||||||
Currency Option USD vs MXN | Call | Deutsche Bank AG | 02/24/21 | 25.00 | — | 118,800 | (2,264,754) | |||||||||
Currency Option USD vs MXN | Call | Citibank, N.A. | 04/27/21 | 22.00 | — | 59,500 | (4,081,465) | |||||||||
Currency Option USD vs MXN | Call | Morgan Stanley & Co. International PLC | 04/27/21 | 26.00 | — | 59,500 | (1,106,894) |
65
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Options Written (continued):
OTC Traded | ||||||||||||||||
Description | Call/ Put | Counterparty | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
Currency Option USD vs MXN | Call | Morgan Stanley & Co. International PLC | 04/27/21 | 26.00 | — | 59,500 | $ (1,106,894) | |||||||||
Currency Option USD vs MXN | Call | Goldman Sachs International | 02/23/22 | 31.50 | — | 319,500 | (5,862,535) | |||||||||
Currency Option USD vs MXN | Call | Citibank, N.A. | 02/23/22 | 36.00 | — | 103,800 | (1,142,746) | |||||||||
Currency Option USD vs RUB | Call | Morgan Stanley & Co. International PLC | 10/29/20 | 68.00 | — | 77,500 | (7,287,771) | |||||||||
Currency Option USD vs RUB | Call | Deutsche Bank AG | 10/29/20 | 75.00 | — | 155,000 | (4,219,779) | |||||||||
Currency Option USD vs RUB | Call | BNP Paribas S.A. | 12/22/20 | 95.00 | — | 56,000 | (181,971) | |||||||||
Currency Option USD vs RUB | Call | Deutsche Bank AG | 04/28/21 | 75.00 | — | 59,500 | (3,288,618) | |||||||||
Currency Option USD vs RUB | Call | Goldman Sachs International | 04/28/21 | 90.00 | — | 119,000 | (1,532,395) | |||||||||
Currency Option USD vs RUB | Call | Goldman Sachs International | 06/29/21 | 85.00 | — | 114,000 | (2,869,077) | |||||||||
Currency Option USD vs TRY | Call | Goldman Sachs International | 10/29/20 | 9.00 | — | 40,000 | (259,196) | |||||||||
Currency Option USD vs TRY | Call | Goldman Sachs International | 02/25/21 | 10.00 | — | 56,000 | (1,003,169) | |||||||||
Currency Option USD vs TRY | Call | Morgan Stanley & Co. International PLC | 02/25/21 | 15.00 | — | 112,000 | (569,185) | |||||||||
Currency Option USD vs TWD | Call | Morgan Stanley & Co. International PLC | 11/25/20 | 31.00 | — | 77,500 | (69,029) | |||||||||
Currency Option USD vs TWD | Call | BNP Paribas S.A. | 11/25/20 | 32.00 | — | 77,500 | (30,489) | |||||||||
Currency Option USD vs ZAR | Call | Morgan Stanley & Co. International PLC | 09/28/20 | 17.00 | — | 40,000 | (1,238,546) | |||||||||
Currency Option USD vs ZAR | Call | Goldman Sachs International | 09/28/20 | 21.00 | — | 80,000 | (72,726) | |||||||||
Currency Option USD vs ZAR | Call | Deutsche Bank AG | 01/27/21 | 15.00 | — | 56,000 | (7,924,916) | |||||||||
Currency Option USD vs ZAR | Call | Goldman Sachs International | 01/27/21 | 20.00 | — | 80,000 | (993,009) | |||||||||
Currency Option USD vs ZAR | Call | Morgan Stanley & Co. International PLC | 01/27/21 | 20.00 | — | 32,000 | (397,203) | |||||||||
Currency Option USD vs ZAR | Call | Bank of America, N.A. | 02/24/21 | 15.50 | — | 51,850 | (6,224,124) | |||||||||
Currency Option USD vs ZAR | Call | Deutsche Bank AG | 02/24/21 | 18.00 | — | 103,700 | (3,903,974) |
66
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Options Written (continued):
OTC Traded | ||||||||||||||||
Description | Call/ Put | Counterparty | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
Currency Option USD vs ZAR | Call | Goldman Sachs International | 05/26/21 | 21.00 | — | 106,900 | $ (1,870,355) | |||||||||
Currency Option AUD vs JPY | Put | Goldman Sachs International | 12/28/20 | 60.00 | — | AUD | 117,000 | (138,029) | ||||||||
Currency Option AUD vs JPY | Put | Deutsche Bank AG | 12/28/20 | 68.00 | — | AUD | 58,500 | (275,124) | ||||||||
Currency Option AUD vs JPY | Put | Morgan Stanley & Co. International PLC | 01/27/21 | 67.00 | — | AUD | 142,000 | (725,923) | ||||||||
Currency Option AUD vs JPY | Put | Deutsche Bank AG | 01/27/21 | 72.00 | — | AUD | 71,000 | (860,851) | ||||||||
Currency Option AUD vs JPY | Put | Deutsche Bank AG | 05/26/21 | 62.00 | — | AUD | 712,000 | (3,660,172) | ||||||||
Currency Option AUD vs JPY | Put | Morgan Stanley & Co. International PLC | 05/26/21 | 70.00 | — | AUD | 36,000 | (502,673) | ||||||||
Currency Option AUD vs JPY | Put | Citibank, N.A. | 05/26/21 | 70.00 | — | AUD | 320,000 | (4,468,205) | ||||||||
Currency Option AUD vs JPY | Put | Deutsche Bank AG | 01/26/22 | 55.00 | — | AUD | 640,000 | (3,631,405) | ||||||||
Currency Option AUD vs JPY | Put | BNP Paribas S.A. | 01/26/22 | 63.00 | — | AUD | 320,000 | (3,775,982) | ||||||||
Currency Option AUD vs JPY | Put | BNP Paribas S.A. | 01/26/22 | 64.00 | — | AUD | 638,800 | (8,284,742) | ||||||||
Currency Option EUR vs GBP | Put | Bank of America, N.A. | 10/28/20 | 0.80 | — | EUR | 66,400 | (4,929) | ||||||||
Currency Option GBP vs USD | Put | HSBC Bank USA, N.A. | 09/28/20 | 1.16 | — | GBP | 64,000 | (11,487) | ||||||||
Currency Option GBP vs USD | Put | Goldman Sachs International | 09/28/20 | 1.16 | — | GBP | 19,200 | (3,446) | ||||||||
Currency Option GBP vs USD | Put | Morgan Stanley & Co. International PLC | 09/28/20 | 1.28 | — | GBP | 41,600 | (317,817) | ||||||||
Currency Option GBP vs USD | Put | Citibank, N.A. | 04/27/21 | 1.11 | — | GBP | 164,000 | (756,078) | ||||||||
Currency Option GBP vs USD | Put | Bank of America, N.A. | 04/27/21 | 1.21 | — | GBP | 82,000 | (1,110,172) | ||||||||
Currency Option GBP vs USD | Put | Bank of America, N.A. | 05/26/21 | 1.14 | — | GBP | 350,000 | (2,630,824) | ||||||||
Currency Option USD vs BRL | Put | Citibank, N.A. | 08/27/20 | 3.25 | — | 40,000 | (2) | |||||||||
Currency Option USD vs BRL | Put | Morgan Stanley & Co. International PLC | 08/27/20 | 3.50 | — | 40,000 | (8) | |||||||||
Currency Option USD vs BRL | Put | Deutsche Bank AG | 03/29/21 | 3.75 | — | 119,000 | (62,205) |
67
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Options Written (continued):
OTC Traded | |||||||||||||||||
Description | Call/ Put | Counterparty | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | ||||||||||
Currency Option USD vs BRL | Put | Bank of America, N.A. | 09/28/21 | 3.85 | — | 29,000 | $ (56,702) | ||||||||||
Currency Option USD vs BRL | Put | Citibank, N.A. | 01/26/22 | 4.15 | — | 2,700 | (16,362) | ||||||||||
Currency Option USD vs BRL | Put | Citibank, N.A. | 01/26/22 | 4.15 | — | 103,800 | (629,041) | ||||||||||
Currency Option USD vs BRL | Put | Deutsche Bank AG | 01/26/22 | 4.70 | — | 103,800 | (2,607,851) | ||||||||||
Currency Option USD vs INR | Put | Goldman Sachs International | 12/21/20 | 69.00 | — | 20,000 | (7,644) | ||||||||||
Currency Option USD vs JPY | Put | Bank of America, N.A. | 01/26/22 | 93.00 | — | 444,800 | (4,745,166) | ||||||||||
Currency Option USD vs JPY | Put | Bank of America, N.A. | 01/26/22 | 93.00 | — | 5,200 | (55,474) | ||||||||||
Currency Option USD vs JPY | Put | Deutsche Bank AG | 01/26/22 | 95.00 | — | 481,600 | (6,254,366) | ||||||||||
Currency Option USD vs JPY | Put | Deutsche Bank AG | 01/26/22 | 101.00 | — | 225,000 | (5,444,092) | ||||||||||
Currency Option USD vs MXN | Put | Morgan Stanley & Co. International PLC | 10/28/20 | 18.00 | — | 40,000 | (3,163) | ||||||||||
Currency Option USD vs MXN | Put | Citibank, N.A. | 02/24/21 | 24.00 | — | 51,900 | (4,171,360) | ||||||||||
Currency Option USD vs RUB | Put | Goldman Sachs International | 12/22/20 | 66.00 | — | 56,000 | (108,588) | ||||||||||
Currency Option USD vs TWD | Put | JPMorgan Chase Bank, N.A. | 06/28/21 | 28.00 | — | 57,500 | (786,174) | ||||||||||
Total OTC Traded (premiums received $297,456,966) | $(261,447,543) |
OTC Swaptions | |||||||||||||||||
Description | Call/ Put | Counterparty | Expiration Date | Strike | Receive | Pay | Notional Amount (000)# | Value | |||||||||
iTraxx.XO.33.V1, 06/20/25 | Put | Credit Suisse International | 06/16/21 | 10.00% | 5.00%(Q) | iTraxx.XO.33.V1(Q) | EUR | 5,000 | $ (101,848) | ||||||||
(premiums received $48,099) | |||||||||||||||||
Total Options Written (premiums received $297,505,065) | $(261,549,391) |
68
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Futures contracts outstanding at July 31, 2020: | ||||||||
Number of Contracts | Type | Expiration Date | Current Notional Amount | Value / Unrealized Appreciation (Depreciation) | ||||
Long Positions: | ||||||||
5 | 5 Year Canadian Government Bonds | Sep. 2020 | $ 477,211 | $ 2,644 | ||||
15 | 10 Year Canadian Government Bonds | Sep. 2020 | 1,732,427 | 15,771 | ||||
631 | 10 Year U.S. Ultra Treasury Notes | Sep. 2020 | 100,486,750 | 1,610,450 | ||||
1,200 | 20 Year U.S. Treasury Bonds | Sep. 2020 | 218,737,500 | 5,170,391 | ||||
49 | 30 Year Euro Buxl | Sep. 2020 | 12,977,664 | 349,218 | ||||
2,017 | 30 Year U.S. Ultra Treasury Bonds | Sep. 2020 | 459,245,688 | 17,986,239 | ||||
2 | Euro-OAT | Sep. 2020 | 397,558 | 9,540 | ||||
25,144,253 | ||||||||
Short Positions: | ||||||||
200 | 30 Day Federal Funds | Jul. 2021 | 80,008,000 | (308) | ||||
46 | 30 Day Federal Funds | Aug. 2021 | 18,402,760 | (991) | ||||
200 | 30 Day Federal Funds | Oct. 2021 | 80,016,000 | (8,308) | ||||
10 | 30 Day Federal Funds | Jan. 2022 | 4,001,600 | (1,615) | ||||
1 | 30 Day Federal Funds | Apr. 2022 | 400,240 | (81) | ||||
5,345 | 2 Year U.S. Treasury Notes | Sep. 2020 | 1,181,161,490 | (1,059,085) | ||||
2,728 | 5 Year Euro-Bobl | Sep. 2020 | 434,586,653 | (2,874,803) | ||||
302 | 5 Year U.S. Treasury Notes | Sep. 2020 | 38,089,750 | (159,250) | ||||
315 | 10 Year Euro-Bund | Sep. 2020 | 65,869,550 | (777,034) | ||||
17 | 10 Year U.K. Gilt | Sep. 2020 | 3,083,153 | (19,847) | ||||
2,783 | 10 Year U.S. Treasury Notes | Sep. 2020 | 389,837,436 | (3,197,458) | ||||
3,210 | Euro Schatz Index | Sep. 2020 | 424,139,391 | (396,780) | ||||
112 | Swiss Franc Currency | Jun. 2022 | 28,018,200 | (6,467) | ||||
(8,502,027) | ||||||||
$16,642,226 |
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: | |||||||||||||
Australian Dollar, | |||||||||||||
Expiring 08/31/20 | Bank of America, N.A. | AUD | 3,455 | $ 2,462,000 | $ 2,468,772 | $ 6,772 | $ — | ||||||
Expiring 08/31/20 | Barclays Bank PLC | AUD | 3,695 | 2,582,000 | 2,640,082 | 58,082 | — | ||||||
Expiring 08/31/20 | BNP Paribas S.A. | AUD | 3,046 | 2,004,000 | 2,176,479 | 172,479 | — | ||||||
Expiring 08/31/20 | Citibank, N.A. | AUD | 337 | 236,319 | 240,985 | 4,666 | — | ||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | AUD | 2,666 | 1,893,000 | 1,904,946 | 11,946 | — | ||||||
Expiring 08/31/20 | JPMorgan Chase Bank, N.A. | AUD | 3,144 | 2,169,000 | 2,246,750 | 77,750 | — |
69
PGIM Global Total Return 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.): | |||||||||||||
Australian Dollar (cont’d.), | |||||||||||||
Expiring 08/31/20 | JPMorgan Chase Bank, N.A. | AUD | 2,446 | $ 1,632,057 | $ 1,747,574 | $ 115,517 | $ — | ||||||
Expiring 08/31/20 | Morgan Stanley & Co. International PLC | AUD | 3,955 | 2,735,000 | 2,825,955 | 90,955 | — | ||||||
Expiring 08/31/20 | Morgan Stanley & Co. International PLC | AUD | 2,876 | 2,051,000 | 2,055,181 | 4,181 | — | ||||||
Expiring 10/20/20 | BNP Paribas S.A. | AUD | 1,565 | 1,121,000 | 1,118,474 | — | (2,526) | ||||||
Expiring 10/20/20 | Citibank, N.A. | AUD | 1,820 | 1,304,000 | 1,300,307 | — | (3,693) | ||||||
Expiring 11/30/20 | Morgan Stanley & Co. International PLC | AUD | 2,729 | 1,959,198 | 1,950,110 | — | (9,088) | ||||||
Expiring 11/30/20 | Morgan Stanley & Co. International PLC | AUD | 2,177 | 1,530,938 | 1,556,107 | 25,169 | — | ||||||
Expiring 12/30/20 | JPMorgan Chase Bank, N.A. | AUD | 1,555 | 1,067,927 | 1,111,357 | 43,430 | — | ||||||
Expiring 12/30/20 | Morgan Stanley & Co. International PLC | AUD | 13,961 | 9,819,051 | 9,977,915 | 158,864 | — | ||||||
Expiring 05/28/21 | HSBC Bank USA, N.A. | AUD | 17,251 | 11,415,713 | 12,326,871 | 911,158 | — | ||||||
Expiring 05/28/21 | JPMorgan Chase Bank, N.A. | AUD | 10,828 | 7,450,379 | 7,737,418 | 287,039 | — | ||||||
Expiring 07/30/21 | HSBC Bank USA, N.A. | AUD | 3,517 | 2,328,606 | 2,512,697 | 184,091 | — | ||||||
Expiring 01/28/22 | Citibank, N.A. | AUD | 6,290 | 4,130,832 | 4,490,113 | 359,281 | — | ||||||
Expiring 10/31/23 | JPMorgan Chase Bank, N.A. | AUD | 4,867 | 3,379,499 | 3,457,002 | 77,503 | — | ||||||
Brazilian Real, | |||||||||||||
Expiring 08/04/20 | Citibank, N.A. | BRL | 10,868 | 1,999,185 | 2,083,037 | 83,852 | — | ||||||
Expiring 08/04/20 | JPMorgan Chase Bank, N.A. | BRL | 4,859 | 907,000 | 931,363 | 24,363 | — | ||||||
Expiring 08/04/20 | Morgan Stanley & Co. International PLC | BRL | 125,322 | 23,857,182 | 24,019,671 | 162,489 | — | ||||||
Expiring 08/04/20 | Morgan Stanley & Co. International PLC | BRL | 6,961 | 1,308,000 | 1,334,199 | 26,199 | — |
70
PGIM Global Total Return 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.): | |||||||||||||
Brazilian Real (cont’d.), | |||||||||||||
Expiring 08/04/20 | Morgan Stanley & Co. International PLC | BRL | 5,133 | $ 945,000 | $ 983,767 | $ 38,767 | $ — | ||||||
Expiring 08/31/20 | Citibank, N.A. | BRL | 16,723 | 3,353,000 | 3,201,387 | — | (151,613) | ||||||
Expiring 08/31/20 | Citibank, N.A. | BRL | 15,315 | 3,813,001 | 2,931,814 | — | (881,187) | ||||||
Expiring 08/31/20 | Citibank, N.A. | BRL | 13,787 | 2,398,412 | 2,639,231 | 240,819 | — | ||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | BRL | 9,850 | 1,840,000 | 1,885,545 | 45,545 | — | ||||||
Expiring 08/31/20 | JPMorgan Chase Bank, N.A. | BRL | 13,868 | 2,744,000 | 2,654,752 | — | (89,248) | ||||||
Expiring 08/31/20 | JPMorgan Chase Bank, N.A. | BRL | 12,526 | 2,342,000 | 2,397,863 | 55,863 | — | ||||||
Expiring 08/31/20 | Morgan Stanley & Co. International PLC | BRL | 16,155 | 3,967,000 | 3,092,676 | — | (874,324) | ||||||
Expiring 08/31/20 | Morgan Stanley & Co. International PLC | BRL | 11,068 | 2,064,000 | 2,118,843 | 54,843 | — | ||||||
Expiring 08/31/20 | Morgan Stanley & Co. International PLC | BRL | 9,704 | 1,702,000 | 1,857,743 | 155,743 | — | ||||||
Expiring 09/02/20 | BNP Paribas S.A. | BRL | 12,422 | 2,392,000 | 2,377,807 | — | (14,193) | ||||||
Expiring 09/02/20 | Goldman Sachs International | BRL | 5,720 | 1,100,000 | 1,094,947 | — | (5,053) | ||||||
Expiring 09/02/20 | Morgan Stanley & Co. International PLC | BRL | 7,129 | 1,374,850 | 1,364,661 | — | (10,189) | ||||||
Expiring 12/23/20 | Citibank, N.A. | BRL | 70,083 | 17,106,000 | 13,370,595 | — | (3,735,405) | ||||||
Expiring 01/29/21 | Citibank, N.A. | BRL | 169,960 | 33,150,000 | 32,384,664 | — | (765,336) | ||||||
Expiring 01/29/21 | Citibank, N.A. | BRL | 31,144 | 7,402,000 | 5,934,249 | — | (1,467,751) | ||||||
Expiring 01/29/21 | Citibank, N.A. | BRL | 20,672 | 4,950,547 | 3,938,901 | — | (1,011,646) | ||||||
Expiring 01/29/21 | Morgan Stanley & Co. International PLC | BRL | 45,815 | 10,060,000 | 8,729,767 | — | (1,330,233) | ||||||
Expiring 01/29/21 | Morgan Stanley & Co. International PLC | BRL | 13,830 | 3,322,150 | 2,635,228 | — | (686,922) | ||||||
Expiring 01/29/21 | Morgan Stanley & Co. International PLC | BRL | 11,133 | 2,780,000 | 2,121,220 | — | (658,780) | ||||||
Expiring 02/26/21 | Deutsche Bank AG | BRL | 43,592 | 7,633,000 | 8,297,623 | 664,623 | — | ||||||
Expiring 03/31/21 | Citibank, N.A. | BRL | 41,302 | 9,998,790 | 7,852,212 | — | (2,146,578) |
71
PGIM Global Total Return 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.): | |||||||||||||
Brazilian Real (cont’d.), | |||||||||||||
Expiring 03/31/21 | Deutsche Bank AG | BRL | 61,095 | $ 13,860,000 | $ 11,615,175 | $ — | $ (2,244,825) | ||||||
Expiring 03/31/21 | Morgan Stanley & Co. International PLC | BRL | 44,233 | 10,571,887 | 8,409,402 | — | (2,162,485) | ||||||
Expiring 05/28/21 | Deutsche Bank AG | BRL | 84,591 | 15,941,000 | 16,038,883 | 97,883 | — | ||||||
Expiring 09/30/21 | Bank of America, N.A. | BRL | 139,851 | 31,675,000 | 26,269,435 | — | (5,405,565) | ||||||
Expiring 09/30/21 | Bank of America, N.A. | BRL | 28,623 | 6,715,000 | 5,376,432 | — | (1,338,568) | ||||||
Expiring 09/30/21 | Deutsche Bank AG | BRL | 40,768 | 8,960,000 | 7,657,784 | — | (1,302,216) | ||||||
Expiring 09/30/21 | Morgan Stanley & Co. International PLC | BRL | 12,764 | 2,400,006 | 2,397,647 | — | (2,359) | ||||||
Expiring 01/28/22 | Citibank, N.A. | BRL | 1,600 | 302,000 | 297,147 | — | (4,853) | ||||||
Expiring 01/28/22 | Deutsche Bank AG | BRL | 89,787 | 15,343,000 | 16,678,218 | 1,335,218 | — | ||||||
Expiring 01/28/22 | Morgan Stanley & Co. International PLC | BRL | 60,555 | 11,124,328 | 11,248,304 | 123,976 | — | ||||||
British Pound, | |||||||||||||
Expiring 09/30/20 | Bank of America, N.A. | GBP | 1,480 | 1,868,000 | 1,937,516 | 69,516 | — | ||||||
Expiring 09/30/20 | Bank of America, N.A. | GBP | 282 | 354,374 | 368,681 | 14,307 | — | ||||||
Expiring 09/30/20 | Barclays Bank PLC | GBP | 1,694 | 2,120,000 | 2,217,955 | 97,955 | — | ||||||
Expiring 09/30/20 | Citibank, N.A. | GBP | 3,281 | 4,090,000 | 4,296,818 | 206,818 | — | ||||||
Expiring 09/30/20 | Citibank, N.A. | GBP | 1,816 | 2,268,000 | 2,377,897 | 109,897 | — | ||||||
Expiring 09/30/20 | Citibank, N.A. | GBP | 1,491 | 1,860,000 | 1,952,798 | 92,798 | — | ||||||
Expiring 09/30/20 | HSBC Bank USA, N.A. | GBP | 2,479 | 3,065,000 | 3,245,778 | 180,778 | — | ||||||
Expiring 09/30/20 | HSBC Bank USA, N.A. | GBP | 2,280 | 2,885,000 | 2,985,787 | 100,787 | — | ||||||
Expiring 09/30/20 | HSBC Bank USA, N.A. | GBP | 1,494 | 1,877,000 | 1,956,241 | 79,241 | — | ||||||
Expiring 10/19/20 | Barclays Bank PLC | GBP | 779 | 977,000 | 1,020,129 | 43,129 | — | ||||||
Expiring 10/19/20 | Citibank, N.A. | GBP | 645 | 816,000 | 844,485 | 28,485 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | GBP | 2,002 | 2,628,752 | 2,621,739 | — | (7,013) | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | GBP | 1,906 | 2,407,000 | 2,496,458 | 89,458 | — | ||||||
Expiring 10/30/20 | HSBC Bank USA, N.A. | GBP | 3,760 | 4,598,534 | 4,924,241 | 325,707 | — |
72
PGIM Global Total Return 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.): | |||||||||||||
British Pound (cont’d.), | |||||||||||||
Expiring 11/27/20 | Bank of America, N.A. | GBP | 17,024 | $ 22,565,312 | $ 22,298,646 | $ — | $ (266,666) | ||||||
Expiring 04/29/21 | Citibank, N.A. | GBP | 1,569 | 1,955,460 | 2,056,497 | 101,037 | — | ||||||
Canadian Dollar, | |||||||||||||
Expiring 10/20/20 | Barclays Bank PLC | CAD | 2,134 | 1,572,000 | 1,593,824 | 21,824 | — | ||||||
Expiring 10/20/20 | Citibank, N.A. | CAD | 40,071 | 29,700,411 | 29,922,003 | 221,592 | — | ||||||
Expiring 10/20/20 | Citibank, N.A. | CAD | 3,498 | 2,585,000 | 2,611,938 | 26,938 | — | ||||||
Expiring 10/20/20 | Citibank, N.A. | CAD | 2,744 | 2,027,000 | 2,049,239 | 22,239 | — | ||||||
Expiring 10/20/20 | JPMorgan Chase Bank, N.A. | CAD | 10,274 | 7,670,000 | 7,671,458 | 1,458 | — | ||||||
Expiring 10/20/20 | JPMorgan Chase Bank, N.A. | CAD | 2,874 | 2,145,000 | 2,146,246 | 1,246 | — | ||||||
Expiring 10/20/20 | The Toronto-Dominion Bank | CAD | 3,455 | 2,573,000 | 2,579,593 | 6,593 | — | ||||||
Chilean Peso, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | CLP | 853,005 | 1,095,000 | 1,127,234 | 32,234 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | CLP | 9,810,037 | 12,674,467 | 12,963,831 | 289,364 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | CLP | 1,633,708 | 2,007,801 | 2,158,922 | 151,121 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | CLP | 1,621,385 | 2,116,000 | 2,142,638 | 26,638 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | CLP | 1,461,761 | 1,910,000 | 1,931,697 | 21,697 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | CLP | 1,384,684 | 1,737,000 | 1,829,841 | 92,841 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | CLP | 1,139,180 | 1,451,000 | 1,505,411 | 54,411 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | CLP | 1,470,676 | 1,913,000 | 1,943,478 | 30,478 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | CLP | 1,104,125 | 1,438,000 | 1,459,086 | 21,086 | — | ||||||
Expiring 10/29/21 | Deutsche Bank AG | CLP | 4,289,139 | 5,419,000 | 5,669,205 | 250,205 | — | ||||||
Chinese Renminbi, | |||||||||||||
Expiring 08/07/20 | Bank of America, N.A. | CNH | 21,797 | 3,043,284 | 3,116,808 | 73,524 | — | ||||||
Expiring 08/07/20 | Barclays Bank PLC | CNH | 24,538 | 3,500,000 | 3,508,698 | 8,698 | — | ||||||
Expiring 08/07/20 | BNP Paribas S.A. | CNH | 95,704 | 13,306,139 | 13,684,850 | 378,711 | — | ||||||
Expiring 08/07/20 | BNP Paribas S.A. | CNH | 92,207 | 13,030,759 | 13,184,853 | 154,094 | — | ||||||
Expiring 08/07/20 | BNP Paribas S.A. | CNH | 29,387 | 4,098,000 | 4,202,152 | 104,152 | — | ||||||
Expiring 08/07/20 | BNP Paribas S.A. | CNH | 12,936 | 1,841,000 | 1,849,766 | 8,766 | — |
73
PGIM Global Total Return 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.): | |||||||||||||
Chinese Renminbi (cont’d.), | |||||||||||||
Expiring 08/07/20 | Citibank, N.A. | CNH | 353,761 | $ 49,608,914 | $ 50,585,004 | $ 976,090 | $ — | ||||||
Expiring 08/07/20 | Citibank, N.A. | CNH | 34,929 | 4,932,000 | 4,994,533 | 62,533 | — | ||||||
Expiring 08/07/20 | Citibank, N.A. | CNH | 32,655 | 4,609,000 | 4,669,376 | 60,376 | — | ||||||
Expiring 08/07/20 | Citibank, N.A. | CNH | 29,874 | 4,203,000 | 4,271,679 | 68,679 | — | ||||||
Expiring 08/07/20 | Citibank, N.A. | CNH | 27,234 | 3,893,000 | 3,894,247 | 1,247 | — | ||||||
Expiring 08/07/20 | Goldman Sachs International | CNH | 41,030 | 5,794,172 | 5,866,900 | 72,728 | — | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 89,986 | 12,708,193 | 12,867,275 | 159,082 | — | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 40,073 | 5,712,998 | 5,730,096 | 17,098 | — | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 28,725 | 4,050,000 | 4,107,512 | 57,512 | — | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 28,004 | 3,940,000 | 4,004,350 | 64,350 | — | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 22,798 | 3,220,000 | 3,259,874 | 39,874 | — | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 18,560 | 2,623,000 | 2,653,936 | 30,936 | — | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 14,840 | 2,097,000 | 2,122,071 | 25,071 | — | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 13,538 | 1,933,000 | 1,935,763 | 2,763 | — | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 9,291 | 1,327,000 | 1,328,523 | 1,523 | — | ||||||
Expiring 08/07/20 | JPMorgan Chase Bank, N.A. | CNH | 28,258 | 3,995,652 | 4,040,617 | 44,965 | — | ||||||
Expiring 08/07/20 | Morgan Stanley & Co. International PLC | CNH | 23,761 | 3,334,007 | 3,397,677 | 63,670 | — | ||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | CNH | 13,909 | 1,977,000 | 1,985,919 | 8,919 | — | ||||||
Expiring 11/06/20 | Barclays Bank PLC | CNH | 353,761 | 50,285,165 | 50,315,188 | 30,023 | — | ||||||
Expiring 11/06/20 | JPMorgan Chase Bank, N.A. | CNH | 65,793 | 9,377,867 | 9,357,670 | — | (20,197) | ||||||
Expiring 11/06/20 | JPMorgan Chase Bank, N.A. | CNH | 20,120 | 2,866,000 | 2,861,642 | — | (4,358) | ||||||
Expiring 05/14/21 | Citibank, N.A. | CNH | 61,753 | 8,849,734 | 8,689,410 | — | (160,324) | ||||||
Colombian Peso, | |||||||||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | COP | 7,672,713 | 2,057,000 | 2,048,043 | — | (8,957) |
74
PGIM Global Total Return 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.): | |||||||||||||
Colombian Peso (cont’d.), | |||||||||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | COP | 5,147,444 | $ 1,374,000 | $ 1,373,984 | $ — | $ (16) | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | COP | 2,460,684 | 649,000 | 656,819 | 7,819 | — | ||||||
Czech Koruna, | |||||||||||||
Expiring 10/19/20 | Barclays Bank PLC | CZK | 53,363 | 2,412,000 | 2,396,127 | — | (15,873) | ||||||
Expiring 10/19/20 | Citibank, N.A. | CZK | 42,890 | 1,923,000 | 1,925,855 | 2,855 | — | ||||||
Expiring 10/19/20 | Goldman Sachs International | CZK | 165,442 | 6,991,449 | 7,428,738 | 437,289 | — | ||||||
Expiring 10/19/20 | HSBC Bank USA, N.A. | CZK | 43,351 | 1,940,000 | 1,946,572 | 6,572 | — | ||||||
Expiring 10/19/20 | HSBC Bank USA, N.A. | CZK | 26,858 | 1,185,500 | 1,206,002 | 20,502 | — | ||||||
Expiring 10/19/20 | Morgan Stanley & Co. International PLC | CZK | 43,980 | 1,951,000 | 1,974,806 | 23,806 | — | ||||||
Expiring 10/19/20 | Morgan Stanley & Co. International PLC | CZK | 26,852 | 1,185,500 | 1,205,698 | 20,198 | — | ||||||
Expiring 10/19/20 | UBS AG | CZK | 42,620 | 1,916,000 | 1,913,758 | — | (2,242) | ||||||
Danish Krone, | |||||||||||||
Expiring 10/19/20 | HSBC Bank USA, N.A. | DKK | 21,472 | 3,275,357 | 3,402,250 | 126,893 | — | ||||||
Euro, | |||||||||||||
Expiring 10/19/20 | Citibank, N.A. | EUR | 4,195 | 4,780,000 | 4,950,134 | 170,134 | — | ||||||
Expiring 10/19/20 | Citibank, N.A. | EUR | 1,665 | 1,972,000 | 1,964,522 | — | (7,478) | ||||||
Expiring 10/19/20 | Deutsche Bank AG | EUR | 6,476 | 7,402,061 | 7,641,678 | 239,617 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | EUR | 1,884 | 2,223,700 | 2,222,608 | — | (1,092) | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | EUR | 1,812 | 2,148,293 | 2,137,669 | — | (10,624) | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | EUR | 1,793 | 2,043,945 | 2,115,371 | 71,426 | — | ||||||
Hungarian Forint, | |||||||||||||
Expiring 10/19/20 | Barclays Bank PLC | HUF | 863,349 | 2,970,000 | 2,951,552 | — | (18,448) | ||||||
Expiring 10/19/20 | Citibank, N.A. | HUF | 266,840 | 890,000 | 912,251 | 22,251 | — | ||||||
Expiring 10/19/20 | HSBC Bank USA, N.A. | HUF | 563,471 | 1,908,000 | 1,926,350 | 18,350 | — | ||||||
Expiring 10/19/20 | HSBC Bank USA, N.A. | HUF | 266,284 | 890,000 | 910,350 | 20,350 | — |
75
PGIM Global Total Return 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.): | |||||||||||||
Hungarian Forint (cont’d.), | |||||||||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | HUF | 281,098 | $ 958,000 | $ 960,997 | $ 2,997 | $ — | ||||||
Expiring 10/19/20 | Morgan Stanley & Co. International PLC | HUF | 538,306 | 1,808,000 | 1,840,320 | 32,320 | — | ||||||
Expiring 10/19/20 | Morgan Stanley & Co. International PLC | HUF | 280,332 | 900,000 | 958,377 | 58,377 | — | ||||||
Expiring 10/19/20 | UBS AG | HUF | 565,082 | 1,924,000 | 1,931,860 | 7,860 | — | ||||||
Indian Rupee, | |||||||||||||
Expiring 08/31/20 | Citibank, N.A. | INR | 200,669 | 2,654,000 | 2,668,985 | 14,985 | — | ||||||
Expiring 08/31/20 | Citibank, N.A. | INR | 111,552 | 1,465,000 | 1,483,696 | 18,696 | — | ||||||
Expiring 08/31/20 | JPMorgan Chase Bank, N.A. | INR | 171,669 | 2,248,000 | 2,283,266 | 35,266 | — | ||||||
Expiring 08/31/20 | JPMorgan Chase Bank, N.A. | INR | 133,103 | 1,778,000 | 1,770,326 | — | (7,674) | ||||||
Expiring 08/31/20 | JPMorgan Chase Bank, N.A. | INR | 122,882 | 1,635,000 | 1,634,380 | — | (620) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | INR | 144,828 | 1,918,000 | 1,922,875 | 4,875 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | INR | 152,414 | 1,999,185 | 2,023,590 | 24,405 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | INR | 235,160 | 3,096,000 | 3,122,202 | 26,202 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | INR | 159,728 | 2,121,000 | 2,120,702 | — | (298) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | INR | 164,228 | 2,170,000 | 2,180,442 | 10,442 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | INR | 95,148 | 1,262,000 | 1,263,281 | 1,281 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | INR | 85,996 | 1,147,000 | 1,141,768 | — | (5,232) | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | INR | 201,097 | 2,664,000 | 2,669,957 | 5,957 | — | ||||||
Expiring 10/28/20 | Citibank, N.A. | INR | 2,062,258 | 26,473,000 | 27,259,389 | 786,389 | — | ||||||
Expiring 10/28/20 | Citibank, N.A. | INR | 147,429 | 1,894,000 | 1,948,749 | 54,749 | — | ||||||
Expiring 10/30/20 | Goldman Sachs International | INR | 341,407 | 4,510,000 | 4,511,859 | 1,859 | — | ||||||
Expiring 10/30/20 | HSBC Bank USA, N.A. | INR | 109,384 | 1,416,893 | 1,445,565 | 28,672 | — | ||||||
Expiring 12/23/20 | Goldman Sachs International | INR | 216,223 | 2,832,000 | 2,841,887 | 9,887 | — |
76
PGIM Global Total Return 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 12/23/20 | HSBC Bank USA, N.A. | INR | 40,984 | $ 527,742 | $ 538,671 | $ 10,929 | $ — | ||||||
Expiring 02/26/21 | Citibank, N.A. | INR | 208,727 | 2,646,000 | 2,724,961 | 78,961 | — | ||||||
Expiring 02/26/21 | HSBC Bank USA, N.A. | INR | 466,958 | 5,970,567 | 6,096,213 | 125,646 | — | ||||||
Expiring 02/26/21 | Morgan Stanley & Co. International PLC | INR | 364,682 | 4,915,513 | 4,760,982 | — | (154,531) | ||||||
Expiring 09/30/21 | Goldman Sachs International | INR | 512,311 | 6,725,000 | 6,529,036 | — | (195,964) | ||||||
Expiring 09/30/21 | HSBC Bank USA, N.A. | INR | 384,058 | 4,791,744 | 4,894,552 | 102,808 | — | ||||||
Indonesian Rupiah, | |||||||||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 64,182,257 | 4,211,434 | 4,327,244 | 115,810 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 44,952,664 | 3,076,000 | 3,030,762 | — | (45,238) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 25,196,260 | 1,724,000 | 1,698,762 | — | (25,238) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 18,928,080 | 1,296,000 | 1,276,154 | — | (19,846) | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | IDR | 34,631,275 | 2,294,982 | 2,334,882 | 39,900 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | IDR | 29,572,036 | 2,027,565 | 1,993,782 | — | (33,783) | ||||||
Expiring 09/16/20 | The Toronto-Dominion Bank | IDR | 90,935,634 | 6,019,039 | 6,130,989 | 111,950 | — | ||||||
Israeli Shekel, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | ILS | 5,801 | 1,704,975 | 1,705,000 | 25 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | ILS | 3,414 | 999,460 | 1,003,455 | 3,995 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | ILS | 12,530 | 3,636,000 | 3,683,100 | 47,100 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | ILS | 6,452 | 1,892,000 | 1,896,338 | 4,338 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | ILS | 3,635 | 1,065,540 | 1,068,468 | 2,928 | — | ||||||
Expiring 09/16/20 | Goldman Sachs International | ILS | 9,211 | 2,704,000 | 2,707,338 | 3,338 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | ILS | 14,563 | 4,222,736 | 4,280,577 | 57,841 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | ILS | 3,813 | 1,116,000 | 1,120,678 | 4,678 | — |
77
PGIM Global Total Return 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.): | |||||||||||||
Israeli Shekel (cont’d.), | |||||||||||||
Expiring 06/30/21 | Bank of America, N.A. | ILS | 47,344 | $ 13,695,000 | $ 14,012,089 | $ 317,089 | $ — | ||||||
Japanese Yen, | |||||||||||||
Expiring 08/31/20 | BNP Paribas S.A. | JPY | 490,298 | 4,574,000 | 4,633,338 | 59,338 | — | ||||||
Expiring 08/31/20 | Citibank, N.A. | JPY | 337,793 | 3,149,000 | 3,192,158 | 43,158 | — | ||||||
Expiring 08/31/20 | Citibank, N.A. | JPY | 245,552 | 2,293,000 | 2,320,473 | 27,473 | — | ||||||
Expiring 08/31/20 | Goldman Sachs International | JPY | 225,233 | 2,103,000 | 2,128,462 | 25,462 | — | ||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | JPY | 671,719 | 6,391,000 | 6,347,775 | — | (43,225) | ||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | JPY | 271,618 | 2,567,000 | 2,566,801 | — | (199) | ||||||
Expiring 08/31/20 | JPMorgan Chase Bank, N.A. | JPY | 277,713 | 2,592,000 | 2,624,404 | 32,404 | — | ||||||
Expiring 08/31/20 | Morgan Stanley & Co. International PLC | JPY | 476,486 | 4,508,000 | 4,502,812 | — | (5,188) | ||||||
Expiring 09/30/20 | Citibank, N.A. | JPY | 484,432 | 4,508,780 | 4,579,931 | 71,151 | — | ||||||
Expiring 10/19/20 | Barclays Bank PLC | JPY | 1,152,684 | 10,785,018 | 10,899,998 | 114,980 | — | ||||||
Expiring 10/19/20 | Citibank, N.A. | JPY | 43,400,814 | 406,907,301 | 410,406,303 | 3,499,002 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | JPY | 630,509 | 5,999,052 | 5,962,210 | — | (36,842) | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | JPY | 223,443 | 2,113,378 | 2,112,921 | — | (457) | ||||||
Expiring 10/19/20 | UBS AG | JPY | 1,828,063 | 17,077,602 | 17,286,513 | 208,911 | — | ||||||
Expiring 10/30/20 | Bank of America, N.A. | JPY | 2,675,066 | 25,122,000 | 25,298,764 | 176,764 | — | ||||||
Expiring 10/30/20 | Citibank, N.A. | JPY | 1,788,610 | 17,196,518 | 16,915,328 | — | (281,190) | ||||||
Expiring 11/27/20 | Bank of America, N.A. | JPY | 490,915 | 4,594,000 | 4,645,224 | 51,224 | — | ||||||
Expiring 11/27/20 | Citibank, N.A. | JPY | 345,010 | 3,319,958 | 3,264,617 | — | (55,341) | ||||||
Expiring 01/29/21 | Barclays Bank PLC | JPY | 743,615 | 7,152,001 | 7,045,011 | — | (106,990) | ||||||
Expiring 01/29/21 | Barclays Bank PLC | JPY | 438,351 | 4,154,000 | 4,152,938 | — | (1,062) | ||||||
Expiring 01/29/21 | Citibank, N.A. | JPY | 1,004,479 | 9,689,200 | 9,516,442 | — | (172,758) | ||||||
Expiring 01/29/21 | Citibank, N.A. | JPY | 449,088 | 4,477,000 | 4,254,661 | — | (222,339) | ||||||
Expiring 01/29/21 | Morgan Stanley & Co. International PLC | JPY | 1,488,986 | 14,485,000 | 14,106,657 | — | (378,343) | ||||||
Expiring 01/29/21 | Morgan Stanley & Co. International PLC | JPY | 330,506 | 3,045,649 | 3,131,217 | 85,568 | — | ||||||
Expiring 05/28/21 | Citibank, N.A. | JPY | 2,043,508 | 19,781,304 | 19,395,847 | — | (385,457) |
78
PGIM Global Total Return 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.): | |||||||||||||
Japanese Yen (cont’d.), | |||||||||||||
Expiring 05/28/21 | Citibank, N.A. | JPY | 1,579,165 | $ 14,774,292 | $ 14,988,563 | $ 214,271 | $ — | ||||||
Expiring 05/28/21 | Deutsche Bank AG | JPY | 837,813 | 7,692,000 | 7,952,055 | 260,055 | — | ||||||
Expiring 01/28/22 | Citibank, N.A. | JPY | 1,712,418 | 16,719,569 | 16,315,790 | — | (403,779) | ||||||
Expiring 01/28/22 | Deutsche Bank AG | JPY | 802,022 | 7,693,000 | 7,641,606 | — | (51,394) | ||||||
Expiring 01/28/22 | Deutsche Bank AG | JPY | 408,984 | 3,775,000 | 3,896,764 | 121,764 | — | ||||||
Expiring 05/31/22 | Deutsche Bank AG | JPY | 3,195,124 | 29,579,000 | 30,507,552 | 928,552 | — | ||||||
Expiring 10/31/23 | Bank of America, N.A. | JPY | 1,051,903 | 10,538,000 | 10,156,342 | — | (381,658) | ||||||
Expiring 10/31/23 | Barclays Bank PLC | JPY | 525,393 | 5,512,000 | 5,072,776 | — | (439,224) | ||||||
Expiring 10/31/23 | Barclays Bank PLC | JPY | 406,236 | 4,196,000 | 3,922,290 | — | (273,710) | ||||||
Expiring 10/31/23 | Deutsche Bank AG | JPY | 511,039 | 5,354,000 | 4,934,189 | — | (419,811) | ||||||
Expiring 10/31/23 | Goldman Sachs International | JPY | 1,254,996 | 12,881,000 | 12,117,243 | — | (763,757) | ||||||
Expiring 10/31/23 | Morgan Stanley & Co. International PLC | JPY | 1,637,975 | 15,824,364 | 15,814,983 | — | (9,381) | ||||||
Malaysian Ringgit, | |||||||||||||
Expiring 09/17/20 | Barclays Bank PLC | MYR | 21,253 | 4,984,213 | 5,014,988 | 30,775 | — | ||||||
Mexican Peso, | |||||||||||||
Expiring 08/31/20 | Citibank, N.A. | MXN | 42,061 | 1,911,000 | 1,882,406 | — | (28,594) | ||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | MXN | 85,098 | 3,679,000 | 3,808,440 | 129,440 | — | ||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | MXN | 48,881 | 2,174,000 | 2,187,589 | 13,589 | — | ||||||
Expiring 09/17/20 | Barclays Bank PLC | MXN | 46,167 | 2,114,515 | 2,061,609 | — | (52,906) | ||||||
Expiring 09/17/20 | HSBC Bank USA, N.A. | MXN | 182,606 | 8,275,256 | 8,154,316 | — | (120,940) | ||||||
Expiring 09/17/20 | JPMorgan Chase Bank, N.A. | MXN | 46,032 | 2,002,395 | 2,055,572 | 53,177 | — | ||||||
Expiring 09/17/20 | JPMorgan Chase Bank, N.A. | MXN | 44,370 | 1,948,602 | 1,981,355 | 32,753 | — | ||||||
Expiring 09/17/20 | JPMorgan Chase Bank, N.A. | MXN | 30,967 | 1,345,000 | 1,382,828 | 37,828 | — | ||||||
Expiring 09/17/20 | Morgan Stanley & Co. International PLC | MXN | 43,881 | 1,976,807 | 1,959,514 | — | (17,293) | ||||||
Expiring 09/17/20 | Morgan Stanley & Co. International PLC | MXN | 42,702 | 1,958,094 | 1,906,884 | — | (51,210) | ||||||
Expiring 10/30/20 | Citibank, N.A. | MXN | 106,253 | 5,262,260 | 4,720,361 | — | (541,899) | ||||||
Expiring 10/30/20 | Citibank, N.A. | MXN | 39,210 | 1,822,826 | 1,741,943 | — | (80,883) |
79
PGIM Global Total Return 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.): | |||||||||||||
Mexican Peso (cont’d.), | |||||||||||||
Expiring 10/30/20 | Morgan Stanley & Co. International PLC | MXN | 313,935 | $ 14,803,000 | $ 13,946,765 | $ — | $ (856,235) | ||||||
Expiring 01/29/21 | Citibank, N.A. | MXN | 8,706 | 426,194 | 382,885 | — | (43,309) | ||||||
Expiring 01/29/21 | Goldman Sachs International | MXN | 104,180 | 4,878,269 | 4,581,895 | — | (296,374) | ||||||
Expiring 01/29/21 | Goldman Sachs International | MXN | 23,874 | 1,117,000 | 1,049,972 | — | (67,028) | ||||||
Expiring 01/29/21 | Morgan Stanley & Co. International PLC | MXN | 36,698 | 1,702,000 | 1,613,978 | — | (88,022) | ||||||
Expiring 02/26/21 | Citibank, N.A. | MXN | 921,100 | 36,540,000 | 40,383,266 | 3,843,266 | — | ||||||
Expiring 02/26/21 | Deutsche Bank AG | MXN | 254,611 | 11,920,000 | 11,162,771 | — | (757,229) | ||||||
Expiring 04/29/21 | Goldman Sachs International | MXN | 139,828 | 5,832,000 | 6,088,068 | 256,068 | — | ||||||
Expiring 04/29/21 | HSBC Bank USA, N.A. | MXN | 59,268 | 2,325,684 | 2,580,498 | 254,814 | — | ||||||
Expiring 04/29/21 | JPMorgan Chase Bank, N.A. | MXN | 100,978 | 4,601,957 | 4,396,569 | — | (205,388) | ||||||
Expiring 04/29/21 | Morgan Stanley & Co. International PLC | MXN | 482,401 | 22,718,000 | 21,003,578 | — | (1,714,422) | ||||||
Expiring 04/28/23 | JPMorgan Chase Bank, N.A. | MXN | 110,648 | 4,577,425 | 4,439,124 | — | (138,301) | ||||||
Expiring 04/28/23 | Morgan Stanley & Co. International PLC | MXN | 352,530 | 14,859,000 | 14,143,284 | — | (715,716) | ||||||
New Taiwanese Dollar, | |||||||||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | TWD | 84,131 | 2,882,000 | 2,873,584 | — | (8,416) | ||||||
Expiring 08/31/20 | JPMorgan Chase Bank, N.A. | TWD | 62,541 | 2,138,000 | 2,136,138 | — | (1,862) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TWD | 48,202 | 1,650,000 | 1,649,895 | — | (105) | ||||||
Expiring 09/16/20 | Credit Suisse International | TWD | 75,945 | 2,593,000 | 2,599,491 | 6,491 | — | ||||||
Expiring 09/16/20 | Credit Suisse International | TWD | 66,761 | 2,292,000 | 2,285,146 | — | (6,854) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | TWD | 76,246 | 2,615,000 | 2,609,803 | — | (5,197) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TWD | 119,076 | 4,070,000 | 4,075,800 | 5,800 | — |
80
PGIM Global Total Return 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.): | |||||||||||||
New Taiwanese Dollar (cont’d.), | |||||||||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TWD | 35,696 | $ 1,221,000 | $ 1,221,821 | $ 821 | $ — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | TWD | 210,041 | 7,162,507 | 7,189,385 | 26,878 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | TWD | 68,100 | 2,329,000 | 2,330,964 | 1,964 | — | ||||||
Expiring 06/30/21 | JPMorgan Chase Bank, N.A. | TWD | 552,287 | 19,304,000 | 19,392,116 | 88,116 | — | ||||||
New Zealand Dollar, | |||||||||||||
Expiring 10/20/20 | Citibank, N.A. | NZD | 2,322 | 1,541,000 | 1,539,707 | — | (1,293) | ||||||
Expiring 10/20/20 | Citibank, N.A. | NZD | 2,170 | 1,446,000 | 1,439,310 | — | (6,690) | ||||||
Expiring 10/20/20 | Citibank, N.A. | NZD | 1,960 | 1,286,000 | 1,299,895 | 13,895 | — | ||||||
Norwegian Krone, | |||||||||||||
Expiring 10/19/20 | Citibank, N.A. | NOK | 21,487 | 2,294,000 | 2,361,343 | 67,343 | — | ||||||
Expiring 10/19/20 | Citibank, N.A. | NOK | 8,257 | 911,000 | 907,403 | — | (3,597) | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | NOK | 9,085 | 998,000 | 998,376 | 376 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | NOK | 8,336 | 907,000 | 916,111 | 9,111 | — | ||||||
Peruvian Nuevo Sol, | |||||||||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 13,529 | 3,862,471 | 3,825,717 | — | (36,754) | ||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 9,727 | 2,757,016 | 2,750,545 | — | (6,471) | ||||||
Expiring 09/16/20 | Goldman Sachs International | PEN | 7,435 | 2,171,300 | 2,102,532 | — | (68,768) | ||||||
Philippine Peso, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | PHP | 82,946 | 1,651,000 | 1,684,228 | 33,228 | — | ||||||
Expiring 09/16/20 | Goldman Sachs International | PHP | 124,511 | 2,473,000 | 2,528,194 | 55,194 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | PHP | 86,752 | 1,724,000 | 1,761,497 | 37,497 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | PHP | 80,179 | 1,609,000 | 1,628,046 | 19,046 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | PHP | 71,682 | 1,423,100 | 1,455,497 | 32,397 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | PHP | 69,519 | 1,403,000 | 1,411,580 | 8,580 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | PHP | 67,455 | 1,363,000 | 1,369,674 | 6,674 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | PHP | 62,216 | 1,236,900 | 1,263,300 | 26,400 | — |
81
PGIM Global Total Return 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 | 60,676 | $ 1,207,000 | $ 1,232,027 | $ 25,027 | $ — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | PHP | 89,758 | 1,788,000 | 1,822,533 | 34,533 | — | ||||||
Polish Zloty, | |||||||||||||
Expiring 10/19/20 | Barclays Bank PLC | PLN | 5,725 | 1,525,000 | 1,529,399 | 4,399 | — | ||||||
Expiring 10/19/20 | Barclays Bank PLC | PLN | 5,447 | 1,433,565 | 1,455,233 | 21,668 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | PLN | 19,689 | 4,957,210 | 5,259,847 | 302,637 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | PLN | 9,352 | 2,500,000 | 2,498,429 | — | (1,571) | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | PLN | 6,561 | 1,750,000 | 1,752,836 | 2,836 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | PLN | 3,410 | 897,435 | 911,076 | 13,641 | — | ||||||
Expiring 10/19/20 | Morgan Stanley & Co. International PLC | PLN | 10,396 | 2,747,000 | 2,777,397 | 30,397 | — | ||||||
Expiring 10/19/20 | Morgan Stanley & Co. International PLC | PLN | 4,366 | 1,115,000 | 1,166,323 | 51,323 | — | ||||||
Expiring 10/19/20 | UBS AG | PLN | 8,979 | 2,415,000 | 2,398,811 | — | (16,189) | ||||||
Russian Ruble, | |||||||||||||
Expiring 08/31/20 | Barclays Bank PLC | RUB | 165,668 | 2,329,000 | 2,222,831 | — | (106,169) | ||||||
Expiring 08/31/20 | Barclays Bank PLC | RUB | 132,124 | 1,911,000 | 1,772,758 | — | (138,242) | ||||||
Expiring 08/31/20 | Citibank, N.A. | RUB | 147,799 | 2,106,000 | 1,983,082 | — | (122,918) | ||||||
Expiring 08/31/20 | Citibank, N.A. | RUB | 136,117 | 1,972,000 | 1,826,342 | — | (145,658) | ||||||
Expiring 08/31/20 | Citibank, N.A. | RUB | 131,006 | 1,832,000 | 1,757,766 | — | (74,234) | ||||||
Expiring 08/31/20 | Morgan Stanley & Co. International PLC | RUB | 194,875 | 2,700,000 | 2,614,722 | — | (85,278) | ||||||
Expiring 08/31/20 | Morgan Stanley & Co. International PLC | RUB | 188,507 | 2,595,008 | 2,529,271 | — | (65,737) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | RUB | 149,020 | 2,138,326 | 1,996,049 | — | (142,277) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | RUB | 139,313 | 1,999,302 | 1,866,034 | — | (133,268) | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | RUB | 1,185,790 | 16,485,904 | 15,883,071 | — | (602,833) |
82
PGIM Global Total Return 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 | 1,185,790 | $ 16,821,504 | $ 15,883,071 | $ — | $ (938,433) | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | RUB | 95,635 | 1,363,000 | 1,280,982 | — | (82,018) | ||||||
Expiring 10/30/20 | Deutsche Bank AG | RUB | 106,001 | 1,594,000 | 1,413,437 | — | (180,563) | ||||||
Expiring 10/30/20 | JPMorgan Chase Bank, N.A. | RUB | 388,078 | 4,690,051 | 5,174,709 | 484,658 | — | ||||||
Expiring 12/23/20 | Goldman Sachs International | RUB | 1,725,271 | 24,720,000 | 22,876,440 | — | (1,843,560) | ||||||
Expiring 12/23/20 | JPMorgan Chase Bank, N.A. | RUB | 86,541 | 1,037,166 | 1,147,503 | 110,337 | — | ||||||
Expiring 02/26/21 | Deutsche Bank AG | RUB | 496,590 | 6,278,000 | 6,540,193 | 262,193 | — | ||||||
Expiring 02/26/21 | Goldman Sachs International | RUB | 690,766 | 9,971,000 | 9,097,535 | — | (873,465) | ||||||
Expiring 04/28/21 | Goldman Sachs International | RUB | 895,132 | 12,362,000 | 11,713,980 | — | (648,020) | ||||||
Expiring 04/29/21 | Goldman Sachs International | RUB | 135,453 | 1,909,000 | 1,772,398 | — | (136,602) | ||||||
Expiring 04/29/21 | JPMorgan Chase Bank, N.A. | RUB | 174,900 | 2,054,500 | 2,288,554 | 234,054 | — | ||||||
Singapore Dollar, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | SGD | 2,778 | 2,000,000 | 2,021,738 | 21,738 | — | ||||||
Expiring 09/16/20 | BNP Paribas S.A. | SGD | 4,423 | 3,193,000 | 3,219,559 | 26,559 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | SGD | 3,184 | 2,290,948 | 2,317,292 | 26,344 | — | ||||||
Expiring 09/16/20 | Credit Suisse International | SGD | 6,460 | 4,660,000 | 4,702,203 | 42,203 | — | ||||||
Expiring 09/16/20 | Credit Suisse International | SGD | 3,647 | 2,651,000 | 2,654,768 | 3,768 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | SGD | 26,511 | 19,087,803 | 19,296,656 | 208,853 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | SGD | 5,847 | 4,226,757 | 4,255,715 | 28,958 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | SGD | 5,248 | 3,776,000 | 3,820,037 | 44,037 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | SGD | 4,491 | 3,272,000 | 3,268,863 | — | (3,137) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | SGD | 3,314 | 2,378,000 | 2,411,826 | 33,826 | — |
83
PGIM Global Total Return 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 African Rand, | |||||||||||||
Expiring 08/31/20 | Bank of America, N.A. | ZAR | 27,897 | $ 1,680,000 | $ 1,626,475 | $ — | $ (53,525) | ||||||
Expiring 08/31/20 | Barclays Bank PLC | ZAR | 44,179 | 2,609,000 | 2,575,809 | — | (33,191) | ||||||
Expiring 08/31/20 | Barclays Bank PLC | ZAR | 6,040 | 391,342 | 352,182 | — | (39,160) | ||||||
Expiring 08/31/20 | BNP Paribas S.A. | ZAR | 45,248 | 3,035,141 | 2,638,113 | — | (397,028) | ||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | ZAR | 50,757 | 2,895,000 | 2,959,330 | 64,330 | — | ||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | ZAR | 48,606 | 2,817,000 | 2,833,898 | 16,898 | — | ||||||
Expiring 08/31/20 | Morgan Stanley & Co. International PLC | ZAR | 100,899 | 5,591,962 | 5,882,746 | 290,784 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | ZAR | 28,496 | 1,712,000 | 1,658,461 | — | (53,539) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | ZAR | 23,584 | 1,424,000 | 1,372,615 | — | (51,385) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | ZAR | 19,923 | 1,184,000 | 1,159,501 | — | (24,499) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | ZAR | 18,887 | 1,101,000 | 1,099,217 | — | (1,783) | ||||||
Expiring 09/16/20 | Citibank, N.A. | ZAR | 16,811 | 960,000 | 978,419 | 18,419 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | ZAR | 24,773 | 1,489,000 | 1,441,789 | — | (47,211) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | ZAR | 18,926 | 1,130,000 | 1,101,478 | — | (28,522) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | ZAR | 17,763 | 1,059,000 | 1,033,836 | — | (25,164) | ||||||
Expiring 09/30/20 | Barclays Bank PLC | ZAR | 60,930 | 4,051,742 | 3,540,667 | — | (511,075) | ||||||
Expiring 09/30/20 | Citibank, N.A. | ZAR | 141,062 | 8,689,000 | 8,197,132 | — | (491,868) | ||||||
Expiring 09/30/20 | Morgan Stanley & Co. International PLC | ZAR | 11,451 | 750,000 | 665,412 | — | (84,588) | ||||||
Expiring 12/23/20 | Barclays Bank PLC | ZAR | 40,681 | 2,595,749 | 2,344,173 | — | (251,576) | ||||||
Expiring 01/29/21 | Barclays Bank PLC | ZAR | 82,671 | 5,095,122 | 4,745,827 | — | (349,295) | ||||||
Expiring 01/29/21 | Barclays Bank PLC | ZAR | 52,387 | 3,325,892 | 3,007,316 | — | (318,576) | ||||||
Expiring 01/29/21 | Goldman Sachs International | ZAR | 53,446 | 3,511,000 | 3,068,146 | — | (442,854) | ||||||
Expiring 01/29/21 | Morgan Stanley & Co. International PLC | ZAR | 120,569 | 8,081,000 | 6,921,387 | — | (1,159,613) | ||||||
Expiring 02/26/21 | Bank of America, N.A. | ZAR | 10,331 | 628,000 | 591,380 | — | (36,620) | ||||||
Expiring 02/26/21 | Deutsche Bank AG | ZAR | 50,651 | 3,245,000 | 2,899,550 | — | (345,450) | ||||||
Expiring 02/26/21 | Goldman Sachs International | ZAR | 504,558 | 27,744,000 | 28,883,639 | 1,139,639 | — |
84
PGIM Global Total Return 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 African Rand (cont’d.), | |||||||||||||
Expiring 04/29/21 | Goldman Sachs International | ZAR | 30,290 | $ 1,589,000 | $ 1,723,294 | $ 134,294 | $ — | ||||||
Expiring 12/23/21 | Goldman Sachs International | ZAR | 199,522 | 10,565,000 | 11,084,192 | 519,192 | — | ||||||
South Korean Won, | |||||||||||||
Expiring 08/31/20 | Barclays Bank PLC | KRW | 3,147,408 | 2,640,000 | 2,633,814 | — | (6,186) | ||||||
Expiring 08/31/20 | Citibank, N.A. | KRW | 3,495,934 | 2,874,000 | 2,925,467 | 51,467 | — | ||||||
Expiring 08/31/20 | Citibank, N.A. | KRW | 2,577,762 | 2,092,000 | 2,157,123 | 65,123 | — | ||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | KRW | 3,676,395 | 3,085,000 | 3,076,481 | — | (8,519) | ||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | KRW | 2,465,551 | 2,064,000 | 2,063,223 | — | (777) | ||||||
Expiring 08/31/20 | JPMorgan Chase Bank, N.A. | KRW | 2,615,109 | 2,117,000 | 2,188,376 | 71,376 | — | ||||||
Expiring 08/31/20 | JPMorgan Chase Bank, N.A. | KRW | 2,391,675 | 1,967,000 | 2,001,402 | 34,402 | — | ||||||
Expiring 08/31/20 | JPMorgan Chase Bank, N.A. | KRW | 1,834,577 | 1,530,000 | 1,535,211 | 5,211 | — | ||||||
Expiring 08/31/20 | Morgan Stanley & Co. International PLC | KRW | 2,995,245 | 2,475,000 | 2,506,481 | 31,481 | — | ||||||
Expiring 08/31/20 | Morgan Stanley & Co. International PLC | KRW | 2,402,218 | 1,999,000 | 2,010,225 | 11,225 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | KRW | 2,392,326 | 1,979,911 | 2,002,255 | 22,344 | — | ||||||
Expiring 09/16/20 | Credit Suisse International | KRW | 3,301,425 | 2,770,000 | 2,763,124 | — | (6,876) | ||||||
Expiring 09/16/20 | Credit Suisse International | KRW | 2,629,809 | 2,197,000 | 2,201,016 | 4,016 | — | ||||||
Expiring 09/16/20 | Credit Suisse International | KRW | 2,319,852 | 1,940,000 | 1,941,598 | 1,598 | — | ||||||
Expiring 09/16/20 | Goldman Sachs International | KRW | 3,196,397 | 2,668,000 | 2,675,221 | 7,221 | — | ||||||
Expiring 09/16/20 | Goldman Sachs International | KRW | 2,186,196 | 1,817,000 | 1,829,735 | 12,735 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | KRW | 45,711,947 | 38,145,739 | 38,258,566 | 112,827 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | KRW | 5,544,280 | 4,631,000 | 4,640,279 | 9,279 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | KRW | 4,726,799 | 3,916,187 | 3,956,089 | 39,902 | — |
85
PGIM Global Total Return 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 | HSBC Bank USA, N.A. | KRW | 2,674,155 | $ 2,247,000 | $ 2,238,131 | $ — | $ (8,869) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | KRW | 2,590,201 | 2,146,000 | 2,167,866 | 21,866 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | KRW | 2,080,993 | 1,744,000 | 1,741,685 | — | (2,315) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | KRW | 5,276,700 | 4,400,000 | 4,416,329 | 16,329 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | KRW | 4,703,419 | 3,916,187 | 3,936,522 | 20,335 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | KRW | 4,252,223 | 3,544,000 | 3,558,894 | 14,894 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | KRW | 2,965,273 | 2,484,825 | 2,481,782 | — | (3,043) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | KRW | 2,411,570 | 2,007,801 | 2,018,361 | 10,560 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | KRW | 2,409,750 | 2,021,619 | 2,016,837 | — | (4,782) | ||||||
Expiring 10/30/20 | BNP Paribas S.A. | KRW | 10,138,442 | 8,909,000 | 8,487,182 | — | (421,818) | ||||||
Expiring 10/30/20 | Citibank, N.A. | KRW | 8,127,244 | 6,677,000 | 6,803,551 | 126,551 | — | ||||||
Expiring 10/30/20 | Citibank, N.A. | KRW | 328,910 | 268,000 | 275,340 | 7,340 | — | ||||||
Expiring 10/30/20 | JPMorgan Chase Bank, N.A. | KRW | 3,104,580 | 2,605,388 | 2,598,934 | — | (6,454) | ||||||
Expiring 10/30/20 | Morgan Stanley & Co. International PLC | KRW | 34,725,618 | 28,501,000 | 29,069,817 | 568,817 | — | ||||||
Expiring 04/29/21 | Citibank, N.A. | KRW | 9,737,440 | 7,963,362 | 8,164,352 | 200,990 | — | ||||||
Expiring 04/29/21 | Goldman Sachs International | KRW | 735,965 | 610,000 | 617,070 | 7,070 | — | ||||||
Expiring 04/29/21 | Morgan Stanley & Co. International PLC | KRW | 7,160,671 | 5,914,000 | 6,003,862 | 89,862 | — | ||||||
Expiring 07/30/21 | HSBC Bank USA, N.A. | KRW | 15,153,153 | 12,858,000 | 12,712,556 | — | (145,444) | ||||||
Swedish Krona, | |||||||||||||
Expiring 10/19/20 | Morgan Stanley & Co. International PLC | SEK | 84,198 | 9,116,527 | 9,597,126 | 480,599 | — | ||||||
Swiss Franc, | |||||||||||||
Expiring 10/19/20 | Citibank, N.A. | CHF | 1,549 | 1,656,000 | 1,697,608 | 41,608 | — |
86
PGIM Global Total Return 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.): | |||||||||||||
Swiss Franc (cont’d.), | |||||||||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | CHF | 2,067 | $ 2,205,000 | $ 2,265,042 | $ 60,042 | $ — | ||||||
Expiring 10/30/20 | Goldman Sachs International | CHF | 8,271 | 8,946,000 | 9,067,813 | 121,813 | — | ||||||
Expiring 10/30/20 | Morgan Stanley & Co. International PLC | CHF | 3,720 | 3,945,000 | 4,078,293 | 133,293 | — | ||||||
Expiring 10/30/20 | UBS AG | CHF | 3,887 | 4,001,182 | 4,260,947 | 259,765 | — | ||||||
Thai Baht, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | THB | 114,095 | 3,618,900 | 3,658,435 | 39,535 | — | ||||||
Expiring 09/16/20 | BNP Paribas S.A. | THB | 28,678 | 929,880 | 919,549 | — | (10,331) | ||||||
Expiring 09/16/20 | Citibank, N.A. | THB | 58,379 | 1,846,000 | 1,871,926 | 25,926 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | THB | 133,783 | 4,241,754 | 4,289,725 | 47,971 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | THB | 123,178 | 3,979,000 | 3,949,681 | — | (29,319) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | THB | 100,888 | 3,250,000 | 3,234,962 | — | (15,038) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | THB | 67,692 | 2,188,000 | 2,170,545 | — | (17,455) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | THB | 53,704 | 1,738,000 | 1,722,017 | — | (15,983) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | THB | 52,343 | 1,696,000 | 1,678,380 | — | (17,620) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | THB | 51,077 | 1,623,000 | 1,637,764 | 14,764 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | THB | 46,032 | 1,465,000 | 1,476,002 | 11,002 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | THB | 229,475 | 7,369,718 | 7,358,068 | — | (11,650) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | THB | 140,521 | 4,513,000 | 4,505,779 | — | (7,221) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | THB | 96,986 | 3,123,000 | 3,109,832 | — | (13,168) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | THB | 68,478 | 2,158,000 | 2,195,726 | 37,726 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | THB | 66,784 | 2,151,000 | 2,141,427 | — | (9,573) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | THB | 55,174 | 1,776,000 | 1,769,149 | — | (6,851) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | THB | 50,982 | 1,653,120 | 1,634,737 | — | (18,383) |
87
PGIM Global Total Return 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.): | |||||||||||||
Turkish Lira, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 17,780 | $ 2,530,000 | $ 2,456,236 | $ — | $ (73,764) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 16,744 | 2,382,000 | 2,313,044 | — | (68,956) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 11,067 | 1,568,000 | 1,528,875 | — | (39,125) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 7,326 | 1,046,000 | 1,012,093 | — | (33,907) | ||||||
Expiring 09/16/20 | Citibank, N.A. | TRY | 86,990 | 12,545,000 | 12,017,031 | — | (527,969) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TRY | 20,297 | 2,866,000 | 2,803,839 | — | (62,161) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TRY | 10,704 | 1,515,000 | 1,478,656 | — | (36,344) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TRY | 9,979 | 1,408,000 | 1,378,561 | — | (29,439) | ||||||
Expiring 10/30/20 | Barclays Bank PLC | TRY | 6,807 | 978,311 | 921,772 | — | (56,539) | ||||||
Expiring 10/30/20 | Barclays Bank PLC | TRY | 1,883 | 300,676 | 255,033 | — | (45,643) | ||||||
Expiring 10/30/20 | Morgan Stanley & Co. International PLC | TRY | 4,818 | 697,000 | 652,442 | — | (44,558) | ||||||
Expiring 12/23/20 | Barclays Bank PLC | TRY | 12,902 | 1,646,531 | 1,698,259 | 51,728 | — | ||||||
Expiring 12/23/20 | Goldman Sachs International | TRY | 5,343 | 836,000 | 703,249 | — | (132,751) | ||||||
Expiring 02/26/21 | Barclays Bank PLC | TRY | 26,637 | 3,375,579 | 3,390,258 | 14,679 | — | ||||||
Expiring 02/26/21 | Barclays Bank PLC | TRY | 14,639 | 2,008,630 | 1,863,257 | — | (145,373) | ||||||
Expiring 02/26/21 | Barclays Bank PLC | TRY | 10,388 | 1,610,958 | 1,322,153 | — | (288,805) | ||||||
Expiring 02/26/21 | Barclays Bank PLC | TRY | 10,093 | 1,396,000 | 1,284,624 | — | (111,376) | ||||||
Expiring 02/26/21 | Morgan Stanley & Co. International PLC | TRY | 154,606 | 18,616,000 | 19,677,887 | 1,061,887 | — | ||||||
Expiring 05/28/21 | BNP Paribas S.A. | TRY | 10,016 | 1,287,000 | 1,217,973 | — | (69,027) | ||||||
Expiring 05/28/21 | Goldman Sachs International | TRY | 3,514 | 507,678 | 427,265 | — | (80,413) | ||||||
$2,487,333,701 | $2,469,486,220 | 33,543,247 | (51,390,728) |
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 08/31/20 | Bank of America, N.A. | AUD | 1,488 | $ 1,020,707 | $ 1,062,969 | $ — | $ (42,262) | ||||||
Expiring 08/31/20 | BNP Paribas S.A. | AUD | 4,747 | 3,247,000 | 3,391,629 | — | (144,629) | ||||||
Expiring 08/31/20 | Citibank, N.A. | AUD | 4,924 | 3,237,511 | 3,518,390 | — | (280,879) |
88
PGIM Global Total Return 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.): | |||||||||||||
Australian Dollar (cont’d.), | |||||||||||||
Expiring 08/31/20 | Citibank, N.A. | AUD | 2,975 | $ 2,040,000 | $ 2,126,015 | $ — | $ (86,015) | ||||||
Expiring 08/31/20 | JPMorgan Chase Bank, N.A. | AUD | 2,462 | 1,759,000 | 1,759,505 | — | (505) | ||||||
Expiring 08/31/20 | Morgan Stanley & Co. International PLC | AUD | 3,804 | 2,728,000 | 2,717,855 | 10,145 | — | ||||||
Expiring 10/20/20 | Citibank, N.A. | AUD | 2,951 | 2,063,000 | 2,108,589 | — | (45,589) | ||||||
Expiring 10/20/20 | HSBC Bank USA, N.A. | AUD | 49,448 | 34,355,893 | 35,337,545 | — | (981,652) | ||||||
Expiring 11/27/20 | JPMorgan Chase Bank, N.A. | AUD | 2,575 | 1,766,733 | 1,840,295 | — | (73,562) | ||||||
Expiring 01/29/21 | Barclays Bank PLC | AUD | 17,022 | 11,081,492 | 12,165,994 | — | (1,084,502) | ||||||
Expiring 05/28/21 | Barclays Bank PLC | AUD | 42,218 | 27,447,706 | 30,168,438 | — | (2,720,732) | ||||||
Expiring 05/28/21 | Citibank, N.A. | AUD | 15,791 | 9,926,904 | 11,283,616 | — | (1,356,712) | ||||||
Expiring 05/28/21 | Citibank, N.A. | AUD | 5,809 | 3,819,406 | 4,151,293 | — | (331,887) | ||||||
Brazilian Real, | |||||||||||||
Expiring 08/04/20 | Citibank, N.A. | BRL | 10,675 | 2,007,801 | 2,045,970 | — | (38,169) | ||||||
Expiring 08/04/20 | Citibank, N.A. | BRL | 5,371 | 1,002,000 | 1,029,335 | — | (27,335) | ||||||
Expiring 08/04/20 | JPMorgan Chase Bank, N.A. | BRL | 10,671 | 2,006,283 | 2,045,288 | — | (39,005) | ||||||
Expiring 08/04/20 | Morgan Stanley & Co. International PLC | BRL | 126,427 | 24,054,241 | 24,231,442 | — | (177,201) | ||||||
Expiring 08/31/20 | Citibank, N.A. | BRL | 13,140 | 2,387,000 | 2,515,542 | — | (128,542) | ||||||
Expiring 08/31/20 | Citibank, N.A. | BRL | 10,340 | 1,928,000 | 1,979,414 | — | (51,414) | ||||||
Expiring 08/31/20 | Citibank, N.A. | BRL | 2,686 | 663,819 | 514,146 | 149,673 | — | ||||||
Expiring 08/31/20 | Deutsche Bank AG | BRL | 28,784 | 6,280,000 | 5,510,343 | 769,657 | — | ||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | BRL | 36,633 | 6,999,000 | 7,012,801 | — | (13,801) | ||||||
Expiring 08/31/20 | Morgan Stanley & Co. International PLC | BRL | 16,268 | 3,198,000 | 3,114,311 | 83,689 | — | ||||||
Expiring 09/02/20 | Morgan Stanley & Co. International PLC | BRL | 125,322 | 23,830,189 | 23,989,635 | — | (159,446) | ||||||
Expiring 12/23/20 | Citibank, N.A. | BRL | 19,657 | 4,824,000 | 3,750,253 | 1,073,747 | — | ||||||
Expiring 12/23/20 | Citibank, N.A. | BRL | 4,358 | 1,065,453 | 831,491 | 233,962 | — |
89
PGIM Global Total Return 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 12/23/20 | Morgan Stanley & Co. International PLC | BRL | 46,068 | $ 11,571,000 | $ 8,788,851 | $ 2,782,149 | $ — | ||||||
Expiring 01/29/21 | Bank of America, N.A. | BRL | 5,513 | 1,324,200 | 1,050,395 | 273,805 | — | ||||||
Expiring 01/29/21 | Citibank, N.A. | BRL | 43,567 | 10,642,000 | 8,301,432 | 2,340,568 | — | ||||||
Expiring 01/29/21 | Morgan Stanley & Co. International PLC | BRL | 164,453 | 31,665,219 | 31,335,396 | 329,823 | — | ||||||
Expiring 01/29/21 | Morgan Stanley & Co. International PLC | BRL | 79,021 | 18,313,000 | 15,056,806 | 3,256,194 | — | ||||||
Expiring 02/26/21 | Citibank, N.A. | BRL | 16,276 | 3,169,000 | 3,098,087 | 70,913 | — | ||||||
Expiring 03/31/21 | Citibank, N.A. | BRL | 122,798 | 28,955,000 | 23,346,016 | 5,608,984 | — | ||||||
Expiring 03/31/21 | Morgan Stanley & Co. International PLC | BRL | 23,832 | 5,878,515 | 4,530,773 | 1,347,742 | — | ||||||
Expiring 04/29/21 | BNP Paribas S.A. | BRL | 7,590 | 1,538,000 | 1,441,550 | 96,450 | — | ||||||
Expiring 04/29/21 | Deutsche Bank AG | BRL | 22,701 | 4,218,000 | 4,311,406 | — | (93,406) | ||||||
Expiring 04/29/21 | Deutsche Bank AG | BRL | 8,405 | 1,538,000 | 1,596,302 | — | (58,302) | ||||||
Expiring 04/29/21 | Deutsche Bank AG | BRL | 3,206 | 561,000 | 608,903 | — | (47,903) | ||||||
Expiring 05/28/21 | BNP Paribas S.A. | BRL | 26,535 | 5,366,000 | 5,031,151 | 334,849 | — | ||||||
Expiring 09/30/21 | Bank of America, N.A. | BRL | 100,848 | 23,296,000 | 18,943,171 | 4,352,829 | — | ||||||
Expiring 09/30/21 | Deutsche Bank AG | BRL | 121,158 | 26,978,000 | 22,758,128 | 4,219,872 | — | ||||||
Expiring 01/28/22 | Citibank, N.A. | BRL | 83,680 | 14,917,000 | 15,543,847 | — | (626,847) | ||||||
Expiring 01/28/22 | Deutsche Bank AG | BRL | 113,456 | 24,675,000 | 21,074,689 | 3,600,311 | — | ||||||
British Pound, | |||||||||||||
Expiring 09/30/20 | BNP Paribas S.A. | GBP | 1,765 | 2,215,000 | 2,311,579 | — | (96,579) | ||||||
Expiring 09/30/20 | Citibank, N.A. | GBP | 2,038 | 2,532,000 | 2,668,782 | — | (136,782) | ||||||
Expiring 09/30/20 | HSBC Bank USA, N.A. | GBP | 1,143 | 1,397,686 | 1,496,730 | — | (99,044) | ||||||
Expiring 10/19/20 | Barclays Bank PLC | GBP | 20,792 | 26,335,378 | 27,228,023 | — | (892,645) | ||||||
Expiring 10/19/20 | BNP Paribas S.A. | GBP | 2,019 | 2,551,628 | 2,644,504 | — | (92,876) | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | GBP | 41,584 | 52,654,912 | 54,456,046 | — | (1,801,134) |
90
PGIM Global Total Return 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.): | |||||||||||||
British Pound (cont’d.), | |||||||||||||
Expiring 10/19/20 | The Toronto-Dominion Bank | GBP | 20,792 | $ 26,223,163 | $ 27,228,023 | $ — | $ (1,004,860) | ||||||
Expiring 11/27/20 | Morgan Stanley & Co. International PLC | GBP | 7,993 | 10,441,656 | 10,469,519 | — | (27,863) | ||||||
Expiring 11/27/20 | Morgan Stanley & Co. International PLC | GBP | 7,993 | 10,441,656 | 10,469,519 | — | (27,863) | ||||||
Expiring 04/29/21 | Bank of America, N.A. | GBP | 4,512 | 5,687,196 | 5,913,906 | — | (226,710) | ||||||
Expiring 05/28/21 | Bank of America, N.A. | GBP | 3,167 | 3,992,257 | 4,151,366 | — | (159,109) | ||||||
Chilean Peso, | |||||||||||||
Expiring 09/16/20 | Citibank, N.A. | CLP | 433,630 | 533,000 | 573,035 | — | (40,035) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | CLP | 28,784,123 | 35,322,277 | 38,037,826 | — | (2,715,549) | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | CLP | 1,818,093 | 2,214,000 | 2,402,584 | — | (188,584) | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | CLP | 723,877 | 889,000 | 956,594 | — | (67,594) | ||||||
Expiring 10/29/21 | Bank of America, N.A. | CLP | 4,482,493 | 5,687,000 | 5,924,774 | — | (237,774) | ||||||
Chinese Renminbi, | |||||||||||||
Expiring 08/07/20 | Barclays Bank PLC | CNH | 353,761 | 50,558,977 | 50,585,003 | — | (26,026) | ||||||
Expiring 08/07/20 | Citibank, N.A. | CNH | 125,258 | 17,912,880 | 17,910,905 | 1,975 | — | ||||||
Expiring 08/07/20 | Citibank, N.A. | CNH | 18,015 | 2,527,509 | 2,576,017 | — | (48,508) | ||||||
Expiring 08/07/20 | Credit Suisse International | CNH | 21,313 | 3,041,000 | 3,047,553 | — | (6,553) | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 24,822 | 3,531,000 | 3,549,327 | — | (18,327) | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 24,101 | 3,378,483 | 3,446,268 | — | (67,785) | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 22,303 | 3,183,000 | 3,189,172 | — | (6,172) | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 9,004 | 1,270,408 | 1,287,449 | — | (17,041) | ||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 8,965 | 1,251,464 | 1,281,865 | — | (30,401) |
91
PGIM Global Total Return 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.): | |||||||||||||
Chinese Renminbi (cont’d.), | |||||||||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | CNH | 7,684 | $ 1,080,431 | $ 1,098,698 | $ — | $ (18,267) | ||||||
Expiring 08/07/20 | JPMorgan Chase Bank, N.A. | CNH | 23,130 | 3,234,000 | 3,307,453 | — | (73,453) | ||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | CNH | 13,464 | 1,920,000 | 1,922,427 | — | (2,427) | ||||||
Expiring 05/14/21 | JPMorgan Chase Bank, N.A. | CNH | 61,753 | 8,864,088 | 8,689,409 | 174,679 | — | ||||||
Expiring 06/30/21 | JPMorgan Chase Bank, N.A. | CNH | 13,306 | 1,845,000 | 1,867,519 | — | (22,519) | ||||||
Colombian Peso, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | COP | 6,791,430 | 1,796,000 | 1,812,806 | — | (16,806) | ||||||
Expiring 09/16/20 | BNP Paribas S.A. | COP | 19,935,982 | 5,564,824 | 5,321,422 | 243,402 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | COP | 7,576,911 | 1,999,185 | 2,022,471 | — | (23,286) | ||||||
Expiring 09/16/20 | Goldman Sachs International | COP | 19,982,117 | 5,569,773 | 5,333,737 | 236,036 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | COP | 4,142,296 | 1,135,000 | 1,105,685 | 29,315 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | COP | 18,976,973 | 5,267,723 | 5,065,438 | 202,285 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | COP | 11,917,634 | 3,155,000 | 3,181,121 | — | (26,121) | ||||||
Czech Koruna, | |||||||||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | CZK | 16,214 | 695,000 | 728,047 | — | (33,047) | ||||||
Euro, | |||||||||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | EUR | 2,460 | 2,752,642 | 2,899,652 | — | (147,010) | ||||||
Expiring 10/19/20 | BNP Paribas S.A. | EUR | 54,209 | 61,569,389 | 63,964,204 | — | (2,394,815) | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | EUR | 3,895 | 4,613,380 | 4,596,136 | 17,244 | — | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | EUR | 3,540 | 4,161,000 | 4,177,037 | — | (16,037) | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | EUR | 1,801 | 2,055,502 | 2,124,965 | — | (69,463) | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | EUR | 1,152 | 1,303,713 | 1,359,392 | — | (55,679) | ||||||
Expiring 10/19/20 | Morgan Stanley & Co. International PLC | EUR | 52,924 | 59,865,107 | 62,447,266 | — | (2,582,159) |
92
PGIM Global Total Return 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.): | |||||||||||||
Euro (cont’d.), | |||||||||||||
Expiring 10/19/20 | Morgan Stanley & Co. International PLC | EUR | 4,675 | $ 5,324,772 | $ 5,516,814 | $ — | $ (192,042) | ||||||
Expiring 10/19/20 | Morgan Stanley & Co. International PLC | EUR | 2,224 | 2,590,400 | 2,623,832 | — | (33,432) | ||||||
Expiring 10/19/20 | Morgan Stanley & Co. International PLC | EUR | 2,047 | 2,364,757 | 2,414,760 | — | (50,003) | ||||||
Expiring 10/30/20 | HSBC Bank USA, N.A. | EUR | 2,003 | 2,249,473 | 2,364,329 | — | (114,856) | ||||||
Expiring 10/30/20 | Morgan Stanley & Co. International PLC | EUR | 1,949 | 2,126,931 | 2,299,791 | — | (172,860) | ||||||
Expiring 12/02/20 | Citibank, N.A. | EUR | 46,760 | 53,017,977 | 55,229,161 | — | (2,211,184) | ||||||
Expiring 12/23/20 | Morgan Stanley & Co. International PLC | EUR | 2,336 | 2,552,757 | 2,760,449 | — | (207,692) | ||||||
Hong Kong Dollar, | |||||||||||||
Expiring 08/07/20 | HSBC Bank USA, N.A. | HKD | 29,768 | 3,838,184 | 3,840,929 | — | (2,745) | ||||||
Hungarian Forint, | |||||||||||||
Expiring 10/19/20 | Citibank, N.A. | HUF | 1,830,195 | 5,846,146 | 6,256,928 | — | (410,782) | ||||||
Indian Rupee, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | INR | 133,312 | 1,749,000 | 1,769,970 | — | (20,970) | ||||||
Expiring 09/16/20 | Citibank, N.A. | INR | 138,384 | 1,811,000 | 1,837,309 | — | (26,309) | ||||||
Expiring 09/16/20 | Citibank, N.A. | INR | 133,013 | 1,746,000 | 1,766,005 | — | (20,005) | ||||||
Expiring 09/16/20 | Credit Suisse International | INR | 171,695 | 2,250,000 | 2,279,587 | — | (29,587) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | INR | 253,237 | 3,298,000 | 3,362,211 | — | (64,211) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | INR | 342,989 | 4,463,000 | 4,553,846 | — | (90,846) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | INR | 264,615 | 3,435,000 | 3,513,280 | — | (78,280) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | INR | 237,711 | 3,096,000 | 3,156,073 | — | (60,073) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | INR | 170,692 | 2,241,000 | 2,266,274 | — | (25,274) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | INR | 128,330 | 1,665,000 | 1,703,828 | — | (38,828) |
93
PGIM Global Total Return 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.): | |||||||||||||
Indian Rupee (cont’d.), | |||||||||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | INR | 119,202 | $ 1,565,352 | $ 1,582,632 | $ — | $ (17,280) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | INR | 93,834 | 1,229,000 | 1,245,830 | — | (16,830) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | INR | 79,466 | 1,058,000 | 1,055,070 | 2,930 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | INR | 129,218 | 1,681,000 | 1,715,626 | — | (34,626) | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | INR | 114,618 | 1,493,400 | 1,521,782 | — | (28,382) | ||||||
Expiring 10/28/20 | Goldman Sachs International | INR | 861,650 | 11,737,500 | 11,389,481 | 348,019 | — | ||||||
Expiring 10/28/20 | HSBC Bank USA, N.A. | INR | 1,348,037 | 17,463,884 | 17,818,658 | — | (354,774) | ||||||
Expiring 10/30/20 | HSBC Bank USA, N.A. | INR | 450,791 | 5,890,000 | 5,957,424 | — | (67,424) | ||||||
Expiring 12/23/20 | BNP Paribas S.A. | INR | 257,208 | 3,333,000 | 3,380,558 | — | (47,558) | ||||||
Expiring 02/26/21 | Bank of America, N.A. | INR | 257,903 | 3,425,000 | 3,366,959 | 58,041 | — | ||||||
Expiring 02/26/21 | Citibank, N.A. | INR | 331,407 | 4,203,000 | 4,326,566 | — | (123,566) | ||||||
Expiring 02/26/21 | Goldman Sachs International | INR | 96,088 | 1,250,000 | 1,254,438 | — | (4,438) | ||||||
Expiring 02/26/21 | Morgan Stanley & Co. International PLC | INR | 595,955 | 7,666,000 | 7,780,287 | — | (114,287) | ||||||
Expiring 04/29/21 | Morgan Stanley & Co. International PLC | INR | 301,577 | 3,855,000 | 3,911,160 | — | (56,160) | ||||||
Expiring 09/30/21 | Bank of America, N.A. | INR | 896,369 | 11,578,000 | 11,423,588 | 154,412 | — | ||||||
Indonesian Rupiah, | |||||||||||||
Expiring 09/16/20 | Citibank, N.A. | IDR | 108,928,112 | 7,546,111 | 7,344,062 | 202,049 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | IDR | 81,525,787 | 5,735,598 | 5,496,565 | 239,033 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | IDR | 17,589,249 | 1,196,000 | 1,185,888 | 10,112 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | IDR | 46,977,638 | 3,168,000 | 3,167,288 | 712 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | IDR | 45,029,074 | 3,069,000 | 3,035,913 | 33,087 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | IDR | 36,009,399 | 2,427,000 | 2,427,796 | — | (796) |
94
PGIM Global Total Return 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 | HSBC Bank USA, N.A. | IDR | 26,771,250 | $ 1,815,000 | $ 1,804,949 | $ 10,051 | $ — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | IDR | 22,644,216 | 1,506,000 | 1,526,700 | — | (20,700) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 36,019,152 | 2,439,000 | 2,428,454 | 10,546 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 26,622,298 | 1,869,000 | 1,794,907 | 74,093 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 25,707,000 | 1,804,000 | 1,733,196 | 70,804 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 23,886,038 | 1,606,000 | 1,610,425 | — | (4,425) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | IDR | 20,753,652 | 1,408,000 | 1,399,236 | 8,764 | — | ||||||
Israeli Shekel, | |||||||||||||
Expiring 09/16/20 | Barclays Bank PLC | ILS | 6,279 | 1,827,000 | 1,845,635 | — | (18,635) | ||||||
Expiring 09/16/20 | Citibank, N.A. | ILS | 9,918 | 2,876,000 | 2,915,191 | — | (39,191) | ||||||
Expiring 09/16/20 | Citibank, N.A. | ILS | 6,664 | 1,930,000 | 1,958,932 | — | (28,932) | ||||||
Expiring 09/16/20 | Citibank, N.A. | ILS | 6,461 | 1,879,000 | 1,899,005 | — | (20,005) | ||||||
Expiring 09/16/20 | Citibank, N.A. | ILS | 6,242 | 1,810,000 | 1,834,633 | — | (24,633) | ||||||
Expiring 06/30/21 | Barclays Bank PLC | ILS | 13,689 | 4,067,352 | 4,051,391 | 15,961 | — | ||||||
Expiring 06/30/21 | Citibank, N.A. | ILS | 33,655 | 9,997,000 | 9,960,698 | 36,302 | — | ||||||
Japanese Yen, | |||||||||||||
Expiring 08/31/20 | Bank of America, N.A. | JPY | 384,511 | 3,595,000 | 3,633,648 | — | (38,648) | ||||||
Expiring 08/31/20 | Barclays Bank PLC | JPY | 428,862 | 3,993,000 | 4,052,763 | — | (59,763) | ||||||
Expiring 08/31/20 | BNP Paribas S.A. | JPY | 252,525 | 2,345,000 | 2,386,374 | — | (41,374) | ||||||
Expiring 08/31/20 | BNP Paribas S.A. | JPY | 227,801 | 2,113,000 | 2,152,727 | — | (39,727) | ||||||
Expiring 08/31/20 | Citibank, N.A. | JPY | 266,756 | 2,542,000 | 2,520,852 | 21,148 | — | ||||||
Expiring 08/31/20 | Citibank, N.A. | JPY | 266,136 | 2,485,000 | 2,514,993 | — | (29,993) | ||||||
Expiring 08/31/20 | Citibank, N.A. | JPY | 232,424 | 2,161,000 | 2,196,421 | — | (35,421) | ||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | JPY | 289,859 | 2,673,000 | 2,739,181 | — | (66,181) | ||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | JPY | 218,548 | 2,034,000 | 2,065,292 | — | (31,292) | ||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | JPY | 216,080 | 2,022,000 | 2,041,968 | — | (19,968) | ||||||
Expiring 08/31/20 | JPMorgan Chase Bank, N.A. | JPY | 319,467 | 2,991,000 | 3,018,977 | — | (27,977) |
95
PGIM Global Total Return 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.): | |||||||||||||
Japanese Yen (cont’d.), | |||||||||||||
Expiring 08/31/20 | Morgan Stanley & Co. International PLC | JPY | 484,097 | $ 4,514,000 | $ 4,574,742 | $ — | $ (60,742) | ||||||
Expiring 08/31/20 | Morgan Stanley & Co. International PLC | JPY | 258,291 | 2,460,000 | 2,440,857 | 19,143 | — | ||||||
Expiring 08/31/20 | Morgan Stanley & Co. International PLC | JPY | 181,754 | 1,689,833 | 1,717,581 | — | (27,748) | ||||||
Expiring 09/30/20 | Morgan Stanley & Co. International PLC | JPY | 645,461 | 5,912,153 | 6,102,332 | — | (190,179) | ||||||
Expiring 10/30/20 | Bank of America, N.A. | JPY | 2,620,047 | 24,491,000 | 24,778,438 | — | (287,438) | ||||||
Expiring 10/30/20 | Morgan Stanley & Co. International PLC | JPY | 1,843,629 | 16,911,037 | 17,435,654 | — | (524,617) | ||||||
Expiring 11/27/20 | Bank of America, N.A. | JPY | 644,087 | 6,027,000 | 6,094,601 | — | (67,601) | ||||||
Expiring 11/30/20 | JPMorgan Chase Bank, N.A. | JPY | 358,416 | 3,431,792 | 3,391,670 | 40,122 | — | ||||||
Expiring 11/30/20 | Morgan Stanley & Co. International PLC | JPY | 24,399 | 224,106 | 230,884 | — | (6,778) | ||||||
Expiring 12/30/20 | Bank of America, N.A. | JPY | 717,296 | 6,918,360 | 6,791,670 | 126,690 | — | ||||||
Expiring 12/30/20 | Morgan Stanley & Co. International PLC | JPY | 423,918 | 3,899,038 | 4,013,843 | — | (114,805) | ||||||
Expiring 01/29/21 | Bank of America, N.A. | JPY | 931,761 | 8,797,000 | 8,827,505 | — | (30,505) | ||||||
Expiring 01/29/21 | Citibank, N.A. | JPY | 1,010,155 | 9,887,000 | 9,570,211 | 316,789 | — | ||||||
Expiring 01/29/21 | Deutsche Bank AG | JPY | 1,353,580 | 12,882,038 | 12,823,825 | 58,213 | — | ||||||
Expiring 05/28/21 | Deutsche Bank AG | JPY | 2,147,199 | 20,504,000 | 20,380,032 | 123,968 | — | ||||||
Expiring 05/28/21 | Morgan Stanley & Co. International PLC | JPY | 1,620,971 | 15,011,043 | 15,385,364 | — | (374,321) | ||||||
Expiring 07/30/21 | Morgan Stanley & Co. International PLC | JPY | 295,377 | 2,742,808 | 2,805,532 | — | (62,724) |
96
PGIM Global Total Return 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.): | |||||||||||||
Japanese Yen (cont’d.), | |||||||||||||
Expiring 01/28/22 | Citibank, N.A. | JPY | 2,138,817 | $ 20,118,684 | $ 20,378,488 | $ — | $ (259,804) | ||||||
Expiring 10/31/23 | Bank of America, N.A. | JPY | 3,313,990 | 32,471,000 | 31,997,258 | 473,742 | — | ||||||
Expiring 10/31/23 | Bank of America, N.A. | JPY | 1,679,332 | 16,646,000 | 16,214,293 | 431,707 | — | ||||||
Expiring 10/31/23 | Citibank, N.A. | JPY | 628,883 | 6,526,054 | 6,071,997 | 454,057 | — | ||||||
Expiring 10/31/23 | Citibank, N.A. | JPY | 115,153 | 1,102,894 | 1,111,827 | — | (8,933) | ||||||
Mexican Peso, | |||||||||||||
Expiring 08/31/20 | Citibank, N.A. | MXN | 38,784 | 1,649,523 | 1,735,711 | — | (86,188) | ||||||
Expiring 09/17/20 | JPMorgan Chase Bank, N.A. | MXN | 48,100 | 2,148,293 | 2,147,928 | 365 | — | ||||||
Expiring 09/17/20 | JPMorgan Chase Bank, N.A. | MXN | 42,578 | 1,887,000 | 1,901,310 | — | (14,310) | ||||||
Expiring 09/17/20 | JPMorgan Chase Bank, N.A. | MXN | 41,462 | 1,822,000 | 1,851,497 | — | (29,497) | ||||||
Expiring 09/17/20 | JPMorgan Chase Bank, N.A. | MXN | 21,807 | 962,000 | 973,800 | — | (11,800) | ||||||
Expiring 09/17/20 | JPMorgan Chase Bank, N.A. | MXN | 21,040 | 934,000 | 939,541 | — | (5,541) | ||||||
Expiring 09/17/20 | JPMorgan Chase Bank, N.A. | MXN | 16,783 | 739,000 | 749,451 | — | (10,451) | ||||||
Expiring 09/17/20 | Morgan Stanley & Co. International PLC | MXN | 46,087 | 2,007,801 | 2,058,028 | — | (50,227) | ||||||
Expiring 09/17/20 | Morgan Stanley & Co. International PLC | MXN | 45,464 | 1,948,602 | 2,030,214 | — | (81,612) | ||||||
Expiring 10/30/20 | Deutsche Bank AG | MXN | 459,398 | 20,095,000 | 20,409,069 | — | (314,069) | ||||||
Expiring 01/29/21 | Citibank, N.A. | MXN | 173,457 | 8,253,000 | 7,628,732 | 624,268 | — | ||||||
Expiring 02/26/21 | Deutsche Bank AG | MXN | 495,889 | 19,504,000 | 21,740,982 | — | (2,236,982) | ||||||
Expiring 02/26/21 | HSBC Bank USA, N.A. | MXN | 519,408 | 20,582,043 | 22,772,122 | — | (2,190,079) | ||||||
Expiring 04/29/21 | Citibank, N.A. | MXN | 173,868 | 8,546,000 | 7,570,173 | 975,827 | — | ||||||
Expiring 04/29/21 | Citibank, N.A. | MXN | 91,630 | 4,427,931 | 3,989,543 | 438,388 | — | ||||||
Expiring 04/29/21 | Deutsche Bank AG | MXN | 244,397 | 9,530,000 | 10,640,961 | — | (1,110,961) | ||||||
Expiring 04/29/21 | Morgan Stanley & Co. International PLC | MXN | 238,725 | 11,024,000 | 10,393,998 | 630,002 | — |
97
PGIM Global Total Return 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.): | |||||||||||||
Mexican Peso (cont’d.), | |||||||||||||
Expiring 04/29/21 | Morgan Stanley & Co. International PLC | MXN | 138,424 | $ 6,479,000 | $ 6,026,930 | $ 452,070 | $ — | ||||||
Expiring 02/25/22 | Goldman Sachs International | MXN | 54,150 | 2,184,000 | 2,280,036 | — | (96,036) | ||||||
Expiring 04/28/23 | Morgan Stanley & Co. International PLC | MXN | 463,178 | 20,111,923 | 18,582,408 | 1,529,515 | — | ||||||
New Taiwanese Dollar, | |||||||||||||
Expiring 08/31/20 | JPMorgan Chase Bank, N.A. | TWD | 60,073 | 2,044,000 | 2,051,854 | — | (7,854) | ||||||
Expiring 09/16/20 | Citibank, N.A. | TWD | 149,316 | 5,130,000 | 5,110,884 | 19,116 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | TWD | 74,925 | 2,561,000 | 2,564,562 | — | (3,562) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | TWD | 66,901 | 2,283,000 | 2,289,926 | — | (6,926) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | TWD | 56,930 | 1,947,000 | 1,948,642 | — | (1,642) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TWD | 158,510 | 5,404,000 | 5,425,574 | — | (21,574) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TWD | 129,453 | 4,416,000 | 4,430,984 | — | (14,984) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TWD | 111,614 | 3,807,000 | 3,820,374 | — | (13,374) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TWD | 66,811 | 2,290,000 | 2,286,836 | 3,164 | — | ||||||
New Zealand Dollar, | |||||||||||||
Expiring 10/20/20 | The Toronto-Dominion Bank | NZD | 38,278 | 25,201,640 | 25,386,657 | — | (185,017) | ||||||
Norwegian Krone, | |||||||||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | NOK | 30,130 | 3,204,633 | 3,311,222 | — | (106,589) | ||||||
Peruvian Nuevo Sol, | |||||||||||||
Expiring 09/16/20 | BNP Paribas S.A. | PEN | 5,229 | 1,510,880 | 1,478,684 | 32,196 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 12,233 | 3,444,000 | 3,459,388 | — | (15,388) | ||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 9,481 | 2,730,000 | 2,681,116 | 48,884 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 7,990 | 2,256,000 | 2,259,458 | — | (3,458) | ||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 6,381 | 1,817,000 | 1,804,360 | 12,640 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 6,375 | 1,823,000 | 1,802,668 | 20,332 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 6,210 | 1,802,000 | 1,755,960 | 46,040 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 6,189 | 1,767,000 | 1,750,068 | 16,932 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 6,061 | 1,733,000 | 1,713,902 | 19,098 | — |
98
PGIM Global Total Return 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.): | |||||||||||||
Peruvian Nuevo Sol (cont’d.), | |||||||||||||
Expiring 09/16/20 | Citibank, N.A. | PEN | 4,025 | $ 1,143,000 | $ 1,138,300 | $ 4,700 | $ — | ||||||
Expiring 09/16/20 | Goldman Sachs International | PEN | 3,529 | 1,000,000 | 997,893 | 2,107 | — | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | PEN | 3,494 | 991,000 | 987,973 | 3,027 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | PEN | 6,401 | 1,848,000 | 1,810,165 | 37,835 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | PEN | 6,384 | 1,810,000 | 1,805,342 | 4,658 | — | ||||||
Philippine Peso, | |||||||||||||
Expiring 09/16/20 | BNP Paribas S.A. | PHP | 70,501 | 1,398,000 | 1,431,529 | — | (33,529) | ||||||
Expiring 09/16/20 | Citibank, N.A. | PHP | 318,718 | 6,269,414 | 6,471,589 | — | (202,175) | ||||||
Expiring 09/16/20 | Citibank, N.A. | PHP | 174,302 | 3,474,225 | 3,539,208 | — | (64,983) | ||||||
Expiring 09/16/20 | Citibank, N.A. | PHP | 32,458 | 645,736 | 659,060 | — | (13,324) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | PHP | 340,687 | 6,719,131 | 6,917,663 | — | (198,532) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | PHP | 147,043 | 2,961,000 | 2,985,721 | — | (24,721) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | PHP | 49,714 | 994,131 | 1,009,445 | — | (15,314) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | PHP | 107,739 | 2,183,000 | 2,187,639 | — | (4,639) | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | PHP | 56,819 | 1,133,000 | 1,153,709 | — | (20,709) | ||||||
Polish Zloty, | |||||||||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | PLN | 5,981 | 1,522,000 | 1,597,839 | — | (75,839) | ||||||
Russian Ruble, | |||||||||||||
Expiring 08/31/20 | Citibank, N.A. | RUB | 231,264 | 3,129,000 | 3,102,970 | 26,030 | — | ||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | RUB | 274,390 | 3,807,000 | 3,681,598 | 125,402 | — | ||||||
Expiring 08/31/20 | JPMorgan Chase Bank, N.A. | RUB | 166,303 | 2,283,000 | 2,231,355 | 51,645 | — | ||||||
Expiring 08/31/20 | JPMorgan Chase Bank, N.A. | RUB | 133,585 | 1,890,000 | 1,792,368 | 97,632 | — | ||||||
Expiring 08/31/20 | Morgan Stanley & Co. International PLC | RUB | 129,981 | 1,846,000 | 1,744,015 | 101,985 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | RUB | 138,225 | 1,948,602 | 1,851,457 | 97,145 | — |
99
PGIM Global Total Return 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 | 108,374 | $ 1,523,000 | $ 1,451,622 | $ 71,378 | $ — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | RUB | 96,977 | 1,351,000 | 1,298,959 | 52,041 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | RUB | 78,127 | 1,071,000 | 1,046,478 | 24,522 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | RUB | 1,121,760 | 16,011,067 | 15,025,425 | 985,642 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | RUB | 77,522 | 1,072,000 | 1,038,365 | 33,635 | — | ||||||
Expiring 09/16/20 | UBS AG | RUB | 90,521 | 1,295,000 | 1,212,478 | 82,522 | — | ||||||
Expiring 10/30/20 | Morgan Stanley & Co. International PLC | RUB | 494,079 | 7,610,000 | 6,588,146 | 1,021,854 | — | ||||||
Expiring 12/23/20 | BNP Paribas S.A. | RUB | 1,300,164 | 17,637,000 | 17,239,692 | 397,308 | — | ||||||
Expiring 12/23/20 | BNP Paribas S.A. | RUB | 511,647 | 7,179,000 | 6,784,251 | 394,749 | — | ||||||
Expiring 02/26/21 | JPMorgan Chase Bank, N.A. | RUB | 1,187,356 | 14,016,713 | 15,637,728 | — | (1,621,015) | ||||||
Expiring 04/28/21 | Goldman Sachs International | RUB | 1,600,665 | 20,861,000 | 20,946,791 | — | (85,791) | ||||||
Expiring 04/29/21 | Deutsche Bank AG | RUB | 310,353 | 4,577,000 | 4,060,952 | 516,048 | — | ||||||
Expiring 06/30/21 | Goldman Sachs International | RUB | 1,584,843 | 21,734,000 | 20,605,875 | 1,128,125 | — | ||||||
Singapore Dollar, | |||||||||||||
Expiring 09/16/20 | Credit Suisse International | SGD | 2,606 | 1,870,000 | 1,897,103 | — | (27,103) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | SGD | 5,907 | 4,241,000 | 4,299,412 | — | (58,412) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | SGD | 3,341 | 2,399,000 | 2,431,500 | — | (32,500) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | SGD | 3,338 | 2,401,000 | 2,429,456 | — | (28,456) | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | SGD | 2,790 | 2,002,000 | 2,031,012 | — | (29,012) | ||||||
South African Rand, | |||||||||||||
Expiring 08/31/20 | Goldman Sachs International | ZAR | 69,578 | 4,044,000 | 4,056,637 | — | (12,637) | ||||||
Expiring 09/16/20 | Barclays Bank PLC | ZAR | 13,064 | 758,000 | 760,330 | — | (2,330) | ||||||
Expiring 09/16/20 | Citibank, N.A. | ZAR | 306,826 | 18,038,516 | 17,857,384 | 181,132 | — | ||||||
Expiring 09/16/20 | Citibank, N.A. | ZAR | 25,560 | 1,496,000 | 1,487,604 | 8,396 | — |
100
PGIM Global Total Return 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.): | |||||||||||||
South African Rand (cont’d.), | |||||||||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | ZAR | 22,449 | $ 1,299,000 | $ 1,306,520 | $ — | $ (7,520) | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | ZAR | 33,106 | 1,976,807 | 1,926,791 | 50,016 | — | ||||||
Expiring 09/16/20 | Morgan Stanley & Co. International PLC | ZAR | 19,202 | 1,108,498 | 1,117,580 | — | (9,082) | ||||||
Expiring 09/30/20 | Barclays Bank PLC | ZAR | 46,535 | 3,000,925 | 2,704,147 | 296,778 | — | ||||||
Expiring 09/30/20 | Goldman Sachs International | ZAR | 27,092 | 1,693,000 | 1,574,338 | 118,662 | — | ||||||
Expiring 09/30/20 | Morgan Stanley & Co. International PLC | ZAR | 139,816 | 9,509,000 | 8,124,727 | 1,384,273 | — | ||||||
Expiring 01/29/21 | Deutsche Bank AG | ZAR | 217,589 | 13,853,000 | 12,490,974 | 1,362,026 | — | ||||||
Expiring 01/29/21 | Morgan Stanley & Co. International PLC | ZAR | 91,483 | 5,897,000 | 5,251,703 | 645,297 | — | ||||||
Expiring 02/26/21 | Bank of America, N.A. | ZAR | 280,688 | 14,352,298 | 16,068,101 | — | (1,715,803) | ||||||
Expiring 02/26/21 | Barclays Bank PLC | ZAR | 60,982 | 3,433,390 | 3,490,930 | — | (57,540) | ||||||
Expiring 02/26/21 | Goldman Sachs International | ZAR | 276,801 | 15,878,000 | 15,845,604 | 32,396 | — | ||||||
Expiring 02/26/21 | Goldman Sachs International | ZAR | 168,141 | 8,884,000 | 9,625,294 | — | (741,294) | ||||||
Expiring 04/29/21 | Goldman Sachs International | ZAR | 49,994 | 2,791,000 | 2,844,276 | — | (53,276) | ||||||
Expiring 12/23/21 | Barclays Bank PLC | ZAR | 121,563 | 6,557,501 | 6,753,272 | — | (195,771) | ||||||
Expiring 12/23/21 | Goldman Sachs International | ZAR | 21,115 | 1,332,000 | 1,173,024 | 158,976 | — | ||||||
South Korean Won, | |||||||||||||
Expiring 08/31/20 | Citibank, N.A. | KRW | 2,263,957 | 1,876,000 | 1,894,525 | — | (18,525) | ||||||
Expiring 08/31/20 | HSBC Bank USA, N.A. | KRW | 2,613,706 | 2,177,000 | 2,187,202 | — | (10,202) | ||||||
Expiring 08/31/20 | JPMorgan Chase Bank, N.A. | KRW | 2,429,261 | 2,019,000 | 2,032,854 | — | (13,854) |
101
PGIM Global Total Return 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.): | |||||||||||||
South Korean Won (cont’d.), | |||||||||||||
Expiring 08/31/20 | Morgan Stanley & Co. International PLC | KRW | 3,787,298 | $ 3,122,000 | $ 3,169,287 | $ — | $ (47,287) | ||||||
Expiring 09/16/20 | Credit Suisse International | KRW | 3,840,772 | 3,180,000 | 3,214,530 | — | (34,530) | ||||||
Expiring 09/16/20 | Goldman Sachs International | KRW | 2,150,766 | 1,800,000 | 1,800,081 | — | (81) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | KRW | 2,059,714 | 1,714,000 | 1,723,875 | — | (9,875) | ||||||
Expiring 10/30/20 | Citibank, N.A. | KRW | 25,803,621 | 21,971,000 | 21,600,956 | 370,044 | — | ||||||
Expiring 10/30/20 | Citibank, N.A. | KRW | 17,378,151 | 14,174,906 | 14,547,752 | — | (372,846) | ||||||
Expiring 10/30/20 | Deutsche Bank AG | KRW | 13,243,022 | 11,446,000 | 11,086,116 | 359,884 | — | ||||||
Expiring 04/29/21 | Citibank, N.A. | KRW | 11,269,475 | 9,309,000 | 9,448,887 | — | (139,887) | ||||||
Expiring 04/29/21 | JPMorgan Chase Bank, N.A. | KRW | 18,263,582 | 15,268,000 | 15,313,092 | — | (45,092) | ||||||
Expiring 06/30/21 | JPMorgan Chase Bank, N.A. | KRW | 36,758,376 | 30,755,000 | 30,832,153 | — | (77,153) | ||||||
Expiring 07/30/21 | Deutsche Bank AG | KRW | 14,800,914 | 12,618,000 | 12,417,050 | 200,950 | — | ||||||
Swedish Krona, | |||||||||||||
Expiring 10/19/20 | Citibank, N.A. | SEK | 15,528 | 1,756,000 | 1,769,972 | — | (13,972) | ||||||
Swiss Franc, | |||||||||||||
Expiring 10/19/20 | BNP Paribas S.A. | CHF | 1,415 | 1,509,000 | 1,550,348 | — | (41,348) | ||||||
Expiring 10/19/20 | Citibank, N.A. | CHF | 3,989 | 4,250,000 | 4,371,940 | — | (121,940) | ||||||
Expiring 10/19/20 | Citibank, N.A. | CHF | 2,951 | 3,195,000 | 3,233,843 | — | (38,843) | ||||||
Expiring 10/19/20 | Citibank, N.A. | CHF | 2,259 | 2,411,000 | 2,476,184 | — | (65,184) | ||||||
Expiring 10/19/20 | Goldman Sachs International | CHF | 3,987 | 4,235,000 | 4,369,214 | — | (134,214) | ||||||
Expiring 10/19/20 | HSBC Bank USA, N.A. | CHF | 1,031 | 1,101,826 | 1,129,496 | — | (27,670) | ||||||
Expiring 10/19/20 | JPMorgan Chase Bank, N.A. | CHF | 2,317 | 2,534,000 | 2,538,870 | — | (4,870) | ||||||
Expiring 10/19/20 | Morgan Stanley & Co. International PLC | CHF | 14,049 | 15,008,729 | 15,396,739 | — | (388,010) | ||||||
Expiring 10/30/20 | Bank of America, N.A. | CHF | 11,723 | 12,407,000 | 12,852,050 | — | (445,050) | ||||||
Expiring 10/30/20 | Morgan Stanley & Co. International PLC | CHF | 4,155 | 4,379,565 | 4,555,004 | — | (175,439) |
102
PGIM Global Total Return 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.): | |||||||||||||
Thai Baht, | |||||||||||||
Expiring 09/16/20 | Citibank, N.A. | THB | 59,399 | $ 1,903,000 | $ 1,904,629 | $ — | $ (1,629) | ||||||
Expiring 09/16/20 | Credit Suisse International | THB | 42,697 | 1,368,000 | 1,369,062 | — | (1,062) | ||||||
Expiring 09/16/20 | HSBC Bank USA, N.A. | THB | 146,977 | 4,724,000 | 4,712,791 | 11,209 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | THB | 46,063 | 1,476,000 | 1,476,994 | — | (994) | ||||||
Turkish Lira, | |||||||||||||
Expiring 08/12/20 | Barclays Bank PLC | TRY | 13,926 | 1,984,180 | 1,966,763 | 17,417 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 74,036 | 10,617,595 | 10,227,550 | 390,045 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 35,339 | 4,962,000 | 4,881,900 | 80,100 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 32,190 | 4,555,000 | 4,446,862 | 108,138 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 28,863 | 4,071,000 | 3,987,287 | 83,713 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 17,067 | 2,451,000 | 2,357,632 | 93,368 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 13,427 | 1,916,000 | 1,854,897 | 61,103 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 13,205 | 1,890,000 | 1,824,217 | 65,783 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 12,607 | 1,813,000 | 1,741,632 | 71,368 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 12,523 | 1,772,000 | 1,730,010 | 41,990 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 11,502 | 1,643,000 | 1,588,939 | 54,061 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 10,081 | 1,444,000 | 1,392,563 | 51,437 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 9,007 | 1,284,000 | 1,244,294 | 39,706 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 7,900 | 1,135,000 | 1,091,340 | 43,660 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 5,777 | 821,000 | 797,993 | 23,007 | — | ||||||
Expiring 09/16/20 | Barclays Bank PLC | TRY | 4,910 | 699,000 | 678,350 | 20,650 | — | ||||||
Expiring 09/16/20 | JPMorgan Chase Bank, N.A. | TRY | 30,875 | 4,430,382 | 4,265,223 | 165,159 | — |
103
PGIM Global Total Return 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 10/30/20 | Deutsche Bank AG | TRY | 6,465 | $ 851,000 | $ 875,518 | $ — | $ (24,518) | ||||||
Expiring 10/30/20 | Goldman Sachs International | TRY | 7,043 | 1,015,000 | 953,729 | 61,271 | — | ||||||
Expiring 12/23/20 | Deutsche Bank AG | TRY | 18,245 | 2,776,000 | 2,401,508 | 374,492 | — | ||||||
Expiring 02/26/21 | Citibank, N.A. | TRY | 40,469 | 4,975,000 | 5,150,820 | — | (175,820) | ||||||
Expiring 02/26/21 | Citibank, N.A. | TRY | 21,754 | 2,583,626 | 2,768,817 | — | (185,191) | ||||||
Expiring 02/26/21 | Goldman Sachs International | TRY | 28,731 | 4,314,000 | 3,656,847 | 657,153 | — | ||||||
Expiring 02/26/21 | JPMorgan Chase Bank, N.A. | TRY | 28,291 | 3,398,374 | 3,600,873 | — | (202,499) | ||||||
Expiring 02/26/21 | Morgan Stanley & Co. International PLC | TRY | 97,117 | 13,447,000 | 12,360,822 | 1,086,178 | — | ||||||
Expiring 05/28/21 | Goldman Sachs International | TRY | 13,530 | 1,814,000 | 1,645,238 | 168,762 | — | ||||||
$2,140,857,199 | $2,130,782,352 | 54,248,220 | (44,173,373) | ||||||||||
$87,791,467 | $(95,564,101) |
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: | ||||||||||||||
08/31/20 | Buy | EUR | 4,792 | ZAR | 92,438 | $ 258,980 | $ — | Morgan Stanley & Co. International PLC | ||||||
08/31/20 | Buy | ZAR | 41,149 | EUR | 2,332 | — | (349,624) | Goldman Sachs International | ||||||
09/30/20 | Buy | GBP | 947 | JPY | 128,335 | 26,736 | — | Bank of America, N.A. | ||||||
09/30/20 | Buy | GBP | 1,572 | JPY | 208,966 | 82,829 | — | Bank of America, N.A. | ||||||
09/30/20 | Buy | JPY | 92,412 | GBP | 706 | — | (50,782) | Bank of America, N.A. | ||||||
09/30/20 | Buy | JPY | 553,049 | GBP | 3,885 | 141,475 | — | Bank of America, N.A. |
104
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Cross currency exchange contracts outstanding at July 31, 2020 (continued): | ||||||||||||||
Settlement | Type | Notional Amount (000) | In Exchange For (000) | Unrealized Appreciation | Unrealized Depreciation | Counterparty | ||||||||
OTC Cross Currency Exchange Contracts (cont’d.): | ||||||||||||||
10/19/20 | Buy | CZK | 47,788 | EUR | 1,810 | $ 10,617 | $ — | HSBC Bank USA, N.A. | ||||||
10/30/20 | Buy | EUR | 19,400 | GBP | 17,029 | 594,102 | — | Morgan Stanley & Co. International PLC | ||||||
10/30/20 | Buy | GBP | 13,269 | EUR | 15,448 | — | (854,224) | Bank of America, N.A. | ||||||
11/27/20 | Buy | AUD | 2,575 | JPY | 191,838 | 25,055 | — | Morgan Stanley & Co. International PLC | ||||||
11/30/20 | Buy | JPY | 382,815 | AUD | 4,906 | 116,336 | — | Deutsche Bank AG | ||||||
12/23/20 | Buy | EUR | 598 | ZAR | 10,827 | 82,759 | — | Goldman Sachs International | ||||||
12/23/20 | Buy | EUR | 1,738 | ZAR | 29,854 | 333,516 | — | Morgan Stanley & Co. International PLC | ||||||
12/30/20 | Buy | AUD | 787 | JPY | 59,639 | — | (2,219) | Goldman Sachs International | ||||||
12/30/20 | Buy | JPY | 167,838 | AUD | 2,277 | — | (38,209) | Deutsche Bank AG | ||||||
12/30/20 | Buy | JPY | 1,033,015 | AUD | 14,026 | — | (243,330) | Deutsche Bank AG | ||||||
01/29/21 | Buy | AUD | 2,132 | JPY | 155,050 | 54,845 | — | Morgan Stanley & Co. International PLC | ||||||
01/29/21 | Buy | AUD | 14,890 | JPY | 1,004,479 | 1,125,765 | — | Deutsche Bank AG | ||||||
05/28/21 | Buy | AUD | 3,132 | JPY | 201,466 | 325,859 | — | Bank of America, N.A. | ||||||
05/28/21 | Buy | AUD | 6,194 | JPY | 451,976 | 136,195 | — | Deutsche Bank AG | ||||||
05/28/21 | Buy | AUD | 17,193 | JPY | 1,246,407 | 455,557 | — | Morgan Stanley & Co. International PLC | ||||||
05/28/21 | Buy | AUD | 117,492 | JPY | 7,506,564 | 12,709,168 | — | Citibank, N.A. | ||||||
05/28/21 | Buy | JPY | 641,372 | AUD | 9,247 | — | (520,165) | Morgan Stanley & Co. International PLC | ||||||
05/28/21 | Buy | JPY | 6,763,339 | AUD | 99,024 | — | (6,566,599) | Deutsche Bank AG | ||||||
07/30/21 | Buy | AUD | 12,549 | JPY | 866,195 | 738,313 | — | Morgan Stanley & Co. International PLC | ||||||
07/30/21 | Buy | JPY | 1,161,572 | AUD | 16,066 | — | (445,478) | Morgan Stanley & Co. International PLC | ||||||
01/28/22 | Buy | JPY | 426,399 | AUD | 6,290 | — | (427,415) | Deutsche Bank AG | ||||||
01/28/22 | Buy | JPY | 720,153 | AUD | 9,631 | — | (13,519) | Deutsche Bank AG |
105
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Cross currency exchange contracts outstanding at July 31, 2020 (continued): | ||||||||||||||
Settlement | Type | Notional Amount (000) | In Exchange For (000) | Unrealized Appreciation | Unrealized Depreciation | Counterparty | ||||||||
OTC Cross Currency Exchange Contracts (cont’d.): | ||||||||||||||
05/31/22 | Buy | JPY | 1,257,136 | AUD | 17,436 | $ — | $ (436,358) | Goldman Sachs International | ||||||
10/31/23 | Buy | AUD | 8,947 | JPY | 599,449 | 567,199 | — | Deutsche Bank AG | ||||||
10/31/23 | Buy | JPY | 277,535 | AUD | 3,979 | — | (146,601) | Goldman Sachs International | ||||||
10/31/23 | Buy | JPY | 671,731 | AUD | 9,835 | — | (500,047) | Morgan Stanley & Co. International PLC | ||||||
$17,785,306 | $(10,594,570) |
Credit default swap agreements outstanding at July 31, 2020:
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2020(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)**: | |||||||||||||||||
Federation of Malaysia (D01) | 12/20/22 | 1.000%(Q) | 1,500 | 0.278% | $ 27,705 | $ (965) | $ 28,670 | Citibank, N.A. | |||||||||
People’s Republic of China (D01) | 12/20/22 | 1.000%(Q) | 5,000 | 0.172% | 105,190 | (3,218) | 108,408 | Citibank, N.A. | |||||||||
Republic of Brazil (D01) | 12/20/22 | 1.000%(Q) | 7,500 | 1.437% | (69,436) | (4,827) | (64,609) | Citibank, N.A. | |||||||||
Republic of Chile (D01) | 12/20/22 | 1.000%(Q) | 1,500 | 0.321% | 26,154 | (965) | 27,119 | Citibank, N.A. | |||||||||
Republic of Colombia (D01) | 12/20/22 | 1.000%(Q) | 2,000 | 0.686% | 17,266 | (1,287) | 18,553 | Citibank, N.A. | |||||||||
Republic of Indonesia (D01) | 12/20/22 | 1.000%(Q) | 2,000 | 0.591% | 21,772 | (1,287) | 23,059 | Citibank, N.A. | |||||||||
Republic of Panama (D01) | 12/20/22 | 1.000%(Q) | 1,500 | 0.465% | 20,928 | (965) | 21,893 | Citibank, N.A. | |||||||||
Republic of Peru (D01) | 12/20/22 | 1.000%(Q) | 1,500 | 0.381% | 23,981 | (965) | 24,946 | Citibank, N.A. | |||||||||
Republic of Philippines (D01) | 12/20/22 | 1.000%(Q) | 1,500 | 0.270% | 27,983 | (965) | 28,948 | Citibank, N.A. | |||||||||
Republic of South Africa (D01) | 12/20/22 | 1.000%(Q) | 4,500 | 2.465% | (148,808) | (2,896) | (145,912) | Citibank, N.A. | |||||||||
Republic of Turkey (D01) | 12/20/22 | 1.000%(Q) | 7,500 | 5.372% | (722,111) | (4,827) | (717,284) | Citibank, N.A. |
106
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2020 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2020(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)**(cont’d.): | |||||||||||||||||
Russian Federation (D01) | 12/20/22 | 1.000%(Q) | 4,500 | 0.614% | $ 46,605 | $ (2,896) | $ 49,501 | Citibank, N.A. | |||||||||
United Mexican States (D01) | 12/20/22 | 1.000%(Q) | 6,500 | 0.823% | 34,643 | (4,183) | 38,826 | Citibank, N.A. | |||||||||
Federation of Malaysia (D02) | 06/20/23 | 1.000%(Q) | 750 | 0.326% | 15,504 | (265) | 15,769 | Barclays Bank PLC | |||||||||
People’s Republic of China (D02) | 06/20/23 | 1.000%(Q) | 2,750 | 0.195% | 67,430 | (972) | 68,402 | Barclays Bank PLC | |||||||||
Republic of Brazil (D02) | 06/20/23 | 1.000%(Q) | 3,750 | 1.589% | (58,692) | (1,325) | (57,367) | Barclays Bank PLC | |||||||||
Republic of Chile (D02) | 06/20/23 | 1.000%(Q) | 750 | 0.377% | 14,398 | (265) | 14,663 | Barclays Bank PLC | |||||||||
Republic of Colombia (D02) | 06/20/23 | 1.000%(Q) | 1,000 | 0.774% | 7,628 | (353) | 7,981 | Barclays Bank PLC | |||||||||
Republic of Indonesia (D02) | 06/20/23 | 1.000%(Q) | 1,000 | 0.658% | 10,976 | (353) | 11,329 | Barclays Bank PLC | |||||||||
Republic of Panama (D02) | 06/20/23 | 1.000%(Q) | 750 | 0.539% | 10,844 | (265) | 11,109 | Barclays Bank PLC | |||||||||
Republic of Peru (D02) | 06/20/23 | 1.000%(Q) | 750 | 0.438% | 13,059 | (265) | 13,324 | Barclays Bank PLC | |||||||||
Republic of Philippines (D02) | 06/20/23 | 1.000%(Q) | 750 | 0.309% | 15,869 | (265) | 16,134 | Barclays Bank PLC | |||||||||
Republic of South Africa (D02) | 06/20/23 | 1.000%(Q) | 2,250 | 2.574% | (96,390) | (795) | (95,595) | Barclays Bank PLC | |||||||||
Republic of Turkey (D02) | 06/20/23 | 1.000%(Q) | 3,500 | 5.436% | (406,252) | (1,237) | (405,015) | Barclays Bank PLC | |||||||||
Russian Federation (D02) | 06/20/23 | 1.000%(Q) | 2,250 | 0.671% | 23,893 | (795) | 24,688 | Barclays Bank PLC | |||||||||
United Mexican States (D02) | 06/20/23 | 1.000%(Q) | 3,250 | 0.914% | 11,679 | (1,148) | 12,827 | Barclays Bank PLC | |||||||||
$(958,182) | $(38,549) | $(919,633) |
107
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2020 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Packaged Credit Default Swap Agreements on credit indices— Buy Protection(1)**: | ||||||||||||||||
CDX.EM.28.V3 (D01) | 12/20/22 | 1.000%(Q) | 47,000 | $555,283 | $(19,325) | $574,608 | Citibank, N.A. | |||||||||
CDX.EM.29.V3 (D02) | 06/20/23 | 1.000%(Q) | 23,500 | 364,613 | (10,243) | 374,856 | Barclays Bank PLC | |||||||||
$919,896 | $(29,568) | $949,464 |
** | The Fund entered into multiple credit default swap agreements in a packaged trade consisting of two parts. The Fund bought/sold protection on an Emerging Market CDX Index and bought/sold protection on the countries which comprise the index. The upfront premium is attached to the index of the trade for the Emerging Markets CDX package(s) . Each swap is priced individually. If any of the component swaps are closed out early, the Index exposure will be reduced by an amount proportionate to the terminated swap(s). Individual packages in the tables above are denoted by the corresponding footnotes (D01 - D02). |
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2020(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on asset-backed securities - Sell Protection(2)^: | |||||||||||||||||
Acas CLO Ltd. | 08/26/20 | 0.500%(M) | 1,491 | 0.500% | $ 601 | $ — | $ 601 | Goldman Sachs International | |||||||||
Alcentra CLO | 08/26/20 | 1.000%(M) | 493 | * | 397 | — | 397 | Goldman Sachs International | |||||||||
Alcentra CLO | 08/26/20 | 0.500%(M) | 366 | * | 147 | — | 147 | Goldman Sachs International | |||||||||
AMMC CLO Ltd. | 08/26/20 | 0.500%(M) | 46 | 0.500% | 19 | — | 19 | Goldman Sachs International | |||||||||
Axa CLO | 08/26/20 | 1.000%(M) | 426 | 1.000% | 343 | — | 343 | Goldman Sachs International | |||||||||
Bain CLO | 08/26/20 | 0.500%(M) | 2,037 | * | 820 | — | 820 | Goldman Sachs International | |||||||||
Bardin Hill CLO | 08/26/20 | 0.500%(M) | 1,308 | 0.500% | 527 | — | 527 | Goldman Sachs International | |||||||||
Bardin Hill CLO | 08/26/20 | 1.000%(M) | 389 | * | 313 | — | 313 | Goldman Sachs International |
108
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2020 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2020(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on asset-backed securities - Sell Protection(2)^ (cont’d.): | |||||||||||||||||
BlueMountain CLO | 08/26/20 | 0.500%(M) | 184 | 0.500% | $ 74 | $ — | $ 74 | Goldman Sachs International | |||||||||
Canyon CLO | 08/26/20 | 0.500%(M) | 261 | 0.500% | 105 | — | 105 | Goldman Sachs International | |||||||||
Carlson CLO | 08/26/20 | 1.000%(M) | 401 | 1.000% | 323 | — | 323 | Goldman Sachs International | |||||||||
Carlyle CLO | 08/26/20 | 0.500%(M) | 623 | * | 251 | — | 251 | Goldman Sachs International | |||||||||
Carlyle CLO | 08/26/20 | 1.000%(M) | 127 | * | 102 | — | 102 | Goldman Sachs International | |||||||||
COMM Mortgage Trust | 08/28/20 | 1.250%(M) | 1,502 | * | 1,616 | — | 1,616 | Goldman Sachs International | |||||||||
COMM Mortgage Trust | 08/28/20 | 1.250%(M) | 770 | * | 828 | — | 828 | Goldman Sachs International | |||||||||
COMM Mortgage Trust | 08/28/20 | 1.250%(M) | 625 | 14.577% | 673 | — | 673 | Goldman Sachs International | |||||||||
COMM Mortgage Trust | 08/28/20 | 1.250%(M) | 534 | * | 575 | — | 575 | Goldman Sachs International | |||||||||
COMM Mortgage Trust | 08/28/20 | 1.250%(M) | 533 | * | 574 | — | 574 | Goldman Sachs International | |||||||||
Covenant | 08/26/20 | 0.500%(M) | 237 | * | 96 | — | 96 | Goldman Sachs International | |||||||||
Crescent CLO | 08/26/20 | 1.000%(M) | 541 | 0.500% | 436 | — | 436 | Goldman Sachs International | |||||||||
CSAM CLO | 08/26/20 | 0.500%(M) | 610 | * | 246 | — | 246 | Goldman Sachs International |
109
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2020 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2020(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on asset-backed securities - Sell Protection(2)^ (cont’d.): | |||||||||||||||||
DFG CLO | 08/26/20 | 0.500%(M) | 972 | 0.500% | $ 391 | $ — | $ 391 | Goldman Sachs International | |||||||||
Doubleline | 08/26/20 | 0.500%(M) | 182 | 0.500% | 73 | — | 73 | Goldman Sachs International | |||||||||
Eagle Re Ltd. | 08/31/20 | 1.250%(M) | 3,183 | * | 111 | — | 111 | Goldman Sachs International | |||||||||
Ellington CLO | 08/26/20 | 1.000%(M) | 3,364 | 1.000% | 2,709 | — | 2,709 | Goldman Sachs International | |||||||||
Ellington CLO | 08/26/20 | 1.000%(M) | 2,430 | 1.000% | 1,957 | — | 1,957 | Goldman Sachs International | |||||||||
Fort Washington CLO | 08/26/20 | 1.000%(M) | 895 | * | 720 | — | 720 | Goldman Sachs International | |||||||||
Garrison CLO | 08/26/20 | 0.500%(M) | 232 | 0.500% | 94 | — | 94 | Goldman Sachs International | |||||||||
GLG Silvermine CLO | 08/26/20 | 0.500%(M) | 746 | 0.500% | 300 | — | 300 | Goldman Sachs International | |||||||||
GS Mortgage Securities Trust | 08/28/20 | 1.250%(M) | 1,671 | 11.990% | 1,799 | — | 1,799 | Goldman Sachs International | |||||||||
GSAMP Home Equity | 08/31/20 | 1.250%(M) | 2,168 | * | 75 | — | 75 | Goldman Sachs International | |||||||||
GSRPM Mortgage Loan Trust | 08/31/20 | 1.250%(M) | 897 | * | 31 | — | 31 | Goldman Sachs International | |||||||||
Guggenheim CLO | 08/26/20 | 0.500%(M) | 2,453 | 0.500% | 988 | — | 988 | Goldman Sachs International | |||||||||
HPS CLO | 08/26/20 | 0.500%(M) | 91 | 0.500% | 37 | — | 37 | Goldman Sachs International |
110
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2020 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2020(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on asset-backed securities - Sell Protection(2)^ (cont’d.): | |||||||||||||||||
ICG CLO | 08/26/20 | 0.500%(M) | 672 | * | $ 271 | $ — | $ 271 | Goldman Sachs International | |||||||||
JPMBB Commercial Mortgage Securities | 08/28/20 | 1.250%(M) | 1,081 | * | 1,163 | — | 1,163 | Goldman Sachs International | |||||||||
JPMBB Commercial Mortgage Securities | 08/28/20 | 1.250%(M) | 432 | * | 465 | — | 465 | Goldman Sachs International | |||||||||
LCM CLO | 08/26/20 | 1.000%(M) | 471 | 0.500% | 379 | — | 379 | Goldman Sachs International | |||||||||
LCM CLO | 08/26/20 | 1.000%(M) | 269 | * | 217 | — | 217 | Goldman Sachs International | |||||||||
Loomis Sayles & Company LP | 08/26/20 | 0.500%(M) | 111 | 0.500% | 45 | — | 45 | Goldman Sachs International | |||||||||
MJX CLO | 08/26/20 | 1.000%(M) | 778 | * | 627 | — | 627 | Goldman Sachs International | |||||||||
MJX CLO | 08/26/20 | 1.000%(M) | 487 | * | 392 | — | 392 | Goldman Sachs International | |||||||||
MJX CLO | 08/26/20 | 0.500%(M) | 455 | 0.500% | 183 | — | 183 | Goldman Sachs International | |||||||||
MJX CLO | 08/26/20 | 1.000%(M) | 441 | * | 355 | — | 355 | Goldman Sachs International | |||||||||
MJX CLO | 08/26/20 | 1.000%(M) | 376 | * | 303 | — | 303 | Goldman Sachs International | |||||||||
Morgan Stanley BAML Trust | 08/28/20 | 1.250%(M) | 771 | 6.940% | 830 | — | 830 | Goldman Sachs International | |||||||||
Morgan Stanley Capital I Trust | 08/28/20 | 1.250%(M) | 710 | * | 764 | — | 764 | Goldman Sachs International |
111
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2020 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2020(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on asset-backed securities - Sell Protection(2)^ (cont’d.): | |||||||||||||||||
Morgan Stanley Capital I Trust | 08/28/20 | 1.250%(M) | 438 | * | $ 472 | $ — | $ 472 | Goldman Sachs International | |||||||||
Neuberger Berman CLO Ltd. | 08/26/20 | 0.500%(M) | 841 | 0.500% | 339 | — | 339 | Goldman Sachs International | |||||||||
Neuberger CLO | 08/26/20 | 0.500%(M) | 1,766 | * | 711 | — | 711 | Goldman Sachs International | |||||||||
Och-Ziff CLO | 08/26/20 | 1.000%(M) | 911 | 1.000% | 734 | — | 734 | Goldman Sachs International | |||||||||
Och-Ziff CLO | 08/26/20 | 1.000%(M) | 736 | 1.000% | 593 | — | 593 | Goldman Sachs International | |||||||||
Octagon CLO | 08/26/20 | 0.500%(M) | 2,958 | * | 1,191 | — | 1,191 | Goldman Sachs International | |||||||||
Octagon CLO | 08/26/20 | 0.500%(M) | 2,398 | * | 966 | — | 966 | Goldman Sachs International | |||||||||
Octagon CLO | 08/26/20 | 1.000%(M) | 688 | 1.000% | 554 | — | 554 | Goldman Sachs International | |||||||||
Onex CLO | 08/26/20 | 0.500%(M) | 974 | * | 392 | — | 392 | Goldman Sachs International | |||||||||
Palmer Square CLO | 08/26/20 | 1.000%(M) | 117 | * | 94 | — | 94 | Goldman Sachs International | |||||||||
Palmer Square CLO | 08/26/20 | 1.000%(M) | 79 | 1.000% | 64 | — | 64 | Goldman Sachs International | |||||||||
Par-Four | 08/26/20 | 0.500%(M) | 3,558 | * | 1,433 | — | 1,433 | Goldman Sachs International | |||||||||
Pretium | 08/26/20 | 0.500%(M) | 10,491 | 0.500% | 4,225 | — | 4,225 | Goldman Sachs International |
112
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2020 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2020(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on asset-backed securities - Sell Protection(2)^ (cont’d.): | |||||||||||||||||
Providence CLO | 08/26/20 | 1.000%(M) | 401 | 1.000% | $ 323 | $ — | $ 323 | Goldman Sachs International | |||||||||
Providence CLO | 08/26/20 | 1.000%(M) | 338 | 1.000% | 273 | — | 273 | Goldman Sachs International | |||||||||
Sallie Mae Bank | 08/28/20 | 1.750%(M) | 42,966 | * | 70,998 | (2,014) | 73,012 | Goldman Sachs International | |||||||||
Saratoga CLO | 08/26/20 | 0.500%(M) | 9,180 | * | 3,697 | — | 3,697 | Goldman Sachs International | |||||||||
Shenkman Capital | 08/26/20 | 0.500%(M) | 552 | 0.500% | 222 | — | 222 | Goldman Sachs International | |||||||||
Shenkman Capital | 08/26/20 | 0.500%(M) | 91 | 0.500% | 37 | — | 37 | Goldman Sachs International | |||||||||
Sound Point CLO Ltd. | 08/26/20 | 1.000%(M) | 712 | * | 574 | — | 574 | Goldman Sachs International | |||||||||
Sound Point CLO Ltd. | 08/26/20 | 1.000%(M) | 515 | * | 415 | — | 415 | Goldman Sachs International | |||||||||
Steele Creek | 08/26/20 | 0.500%(M) | 2,600 | * | 1,047 | — | 1,047 | Goldman Sachs International | |||||||||
Steele Creek | 08/26/20 | 0.500%(M) | 956 | * | 385 | — | 385 | Goldman Sachs International | |||||||||
Symphony CLO | 08/26/20 | 1.000%(M) | 688 | * | 554 | — | 554 | Goldman Sachs International | |||||||||
THL CLO | 08/26/20 | 0.500%(M) | 371 | * | 149 | — | 149 | Goldman Sachs International | |||||||||
TPG CLO | 08/26/20 | 0.500%(M) | 4,827 | * | 1,944 | — | 1,944 | Goldman Sachs International |
113
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2020 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2020(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on asset-backed securities - Sell Protection(2)^ (cont’d.): | |||||||||||||||||
Trimaran CLO | 08/26/20 | 1.000%(M) | 803 | * | $ 647 | $ — | $ 647 | Goldman Sachs International | |||||||||
Wellfleet CLO | 08/26/20 | 0.500%(M) | 92 | * | 37 | — | 37 | Goldman Sachs International | |||||||||
Wells Fargo Commercial Mortgage Trust | 08/28/20 | 1.250%(M) | 2,189 | * | 2,356 | — | 2,356 | Goldman Sachs International | |||||||||
Wells Fargo Commercial Mortgage Trust | 08/28/20 | 1.250%(M) | 486 | * | 523 | — | 523 | Goldman Sachs International | |||||||||
Wells Fargo Commercial Mortgage Trust | 08/28/20 | 1.250%(M) | 396 | * | 426 | — | 426 | Goldman Sachs International | |||||||||
WF-RBS Commercial Mortgage Trust | 08/28/20 | 1.250%(M) | 203 | * | 218 | — | 218 | Goldman Sachs International | |||||||||
$120,938 | $(2,014) | $122,952 |
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Value at Trade Date | Value at July 31, 2020 | Unrealized Appreciation (Depreciation) | |||||||||
Centrally Cleared Credit Default Swap Agreement on corporate and/or sovereign issues - Buy Protection(1): | |||||||||||||||
Ryder System, Inc. | 06/20/25 | 1.000%(Q) | 9,540 | $183,931 | $(85,191) | $(269,122) |
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1): | ||||||||||||||||
Assicurazioni Generali SpA | 06/20/23 | 1.000%(Q) | EUR | 2,000 | $ (752) | $ 78,150 | $ (78,902) | Barclays Bank PLC | ||||||||
Central Bank of Tunisia | 12/20/22 | 1.000%(Q) | 700 | 38,076 | 34,381 | 3,695 | Barclays Bank PLC | |||||||||
Eskom Holdings SOC Ltd. | 12/20/23 | 1.000%(Q) | EUR | 2,640 | 499,009 | 405,134 | 93,875 | Deutsche Bank AG | ||||||||
Hellenic Republic | 06/20/23 | 1.000%(Q) | 1,400 | (4,407) | 80,289 | (84,696) | Bank of America, N.A. | |||||||||
Kingdom of Spain | 06/20/23 | 1.000%(Q) | 3,200 | (66,645) | (46,975) | (19,670) | Bank of America, N.A. |
114
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2020 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)(cont’d.): | ||||||||||||||||
Marriott International, Inc. | 06/20/25 | 1.000%(Q) | 875 | $ 32,284 | $ 39,745 | $ (7,461) | Morgan Stanley & Co. International PLC | |||||||||
Republic of Austria | 06/20/25 | 1.000%(Q) | 1,000 | (45,133) | (38,954) | (6,179) | Bank of America, N.A. | |||||||||
Republic of Italy | 06/20/23 | 1.000%(Q) | EUR | 12,700 | (48,884) | 76,581 | (125,465) | Barclays Bank PLC | ||||||||
Republic of Italy | 06/20/23 | 1.000%(Q) | EUR | 10,455 | (40,243) | 87,005 | (127,248) | Barclays Bank PLC | ||||||||
Republic of Italy | 06/20/28 | 1.000%(Q) | EUR | 5,145 | 156,965 | 252,133 | (95,168) | Barclays Bank PLC | ||||||||
Safeway Inc. | 03/20/23 | 5.000%(Q) | 5,000 | (594,683) | (569,443) | (25,240) | BNP Paribas S.A. | |||||||||
Sasol Ltd. | 12/20/22 | 1.000%(Q) | 800 | 61,262 | 79,279 | (18,017) | Barclays Bank PLC | |||||||||
$ (13,151) | $ 477,325 | $(490,476) |
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2020(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2): | |||||||||||||||||
Banco Do Brasil SA | 12/20/20 | 1.000%(Q) | 5,000 | 1.113% | $ 3,328 | $ — | $ 3,328 | Bank of America, N.A. | |||||||||
Barclays Bank PLC | 06/20/21 | 1.000%(Q) | EUR | 4,500 | 0.308% | 39,226 | 31,231 | 7,995 | Goldman Sachs International | ||||||||
Barclays PLC | 12/20/26 | 1.000%(Q) | EUR | 3,000 | 0.938% | 18,007 | 40,945 | (22,938) | Citibank, N.A. | ||||||||
Boeing Co. | 12/20/21 | 1.000%(Q) | 12,100 | 2.725% | (269,923) | 91,233 | (361,156) | Bank of America, N.A. | |||||||||
Commonwealth of Australia | 12/20/24 | 1.000%(Q) | 3,000 | 0.143% | 116,956 | 70,919 | 46,037 | Barclays Bank PLC | |||||||||
DP World PLC | 12/20/24 | 1.000%(Q) | 2,000 | 1.872% | (71,552) | 8,248 | (79,800) | Barclays Bank PLC | |||||||||
Emirate of Dubai | 12/20/24 | 1.000%(Q) | 1,000 | 1.682% | (27,811) | 3,315 | (31,126) | Citibank, N.A. | |||||||||
Eskom Holdings SOC Ltd. | 12/20/23 | 1.000%(Q) | 3,000 | 6.417% | (476,042) | (392,768) | (83,274) | Deutsche Bank AG | |||||||||
Federal Republic of Germany | 06/20/25 | 0.250%(Q) | 7,250 | 0.120% | 48,347 | 17,396 | 30,951 | Bank of America, N.A. | |||||||||
Federal Republic of Germany | 06/20/25 | 0.250%(Q) | 1,000 | 0.120% | 6,669 | 2,415 | 4,254 | Bank of America, N.A. | |||||||||
Federation of Malaysia | 12/20/24 | 1.000%(Q) | 1,000 | 0.532% | 21,653 | 15,119 | 6,534 | Citibank, N.A. | |||||||||
Generalitat de Cataluna | 12/20/22 | 1.000%(Q) | 2,960 | 2.370% | (90,171) | (276,380) | 186,209 | Citibank, N.A. | |||||||||
Hellenic Republic | 06/20/22 | 1.000%(Q) | 410 | 0.852% | 1,598 | (40,306) | 41,904 | Citibank, N.A. |
115
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2020 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2020(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont’d.): | |||||||||||||||||
Hellenic Republic | 06/20/22 | 1.000%(Q) | 200 | 0.852% | $ 779 | $ (20,219) | $ 20,998 | Goldman Sachs International | |||||||||
Hellenic Republic | 12/20/22 | 1.000%(Q) | 500 | 1.008% | 460 | (31,044) | 31,504 | Citibank, N.A. | |||||||||
Hellenic Republic | 06/20/23 | 1.000%(Q) | 1,400 | 1.109% | (2,796) | (100,161) | 97,365 | Bank of America, N.A. | |||||||||
Hellenic Republic | 06/20/23 | 1.000%(Q) | 300 | 1.109% | (599) | (19,644) | 19,045 | Citibank, N.A. | |||||||||
Hellenic Republic | 06/20/24 | 1.000%(Q) | 1,000 | 1.352% | (12,258) | (158,256) | 145,998 | Barclays Bank PLC | |||||||||
Israel Electric Corp Ltd. | 12/20/24 | 1.000%(Q) | 1,000 | 0.987% | 1,729 | 11,282 | (9,553) | Barclays Bank PLC | |||||||||
Kingdom of Saudi Arabia | 12/20/21 | 1.000%(Q) | 1,900 | 0.410% | 17,800 | (19,098) | 36,898 | Barclays Bank PLC | |||||||||
Kingdom of Saudi Arabia | 06/20/22 | 1.000%(Q) | 3,000 | 0.460% | 34,068 | 28,346 | 5,722 | HSBC Bank USA, N.A. | |||||||||
Kingdom of Spain | 09/20/20 | 1.000%(Q) | 2,500 | 0.167% | 5,725 | 80 | 5,645 | Barclays Bank PLC | |||||||||
Kingdom of Spain | 06/20/21 | 1.000%(Q) | 700 | 0.148% | 6,129 | (2,930) | 9,059 | Deutsche Bank AG | |||||||||
Kingdom of Spain | 09/20/21 | 1.000%(Q) | 1,500 | 0.183% | 15,765 | 8,114 | 7,651 | HSBC Bank USA, N.A. | |||||||||
Kingdom of Spain | 06/20/23 | 1.000%(Q) | 42,665 | 0.459% | 714,901 | 303,905 | 410,996 | Bank of America, N.A. | |||||||||
Kingdom of Spain | 06/20/23 | 1.000%(Q) | 3,200 | 0.459% | 53,619 | 32,450 | 21,169 | Bank of America, N.A. | |||||||||
Kingdom of Spain | 06/20/24 | 1.000%(Q) | 700 | 0.378% | 17,711 | (18,587) | 36,298 | Deutsche Bank AG | |||||||||
Kingdom of Spain | 06/20/25 | 1.000%(Q) | 9,940 | 0.673% | 168,517 | (93,505) | 262,022 | Bank of America, N.A. | |||||||||
Kingdom of Spain | 06/20/25 | 1.000%(Q) | 7,500 | 0.673% | 127,150 | (90,767) | 217,917 | JPMorgan Chase Bank, N.A. | |||||||||
Kingdom of Spain | 06/20/25 | 1.000%(Q) | 7,500 | 0.673% | 127,151 | (87,343) | 214,494 | JPMorgan Chase Bank, N.A. | |||||||||
Kingdom of Spain | 06/20/25 | 1.000%(Q) | 3,000 | 0.673% | 50,694 | 34,092 | 16,602 | Citibank, N.A. | |||||||||
Kingdom of Spain | 06/20/25 | 1.000%(Q) | 1,645 | 0.673% | 27,797 | 21,080 | 6,717 | Barclays Bank PLC | |||||||||
Kingdom of Spain | 06/20/30 | 1.000%(Q) | 1,100 | 0.977% | 3,533 | (4,078) | 7,611 | Credit Suisse International | |||||||||
Kingdom of Thailand | 12/20/21 | 1.000%(Q) | 2,100 | 0.138% | 27,717 | 1,486 | 26,231 | Barclays Bank PLC | |||||||||
Oriental Republic of Uruguay | 06/20/21 | 1.000%(Q) | 800 | 0.871% | 1,812 | (3,073) | 4,885 | Citibank, N.A. |
116
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2020 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2020(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont’d.): | |||||||||||||||||
People’s Republic of China | 06/20/21 | 1.000%(Q) | 4,000 | 0.103% | $ 36,660 | $ (17,494) | $ 54,154 | Deutsche Bank AG | |||||||||
People’s Republic of China | 12/20/21 | 1.000%(Q) | 1,600 | 0.127% | 21,373 | (2,581) | 23,954 | Citibank, N.A. | |||||||||
People’s Republic of China | 12/20/21 | 1.000%(Q) | 1,500 | 0.127% | 20,037 | (2,086) | 22,123 | Barclays Bank PLC | |||||||||
People’s Republic of China | 03/20/22 | 1.000%(Q) | 2,000 | 0.133% | 30,838 | (11,745) | 42,583 | Goldman Sachs International | |||||||||
People’s Republic of China | 03/20/22 | 1.000%(Q) | 1,000 | 0.133% | 15,419 | (9,191) | 24,610 | Deutsche Bank AG | |||||||||
People’s Republic of China | 12/20/24 | 1.000%(Q) | 1,000 | 0.384% | 28,219 | 18,561 | 9,658 | Citibank, N.A. | |||||||||
Petroleos Mexicanos | 09/20/21 | 1.000%(Q) | 2,500 | 4.337% | (90,501) | (31,096) | (59,405) | Goldman Sachs International | |||||||||
Republic of Chile | 12/20/21 | 1.000%(Q) | 2,500 | 0.206% | 30,598 | (3,199) | 33,797 | Goldman Sachs International | |||||||||
Republic of Colombia | 12/20/21 | 1.000%(Q) | 2,000 | 0.488% | 16,543 | (20,238) | 36,781 | HSBC Bank USA, N.A. | |||||||||
Republic of Colombia | 06/20/23 | 1.000%(Q) | 5,000 | 0.774% | 38,138 | (7,331) | 45,469 | Goldman Sachs International | |||||||||
Republic of Colombia | 12/20/26 | 1.000%(Q) | 1,000 | 1.558% | (33,063) | (74,563) | 41,500 | Citibank, N.A. | |||||||||
Republic of France | 06/20/25 | 0.250%(Q) | 9,810 | 0.198% | 27,761 | (89,991) | 117,752 | JPMorgan Chase Bank, N.A. | |||||||||
Republic of France | 06/20/25 | 0.250%(Q) | 5,250 | 0.198% | 14,857 | (50,666) | 65,523 | Credit Suisse International | |||||||||
Republic of Hungary | 06/20/22 | 1.000%(Q) | 3,550 | 0.375% | 46,068 | (12,694) | 58,762 | Citibank, N.A. | |||||||||
Republic of Indonesia | 06/20/23 | 1.000%(Q) | 13,885 | 0.658% | 152,392 | (57,730) | 210,122 | Citibank, N.A. | |||||||||
Republic of Indonesia | 06/20/25 | 1.000%(Q) | 6,800 | 1.155% | (42,233) | (306,812) | 264,579 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Indonesia | 06/20/25 | 1.000%(Q) | 6,100 | 1.155% | (37,886) | (174,593) | 136,707 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Indonesia | 06/20/25 | 1.000%(Q) | 2,365 | 1.155% | (14,689) | (106,562) | 91,873 | JPMorgan Chase Bank, N.A. | |||||||||
Republic of Indonesia | 06/20/25 | 1.000%(Q) | 2,155 | 1.155% | (13,384) | (94,313) | 80,929 | BNP Paribas S.A. |
117
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2020 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2020(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont’d.): | |||||||||||||||||
Republic of Ireland | 06/20/21 | 1.000%(Q) | 700 | 0.045% | $ 6,782 | $ 1,181 | $ 5,601 | Deutsche Bank AG | |||||||||
Republic of Ireland | 06/20/24 | 1.000%(Q) | 4,000 | 0.183% | 132,316 | 63,024 | 69,292 | JPMorgan Chase Bank, N.A. | |||||||||
Republic of Ireland | 06/20/24 | 1.000%(Q) | 700 | 0.142% | 24,273 | (6,518) | 30,791 | Deutsche Bank AG | |||||||||
Republic of Ireland | 12/20/26 | 1.000%(Q) | 3,100 | 0.307% | 140,033 | (2,157) | 142,190 | JPMorgan Chase Bank, N.A. | |||||||||
Republic of Ireland | 12/20/26 | 1.000%(Q) | 2,000 | 0.307% | 90,343 | 4,167 | 86,176 | Goldman Sachs International | |||||||||
Republic of Ireland | 06/20/27 | 1.000%(Q) | 2,800 | 0.323% | 132,539 | 58,691 | 73,848 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Italy | 09/20/20 | 1.000%(Q) | 1,500 | 0.499% | 2,731 | (1,162) | 3,893 | Barclays Bank PLC | |||||||||
Republic of Italy | 03/20/22 | 1.000%(Q) | 3,000 | 0.965% | 5,067 | (57,954) | 63,021 | Goldman Sachs International | |||||||||
Republic of Italy | 03/20/22 | 1.000%(Q) | 3,000 | 0.965% | 5,066 | (57,910) | 62,976 | JPMorgan Chase Bank, N.A. | |||||||||
Republic of Italy | 06/20/23 | 1.000%(Q) | 18,300 | 1.193% | (80,058) | (692,362) | 612,304 | Bank of America, N.A. | |||||||||
Republic of Italy | 06/20/23 | 1.000%(Q) | 15,000 | 1.193% | (65,622) | (225,439) | 159,817 | Barclays Bank PLC | |||||||||
Republic of Italy | 06/20/23 | 1.000%(Q) | 13,405 | 1.193% | (58,643) | (364,198) | 305,555 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Italy | 06/20/23 | 1.000%(Q) | 4,000 | 1.193% | (17,499) | — | (17,499) | Morgan Stanley & Co. International PLC | |||||||||
Republic of Italy | 06/20/24 | 1.000%(Q) | 6,000 | 1.359% | (74,886) | (242,366) | 167,480 | Bank of America, N.A. | |||||||||
Republic of Italy | 06/20/24 | 1.000%(Q) | 900 | 0.985% | 1,507 | (37,221) | 38,728 | Deutsche Bank AG | |||||||||
Republic of Italy | 06/20/25 | 1.000%(Q) | 7,000 | 1.510% | (158,927) | (256,264) | 97,337 | Credit Suisse International | |||||||||
Republic of Italy | 06/20/26 | 1.000%(Q) | 5,000 | 1.657% | (176,653) | (298,794) | 122,141 | BNP Paribas S.A. | |||||||||
Republic of Italy | 06/20/26 | 1.000%(Q) | 4,200 | 1.657% | (148,388) | (193,330) | 44,942 | Bank of America, N.A. | |||||||||
Republic of Italy | 12/20/26 | 1.000%(Q) | 400 | 1.713% | (16,565) | (30,167) | 13,602 | HSBC Bank USA, N.A. |
118
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2020 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2020(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont’d.): | |||||||||||||||||
Republic of Kazakhstan | 06/20/23 | 1.000%(Q) | 7,695 | 0.761% | $ 61,622 | $ — | $ 61,622 | Citibank, N.A. | |||||||||
Republic of Panama | 12/20/20 | 1.000%(Q) | 5,500 | 0.172% | 24,044 | (44,057) | 68,101 | JPMorgan Chase Bank, N.A. | |||||||||
Republic of Panama | 12/20/20 | 1.000%(Q) | 5,000 | 0.172% | 21,858 | 14,224 | 7,634 | Citibank, N.A. | |||||||||
Republic of Panama | 06/20/22 | 1.000%(Q) | 5,000 | 0.352% | 67,192 | 24,671 | 42,521 | Citibank, N.A. | |||||||||
Republic of Peru | 03/20/22 | 1.000%(Q) | 3,000 | 0.279% | 38,993 | (56,571) | 95,564 | Barclays Bank PLC | |||||||||
Republic of Portugal | 06/20/21 | 1.000%(Q) | 700 | 0.092% | 6,482 | (17,076) | 23,558 | Deutsche Bank AG | |||||||||
Republic of Portugal | 12/20/23 | 1.000%(Q) | 4,130 | 0.415% | 86,577 | (1,345) | 87,922 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Portugal | 06/20/24 | 1.000%(Q) | 400 | 0.333% | 10,842 | (29,119) | 39,961 | Deutsche Bank AG | |||||||||
Republic of Portugal | 06/20/25 | 1.000%(Q) | 21,000 | 0.576% | 455,956 | (148,238) | 604,194 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Portugal | 06/20/25 | 1.000%(Q) | 10,000 | 0.576% | 217,122 | (84,097) | 301,219 | Citibank, N.A. | |||||||||
Republic of Serbia | 06/20/21 | 1.000%(Q) | 2,000 | 0.413% | 12,735 | 11,389 | 1,346 | BNP Paribas S.A. | |||||||||
Republic of Slovenia | 06/20/24 | 1.000%(Q) | 900 | 0.621% | 14,236 | (51,035) | 65,271 | HSBC Bank USA, N.A. | |||||||||
Republic of South Africa | 06/20/23 | 1.000%(Q) | 5,000 | 2.574% | (214,200) | (82,371) | (131,829) | Deutsche Bank AG | |||||||||
Republic of South Africa | 12/20/23 | 1.000%(Q) | 3,000 | 2.734% | (165,405) | (116,202) | (49,203) | Bank of America, N.A. | |||||||||
Republic of Turkey | 06/20/23 | 1.000%(Q) | 5,510 | 5.436% | (639,557) | (505,981) | (133,576) | BNP Paribas S.A. | |||||||||
Republic of Turkey | 06/20/23 | 1.000%(Q) | 2,760 | 5.436% | (320,359) | (246,227) | (74,132) | BNP Paribas S.A. | |||||||||
Republic of Ukraine | 12/20/23 | 5.000%(Q) | 1,400 | 5.465% | (12,073) | 67,886 | (79,959) | Deutsche Bank AG | |||||||||
Republic of Ukraine | 12/20/23 | 5.000%(Q) | 1,000 | 5.465% | (8,623) | 26,397 | (35,020) | Deutsche Bank AG | |||||||||
Republic of Ukraine | 12/20/24 | 5.000%(Q) | 2,100 | 5.602% | (35,810) | 146,163 | (181,973) | HSBC Bank USA, N.A. |
119
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2020 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2020(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont’d.): | |||||||||||||||||
Republic of Ukraine | 06/20/25 | 5.000%(Q) | 7,205 | 5.654% | $(155,361) | $ (78,723) | $ (76,638) | Barclays Bank PLC | |||||||||
Republic of Ukraine | 06/20/25 | 5.000%(Q) | 1,000 | 5.654% | (21,285) | (40,631) | 19,346 | Barclays Bank PLC | |||||||||
Republic of Uruguay | 06/20/21 | 1.000%(Q) | 400 | 0.871% | 906 | (2,154) | 3,060 | Citibank, N.A. | |||||||||
Republic of Uruguay | 12/20/21 | 1.000%(Q) | 1,500 | 1.131% | (1,059) | (10,604) | 9,545 | Citibank, N.A. | |||||||||
Russian Federation | 12/20/20 | 1.000%(Q) | 11,000 | 0.340% | 40,825 | 33,647 | 7,178 | Citibank, N.A. | |||||||||
Russian Federation | 12/20/21 | 1.000%(Q) | 8,525 | 0.484% | 71,011 | (242,401) | 313,412 | Barclays Bank PLC | |||||||||
Russian Federation | 12/20/21 | 1.000%(Q) | 3,000 | 0.484% | 24,989 | (88,117) | 113,106 | Barclays Bank PLC | |||||||||
Russian Federation | 12/20/22 | 1.000%(Q) | 7,350 | 0.614% | 76,121 | (11,037) | 87,158 | Citibank, N.A. | |||||||||
Russian Federation | 06/20/23 | 1.000%(Q) | 7,000 | 0.671% | 74,334 | (77,485) | 151,819 | Morgan Stanley & Co. International PLC | |||||||||
Russian Federation | 06/20/23 | 1.000%(Q) | 4,000 | 0.671% | 42,476 | (53,028) | 95,504 | Morgan Stanley & Co. International PLC | |||||||||
Russian Federation | 06/20/23 | 1.000%(Q) | 1,640 | 0.671% | 17,416 | (21,450) | 38,866 | BNP Paribas S.A. | |||||||||
Russian Federation | 12/20/26 | 1.000%(Q) | 1,200 | 1.303% | (21,097) | (107,618) | 86,521 | Barclays Bank PLC | |||||||||
Russian Federation | 06/20/30 | 1.000%(Q) | 2,500 | 1.592% | (131,244) | (251,443) | 120,199 | HSBC Bank USA, N.A. | |||||||||
State of Illinois | 06/20/21 | 1.000%(Q) | 10,000 | 2.234% | (96,186) | 12,372 | (108,558) | Citibank, N.A. | |||||||||
State of Illinois | 12/20/22 | 1.000%(Q) | 2,725 | 2.791% | (105,539) | (69,272) | (36,267) | Citibank, N.A. | |||||||||
State of Illinois | 12/20/24 | 1.000%(Q) | 2,800 | 3.022% | (209,679) | (147,712) | (61,967) | Goldman Sachs International | |||||||||
State of Illinois | 06/20/28 | 1.000%(Q) | 1,000 | 3.227% | (127,359) | (98,036) | (29,323) | Citibank, N.A. | |||||||||
UBS Group AG | 12/20/24 | 1.000%(Q) | EUR | 8,600 | 0.831% | 87,670 | 155,507 | (67,837) | Bank of America, N.A. | ||||||||
$(113,177) | $(6,219,380) | $6,106,203 |
120
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2020 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Value at Trade Date | Value at July 31, 2020 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Credit Default Swap Agreement on credit indices - Buy Protection(1): | ||||||||||||||
CDX.NA.IG.34.V1 | 06/20/30 | 1.000%(Q) | 92,140 | $1,121,109 | $259,721 | $(861,388) |
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2020(4) | Value at Trade Date | Value at July 31, 2020 | Unrealized Appreciation (Depreciation) | |||||||||
Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2): | ||||||||||||||||
CDX.NA.HY.25.V15 | 12/20/20 | 5.000%(Q) | 25,800 | 4.362% | $ 241,059 | $ 207,203 | $ (33,856) | |||||||||
CDX.NA.HY.34.V7 | 06/20/25 | 5.000%(Q) | 155,739 | 4.363% | (5,738,935) | 5,059,774 | 10,798,709 | |||||||||
CDX.NA.IG.34.V1 | 06/20/25 | 1.000%(Q) | 169,310 | 0.692% | 1,866,420 | 2,685,554 | 819,134 | |||||||||
iTraxx.XO.32.V1 | 12/20/24 | 5.000%(Q) | EUR | 98,800 | 3.575% | 11,710,569 | 7,194,806 | (4,515,763) | ||||||||
iTraxx.XO.33.V1 | 06/20/25 | 5.000%(Q) | EUR | 52,300 | 3.753% | 851,242 | 3,668,171 | 2,816,929 | ||||||||
$ 8,930,355 | $18,815,508 | $ 9,885,153 |
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2020(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on credit indices - Sell Protection(2): | |||||||||||||||||
CDX.BEIJING 1Y 30% - 100%^ | 12/20/20 | 0.000% | 21,153 | * | $ (3,969) | $ (4,759) | $ 790 | Citibank, N.A. | |||||||||
CDX.EM.27.V3 | 06/20/22 | 1.000%(Q) | 10,340 | 1.419% | (69,756) | (253,816) | 184,060 | Citibank, N.A. | |||||||||
CDX.NA.HY.BB.33.V1 | 12/20/24 | 5.000%(Q) | 5,000 | 2.715% | 494,055 | 819,262 | (325,207) | Citibank, N.A. | |||||||||
CMBX.NA.6.AA | 05/11/63 | 1.500%(M) | 5,000 | * | (29,338) | (27,496) | (1,842) | JPMorgan Securities LLC | |||||||||
$390,992 | $ 533,191 | $(142,199) |
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. |
121
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
(2) | If the Fund is a seller of protection, it receives the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
(3) | Notional amount represents the maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
(4) | Implied credit spreads, represented in absolute terms, utilized in determining the fair value of credit default swap agreements where the Fund is the seller of protection as of the reporting date serve as an indicator of the current status of the payment/ performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include up-front payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement. |
* | When an implied credit spread is not available, reference the fair value of credit default swap agreements on credit indices and asset-backed securities. Where the Fund is the seller of protection, it serves as an indicator of the current status of the payment/performance risk and represents the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the reporting date. Increasing fair value in absolute terms, when compared to the notional amount of the swap, represents a deterioration of the referenced entity’s credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement. |
Currency swap agreements outstanding at July 31, 2020: | ||||||||||||||||||
Notional Amount (000)# | Fund Receives | Notional Amount (000)# | Fund Pays | Counterparty | Termination Date | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||
OTC Currency Swap Agreements: | ||||||||||||||||||
IDR | 50,000,000 | 8.220%(S) | 3,454 | 6 Month LIBOR(S) | Citibank, N.A. | 11/29/23 | $ 434,893 | $— | $ 434,893 | |||||||||
58,209 | 3 Month LIBOR(Q) | EUR | 52,000 | 3 Month EURIBOR minus 10.85bps(Q) | JPMorgan Chase Bank, N.A. | 01/08/21 | (3,023,104) | — | (3,023,104) | |||||||||
$(2,588,211) | $— | $(2,588,211) |
122
PGIM Global Total Return Fund
Schedule of Investments as of July 31, 2020 (unaudited) (continued)
Inflation 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 Inflation Swap Agreements: | ||||||||||||||
EUR | 14,000 | 05/15/23 | 1.485%(T) | France CPI ex Tobacco Household(1)(T) | $— | $(697,831) | $(697,831) | |||||||
EUR | 14,000 | 05/15/23 | 1.510%(T) | Eurostat Eurozone HICP ex Tobacco(2)(T) | — | 647,984 | 647,984 | |||||||
$— | $ (49,847) | $ (49,847) |
(1) | The Fund pays the fixed rate and receives the floating rate. |
(2) | The Fund pays the floating rate and receives the fixed rate. |
Interest rate swap agreements outstanding at 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: | ||||||||||||||
AUD | 2,240 | 10/27/21 | 2.173%(S) | 6 Month BBSW(2)(S) | $ (114) | $ 47,584 | $ 47,698 | |||||||
AUD | 4,000 | 09/21/22 | 3.830%(S) | 6 Month BBSW(2)(S) | (45,581) | 252,606 | 298,187 | |||||||
AUD | 7,580 | 09/25/22 | 2.958%(S) | 6 Month BBSW(2)(S) | — | 297,273 | 297,273 | |||||||
AUD | 15,000 | 07/20/25 | 0.390%(S) | 6 Month BBSW(2)(S) | — | 13,425 | 13,425 | |||||||
AUD | 1,000 | 05/02/26 | 2.650%(S) | 6 Month BBSW(2)(S) | 98 | 95,218 | 95,120 | |||||||
AUD | 2,700 | 06/06/27 | 2.661%(S) | 6 Month BBSW(2)(S) | — | 287,235 | 287,235 | |||||||
AUD | 6,450 | 12/03/29 | 2.700%(S) | 6 Month BBSW(2)(S) | 474,082 | 851,707 | 377,625 | |||||||
AUD | 6,000 | 02/19/30 | 1.147%(S) | 6 Month BBSW(2)(S) | (22) | 165,482 | 165,504 | |||||||
AUD | 5,000 | 03/20/30 | 1.200%(S) | 6 Month BBSW(2)(S) | — | 157,413 | 157,413 | |||||||
AUD | 5,835 | 07/19/32 | 3.130%(S) | 6 Month BBSW(2)(S) | — | 1,082,266 | 1,082,266 | |||||||
AUD | 1,600 | 07/28/32 | 3.137%(S) | 6 Month BBSW(2)(S) | — | 297,281 | 297,281 | |||||||
AUD | 2,000 | 12/19/32 | 4.423%(S) | 6 Month BBSW(2)(S) | (4,686) | 605,285 | 609,971 | |||||||
AUD | 10,000 | 07/10/33 | 2.987%(S) | 6 Month BBSW(2)(S) | 141,705 | 1,831,673 | 1,689,968 | |||||||
BRL | 27,355 | 01/02/25 | 6.540%(T) | 1 Day BROIS(2)(T) | — | 498,428 | 498,428 | |||||||
BRL | 26,379 | 01/02/25 | 9.475%(T) | 1 Day BROIS(2)(T) | — | 1,829,616 | 1,829,616 |
123
PGIM Global Total Return 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 | 25,280 | 01/02/25 | 9.560%(T) | 1 Day BROIS(2)(T) | $ — | $ 1,805,130 | $ 1,805,130 | |||||||
BRL | 31,910 | 01/02/25 | 9.943%(T) | 1 Day BROIS(2)(T) | — | 2,621,858 | 2,621,858 | |||||||
BRL | 7,002 | 01/02/25 | 9.985%(T) | 1 Day BROIS(2)(T) | — | 621,735 | 621,735 | |||||||
BRL | 30,470 | 01/02/25 | 11.080%(T) | 1 Day BROIS(2)(T) | — | 2,899,219 | 2,899,219 | |||||||
BRL | 6,247 | 01/02/25 | 12.090%(T) | 1 Day BROIS(2)(T) | — | 688,779 | 688,779 | |||||||
BRL | 12,879 | 01/04/27 | 6.455%(T) | 1 Day BROIS(2)(T) | — | 153,981 | 153,981 | |||||||
BRL | 36,574 | 01/04/27 | 6.490%(T) | 1 Day BROIS(2)(T) | — | 435,495 | 435,495 | |||||||
BRL | 73,942 | 01/04/27 | 6.493%(T) | 1 Day BROIS(2)(T) | — | 928,388 | 928,388 | |||||||
BRL | 56,887 | 01/04/27 | 6.540%(T) | 1 Day BROIS(2)(T) | — | 753,576 | 753,576 | |||||||
BRL | 31,992 | 01/04/27 | 6.910%(T) | 1 Day BROIS(2)(T) | — | 629,904 | 629,904 | |||||||
BRL | 31,229 | 01/04/27 | 6.912%(T) | 1 Day BROIS(2)(T) | — | 613,502 | 613,502 | |||||||
BRL | 78,637 | 01/04/27 | 7.760%(T) | 1 Day BROIS(2)(T) | — | 2,252,565 | 2,252,565 | |||||||
BRL | 28,290 | 01/02/29 | 7.150%(T) | 1 Day BROIS(2)(T) | 1,220 | 563,720 | 562,500 | |||||||
BRL | 21,378 | 01/02/29 | 7.250%(T) | 1 Day BROIS(2)(T) | — | 462,567 | 462,567 | |||||||
CAD | 3,550 | 03/07/21 | 0.983%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | 38 | 5,845 | 5,807 | |||||||
CAD | 23,700 | 08/17/22 | 2.370%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | (149,353) | 748,320 | 897,673 | |||||||
CAD | 51,805 | 04/03/25 | 0.970%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | 166,714 | 502,102 | 335,388 |
124
PGIM Global Total Return 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.): | ||||||||||||||
CAD | 25,000 | 05/01/25 | 0.758%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | $ (125) | $ 64,026 | $ 64,151 | |||||||
CAD | 1,500 | 04/22/26 | 1.670%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | 103 | 62,035 | 61,932 | |||||||
CAD | 3,070 | 06/25/30 | 2.651%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | 72,866 | 386,362 | 313,496 | |||||||
CAD | 4,325 | 03/26/33 | 2.718%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | (83) | 667,605 | 667,688 | |||||||
CAD | 1,500 | 05/30/37 | 2.240%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | (38) | 187,900 | 187,938 | |||||||
CAD | 4,345 | 01/09/38 | 2.720%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | (34,384) | 805,358 | 839,742 | |||||||
CAD | 2,500 | 12/03/38 | 2.800%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | 102,216 | 507,876 | 405,660 | |||||||
CAD | 1,550 | 12/03/48 | 2.800%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | 273,867 | 447,596 | 173,729 | |||||||
CHF | 2,400 | 10/21/21 | (0.522)%(A) | 6 Month CHF LIBOR(2)(S) | 70 | (2,724) | (2,794) | |||||||
CHF | 14,500 | 01/31/29 | 0.260%(A) | 6 Month CHF LIBOR(2)(S) | 61,852 | 990,030 | 928,178 | |||||||
CHF | 800 | 10/17/31 | 0.033%(A) | 6 Month CHF LIBOR(2)(S) | 144 | 38,627 | 38,483 | |||||||
CHF | 700 | 04/03/33 | 0.687%(A) | 6 Month CHF LIBOR(2)(S) | — | 103,071 | 103,071 | |||||||
CLP | 3,010,200 | 07/12/29 | 3.135%(S) | 1 Day CLOIS(2)(S) | — | 426,104 | 426,104 |
125
PGIM Global Total Return 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.): | ||||||||||||||
CLP | 6,480,000 | 10/24/29 | 2.790%(S) | 1 Day CLOIS(2)(S) | $ — | $ 707,547 | $ 707,547 | |||||||
CLP | 3,094,000 | 11/22/29 | 3.203%(S) | 1 Day CLOIS(2)(S) | — | 459,661 | 459,661 | |||||||
CLP | 2,400,000 | 12/13/29 | 3.160%(S) | 1 Day CLOIS(2)(S) | — | 355,369 | 355,369 | |||||||
CLP | 562,610 | 12/16/29 | 3.200%(S) | 1 Day CLOIS(2)(S) | — | 85,922 | 85,922 | |||||||
CLP | 3,900,000 | 02/10/30 | 3.010%(S) | 1 Day CLOIS(2)(S) | — | 489,207 | 489,207 | |||||||
CLP | 634,000 | 02/11/30 | 3.085%(S) | 1 Day CLOIS(2)(S) | — | 94,228 | 94,228 | |||||||
CLP | 4,500,000 | 02/28/30 | 3.110%(S) | 1 Day CLOIS(2)(S) | — | 678,799 | 678,799 | |||||||
CLP | 800,000 | 07/13/30 | 2.030%(S) | 1 Day CLOIS(2)(S) | — | 3,506 | 3,506 | |||||||
CNH | 52,500 | 08/15/23 | 3.115%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (584) | 163,321 | 163,905 | |||||||
CNH | 50,870 | 03/13/24 | 2.945%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | 39 | 117,412 | 117,373 | |||||||
CNH | 33,000 | 03/18/24 | 2.945%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | 25 | 76,267 | 76,242 | |||||||
CNH | 43,200 | 04/01/24 | 2.923%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | 37 | 93,201 | 93,164 | |||||||
CNH | 23,500 | 06/19/24 | 2.900%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | 22 | 48,924 | 48,902 | |||||||
CNH | 125,090 | 06/20/24 | 2.900%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | 116 | 262,808 | 262,692 | |||||||
CNH | 28,500 | 07/01/24 | 2.900%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (41) | 58,915 | 58,956 | |||||||
CNH | 78,000 | 09/03/24 | 2.860%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (102) | 152,862 | 152,964 | |||||||
CNH | 24,300 | 09/19/24 | 2.940%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (19) | 57,385 | 57,404 |
126
PGIM Global Total Return 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.): | ||||||||||||||
CNH | 76,000 | 10/09/24 | 2.860%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | $ (39) | $ 139,733 | $ 139,772 | |||||||
CNH | 9,600 | 10/10/24 | 2.860%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (5) | 17,714 | 17,719 | |||||||
CNH | 98,660 | 11/01/24 | 3.120%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (313) | 365,481 | 365,794 | |||||||
CNH | 100,500 | 11/28/24 | 2.933%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (3,985) | 243,971 | 247,956 | |||||||
CNH | 80,000 | 12/05/24 | 2.940%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (132) | 196,213 | 196,345 | |||||||
CNH | 92,700 | 02/04/25 | 2.600%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | — | 43,037 | 43,037 | |||||||
CNH | 330,000 | 02/05/25 | 2.600%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (117) | 151,492 | 151,609 | |||||||
CNH | 18,100 | 03/10/25 | 2.300%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (19) | (29,550) | (29,531) | |||||||
CNH | 25,000 | 03/12/25 | 2.400%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (9) | (25,033) | (25,024) | |||||||
CNH | 149,980 | 05/08/25 | 1.860%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (595) | (672,164) | (671,569) | |||||||
CNH | 80,785 | 06/01/25 | 1.973%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | 59 | (322,467) | (322,526) | |||||||
CNH | 118,700 | 07/02/25 | 2.330%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (91) | (197,304) | (197,213) | |||||||
CNH | 161,860 | 07/13/25 | 2.653%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (221) | 76,379 | 76,600 | |||||||
COP | 25,830,000 | 07/19/28 | 6.150%(Q) | 1 Day COOIS(2)(Q) | — | 1,120,638 | 1,120,638 | |||||||
COP | 27,041,260 | 07/27/28 | 6.200%(Q) | 1 Day COOIS(2)(Q) | 543,297 | 1,193,233 | 649,936 |
127
PGIM Global Total Return 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.): | ||||||||||||||
COP | 13,388,000 | 11/28/28 | 6.380%(Q) | 1 Day COOIS(2)(Q) | $ — | $ 654,927 | $ 654,927 | |||||||
COP | 20,710,000 | 12/16/29 | 5.480%(Q) | 1 Day COOIS(2)(Q) | — | 579,047 | 579,047 | |||||||
COP | 21,300,000 | 02/13/30 | 5.100%(Q) | 1 Day COOIS(2)(Q) | — | 425,605 | 425,605 | |||||||
COP | 7,740,000 | 07/13/30 | 4.205%(Q) | 1 Day COOIS(2)(Q) | — | (13,533) | (13,533) | |||||||
CZK | 500,000 | 03/14/21 | 2.143%(A) | 6 Month PRIBOR(2)(S) | — | 181,469 | 181,469 | |||||||
CZK | 213,000 | 04/27/22 | 0.925%(A) | 6 Month PRIBOR(2)(S) | — | 71,455 | 71,455 | |||||||
CZK | 193,410 | 06/29/22 | 0.895%(A) | 6 Month PRIBOR(2)(S) | — | 80,019 | 80,019 | |||||||
CZK | 250,000 | 11/17/22 | 1.505%(A) | 6 Month PRIBOR(2)(S) | — | 382,803 | 382,803 | |||||||
CZK | 875,720 | 01/28/24 | 1.938%(A) | 6 Month PRIBOR(2)(S) | — | 2,318,791 | 2,318,791 | |||||||
CZK | 427,500 | 01/31/24 | 1.930%(A) | 6 Month PRIBOR(1)(S) | — | (1,124,834) | (1,124,834) | |||||||
CZK | 205,715 | 03/14/24 | 1.950%(A) | 6 Month PRIBOR(1)(S) | — | (433,419) | (433,419) | |||||||
CZK | 261,910 | 03/31/24 | 0.710%(A) | 6 Month PRIBOR(1)(S) | — | (29,536) | (29,536) | |||||||
CZK | 108,675 | 04/27/27 | 1.300%(A) | 6 Month PRIBOR(1)(S) | — | (189,172) | (189,172) | |||||||
CZK | 155,500 | 06/29/27 | 1.175%(A) | 6 Month PRIBOR(1)(S) | 139,131 | (220,957) | (360,088) | |||||||
CZK | 364,670 | 01/28/30 | 1.588%(A) | 6 Month PRIBOR(1)(S) | — | (1,379,384) | (1,379,384) | |||||||
CZK | 106,030 | 03/31/30 | 0.710%(A) | 6 Month PRIBOR(2)(S) | — | (57,398) | (57,398) | |||||||
DKK | 20,900 | 10/17/21 | 0.185%(A) | 6 Month CIBOR(2)(S) | (24,460) | 16,963 | 41,423 | |||||||
DKK | 13,600 | 05/04/25 | 0.825%(A) | 6 Month CIBOR(2)(S) | 29 | 108,459 | 108,430 | |||||||
DKK | 5,000 | 08/29/26 | 0.580%(A) | 6 Month CIBOR(2)(S) | 23 | 41,219 | 41,196 | |||||||
DKK | 1,300 | 10/21/26 | 0.673%(A) | 6 Month CIBOR(2)(S) | 19 | 11,731 | 11,712 | |||||||
DKK | 13,000 | 03/15/27 | 1.123%(A) | 6 Month CIBOR(2)(S) | — | 188,155 | 188,155 |
128
PGIM Global Total Return 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.): | ||||||||||||||
DKK | 1,865 | 06/22/27 | 0.987%(A) | 6 Month CIBOR(2)(S) | $ — | $ 23,585 | $ 23,585 | |||||||
EUR | 610 | 07/02/21 | 0.994%(A) | 6 Month EURIBOR(2)(S) | 63 | 9,847 | 9,784 | |||||||
EUR | 700 | 08/14/21 | 0.841%(A) | 3 Month EURIBOR(2)(Q) | 70 | 18,480 | 18,410 | |||||||
EUR | 650 | 03/02/22 | 0.072%(A) | 6 Month EURIBOR(2)(S) | (30,675) | 7,501 | 38,176 | |||||||
EUR | 8,200 | 06/29/22 | 0.219%(A) | 6 Month EURIBOR(1)(S) | — | (119,456) | (119,456) | |||||||
EUR | 21,000 | 09/08/22 | 0.140%(A) | 6 Month EURIBOR(1)(S) | — | (375,157) | (375,157) | |||||||
EUR | 15,140 | 05/11/25 | 0.100%(A) | 1 Day EONIA(1)(A) | (369,278) | (569,533) | (200,255) | |||||||
EUR | 1,000 | 06/04/29 | 2.002%(A) | 6 Month EURIBOR(2)(S) | 152 | 246,527 | 246,375 | |||||||
EUR | 3,260 | 11/11/29 | 1.453%(A) | 6 Month EURIBOR(2)(S) | 280,295 | 664,021 | 383,726 | |||||||
EUR | 1,800 | 01/14/30 | 1.022%(A) | 6 Month EURIBOR(2)(S) | 155 | 273,215 | 273,060 | |||||||
EUR | 2,000 | 03/02/31 | 0.825%(A) | 6 Month EURIBOR(2)(S) | (66,659) | 276,259 | 342,918 | |||||||
EUR | 700 | 04/07/31 | 0.819%(A) | 6 Month EURIBOR(2)(S) | 157 | 95,215 | 95,058 | |||||||
EUR | 450 | 05/03/31 | 1.048%(A) | 6 Month EURIBOR(2)(S) | 158 | 74,486 | 74,328 | |||||||
EUR | 1,500 | 07/04/31 | 0.672%(A) | 6 Month EURIBOR(2)(S) | 160 | 172,324 | 172,164 | |||||||
EUR | 570 | 08/02/31 | 0.584%(A) | 6 Month EURIBOR(2)(S) | 153 | 63,859 | 63,706 | |||||||
EUR | 1,500 | 08/26/31 | 0.562%(A) | 6 Month EURIBOR(2)(S) | 163 | 162,646 | 162,483 | |||||||
EUR | 700 | 09/09/31 | 0.558%(A) | 6 Month EURIBOR(2)(S) | 155 | 75,670 | 75,515 | |||||||
EUR | 1,700 | 12/14/31 | 1.217%(A) | 6 Month EURIBOR(2)(S) | 155 | 341,129 | 340,974 | |||||||
EUR | 1,850 | 12/19/31 | 1.160%(A) | 6 Month EURIBOR(2)(S) | 497 | 355,829 | 355,332 | |||||||
EUR | 2,300 | 12/19/31 | 1.161%(A) | 6 Month EURIBOR(2)(S) | (12,644) | 442,717 | 455,361 | |||||||
EUR | 2,600 | 12/27/31 | 1.082%(A) | 6 Month EURIBOR(2)(S) | 11,637 | 471,142 | 459,505 |
129
PGIM Global Total Return 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.): | ||||||||||||||
EUR | 6,400 | 02/23/32 | 1.180%(A) | 6 Month EURIBOR(2)(S) | $ 193 | $ 1,262,679 | $ 1,262,486 | |||||||
EUR | 4,680 | 03/29/32 | 1.170%(A) | 6 Month EURIBOR(2)(S) | 1,696 | 911,369 | 909,673 | |||||||
EUR | 1,400 | 04/04/32 | 1.145%(A) | 6 Month EURIBOR(2)(S) | — | 267,147 | 267,147 | |||||||
EUR | 2,000 | 04/10/32 | 1.105%(A) | 6 Month EURIBOR(2)(S) | — | 369,056 | 369,056 | |||||||
EUR | 4,150 | 05/11/32 | 1.100%(A) | 6 Month EURIBOR(2)(S) | (94,054) | 757,942 | 851,996 | |||||||
EUR | 7,000 | 06/28/32 | 0.785%(A) | 6 Month EURIBOR(2)(S) | (61,454) | 956,344 | 1,017,798 | |||||||
EUR | 3,050 | 10/30/32 | 1.302%(A) | 6 Month EURIBOR(2)(S) | — | 691,629 | 691,629 | |||||||
EUR | 14,225 | 05/11/33 | 1.000%(A) | 6 Month EURIBOR(2)(S) | (377,511) | 2,517,131 | 2,894,642 | |||||||
EUR | 3,135 | 12/28/35 | 1.559%(A) | 6 Month EURIBOR(2)(S) | 44,275 | 981,600 | 937,325 | |||||||
EUR | 2,155 | 06/02/36 | 1.072%(A) | 6 Month EURIBOR(2)(S) | 186,026 | 466,881 | 280,855 | |||||||
EUR | 600 | 09/26/36 | 0.749%(A) | 6 Month EURIBOR(2)(S) | 163 | 98,049 | 97,886 | |||||||
EUR | 600 | 09/28/36 | 0.729%(A) | 6 Month EURIBOR(2)(S) | 163 | 95,453 | 95,290 | |||||||
EUR | 1,000 | 11/02/36 | 0.958%(A) | 6 Month EURIBOR(2)(S) | 164 | 205,193 | 205,029 | |||||||
EUR | 1,500 | 02/02/37 | 1.355%(A) | 6 Month EURIBOR(2)(S) | 172 | 433,299 | 433,127 | |||||||
EUR | 3,505 | 05/05/39 | 0.045%(A) | 6 Month EURIBOR(2)(S) | — | 38,790 | 38,790 | |||||||
EUR | 365 | 05/11/39 | 1.100%(A) | 1 Day EONIA(2)(A) | 66,965 | 103,493 | 36,528 | |||||||
EUR | 3,190 | 05/11/42 | 1.350%(A) | 6 Month EURIBOR(2)(S) | (176,790) | 1,152,078 | 1,328,868 | |||||||
EUR | 1,235 | 07/04/42 | 1.001%(A) | 6 Month EURIBOR(2)(S) | (135,028) | 331,133 | 466,161 | |||||||
EUR | 3,000 | 05/11/45 | 1.150%(A) | 1 Day EONIA(2)(A) | 637,732 | 1,166,362 | 528,630 | |||||||
EUR | 1,000 | 03/30/46 | 1.058%(A) | 6 Month EURIBOR(2)(S) | (5,251) | 342,741 | 347,992 | |||||||
EUR | 9,135 | 05/11/49 | 1.450%(A) | 6 Month EURIBOR(2)(S) | 654,494 | 4,836,049 | 4,181,555 |
130
PGIM Global Total Return 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.): | ||||||||||||||
GBP | 510 | 06/30/21 | 2.469%(S) | 6 Month GBP LIBOR(2)(S) | $ 85 | $ 15,106 | $ 15,021 | |||||||
GBP | 12,450 | 12/07/27 | 1.110%(A) | 1 Day SONIA(1)(A) | — | (1,413,330) | (1,413,330) | |||||||
GBP | 29,797 | 10/22/28 | 0.680%(A) | 1 Day SONIA(1)(A) | — | (2,248,125) | (2,248,125) | |||||||
GBP | 2,320 | 05/08/29 | 1.100%(A) | 1 Day SONIA(1)(A) | (85,429) | (295,368) | (209,939) | |||||||
GBP | 3,023 | 05/04/30 | 0.207%(A) | 1 Day SONIA(2)(A) | (14) | 64,162 | 64,176 | |||||||
GBP | 4,680 | 05/08/34 | 1.300%(S) | 6 Month GBP LIBOR(2)(S) | (189,601) | 784,110 | 973,711 | |||||||
GBP | 5,890 | 04/30/40 | 0.219%(A) | 1 Day SONIA(2)(A) | (31) | 90,127 | 90,158 | |||||||
GBP | 650 | 05/08/44 | 1.250%(A) | 1 Day SONIA(2)(A) | 97,699 | 218,562 | 120,863 | |||||||
GBP | 9,280 | 05/08/46 | 1.250%(A) | 1 Day SONIA(2)(A) | 2,009,317 | 3,376,816 | 1,367,499 | |||||||
GBP | 3,440 | 05/08/49 | 1.250%(A) | 1 Day SONIA(2)(A) | 747,125 | 1,397,041 | 649,916 | |||||||
GBP | 740 | 05/08/49 | 1.400%(S) | 6 Month GBP LIBOR(2)(S) | (37,527) | 266,732 | 304,259 | |||||||
GBP | 1,170 | 04/30/70 | 0.024%(A) | 1 Day SONIA(1)(A) | (2) | 54,830 | 54,832 | |||||||
GBP | 2,370 | 04/30/70 | 0.026%(A) | 1 Day SONIA(1)(A) | (3) | 107,310 | 107,313 | |||||||
GBP | 623 | 05/04/70 | 0.047%(A) | 1 Day SONIA(1)(A) | — | 19,887 | 19,887 | |||||||
HKD | 151,850 | 03/13/21 | 2.138%(Q) | 3 Month HIBOR(2)(Q) | — | 219,845 | 219,845 | |||||||
HKD | 171,690 | 03/13/21 | 2.145%(Q) | 3 Month HIBOR(2)(Q) | — | 249,823 | 249,823 | |||||||
HKD | 100,000 | 04/01/21 | 1.850%(Q) | 3 Month HIBOR(2)(Q) | (10) | 120,881 | 120,891 | |||||||
HKD | 95,120 | 09/03/26 | 1.538%(Q) | 3 Month HIBOR(1)(Q) | (535) | (686,466) | (685,931) | |||||||
HUF | 4,636,000 | 01/23/25 | 1.095%(A) | 6 Month BUBOR(2)(S) | (26,780) | 347,105 | 373,885 | |||||||
HUF | 370,000 | 03/18/26 | 2.140%(A) | 6 Month BUBOR(2)(S) | 13,338 | 101,193 | 87,855 | |||||||
HUF | 1,667,000 | 12/23/26 | 3.755%(A) | 6 Month BUBOR(2)(S) | 34 | 791,151 | 791,117 |
131
PGIM Global Total Return 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.): | ||||||||||||||
HUF | 6,237,270 | 06/12/28 | 3.750%(A) | 6 Month BUBOR(2)(S) | $ — | $ 2,648,878 | $ 2,648,878 | |||||||
HUF | 1,677,900 | 07/15/29 | 1.650%(A) | 6 Month BUBOR(2)(S) | — | 275,970 | 275,970 | |||||||
HUF | 2,516,000 | 12/09/29 | 1.245%(A) | 6 Month BUBOR(2)(S) | — | 130,898 | 130,898 | |||||||
HUF | 499,000 | 02/13/30 | 1.595%(A) | 6 Month BUBOR(2)(S) | — | 79,918 | 79,918 | |||||||
JPY | 19,585,210 | 12/17/20 | 0.015%(S) | 6 Month JPY LIBOR(1)(S) | — | (25,002) | (25,002) | |||||||
JPY | 4,887,930 | 01/29/21 | (0.014)%(S) | 6 Month JPY LIBOR(1)(S) | — | (3,732) | (3,732) | |||||||
JPY | 32,800 | 07/04/21 | (0.156)%(S) | 6 Month JPY LIBOR(2)(S) | (5,405) | (394) | 5,011 | |||||||
JPY | 1,000,000 | 01/08/22 | (0.120)%(S) | 6 Month JPY LIBOR(2)(S) | — | (11,537) | (11,537) | |||||||
JPY | 2,000,000 | 01/08/22 | (0.100)%(S) | 6 Month JPY LIBOR(2)(S) | — | (17,360) | (17,360) | |||||||
JPY | 3,276,010 | 12/20/24 | 0.126%(S) | 6 Month JPY LIBOR(2)(S) | (40,091) | 249,811 | 289,902 | |||||||
JPY | 950,000 | 01/15/25 | 0.000%(S) | 6 Month JPY LIBOR(2)(S) | — | 22,534 | 22,534 | |||||||
JPY | 135,000 | 02/20/29 | 1.260%(S) | 6 Month JPY LIBOR(2)(S) | 42,271 | 146,424 | 104,153 | |||||||
JPY | 50,000 | 04/02/29 | 1.288%(S) | 6 Month JPY LIBOR(2)(S) | 4 | 55,273 | 55,269 | |||||||
JPY | 100,000 | 08/18/29 | 1.070%(S) | 6 Month JPY LIBOR(2)(S) | 9 | 96,556 | 96,547 | |||||||
JPY | 100,000 | 08/28/29 | 1.043%(S) | 6 Month JPY LIBOR(2)(S) | 9 | 94,067 | 94,058 | |||||||
JPY | 200,000 | 09/09/29 | 1.061%(S) | 6 Month JPY LIBOR(2)(S) | (1,111) | 192,195 | 193,306 | |||||||
JPY | 655,000 | 09/29/29 | 1.064%(S) | 6 Month JPY LIBOR(2)(S) | 352,581 | 627,781 | 275,200 | |||||||
JPY | 300,000 | 07/02/30 | 0.047%(S) | 6 Month JPY LIBOR(2)(S) | — | 8,171 | 8,171 | |||||||
JPY | 200,000 | 04/01/31 | 0.319%(S) | 6 Month JPY LIBOR(2)(S) | 22 | 59,946 | 59,924 | |||||||
JPY | 215,000 | 05/06/31 | 0.354%(S) | 6 Month JPY LIBOR(2)(S) | 24 | 71,403 | 71,379 | |||||||
JPY | 150,000 | 07/07/31 | 0.071%(S) | 6 Month JPY LIBOR(2)(S) | 13 | 5,224 | 5,211 |
132
PGIM Global Total Return 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.): | ||||||||||||||
JPY | 256,500 | 08/15/31 | 0.223%(S) | 6 Month JPY LIBOR(2)(S) | $ 22 | $ 51,729 | $ 51,707 | |||||||
JPY | 130,000 | 08/30/31 | 0.217%(S) | 6 Month JPY LIBOR(2)(S) | 12 | 25,430 | 25,418 | |||||||
JPY | 120,000 | 09/08/31 | 0.316%(S) | 6 Month JPY LIBOR(2)(S) | 11 | 36,720 | 36,709 | |||||||
JPY | 190,000 | 09/21/31 | 0.328%(S) | 6 Month JPY LIBOR(2)(S) | 24 | 59,816 | 59,792 | |||||||
JPY | 350,000 | 10/14/31 | 0.270%(S) | 6 Month JPY LIBOR(2)(S) | 42 | 86,530 | 86,488 | |||||||
JPY | 200,000 | 04/06/32 | 0.484%(S) | 6 Month JPY LIBOR(2)(S) | — | 98,365 | 98,365 | |||||||
JPY | 159,520 | 04/07/32 | 0.491%(S) | 6 Month JPY LIBOR(2)(S) | — | 79,681 | 79,681 | |||||||
JPY | 1,200,000 | 05/19/32 | 0.023%(S) | 6 Month JPY LIBOR(2)(S) | — | (44,640) | (44,640) | |||||||
JPY | 800,000 | 05/29/32 | 0.016%(S) | 6 Month JPY LIBOR(2)(S) | — | (36,127) | (36,127) | |||||||
JPY | 140,000 | 06/07/32 | 0.451%(S) | 6 Month JPY LIBOR(2)(S) | — | 63,063 | 63,063 | |||||||
JPY | 71,000 | 09/21/32 | 0.463%(S) | 6 Month JPY LIBOR(2)(S) | — | 34,053 | 34,053 | |||||||
JPY | 160,000 | 11/14/32 | 2.390%(S) | 6 Month JPY LIBOR(2)(S) | (23,677) | 349,226 | 372,903 | |||||||
JPY | 180,000 | 11/05/34 | 1.293%(S) | 6 Month JPY LIBOR(2)(S) | 77,056 | 293,850 | 216,794 | |||||||
JPY | 70,000 | 12/03/34 | 1.265%(S) | 6 Month JPY LIBOR(2)(S) | 8 | 111,476 | 111,468 | |||||||
JPY | 260,000 | 01/07/35 | 1.108%(S) | 6 Month JPY LIBOR(2)(S) | 28 | 357,149 | 357,121 | |||||||
JPY | 50,000 | 01/22/35 | 0.950%(S) | 6 Month JPY LIBOR(2)(S) | 6 | 57,784 | 57,778 | |||||||
JPY | 120,000 | 02/12/35 | 1.161%(S) | 6 Month JPY LIBOR(2)(S) | 14 | 179,860 | 179,846 | |||||||
JPY | 320,000 | 02/24/35 | 1.200%(S) | 6 Month JPY LIBOR(2)(S) | 36 | 497,050 | 497,014 | |||||||
JPY | 160,000 | 03/03/35 | 1.153%(S) | 6 Month JPY LIBOR(2)(S) | 18 | 237,779 | 237,761 | |||||||
JPY | 350,000 | 05/07/35 | 0.073%(S) | 6 Month JPY LIBOR(2)(S) | — | (20,412) | (20,412) | |||||||
JPY | 90,000 | 02/04/36 | 0.816%(S) | 6 Month JPY LIBOR(2)(S) | 10 | 94,629 | 94,619 |
133
PGIM Global Total Return 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.): | ||||||||||||||
JPY | 65,000 | 05/16/36 | 0.446%(S) | 6 Month JPY LIBOR(2)(S) | $ 9 | $ 30,997 | $ 30,988 | |||||||
JPY | 110,000 | 05/27/36 | 0.460%(S) | 6 Month JPY LIBOR(2)(S) | 16 | 54,607 | 54,591 | |||||||
JPY | 60,000 | 07/22/36 | 0.240%(S) | 6 Month JPY LIBOR(2)(S) | 10 | 9,550 | 9,540 | |||||||
JPY | 300,000 | 10/04/36 | 0.363%(S) | 6 Month JPY LIBOR(2)(S) | 39 | 105,827 | 105,788 | |||||||
JPY | 150,000 | 11/02/36 | 0.423%(S) | 6 Month JPY LIBOR(2)(S) | 19 | 66,536 | 66,517 | |||||||
JPY | 400,000 | 12/14/36 | 0.723%(S) | 6 Month JPY LIBOR(2)(S) | 44 | 363,092 | 363,048 | |||||||
JPY | 150,000 | 12/22/36 | 0.641%(S) | 6 Month JPY LIBOR(2)(S) | 17 | 116,933 | 116,916 | |||||||
JPY | 250,000 | 01/06/37 | 0.675%(S) | 6 Month JPY LIBOR(2)(S) | 28 | 207,953 | 207,925 | |||||||
JPY | 275,500 | 02/15/37 | 0.729%(S) | 6 Month JPY LIBOR(2)(S) | 31 | 260,650 | 260,619 | |||||||
JPY | 130,000 | 02/23/37 | 0.748%(S) | 6 Month JPY LIBOR(2)(S) | 15 | 126,914 | 126,899 | |||||||
JPY | 100,000 | 03/02/37 | 0.686%(S) | 6 Month JPY LIBOR(2)(S) | — | 87,695 | 87,695 | |||||||
JPY | 273,000 | 03/09/37 | 0.701%(S) | 6 Month JPY LIBOR(2)(S) | 13,806 | 246,583 | 232,777 | |||||||
JPY | 200,000 | 03/29/37 | 0.684%(S) | 6 Month JPY LIBOR(2)(S) | — | 174,003 | 174,003 | |||||||
JPY | 94,310 | 05/08/37 | 0.623%(S) | 6 Month JPY LIBOR(2)(S) | — | 72,076 | 72,076 | |||||||
JPY | 200,000 | 05/15/37 | 0.688%(S) | 6 Month JPY LIBOR(2)(S) | — | 173,718 | 173,718 | |||||||
JPY | 150,000 | 06/02/37 | 0.640%(S) | 6 Month JPY LIBOR(2)(S) | — | 118,513 | 118,513 | |||||||
JPY | 80,000 | 06/19/37 | 0.625%(S) | 6 Month JPY LIBOR(2)(S) | — | 61,172 | 61,172 | |||||||
JPY | 82,000 | 06/21/37 | 0.628%(S) | 6 Month JPY LIBOR(2)(S) | — | 63,010 | 63,010 | |||||||
JPY | 125,000 | 06/30/37 | 0.629%(S) | 6 Month JPY LIBOR(2)(S) | — | 96,180 | 96,180 | |||||||
JPY | 105,000 | 07/04/37 | 0.659%(S) | 6 Month JPY LIBOR(2)(S) | — | 85,907 | 85,907 | |||||||
JPY | 285,000 | 07/26/37 | 0.676%(S) | 6 Month JPY LIBOR(2)(S) | — | 241,326 | 241,326 |
134
PGIM Global Total Return 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.): | ||||||||||||||
JPY | 117,300 | 08/02/37 | 0.683%(S) | 6 Month JPY LIBOR(2)(S) | $ — | $ 103,814 | $ 103,814 | |||||||
JPY | 160,000 | 08/09/37 | 0.679%(S) | 6 Month JPY LIBOR(2)(S) | — | 140,477 | 140,477 | |||||||
JPY | 500,000 | 09/04/37 | 0.663%(S) | 6 Month JPY LIBOR(2)(S) | — | 427,352 | 427,352 | |||||||
JPY | 175,000 | 09/27/37 | 0.670%(S) | 6 Month JPY LIBOR(2)(S) | — | 151,209 | 151,209 | |||||||
JPY | 300,000 | 11/02/37 | 0.734%(S) | 6 Month JPY LIBOR(2)(S) | — | 288,500 | 288,500 | |||||||
JPY | 350,000 | 12/04/37 | 0.730%(S) | 6 Month JPY LIBOR(2)(S) | — | 333,491 | 333,491 | |||||||
JPY | 900,000 | 01/04/38 | 0.757%(S) | 6 Month JPY LIBOR(2)(S) | 143,146 | 894,673 | 751,527 | |||||||
JPY | 224,000 | 01/11/38 | 0.831%(S) | 6 Month JPY LIBOR(2)(S) | — | 250,229 | 250,229 | |||||||
JPY | 800,000 | 03/28/38 | 0.656%(S) | 6 Month JPY LIBOR(2)(S) | — | 680,888 | 680,888 | |||||||
JPY | 1,000,000 | 04/04/38 | 0.681%(S) | 6 Month JPY LIBOR(2)(S) | — | 885,702 | 885,702 | |||||||
JPY | 675,000 | 04/06/38 | 0.655%(S) | 6 Month JPY LIBOR(2)(S) | — | 568,237 | 568,237 | |||||||
JPY | 1,815,000 | 04/18/38 | 0.675%(S) | 6 Month JPY LIBOR(2)(S) | (45,548) | 1,586,586 | 1,632,134 | |||||||
JPY | 600,000 | 08/10/38 | 0.822%(S) | 6 Month JPY LIBOR(2)(S) | — | 690,904 | 690,904 | |||||||
JPY | 2,430,385 | 12/03/38 | 0.600%(S) | 6 Month JPY LIBOR(2)(S) | 572,964 | 1,823,311 | 1,250,347 | |||||||
JPY | 480,000 | 11/27/39 | 0.258%(S) | 6 Month JPY LIBOR(2)(S) | — | 65,422 | 65,422 | |||||||
JPY | 969,000 | 12/03/39 | 0.650%(S) | 6 Month JPY LIBOR(2)(S) | 633,709 | 831,608 | 197,899 | |||||||
JPY | 1,200,000 | 01/08/40 | 0.230%(S) | 6 Month JPY LIBOR(2)(S) | — | 99,431 | 99,431 | |||||||
JPY | 1,500,000 | 01/08/40 | 0.250%(S) | 6 Month JPY LIBOR(2)(S) | — | 179,457 | 179,457 | |||||||
JPY | 745,000 | 02/06/40 | 0.223%(S) | 6 Month JPY LIBOR(2)(S) | — | 56,626 | 56,626 | |||||||
JPY | 800,000 | 03/25/40 | 0.171%(S) | 6 Month JPY LIBOR(2)(S) | — | (20,303) | (20,303) | |||||||
JPY | 166,000 | 05/09/43 | 0.820%(S) | 6 Month JPY LIBOR(2)(S) | — | 215,211 | 215,211 |
135
PGIM Global Total Return 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.): | ||||||||||||||
JPY | 610,000 | 07/04/43 | 0.763%(S) | 6 Month JPY LIBOR(2)(S) | $ — | $ 711,879 | $ 711,879 | |||||||
JPY | 110,291 | 04/15/46 | 0.560%(S) | 6 Month JPY LIBOR(2)(S) | — | 85,128 | 85,128 | |||||||
JPY | 26,000 | 10/04/47 | 0.942%(S) | 6 Month JPY LIBOR(2)(S) | — | 46,292 | 46,292 | |||||||
JPY | 560,000 | 11/24/47 | 0.888%(S) | 6 Month JPY LIBOR(2)(S) | — | 915,364 | 915,364 | |||||||
JPY | 500,000 | 05/29/50 | 0.186%(S) | 6 Month JPY LIBOR(2)(S) | — | (112,494) | (112,494) | |||||||
KRW | 20,090,000 | 08/16/20 | 1.915%(Q) | 3 Month KWCDC(2)(Q) | — | 37,532 | 37,532 | |||||||
KRW | 46,100,000 | 01/07/21 | 1.733%(Q) | 3 Month KWCDC(2)(Q) | — | 187,781 | 187,781 | |||||||
KRW | 20,447,900 | 09/10/28 | 2.043%(Q) | 3 Month KWCDC(2)(Q) | 676,025 | 1,594,829 | 918,804 | |||||||
KRW | 3,120,000 | 10/18/29 | 1.313%(Q) | 3 Month KWCDC(2)(Q) | 9 | 96,871 | 96,862 | |||||||
KRW | 11,000,000 | 02/05/30 | 1.319%(Q) | 3 Month KWCDC(2)(Q) | 24 | 356,830 | 356,806 | |||||||
KRW | 2,455,000 | 04/27/30 | 1.065%(Q) | 3 Month KWCDC(2)(Q) | 2 | 31,064 | 31,062 | |||||||
KRW | 10,000,000 | 07/16/30 | 1.000%(Q) | 3 Month KWCDC(2)(Q) | (48) | 75,270 | 75,318 | |||||||
MXN | 33,500 | 10/12/27 | 7.350%(M) | 28 Day Mexican Interbank Rate(2)(M) | — | 197,854 | 197,854 | |||||||
MXN | 305,790 | 02/27/29 | 8.260%(M) | 28 Day Mexican Interbank Rate(2)(M) | 82,474 | 2,795,481 | 2,713,007 | |||||||
MXN | 271,000 | 07/10/30 | 5.680%(M) | 28 Day Mexican Interbank Rate(2)(M) | (155) | 103,094 | 103,249 | |||||||
NOK | 207,900 | 01/24/22 | 1.880%(A) | 6 Month NIBOR(2)(S) | 177,727 | 717,874 | 540,147 | |||||||
NOK | 29,500 | 02/23/23 | 1.350%(A) | 6 Month NIBOR(2)(S) | (2,448) | 64,186 | 66,634 | |||||||
NOK | 75,600 | 01/24/25 | 1.823%(A) | 6 Month NIBOR(1)(S) | (12,241) | (550,847) | (538,606) | |||||||
NOK | 26,300 | 03/15/27 | 2.103%(A) | 6 Month NIBOR(2)(S) | 15,540 | 272,081 | 256,541 | |||||||
NOK | 6,725 | 06/23/27 | 1.825%(A) | 6 Month NIBOR(2)(S) | — | 58,597 | 58,597 |
136
PGIM Global Total Return 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.): | ||||||||||||||
NOK | 20,000 | 04/18/28 | 2.215%(A) | 6 Month NIBOR(2)(S) | $ — | $ 256,416 | $ 256,416 | |||||||
NOK | 36,000 | 02/07/29 | 2.083%(A) | 6 Month NIBOR(2)(S) | — | 441,566 | 441,566 | |||||||
NOK | 48,000 | 10/07/29 | 1.660%(A) | 6 Month NIBOR(2)(S) | — | 462,132 | 462,132 | |||||||
NZD | 1,235 | 10/03/22 | 2.740%(S) | 3 Month BBR(2)(Q) | — | 52,543 | 52,543 | |||||||
NZD | 2,830 | 04/26/23 | 2.733%(S) | 3 Month BBR(2)(Q) | (46,040) | 143,962 | 190,002 | |||||||
NZD | 1,750 | 03/13/24 | 5.080%(S) | 3 Month BBR(2)(Q) | 20,796 | 226,697 | 205,901 | |||||||
NZD | 2,500 | 03/15/24 | 3.355%(S) | 3 Month BBR(2)(Q) | 1,830 | 209,517 | 207,687 | |||||||
NZD | 1,550 | 07/04/24 | 3.100%(S) | 3 Month BBR(2)(Q) | — | 118,377 | 118,377 | |||||||
NZD | 3,500 | 01/10/27 | 3.420%(S) | 3 Month BBR(2)(Q) | 61,418 | 457,302 | 395,884 | |||||||
NZD | 5,000 | 04/18/28 | 3.193%(S) | 3 Month BBR(2)(Q) | — | 721,530 | 721,530 | |||||||
NZD | 6,450 | 11/28/28 | 2.950%(S) | 3 Month BBR(2)(Q) | — | 881,374 | 881,374 | |||||||
NZD | 9,250 | 07/22/29 | 1.768%(S) | 3 Month BBR(2)(Q) | — | 661,985 | 661,985 | |||||||
NZD | 9,000 | 10/07/29 | 1.130%(S) | 3 Month BBR(2)(Q) | — | 322,852 | 322,852 | |||||||
PLN | 73,670 | 08/24/23 | 2.390%(A) | 6 Month WIBOR(2)(S) | — | 1,534,406 | 1,534,406 | |||||||
PLN | 11,000 | 09/09/23 | 1.900%(A) | 6 Month WIBOR(2)(S) | (291,119) | 171,407 | 462,526 | |||||||
PLN | 60,110 | 11/13/23 | 2.570%(A) | 6 Month WIBOR(2)(S) | — | 1,443,215 | 1,443,215 | |||||||
PLN | 18,100 | 04/11/24 | 2.020%(A) | 6 Month WIBOR(2)(S) | 20,828 | 312,797 | 291,969 | |||||||
PLN | 83,750 | 06/21/24 | 1.750%(A) | 6 Month WIBOR(2)(S) | — | 1,235,882 | 1,235,882 | |||||||
PLN | 30,000 | 03/28/28 | 2.895%(A) | 6 Month WIBOR(2)(S) | — | 1,368,049 | 1,368,049 | |||||||
PLN | 24,980 | 06/12/28 | 3.070%(A) | 6 Month WIBOR(1)(S) | — | (1,248,668) | (1,248,668) | |||||||
PLN | 3,540 | 07/11/28 | 2.935%(A) | 6 Month WIBOR(2)(S) | — | 166,193 | 166,193 |
137
PGIM Global Total Return 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.): | ||||||||||||||
SEK | 13,000 | 09/15/21 | (0.003)%(A) | 3 Month STIBOR(2)(Q) | $ 12 | $ (403) | $ (415) | |||||||
SEK | 27,200 | 12/15/21 | 0.203%(A) | 3 Month STIBOR(2)(Q) | (297) | 11,880 | 12,177 | |||||||
SEK | 12,700 | 04/25/23 | 0.750%(A) | 3 Month STIBOR(2)(Q) | 20 | 31,808 | 31,788 | |||||||
SEK | 38,380 | 07/11/23 | 0.458%(A) | 3 Month STIBOR(2)(Q) | — | 56,574 | 56,574 | |||||||
SEK | 15,550 | 03/15/24 | 0.840%(A) | 3 Month STIBOR(2)(Q) | — | 55,742 | 55,742 | |||||||
SEK | 12,700 | 08/29/24 | 1.657%(A) | 3 Month STIBOR(2)(Q) | 17,304 | 115,301 | 97,997 | |||||||
SEK | 3,000 | 11/16/25 | 1.485%(A) | 3 Month STIBOR(2)(Q) | 16 | 28,250 | 28,234 | |||||||
SEK | 6,000 | 12/09/25 | 1.505%(A) | 3 Month STIBOR(2)(Q) | 18 | 57,313 | 57,295 | |||||||
SEK | 15,000 | 06/27/26 | 1.001%(A) | 3 Month STIBOR(2)(Q) | 27 | 88,602 | 88,575 | |||||||
SEK | 15,390 | 06/22/27 | 1.031%(A) | 3 Month STIBOR(2)(Q) | — | 105,242 | 105,242 | |||||||
SEK | 58,000 | 03/27/28 | 1.267%(A) | 3 Month STIBOR(2)(Q) | — | 566,518 | 566,518 | |||||||
SEK | 8,535 | 07/11/28 | 1.141%(A) | 3 Month STIBOR(2)(Q) | — | 72,166 | 72,166 | |||||||
SEK | 33,000 | 11/28/28 | 1.188%(A) | 3 Month STIBOR(2)(Q) | 47,283 | 327,731 | 280,448 | |||||||
SEK | 40,000 | 06/20/29 | 0.550%(A) | 3 Month STIBOR(2)(Q) | — | 119,517 | 119,517 | |||||||
SEK | 16,000 | 10/07/29 | 0.180%(A) | 3 Month STIBOR(2)(Q) | — | (13,341) | (13,341) | |||||||
SEK | 30,000 | 11/05/29 | 0.457%(A) | 3 Month STIBOR(2)(Q) | — | 66,264 | 66,264 | |||||||
SEK | 78,000 | 01/24/30 | 0.605%(A) | 3 Month STIBOR(2)(Q) | — | 297,245 | 297,245 | |||||||
SEK | 70,000 | 07/13/30 | 0.308%(A) | 3 Month STIBOR(2)(Q) | — | 2,025 | 2,025 | |||||||
SGD | 15,540 | 05/21/23 | 2.030%(S) | 6 Month SIBOR(1)(S) | — | (541,759) | (541,759) | |||||||
SGD | 10,240 | 03/19/24 | 2.025%(S) | 6 Month SIBOR(2)(S) | — | 443,756 | 443,756 | |||||||
SGD | 8,330 | 05/21/28 | 2.436%(S) | 6 Month SIBOR(2)(S) | — | 846,738 | 846,738 |
138
PGIM Global Total Return 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.): | ||||||||||||||
SGD | 6,000 | 04/02/29 | 2.170%(S) | 6 Month SIBOR(2)(S) | $ — | $ 556,662 | $ 556,662 | |||||||
SGD | 3,610 | 10/21/29 | 1.685%(S) | 6 Month SIBOR(2)(S) | — | 236,786 | 236,786 | |||||||
THB | 173,600 | 04/28/30 | 1.020%(S) | 6 Month BKIBOR(2)(S) | — | 36,357 | 36,357 | |||||||
THB | 72,900 | 06/25/30 | 0.990%(S) | 6 Month BKIBOR(2)(S) | — | 10,133 | 10,133 | |||||||
THB | 200,200 | 07/03/30 | 1.028%(S) | 6 Month BKIBOR(2)(S) | — | 49,404 | 49,404 | |||||||
91,190 | 03/16/21 | 0.109%(T) | 1 Day USOIS(1)(T) | — | (45,311) | (45,311) | ||||||||
94,722 | 06/09/21 | 0.395%(A) | 1 Day USOIS(1)(A) | — | (336,610) | (336,610) | ||||||||
139,100 | 09/12/21 | 0.260%(A) | 1 Day USOIS(1)(A) | — | (453,012) | (453,012) | ||||||||
93,105 | 03/10/22 | 0.330%(A) | 1 Day USOIS(1)(A) | — | (565,261) | (565,261) | ||||||||
187,500 | 05/29/22 | 0.014%(A) | 1 Day USOIS(1)(A) | 154,832 | (25,947) | (180,779) | ||||||||
88,904 | 05/31/24 | 1.350%(A) | 1 Day USOIS(1)(A) | — | (4,886,520) | (4,886,520) | ||||||||
4,980 | 08/15/44 | 2.392%(A) | 1 Day USOIS(1)(A) | — | (2,185,197) | (2,185,197) | ||||||||
4,050 | 11/15/45 | 0.508%(A) | 1 Day USOIS(1)(A) | 113,173 | 41,858 | (71,315) | ||||||||
4,100 | 05/20/50 | 0.691%(A) | 1 Day USOIS(1)(A) | — | (155,368) | (155,368) | ||||||||
ZAR | 755,000 | 02/28/21 | 7.150%(Q) | 3 Month JIBAR(2)(Q) | — | 1,120,731 | 1,120,731 | |||||||
ZAR | 228,000 | 06/21/21 | 7.465%(Q) | 3 Month JIBAR(2)(Q) | (482) | 502,100 | 502,582 | |||||||
ZAR | 665,000 | 02/28/24 | 7.475%(Q) | 3 Month JIBAR(1)(Q) | — | (4,197,885) | (4,197,885) | |||||||
ZAR | 16,800 | 05/12/26 | 8.680%(Q) | 3 Month JIBAR(2)(Q) | 15 | 169,066 | 169,051 | |||||||
ZAR | 27,500 | 06/30/27 | 8.015%(Q) | 3 Month JIBAR(2)(Q) | (134) | 197,387 | 197,521 | |||||||
ZAR | 68,200 | 11/07/27 | 8.360%(Q) | 3 Month JIBAR(2)(Q) | 45 | 578,732 | 578,687 | |||||||
ZAR | 43,090 | 01/17/28 | 7.833%(Q) | 3 Month JIBAR(2)(Q) | — | 258,429 | 258,429 |
139
PGIM Global Total Return 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.): | ||||||||||||||
ZAR | 35,000 | 04/16/28 | 7.655%(Q) | 3 Month JIBAR(2)(Q) | $ (1,080) | $ 179,038 | $ 180,118 | |||||||
ZAR | 176,800 | 07/16/28 | 8.170%(Q) | 3 Month JIBAR(2)(Q) | 611 | 1,212,971 | 1,212,360 | |||||||
ZAR | 200,000 | 02/28/29 | 8.035%(Q) | 3 Month JIBAR(2)(Q) | — | 1,225,503 | 1,225,503 | |||||||
ZAR | 46,800 | 06/21/29 | 7.685%(Q) | 3 Month JIBAR(2)(Q) | (211) | 198,396 | 198,607 | |||||||
ZAR | 140,000 | 10/03/29 | 7.580%(Q) | 3 Month JIBAR(2)(Q) | — | 482,557 | 482,557 | |||||||
ZAR | 30,000 | 11/01/29 | 7.820%(Q) | 3 Month JIBAR(2)(Q) | (210) | 141,620 | 141,830 | |||||||
ZAR | 344,070 | 03/26/30 | 9.200%(Q) | 3 Month JIBAR(2)(Q) | (7,458) | 3,517,462 | 3,524,920 | |||||||
ZAR | 56,000 | 05/06/30 | 7.650%(Q) | 3 Month JIBAR(2)(Q) | (495) | 194,088 | 194,583 | |||||||
$7,544,841 | $100,533,917 | $92,989,076 |
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Fair Value | Upfront Premiums Paid(Received) | Unrealized Appreciation (Depreciation) | Counterparty | ||||||||
OTC Interest Rate Swap Agreements: | |||||||||||||||
CLP | 2,890,000 | 02/09/27 | 4.120%(S) | 1 Day CLOIS(2)(S) | $ 720,567 | $ — | $ 720,567 | Morgan Stanley & Co. International PLC | |||||||
CLP | 94,000 | 12/19/27 | 4.370%(S) | 1 Day CLOIS(2)(S) | 24,735 | — | 24,735 | Morgan Stanley & Co. International PLC | |||||||
CLP | 2,420,000 | 12/20/27 | 4.260%(S) | 1 Day CLOIS(2)(S) | 610,497 | — | 610,497 | Morgan Stanley & Co. International PLC | |||||||
CLP | 842,800 | 01/23/28 | 4.245%(S) | 1 Day CLOIS(2)(S) | 210,585 | — | 210,585 | Morgan Stanley & Co. International PLC | |||||||
CLP | 2,168,000 | 01/26/28 | 4.210%(S) | 1 Day CLOIS(2)(S) | 541,199 | — | 541,199 | Morgan Stanley & Co. International PLC |
140
PGIM Global Total Return 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 | Fair Value | Upfront Premiums Paid(Received) | Unrealized Appreciation (Depreciation) | Counterparty | ||||||||
OTC Interest Rate Swap Agreements (cont’d.): | |||||||||||||||
CLP | 1,080,000 | 02/01/28 | 4.200%(S) | 1 Day CLOIS(2)(S) | $ 291,889 | $ — | $ 291,889 | Morgan Stanley & Co. International PLC | |||||||
CLP | 1,750,000 | 03/27/28 | 4.220%(S) | 1 Day CLOIS(2)(S) | 470,498 | — | 470,498 | Citibank, N.A. | |||||||
CLP | 2,092,000 | 05/17/28 | 4.270%(S) | 1 Day CLOIS(2)(S) | 561,730 | — | 561,730 | Citibank, N.A. | |||||||
CNH | 10,000 | 04/02/26 | 3.120%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | 37,645 | 3 | 37,642 | Citibank, N.A. | |||||||
COP | 4,351,000 | 11/01/26 | 6.590%(Q) | 1 Day COOIS(2)(Q) | 224,513 | — | 224,513 | Morgan Stanley & Co. International PLC | |||||||
COP | 10,220,000 | 11/04/26 | 6.770%(Q) | 1 Day COOIS(2)(Q) | 556,582 | — | 556,582 | Morgan Stanley & Co. International PLC | |||||||
COP | 13,700,000 | 06/02/27 | 5.910%(Q) | 1 Day COOIS(2)(Q) | 556,080 | — | 556,080 | Morgan Stanley & Co. International PLC | |||||||
COP | 5,437,000 | 01/23/28 | 6.035%(Q) | 1 Day COOIS(2)(Q) | 225,669 | — | 225,669 | Morgan Stanley & Co. International PLC | |||||||
COP | 6,670,000 | 01/26/28 | 6.000%(Q) | 1 Day COOIS(2)(Q) | 268,034 | — | 268,034 | Morgan Stanley & Co. International PLC | |||||||
COP | 5,607,000 | 02/01/28 | 6.020%(Q) | 1 Day COOIS(2)(Q) | 242,246 | — | 242,246 | Morgan Stanley & Co. International PLC | |||||||
COP | 9,400,000 | 07/18/28 | 6.150%(Q) | 1 Day COOIS(2)(Q) | 407,844 | — | 407,844 | Morgan Stanley & Co. International PLC | |||||||
ILS | 7,500 | 12/09/22 | 1.530%(A) | 3 Month TELBOR(2)(Q) | 97,053 | — | 97,053 | Citibank, N.A. | |||||||
ILS | 3,200 | 03/06/23 | 3.525%(A) | 3 Month TELBOR(2)(Q) | 97,122 | — | 97,122 | Deutsche Bank AG |
141
PGIM Global Total Return 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 | Fair Value | Upfront Premiums Paid(Received) | Unrealized Appreciation (Depreciation) | Counterparty | ||||||||
OTC Interest Rate Swap Agreements (cont’d.): | |||||||||||||||
ILS | 4,200 | 06/27/23 | 3.730%(A) | 3 Month TELBOR(2)(Q) | $ 134,257 | $ — | $ 134,257 | Credit Suisse International | |||||||
ILS | 3,000 | 04/26/26 | 1.685%(A) | 3 Month TELBOR(2)(Q) | 75,609 | — | 75,609 | JPMorgan Chase Bank, N.A. | |||||||
ILS | 5,000 | 06/24/26 | 1.660%(A) | 3 Month TELBOR(2)(Q) | 121,814 | — | 121,814 | Citibank, N.A. | |||||||
ILS | 4,000 | 09/19/26 | 1.600%(A) | 3 Month TELBOR(2)(Q) | 109,707 | — | 109,707 | Barclays Bank PLC | |||||||
ILS | 7,000 | 01/12/27 | 1.975%(A) | 3 Month TELBOR(2)(Q) | 239,768 | — | 239,768 | Citibank, N.A. | |||||||
ILS | 3,000 | 03/15/27 | 2.130%(A) | 3 Month TELBOR(2)(Q) | 110,764 | — | 110,764 | Citibank, N.A. | |||||||
ILS | 2,745 | 06/22/27 | 1.845%(A) | 3 Month TELBOR(2)(Q) | 83,344 | — | 83,344 | Citibank, N.A. | |||||||
ILS | 37,240 | 07/13/27 | 0.395%(A) | 3 Month TELBOR(2)(Q) | 24,546 | — | 24,546 | Goldman Sachs International | |||||||
ILS | 5,600 | 04/26/28 | 1.915%(A) | 3 Month TELBOR(2)(Q) | 195,727 | — | 195,727 | BNP Paribas S.A. | |||||||
ILS | 38,930 | 07/16/28 | 2.045%(A) | 3 Month TELBOR(2)(Q) | 1,450,812 | — | 1,450,812 | JPMorgan Chase Bank, N.A. | |||||||
ILS | 8,050 | 03/13/29 | 1.840%(A) | 3 Month TELBOR(2)(Q) | 287,436 | — | 287,436 | HSBC Bank USA, N.A. | |||||||
ILS | 12,160 | 07/12/29 | 1.411%(A) | 3 Month TELBOR(2)(Q) | 284,817 | (3,100) | 287,917 | Citibank, N.A. | |||||||
ILS | 5,000 | 10/07/29 | 0.885%(A) | 3 Month TELBOR(2)(Q) | 57,769 | — | 57,769 | Goldman Sachs International | |||||||
ILS | 19,790 | 12/09/29 | 0.813%(A) | 3 Month TELBOR(2)(Q) | 175,253 | — | 175,253 | Goldman Sachs International | |||||||
ILS | 31,310 | 04/24/30 | 0.710%(A) | 3 Month TELBOR(2)(Q) | 146,339 | (290) | 146,629 | Goldman Sachs International | |||||||
ILS | 25,300 | 05/07/30 | 0.810%(A) | 3 Month TELBOR(2)(Q) | 186,660 | — | 186,660 | Goldman Sachs International | |||||||
JPY | 35,000 | 12/14/32 | 1.575%(S) | 6 Month JPY LIBOR(2)(S) | 62,664 | — | 62,664 | HSBC Bank USA, N.A. | |||||||
KRW | 1,500,000 | 08/14/21 | 2.773%(Q) | 3 Month KRW LIBOR(2)(Q) | 31,097 | — | 31,097 | HSBC Bank USA, N.A. | |||||||
KRW | 655,000 | 10/07/22 | 1.765%(Q) | 3 Month KRW LIBOR(2)(Q) | 12,233 | — | 12,233 | JPMorgan Chase Bank, N.A. | |||||||
KRW | 3,300,000 | 04/17/23 | 2.170%(Q) | 3 Month KWCDC(2)(Q) | 104,612 | (125) | 104,737 | Morgan Stanley & Co. International PLC |
142
PGIM Global Total Return 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 | Fair Value | Upfront Premiums Paid(Received) | Unrealized Appreciation (Depreciation) | Counterparty | ||||||||
OTC Interest Rate Swap Agreements (cont’d.): | |||||||||||||||
KRW | 900,000 | 11/05/24 | 2.425%(Q) | 3 Month KRW LIBOR(2)(Q) | $ 52,974 | $ — | $ 52,974 | Citibank, N.A. | |||||||
KRW | 1,485,000 | 10/28/26 | 1.520%(Q) | 3 Month KRW LIBOR(2)(Q) | 50,409 | (11) | 50,420 | JPMorgan Chase Bank, N.A. | |||||||
KRW | 2,040,000 | 04/26/27 | 1.880%(Q) | 3 Month KRW LIBOR(2)(Q) | 114,669 | — | 114,669 | Morgan Stanley & Co. International PLC | |||||||
KRW | 1,280,000 | 10/17/28 | 1.450%(Q) | 3 Month KRW LIBOR(2)(Q) | 48,734 | — | 48,734 | Citibank, N.A. | |||||||
KRW | 520,000 | 01/27/31 | 1.870%(Q) | 3 Month KRW LIBOR(2)(Q) | 41,910 | — | 41,910 | JPMorgan Chase Bank, N.A. | |||||||
MYR | 16,000 | 08/19/23 | 3.445%(Q) | 3 Month KLIBOR(2)(Q) | 192,209 | — | 192,209 | Morgan Stanley & Co. International PLC | |||||||
MYR | 1,700 | 04/28/25 | 4.040%(Q) | 3 Month KLIBOR(2)(Q) | 39,572 | — | 39,572 | Citibank, N.A. | |||||||
MYR | 3,160 | 07/11/29 | 3.528%(Q) | 3 Month KLIBOR(2)(Q) | 93,386 | (6) | 93,392 | Morgan Stanley & Co. International PLC | |||||||
MYR | 11,700 | 11/19/29 | 3.245%(Q) | 3 Month KLIBOR(2)(Q) | 291,939 | 18 | 291,921 | Morgan Stanley & Co. International PLC | |||||||
MYR | 17,800 | 02/04/30 | 3.060%(Q) | 3 Month KLIBOR(2)(Q) | 378,688 | 9 | 378,679 | Morgan Stanley & Co. International PLC | |||||||
THB | 550,000 | 08/08/20 | 1.840%(S) | 6 Month BIBOR(2)(S) | 54,472 | — | 54,472 | Citibank, N.A. | |||||||
THB | 120,000 | 08/23/23 | 1.920%(S) | 6 Month BIBOR(2)(S) | 170,051 | — | 170,051 | Morgan Stanley & Co. International PLC | |||||||
THB | 60,000 | 07/04/24 | 1.590%(S) | 6 Month BIBOR(2)(S) | 73,705 | — | 73,705 | Morgan Stanley & Co. International PLC | |||||||
THB | 28,900 | 04/30/25 | 2.560%(S) | 6 Month BIBOR(2)(S) | 85,019 | — | 85,019 | Citibank, N.A. |
143
PGIM Global Total Return 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 | Fair Value | Upfront Premiums Paid(Received) | Unrealized Appreciation (Depreciation) | Counterparty | ||||||||
OTC Interest Rate Swap Agreements (cont’d.): | |||||||||||||||
THB | 173,000 | 05/07/25 | 0.795%(S) | 6 Month BKIBOR(2)(S) | $ 27,245 | $ 25 | $ 27,220 | HSBC Bank USA, N.A. | |||||||
THB | 23,000 | 05/29/30 | 1.000%(S) | 6 Month BKIBOR(2)(S) | 3,763 | — | 3,763 | Goldman Sachs International | |||||||
TWD | 115,500 | 03/17/21 | 0.780%(Q) | 3 Month TAIBOR(2)(Q) | 8,651 | — | 8,651 | Barclays Bank PLC | |||||||
4,100 | 05/20/50 | 0.910%(Q) | 1 Week MUNIPSA(2)(Q) | 209,611 | — | 209,611 | Citibank, N.A. | ||||||||
ZAR | 40,930 | 03/22/42 | 7.800%(Q) | 3 Month JIBAR(2)(Q) | (69,918) | — | (69,918) | Deutsche Bank AG | |||||||
ZAR | 89,400 | 09/22/42 | 8.020%(Q) | 3 Month JIBAR(2)(Q) | (29,485) | — | (29,485) | Deutsche Bank AG | |||||||
ZAR | 38,700 | 03/22/47 | 7.650%(Q) | 3 Month JIBAR(1)(Q) | 131,117 | — | 131,117 | Deutsche Bank AG | |||||||
ZAR | 83,965 | 09/22/47 | 7.890%(Q) | 3 Month JIBAR(1)(Q) | 144,370 | — | 144,370 | Deutsche Bank AG | |||||||
$12,152,807 | $(3,477) | $12,156,284 |
(1) | The Fund pays the fixed rate and receives the floating rate. |
(2) | The Fund pays the floating rate and receives the fixed rate. |
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).
144