PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Long-Term Investments 95.3% | |||||
Asset-Backed Securities 13.2% | |||||
Canada 0.0% | |||||
Fairstone Financial Issuance Trust, Series 2020-01A, Class A, 144A | 2.509 % | 10/20/39 | CAD | 1,500 | $1,165,321 |
Ford Auto Securitization Trust, | |||||
Series 2020-AA, Class B, 144A | 1.872 | 06/15/26 | CAD | 400 | 313,296 |
Series 2020-AA, Class C, 144A | 2.763 | 04/15/28 | CAD | 500 | 397,662 |
1,876,279 | |||||
Cayman Islands 6.3% | |||||
Anchorage Capital CLO LLC, Series 2019-13A, Class A, 144A, 3 Month LIBOR + 1.470% (Cap N/A, Floor 1.470%) | 1.711(c) | 04/15/32 | 10,000 | 10,007,507 | |
Anchorage Capital CLO Ltd., Series 2019-11A, Class A, 144A, 3 Month LIBOR + 1.390% (Cap N/A, Floor 1.390%) | 1.612(c) | 07/22/32 | 20,000 | 20,024,208 | |
ArrowMark Colorado Holdings, Series 2017-06A, Class A1, 144A, 3 Month LIBOR + 1.280% (Cap N/A, Floor 0.000%) | 1.521(c) | 07/15/29 | 500 | 500,201 | |
Battalion CLO Ltd., Series 2015-08A, Class A1R2, 144A, 3 Month LIBOR + 1.070% (Cap N/A, Floor 1.070%) | 1.293(c) | 07/18/30 | 5,500 | 5,498,353 | |
Benefit Street Partners CLO Ltd., | |||||
Series 2013-IIA, Class A1R, 144A, 3 Month LIBOR + 1.250% (Cap N/A, Floor 0.000%) | 1.491(c) | 07/15/29 | 1,249 | 1,249,854 | |
Series 2017-12A, Class A1, 144A, 3 Month LIBOR + 1.250% (Cap N/A, Floor 0.000%) | 1.491(c) | 10/15/30 | 750 | 750,284 | |
BlueMountain CLO Ltd., Series 2016-02A, Class A1R, 144A, 3 Month LIBOR + 1.310% (Cap N/A, Floor 1.310%) | 1.534(c) | 08/20/32 | 11,000 | 11,010,262 | |
Brookside Mill CLO Ltd., Series 2013-01A, Class BR, 144A, 3 Month LIBOR + 1.350% (Cap N/A, Floor 0.000%) | 1.573(c) | 01/17/28 | 4,000 | 3,973,349 | |
Canyon Capital CLO Ltd., Series 2015-01A, Class AS, 144A, 3 Month LIBOR + 1.250% (Cap N/A, Floor 0.000%) | 1.491(c) | 04/15/29 | 3,750 | 3,749,993 | |
Carlyle CLO Ltd., Series C17A, Class A1AR, 144A, 3 Month LIBOR + 1.030% (Cap N/A, Floor 0.000%) | 1.244(c) | 04/30/31 | 15,000 | 15,000,007 | |
Carlyle Global Market Strategies CLO Ltd., Series 2016-03A, Class A1R, 144A, 3 Month LIBOR + 1.020% (Cap N/A, Floor 1.020%) | 1.244(c) | 10/20/29 | 5,468 | 5,467,689 |
1
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Asset-Backed Securities (Continued) | |||||
Cayman Islands (cont’d.) | |||||
Carlyle US CLO Ltd., Series 2018-01A, Class A1, 144A, 3 Month LIBOR + 1.020% (Cap N/A, Floor 0.000%) | 1.244 %(c) | 04/20/31 | 12,500 | $12,499,989 | |
CBAM Ltd., Series 2019-11A, Class A1, 144A, 3 Month LIBOR + 1.360% (Cap N/A, Floor 1.360%) | 1.584(c) | 10/20/32 | 25,000 | 25,039,597 | |
Elevation CLO Ltd., Series 2015-04A, Class BR, 144A, 3 Month LIBOR + 1.670% (Cap N/A, Floor 0.000%) | 1.893(c) | 04/18/27 | 10,000 | 10,000,189 | |
Greywolf CLO Ltd., Series 2020-03RA, Class A1R, 144A, 3 Month LIBOR + 1.290% (Cap N/A, Floor 1.290%) | 1.512(c) | 04/15/33 | 14,000 | 13,999,986 | |
Madison Park Funding Ltd., Series 2016-21A, Class A1AR, 144A, 3 Month LIBOR + 1.350% (Cap N/A, Floor 1.350%) | 1.591(c) | 10/15/32 | 10,000 | 10,014,680 | |
MidOcean Credit CLO, | |||||
Series 2016-05A, Class AR, 144A, 3 Month LIBOR + 1.120% (Cap N/A, Floor 0.000%) | 1.343(c) | 07/19/28 | 7,170 | 7,170,154 | |
Series 2018-08A, Class B, 144A, 3 Month LIBOR + 1.650% (Cap N/A, Floor 0.000%) | 1.874(c) | 02/20/31 | 2,000 | 1,997,024 | |
Series 2018-09A, Class A1, 144A, 3 Month LIBOR + 1.150% (Cap N/A, Floor 1.150%) | 1.374(c) | 07/20/31 | 2,000 | 1,999,998 | |
Mountain View CLO Ltd., Series 2015-09A, Class A2R, 144A, 3 Month LIBOR + 1.780% (Cap N/A, Floor 0.000%) | 2.021(c) | 07/15/31 | 5,750 | 5,749,981 | |
OCP CLO Ltd., Series 2019-17A, Class A1, 144A, 3 Month LIBOR + 1.330% (Cap N/A, Floor 1.330%) | 1.554(c) | 07/20/32 | 5,000 | 5,004,496 | |
OZLM Ltd., | |||||
Series 2014-06A, Class A2AS, 144A, 3 Month LIBOR + 1.750% (Cap N/A, Floor 0.000%) | 1.973(c) | 04/17/31 | 2,000 | 2,003,965 | |
Series 2018-20A, Class A1, 144A, 3 Month LIBOR + 1.050% (Cap N/A, Floor 0.000%) | 1.268(c) | 04/20/31 | 5,000 | 4,999,995 | |
Series 2019-24A, Class A1A, 144A, 3 Month LIBOR + 1.390% (Cap N/A, Floor 0.000%) | 1.614(c) | 07/20/32 | 8,000 | 8,005,587 | |
Pikes Peak CLO, Series 2019-04A, Class A, 144A, 3 Month LIBOR + 1.370% (Cap N/A, Floor 1.370%) | 1.611(c) | 07/15/32 | 18,000 | 18,019,172 | |
Race Point CLO Ltd., Series 2013-08A, Class AR2, 144A, 3 Month LIBOR + 1.040% (Cap N/A, Floor 1.040%) | 1.264(c) | 02/20/30 | 8,540 | 8,540,363 |
2
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Asset-Backed Securities (Continued) | |||||
Cayman Islands (cont’d.) | |||||
Shackleton CLO Ltd., | |||||
Series 2014-05RA, Class A, 144A, 3 Month LIBOR + 1.100% (Cap N/A, Floor 0.000%) | 1.313 %(c) | 05/07/31 | 5,000 | $4,999,994 | |
Series 2014-05RA, Class B, 144A, 3 Month LIBOR + 1.700% (Cap N/A, Floor 0.000%) | 1.913(c) | 05/07/31 | 6,500 | 6,483,757 | |
Series 2017-10A, Class BR, 144A, 3 Month LIBOR + 1.550% (Cap N/A, Floor 0.000%) | 1.774(c) | 04/20/29 | 10,000 | 9,956,153 | |
Signal Peak CLO, LLC, Series 2018-05A, Class A, 144A, 3 Month LIBOR + 1.110% (Cap N/A, Floor 1.110%) | 1.328(c) | 04/25/31 | 6,250 | 6,252,386 | |
Silver Creek CLO Ltd., Series 2014-01A, Class AR, 144A, 3 Month LIBOR + 1.240% (Cap N/A, Floor 0.000%) | 1.464(c) | 07/20/30 | 500 | 499,999 | |
Sound Point CLO Ltd., | |||||
Series 2016-03A, Class AR, 144A, 3 Month LIBOR + 1.150% (Cap N/A, Floor 0.000%) | 1.368(c) | 01/23/29 | 8,000 | 7,999,996 | |
Series 2017-03A, Class A1B, 144A, 3 Month LIBOR + 1.220% (Cap N/A, Floor 0.000%) | 1.444(c) | 10/20/30 | 500 | 499,753 | |
TCW CLO Ltd., | |||||
Series 2017-01A, Class AR, 144A, 3 Month LIBOR + 1.030% (Cap N/A, Floor 0.000%) | 1.242(c) | 07/29/29 | 20,000 | 20,000,000 | |
Series 2018-01A, Class A1A, 144A, 3 Month LIBOR + 1.050% (Cap N/A, Floor 0.000%) | 1.268(c) | 04/25/31 | 15,000 | 14,999,994 | |
Telos CLO Ltd., Series 2013-03A, Class AR, 144A, 3 Month LIBOR + 1.300% (Cap N/A, Floor 1.300%) | 1.523(c) | 07/17/26 | 222 | 222,370 | |
TIAA CLO Ltd., Series 2016-01A, Class AR, 144A, 3 Month LIBOR + 1.200% (Cap N/A, Floor 0.000%) | 1.424(c) | 07/20/31 | 2,000 | 1,999,998 | |
TICP CLO Ltd., Series 2015-01A, Class BR, 144A, 3 Month LIBOR + 1.300% (Cap N/A, Floor 0.000%) | 1.524(c) | 07/20/27 | 5,188 | 5,153,083 | |
Trinitas CLO Ltd., Series 2015-03A, Class BR, 144A, 3 Month LIBOR + 1.400% (Cap N/A, Floor 0.000%) | 1.641(c) | 07/15/27 | 5,000 | 4,957,782 | |
Tryon Park CLO Ltd., Series 2013-01A, Class A2R, 144A, 3 Month LIBOR + 1.500% (Cap N/A, Floor 0.000%) | 1.741(c) | 04/15/29 | 3,700 | 3,694,071 | |
Voya CLO Ltd., Series 2013-02A, Class A1R, 144A, 3 Month LIBOR + 0.970% (Cap N/A, Floor 0.970%) | 1.188(c) | 04/25/31 | 4,500 | 4,495,113 |
3
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (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%) | 1.373 %(c) | 01/17/31 | 2,500 | $2,499,567 | |
York CLO Ltd., Series 2015-01A, Class AR, 144A, 3 Month LIBOR + 1.150% (Cap N/A, Floor 0.000%) | 1.372(c) | 01/22/31 | 5,000 | 5,004,390 | |
Zais CLO Ltd., | |||||
Series 2015-03A, Class A2R, 144A, 3 Month LIBOR + 2.190% (Cap N/A, Floor 0.000%) | 2.431(c) | 07/15/31 | 8,500 | 8,437,321 | |
Series 2017-01A, Class A1, 144A, 3 Month LIBOR + 1.370% (Cap N/A, Floor 0.000%) | 1.611(c) | 07/15/29 | 4,129 | 4,109,694 | |
Series 2017-02A, Class A, 144A, 3 Month LIBOR + 1.290% (Cap N/A, Floor 0.000%) | 1.531(c) | 04/15/30 | 733 | 729,267 | |
Series 2018-01A, Class A, 144A, 3 Month LIBOR + 0.950% (Cap N/A, Floor 0.000%) | 1.191(c) | 04/15/29 | 7,011 | 6,899,952 | |
332,171,523 | |||||
Ireland 2.8% | |||||
Anchorage Capital Europe CLO, Series 01X, Class A2 | 1.500 | 01/15/31 | EUR | 8,250 | 10,028,655 |
Arbour CLO DAC, Series 03A, Class B1R, 144A | 1.920 | 03/15/29 | EUR | 4,000 | 4,861,988 |
Armada Euro CLO DAC, Series 02A, Class A3, 144A | 1.500 | 11/15/31 | EUR | 1,500 | 1,823,533 |
Capital Four CLO DAC, Series 2A, Class A, 144A, 3 Month EURIBOR + 1.050% (Cap N/A, Floor 1.050%) | 1.050(c) | 01/15/34 | EUR | 23,000 | 27,919,270 |
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 | 9,686,116 |
CIFC European Funding CLO DAC, | |||||
Series 3A, Class A, 144A, 3 Month EURIBOR + 1.050% (Cap N/A, Floor 1.050%) | 1.050(c) | 01/15/34 | EUR | 15,000 | 18,215,555 |
Series 3A, Class B2, 144A | 2.000 | 01/15/34 | EUR | 11,500 | 14,032,973 |
Hayfin Emerald CLO, | |||||
Series 02A, Class B2, 144A | 2.650 | 05/27/32 | EUR | 4,000 | 4,846,388 |
Series 05A, Class A, 144A, 3 Month EURIBOR + 1.100% (Cap N/A, Floor 1.100%) | 1.100(c) | 11/17/32 | EUR | 18,500 | 22,488,706 |
Henley CLO DAC, Series 04A, Class A, 144A | —(p) | 04/25/34 | EUR | 5,000 | 6,067,750 |
4
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Asset-Backed Securities (Continued) | |||||
Ireland (cont’d.) | |||||
OAK Hill European Credit Partners DAC, Series 2017-06A, Class A2, 144A | 1.150 % | 01/20/32 | EUR | 3,000 | $3,614,132 |
RRE Loan Management DAC, Series 05A, Class A1, 144A, 3 Month EURIBOR + 1.100% (Cap N/A, Floor 1.100%) | 1.100(c) | 10/15/33 | EUR | 8,500 | 10,371,520 |
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 | 13,309,298 |
Series 07A, Class B2R, 144A | 2.400 | 04/30/30 | EUR | 1,000 | 1,210,939 |
148,476,823 | |||||
Spain 0.2% | |||||
TFS, Series 2018-03, Class A1, 1 Month EURIBOR + 2.900% | 2.900(c) | 04/16/23 | EUR | 6,632 | 7,243,477 |
United Kingdom 0.3% | |||||
Newday Funding Master Issuer PLC, | |||||
Series 2021-01A, Class A1, 144A | —(p) | 03/15/29 | GBP | 3,700 | 5,069,555 |
Series 2021-01A, Class A2, 144A | —(p) | 03/15/29 | 2,300 | 2,300,000 | |
Newday Partnership Funding PLC, Series 2020-01A, Class A3, 144A, 1 Month Sterling Overnight Index Average + 1.400% (Cap N/A, Floor 0.000%) | 1.448(c) | 11/15/28 | GBP | 6,205 | 8,548,642 |
15,918,197 | |||||
United States 3.6% | |||||
ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE2, Class M4, 1 Month LIBOR + 0.960% (Cap N/A, Floor 0.960%) | 1.090(c) | 04/25/35 | 21 | 21,542 | |
AmeriCredit Automobile Receivables Trust, Series 2020-03, Class D | 1.490 | 09/18/26 | 1,900 | 1,936,206 | |
Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-Through Certificates, | |||||
Series 2002-02, Class M3, 1 Month LIBOR + 2.655% (Cap N/A, Floor 2.655%) | 2.785(c) | 08/25/32 | 402 | 403,182 | |
Series 2002-03, Class M3, 1 Month LIBOR + 2.850% (Cap N/A, Floor 2.850%) | 2.980(c) | 08/25/32 | 210 | 211,018 | |
5
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Asset-Backed Securities (Continued) | |||||
United States (cont’d.) | |||||
Argent Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2005-W02, Class A2C, 1 Month LIBOR + 0.720% (Cap N/A, Floor 0.720%) | 0.850 %(c) | 10/25/35 | 9 | $8,995 | |
Battalion CLO Ltd., Series 2018-12A, Class A1, 144A, 3 Month LIBOR + 1.070% (Cap N/A, Floor 1.070%) | 1.292(c) | 05/17/31 | 15,000 | 14,998,483 | |
Chase Funding Trust, Series 2003-04, Class 2A2, 1 Month LIBOR + 0.600% (Cap N/A, Floor 0.600%) | 0.730(c) | 05/25/33 | 645 | 630,233 | |
CHEC Loan Trust, Series 2004-01, Class A3, 144A, 1 Month LIBOR + 1.000% (Cap N/A, Floor 1.000%) | 1.130(c) | 07/25/34 | 590 | 581,551 | |
CIT Mortgage Loan Trust, Series 2007-01, Class 1A, 144A, 1 Month LIBOR + 1.350% (Cap N/A, Floor 1.350%) | 1.480(c) | 10/25/37 | 815 | 818,313 | |
Commonbond Student Loan Trust, Series 2020-AGS, Class A, 144A | 1.980 | 08/25/50 | 4,328 | 4,446,648 | |
Countrywide Asset-Backed Certificates, Series 2002-05, Class MV1, 1 Month LIBOR + 1.500% (Cap N/A, Floor 1.500%) | 1.630(c) | 03/25/33 | 85 | 85,393 | |
Credit Suisse Mortgage Trust, Series 2020-11R, Class 1A1, 144A | 2.294 | 04/25/38 | 4,226 | 4,228,259 | |
ELFI Graduate Loan Program LLC, Series 2020-A, Class A, 144A | 1.730 | 08/25/45 | 7,495 | 7,628,559 | |
EquiFirst Mortgage Loan Trust, Series 2004-01, Class 1A1, 1 Month LIBOR + 0.480% (Cap N/A, Floor 0.480%) | 0.610(c) | 01/25/34 | 594 | 573,190 | |
Exeter Automobile Receivables Trust, Series 2020-03A, Class D | 1.730 | 07/15/26 | 700 | 714,992 | |
Ford Credit Auto Owner Trust, Series 2020-02, Class C, 144A | 1.740 | 04/15/33 | 1,300 | 1,338,376 | |
Ford Credit Floorplan Master Owner Trust, | |||||
Series 2018-04, Class A | 4.060 | 11/15/30 | 3,600 | 4,227,341 | |
Series 2020-02, Class C | 1.870 | 09/15/27 | 2,100 | 2,119,876 | |
JPMorgan Chase Bank, NA, | |||||
Series 2020-01, Class R, 144A | 33.784 | 01/25/28 | 1,288 | 1,294,268 | |
Series 2020-02, Class E, 144A | 3.072 | 02/25/28 | 3,579 | 3,600,824 | |
Series 2020-02, Class R, 144A^ | 31.355 | 02/25/28 | 600 | 586,989 | |
Laurel Road Prime Student Loan Trust, | |||||
Series 2018-A, Class A, 144A | 0.000 | 02/25/43 | 3,430 | 2,024,860 | |
Series 2018-C, Class A, 144A | 0.000(cc) | 08/25/43 | 1,871 | 1,929,056 |
6
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Asset-Backed Securities (Continued) | |||||
United States (cont’d.) | |||||
Laurel Road Prime Student Loan Trust, (cont’d.) | |||||
Series 2019-A, Class R, IO, 144A | 0.000 % | 10/25/48 | 4,612 | $392,003 | |
Legacy Mortgage Asset Trust, | |||||
Series 2019-GS01, Class A1, 144A | 4.000 | 01/25/59 | 1,279 | 1,298,709 | |
Series 2019-GS02, Class A1, 144A | 3.750 | 01/25/59 | 1,592 | 1,595,635 | |
Series 2019-GS04, Class A1, 144A | 3.438 | 05/25/59 | 2,718 | 2,729,275 | |
Series 2019-SL01, Class A, 144A | 4.000(cc) | 12/28/54 | 684 | 690,328 | |
Lending Funding Trust, Series 2020-02A, Class A, 144A | 2.320 | 04/21/31 | 1,100 | 1,119,182 | |
Lendmark Funding Trust, | |||||
Series 2018-02A, Class A, 144A | 4.230 | 04/20/27 | 1,600 | 1,639,968 | |
Series 2019-02A, Class A, 144A | 2.780 | 04/20/28 | 2,300 | 2,374,145 | |
Long Beach Mortgage Loan Trust, Series 2004-03, Class M1, 1 Month LIBOR + 0.855% (Cap N/A, Floor 0.855%) | 0.985(c) | 07/25/34 | 122 | 120,529 | |
Mariner Finance Issuance Trust, Series 2020-AA, Class A, 144A | 2.190 | 08/21/34 | 1,800 | 1,840,336 | |
MASTR Asset-Backed Securities Trust, Series 2004-WMC02, Class M1, 1 Month LIBOR + 0.900% (Cap N/A, Floor 0.900%) | 1.030(c) | 04/25/34 | 1,239 | 1,229,212 | |
Merrill Lynch Mortgage Investors Trust, Series 2004-HE02, Class M1, 1 Month LIBOR + 1.200% (Cap N/A, Floor 1.200%) | 1.330(c) | 08/25/35 | 43 | 42,980 | |
Morgan Stanley ABS Capital I, Inc. Trust, Series 2003-NC08, Class M1, 1 Month LIBOR + 1.050% (Cap N/A, Floor 1.050%) | 1.180(c) | 09/25/33 | 113 | 113,247 | |
Morgan Stanley Dean Witter Capital I, Inc. Trust, Series 2002-AM3, Class A3, 1 Month LIBOR + 0.980% (Cap N/A, Floor 0.980%) | 1.110(c) | 02/25/33 | 176 | 175,565 | |
Navient Private Education Refi Loan Trust, | |||||
Series 2020-DA, Class A, 144A | 1.690 | 05/15/69 | 3,006 | 3,070,276 | |
Series 2020-GA, Class B, 144A | 2.500 | 09/16/69 | 2,000 | 2,034,668 | |
Series 2021-A, Class B, 144A | 2.240 | 05/15/69 | 1,850 | 1,819,644 | |
OneMain Direct Auto Receivables Trust, | |||||
Series 2019-01A, Class A, 144A | 3.630 | 09/14/27 | 5,900 | 6,511,825 | |
Series 2019-01A, Class B, 144A | 3.950 | 11/14/28 | 1,300 | 1,445,389 | |
OneMain Financial Issuance Trust, | |||||
Series 2017-01A, Class C, 144A | 3.350 | 09/14/32 | 400 | 401,297 | |
Series 2020-02A, Class B, 144A | 2.210 | 09/14/35 | 6,300 | 6,520,390 | |
Series 2020-02A, Class C, 144A | 2.760 | 09/14/35 | 4,500 | 4,748,555 | |
Oportun Funding IX LLC, Series 2018-B, Class D, 144A | 5.770 | 07/08/24 | 2,700 | 2,708,035 |
7
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Asset-Backed Securities (Continued) | |||||
United States (cont’d.) | |||||
Oportun Funding LLC, Series 2020-01, Class A, 144A | 2.200 % | 05/15/24 | 3,379 | $3,389,931 | |
Oportun Funding VIII LLC, Series 2018-A, Class A, 144A | 3.610 | 03/08/24 | 1,330 | 1,330,835 | |
Oportun Funding X LLC, Series 2018-C, Class A, 144A | 4.100 | 10/08/24 | 2,450 | 2,492,630 | |
Oportun Funding XII LLC, Series 2018-D, Class A, 144A | 4.150 | 12/09/24 | 1,500 | 1,524,316 | |
Oportun Funding XIII LLC, | |||||
Series 2019-A, Class B, 144A | 3.870 | 08/08/25 | 4,158 | 4,248,348 | |
Series 2019-A, Class D, 144A | 6.220 | 08/08/25 | 3,400 | 3,428,120 | |
Option One Mortgage Acceptance Corp., Asset-Backed Certificates, Series 2003-06, Class A2, 1 Month LIBOR + 0.660% (Cap N/A, Floor 0.660%) | 0.790(c) | 11/25/33 | 689 | 667,176 | |
PNMAC FMSR Issuer Trust, Series 2018-FT01, Class A, 144A, 1 Month LIBOR + 2.350% (Cap N/A, Floor 0.000%) | 2.480(c) | 04/25/23 | 4,290 | 4,186,078 | |
PNMAC GMSR Issuer Trust, | |||||
Series 2018-GT01, Class A, 144A, 1 Month LIBOR + 2.850% (Cap N/A, Floor 2.850%) | 2.980(c) | 02/25/23 | 1,020 | 1,009,991 | |
Series 2018-GT02, Class A, 144A, 1 Month LIBOR + 2.650% (Cap N/A, Floor 0.000%) | 2.780(c) | 08/25/25 | 2,300 | 2,254,685 | |
Santander Consumer Auto Receivables Trust, | |||||
Series 2021-AA, Class D, 144A | 1.570 | 01/15/27 | 850 | 851,096 | |
Series 2021-AA, Class R, 144A | 0.000 | 08/15/28 | 6 | 1,086,001 | |
Santander Drive Auto Receivables Trust, | |||||
Series 2020-03, Class D | 1.640 | 11/16/26 | 4,800 | 4,911,568 | |
Series 2020-04, Class D | 1.480 | 01/15/27 | 3,200 | 3,262,666 | |
SoFi Alternative Trust, | |||||
Series 2019-B, Class PT, 144A | 0.000(cc) | 12/15/45 | 7,354 | 7,611,080 | |
Series 2019-D, Class 1PT, 144A | 2.653(cc) | 01/16/46 | 7,927 | 8,211,982 | |
Series 2019-F, Class PT1, 144A | 3.932(cc) | 02/15/45 | 9,846 | 10,165,526 | |
SoFi Professional Loan Program LLC, Series 2019-C, Class BFX, 144A | 3.050 | 11/16/48 | 2,100 | 2,176,382 | |
SoFi Professional Loan Program Trust, Series 2020-C, Class AFX, 144A | 1.950 | 02/15/46 | 3,669 | 3,755,346 | |
SoFi RR Funding II Trust, Series 2019-01, Class A, 144A, 1 Month LIBOR + 1.250% (Cap N/A, Floor 1.250%) | 1.380(c) | 11/29/24 | 6,800 | 6,727,576 |
8
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (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%) | 3.880 %(c) | 11/29/24 | 3,773 | $3,808,519 | |
Springleaf Funding Trust, Series 2017-AA, Class C, 144A | 3.860 | 07/15/30 | 800 | 809,122 | |
TH MSR Issuer Trust, Series 2019-FT01, Class A, 144A, 1 Month LIBOR + 2.800% (Cap N/A, Floor 2.800%) | 2.930(c) | 06/25/24 | 9,330 | 9,052,846 | |
World Omni Select Auto Trust, Series 2020-A, Class D | 1.700 | 10/15/26 | 5,900 | 5,951,652 | |
191,942,819 | |||||
Total Asset-Backed Securities (cost $689,200,501) | 697,629,118 | ||||
Bank Loans 0.6% | |||||
France 0.0% | |||||
Ceva Sante Animale SA, Term Loan, 1 - 6 Month EURIBOR + 4.500% (Cap N/A, Floor 0.000%) | 4.500(c) | 04/13/26 | EUR | 1,575 | 1,915,034 |
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 | 3,925,919 |
Netherlands 0.2% | |||||
Clay Holdco BV, Facility B Loan, 3 Month EURIBOR + 4.500% (Cap N/A, Floor 0.000%) | 4.500(c) | 10/30/26 | EUR | 9,000 | 10,911,705 |
United Kingdom 0.2% | |||||
BBD Bidco Ltd., Facility B1 Loan, 6 Month GBP LIBOR + 4.750% | 4.839(c) | 11/13/26 | GBP | 2,125 | 2,882,451 |
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 | 7,805,554 |
10,688,005 |
9
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Bank Loans (Continued) | |||||
United States 0.1% | |||||
Ascent Resources Utica Holdings LLC, Second Lien Term Loan, 3 Month LIBOR + 9.000% | 10.000 %(c) | 11/01/25 | 1,199 | $1,312,905 | |
Chesapeake Energy Corp., Class A Loan, 3 Month LIBOR + 8.000% (Cap N/A, Floor 1.000%) | 9.000(c) | 06/24/24(d) | 3,575 | 4,333,572 | |
5,646,477 | |||||
Total Bank Loans (cost $30,118,088) | 33,087,140 | ||||
Commercial Mortgage-Backed Securities 6.8% | |||||
Canada 0.1% | |||||
Real Estate Asset Liquidity Trust, Series 2020-01A, Class A1, 144A | 2.381(cc) | 02/12/55 | CAD | 2,235 | 1,801,627 |
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%) | 1.533(c) | 01/23/29 | GBP | 500 | 673,681 |
United States 6.7% | |||||
20 Times Square Trust, | |||||
Series 2018-20TS, Class G, 144A | 3.100(cc) | 05/15/35 | 1,000 | 904,927 | |
Series 2018-20TS, Class H, 144A | 3.100(cc) | 05/15/35 | 1,000 | 845,732 | |
BANK, | |||||
Series 2017-BNK05, Class A3 | 3.020 | 06/15/60 | 3,600 | 3,823,678 | |
Series 2017-BNK06, Class A3 | 3.125 | 07/15/60 | 4,400 | 4,659,272 | |
Series 2017-BNK07, Class A4 | 3.175 | 09/15/60 | 5,000 | 5,507,082 | |
Series 2017-BNK09, Class A3 | 3.279 | 11/15/54 | 3,000 | 3,323,855 | |
Series 2019-BN21, Class A3 | 2.458 | 10/17/52 | 6,293 | 6,675,772 | |
Benchmark Mortgage Trust, | |||||
Series 2018-B02, Class A3 | 3.544 | 02/15/51 | 5,000 | 5,434,937 | |
Series 2018-B03, Class A3 | 3.746 | 04/10/51 | 7,200 | 7,848,545 | |
Series 2020-B17, Class A4 | 2.042 | 03/15/53 | 6,200 | 6,405,029 | |
Series 2020-B20, Class A3 | 1.945 | 10/15/53 | 11,000 | 11,341,224 | |
BX Commercial Mortgage Trust, | |||||
Series 2019-XL, Class F, 144A, 1 Month LIBOR + 2.000% (Cap N/A, Floor 2.000%) | 2.126(c) | 10/15/36 | 3,133 | 3,138,329 |
10
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Commercial Mortgage-Backed Securities (Continued) | |||||
United States (cont’d.) | |||||
BX Commercial Mortgage Trust, (cont’d.) | |||||
Series 2019-XL, Class G, 144A, 1 Month LIBOR + 2.300% (Cap N/A, Floor 2.300%) | 2.426 %(c) | 10/15/36 | 8,283 | $8,295,891 | |
Series 2019-XL, Class J, 144A, 1 Month LIBOR + 2.650% (Cap N/A, Floor 2.650%) | 2.776(c) | 10/15/36 | 21,150 | 21,190,222 | |
Series 2020-BXLP, Class F, 144A, 1 Month LIBOR + 2.000% (Cap N/A, Floor 2.000%) | 2.126(c) | 12/15/36 | 3,796 | 3,798,905 | |
Cantor Commercial Real Estate Lending, Series 2019-CF02, Class A3 | 2.647 | 11/15/52 | 16,531 | 17,239,775 | |
CF Mortgage Trust, Series 2020-P01, Class A1, 144A | 2.840(cc) | 04/15/25 | 9,457 | 9,951,764 | |
Citigroup Commercial Mortgage Trust, | |||||
Series 2014-GC21, Class XB, IO | 0.439(cc) | 05/10/47 | 27,500 | 389,848 | |
Series 2016-GC37, Class XB, IO | 0.692(cc) | 04/10/49 | 33,868 | 1,119,778 | |
Series 2016-P04, Class XB, IO | 1.344(cc) | 07/10/49 | 9,100 | 597,630 | |
Series 2017-P08, Class A2 | 3.109 | 09/15/50 | 2,000 | 2,107,422 | |
Series 2018-B02, Class A3 | 3.744 | 03/10/51 | 7,500 | 8,532,174 | |
Cold Storage Trust, Series 2020-ICE05, Class E, 144A, 1 Month LIBOR + 2.766% (Cap N/A, Floor 2.833%) | 2.892(c) | 11/15/37 | 4,475 | 4,488,851 | |
Commercial Mortgage Trust, | |||||
Series 2012-CR01, Class XA, IO | 1.841(cc) | 05/15/45 | 2,971 | 46,214 | |
Series 2014-UBS04, Class XB, IO, 144A | 0.214(cc) | 08/10/47 | 50,000 | 376,525 | |
Series 2015-CR24, Class A4 | 3.432 | 08/10/48 | 3,889 | 4,276,288 | |
Credit Suisse Mortgage Capital Certificates, Series 2019-ICE04, Class E, 144A, 1 Month LIBOR + 2.150% (Cap N/A, Floor 2.150%) | 2.276(c) | 05/15/36 | 14,125 | 14,161,253 | |
CSAIL Commercial Mortgage Trust, | |||||
Series 2018-CX11, Class A3 | 4.095 | 04/15/51 | 2,250 | 2,497,850 | |
Series 2019-C17, Class A3 | 2.769 | 09/15/52 | 12,444 | 13,333,309 | |
DBWF Mortgage Trust, Series 2016-85T, Class E, 144A | 3.808(cc) | 12/10/36 | 3,000 | 2,892,301 | |
Deutsche Bank Commercial Mortgage Trust, | |||||
Series 2016-C03, Class A3 | 2.362 | 08/10/49 | 1,500 | 1,541,775 | |
Series 2017-C06, Class A3 | 3.269 | 06/10/50 | 4,400 | 4,671,766 | |
Series 2020-C09, Class A3 | 1.882 | 09/15/53 | 20,000 | 20,607,340 | |
Eleven Madison Mortgage Trust, Series 2015-11MD, Class C, 144A | 3.555(cc) | 09/10/35 | 500 | 538,909 | |
FHLMC Multifamily Structured Pass-Through Certificates, | |||||
Series K019, Class X1, IO | 1.585(cc) | 03/25/22 | 8,598 | 98,289 | |
Series K020, Class X1, IO | 1.343(cc) | 05/25/22 | 9,924 | 138,387 |
11
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Commercial Mortgage-Backed Securities (Continued) | |||||
United States (cont’d.) | |||||
FHLMC Multifamily Structured Pass-Through Certificates, (cont’d.) | |||||
Series K025, Class X1, IO | 0.797 %(cc) | 10/25/22 | 17,787 | $192,506 | |
Series K037, Class X1, IO | 0.954(cc) | 01/25/24 | 10,221 | 241,346 | |
Series K043, Class X1, IO | 0.528(cc) | 12/25/24 | 11,979 | 222,165 | |
Series K049, Class X1, IO | 0.592(cc) | 07/25/25 | 40,176 | 960,489 | |
Series K052, Class X1, IO | 0.653(cc) | 11/25/25 | 12,025 | 329,538 | |
Series K053, Class X1, IO | 0.885(cc) | 12/25/25 | 45,150 | 1,734,206 | |
Series K054, Class X1, IO | 1.169(cc) | 01/25/26 | 30,571 | 1,577,919 | |
Series K058, Class X1, IO | 0.924(cc) | 08/25/26 | 41,020 | 1,888,223 | |
Series K090, Class X1, IO | 0.705(cc) | 02/25/29 | 22,972 | 1,236,476 | |
Series K111, Class X1, IO | 1.572(cc) | 05/25/30 | 29,421 | 3,756,409 | |
Series K113, Class X1, IO | 1.387(cc) | 06/25/30 | 119,117 | 13,532,096 | |
Series K114, Class X1, IO | 1.118(cc) | 06/25/30 | 75,555 | 7,025,646 | |
Series K116, Class X1, IO | 1.427(cc) | 07/25/30 | 49,237 | 5,691,688 | |
Series K121, Class X1, IO | 1.029(cc) | 10/25/30 | 56,612 | 4,853,645 | |
Series K717, Class X1, IO | 0.470(cc) | 09/25/21 | 10,693 | 9,333 | |
Series KG03, Class X1, IO | 1.381(cc) | 06/25/30 | 101,850 | 11,290,582 | |
Series Q001, Class XA, IO | 2.179(cc) | 02/25/32 | 6,318 | 712,393 | |
GS Mortgage Securities Trust, | |||||
Series 2014-GC20, Class XB, IO | 0.430(cc) | 04/10/47 | 30,000 | 404,241 | |
Series 2014-GC22, Class XB, IO | 0.301(cc) | 06/10/47 | 35,000 | 408,433 | |
Series 2014-GC24, Class XB, IO | 0.021(cc) | 09/10/47 | 83,262 | 54,187 | |
Series 2014-GC26, Class XB, IO | 0.296(cc) | 11/10/47 | 56,483 | 701,937 | |
Series 2018-GS09, Class A3 | 3.727 | 03/10/51 | 7,000 | 7,927,067 | |
JPMBB Commercial Mortgage Securities Trust, Series 2016-C01, Class A3 | 3.515 | 03/15/49 | 1,500 | 1,558,411 | |
JPMCC Commercial Mortgage Securities Trust, | |||||
Series 2017-JP05, Class A3 | 3.342 | 03/15/50 | 1,600 | 1,677,170 | |
Series 2017-JP06, Class A3 | 3.109 | 07/15/50 | 4,600 | 4,837,219 | |
Series 2017-JP07, Class A3 | 3.379 | 09/15/50 | 5,100 | 5,443,095 | |
JPMDB Commercial Mortgage Securities Trust, Series 2020-COR07, Class A4 | 1.915 | 05/13/53 | 10,000 | 10,296,687 | |
JPMorgan Chase Commercial Mortgage Securities Corp., Series 2018-AON, Class E, 144A | 4.613(cc) | 07/05/31 | 3,984 | 4,138,930 | |
MKT Mortgage Trust, Series 2020-525M, Class F, 144A | 2.941(cc) | 02/12/40 | 3,775 | 3,431,705 | |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class A3 | 2.731 | 11/15/49 | 2,211 | 2,286,847 | |
Morgan Stanley Capital I Trust, | |||||
Series 2016-UBS09, Class A2 | 2.982 | 03/15/49 | 312 | 323,162 | |
Series 2017-H01, Class A3 | 3.153 | 06/15/50 | 4,500 | 4,780,545 |
12
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Commercial Mortgage-Backed Securities (Continued) | |||||
United States (cont’d.) | |||||
Morgan Stanley Capital I Trust, (cont’d.) | |||||
Series 2019-MEAD, Class E, 144A | 3.177 %(cc) | 11/10/36 | 1,700 | $1,340,679 | |
Series 2020-HR08, Class XB, IO | 0.878(cc) | 07/15/53 | 54,413 | 4,110,004 | |
One New York Plaza Trust, | |||||
Series 2020-01NYP, Class C, 144A, 1 Month LIBOR + 2.200% (Cap N/A, Floor 2.200%) | 2.359(c) | 01/15/26 | 8,475 | 8,559,736 | |
Series 2020-01NYP, Class D, 144A, 1 Month LIBOR + 2.750% (Cap N/A, Floor 2.750%) | 2.909(c) | 01/15/26 | 2,975 | 3,004,744 | |
UBS Commercial Mortgage Trust, | |||||
Series 2017-C04, Class A3 | 3.301 | 10/15/50 | 6,500 | 7,101,069 | |
Series 2017-C06, Class A3 | 3.581 | 12/15/50 | 5,000 | 5,410,899 | |
Series 2017-C07, Class A3 | 3.418 | 12/15/50 | 4,400 | 4,907,101 | |
UBS-Barclays Commercial Mortgage Trust, Series 2012-C02, Class XA, IO, 144A | 1.289(cc) | 05/10/63 | 4,200 | 60,151 | |
Wells Fargo Commercial Mortgage Trust, | |||||
Series 2016-C35, Class XB, IO | 0.935(cc) | 07/15/48 | 24,000 | 1,119,312 | |
Series 2016-LC24, Class XB, IO | 1.002(cc) | 10/15/49 | 20,910 | 1,055,142 | |
Series 2017-C40, Class A3 | 3.317 | 10/15/50 | 2,600 | 2,827,167 | |
Series 2018-C43, Class A3 | 3.746 | 03/15/51 | 8,350 | 9,348,477 | |
355,169,625 | |||||
Total Commercial Mortgage-Backed Securities (cost $343,143,511) | 357,644,933 | ||||
Corporate Bonds 34.1% | |||||
Australia 0.1% | |||||
Australia & New Zealand Banking Group Ltd., Sr. Unsec’d. Notes, EMTN | 3.700 | 03/18/24 | CNH | 2,000 | 317,214 |
Westpac Banking Corp., Sr. Unsec’d. Notes, EMTN | 4.420 | 08/14/23 | CNH | 21,000 | 3,387,754 |
3,704,968 | |||||
Belgium 0.1% | |||||
Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 5.550 | 01/23/49 | 3,800 | 5,181,556 | |
Brazil 0.7% | |||||
Petrobras Global Finance BV, | |||||
Gtd. Notes(a) | 5.375 | 10/01/29 | GBP | 9,400 | 14,953,129 |
Gtd. Notes | 6.625 | 01/16/34 | GBP | 3,200 | 5,450,150 |
13
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
Brazil (cont’d.) | |||||
Petrobras Global Finance BV, (cont’d.) | |||||
Gtd. Notes, EMTN | 6.250 % | 12/14/26 | GBP | 6,443 | $10,516,909 |
Suzano Austria GmbH, Gtd. Notes | 6.000 | 01/15/29 | 200 | 239,989 | |
Swiss Insured Brazil Power Finance Sarl, Sr. Sec’d. Notes | 9.850 | 07/16/32 | BRL | 21,407 | 4,447,910 |
35,608,087 | |||||
Canada 0.7% | |||||
Barrick Gold Corp., Sr. Unsec’d. Notes | 5.250 | 04/01/42 | 35 | 47,135 | |
Barrick North America Finance LLC, Gtd. Notes | 5.700 | 05/30/41 | 45 | 63,351 | |
Barrick PD Australia Finance Pty Ltd., Gtd. Notes | 5.950 | 10/15/39 | 50 | 71,061 | |
Bombardier, Inc., | |||||
Sr. Unsec’d. Notes, 144A | 7.500 | 12/01/24 | 4,050 | 3,902,090 | |
Sr. Unsec’d. Notes, 144A | 7.875 | 04/15/27 | 1,335 | 1,232,163 | |
Brookfield Residential Properties, Inc./Brookfield Residential US Corp., | |||||
Gtd. Notes, 144A | 4.875 | 02/15/30 | 2,320 | 2,379,434 | |
Gtd. Notes, 144A | 6.250 | 09/15/27 | 2,175 | 2,305,035 | |
Cenovus Energy, Inc., Sr. Unsec’d. Notes(a) | 4.250 | 04/15/27 | 3,500 | 3,845,437 | |
Husky Energy, Inc., Sr. Unsec’d. Notes | 4.000 | 04/15/24 | 400 | 429,286 | |
Hydro-Quebec, | |||||
Local Gov’t. Gtd. Notes | 9.400 | 02/01/21 | 730 | 730,000 | |
Local Gov’t. Gtd. Notes, MTN | 6.000 | 02/15/40 | CAD | 1,000 | 1,259,336 |
Local Gov’t. Gtd. Notes, Series B, MTN | 8.400 | 03/28/25 | 654 | 853,203 | |
Local Gov’t. Gtd. Notes, Series HE | 8.625 | 06/15/29 | 600 | 920,214 | |
Local Gov’t. Gtd. Notes, Series HK | 9.375 | 04/15/30 | 1,000 | 1,645,346 | |
Local Gov’t. Gtd. Notes, Series HQ | 9.500 | 11/15/30 | 800 | 1,350,591 | |
Local Gov’t. Gtd. Notes, Series JM | 5.000 | 02/15/45 | CAD | 2,000 | 2,355,278 |
Kinross Gold Corp., Gtd. Notes | 5.950 | 03/15/24 | 1,000 | 1,139,526 | |
MEG Energy Corp., Gtd. Notes, 144A | 7.125 | 02/01/27 | 1,225 | 1,265,692 | |
Methanex Corp., Sr. Unsec’d. Notes | 4.250 | 12/01/24 | 1,500 | 1,568,770 |
14
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
Canada (cont’d.) | |||||
Nutrien Ltd., | |||||
Sr. Unsec’d. Notes | 3.375 % | 03/15/25 | 1,450 | $1,585,734 | |
Sr. Unsec’d. Notes | 4.200 | 04/01/29 | 490 | 579,542 | |
Sr. Unsec’d. Notes | 6.125 | 01/15/41 | 25 | 35,482 | |
Ontario Electricity Financial Corp., Local Gov’t. Gtd. Notes, Series 40 | 1.848(s) | 04/11/31 | CAD | 10,000 | 6,532,337 |
Rogers Communications, Inc., Gtd. Notes | 3.250 | 05/01/29 | CAD | 700 | 606,567 |
Toronto-Dominion Bank (The), | |||||
Sr. Unsec’d. Notes | 2.050 | 07/10/24 | AUD | 2,470 | 1,974,097 |
Sr. Unsec’d. Notes | 3.005 | 05/30/23 | CAD | 1,000 | 827,459 |
39,504,166 | |||||
China 0.8% | |||||
Agricultural Development Bank of China, Sr. Unsec’d. Notes | 3.400 | 11/06/24 | CNH | 72,790 | 11,540,039 |
Aircraft Finance Co. Ltd., | |||||
Sr. Sec’d. Notes, Series B | 4.100 | 03/29/26 | 3,905 | 4,048,029 | |
Sr. Sec’d. Notes, Series C | 3.955 | 03/29/23 | 10,048 | 10,376,978 | |
Bank of China Ltd., | |||||
Sr. Unsec’d. Notes, EMTN | 0.420 | 11/29/21 | JPY | 100,000 | 954,226 |
Sr. Unsec’d. Notes, EMTN | 3.150 | 10/16/21 | CNH | 6,000 | 933,028 |
Sr. Unsec’d. Notes, EMTN | 3.300 | 04/17/22 | CNH | 4,950 | 772,820 |
Sr. Unsec’d. Notes, EMTN | 4.650 | 03/05/21 | CNH | 2,000 | 310,885 |
China Development Bank, | |||||
Sr. Unsec’d. Notes | 4.300 | 08/02/32 | CNH | 2,000 | 335,048 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 06/01/21 | EUR | 1,000 | 1,215,690 |
Sr. Unsec’d. Notes, EMTN | 4.350 | 08/06/24 | CNH | 4,700 | 765,947 |
Sr. Unsec’d. Notes, EMTN | 4.350 | 09/19/24 | CNH | 8,990 | 1,468,912 |
Unsec’d. Notes | 1.860 | 04/09/23 | CNH | 10,000 | 1,510,017 |
Unsec’d. Notes | 4.200 | 01/19/27 | CNH | 16,000 | 2,657,239 |
Unsec’d. Notes, Series 2015 | 3.700 | 10/20/30 | CNH | 20,000 | 3,130,073 |
China Development Bank Corp., Certificate of Deposit | 3.200 | 09/28/21 | CNH | 9,000 | 1,400,903 |
Industrial & Commercial Bank of China Ltd., Sr. Unsec’d. Notes | 2.957 | 11/08/22 | 2,000 | 2,073,918 | |
Sinopec Century Bright Capital Investment Ltd., Gtd. Notes | 4.500 | 10/31/21 | CNH | 10,000 | 1,566,681 |
45,060,433 |
15
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
Denmark 0.3% | |||||
Danske Bank A/S, | |||||
Sr. Unsec’d. Notes, 144A | 1.171 %(ff) | 12/08/23 | 9,300 | $9,349,345 | |
Sr. Unsec’d. Notes, 144A | 1.621(ff) | 09/11/26 | 4,645 | 4,670,571 | |
Sr. Unsec’d. Notes, 144A | 3.244(ff) | 12/20/25 | 1,095 | 1,178,242 | |
15,198,158 | |||||
France 2.5% | |||||
Altice France SA, Sr. Sec’d. Notes | 3.375 | 01/15/28 | EUR | 8,475 | 10,198,296 |
Banque Federative du Credit Mutuel SA, | |||||
Sr. Unsec’d. Notes, Series 19 | 0.999 | 10/15/25 | JPY | 200,000 | 1,973,345 |
Sr. Unsec’d. Notes, Series 21 | 0.300 | 10/13/23 | JPY | 300,000 | 2,868,366 |
BNP Paribas SA, | |||||
Sr. Unsec’d. Notes, 144A | 1.323(ff) | 01/13/27 | 3,400 | 3,409,153 | |
Sr. Unsec’d. Notes, 144A | 1.904(ff) | 09/30/28 | 12,100 | 12,285,881 | |
Sr. Unsec’d. Notes, 144A | 3.375 | 01/09/25 | 4,800 | 5,234,638 | |
Sr. Unsec’d. Notes, EMTN | 6.420 | 09/11/23 | MXN | 250 | 12,132 |
Sub. Notes, EMTN | 4.625 | 03/09/27 | AUD | 370 | 315,548 |
BPCE SA, | |||||
Sr. Unsec’d. Notes, 144A | 2.277(ff) | 01/20/32 | 7,422 | 7,466,388 | |
Sr. Unsec’d. Notes, EMTN | 0.562 | 06/24/24 | JPY | 100,000 | 952,578 |
Sr. Unsec’d. Notes, Series 3 | 0.989 | 07/12/28 | JPY | 300,000 | 2,888,644 |
Sr. Unsec’d. Notes, Series 5 | 0.530(ff) | 12/10/26 | JPY | 500,000 | 4,778,230 |
Credit Agricole Assurances SA, Sub. Notes | 4.250(ff) | 01/13/25(oo) | EUR | 2,000 | 2,681,820 |
Credit Agricole SA, | |||||
Sr. Unsec’d. Notes, 144A | 1.247(ff) | 01/26/27 | 2,545 | 2,545,087 | |
Sr. Unsec’d. Notes, Series 4 | 0.959 | 06/08/28 | JPY | 400,000 | 3,824,641 |
Sr. Unsec’d. Notes, Series 7 | 1.248(ff) | 06/04/26 | JPY | 600,000 | 5,913,458 |
Dexia Credit Local SA, Gov’t. Liquid Gtd. Notes, EMTN | 2.125 | 02/12/25 | GBP | 2,800 | 4,120,295 |
La Poste SA, Sr. Unsec’d. Notes, EMTN | 1.450 | 11/30/28 | EUR | 600 | 810,690 |
Loxam SAS, | |||||
Sr. Sec’d. Notes | 2.875 | 04/15/26 | EUR | 5,200 | 6,215,803 |
Sr. Sec’d. Notes, 144A | 2.875 | 04/15/26 | EUR | 1,100 | 1,314,881 |
Sr. Sub. Notes | 4.500 | 04/15/27 | EUR | 3,800 | 4,415,709 |
Sr. Sub. Notes(a) | 5.750 | 07/15/27 | EUR | 4,100 | 5,000,433 |
Sr. Sub. Notes, 144A | 4.500 | 04/15/27 | EUR | 1,100 | 1,278,232 |
Picard Bondco SA, Gtd. Notes | 5.500 | 11/30/24 | EUR | 1,489 | 1,846,538 |
16
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
France (cont’d.) | |||||
SNCF Reseau, | |||||
Sr. Unsec’d. Notes | 4.700 % | 06/01/35 | CAD | 6,100 | $6,175,715 |
Sr. Unsec’d. Notes, EMTN | 5.250 | 12/07/28 | GBP | 1,000 | 1,840,798 |
Sr. Unsec’d. Notes, EMTN | 5.250 | 01/31/35 | GBP | 200 | 417,444 |
Societe Generale SA, | |||||
Sr. Unsec’d. Notes, 144A, MTN | 2.625 | 01/22/25 | 18,960 | 19,991,321 | |
Sr. Unsec’d. Notes, 144A, MTN | 3.875 | 03/28/24 | 5,055 | 5,509,724 | |
Sub. Notes, EMTN | 4.875 | 10/13/26 | AUD | 2,364 | 1,994,125 |
Sub. Notes, EMTN | 5.000 | 05/19/27 | AUD | 220 | 188,891 |
Sub. Notes, EMTN | 5.000(ff) | 07/20/28 | AUD | 1,006 | 814,388 |
Societe Nationale SNCF SA, Sr. Unsec’d. Notes, EMTN | 5.375 | 03/18/27 | GBP | 1,622 | 2,826,730 |
132,109,922 | |||||
Germany 0.7% | |||||
Daimler International Finance BV, | |||||
Gtd. Notes | 4.800 | 04/09/21 | CNH | 5,000 | 777,911 |
Gtd. Notes, EMTN | 3.450 | 09/27/22 | CNH | 1,000 | 156,203 |
Gtd. Notes, EMTN | 3.780 | 03/22/22 | CNH | 2,000 | 313,026 |
Gtd. Notes, EMTN | 4.500 | 09/21/21 | CNH | 16,000 | 2,504,704 |
Deutsche Bahn Finance GMBH, | |||||
Gtd. Notes, MTN | 1.987 | 07/08/30 | AUD | 1,000 | 759,489 |
Gtd. Notes, MTN | 3.800 | 09/27/27 | AUD | 900 | 785,675 |
Deutsche Bank AG, | |||||
Sr. Unsec’d. Notes | 2.129(ff) | 11/24/26 | 3,760 | 3,812,654 | |
Sr. Unsec’d. Notes | 3.950 | 02/27/23 | 3,040 | 3,226,427 | |
Sr. Unsec’d. Notes | 4.250 | 02/04/21 | 2,760 | 2,760,529 | |
Sub. Notes, EMTN | 3.671(ff) | 04/10/25 | CNH | 9,000 | 1,354,171 |
Unsec’d. Notes | 4.550(s) | 11/07/22 | 1,814 | 1,779,853 | |
Kreditanstalt fuer Wiederaufbau, Gov’t. Gtd. Notes | 4.700 | 06/02/37 | CAD | 402 | 429,328 |
thyssenkrupp AG, Sr. Unsec’d. Notes | 1.375 | 03/03/22 | EUR | 3,550 | 4,301,457 |
Vertical Midco GmbH, | |||||
Sr. Sec’d. Notes | 4.375 | 07/15/27 | EUR | 1,300 | 1,651,311 |
Sr. Sec’d. Notes, 3 Month EURIBOR + 4.750% (Cap N/A, Floor 4.750%) | 4.750(c) | 07/15/27 | EUR | 3,100 | 3,811,114 |
Sr. Sec’d. Notes, 144A | 4.375 | 07/15/27 | EUR | 4,300 | 5,462,027 |
17
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
Germany (cont’d.) | |||||
Volkswagen International Finance NV, | |||||
Gtd. Notes | 2.700 %(ff) | 12/14/22(oo) | EUR | 1,000 | $1,236,217 |
Gtd. Notes | 3.750(ff) | 03/24/21(oo) | EUR | 500 | 609,143 |
35,731,239 | |||||
Hong Kong 0.1% | |||||
HKT Capital No 3 Ltd., Gtd. Notes | 1.650 | 04/10/27 | EUR | 4,000 | 5,277,660 |
Hong Kong Mortgage Corp. Ltd. (The), Sr. Unsec’d. Notes, EMTN | 2.310 | 04/12/21 | HKD | 2,000 | 258,901 |
Swire Pacific MTN Financing Ltd., Gtd. Notes, EMTN | 3.900 | 11/05/30 | HKD | 5,000 | 736,567 |
6,273,128 | |||||
Hungary 0.1% | |||||
MFB Magyar Fejlesztesi Bank Zrt, Gov’t. Gtd. Notes | 1.375 | 06/24/25 | EUR | 4,170 | 5,281,443 |
Iceland 0.1% | |||||
Landsvirkjun, Gov’t. Gtd. Notes, EMTN | 0.000(cc) | 07/24/26 | EUR | 5,000 | 5,958,493 |
India 0.2% | |||||
NTPC Ltd., Sr. Unsec’d. Notes, EMTN | 2.750 | 02/01/27 | EUR | 8,100 | 10,426,502 |
Indonesia 0.2% | |||||
Pertamina Persero PT, Sr. Unsec’d. Notes, 144A, MTN | 4.300 | 05/20/23 | 500 | 536,440 | |
Perusahaan Listrik Negara PT, | |||||
Sr. Unsec’d. Notes, 144A | 1.875 | 11/05/31 | EUR | 6,900 | 8,369,956 |
Sr. Unsec’d. Notes, 144A | 2.875 | 10/25/25 | EUR | 900 | 1,189,629 |
10,096,025 | |||||
Israel 0.4% | |||||
Israel Electric Corp. Ltd., | |||||
Sr. Sec’d. Notes | 7.875 | 12/15/26 | 2,750 | 3,591,141 | |
Sr. Sec’d. Notes, 144A, GMTN | 4.250 | 08/14/28 | 3,100 | 3,538,168 |
18
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
Israel (cont’d.) | |||||
Israel Electric Corp. Ltd., (cont’d.) | |||||
Sr. Sec’d. Notes, EMTN | 3.700 % | 05/23/30 | JPY | 100,000 | $1,071,268 |
Sr. Sec’d. Notes, EMTN | 7.750 | 12/15/27 | 9,750 | 12,968,278 | |
21,168,855 | |||||
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 | 1,234,120 |
Assicurazioni Generali SpA, Sub. Notes, EMTN | 5.500(ff) | 10/27/47 | EUR | 2,075 | 3,046,921 |
Intesa Sanpaolo SpA, | |||||
Sr. Unsec’d. Notes, 144A | 3.125 | 07/14/22 | 2,500 | 2,578,841 | |
Sr. Unsec’d. Notes, 144A | 3.375 | 01/12/23 | 310 | 323,891 | |
Rossini Sarl, Sr. Sec’d. Notes, 144A | 6.750 | 10/30/25 | EUR | 1,980 | 2,564,643 |
9,748,416 | |||||
Jamaica 0.2% | |||||
Digicel Holdings Bermuda Ltd./Digicel International Finance Ltd., | |||||
Gtd. Notes, 144A, Cash coupon 6.000% and PIK 7.000% | 13.000 | 12/31/25 | 1,000 | 1,005,000 | |
Sr. Sec’d. Notes, 144A | 8.750 | 05/25/24 | 750 | 784,085 | |
Sr. Sec’d. Notes, 144A | 8.750 | 05/25/24 | 7,250 | 7,565,199 | |
9,354,284 | |||||
Japan 0.2% | |||||
Central Nippon Expressway Co. Ltd., Sr. Unsec’d. Notes, EMTN | 1.873 | 09/26/24 | AUD | 3,000 | 2,349,590 |
East Japan Railway Co., Sr. Unsec’d. Notes, EMTN | 5.250 | 04/22/33 | GBP | 1,500 | 3,021,460 |
Mitsubishi UFJ Financial Group, Inc., Sr. Unsec’d. Notes | 2.801 | 07/18/24 | 2,100 | 2,252,846 | |
Mizuho Bank Ltd., Certificate of Deposit | 1.700 | 08/07/24 | AUD | 600 | 474,884 |
Mizuho Financial Group, Inc., Sr. Unsec’d. Notes | 3.752 | 07/19/23 | AUD | 1,042 | 853,124 |
8,951,904 |
19
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
Kazakhstan 0.2% | |||||
Kazakhstan Temir Zholy National Co. JSC, | |||||
Gtd. Notes | 3.250 % | 12/05/23 | CHF | 3,800 | $4,507,827 |
Gtd. Notes | 3.638 | 06/20/22 | CHF | 4,550 | 5,271,529 |
9,779,356 | |||||
Luxembourg 0.4% | |||||
ARD Finance SA, | |||||
Sr. Sec’d. Notes, Cash coupon 5.000% or PIK 5.750% | 5.000 | 06/30/27 | EUR | 6,300 | 7,847,033 |
Sr. Sec’d. Notes, 144A, Cash coupon 5.000% or PIK 5.750% | 5.000 | 06/30/27 | EUR | 10,000 | 12,455,607 |
20,302,640 | |||||
Mexico 0.7% | |||||
Petroleos Mexicanos, | |||||
Gov’t. Gtd. Notes, 3 Month LIBOR + 0.430% (Cap N/A, Floor 0.000%) | 0.652(c) | 02/15/24 | 2,438 | 2,440,462 | |
Gtd. Notes | 3.625 | 11/24/25 | EUR | 11,020 | 13,183,806 |
Gtd. Notes | 6.500 | 01/23/29 | 480 | 477,338 | |
Gtd. Notes | 6.840 | 01/23/30 | 525 | 526,766 | |
Gtd. Notes, EMTN | 1.875 | 04/21/22 | EUR | 1,200 | 1,445,338 |
Gtd. Notes, EMTN | 3.750 | 02/21/24 | EUR | 4,200 | 5,123,785 |
Gtd. Notes, EMTN | 3.750 | 11/16/25 | GBP | 290 | 379,000 |
Gtd. Notes, EMTN | 3.750 | 04/16/26 | EUR | 3,057 | 3,654,702 |
Gtd. Notes, EMTN | 4.875 | 02/21/28 | EUR | 6,800 | 8,179,899 |
Gtd. Notes, EMTN | 5.125 | 03/15/23 | EUR | 1,600 | 2,010,341 |
Gtd. Notes, EMTN | 8.250 | 06/02/22 | GBP | 528 | 767,772 |
38,189,209 | |||||
Netherlands 0.9% | |||||
ABN AMRO Bank NV, Sub. Notes, 144A | 4.750 | 07/28/25 | 500 | 574,278 | |
BNG Bank NV, | |||||
Sr. Unsec’d. Notes | 5.150 | 03/07/25 | CAD | 1,000 | 919,467 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 03/03/21 | NZD | 3,000 | 2,155,260 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 03/29/21 | NZD | 2,200 | 1,581,395 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 05/12/21 | ZAR | 10,000 | 650,755 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 06/22/21 | ZAR | 6,000 | 387,971 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 06/07/22 | ZAR | 10,000 | 618,759 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 08/15/22 | ZAR | 30,000 | 1,838,693 |
20
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
Netherlands (cont’d.) | |||||
BNG Bank NV, (cont’d.) | |||||
Sr. Unsec’d. Notes, EMTN | 7.000 % | 12/09/21 | AUD | 2,000 | $1,617,573 |
Sr. Unsec’d. Notes, MTN | 1.765(s) | 04/05/28 | CAD | 2,600 | 1,841,214 |
Cooperatieve Rabobank UA, | |||||
Sr. Unsec’d. Notes, GMTN | 3.500 | 12/14/26 | AUD | 2,412 | 2,006,019 |
Sub. Notes, Series 1 | 1.429 | 12/19/24 | JPY | 300,000 | 2,929,228 |
ING Groep NV, Sr. Unsec’d. Notes(a) | 4.050 | 04/09/29 | 2,525 | 2,962,525 | |
Nederlandse Waterschapsbank NV, Sr. Unsec’d. Notes, MTN | 4.550 | 03/16/29 | CAD | 230 | 223,849 |
Nouryon Holding BV, Gtd. Notes | 6.500 | 10/01/26 | EUR | 1,590 | 2,020,777 |
NXP BV/NXP Funding LLC/NXP USA, Inc., | |||||
Gtd. Notes, 144A | 3.150 | 05/01/27 | 575 | 632,629 | |
Gtd. Notes, 144A | 3.400 | 05/01/30 | 725 | 809,620 | |
OCI NV, Sr. Sec’d. Notes, 144A | 3.625 | 10/15/25 | EUR | 9,300 | 11,755,512 |
United Group BV, | |||||
Sr. Sec’d. Notes | 4.875 | 07/01/24 | EUR | 300 | 371,346 |
Sr. Sec’d. Notes, 144A | 3.125 | 02/15/26 | EUR | 3,800 | 4,473,145 |
Ziggo Bond Co. BV, Gtd. Notes, 144A | 3.375 | 02/28/30 | EUR | 6,000 | 7,263,097 |
Ziggo BV, Sr. Sec’d. Notes | 4.250 | 01/15/27 | EUR | 160 | 202,906 |
47,836,018 | |||||
Norway 0.2% | |||||
Equinor ASA, | |||||
Gtd. Notes | 2.875 | 04/06/25 | 9,650 | 10,460,566 | |
Sr. Unsec’d. Notes | 6.800 | 01/15/28 | 2,265 | 2,957,673 | |
13,418,239 | |||||
Peru 0.0% | |||||
Lima Metro Line 2 Finance Ltd., Sr. Sec’d. Notes | 5.875 | 07/05/34 | 104 | 125,579 | |
Peru Enhanced Pass-Through Finance Ltd., Pass-Through Certificates | 2.077(s) | 06/02/25 | 1,404 | 1,355,216 | |
1,480,795 |
21
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
Philippines 0.1% | |||||
Bangko Sentral ng Pilipinas International Bond, Sr. Unsec’d. Notes, Series A | 8.600 % | 06/15/27 | 3,500 | $4,859,061 | |
Power Sector Assets & Liabilities Management Corp., Gov’t. Gtd. Notes | 7.390 | 12/02/24 | 200 | 249,411 | |
5,108,472 | |||||
Poland 0.1% | |||||
Bank Gospodarstwa Krajowego, | |||||
Gov’t. Gtd. Notes | 1.375 | 06/01/25 | EUR | 500 | 643,009 |
Gov’t. Gtd. Notes | 1.625 | 04/30/28 | EUR | 600 | 800,986 |
Gov’t. Gtd. Notes, EMTN | 1.750 | 05/06/26 | EUR | 4,700 | 6,194,706 |
7,638,701 | |||||
Portugal 0.3% | |||||
CP-Comboios de Portugal EPE, Sr. Unsec’d. Notes | 5.700 | 03/05/30 | EUR | 9,500 | 16,428,778 |
Infraestruturas de Portugal SA, Sr. Unsec’d. Notes | 4.250 | 12/13/21 | EUR | 1,000 | 1,257,578 |
17,686,356 | |||||
Qatar 0.2% | |||||
QNB Finance Ltd., | |||||
Gtd. Notes, EMTN | 3.500 | 03/09/26 | CNH | 7,400 | 1,158,460 |
Gtd. Notes, EMTN | 4.350 | 01/29/22 | CNH | 8,310 | 1,307,003 |
Gtd. Notes, EMTN | 5.100 | 03/08/21 | CNH | 29,300 | 4,553,107 |
Gtd. Notes, EMTN | 5.100 | 05/14/21 | CNH | 7,360 | 1,148,168 |
Gtd. Notes, EMTN | 5.200 | 06/07/21 | CNH | 10,000 | 1,562,027 |
Gtd. Notes, EMTN | 5.250 | 06/21/21 | CNH | 3,970 | 620,741 |
Gtd. Notes, MTN | 4.900 | 02/01/28 | AUD | 840 | 733,643 |
11,083,149 | |||||
Russia 0.7% | |||||
Gazprom PJSC Via Gaz Capital SA, | |||||
Sr. Unsec’d. Notes | 2.250 | 07/19/22 | CHF | 2,000 | 2,288,521 |
Sr. Unsec’d. Notes(a) | 2.500 | 03/21/26 | EUR | 2,000 | 2,570,127 |
Sr. Unsec’d. Notes | 2.750 | 11/30/21 | CHF | 1,200 | 1,372,768 |
Sr. Unsec’d. Notes | 4.250 | 04/06/24 | GBP | 9,080 | 13,322,213 |
22
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
Russia (cont’d.) | |||||
Gazprom PJSC via Gaz Finance PLC, Sr. Unsec’d. Notes | 2.950 % | 04/15/25 | EUR | 2,000 | $2,592,670 |
Russian Railways Via RZD Capital PLC, | |||||
Sr. Unsec’d. Notes | 0.898 | 10/03/25 | CHF | 9,450 | 10,635,936 |
Sr. Unsec’d. Notes | 1.195 | 04/03/28 | CHF | 1,300 | 1,443,307 |
Sr. Unsec’d. Notes | 7.487 | 03/25/31 | GBP | 850 | 1,589,345 |
35,814,887 | |||||
Singapore 0.1% | |||||
Clifford Capital Pte Ltd., Gov’t. Gtd. Notes, EMTN | 3.110 | 08/18/32 | 5,000 | 5,444,325 | |
South Africa 0.2% | |||||
Eskom Holdings SOC Ltd., | |||||
Gov’t. Gtd. Notes, 144A, MTN(a) | 6.350 | 08/10/28 | 1,350 | 1,496,377 | |
Gov’t. Gtd. Notes, MTN | 6.350 | 08/10/28 | 5,500 | 6,096,349 | |
Sasol Financing International Ltd., Gtd. Notes | 4.500 | 11/14/22 | 800 | 814,533 | |
8,407,259 | |||||
South Korea 0.6% | |||||
Hyundai Capital Services, Inc., Sr. Unsec’d. Notes, Series 14 | 0.400 | 08/02/21 | JPY | 100,000 | 951,730 |
Korea Development Bank (The), Sr. Unsec’d. Notes, EMTN | 6.000 | 01/22/25 | IDR | 15,000,000 | 1,085,612 |
Korea Expressway Corp., | |||||
Sr. Unsec’d. Notes, GMTN | 2.310 | 04/28/32 | SEK | 80,000 | 11,012,883 |
Sr. Unsec’d. Notes, GMTN | 3.030 | 05/11/32 | CAD | 7,500 | 6,532,360 |
Korea Hydro & Nuclear Power Co. Ltd., Sr. Unsec’d. Notes, EMTN | 3.350 | 03/13/28 | HKD | 2,000 | 284,665 |
Korean Air Lines Co. Ltd., Gov’t. Gtd. Notes, Series 1 | 0.320 | 02/21/22 | JPY | 500,000 | 4,773,975 |
KT Corp., Sr. Unsec’d. Notes, Series 9 | 0.220 | 07/19/22 | JPY | 700,000 | 6,670,533 |
31,311,758 | |||||
Spain 0.2% | |||||
Adif Alta Velocidad, Sr. Unsec’d. Notes, EMTN | 3.500 | 05/27/24 | EUR | 400 | 547,038 |
23
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
Spain (cont’d.) | |||||
Banco Santander SA, | |||||
Sr. Unsec’d. Notes | 3.306 % | 06/27/29 | 1,600 | $1,781,107 | |
Sr. Unsec’d. Notes(a) | 3.800 | 02/23/28 | 2,200 | 2,474,126 | |
Sub. Notes | 2.749 | 12/03/30 | 2,400 | 2,423,627 | |
Codere Finance 2 Luxembourg SA, | |||||
Sr. Sec’d. Notes, 144A (original cost $1,379,631; purchased 07/24/20 - 10/09/20)(f) | 10.750 | 09/30/23 | EUR | 1,191 | 1,518,500 |
Sr. Sec’d. Notes, 144A, Cash coupon 4.500% and PIK 7.125% (original cost $1,742,500; purchased 10/31/19)(f) | 11.625 | 11/01/23 | 2,000 | 1,295,756 | |
10,040,154 | |||||
Supranational Bank 1.4% | |||||
African Development Bank, | |||||
Sr. Unsec’d. Notes, EMTN | 0.500 | 09/21/21 | NZD | 4,000 | 2,867,652 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 03/13/23 | MXN | 20,000 | 881,620 |
Corp. Andina de Fomento, | |||||
Sr. Unsec’d. Notes | 2.750 | 01/06/23 | 1,350 | 1,405,654 | |
Sr. Unsec’d. Notes | 4.375 | 06/15/22 | 3,300 | 3,467,090 | |
Sr. Unsec’d. Notes, MTN | 4.000 | 03/31/21 | AUD | 1,636 | 1,255,571 |
EUROFIMA, Sr. Unsec’d. Notes, MTN | 4.550 | 03/30/27 | CAD | 900 | 840,372 |
European Bank for Reconstruction & Development, | |||||
Sr. Unsec’d. Notes, GMTN | 0.500 | 09/01/23 | AUD | 400 | 304,381 |
Sr. Unsec’d. Notes, GMTN | 0.500 | 11/21/23 | AUD | 1,200 | 917,724 |
Sr. Unsec’d. Notes, GMTN | 6.450 | 12/13/22 | IDR | 60,560,000 | 4,450,714 |
Unsec’d. Notes, GMTN^ | 1.250 | 07/10/23 | PEN | 4,500 | 1,252,437 |
European Investment Bank, | |||||
Sr. Unsec’d. Notes, 144A, EMTN | 4.600 | 01/30/37 | CAD | 1,528 | 1,606,057 |
Sr. Unsec’d. Notes, 144A, EMTN | 5.400 | 01/05/45 | CAD | 4,200 | 5,105,854 |
Sr. Unsec’d. Notes, 144A, MTN | 2.047(s) | 05/28/37 | CAD | 20,500 | 11,243,067 |
Sr. Unsec’d. Notes, EMTN | 1.954(s) | 05/28/37 | CAD | 7,550 | 4,140,739 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 06/21/23 | AUD | 1,600 | 1,226,360 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 07/21/23 | AUD | 800 | 612,972 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 08/10/23 | AUD | 1,210 | 927,191 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 10/26/23 | AUD | 6,930 | 5,305,176 |
Sr. Unsec’d. Notes, EMTN | 1.250 | 05/12/25 | SEK | 16,500 | 2,068,630 |
Sr. Unsec’d. Notes, EMTN | 1.250 | 11/12/29 | SEK | 10,000 | 1,272,939 |
Sr. Unsec’d. Notes, EMTN | 3.250 | 05/24/23 | NOK | 10,000 | 1,236,306 |
Sr. Unsec’d. Notes, EMTN | 4.600 | 01/30/37 | CAD | 550 | 578,096 |
Sr. Unsec’d. Notes, EMTN | 6.270 | 08/28/24 | IDR | 10,000,000 | 741,625 |
24
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
Supranational Bank (cont’d.) | |||||
Inter-American Development Bank, | |||||
Sr. Unsec’d. Notes | 4.400 % | 01/26/26 | CAD | 1,800 | $1,662,366 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 05/23/23 | CAD | 744 | 584,297 |
Sr. Unsec’d. Notes, EMTN | 7.875 | 03/14/23 | IDR | 137,000,000 | 10,390,617 |
Sr. Unsec’d. Notes, GMTN | 7.500 | 12/05/24 | MXN | 600 | 31,722 |
International Bank for Reconstruction & Development, | |||||
Sr. Unsec’d. Notes, EMTN | 0.500 | 03/07/22 | AUD | 1,145 | 874,948 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 03/28/22 | AUD | 200 | 152,945 |
Sr. Unsec’d. Notes, EMTN | 0.500 | 07/29/22 | AUD | 350 | 268,358 |
Sr. Unsec’d. Notes, EMTN | 6.630 | 07/24/28 | MXN | 17,700 | 882,257 |
Sr. Unsec’d. Notes, MTN | 1.600(cc) | 10/20/26 | 18 | 18,111 | |
International Finance Corp., | |||||
Sr. Unsec’d. Notes, GMTN | 6.000 | 07/25/22 | MXN | 20,000 | 995,743 |
Sr. Unsec’d. Notes, GMTN | 7.020 | 04/06/28 | MXN | 41,300 | 2,128,360 |
Nordic Investment Bank, Sr. Unsec’d. Notes, MTN | 3.875 | 09/02/25 | NZD | 2,000 | 1,637,012 |
North American Development Bank, Sr. Unsec’d. Notes | 2.400 | 10/26/22 | 198 | 203,474 | |
73,538,437 | |||||
Switzerland 0.4% | |||||
Credit Suisse Group AG, | |||||
Sr. Unsec’d. Notes, 144A | 0.000(cc) | 02/02/27 | 6,440 | 6,433,134 | |
Sr. Unsec’d. Notes, 144A | 2.593(ff) | 09/11/25 | 1,390 | 1,467,506 | |
Sr. Unsec’d. Notes, 144A | 4.207(ff) | 06/12/24 | 2,850 | 3,078,587 | |
Sr. Unsec’d. Notes, 144A | 4.282 | 01/09/28 | 2,975 | 3,423,997 | |
Sr. Unsec’d. Notes, EMTN | 1.000 | 04/14/23 | CHF | 1,000 | 1,150,417 |
Sr. Unsec’d. Notes, EMTN | 3.500(ff) | 03/08/24 | AUD | 750 | 602,042 |
UBS AG, Sr. Unsec’d. Notes | 1.200 | 07/30/25 | AUD | 1,855 | 1,443,486 |
UBS Group AG, | |||||
Sr. Unsec’d. Notes, 144A | 2.859(ff) | 08/15/23 | 990 | 1,025,266 | |
Sr. Unsec’d. Notes, 144A | 3.491 | 05/23/23 | 1,100 | 1,142,801 | |
Sr. Unsec’d. Notes, 144A | 4.125 | 09/24/25 | 2,500 | 2,841,185 | |
22,608,421 | |||||
Tunisia 0.0% | |||||
Banque Centrale de Tunisie International Bond, Sr. Unsec’d. Notes | 4.200 | 03/17/31 | JPY | 100,000 | 708,547 |
25
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
Ukraine 0.0% | |||||
NAK Naftogaz Ukraine via Kondor Finance PLC, Sr. Unsec’d. Notes | 7.125 % | 07/19/24 | EUR | 1,100 | $1,375,204 |
United Arab Emirates 0.9% | |||||
Abu Dhabi National Energy Co. PJSC, | |||||
Sr. Unsec’d. Notes | 3.625 | 01/12/23 | 1,000 | 1,056,299 | |
Sr. Unsec’d. Notes, 144A(a) | 4.375 | 04/23/25 | 1,070 | 1,210,419 | |
Sr. Unsec’d. Notes, GMTN | 2.750 | 05/02/24 | EUR | 13,800 | 18,176,128 |
ADCB Finance Cayman Ltd., | |||||
Gtd. Notes, MTN | 3.750 | 10/25/22 | AUD | 1,130 | 897,869 |
Gtd. Notes, MTN | 4.500 | 10/25/27 | AUD | 2,370 | 2,021,742 |
DP World PLC, | |||||
Sr. Unsec’d. Notes | 2.375 | 09/25/26 | EUR | 550 | 704,783 |
Sr. Unsec’d. Notes | 4.250 | 09/25/30 | GBP | 4,900 | 7,596,986 |
Sr. Unsec’d. Notes, 144A | 4.250 | 09/25/30 | GBP | 1,840 | 2,852,746 |
Emirates NBD Bank PJSC, | |||||
Sr. Unsec’d. Notes | 3.050 | 02/26/30 | AUD | 100 | 77,713 |
Sr. Unsec’d. Notes, MTN | 4.750 | 02/09/28 | AUD | 4,830 | 4,199,365 |
Sr. Unsec’d. Notes, MTN | 4.850 | 10/12/27 | AUD | 4,090 | 3,589,742 |
Emirates Telecommunications Group Co. PJSC, Sr. Unsec’d. Notes, GMTN | 2.750 | 06/18/26 | EUR | 4,000 | 5,533,576 |
First Abu Dhabi Bank PJSC, Sr. Unsec’d. Notes, EMTN | 4.500 | 09/10/21 | CNH | 8,000 | 1,252,104 |
49,169,472 | |||||
United Kingdom 2.8% | |||||
Barclays PLC, | |||||
Sr. Unsec’d. Notes | 4.375 | 01/12/26 | 800 | 913,121 | |
Sr. Unsec’d. Notes, EMTN | 1.125 | 07/12/23 | CHF | 1,200 | 1,383,803 |
Sr. Unsec’d. Notes, MTN | 3.250 | 06/26/24 | AUD | 1,750 | 1,417,925 |
Sr. Unsec’d. Notes, MTN | 4.000 | 06/26/29 | AUD | 2,000 | 1,690,750 |
Sr. Unsec’d. Notes, MTN | 4.327 | 06/15/23 | AUD | 1,750 | 1,436,368 |
Sr. Unsec’d. Notes, MTN(a) | 4.972(ff) | 05/16/29 | 5,520 | 6,571,165 | |
Sr. Unsec’d. Notes, MTN | 5.244 | 06/15/28 | AUD | 1,000 | 904,528 |
Sr. Unsec’d. Notes, Series 1 | 1.232(ff) | 09/25/24 | JPY | 100,000 | 964,231 |
Sub. Notes | 5.200 | 05/12/26 | 3,780 | 4,387,068 | |
BP Capital Markets PLC, Gtd. Notes | 4.375(ff) | 06/22/25(oo) | 14,500 | 15,411,822 | |
Co-operative Group Holdings 2011 Ltd., Gtd. Notes | 7.500 | 07/08/26 | GBP | 2,400 | 3,995,119 |
26
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United Kingdom (cont’d.) | |||||
Co-Operative Group Ltd., Sr. Unsec’d. Notes | 5.125 % | 05/17/24 | GBP | 3,400 | $4,979,528 |
CPUK Finance Ltd., Sec’d. Notes, 144A | 4.875 | 02/28/47 | GBP | 110 | 149,219 |
eG Global Finance PLC, | |||||
Sr. Sec’d. Notes | 6.250 | 10/30/25 | EUR | 6,400 | 7,957,232 |
Sr. Sec’d. Notes, 144A | 4.375 | 02/07/25 | EUR | 5,500 | 6,576,064 |
Sr. Sec’d. Notes, 144A | 6.250 | 10/30/25 | EUR | 3,200 | 3,978,616 |
Experian Finance PLC, Gtd. Notes, 144A | 2.750 | 03/08/30 | 3,625 | 3,885,186 | |
HSBC Bank PLC, | |||||
Sr. Unsec’d. Notes, 144A, EMTN | 3.120 | 04/04/26 | CNH | 36,800 | 5,677,820 |
Sr. Unsec’d. Notes, EMTN | 3.300(ff) | 09/28/24 | 11,320 | 11,182,659 | |
HSBC Holdings PLC, | |||||
Sr. Unsec’d. Notes | 1.645(ff) | 04/18/26 | 1,255 | 1,280,837 | |
Sr. Unsec’d. Notes | 3.973(ff) | 05/22/30 | 2,400 | 2,727,063 | |
Sr. Unsec’d. Notes, EMTN | 3.350(ff) | 02/16/24 | AUD | 1,870 | 1,492,403 |
Sr. Unsec’d. Notes, Series 2 | 0.842 | 09/26/23 | JPY | 500,000 | 4,818,798 |
Sr. Unsec’d. Notes, Series 4 | 0.575(ff) | 09/13/24 | JPY | 100,000 | 957,760 |
Ladbrokes Group Finance PLC, Sr. Sec’d. Notes | 5.125 | 09/08/23 | GBP | 1,900 | 2,732,113 |
Lloyds Banking Group PLC, | |||||
Sr. Unsec’d. Notes | 2.907(ff) | 11/07/23 | 1,850 | 1,925,193 | |
Sr. Unsec’d. Notes | 3.870(ff) | 07/09/25 | 5,695 | 6,253,720 | |
Sr. Unsec’d. Notes, MTN | 4.250 | 11/22/27 | AUD | 160 | 138,029 |
Sub. Notes | 4.582 | 12/10/25 | 2,250 | 2,565,797 | |
Natwest Group PLC, | |||||
Sr. Unsec’d. Notes(a) | 3.875 | 09/12/23 | 1,000 | 1,080,073 | |
Sr. Unsec’d. Notes | 4.269(ff) | 03/22/25 | 5,860 | 6,456,549 | |
Sr. Unsec’d. Notes | 4.445(ff) | 05/08/30 | 1,000 | 1,165,875 | |
Sr. Unsec’d. Notes | 4.892(ff) | 05/18/29 | 1,500 | 1,775,346 | |
Sr. Unsec’d. Notes, EMTN | 2.000(ff) | 03/08/23 | EUR | 700 | 867,973 |
Sr. Unsec’d. Notes, EMTN | 2.500 | 03/22/23 | EUR | 1,500 | 1,917,794 |
Pinewood Finance Co. Ltd., Sr. Sec’d. Notes, 144A | 3.250 | 09/30/25 | GBP | 1,700 | 2,383,516 |
Santander UK Group Holdings PLC, Sr. Unsec’d. Notes | 3.571 | 01/10/23 | 3,065 | 3,152,360 | |
Tesco Corporate Treasury Services PLC, Gtd. Notes, EMTN | 2.500 | 07/01/24 | EUR | 750 | 987,907 |
Virgin Media Secured Finance PLC, | |||||
Sr. Sec’d. Notes | 5.000 | 04/15/27 | GBP | 2,800 | 4,030,103 |
Sr. Sec’d. Notes, 144A | 5.000 | 04/15/27 | GBP | 5,900 | 8,492,002 |
27
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United Kingdom (cont’d.) | |||||
William Hill PLC, Gtd. Notes, MTN | 4.750 % | 05/01/26 | GBP | 3,315 | $5,027,210 |
145,690,645 | |||||
United States 16.1% | |||||
AbbVie, Inc., | |||||
Sr. Unsec’d. Notes | 3.200 | 11/21/29 | 6,090 | 6,739,819 | |
Sr. Unsec’d. Notes | 4.050 | 11/21/39 | 2,975 | 3,490,924 | |
Sr. Unsec’d. Notes | 4.250 | 11/21/49 | 2,870 | 3,482,924 | |
Adient Global Holdings Ltd., Gtd. Notes, 144A | 3.500 | 08/15/24 | EUR | 1,234 | 1,498,751 |
Aflac, Inc., | |||||
Sr. Unsec’d. Notes | 0.500 | 12/17/29 | JPY | 100,000 | 930,629 |
Sr. Unsec’d. Notes | 0.830 | 03/12/35 | JPY | 100,000 | 925,213 |
Sr. Unsec’d. Notes | 0.932 | 01/25/27 | JPY | 80,000 | 772,125 |
Sr. Unsec’d. Notes | 1.159 | 10/18/30 | JPY | 600,000 | 5,894,422 |
Albertson’s Cos., Inc./Safeway, Inc./New Albertson’s LP/Albertson’s LLC, Gtd. Notes, 144A | 3.500 | 02/15/23 | 5,000 | 5,132,100 | |
Altria Group, Inc., Gtd. Notes | 3.125 | 06/15/31 | EUR | 2,900 | 4,202,640 |
AMC Entertainment Holdings, Inc., Sec’d. Notes, 144A, Cash coupon 10.000% / PIK 12.000% or Cash coupon 5.000% and PIK 6.000% | 12.000 | 06/15/26 | 1,879 | 1,372,778 | |
American International Group, Inc., Sr. Unsec’d. Notes | 1.875 | 06/21/27 | EUR | 2,100 | 2,793,727 |
AmeriGas Partners LP/AmeriGas Finance Corp., | |||||
Sr. Unsec’d. Notes | 5.500 | 05/20/25 | 3,800 | 4,175,847 | |
Sr. Unsec’d. Notes | 5.625 | 05/20/24 | 3,500 | 3,847,175 | |
Amgen, Inc., Sr. Unsec’d. Notes | 2.600 | 08/19/26 | 600 | 650,651 | |
Antero Resources Corp., | |||||
Gtd. Notes | 5.625 | 06/01/23 | 2,000 | 1,974,829 | |
Gtd. Notes, 144A | 8.375 | 07/15/26 | 1,800 | 1,907,391 | |
Anthem, Inc., | |||||
Sr. Unsec’d. Notes | 2.875 | 09/15/29 | 5,715 | 6,220,168 | |
Sr. Unsec’d. Notes | 4.101 | 03/01/28 | 1,005 | 1,174,212 | |
Ascent Resources Utica Holdings LLC/ARU Finance Corp., | |||||
Gtd. Notes, 144A | 9.000 | 11/01/27 | 629 | 710,741 |
28
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
Ascent Resources Utica Holdings LLC/ARU Finance Corp., (cont’d.) | |||||
Sr. Unsec’d. Notes, 144A | 7.000 % | 11/01/26 | 575 | $549,043 | |
Sr. Unsec’d. Notes, 144A | 8.250 | 12/31/28 | 1,825 | 1,856,189 | |
AT&T, Inc., | |||||
Sr. Unsec’d. Notes | 4.100 | 01/19/26 | AUD | 2,280 | 1,993,722 |
Sr. Unsec’d. Notes | 4.850 | 05/25/47 | CAD | 150 | 132,033 |
Sr. Unsec’d. Notes | 5.100 | 11/25/48 | CAD | 4,575 | 4,188,369 |
Sr. Unsec’d. Notes, 144A | 2.550 | 12/01/33 | 97 | 96,748 | |
Sr. Unsec’d. Notes, 144A | 3.500 | 09/15/53 | 1,511 | 1,456,661 | |
Sr. Unsec’d. Notes, 144A | 3.650 | 09/15/59 | 5,787 | 5,559,234 | |
Sr. Unsec’d. Notes, EMTN | 7.000 | 04/30/40 | GBP | 1,550 | 3,538,892 |
Bank of America Corp., | |||||
Jr. Sub. Notes, Series MM | 4.300(ff) | 01/28/25(oo) | 8,760 | 9,031,930 | |
Sr. Unsec’d. Notes | 3.419(ff) | 12/20/28 | 4,519 | 5,062,891 | |
Sr. Unsec’d. Notes, EMTN | 1.939(s) | 05/31/21 | EUR | 1,100 | 1,598,989 |
Sr. Unsec’d. Notes, EMTN | (5.214)(s) | 03/31/22 | EUR | 1,143 | 1,643,503 |
Sr. Unsec’d. Notes, EMTN | 5.145(cc) | 06/27/22 | EUR | 500 | 646,527 |
Sr. Unsec’d. Notes, MTN | 2.496(ff) | 02/13/31 | 2,755 | 2,868,694 | |
Sr. Unsec’d. Notes, MTN | 2.884(ff) | 10/22/30 | 4,865 | 5,229,496 | |
Sr. Unsec’d. Notes, MTN | 3.194(ff) | 07/23/30 | 5,140 | 5,653,402 | |
Bausch Health Americas, Inc., Gtd. Notes, 144A | 8.500 | 01/31/27 | 550 | 608,207 | |
Bausch Health Cos., Inc., | |||||
Gtd. Notes, 144A | 5.000 | 01/30/28 | 2,590 | 2,667,591 | |
Gtd. Notes, 144A | 5.250 | 01/30/30 | 375 | 387,792 | |
Gtd. Notes, 144A | 6.125 | 04/15/25 | 1,500 | 1,536,934 | |
Gtd. Notes, 144A | 6.250 | 02/15/29 | 400 | 429,188 | |
Beazer Homes USA, Inc., | |||||
Gtd. Notes | 5.875 | 10/15/27 | 1,300 | 1,372,913 | |
Gtd. Notes | 6.750 | 03/15/25 | 2,075 | 2,142,992 | |
Gtd. Notes | 7.250 | 10/15/29 | 1,675 | 1,881,340 | |
Berkshire Hathaway, Inc., | |||||
Sr. Unsec’d. Notes | 0.440 | 09/13/29 | JPY | 1,640,000 | 15,217,593 |
Sr. Unsec’d. Notes | 0.787 | 09/13/34 | JPY | 100,000 | 921,682 |
Sr. Unsec’d. Notes | 0.965 | 09/13/39 | JPY | 300,000 | 2,697,392 |
Boeing Co. (The), Sr. Unsec’d. Notes | 5.805 | 05/01/50 | 4,030 | 5,312,228 | |
Boxer Parent Co., Inc., Sr. Sec’d. Notes, 144A | 7.125 | 10/02/25 | 4,800 | 5,191,621 | |
Bristol-Myers Squibb Co., | |||||
Sr. Unsec’d. Notes(h) | 3.200 | 06/15/26 | 1,670 | 1,869,866 | |
Sr. Unsec’d. Notes(h) | 3.400 | 07/26/29 | 3,790 | 4,328,489 |
29
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
Bristol-Myers Squibb Co., (cont’d.) | |||||
Sr. Unsec’d. Notes(h) | 3.450 % | 11/15/27 | 3,345 | $3,834,505 | |
Brixmor Operating Partnership LP, | |||||
Sr. Unsec’d. Notes | 3.650 | 06/15/24 | 2,000 | 2,170,960 | |
Sr. Unsec’d. Notes(a) | 4.125 | 05/15/29 | 2,865 | 3,276,371 | |
Broadcom, Inc., | |||||
Gtd. Notes | 3.459 | 09/15/26 | 2,626 | 2,887,972 | |
Gtd. Notes | 4.700 | 04/15/25 | 6,765 | 7,713,465 | |
Gtd. Notes, 144A | 3.500 | 02/15/41 | 3,765 | 3,796,750 | |
Caesars Entertainment, Inc., Sr. Sec’d. Notes, 144A | 6.250 | 07/01/25 | 2,660 | 2,804,035 | |
Caledonia Generating LLC, Sr. Sec’d. Notes, 144A | 1.950 | 02/28/22 | 43 | 42,789 | |
Calpine Corp., | |||||
Sr. Unsec’d. Notes, 144A | 4.625 | 02/01/29 | 2,770 | 2,794,602 | |
Sr. Unsec’d. Notes, 144A | 5.000 | 02/01/31 | 1,180 | 1,212,990 | |
Sr. Unsec’d. Notes, 144A | 5.125 | 03/15/28 | 5,000 | 5,176,180 | |
CCO Holdings LLC/CCO Holdings Capital Corp., | |||||
Sr. Unsec’d. Notes, 144A | 5.375 | 06/01/29 | 675 | 732,396 | |
Sr. Unsec’d. Notes, 144A | 5.500 | 05/01/26 | 1,000 | 1,035,881 | |
CF Industries, Inc., | |||||
Gtd. Notes | 3.450 | 06/01/23 | 600 | 629,267 | |
Sr. Sec’d. Notes, 144A | 4.500 | 12/01/26 | 6,451 | 7,660,502 | |
Charter Communications Operating LLC/Charter Communications Operating Capital, | |||||
Sr. Sec’d. Notes | 2.800 | 04/01/31 | 3,625 | 3,738,359 | |
Sr. Sec’d. Notes | 3.700 | 04/01/51 | 595 | 586,182 | |
Sr. Sec’d. Notes | 4.800 | 03/01/50 | 5,250 | 5,977,237 | |
Sr. Sec’d. Notes | 6.384 | 10/23/35 | 2,357 | 3,173,348 | |
Cigna Corp., | |||||
Gtd. Notes | 3.050 | 11/30/22 | 3,000 | 3,134,279 | |
Sr. Unsec’d. Notes | 2.400 | 03/15/30 | 2,665 | 2,779,108 | |
CitiFinancial Credit Co., Sr. Unsec’d. Notes | 7.875 | 02/01/25 | 662 | 831,309 | |
Citigroup Global Markets Holdings, Inc., | |||||
Gtd. Notes, GMTN | 3.000(cc) | 06/12/24 | 8,398 | 9,242,983 | |
Gtd. Notes, GMTN | 3.790 | 09/28/28 | HKD | 6,000 | 876,996 |
Citigroup, Inc., | |||||
Sr. Unsec’d. Notes | 1.122(ff) | 01/28/27 | 15,750 | 15,751,661 | |
Sr. Unsec’d. Notes | 2.750 | 04/25/22 | 600 | 616,514 | |
Sr. Unsec’d. Notes | 2.800 | 06/25/27 | JPY | 770,000 | 8,149,458 |
Sr. Unsec’d. Notes | 3.106(ff) | 04/08/26 | 12,950 | 14,049,094 |
30
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
Citigroup, Inc., (cont’d.) | |||||
Sr. Unsec’d. Notes, EMTN | 6.500 % | 08/16/30 | GBP | 7 | $13,477 |
Sr. Unsec’d. Notes, GMTN | 2.210 | 08/23/22 | HKD | 27,000 | 3,562,481 |
Sr. Unsec’d. Notes, GMTN | 2.600 | 12/07/22 | HKD | 5,000 | 666,940 |
Sr. Unsec’d. Notes, Series 18BR | 2.360 | 09/16/25 | JPY | 300,000 | 3,096,434 |
Sub. Notes | 4.400 | 06/10/25 | 3,000 | 3,402,945 | |
Clear Channel Worldwide Holdings, Inc., Gtd. Notes | 9.250 | 02/15/24 | 2,300 | 2,392,279 | |
Comcast Corp., Gtd. Notes(h) | 3.150 | 02/15/28 | 2,000 | 2,224,773 | |
Corning, Inc., Sr. Unsec’d. Notes | 0.698 | 08/09/24 | JPY | 100,000 | 938,117 |
CVS Health Corp., Sr. Unsec’d. Notes | 4.300 | 03/25/28 | 1,227 | 1,442,364 | |
Dana Financing Luxembourg Sarl, Gtd. Notes, 144A | 6.500 | 06/01/26 | 1,625 | 1,696,789 | |
Dana, Inc., Sr. Unsec’d. Notes | 5.375 | 11/15/27 | 2,625 | 2,774,779 | |
Danaher Corp., Sr. Unsec’d. Notes | 2.100 | 09/30/26 | EUR | 600 | 809,247 |
Delta Air Lines 2007-1 Class A Pass-Through Trust, Pass-Through Certificates | 6.821 | 02/10/24 | 110 | 113,295 | |
DH Europe Finance II Sarl, | |||||
Gtd. Notes | 0.200 | 03/18/26 | EUR | 4,200 | 5,135,603 |
Gtd. Notes | 0.450 | 03/18/28 | EUR | 2,200 | 2,702,987 |
Diamond BC BV, Sr. Unsec’d. Notes | 5.625 | 08/15/25 | EUR | 6,900 | 8,525,823 |
Diamond Sports Group LLC/Diamond Sports Finance Co., Gtd. Notes, 144A | 6.625 | 08/15/27 | 3,740 | 2,375,520 | |
Diamondback Energy, Inc., Gtd. Notes | 3.500 | 12/01/29 | 3,250 | 3,451,898 | |
Discovery Communications LLC, | |||||
Gtd. Notes | 3.450 | 03/15/25 | 2,500 | 2,732,519 | |
Gtd. Notes | 5.300 | 05/15/49 | 2,480 | 3,175,509 | |
DISH DBS Corp., Gtd. Notes(a) | 7.750 | 07/01/26 | 3,000 | 3,255,739 | |
Dow Chemical Co. (The), | |||||
Sr. Unsec’d. Notes | 3.625 | 05/15/26 | 720 | 812,343 | |
Sr. Unsec’d. Notes | 9.400 | 05/15/39 | 152 | 270,805 | |
Eastman Chemical Co., Sr. Unsec’d. Notes | 4.500 | 12/01/28 | 600 | 721,026 |
31
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
Eli Lilly & Co., Sr. Unsec’d. Notes | 0.625 % | 11/01/31 | EUR | 3,000 | $3,815,477 |
Embarq Corp., Sr. Unsec’d. Notes | 7.995 | 06/01/36 | 6,850 | 8,392,952 | |
Energizer Gamma Acquisition BV, Gtd. Notes | 4.625 | 07/15/26 | EUR | 13,998 | 17,543,125 |
Energy Transfer Operating LP, Jr. Sub. Notes, Series G | 7.125(ff) | 05/15/30(oo) | 7,800 | 7,337,192 | |
Enterprise Products Operating LLC, | |||||
Gtd. Notes | 3.125 | 07/31/29 | 1,580 | 1,731,432 | |
Gtd. Notes | 3.700 | 01/31/51 | 210 | 219,861 | |
Gtd. Notes | 3.950 | 01/31/60 | 220 | 236,207 | |
ERAC USA Finance LLC, Gtd. Notes, 144A | 7.000 | 10/15/37 | 190 | 290,963 | |
Everi Payments, Inc., Gtd. Notes, 144A | 7.500 | 12/15/25 | 1,959 | 2,030,664 | |
Ferrellgas Partners LP/Ferrellgas Partners Finance Corp., Sr. Unsec’d. Notes | 8.625 | 06/15/20(d) | 750 | 344,142 | |
Fidelity National Information Services, Inc., | |||||
Gtd. Notes | 1.100 | 07/15/24 | EUR | 2,300 | 2,897,336 |
Sr. Unsec’d. Notes | 1.500 | 05/21/27 | EUR | 7,600 | 9,933,696 |
Ford Motor Co., Sr. Unsec’d. Notes | 4.750 | 01/15/43 | 2,000 | 2,016,869 | |
Ford Motor Credit Co. LLC, | |||||
Sr. Unsec’d. Notes | 4.134 | 08/04/25 | 200 | 209,609 | |
Sr. Unsec’d. Notes | 4.687 | 06/09/25 | 2,015 | 2,155,538 | |
Sr. Unsec’d. Notes, EMTN | 4.125 | 06/20/24 | SGD | 2,000 | 1,513,429 |
General Motors Co., Sr. Unsec’d. Notes | 5.400 | 04/01/48 | 4,600 | 5,824,154 | |
General Motors Financial Co., Inc., | |||||
Gtd. Notes | 3.200 | 07/06/21 | 370 | 373,346 | |
Gtd. Notes | 3.850 | 01/05/28 | 2,900 | 3,202,270 | |
Gtd. Notes | 3.950 | 04/13/24 | 250 | 272,183 | |
Golden Entertainment, Inc., Sr. Unsec’d. Notes, 144A(a) | 7.625 | 04/15/26 | 1,000 | 1,070,172 | |
Goldman Sachs Group, Inc. (The), | |||||
Jr. Sub. Notes, Series M, 3 Month LIBOR + 3.922% | 4.128(c) | 02/05/21(oo) | 700 | 699,967 | |
Sr. Unsec’d. Notes | 1.992(ff) | 01/27/32 | 2,450 | 2,454,741 | |
Sr. Unsec’d. Notes | 3.500 | 01/23/25 | 1,500 | 1,642,690 | |
Sr. Unsec’d. Notes | 4.500 | 05/16/28 | AUD | 210 | 186,467 |
32
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
Goldman Sachs Group, Inc. (The), (cont’d.) | |||||
Sr. Unsec’d. Notes, EMTN | 1.428 %(s) | 12/15/23 | EUR | 200 | $239,536 |
Sr. Unsec’d. Notes, EMTN | 0.000(cc) | 08/12/25 | EUR | 3,216 | 3,831,434 |
Sr. Unsec’d. Notes, EMTN | 1.000 | 08/06/24 | JPY | 100,000 | 962,102 |
Sr. Unsec’d. Notes, EMTN | 1.000 | 08/16/32 | JPY | 200,000 | 1,951,986 |
Sr. Unsec’d. Notes, EMTN | 1.300 | 03/22/30 | JPY | 10,000 | 97,987 |
Sr. Unsec’d. Notes, EMTN | 2.200(cc) | 11/26/22 | 1,500 | 1,544,371 | |
Sr. Unsec’d. Notes, EMTN | 3.000(cc) | 05/31/24 | 9,338 | 10,195,738 | |
Sr. Unsec’d. Notes, EMTN | 4.000(ff) | 11/30/24 | 40 | 39,992 | |
Sub. Notes | 4.750 | 10/12/21 | EUR | 3,000 | 3,757,923 |
Goldman Sachs International, Gtd. Notes, EMTN | 1.750 | 05/29/24 | EUR | 3,685 | 4,691,749 |
Greystone Commercial Capital Trust, Sr. Unsec’d. Notes, 144A, Series 1A, 1 Month LIBOR + 2.830% (Cap N/A, Floor 3.030%) | 3.030(c) | 02/01/24 | 6,000 | 6,000,000 | |
HCA, Inc., | |||||
Gtd. Notes | 5.625 | 09/01/28 | 1,200 | 1,405,188 | |
Sr. Sec’d. Notes | 5.250 | 04/15/25 | 3,000 | 3,497,323 | |
Sr. Sec’d. Notes | 5.250 | 06/15/49 | 1,500 | 1,914,729 | |
Honeywell International, Inc., | |||||
Sr. Unsec’d. Notes | 0.000 | 03/10/24 | EUR | 6,700 | 8,172,462 |
Sr. Unsec’d. Notes | 0.750 | 03/10/32 | EUR | 3,000 | 3,787,021 |
Host Hotels & Resorts LP, Sr. Unsec’d. Notes | 3.875 | 04/01/24 | 5,000 | 5,293,986 | |
Housing & Urban Development Corp. Ltd. AID Bond, Gov’t. Gtd. Notes, 6 Month LIBOR + 0.035% (Cap N/A, Floor 0.000%) | 0.317(c) | 09/15/30 | 450 | 446,005 | |
Hunt Cos., Inc., Sr. Sec’d. Notes, 144A | 6.250 | 02/15/26 | 2,461 | 2,519,655 | |
Hyundai Capital America, Sr. Unsec’d. Notes, 144A | 3.000 | 06/20/22 | 2,000 | 2,061,591 | |
International Paper Co., Sr. Unsec’d. Notes | 7.300 | 11/15/39 | 75 | 119,604 | |
IQVIA, Inc., Gtd. Notes, 144A | 2.250 | 01/15/28 | EUR | 1,800 | 2,203,303 |
Jabil, Inc., Sr. Unsec’d. Notes | 4.700 | 09/15/22 | 655 | 697,954 | |
JBS USA LUX SA/JBS USA Finance, Inc., Gtd. Notes, 144A | 5.750 | 06/15/25 | 470 | 484,023 | |
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., | |||||
Gtd. Notes, 144A | 6.500 | 04/15/29 | 1,150 | 1,307,339 |
33
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., (cont’d.) | |||||
Sr. Unsec’d. Notes, 144A | 5.500 % | 01/15/30 | 100 | $113,531 | |
Jefferies Group LLC, Sr. Unsec’d. Notes(a) | 2.750 | 10/15/32 | 9,275 | 9,615,854 | |
John Sevier Combined Cycle Generation LLC, Sec’d. Notes(h) | 4.626 | 01/15/42 | 3,984 | 4,911,176 | |
JPMorgan Chase & Co., | |||||
Jr. Sub. Notes, Series HH | 4.600(ff) | 02/01/25(oo) | 2,100 | 2,157,667 | |
Jr. Sub. Notes, Series I, 3 Month LIBOR + 3.470% | 3.682(c) | 04/30/21(oo) | 219 | 217,977 | |
Jr. Sub. Notes, Series V, 3 Month LIBOR + 3.320% | 3.558(c) | 04/01/21(oo) | 1,000 | 993,091 | |
Jr. Sub. Notes, Series Z, 3 Month LIBOR + 3.800% | 4.005(c) | 05/01/21(oo) | 1,410 | 1,410,566 | |
Sr. Unsec’d. Notes | 0.000(cc) | 02/04/32 | 13,490 | 13,487,556 | |
Sr. Unsec’d. Notes | 2.525(ff) | 11/19/41 | 6,200 | 6,134,886 | |
Sr. Unsec’d. Notes | 3.509(ff) | 01/23/29 | 3,200 | 3,584,116 | |
Sr. Unsec’d. Notes | 3.702(ff) | 05/06/30 | 1,590 | 1,817,470 | |
JPMorgan Chase Bank, NA, Sr. Unsec’d. Notes | 4.762(s) | 03/17/48 | ITL(jj) | 15,390 | 5,299,714 |
KB Home, | |||||
Gtd. Notes | 6.875 | 06/15/27 | 1,650 | 1,951,269 | |
Gtd. Notes | 7.500 | 09/15/22 | 1,000 | 1,090,132 | |
Kinder Morgan Energy Partners LP, Gtd. Notes | 4.150 | 02/01/24 | 2,000 | 2,184,162 | |
Kraft Heinz Foods Co., | |||||
Gtd. Notes | 3.000 | 06/01/26 | 2,000 | 2,115,927 | |
Gtd. Notes | 4.875 | 10/01/49 | 15 | 16,955 | |
Level 3 Financing, Inc., Sr. Sec’d. Notes, 144A | 3.400 | 03/01/27 | 4,042 | 4,440,112 | |
Liberty Mutual Group, Inc., | |||||
Gtd. Notes | 2.750 | 05/04/26 | EUR | 1,000 | 1,371,804 |
Gtd. Notes, 144A | 3.951 | 10/15/50 | 90 | 104,891 | |
LYB International Finance III LLC, Gtd. Notes | 4.200 | 10/15/49 | 960 | 1,087,011 | |
Marriott International, Inc., Sr. Unsec’d. Notes, Series EE | 5.750 | 05/01/25 | 875 | 1,015,315 | |
Mars, Inc., Gtd. Notes, 144A | 3.600 | 04/01/34 | 420 | 498,705 | |
Marsh & McLennan Cos., Inc., Sr. Unsec’d. Notes | 1.979 | 03/21/30 | EUR | 4,700 | 6,512,226 |
McDonald’s Corp., | |||||
Sr. Unsec’d. Notes, MTN | 3.450 | 09/08/26 | AUD | 1,220 | 1,048,390 |
Sr. Unsec’d. Notes, MTN | 3.800 | 03/08/29 | AUD | 5,090 | 4,484,503 |
34
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
Medtronic Global Holdings SCA, | |||||
Gtd. Notes | 0.750 % | 10/15/32 | EUR | 6,200 | $7,856,558 |
Gtd. Notes | 1.500 | 07/02/39 | EUR | 500 | 664,612 |
Gtd. Notes | 1.625 | 03/07/31 | EUR | 2,500 | 3,434,864 |
Gtd. Notes | 1.750 | 07/02/49 | EUR | 2,100 | 2,863,927 |
Gtd. Notes | 2.250 | 03/07/39 | EUR | 1,910 | 2,845,303 |
MetLife, Inc., Sr. Unsec’d. Notes | 0.769 | 05/23/29 | JPY | 600,000 | 5,766,320 |
Metropolitan Life Global Funding I, Sec’d. Notes, MTN | 4.000 | 07/13/27 | AUD | 300 | 262,903 |
Morgan Guaranty Trust Co. of New York, Sr. Unsec’d. Notes | 1.390(s) | 01/21/27 | ITL(jj) | 824 | 954,253 |
Morgan Stanley, | |||||
Jr. Sub. Notes, Series H, 3 Month LIBOR + 3.610% | 3.851(c) | 04/15/21(oo) | 1,415 | 1,410,102 | |
Sr. Unsec’d. Notes, EMTN | 0.637(ff) | 07/26/24 | EUR | 5,000 | 6,170,410 |
Sr. Unsec’d. Notes, EMTN | 1.342(ff) | 10/23/26 | EUR | 600 | 769,763 |
Sr. Unsec’d. Notes, EMTN | 3.240 | 12/14/22 | EUR | 2,200 | 2,804,552 |
Sr. Unsec’d. Notes, EMTN | 7.500 | 04/02/32 | 14,000 | 11,967,323 | |
Sr. Unsec’d. Notes, GMTN | 1.875 | 03/06/30 | EUR | 900 | 1,193,840 |
Sr. Unsec’d. Notes, MTN | 1.928(ff) | 04/28/32 | 9,080 | 9,054,161 | |
Motorola Solutions, Inc., Sr. Unsec’d. Notes(a) | 4.600 | 02/23/28 | 1,665 | 1,983,658 | |
MPLX LP, | |||||
Sr. Unsec’d. Notes(a) | 4.000 | 03/15/28 | 515 | 583,937 | |
Sr. Unsec’d. Notes | 4.125 | 03/01/27 | 2,000 | 2,281,020 | |
MPT Operating Partnership LP/MPT Finance Corp., Gtd. Notes | 3.325 | 03/24/25 | EUR | 1,700 | 2,211,021 |
Nationstar Mortgage Holdings, Inc., | |||||
Gtd. Notes, 144A | 5.500 | 08/15/28 | 2,490 | 2,582,248 | |
Gtd. Notes, 144A | 6.000 | 01/15/27 | 735 | 777,041 | |
Newell Brands, Inc., Sr. Unsec’d. Notes | 4.700 | 04/01/26 | 1,300 | 1,429,519 | |
Newmont Corp., Gtd. Notes | 2.250 | 10/01/30 | 1,995 | 2,051,833 | |
Norfolk Southern Corp., | |||||
Sr. Unsec’d. Notes | 3.942 | 11/01/47 | 232 | 274,816 | |
Sr. Unsec’d. Notes | 4.050 | 08/15/52 | 165 | 199,924 | |
NRG Energy, Inc., Sr. Sec’d. Notes, 144A | 3.750 | 06/15/24 | 5,600 | 6,108,750 | |
Occidental Petroleum Corp., Sr. Unsec’d. Notes | 6.450 | 09/15/36 | 35 | 38,361 |
35
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
ONEOK Partners LP, Gtd. Notes | 4.900 % | 03/15/25 | 2,000 | $2,266,872 | |
ONEOK, Inc., | |||||
Gtd. Notes(a) | 3.100 | 03/15/30 | 7,350 | 7,629,975 | |
Gtd. Notes | 4.450 | 09/01/49 | 2,000 | 2,050,614 | |
Ovintiv Exploration, Inc., Gtd. Notes | 5.625 | 07/01/24 | 7,200 | 7,825,072 | |
Phillips 66 Partners LP, Sr. Unsec’d. Notes(a) | 3.605 | 02/15/25 | 2,000 | 2,168,128 | |
Plains All American Pipeline LP/PAA Finance Corp., | |||||
Sr. Unsec’d. Notes | 3.550 | 12/15/29 | 2,055 | 2,135,896 | |
Sr. Unsec’d. Notes | 4.900 | 02/15/45 | 2,350 | 2,460,190 | |
Private Export Funding Corp., Sr. Unsec’d. Notes, 144A | 0.550 | 07/30/24 | 3,000 | 2,988,755 | |
Prologis Yen Finance LLC, | |||||
Gtd. Notes | 0.972 | 09/25/28 | JPY | 450,000 | 4,355,876 |
Gtd. Notes | 1.003 | 06/24/32 | JPY | 1,500,000 | 14,259,468 |
Gtd. Notes | 1.222 | 06/22/35 | JPY | 200,000 | 1,900,738 |
Range Resources Corp., | |||||
Gtd. Notes | 9.250 | 02/01/26 | 4,805 | 5,233,012 | |
Gtd. Notes, 144A | 8.250 | 01/15/29 | 500 | 525,002 | |
Refinitiv US Holdings, Inc., | |||||
Sr. Sec’d. Notes | 4.500 | 05/15/26 | EUR | 1,000 | 1,273,890 |
Sr. Unsec’d. Notes | 6.875 | 11/15/26 | EUR | 2,700 | 3,536,476 |
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu, Sr. Sec’d. Notes, 144A | 5.125 | 07/15/23 | 97 | 98,302 | |
Ryder System, Inc., Sr. Unsec’d. Notes, MTN | 4.625 | 06/01/25 | 9,000 | 10,370,308 | |
Sally Holdings LLC/Sally Capital, Inc., Gtd. Notes(a) | 5.625 | 12/01/25 | 4,525 | 4,661,155 | |
Schlumberger Holdings Corp., Sr. Unsec’d. Notes, 144A | 3.900 | 05/17/28 | 1,955 | 2,190,033 | |
Scientific Games International, Inc., Gtd. Notes, 144A | 7.000 | 05/15/28 | 225 | 239,197 | |
Service Properties Trust, Sr. Unsec’d. Notes | 4.350 | 10/01/24 | 3,600 | 3,535,582 | |
Shire Acquisitions Investments Ireland DAC, Gtd. Notes | 3.200 | 09/23/26 | 2,470 | 2,740,518 | |
Southaven Combined Cycle Generation LLC, Sec’d. Notes | 3.846 | 08/15/33 | 9 | 10,150 |
36
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
Spectrum Brands, Inc., Gtd. Notes, 144A | 4.000 % | 10/01/26 | EUR | 675 | $848,088 |
Sprint Capital Corp., Gtd. Notes | 8.750 | 03/15/32 | 1,985 | 3,031,676 | |
Sprint Corp., | |||||
Gtd. Notes | 7.125 | 06/15/24 | 2,000 | 2,331,586 | |
Gtd. Notes | 7.625 | 02/15/25 | 300 | 358,569 | |
Standard Industries, Inc., Sr. Unsec’d. Notes, 144A | 4.375 | 07/15/30 | 3,175 | 3,364,847 | |
Stryker Corp., Sr. Unsec’d. Notes | 2.625 | 11/30/30 | EUR | 2,300 | 3,368,536 |
Sunoco Logistics Partners Operations LP, Gtd. Notes | 5.400 | 10/01/47 | 2,200 | 2,338,948 | |
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., | |||||
Gtd. Notes, 144A | 5.500 | 01/15/28 | 2,625 | 2,630,014 | |
Gtd. Notes, 144A | 6.000 | 12/31/30 | 1,700 | 1,708,104 | |
Gtd. Notes, 144A | 7.500 | 10/01/25 | 1,075 | 1,143,906 | |
Taylor Morrison Communities, Inc., | |||||
Gtd. Notes, 144A | 6.625 | 07/15/27 | 2,330 | 2,512,940 | |
Sr. Unsec’d. Notes, 144A | 5.125 | 08/01/30 | 375 | 411,498 | |
Tenet Healthcare Corp., | |||||
Gtd. Notes, 144A | 6.125 | 10/01/28 | 1,850 | 1,932,637 | |
Sec’d. Notes, 144A | 6.250 | 02/01/27 | 800 | 842,819 | |
Sr. Sec’d. Notes, 144A | 5.125 | 11/01/27 | 2,905 | 3,067,064 | |
Sr. Unsec’d. Notes | 6.750 | 06/15/23 | 1,025 | 1,109,938 | |
Thermo Fisher Scientific, Inc., | |||||
Sr. Unsec’d. Notes | 0.500 | 03/01/28 | EUR | 4,500 | 5,566,473 |
Sr. Unsec’d. Notes | 2.875 | 07/24/37 | EUR | 450 | 712,214 |
Time Warner Entertainment Co. LP, Sr. Sec’d. Notes | 8.375 | 07/15/33 | 2,065 | 3,110,598 | |
T-Mobile USA, Inc., | |||||
Sr. Sec’d. Notes, 144A | 4.375 | 04/15/40 | 2,500 | 2,921,010 | |
Sr. Sec’d. Notes, 144A | 4.500 | 04/15/50 | 3,110 | 3,670,594 | |
Tote Shipholdings, Inc., Gov’t. Gtd. Notes | 3.400 | 10/16/40 | 104 | 113,824 | |
Toyota Motor Credit Corp., Sr. Unsec’d. Notes, EMTN | 2.900(cc) | 10/24/25 | 3,158 | 3,495,008 | |
U.S. Concrete, Inc., Gtd. Notes | 6.375 | 06/01/24 | 1,252 | 1,287,682 | |
United Airlines 2007-1 Class A Pass-Through Trust, Pass-Through Certificates | 6.636 | 01/02/24 | 48 | 49,537 |
37
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
United Rentals North America, Inc., | |||||
Gtd. Notes | 3.875 % | 02/15/31 | 840 | $877,852 | |
Gtd. Notes | 4.875 | 01/15/28 | 3,115 | 3,310,097 | |
Gtd. Notes | 5.250 | 01/15/30 | 2,340 | 2,590,241 | |
Gtd. Notes | 5.500 | 05/15/27 | 500 | 534,873 | |
Univision Communications, Inc., Sr. Sec’d. Notes, 144A | 6.625 | 06/01/27 | 3,335 | 3,521,459 | |
Vector Group Ltd., Sr. Sec’d. Notes, 144A | 6.125 | 02/01/25 | 1,300 | 1,319,903 | |
VEREIT Operating Partnership LP, | |||||
Gtd. Notes | 2.200 | 06/15/28 | 480 | 490,795 | |
Gtd. Notes | 2.850 | 12/15/32 | 8,375 | 8,610,768 | |
Verizon Communications, Inc., | |||||
Sr. Unsec’d. Notes | 1.250 | 04/08/30 | EUR | 5,000 | 6,540,968 |
Sr. Unsec’d. Notes | 2.500 | 04/08/31 | GBP | 1,400 | 2,122,009 |
Sr. Unsec’d. Notes, MTN | 2.650 | 05/06/30 | AUD | 1,600 | 1,277,802 |
Sr. Unsec’d. Notes, MTN | 4.050 | 02/17/25 | AUD | 4,950 | 4,271,957 |
Sr. Unsec’d. Notes, MTN | 4.500 | 08/17/27 | AUD | 730 | 664,953 |
ViacomCBS, Inc., Sr. Unsec’d. Notes | 5.850 | 09/01/43 | 5,680 | 7,721,291 | |
Viatris, Inc., | |||||
Gtd. Notes, 144A | 3.850 | 06/22/40 | 4,410 | 4,880,669 | |
Gtd. Notes, 144A | 4.000 | 06/22/50 | 4,425 | 4,931,171 | |
Vistra Operations Co. LLC, | |||||
Gtd. Notes, 144A | 5.000 | 07/31/27 | 3,520 | 3,704,776 | |
Sr. Sec’d. Notes, 144A | 3.550 | 07/15/24 | 14,300 | 15,498,262 | |
Wells Fargo & Co., | |||||
Sr. Unsec’d. Notes | 4.000 | 04/27/27 | AUD | 198 | 171,192 |
Sr. Unsec’d. Notes, GMTN | 3.700 | 07/27/26 | AUD | 1,458 | 1,246,173 |
Welltower, Inc., Sr. Unsec’d. Notes(a) | 3.100 | 01/15/30 | 5,600 | 6,051,024 | |
Williams Cos., Inc. (The), | |||||
Sr. Unsec’d. Notes | 3.750 | 06/15/27 | 2,000 | 2,269,437 | |
Sr. Unsec’d. Notes(a) | 4.000 | 09/15/25 | 1,500 | 1,681,932 | |
Xerox Corp., Sr. Unsec’d. Notes | 4.375 | 03/15/23 | 460 | 483,258 | |
XPO Logistics, Inc., Gtd. Notes, 144A | 6.750 | 08/15/24 | 530 | 560,509 | |
848,078,300 | |||||
Total Corporate Bonds (cost $1,692,736,298) | 1,804,067,923 |
38
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Residential Mortgage-Backed Securities 3.5% | |||||
Bermuda 0.7% | |||||
Bellemeade Re Ltd., | |||||
Series 2018-01A, Class M1B, 144A, 1 Month LIBOR + 1.600% (Cap N/A, Floor 0.000%) | 1.730 %(c) | 04/25/28 | 545 | $545,258 | |
Series 2018-02A, Class M1C, 144A, 1 Month LIBOR + 1.600% (Cap N/A, Floor 0.000%) | 1.730(c) | 08/25/28 | 358 | 358,151 | |
Series 2018-03A, Class M1B, 144A, 1 Month LIBOR + 1.850% (Cap N/A, Floor 1.850%) | 1.980(c) | 10/25/28 | 518 | 520,822 | |
Series 2019-02A, Class M1B, 144A, 1 Month LIBOR + 1.450% (Cap N/A, Floor 1.450%) | 1.580(c) | 04/25/29 | 532 | 532,599 | |
Series 2019-03A, Class M1A, 144A, 1 Month LIBOR + 1.100% (Cap N/A, Floor 1.100%) | 1.230(c) | 07/25/29 | 807 | 807,598 | |
Series 2019-03A, Class M1B, 144A, 1 Month LIBOR + 1.600% (Cap N/A, Floor 1.600%) | 1.730(c) | 07/25/29 | 2,400 | 2,404,103 | |
Series 2019-04A, Class M1A, 144A, 1 Month LIBOR + 1.400% (Cap N/A, Floor 1.400%) | 1.530(c) | 10/25/29 | 1,240 | 1,239,203 | |
Series 2019-04A, Class M1B, 144A, 1 Month LIBOR + 2.000% (Cap N/A, Floor 2.000%) | 2.130(c) | 10/25/29 | 4,500 | 4,512,166 | |
Eagle Re Ltd., | |||||
Series 2019-01, Class M1B, 144A, 1 Month LIBOR + 1.800% (Cap N/A, Floor 0.000%) | 1.930(c) | 04/25/29 | 620 | 620,437 | |
Series 2020-02, Class M1A, 144A, 1 Month LIBOR + 3.000% (Cap N/A, Floor 0.000%) | 3.130(c) | 10/25/30 | 6,420 | 6,476,951 | |
Series 2020-02, Class M1B, 144A, 1 Month LIBOR + 4.000% (Cap N/A, Floor 0.000%) | 4.130(c) | 10/25/30 | 3,180 | 3,235,957 | |
Series 2020-02, Class M1C, 144A, 1 Month LIBOR + 4.500% (Cap N/A, Floor 0.000%) | 4.630(c) | 10/25/30 | 2,240 | 2,291,867 | |
Home Re Ltd., | |||||
Series 2019-01, Class M1, 144A, 1 Month LIBOR + 1.650% (Cap N/A, Floor 0.000%) | 1.780(c) | 05/25/29 | 378 | 378,193 | |
Series 2021-01, Class M1B, 144A | —(p) | 07/25/33 | 9,211 | 9,210,177 | |
Oaktown Re II Ltd., Series 2018-01A, Class M1, 144A, 1 Month LIBOR + 1.550% (Cap N/A, Floor 0.000%) | 1.680(c) | 07/25/28 | 186 | 186,022 | |
Oaktown Re III Ltd., Series 2019-01A, Class M1A, 144A, 1 Month LIBOR + 1.400% (Cap N/A, Floor 1.400%) | 1.530(c) | 07/25/29 | 30 | 30,252 | |
Radnor Re Ltd., | |||||
Series 2018-01, Class M1, 144A, 1 Month LIBOR + 1.400% (Cap N/A, Floor 0.000%) | 1.530(c) | 03/25/28 | 59 | 58,883 |
39
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Residential Mortgage-Backed Securities (Continued) | |||||
Bermuda (cont’d.) | |||||
Radnor Re Ltd., (cont’d.) | |||||
Series 2020-01, Class M1A, 144A, 1 Month LIBOR + 0.950% (Cap N/A, Floor 0.950%) | 1.080 %(c) | 02/25/30 | 600 | $599,821 | |
Series 2020-01, Class M1B, 144A, 1 Month LIBOR + 1.450% (Cap N/A, Floor 1.450%) | 1.580(c) | 02/25/30 | 1,800 | 1,803,526 | |
35,811,986 | |||||
United Kingdom 0.2% | |||||
Finsbury Square PLC, Series 2020-02A, Class A, 144A, 3 Month Sterling Overnight Index Average + 1.300% (Cap N/A, Floor 0.000%) | 1.355(c) | 06/16/70 | GBP | 2,085 | 2,882,921 |
Paragon Mortgages PLC, Series 12X, Class B1B | 0.000(cc) | 11/15/38 | EUR | 1,128 | 1,337,474 |
Residential Mortgage Securities PLC, Series 32A, Class A, 144A, 3 Month Sterling Overnight Index Average + 1.250% (Cap N/A, Floor 0.000%) | 1.304(c) | 06/20/70 | GBP | 6,051 | 8,365,646 |
12,586,041 | |||||
United States 2.6% | |||||
APS Resecuritization Trust, Series 2016-01, Class 1A, 144A, 1 Month LIBOR + 0.150% (Cap N/A, Floor 0.150%) | 0.294(c) | 07/27/57 | 1,145 | 1,131,706 | |
Banc of America Funding Trust, Series 2014-R05, Class 1A1, 144A, 6 Month LIBOR + 1.500% (Cap 11.000%, Floor 1.500%) | 1.764(c) | 09/26/45 | 148 | 150,146 | |
BVRT Financing Trust, Series 2019-01, Class F, 144A^ | 2.283 | 09/15/21 | 13,683 | 13,600,963 | |
Central Park Funding Trust, Series 2018-01, Class A, 144A, 1 Month LIBOR + 1.500% (Cap N/A, Floor 1.500%) | 1.644(c) | 11/01/23 | 3,500 | 3,501,761 | |
CIM Trust, | |||||
Series 2017-03, Class A1, 144A, 1 Month LIBOR + 2.000% (Cap N/A, Floor 0.000%) | 2.144(c) | 01/25/57 | 1,204 | 1,212,527 | |
Series 2017-05, Class A3, 144A | 4.000(cc) | 05/25/57 | 6,100 | 6,103,269 | |
Connecticut Avenue Securities Trust, | |||||
Series 2019-R04, Class 2M2, 144A, 1 Month LIBOR + 2.100% (Cap N/A, Floor 0.000%) | 2.230(c) | 06/25/39 | 1,777 | 1,779,426 | |
Series 2019-R07, Class 1M2, 144A, 1 Month LIBOR + 2.100% (Cap N/A, Floor 0.000%) | 2.230(c) | 10/25/39 | 990 | 990,804 |
40
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Residential Mortgage-Backed Securities (Continued) | |||||
United States (cont’d.) | |||||
Connecticut Avenue Securities Trust, (cont’d.) | |||||
Series 2020-R01, Class 1M2, 144A, 1 Month LIBOR + 2.050% (Cap N/A, Floor 2.050%) | 2.180 %(c) | 01/25/40 | 1,600 | $1,600,499 | |
Credit Suisse Mortgage Trust, Series 2020-RPL06, Class A1, 144A | 2.688(cc) | 03/25/59 | 2,813 | 2,816,217 | |
Fannie Mae Connecticut Avenue Securities, Series 2018-C03, Class 1M2, 1 Month LIBOR + 2.150% (Cap N/A, Floor 2.150%) | 2.280(c) | 10/25/30 | 442 | 442,845 | |
Fannie Mae REMICS, Series 2012-107, Class GI, IO | 3.500 | 09/25/27 | 4,635 | 301,071 | |
FHLMC REMICS, Series 4166, Class IO, IO | 3.500 | 02/15/43 | 7,129 | 1,142,924 | |
FHLMC Structured Agency Credit Risk Debt Notes, | |||||
Series 2020-HQA05, Class B1, 144A, 30 Day Average SOFR + 4.000% (Cap N/A, Floor 0.000%) | 4.082(c) | 11/25/50 | 595 | 617,850 | |
Series 2020-HQA05, Class M2, 144A, 30 Day Average SOFR + 2.600% (Cap N/A, Floor 0.000%) | 2.682(c) | 11/25/50 | 2,875 | 2,900,608 | |
FHLMC Structured Agency Credit Risk REMIC Trust, | |||||
Series 2020-DNA02, Class M2, 144A, 1 Month LIBOR + 1.850% (Cap N/A, Floor 1.850%) | 1.980(c) | 02/25/50 | 4,060 | 4,049,836 | |
Series 2020-DNA03, Class B1, 144A, 1 Month LIBOR + 5.100% (Cap N/A, Floor 0.000%) | 5.230(c) | 06/25/50 | 750 | 785,154 | |
Series 2020-DNA03, Class M2, 144A, 1 Month LIBOR + 3.000% (Cap N/A, Floor 0.000%) | 3.130(c) | 06/25/50 | 2,780 | 2,800,951 | |
Series 2020-HQA02, Class M2, 144A, 1 Month LIBOR + 3.100% (Cap N/A, Floor 0.000%) | 3.230(c) | 03/25/50 | 320 | 324,607 | |
Series 2020-HQA04, Class B1, 144A, 1 Month LIBOR + 5.250% (Cap N/A, Floor 0.000%) | 5.380(c) | 09/25/50 | 1,310 | 1,375,562 | |
Series 2020-HQA04, Class M2, 144A, 1 Month LIBOR + 3.150% (Cap N/A, Floor 0.000%) | 3.280(c) | 09/25/50 | 940 | 950,020 | |
Series 2021-DNA01, Class B1, 144A, 30 Day Average SOFR + 2.650% (Cap N/A, Floor 0.000%) | 2.729(c) | 01/25/51 | 1,835 | 1,837,893 | |
Series 2021-DNA01, Class M2, 144A, 30 Day Average SOFR + 1.800% (Cap N/A, Floor 0.000%) | 1.879(c) | 01/25/51 | 12,595 | 12,596,024 | |
FHLMC Structured Agency Credit Risk Trust, Series 2019-DNA01, Class M2, 144A, 1 Month LIBOR + 2.650% (Cap N/A, Floor 0.000%) | 2.780(c) | 01/25/49 | 417 | 420,384 |
41
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Residential Mortgage-Backed Securities (Continued) | |||||
United States (cont’d.) | |||||
Legacy Mortgage Asset Trust, | |||||
Series 2020-GS01, Class A1, 144A | 2.882 % | 10/25/59 | 7,173 | $7,200,320 | |
Series 2020-GS05, Class A1, 144A | 3.250 | 06/25/60 | 991 | 1,011,098 | |
LSTAR Securities Investment Trust, Series 2019-02, Class A1, 144A, 1 Month LIBOR + 1.500% (Cap N/A, Floor 0.000%) | 1.644(c) | 04/01/24 | 1,094 | 1,091,980 | |
MRA Issuance Trust, | |||||
Series 2020-01, Class A, 144A, 1 Month LIBOR + 1.400% (Cap N/A, Floor 1.400%) | 1.544(c) | 06/25/21 | 5,131 | 5,134,414 | |
Series 2020-07, Class A, 144A, 1 Month LIBOR + 1.600% (Cap N/A, Floor 1.600%) | 1.744(c) | 12/11/21 | 11,820 | 11,822,399 | |
Series 2020-08, Class A1X, 144A, 1 Month LIBOR + 1.750% (Cap N/A, Floor 2.250%) | 2.250(c) | 09/23/21 | 11,840 | 11,851,606 | |
Series 2020-08, Class A2, 144A, 1 Month LIBOR + 3.000% (Cap N/A, Floor 3.500%) | 3.500(c) | 09/23/21 | 6,920 | 6,927,467 | |
Series 2020-09, Class AX, 144A, 1 Month LIBOR + 1.750% (Cap N/A, Floor 2.250%)^ | 2.250(c) | 05/05/21 | 10,000 | 10,027,160 | |
New Residential Mortgage Loan Trust, Series 2018-04A, Class A1S, 144A, 1 Month LIBOR + 0.750% (Cap N/A, Floor 0.750%) | 0.880(c) | 01/25/48 | 1,186 | 1,190,449 | |
PMT Credit Risk Transfer Trust, Series 2020-02R, Class A, 144A, 1 Month LIBOR + 3.815% (Cap N/A, Floor 3.815%) | 3.967(c) | 12/25/22 | 18,614 | 18,612,767 | |
138,302,707 | |||||
Total Residential Mortgage-Backed Securities (cost $184,765,570) | 186,700,734 | ||||
Sovereign Bonds 35.4% | |||||
Albania 0.1% | |||||
Albania Government International Bond, | |||||
Sr. Unsec’d. Notes | 3.500 | 10/09/25 | EUR | 1,000 | 1,289,830 |
Sr. Unsec’d. Notes, 144A | 3.500 | 10/09/25 | EUR | 1,000 | 1,289,830 |
2,579,660 | |||||
Argentina 0.1% | |||||
Argentine Republic Government International Bond, | |||||
Bonds | 4.330 | 12/31/33(d) | JPY | 519,215 | 1,377,774 |
42
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Argentina (cont’d.) | |||||
Argentine Republic Government International Bond, (cont’d.) | |||||
Sr. Unsec’d. Notes | 0.670 %(cc) | 12/31/38(d) | JPY | 952,628 | $1,571,187 |
Sr. Unsec’d. Notes | 0.670(cc) | 12/31/38(d) | JPY | 55,495 | 91,392 |
3,040,353 | |||||
Australia 0.2% | |||||
Australia Government Bond, | |||||
Sr. Unsec’d. Notes, Series 145 | 2.750 | 06/21/35 | AUD | 6,000 | 5,331,848 |
Sr. Unsec’d. Notes, Series 150 | 3.000 | 03/21/47 | AUD | 2,400 | 2,174,335 |
Northern Territory Treasury Corp., Local Gov’t. Gtd. Notes | 2.000 | 04/21/31 | AUD | 2,300 | 1,813,977 |
Treasury Corp. of Victoria, | |||||
Local Gov’t. Gtd. Notes | 2.250 | 11/20/34 | AUD | 2,100 | 1,685,281 |
Local Gov’t. Gtd. Notes, MTN | 2.250 | 11/20/41 | AUD | 2,000 | 1,498,330 |
12,503,771 | |||||
Austria 0.3% | |||||
Republic of Austria Government Bond, Sr. Unsec’d. Notes, 144A | 0.750 | 03/20/51 | EUR | 860 | 1,216,402 |
Republic of Austria Government International Bond, | |||||
Sr. Unsec’d. Notes, 144A, EMTN | 5.000 | 12/20/24 | CAD | 11,441 | 10,488,440 |
Sr. Unsec’d. Notes, 144A, MTN | 5.375 | 12/01/34 | CAD | 2,123 | 2,339,909 |
14,044,751 | |||||
Belgium 0.0% | |||||
Kingdom of Belgium Government International Bond, | |||||
Notes, 144A | 8.875 | 12/01/24 | 750 | 973,774 | |
Unsec’d. Notes, EMTN | 5.700 | 05/28/32 | GBP | 650 | 1,335,358 |
2,309,132 | |||||
Brazil 1.4% | |||||
Brazil Loan Trust 1, | |||||
Gov’t. Gtd. Notes | 5.477 | 07/24/23 | 19,218 | 20,125,351 | |
Gov’t. Gtd. Notes, 144A | 5.477 | 07/24/23 | 775 | 811,750 | |
Brazil Minas SPE via State of Minas Gerais, | |||||
Gov’t. Gtd. Notes | 5.333 | 02/15/28 | 39,470 | 43,010,359 | |
Gov’t. Gtd. Notes, 144A | 5.333 | 02/15/28 | 564 | 614,583 |
43
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (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 | $9,107,436 |
Sr. Unsec’d. Notes | 8.500 | 01/05/24 | BRL | 30 | 5,963 |
Sr. Unsec’d. Notes, Series B | 8.875 | 04/15/24 | 200 | 248,597 | |
73,924,039 | |||||
Bulgaria 0.3% | |||||
Bulgaria Government International Bond, | |||||
Sr. Unsec’d. Notes | 0.375 | 09/23/30 | EUR | 3,167 | 3,862,529 |
Sr. Unsec’d. Notes, GMTN | 3.125 | 03/26/35 | EUR | 8,212 | 13,047,511 |
16,910,040 | |||||
Canada 0.3% | |||||
Canadian Government Bond, Bonds(k) | 4.000 | 06/01/41 | CAD | 650 | 752,969 |
City of Quebec, Unsec’d. Notes | 2.650 | 12/20/27 | CAD | 1,000 | 851,719 |
City of Toronto, | |||||
Sr. Unsec’d. Notes | 3.500 | 06/02/36 | CAD | 2,000 | 1,854,665 |
Unsec’d. Notes | 2.650 | 11/09/29 | CAD | 775 | 671,941 |
Unsec’d. Notes | 3.250 | 06/24/46 | CAD | 1,000 | 898,973 |
City of Vancouver, Notes | 2.700 | 12/15/26 | CAD | 2,000 | 1,723,351 |
Province of Alberta Strips Coupon, | |||||
Bonds | 1.031(s) | 06/01/26 | CAD | 500 | 370,049 |
Bonds | 1.101(s) | 12/01/26 | CAD | 550 | 402,621 |
Bonds | 1.187(s) | 06/01/27 | CAD | 650 | 471,306 |
Province of British Columbia, Unsec’d. Notes | 7.875 | 11/30/23 | CAD | 2,122 | 1,983,093 |
Province of Nova Scotia, Unsec’d. Notes | 3.150 | 12/01/51 | CAD | 2,000 | 1,848,615 |
Province of Quebec, | |||||
Unsec’d. Notes, Series A, MTN | 6.350 | 01/30/26 | 500 | 629,134 | |
Unsec’d. Notes, Series A, MTN | 7.140 | 02/27/26 | 430 | 561,600 | |
Province of Saskatchewan, Unsec’d. Notes | 3.300 | 06/02/48 | CAD | 3,000 | 2,785,911 |
15,805,947 |
44
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Chile 0.1% | |||||
Chile Government International Bond, | |||||
Sr. Unsec’d. Notes | 0.830 % | 07/02/31 | EUR | 1,000 | $1,262,092 |
Sr. Unsec’d. Notes | 1.440 | 02/01/29 | EUR | 1,884 | 2,483,524 |
Sr. Unsec’d. Notes | 1.750 | 01/20/26 | EUR | 240 | 316,006 |
4,061,622 | |||||
China 0.9% | |||||
China Government Bond, | |||||
Bonds | 3.270 | 11/19/30 | CNH | 20,000 | 3,126,568 |
Bonds, Series 1906 | 3.290 | 05/23/29 | CNH | 10,000 | 1,561,578 |
Sr. Unsec’d. Notes | 3.160 | 06/27/23 | CNH | 5,000 | 785,798 |
Sr. Unsec’d. Notes | 3.300 | 07/04/23 | CNH | 2,000 | 315,688 |
Sr. Unsec’d. Notes | 3.310 | 11/30/25 | CNH | 4,000 | 641,401 |
Sr. Unsec’d. Notes | 3.380 | 11/21/24 | CNH | 500 | 79,909 |
Sr. Unsec’d. Notes | 3.390 | 05/21/25 | CNH | 2,500 | 400,691 |
Sr. Unsec’d. Notes | 3.480 | 06/29/27 | CNH | 2,000 | 324,647 |
Sr. Unsec’d. Notes | 3.600 | 06/27/28 | CNH | 10,500 | 1,716,337 |
Sr. Unsec’d. Notes | 3.600 | 05/21/30 | CNH | 18,500 | 3,044,977 |
Sr. Unsec’d. Notes | 3.900 | 07/04/36 | CNH | 6,000 | 1,009,645 |
Sr. Unsec’d. Notes | 4.000 | 11/30/35 | CNH | 35,000 | 5,973,576 |
Sr. Unsec’d. Notes | 4.100 | 05/21/45 | CNH | 21,000 | 3,621,183 |
Sr. Unsec’d. Notes | 4.290 | 05/22/29 | CNH | 6,000 | 1,033,607 |
Sr. Unsec’d. Notes | 4.400 | 12/12/46 | CNH | 33,000 | 5,944,889 |
Sr. Unsec’d. Notes | 4.500 | 05/22/34 | CNH | 5,000 | 898,111 |
China Government International Bond, | |||||
Sr. Unsec’d. Notes | 0.500 | 11/12/31 | EUR | 1,800 | 2,209,646 |
Sr. Unsec’d. Notes, 144A | 1.200 | 10/21/30 | 6,000 | 5,917,261 | |
Export-Import Bank of China (The), | |||||
Sr. Unsec’d. Notes | 4.150 | 06/18/27 | CNH | 4,000 | 660,779 |
Sr. Unsec’d. Notes | 4.400 | 05/14/24 | CNH | 20,000 | 3,258,727 |
Unsec’d. Notes, Series 1910 | 3.860 | 05/20/29 | CNH | 10,000 | 1,570,962 |
Unsec’d. Notes, Series 2010 | 3.230 | 03/23/30 | CNH | 30,000 | 4,493,008 |
48,588,988 | |||||
Colombia 1.4% | |||||
Colombia Government International Bond, | |||||
Sr. Unsec’d. Notes | 3.000 | 01/30/30 | 1,400 | 1,443,395 | |
Sr. Unsec’d. Notes | 4.000 | 02/26/24 | 1,000 | 1,074,633 | |
Sr. Unsec’d. Notes | 8.375 | 02/15/27 | 2,745 | 3,281,354 | |
Sr. Unsec’d. Notes | 9.850 | 06/28/27 | COP | 15,013,000 | 5,425,454 |
45
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Colombia (cont’d.) | |||||
Colombia Government International Bond, (cont’d.) | |||||
Sr. Unsec’d. Notes | 10.375 % | 01/28/33 | 1,401 | $2,243,473 | |
Sr. Unsec’d. Notes, EMTN | 3.875 | 03/22/26 | EUR | 43,984 | 60,982,975 |
74,451,284 | |||||
Croatia 0.4% | |||||
Croatia Government International Bond, | |||||
Sr. Unsec’d. Notes | 1.125 | 06/19/29 | EUR | 200 | 254,227 |
Sr. Unsec’d. Notes(a) | 2.750 | 01/27/30 | EUR | 3,000 | 4,329,957 |
Sr. Unsec’d. Notes | 3.000 | 03/20/27 | EUR | 4,500 | 6,352,798 |
Sr. Unsec’d. Notes | 3.875 | 05/30/22 | EUR | 3,000 | 3,828,111 |
Sr. Unsec’d. Notes | 5.500 | 04/04/23 | 1,000 | 1,103,421 | |
Sr. Unsec’d. Notes | 6.375 | 03/24/21 | 500 | 504,129 | |
Unsec’d. Notes | 1.500 | 06/17/31 | EUR | 4,600 | 6,049,190 |
22,421,833 | |||||
Cyprus 1.7% | |||||
Cyprus Government International Bond, | |||||
Notes, EMTN | 1.500 | 04/16/27 | EUR | 3,000 | 3,956,076 |
Sr. Unsec’d. Notes, EMTN | 1.250 | 01/21/40 | EUR | 7,550 | 9,818,257 |
Sr. Unsec’d. Notes, EMTN(a) | 2.375 | 09/25/28 | EUR | 4,700 | 6,630,077 |
Sr. Unsec’d. Notes, EMTN | 2.750 | 06/27/24 | EUR | 4,900 | 6,518,877 |
Sr. Unsec’d. Notes, EMTN | 2.750 | 02/26/34 | EUR | 10,200 | 15,775,643 |
Sr. Unsec’d. Notes, EMTN | 2.750 | 05/03/49 | EUR | 3,000 | 5,162,653 |
Sr. Unsec’d. Notes, EMTN | 3.750 | 07/26/23 | EUR | 13,355 | 17,808,022 |
Sr. Unsec’d. Notes, EMTN | 4.250 | 11/04/25 | EUR | 16,514 | 24,091,659 |
89,761,264 | |||||
Czech Republic 0.0% | |||||
Czech Republic Government Bond, Bonds, Series 095 | 1.000 | 06/26/26 | CZK | 30,000 | 1,399,829 |
Denmark 0.1% | |||||
Denmark Government Bond, | |||||
Bonds(k) | 1.750 | 11/15/25 | DKK | 3,520 | 639,503 |
Bonds(k) | 4.500 | 11/15/39 | DKK | 1,800 | 551,790 |
Bonds, 144A, Series 10 Year | 0.500 | 11/15/29 | DKK | 4,300 | 758,601 |
46
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Denmark (cont’d.) | |||||
Denmark Government Bond, (cont’d.) | |||||
Bonds, 144A, Series 30 Year | 0.250 % | 11/15/52 | DKK | 5,000 | $861,847 |
Bonds, Series 10 Year(k) | 0.500 | 11/15/27 | DKK | 12,110 | 2,111,366 |
4,923,107 | |||||
Dominican Republic 0.0% | |||||
Dominican Republic International Bond, Sr. Unsec’d. Notes | 5.875 | 04/18/24 | 1,306 | 1,418,553 | |
Egypt 0.1% | |||||
Egypt Government International Bond, | |||||
Sr. Unsec’d. Notes, 144A | 5.577 | 02/21/23 | 1,835 | 1,936,041 | |
Sr. Unsec’d. Notes, 144A, MTN | 4.750 | 04/16/26 | EUR | 700 | 885,248 |
2,821,289 | |||||
Finland 0.1% | |||||
Finland Government International Bond, Sr. Unsec’d. Notes | 6.950 | 02/15/26 | 600 | 775,708 | |
Kuntarahoitus OYJ, | |||||
Local Gov’t. Gtd. Notes, EMTN | 0.500 | 12/21/21 | NZD | 3,000 | 2,146,902 |
Local Gov’t. Gtd. Notes, EMTN | 3.050 | 09/24/32 | SEK | 13,000 | 1,909,022 |
4,831,632 | |||||
France 0.1% | |||||
Agence France Locale, Gtd. Notes, EMTN | 1.125 | 06/20/28 | EUR | 1,500 | 1,995,065 |
French Republic Government Bond OAT, Bonds, 144A(k) | 1.500 | 05/25/50 | EUR | 390 | 616,800 |
2,611,865 | |||||
Germany 0.1% | |||||
Bundesrepublik Deutschland Bundesanleihe, | |||||
Bonds(k) | 0.000 | 08/15/26 | EUR | 1,620 | 2,048,907 |
Bonds(k) | 0.000 | 08/15/50 | EUR | 800 | 993,570 |
3,042,477 |
47
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Greece 2.7% | |||||
Hellenic Republic Government Bond, | |||||
Bonds | 3.650 %(cc) | 02/24/23 | EUR | 8,529 | $11,190,604 |
Bonds | 3.650(cc) | 02/24/24 | EUR | 6,733 | 9,153,888 |
Bonds | 3.650(cc) | 02/24/25 | EUR | 5,451 | 7,613,848 |
Bonds | 3.650(cc) | 02/24/26 | EUR | 3,791 | 5,440,489 |
Bonds | 3.650(cc) | 02/24/27 | EUR | 6,053 | 8,882,251 |
Bonds | 3.650(cc) | 02/24/28 | EUR | 2,110 | 3,157,199 |
Bonds | 3.650(cc) | 02/24/29 | EUR | 3,073 | 4,672,923 |
Bonds | 3.650(cc) | 02/24/30 | EUR | 1,881 | 2,903,369 |
Bonds | 3.650(cc) | 02/24/31 | EUR | 4,547 | 7,125,862 |
Bonds | 3.650(cc) | 02/24/32 | EUR | 2,159 | 3,454,778 |
Bonds | 3.650(cc) | 02/24/33 | EUR | 1,430 | 2,308,137 |
Bonds | 3.650(cc) | 02/24/34 | EUR | 2,103 | 3,448,975 |
Bonds | 3.650(cc) | 02/24/35 | EUR | 4,651 | 7,700,680 |
Bonds | 3.650(cc) | 02/24/36 | EUR | 1,318 | 2,209,490 |
Bonds | 3.650(cc) | 02/24/37 | EUR | 2,557 | 4,341,924 |
Bonds | 3.650(cc) | 02/24/38 | EUR | 1,481 | 2,546,684 |
Bonds | 3.650(cc) | 02/24/39 | EUR | 1,872 | 3,256,447 |
Bonds | 3.650(cc) | 02/24/40 | EUR | 1,887 | 3,325,146 |
Bonds | 3.650(cc) | 02/24/41 | EUR | 1,878 | 3,331,759 |
Bonds | 3.650(cc) | 02/24/42 | EUR | 3,587 | 6,436,236 |
Bonds | 3.900 | 01/30/33 | EUR | 2,710 | 4,417,828 |
Bonds(a) | 4.000 | 01/30/37 | EUR | 1,260 | 2,196,089 |
Bonds | 4.200 | 01/30/42 | EUR | 2,380 | 4,524,853 |
Bonds, 144A | 1.500 | 06/18/30 | EUR | 4,000 | 5,214,713 |
Hellenic Republic Government International Bond, | |||||
Sr. Unsec’d. Notes | 5.200 | 07/17/34 | EUR | 9,311 | 16,497,746 |
Sr. Unsec’d. Notes | 6.140 | 04/14/28 | EUR | 5,200 | 8,601,029 |
143,952,947 | |||||
Guernsey 0.2% | |||||
States of Guernsey Bond, Sr. Unsec’d. Notes | 3.375 | 12/12/46 | GBP | 5,641 | 10,864,613 |
Hong Kong 0.0% | |||||
Airport Authority, Sr. Unsec’d. Notes, EMTN | 1.950 | 11/20/30 | HKD | 3,000 | 384,846 |
Hong Kong Sukuk 2017 Ltd., Sr. Unsec’d. Notes | 3.132 | 02/28/27 | 1,500 | 1,651,407 | |
2,036,253 |
48
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Hungary 0.6% | |||||
Hungary Government Bond, Bonds, Series 28/A | 6.750 % | 10/22/28 | HUF | 250,000 | $1,154,749 |
Hungary Government International Bond, | |||||
Sr. Unsec’d. Notes | 1.250 | 10/22/25 | EUR | 2,000 | 2,564,586 |
Sr. Unsec’d. Notes | 1.625 | 04/28/32 | EUR | 3,900 | 5,156,400 |
Sr. Unsec’d. Notes | 4.300 | 12/19/21 | CNH | 32,500 | 5,064,691 |
Sr. Unsec’d. Notes | 5.375 | 02/21/23 | 4,850 | 5,328,226 | |
Sr. Unsec’d. Notes | 5.750 | 11/22/23 | 4,050 | 4,623,492 | |
Sr. Unsec’d. Notes, Series 2 | 1.290 | 09/18/30 | JPY | 700,000 | 6,679,431 |
Sr. Unsec’d. Notes, Series 8 | 0.740 | 09/18/25 | JPY | 100,000 | 955,559 |
31,527,134 | |||||
Iceland 0.1% | |||||
Iceland Government International Bond, | |||||
Sr. Unsec’d. Notes | 0.100 | 06/20/24 | EUR | 2,634 | 3,213,555 |
Sr. Unsec’d. Notes | 5.875 | 05/11/22 | 2,560 | 2,687,199 | |
Sr. Unsec’d. Notes, EMTN | 0.500 | 12/20/22 | EUR | 500 | 614,103 |
6,514,857 | |||||
India 0.5% | |||||
Export-Import Bank of India, | |||||
Sr. Unsec’d. Notes, 144A, MTN(a) | 2.250 | 01/13/31 | 4,400 | 4,253,139 | |
Sr. Unsec’d. Notes, 144A, MTN | 3.250 | 01/15/30 | 2,910 | 3,047,425 | |
Sr. Unsec’d. Notes, Series 3 | 0.590 | 09/05/22 | JPY | 1,700,000 | 16,179,272 |
23,479,836 | |||||
Indonesia 1.8% | |||||
Indonesia Government International Bond, | |||||
Sr. Unsec’d. Notes | 0.900 | 02/14/27 | EUR | 7,700 | 9,461,139 |
Sr. Unsec’d. Notes | 1.100 | 03/12/33 | EUR | 2,915 | 3,555,186 |
Sr. Unsec’d. Notes | 1.400 | 10/30/31 | EUR | 9,560 | 12,103,926 |
Sr. Unsec’d. Notes | 1.450 | 09/18/26 | EUR | 3,400 | 4,306,247 |
Sr. Unsec’d. Notes | 1.750 | 04/24/25 | EUR | 2,600 | 3,332,712 |
Sr. Unsec’d. Notes | 3.375 | 07/30/25 | EUR | 12,505 | 17,110,312 |
Sr. Unsec’d. Notes, EMTN | 2.150 | 07/18/24 | EUR | 5,195 | 6,714,178 |
Sr. Unsec’d. Notes, EMTN | 2.625 | 06/14/23 | EUR | 5,700 | 7,323,622 |
Sr. Unsec’d. Notes, EMTN | 2.875 | 07/08/21 | EUR | 6,080 | 7,468,364 |
Sr. Unsec’d. Notes, EMTN | 3.750 | 06/14/28 | EUR | 12,980 | 19,058,251 |
49
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Indonesia (cont’d.) | |||||
Indonesia Government International Bond, (cont’d.) | |||||
Sr. Unsec’d. Notes, Series 05 | 0.920 % | 05/31/23 | JPY | 100,000 | $964,969 |
Sr. Unsec’d. Notes, Series 14 | 1.130 | 07/07/23 | JPY | 400,000 | 3,877,392 |
95,276,298 | |||||
Isle of Man 0.5% | |||||
Isle of Man Government International Bond, | |||||
Unsec’d. Notes | 5.375 | 08/14/34 | GBP | 7,876 | 16,256,685 |
Unsec’d. Notes | 5.625 | 03/29/30 | GBP | 4,978 | 9,464,864 |
25,721,549 | |||||
Israel 0.5% | |||||
Israel Government Bond, Bonds, Series 0928 | 2.250 | 09/28/28 | ILS | 5,000 | 1,710,724 |
Israel Government International Bond, | |||||
Sr. Unsec’d. Notes | 2.750 | 07/03/30 | 6,140 | 6,729,266 | |
Sr. Unsec’d. Notes | 4.500 | 04/03/2120 | 1,240 | 1,599,689 | |
Sr. Unsec’d. Notes, EMTN | 1.500 | 01/18/27 | EUR | 1,600 | 2,113,066 |
Sr. Unsec’d. Notes, EMTN | 1.500 | 01/16/29 | EUR | 1,000 | 1,343,680 |
Sr. Unsec’d. Notes, EMTN | 2.875 | 01/29/24 | EUR | 3,700 | 4,897,198 |
Sr. Unsec’d. Notes, EMTN | 6.875 | 10/21/34 | GBP | 3,360 | 7,199,771 |
25,593,394 | |||||
Italy 4.3% | |||||
Cassa Del Trentino SPA, Local Gov’t. Gtd. Notes, EMTN | 1.160 | 06/17/26 | EUR | 564 | 692,889 |
Italy Buoni Poliennali Del Tesoro, | |||||
Bonds, 144A | 2.800 | 03/01/67 | EUR | 2,100 | 3,346,030 |
Sr. Unsec’d. Notes, 144A | 3.350 | 03/01/35 | EUR | 15,640 | 24,970,390 |
Region of Lazio, Sr. Unsec’d. Notes | 3.088 | 03/31/43 | EUR | 1,846 | 2,598,084 |
Republic of Italy Government International Bond, | |||||
Sr. Unsec’d. Notes | 2.375 | 10/17/24 | 500 | 526,321 | |
Sr. Unsec’d. Notes | 2.875 | 10/17/29 | 2,900 | 3,033,750 | |
Sr. Unsec’d. Notes | 4.000 | 10/17/49 | 500 | 546,504 | |
Sr. Unsec’d. Notes, EMTN | 3.444 | 12/31/24 | EUR | 988 | 1,236,138 |
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 | 9,176,997 |
Sr. Unsec’d. Notes, EMTN | 5.200 | 07/31/34 | EUR | 868 | 1,578,859 |
Sr. Unsec’d. Notes, EMTN | 5.250 | 12/07/34 | GBP | 11,765 | 22,680,376 |
50
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Italy (cont’d.) | |||||
Republic of Italy Government International Bond, (cont’d.) | |||||
Sr. Unsec’d. Notes, EMTN | 5.345 % | 01/27/48 | EUR | 2,000 | $4,229,707 |
Sr. Unsec’d. Notes, EMTN | 6.000 | 08/04/28 | GBP | 57,877 | 104,465,452 |
Sr. Unsec’d. Notes, MTN | 5.125 | 07/31/24 | EUR | 15,045 | 21,461,996 |
Sr. Unsec’d. Notes, MTN | 5.375 | 06/15/33 | 10,608 | 13,543,073 | |
Sr. Unsec’d. Notes, Series 67, EMTN | 0.000(cc) | 05/11/26 | EUR | 3,000 | 3,582,750 |
Republic of Italy Government International Bond Strips Coupon, | |||||
Sr. Unsec’d. Notes | 3.486(s) | 03/27/23 | 775 | 763,811 | |
Sr. Unsec’d. Notes | 1.737(s) | 02/20/31 | EUR | 5,324 | 5,976,517 |
224,409,644 | |||||
Japan 0.8% | |||||
Agriculture Forestry & Fisheries Finance Corp., Sr. Sec’d. Notes, Series 12 | 2.240 | 03/19/27 | JPY | 100,000 | 1,080,483 |
Honshu-Shikoku Bridge, Sr. Sec’d. Notes, Series 5 | 2.230 | 12/20/24 | JPY | 200,000 | 2,066,667 |
Japan Finance Organization for Municipalities, Sr. Unsec’d. Notes, GMTN | 0.875 | 09/22/21 | EUR | 2,535 | 3,103,373 |
Japan Government Ten Year Bond, Bonds, Series 360 | 0.100 | 09/20/30 | JPY | 100,000 | 960,303 |
Japan Government Thirty Year Bond, | |||||
Bonds, Series 66 | 0.400 | 03/20/50 | JPY | 450,000 | 4,006,140 |
Bonds, Series 68 | 0.600 | 09/20/50 | JPY | 1,335,000 | 12,534,600 |
Japan Government Twenty Year Bond, | |||||
Bonds, Series 149(k) | 1.500 | 06/20/34 | JPY | 50,000 | 558,585 |
Bonds, Series 150(k) | 1.400 | 09/20/34 | JPY | 145,000 | 1,603,755 |
Bonds, Series 157(k) | 0.200 | 06/20/36 | JPY | 224,100 | 2,108,015 |
Bonds, Series 159(k) | 0.600 | 12/20/36 | JPY | 665,000 | 6,620,946 |
Bonds, Series 165(k) | 0.500 | 06/20/38 | JPY | 407,000 | 3,965,065 |
Bonds, Series 171(k) | 0.300 | 12/20/39 | JPY | 300,000 | 2,791,563 |
Japan Housing Finance Agency, Sr. Sec’d. Notes, Series 102 | 1.441 | 03/19/27 | JPY | 100,000 | 1,033,164 |
Japanese Government CPI Linked Bond, Bonds, Series 22 | 0.100 | 03/10/27 | JPY | 219,803 | 2,118,248 |
44,550,907 | |||||
Jersey 0.0% | |||||
Jersey International Bond, Sr. Unsec’d. Notes | 3.750 | 06/09/54 | GBP | 834 | 1,812,506 |
51
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Kazakhstan 0.4% | |||||
Kazakhstan Government International Bond, | |||||
Sr. Unsec’d. Notes, EMTN | 0.600 % | 09/30/26 | EUR | 2,000 | $2,436,297 |
Sr. Unsec’d. Notes, EMTN | 1.500 | 09/30/34 | EUR | 3,200 | 4,041,728 |
Sr. Unsec’d. Notes, EMTN | 2.375 | 11/09/28 | EUR | 10,815 | 14,880,623 |
21,358,648 | |||||
Kuwait 0.0% | |||||
Kuwait International Government Bond, Sr. Unsec’d. Notes, 144A | 2.750 | 03/20/22 | 2,050 | 2,099,063 | |
Lithuania 0.1% | |||||
Lithuania Government Bond, Bonds, Series 7 Year | 0.600 | 06/29/23 | EUR | 200 | 247,896 |
Lithuania Government International Bond, Sr. Unsec’d. Notes | 6.625 | 02/01/22 | 4,920 | 5,224,734 | |
5,472,630 | |||||
Macedonia 0.1% | |||||
North Macedonia Government International Bond, | |||||
Sr. Unsec’d. Notes | 3.975 | 07/24/21 | EUR | 3,000 | 3,698,332 |
Sr. Unsec’d. Notes | 5.625 | 07/26/23 | EUR | 1,000 | 1,351,157 |
Sr. Unsec’d. Notes, 144A | 3.975 | 07/24/21 | EUR | 500 | 616,389 |
5,665,878 | |||||
Malaysia 0.1% | |||||
1MDB Global Investments Ltd., Sr. Unsec’d. Notes | 4.400 | 03/09/23 | 2,000 | 2,005,165 | |
Malaysia Government Bond, Bonds, Series 314 | 4.048 | 09/30/21 | MYR | 20,916 | 5,251,018 |
7,256,183 | |||||
Mexico 1.4% | |||||
Mexican Bonos, Sr. Unsec’d. Notes, Series M | 8.000 | 12/07/23 | MXN | 10,000 | 536,615 |
Mexico Government International Bond, | |||||
Sr. Unsec’d. Notes | 1.125 | 01/17/30 | EUR | 9,100 | 10,902,647 |
Sr. Unsec’d. Notes | 1.350 | 09/18/27 | EUR | 500 | 626,979 |
Sr. Unsec’d. Notes | 1.450 | 10/25/33 | EUR | 4,825 | 5,675,533 |
Sr. Unsec’d. Notes | 1.625 | 04/08/26 | EUR | 200 | 255,452 |
52
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Mexico (cont’d.) | |||||
Mexico Government International Bond, (cont’d.) | |||||
Sr. Unsec’d. Notes | 2.875 % | 04/08/39 | EUR | 5,000 | $6,537,790 |
Sr. Unsec’d. Notes | 4.000 | 03/15/2115 | EUR | 950 | 1,350,871 |
Sr. Unsec’d. Notes, EMTN | 1.750 | 04/17/28 | EUR | 800 | 1,017,702 |
Sr. Unsec’d. Notes, EMTN | 5.625 | 03/19/2114 | GBP | 340 | 545,709 |
Sr. Unsec’d. Notes, GMTN | 1.625 | 03/06/24 | EUR | 8,870 | 11,284,531 |
Sr. Unsec’d. Notes, GMTN | 6.750 | 02/06/24 | GBP | 12,951 | 20,859,666 |
Sr. Unsec’d. Notes, Series 25 | 0.600 | 04/20/23 | JPY | 700,000 | 6,615,677 |
Sr. Unsec’d. Notes, Series 26 | 0.850 | 04/18/25 | JPY | 300,000 | 2,841,672 |
Sr. Unsec’d. Notes, Series 28 | 2.000 | 04/20/38 | JPY | 300,000 | 2,562,832 |
Sr. Unsec’d. Notes, Series A, MTN | 7.500 | 04/08/33 | 875 | 1,231,056 | |
72,844,732 | |||||
Montenegro 0.0% | |||||
Montenegro Government International Bond, Sr. Unsec’d. Notes, 144A | 3.375 | 04/21/25 | EUR | 750 | 925,461 |
New Zealand 0.2% | |||||
Auckland Council, | |||||
Sr. Sec’d. Notes | 2.900 | 09/16/27 | AUD | 1,000 | 829,960 |
Sr. Sec’d. Notes | 3.500 | 03/09/26 | AUD | 2,000 | 1,695,993 |
New Zealand Government Bond, Bonds | 1.750 | 05/15/41 | NZD | 2,000 | 1,382,178 |
New Zealand Local Government Funding Agency Bond, | |||||
Local Gov’t. Gtd. Notes | 2.000 | 04/15/37 | NZD | 1,190 | 835,744 |
Local Gov’t. Gtd. Notes | 2.750 | 04/15/25 | NZD | 1,800 | 1,402,554 |
Local Gov’t. Gtd. Notes | 3.500 | 04/14/33 | NZD | 2,900 | 2,481,926 |
Local Gov’t. Gtd. Notes | 4.500 | 04/15/27 | NZD | 1,800 | 1,565,937 |
10,194,292 | |||||
Norway 0.1% | |||||
City of Oslo, | |||||
Sr. Unsec’d. Notes | 2.300 | 12/01/27 | NOK | 3,000 | 369,801 |
Sr. Unsec’d. Notes | 3.600 | 12/06/22 | NOK | 1,000 | 122,965 |
Sr. Unsec’d. Notes | 3.650 | 11/08/23 | NOK | 9,000 | 1,130,742 |
Norway Government Bond, Sr. Unsec’d. Notes, 144A, Series 481 | 1.750 | 09/06/29 | NOK | 10,000 | 1,239,766 |
2,863,274 |
53
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Panama 0.2% | |||||
Panama Government International Bond, | |||||
Sr. Unsec’d. Notes | 4.000 % | 09/22/24 | 400 | $440,833 | |
Sr. Unsec’d. Notes | 8.125 | 04/28/34 | 3,799 | 5,489,141 | |
Sr. Unsec’d. Notes | 9.375 | 01/16/23 | 3,803 | 4,406,909 | |
Sr. Unsec’d. Notes | 9.375 | 04/01/29 | 800 | 1,226,562 | |
11,563,445 | |||||
Peru 1.2% | |||||
Peru Government Bond, Sr. Unsec’d. Notes | 5.350 | 08/12/40 | PEN | 22,000 | 6,164,480 |
Peruvian Government International Bond, | |||||
Sr. Unsec’d. Notes | 2.392 | 01/23/26 | 690 | 731,294 | |
Sr. Unsec’d. Notes | 2.750 | 01/30/26 | EUR | 29,648 | 40,660,222 |
Sr. Unsec’d. Notes | 3.750 | 03/01/30 | EUR | 9,408 | 14,727,586 |
Sr. Unsec’d. Notes | 6.950 | 08/12/31 | PEN | 9,000 | 3,172,652 |
65,456,234 | |||||
Philippines 1.3% | |||||
Philippine Government International Bond, | |||||
Sr. Unsec’d. Notes | 0.000 | 02/03/23 | EUR | 2,000 | 2,424,344 |
Sr. Unsec’d. Notes | 0.700 | 02/03/29 | EUR | 5,365 | 6,546,114 |
Sr. Unsec’d. Notes, EMTN | 0.875 | 05/17/27 | EUR | 7,000 | 8,676,912 |
Sr. Unsec’d. Notes, Series 11 | 0.990 | 08/15/28 | JPY | 1,100,000 | 10,549,242 |
Sr. Unsec’d. Notes, Series 15 | 0.590 | 08/15/29 | JPY | 1,700,000 | 15,722,720 |
Unsec’d. Notes | 3.580 | 05/20/22 | CNH | 165,000 | 25,620,654 |
69,539,986 | |||||
Poland 0.1% | |||||
Republic of Poland Government Bond, | |||||
Bonds, Series 428 | 2.750 | 04/25/28 | PLN | 500 | 151,961 |
Bonds, Series 727 | 2.500 | 07/25/27 | PLN | 10,000 | 2,986,390 |
Republic of Poland Government International Bond, Sr. Unsec’d. Notes | 5.000 | 03/23/22 | 700 | 738,517 | |
3,876,868 | |||||
Portugal 1.8% | |||||
Metropolitano de Lisboa EPE, Gov’t. Gtd. Notes | 4.799 | 12/07/27 | EUR | 5,800 | 9,327,990 |
54
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Portugal (cont’d.) | |||||
Parpublica-Participacoes Publicas SGPS SA, Sr. Unsec’d. Notes, EMTN | 3.750 % | 07/05/21 | EUR | 1,500 | $1,848,507 |
Portugal Government International Bond, | |||||
Sr. Unsec’d. Notes | 4.090 | 06/03/22 | CNH | 70,800 | 11,034,334 |
Sr. Unsec’d. Notes, EMTN | 5.125 | 10/15/24 | 10,791 | 12,514,226 | |
Portugal Obrigacoes do Tesouro OT, Sr. Unsec’d. Notes, 144A | 4.100 | 02/15/45 | EUR | 24,295 | 51,007,519 |
Regiao Autonoma Madeira, Gov’t. Gtd. Notes | 0.943 | 05/29/32 | EUR | 8,750 | 11,039,483 |
96,772,059 | |||||
Qatar 0.2% | |||||
Qatar Government International Bond, | |||||
Sr. Unsec’d. Notes | 3.400 | 04/16/25 | 500 | 549,882 | |
Sr. Unsec’d. Notes | 3.750 | 04/16/30 | 2,000 | 2,327,049 | |
Sr. Unsec’d. Notes, 144A | 3.400 | 04/16/25 | 4,410 | 4,849,956 | |
Sr. Unsec’d. Notes, 144A | 3.875 | 04/23/23 | 1,040 | 1,115,609 | |
Sr. Unsec’d. Notes, 144A | 4.500 | 04/23/28 | 2,000 | 2,400,204 | |
11,242,700 | |||||
Romania 0.6% | |||||
Romania Government Bond, Bonds, Series 15 Year | 3.650 | 09/24/31 | RON | 2,000 | 531,497 |
Romanian Government International Bond, | |||||
Sr. Unsec’d. Notes, 144A, MTN | 2.500 | 02/08/30 | EUR | 4,150 | 5,517,920 |
Sr. Unsec’d. Notes, EMTN | 2.375 | 04/19/27 | EUR | 1,000 | 1,324,041 |
Sr. Unsec’d. Notes, EMTN | 3.375 | 02/08/38 | EUR | 2,138 | 2,970,016 |
Sr. Unsec’d. Notes, EMTN | 3.500 | 04/03/34 | EUR | 1,000 | 1,444,124 |
Sr. Unsec’d. Notes, EMTN | 3.875 | 10/29/35 | EUR | 1,000 | 1,485,182 |
Sr. Unsec’d. Notes, EMTN | 4.125 | 03/11/39 | EUR | 2,966 | 4,480,698 |
Sr. Unsec’d. Notes, EMTN | 4.375 | 08/22/23 | 1,000 | 1,090,867 | |
Sr. Unsec’d. Notes, EMTN | 6.750 | 02/07/22 | 2,600 | 2,759,587 | |
Unsec’d. Notes, 144A, MTN | 2.124 | 07/16/31 | EUR | 3,600 | 4,631,166 |
Unsec’d. Notes, 144A, MTN | 2.875 | 05/26/28 | EUR | 1,100 | 1,498,828 |
Unsec’d. Notes, EMTN | 2.124 | 07/16/31 | EUR | 2,000 | 2,572,870 |
Unsec’d. Notes, MTN | 2.875 | 05/26/28 | EUR | 700 | 953,800 |
31,260,596 |
55
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Russia 0.8% | |||||
Russian Federal Bond - OFZ, Bonds, Series 6224 | 6.900 % | 05/23/29 | RUB | 61,000 | $847,795 |
Russian Foreign Bond - Eurobond, | |||||
Sr. Unsec’d. Notes | 2.875 | 12/04/25 | EUR | 22,900 | 30,648,802 |
Sr. Unsec’d. Notes | 4.500 | 04/04/22 | 400 | 416,042 | |
Sr. Unsec’d. Notes | 5.100 | 03/28/35 | 6,000 | 7,474,371 | |
39,387,010 | |||||
Saudi Arabia 0.4% | |||||
KSA Sukuk Ltd., Sr. Unsec’d. Notes, EMTN | 2.894 | 04/20/22 | 1,000 | 1,028,906 | |
Saudi Government International Bond, | |||||
Sr. Unsec’d. Notes, 144A | 2.000 | 07/09/39 | EUR | 5,945 | 7,792,532 |
Sr. Unsec’d. Notes, 144A, MTN | 2.375 | 10/26/21 | 1,200 | 1,215,043 | |
Sr. Unsec’d. Notes, 144A, MTN | 2.875 | 03/04/23 | 3,335 | 3,484,745 | |
Sr. Unsec’d. Notes, 144A, MTN | 2.900 | 10/22/25 | 4,000 | 4,302,025 | |
Sr. Unsec’d. Notes, 144A, MTN | 4.000 | 04/17/25 | 1,135 | 1,265,835 | |
Sr. Unsec’d. Notes, EMTN | 2.875 | 03/04/23 | 1,300 | 1,358,371 | |
20,447,457 | |||||
Senegal 0.0% | |||||
Senegal Government International Bond, Sr. Unsec’d. Notes, 144A | 4.750 | 03/13/28 | EUR | 1,395 | 1,794,537 |
Serbia 0.8% | |||||
Serbia International Bond, | |||||
Sr. Unsec’d. Notes | 1.500 | 06/26/29 | EUR | 1,000 | 1,241,298 |
Sr. Unsec’d. Notes | 3.125 | 05/15/27 | EUR | 16,095 | 21,821,170 |
Sr. Unsec’d. Notes | 7.250 | 09/28/21 | 4,646 | 4,839,396 | |
Sr. Unsec’d. Notes, 144A | 2.125 | 12/01/30 | 13,215 | 12,819,463 | |
Sr. Unsec’d. Notes, 144A | 7.250 | 09/28/21 | 200 | 208,325 | |
40,929,652 | |||||
Singapore 0.0% | |||||
Housing & Development Board, Sr. Unsec’d. Notes, MTN | 2.320 | 01/24/28 | SGD | 500 | 408,021 |
Slovenia 0.2% | |||||
Slovenia Government International Bond, Sr. Unsec’d. Notes | 5.250 | 02/18/24 | 7,922 | 9,067,441 |
56
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
South Africa 0.2% | |||||
Republic of South Africa Government Bond, | |||||
Sr. Unsec’d. Notes, Series 2035 | 8.875 % | 02/28/35 | ZAR | 10,000 | $585,543 |
Sr. Unsec’d. Notes, Series R186 | 10.500 | 12/21/26 | ZAR | 9,000 | 703,987 |
Sr. Unsec’d. Notes, Series R213 | 7.000 | 02/28/31 | ZAR | 1,800 | 101,820 |
Republic of South Africa Government International Bond, | |||||
Sr. Unsec’d. Notes | 3.750 | 07/24/26 | EUR | 5,415 | 7,156,350 |
Sr. Unsec’d. Notes, EMTN | 3.800 | 09/07/21 | JPY | 100,000 | 968,733 |
9,516,433 | |||||
South Korea 0.2% | |||||
Export-Import Bank of Korea, | |||||
Sr. Unsec’d. Notes, 144A, MTN | 8.000 | 05/15/24 | IDR | 6,800,000 | 522,419 |
Sr. Unsec’d. Notes, EMTN | 3.130 | 04/26/23 | HKD | 4,000 | 542,484 |
Sr. Unsec’d. Notes, EMTN | 4.140 | 09/04/23 | CNH | 5,000 | 800,016 |
Sr. Unsec’d. Notes, EMTN | 4.660 | 02/28/21 | CNH | 12,000 | 1,863,697 |
Sr. Unsec’d. Notes, EMTN | 7.250 | 12/07/24 | IDR | 10,000,000 | 758,435 |
Sr. Unsec’d. Notes, EMTN | 8.000 | 05/15/24 | IDR | 19,600,000 | 1,505,796 |
Sr. Unsec’d. Notes, MTN | 3.500 | 07/28/21 | NZD | 2,000 | 1,457,941 |
Sr. Unsec’d. Notes, MTN | 3.500 | 02/14/22 | AUD | 700 | 552,827 |
Korea International Bond, | |||||
Sr. Unsec’d. Notes | 2.125 | 06/10/24 | EUR | 1,100 | 1,443,906 |
Sr. Unsec’d. Notes | 4.250 | 12/07/21 | EUR | 1,700 | 2,142,654 |
11,590,175 | |||||
Spain 2.9% | |||||
Autonomous Community of Catalonia, | |||||
Sr. Unsec’d. Notes | 4.690 | 10/28/34 | EUR | 430 | 702,209 |
Sr. Unsec’d. Notes, EMTN | 4.900 | 09/15/21 | EUR | 600 | 750,276 |
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 | 1,640,796 |
Sr. Unsec’d. Notes, EMTN | 5.900 | 05/28/30 | EUR | 3,250 | 5,636,353 |
Sr. Unsec’d. Notes, EMTN | 6.350 | 11/30/41 | EUR | 100 | 210,785 |
Instituto de Credito Oficial, | |||||
Gov’t. Gtd. Notes, EMTN | 3.250 | 06/28/24 | CHF | 1,300 | 1,644,059 |
Gov’t. Gtd. Notes, GMTN | 0.963 | 09/22/22 | SEK | 32,000 | 3,887,220 |
Gov’t. Gtd. Notes, GMTN | 2.100 | 02/23/21 | JPY | 120,000 | 1,146,635 |
Spain Government Bond, | |||||
Bonds, 144A(k) | 5.150 | 10/31/28 | EUR | 8,120 | 13,881,124 |
Sr. Unsec’d. Notes, 144A | 1.000 | 10/31/50 | EUR | 600 | 737,744 |
57
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Spain (cont’d.) | |||||
Spain Government Bond, (cont’d.) | |||||
Sr. Unsec’d. Notes, 144A(k) | 1.200 % | 10/31/40 | EUR | 2,500 | $3,318,052 |
Sr. Unsec’d. Notes, 144A | 1.250 | 10/31/30 | EUR | 4,000 | 5,396,836 |
Sr. Unsec’d. Notes, 144A(k) | 1.400 | 04/30/28 | EUR | 6,410 | 8,658,273 |
Sr. Unsec’d. Notes, 144A(k) | 1.400 | 07/30/28 | EUR | 895 | 1,211,574 |
Sr. Unsec’d. Notes, 144A(k) | 1.850 | 07/30/35 | EUR | 21,225 | 30,905,490 |
Sr. Unsec’d. Notes, 144A(k) | 1.950 | 07/30/30 | EUR | 1,300 | 1,860,312 |
Sr. Unsec’d. Notes, 144A(k) | 3.450 | 07/30/66 | EUR | 4,200 | 9,034,618 |
Spain Government Bond Strips Coupon, | |||||
Bonds | 0.449(s) | 07/30/29 | EUR | 438 | 529,815 |
Bonds | 0.246(s) | 01/31/32 | EUR | 3,900 | 4,592,768 |
Bonds | 0.320(s) | 01/31/33 | EUR | 2,100 | 2,443,251 |
Bonds | 0.958(s) | 01/31/35 | EUR | 168 | 190,231 |
Bonds | 1.027(s) | 01/31/36 | EUR | 168 | 187,683 |
Bonds | 1.078(s) | 01/31/37 | EUR | 168 | 185,030 |
Bonds | 1.296(s) | 07/30/41 | EUR | 436 | 442,036 |
Bonds, Series CAC | 0.579(s) | 07/30/29 | EUR | 3,600 | 4,329,624 |
Bonds, Series CAC | 1.128(s) | 07/30/36 | EUR | 862 | 949,025 |
Bonds, Series CAC | 1.212(s) | 07/30/37 | EUR | 862 | 936,767 |
Bonds, Series CAC | 1.297(s) | 07/30/38 | EUR | 862 | 911,703 |
Bonds, Series CAC | 1.365(s) | 07/30/42 | EUR | 300 | 296,377 |
Bonds, Series CAC | 1.405(s) | 07/30/43 | EUR | 300 | 288,322 |
Bonds, Series CAC | 1.455(s) | 07/30/44 | EUR | 300 | 285,959 |
Bonds, Series CAC | 1.475(s) | 07/30/45 | EUR | 300 | 282,433 |
Bonds, Series CAC | 1.485(s) | 07/30/46 | EUR | 300 | 285,343 |
Bonds, Series CAC | 1.504(s) | 07/30/47 | EUR | 300 | 276,731 |
Bonds, Series CAC | 1.514(s) | 07/30/48 | EUR | 300 | 273,047 |
Bonds, Series CAC | 1.544(s) | 07/30/49 | EUR | 300 | 275,586 |
Bonds, Series CAC | 1.564(s) | 07/30/50 | EUR | 300 | 264,116 |
Bonds, Series CAC | 1.594(s) | 07/30/51 | EUR | 300 | 258,771 |
Bonds, Series CAC | 1.623(s) | 07/30/52 | EUR | 300 | 252,425 |
Bonds, Series CAC | 1.663(s) | 07/30/53 | EUR | 300 | 246,803 |
Bonds, Series CAC | 1.683(s) | 07/30/54 | EUR | 300 | 241,263 |
Bonds, Series CAC | 1.703(s) | 07/30/55 | EUR | 300 | 235,737 |
Bonds, Series CAC | 1.732(s) | 07/30/56 | EUR | 300 | 231,304 |
Bonds, Series CAC | 1.772(s) | 07/30/57 | EUR | 300 | 224,860 |
Bonds, Series CAC | 1.782(s) | 07/30/58 | EUR | 300 | 220,784 |
Bonds, Series CAC | 1.812(s) | 07/30/59 | EUR | 300 | 215,631 |
Bonds, Series CAC | 1.851(s) | 07/30/60 | EUR | 300 | 210,492 |
Bonds, Series CAC | 1.871(s) | 07/30/61 | EUR | 300 | 205,421 |
Bonds, Series CAC | 1.891(s) | 07/30/62 | EUR | 300 | 198,537 |
Bonds, Series CAC | 1.921(s) | 07/30/63 | EUR | 300 | 190,310 |
58
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Spain (cont’d.) | |||||
Spain Government Bond Strips Coupon, (cont’d.) | |||||
Bonds, Series CAC | 1.950 %(s) | 07/30/64 | EUR | 300 | $184,561 |
Bonds, Series CAC | 1.980(s) | 07/30/65 | EUR | 300 | 179,257 |
Bonds, Series CAC | 2.010(s) | 07/30/66 | EUR | 300 | 177,437 |
Spain Government Bond Strips Principal, Bonds | 0.794(s) | 07/30/41 | EUR | 1,700 | 1,717,900 |
Spain Government International Bond, | |||||
Sr. Unsec’d. Notes, EMTN | 5.010 | 11/21/44 | 10,500 | 13,560,555 | |
Sr. Unsec’d. Notes, EMTN | 5.250 | 04/06/29 | GBP | 14,697 | 26,232,806 |
153,833,057 | |||||
Sweden 0.1% | |||||
Kommuninvest I Sverige AB, | |||||
Local Gov’t. Gtd. Notes, EMTN | 0.625 | 11/13/23 | SEK | 15,000 | 1,824,958 |
Local Gov’t. Gtd. Notes, EMTN | 1.500 | 05/12/25 | SEK | 7,000 | 886,604 |
Local Gov’t. Gtd. Notes, MTN | 4.750 | 08/17/22 | AUD | 200 | 162,937 |
Svensk Exportkredit AB, Sr. Unsec’d. Notes, EMTN | 8.904(s) | 06/25/27 | ZAR | 1,400 | 59,395 |
Sweden Government Bond, Bonds, Series 1053(k) | 3.500 | 03/30/39 | SEK | 10,000 | 1,849,407 |
4,783,301 | |||||
Thailand 0.0% | |||||
Thailand Government Bond, Sr. Unsec’d. Notes | 3.650 | 06/20/31 | THB | 45,000 | 1,841,052 |
Turkey 0.1% | |||||
Turkey Government International Bond, | |||||
Sr. Unsec’d. Notes | 4.625 | 03/31/25 | EUR | 5,000 | 6,440,890 |
Sr. Unsec’d. Notes | 5.750 | 03/22/24 | 1,000 | 1,053,816 | |
7,494,706 | |||||
Ukraine 0.8% | |||||
Ukraine Government International Bond, | |||||
Sr. Unsec’d. Notes | 4.375 | 01/27/30 | EUR | 1,200 | 1,383,447 |
Sr. Unsec’d. Notes | 6.750 | 06/20/26 | EUR | 14,700 | 19,489,309 |
Sr. Unsec’d. Notes | 7.375 | 09/25/32 | 3,600 | 3,864,280 | |
Sr. Unsec’d. Notes | 7.750 | 09/01/24 | 1,875 | 2,067,387 | |
Sr. Unsec’d. Notes | 7.750 | 09/01/25 | 400 | 446,174 | |
Sr. Unsec’d. Notes | 7.750 | 09/01/26 | 500 | 561,813 |
59
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Ukraine (cont’d.) | |||||
Ukraine Government International Bond, (cont’d.) | |||||
Sr. Unsec’d. Notes, 144A | 4.375 % | 01/27/30 | EUR | 9,705 | $11,188,628 |
Sr. Unsec’d. Notes, 144A | 7.253 | 03/15/33 | 1,560 | 1,658,919 | |
40,659,957 | |||||
United Arab Emirates 0.5% | |||||
Abu Dhabi Government International Bond, | |||||
Sr. Unsec’d. Notes | 2.500 | 10/11/22 | 498 | 514,737 | |
Sr. Unsec’d. Notes, 144A | 2.500 | 10/11/22 | 2,365 | 2,444,486 | |
Dubai DOF Sukuk Ltd., | |||||
Sr. Unsec’d. Notes | 5.000 | 04/30/29 | 5,000 | 5,910,744 | |
Sr. Unsec’d. Notes, EMTN | 6.450 | 05/02/22 | 6,423 | 6,883,468 | |
RAK Capital, Sr. Unsec’d. Notes, EMTN | 3.094 | 03/31/25 | 1,400 | 1,487,694 | |
Sharjah Sukuk Ltd., Sr. Unsec’d. Notes | 3.764 | 09/17/24 | 3,800 | 4,085,817 | |
Sharjah Sukuk Program Ltd., | |||||
Sr. Unsec’d. Notes, EMTN | 3.854 | 04/03/26 | 4,000 | 4,350,002 | |
Sr. Unsec’d. Notes, EMTN | 4.226 | 03/14/28 | 1,200 | 1,339,216 | |
27,016,164 | |||||
United Kingdom 0.8% | |||||
Transport for London, | |||||
Sr. Unsec’d. Notes, EMTN | 4.000 | 09/12/33 | GBP | 1,000 | 1,818,049 |
Sr. Unsec’d. Notes, EMTN | 4.000 | 04/07/64 | GBP | 800 | 1,870,673 |
Sr. Unsec’d. Notes, EMTN | 4.500 | 03/31/31 | GBP | 3,813 | 6,425,224 |
Sr. Unsec’d. Notes, EMTN | 5.000 | 03/31/35 | GBP | 3,140 | 5,853,788 |
United Kingdom Gilt, | |||||
Bonds(k) | 3.250 | 01/22/44 | GBP | 100 | 205,392 |
Bonds(k) | 3.500 | 01/22/45 | GBP | 2,310 | 4,970,480 |
Bonds(k) | 4.250 | 03/07/36 | GBP | 6,140 | 12,802,559 |
Bonds(k) | 4.250 | 09/07/39 | GBP | 180 | 396,863 |
Bonds(k) | 4.250 | 12/07/46 | GBP | 2,100 | 5,125,251 |
United Kingdom Municipal Bonds Agency Finance Co. Designated Activity Co., Local Gov’t. Gtd. Notes | 1.625 | 08/26/60 | GBP | 750 | 1,048,497 |
40,516,776 |
60
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
Sovereign Bonds (Continued) | |||||
Uruguay 0.1% | |||||
Uruguay Government International Bond, | |||||
Sr. Unsec’d. Notes | 4.375 % | 10/27/27 | 394 | $460,835 | |
Sr. Unsec’d. Notes | 4.375 | 01/23/31 | 625 | 752,492 | |
Sr. Unsec’d. Notes | 6.875 | 09/28/25 | 2,202 | 2,707,018 | |
3,920,345 | |||||
Total Sovereign Bonds (cost $1,691,598,045) | 1,868,789,507 | ||||
U.S. Government Agency Obligations 1.3% | |||||
Federal National Mortgage Assoc. | 5.375 | 12/07/28 | GBP | 20,307 | 37,612,235 |
Tennessee Valley Authority | |||||
Sr. Unsec’d. Notes | 4.625 | 06/07/43 | GBP | 300 | 657,685 |
Sr. Unsec’d. Notes | 5.350 | 06/07/21 | GBP | 1,217 | 1,698,187 |
Sr. Unsec’d. Notes | 5.625 | 06/07/32 | GBP | 13,291 | 27,068,164 |
Total U.S. Government Agency Obligations (cost $65,310,214) | 67,036,271 | ||||
U.S. Treasury Obligations(k) 0.2% | |||||
U.S. Treasury Notes | 0.625 | 08/15/30 | 5,000 | 4,802,344 | |
U.S. Treasury Notes | 1.375 | 02/15/23 | 2,450 | 2,512,399 | |
U.S. Treasury Notes | 2.125 | 05/15/25 | 300 | 322,898 | |
U.S. Treasury Strips Coupon | 1.888(s) | 08/15/29 | 400 | 364,297 | |
U.S. Treasury Strips Coupon | 1.872(s) | 05/15/31 | 400 | 350,375 | |
U.S. Treasury Strips Coupon | 2.089(s) | 11/15/35 | 800 | 634,156 | |
U.S. Treasury Strips Coupon | 2.251(s) | 08/15/40 | 800 | 563,625 | |
Total U.S. Treasury Obligations (cost $9,527,243) | 9,550,094 |
Shares | |||||
Common Stock 0.0% | |||||
Colombia | |||||
Frontera Energy Corp. (cost $44,527) | 2,232 | 6,514 | |||
Exchange-Traded Funds 0.2% | |||||
iShares iBoxx $ Investment Grade Corporate Bond ETF(a) | 50,000 | 6,780,000 |
61
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Description | Shares | Value | |||
Exchange-Traded Funds (Continued) | |||||
iShares iBoxx High Yield Corporate Bond ETF(a) | 60,000 | $5,218,200 | |||
Total Exchange-Traded Funds (cost $12,000,573) | 11,998,200 | ||||
Preferred Stock 0.0% | |||||
United States | |||||
Citigroup Capital XIII, 6.584%, Maturing 10/30/2040 (cost $100,000) | 4,000 | 112,280 | |||
Total Long-Term Investments (cost $4,718,544,570) | 5,036,622,714 | ||||
Short-Term Investments 6.4% | |||||
Affiliated Mutual Funds 5.2% | |||||
PGIM Core Ultra Short Bond Fund(wa) | 217,519,131 | 217,519,131 | |||
PGIM Institutional Money Market Fund (cost $59,489,413; includes $59,481,878 of cash collateral for securities on loan)(b)(wa) | 59,540,376 | 59,516,561 | |||
Total Affiliated Mutual Funds (cost $277,008,544) | 277,035,692 | ||||
Options Purchased*~ 1.2% | |||||
(cost $191,537,752) | 60,603,747 | ||||
Total Short-Term Investments (cost $468,546,296) | 337,639,439 | ||||
TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 101.7% (cost $5,187,090,866) | 5,374,262,153 | ||||
Options Written*~ (1.1)% | |||||
(premiums received $186,607,597) | (58,528,811) | ||||
TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.6% (cost $5,000,483,269) | 5,315,733,342 | ||||
Liabilities in excess of other assets(z) (0.6)% | (33,610,264) | ||||
Net Assets 100.0% | $5,282,123,078 |
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 |
62
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
CNH—Chinese Renminbi | |
CNY—China Yuan | |
COP—Colombian Peso | |
CZK—Czech Koruna | |
DKK—Danish Krone | |
EUR—Euro | |
GBP—British Pound | |
HKD—Hong Kong Dollar | |
HUF—Hungarian Forint | |
IDR—Indonesian Rupiah | |
ILS—Israeli Shekel | |
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 | |
RON—Romanian Leu | |
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 | |
AID—Agency for International Development | |
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 | |
CDX—Credit Derivative Index | |
CIBOR—Copenhagen Interbank Offered Rate | |
CLO—Collateralized Loan Obligation | |
CLOIS—Sinacofi Chile Interbank Rate Average | |
CME—Chicago Mercantile Exchange | |
COOIS—Colombia Overnight Interbank Reference Rate | |
CPI—Consumer Price Index | |
EMTN—Euro Medium Term Note | |
EONIA—Euro Overnight Index Average | |
ETF—Exchange-Traded Fund |
63
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
EURIBOR—Euro Interbank Offered Rate | |
FHLMC—Federal Home Loan Mortgage Corporation | |
GMTN—Global Medium Term Note | |
HIBOR—Hong Kong Interbank Offered Rate | |
HICP—Harmonised Index of Consumer Prices | |
iBoxx—Bond Market Indices | |
ICE—Intercontinental Exchange | |
IO—Interest Only (Principal amount represents notional) | |
iTraxx—International Credit Derivative Index | |
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 | |
MosPRIME—Moscow Prime Offered Rate | |
MTN—Medium Term Note | |
NIBOR—Norwegian Interbank Offered Rate | |
NSA—Non-Seasonally Adjusted | |
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 | |
SOFR—Secured Overnight Financing Rate | |
SONIA—Sterling Overnight Index Average | |
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 $25,468,664 and 0.5% 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 $57,726,119; cash collateral of $59,481,878 (included in liabilities) was received with which the Fund purchased highly liquid short-term investments. In the event of significant appreciation in value of securities on loan on the last business day of the reporting period, the Fund may reflect a collateral value that is less than the market value of the loaned securities and such shortfall is remedied the following business day. |
(b) | Represents security, or portion thereof, purchased with cash collateral received for securities on loan and includes dividend reinvestment. |
(c) | Variable rate instrument. The interest rate shown reflects the rate in effect at January 31, 2021. |
64
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
(cc) | Variable rate instrument. The rate shown is based on the latest available information as of January 31, 2021. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description. |
(d) | Represents issuer in default on interest payments and/or principal repayment. Non-income producing security. Such securities may be post-maturity. |
(f) | Indicates a restricted security that is acquired in unregistered, private sales from the issuing company or from an affiliate of the issuer and is considered restricted as to disposition under federal securities law; the aggregate original cost of such securities is $3,122,131. The aggregate value of $2,814,256 is 0.1% of net assets. |
(ff) | Variable rate security. Security may be issued at a fixed coupon rate, which converts to a variable rate at a specified date. Rate shown is the rate in effect as of period end. |
(h) | Represents security, or a portion thereof, segregated as collateral for OTC derivatives. |
(jj) | Represents original contract currency denomination, settlement to occur in Euro currency. |
(k) | Represents security, or a portion thereof, segregated as collateral for centrally cleared/exchange-traded derivatives. |
(oo) | Perpetual security. Maturity date represents next call date. |
(p) | Represents a security with a delayed settlement and therefore the interest rate is not available until settlement which is after the period end. |
(s) | Represents zero coupon bond or principal only security. Rate represents yield to maturity at purchase date. |
(wa) | 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, if applicable. |
(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 | 05/26/21 | 70.00 | — | AUD | 244,500 | $23,755,383 | ||||||||
Currency Option USD vs BRL | Call | Citibank, N.A. | 02/24/21 | 5.10 | — | 103,800 | 7,419,826 | |||||||||
Currency Option USD vs BRL | Call | Deutsche Bank AG | 02/24/21 | 5.90 | — | 207,600 | 813,859 | |||||||||
Currency Option USD vs ILS | Call | Bank of America, N.A. | 06/28/21 | 3.60 | — | 66,000 | 159,172 | |||||||||
Currency Option USD vs ILS | Call | Citibank, N.A. | 06/28/21 | 3.95 | — | 66,000 | 35,538 | |||||||||
Currency Option USD vs INR | Call | Goldman Sachs International | 02/24/21 | 79.00 | — | 56,000 | 778 | |||||||||
Currency Option USD vs INR | Call | Citibank, N.A. | 02/24/21 | 81.00 | — | 100,400 | 366 | |||||||||
Currency Option USD vs INR | Call | Bank of America, N.A. | 02/24/21 | 86.00 | — | 112,000 | 31 | |||||||||
Currency Option USD vs INR | Call | Morgan Stanley & Co. International PLC | 02/24/21 | 87.00 | — | 200,800 | 36 | |||||||||
Currency Option USD vs INR | Call | Goldman Sachs International | 09/28/21 | 88.00 | — | 75,000 | 71,587 | |||||||||
Currency Option USD vs JPY | Call | Deutsche Bank AG | 05/27/22 | 114.00 | — | 113,400 | 479,050 |
65
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (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 | Goldman Sachs International | 04/27/21 | 1,240.00 | — | 51,000 | $40,819 | |||||||||
Currency Option USD vs KRW | Call | Morgan Stanley & Co. International PLC | 04/27/21 | 1,240.00 | — | 100,000 | 80,037 | |||||||||
Currency Option USD vs KRW | Call | JPMorgan Chase Bank, N.A. | 04/27/21 | 1,370.00 | — | 302,000 | 28,552 | |||||||||
Currency Option USD vs KRW | Call | HSBC Bank USA, N.A. | 07/28/21 | 1,275.00 | — | 69,500 | 133,847 | |||||||||
Currency Option USD vs KRW | Call | Deutsche Bank AG | 07/28/21 | 1,500.00 | — | 69,500 | 15,463 | |||||||||
Currency Option USD vs MXN | Call | Citibank, N.A. | 02/24/21 | 20.50 | — | 54,000 | 954,214 | |||||||||
Currency Option USD vs MXN | Call | Deutsche Bank AG | 02/24/21 | 22.00 | — | 108,000 | 274,943 | |||||||||
Currency Option USD vs MXN | Call | Deutsche Bank AG | 02/24/21 | 22.25 | — | 59,400 | 111,706 | |||||||||
Currency Option USD vs MXN | Call | Citibank, N.A. | 02/24/21 | 25.00 | — | 118,800 | 13,727 | |||||||||
Currency Option USD vs MXN | Call | Morgan Stanley & Co. International PLC | 04/27/21 | 22.00 | — | 59,500 | 702,503 | |||||||||
Currency Option USD vs MXN | Call | Citibank, N.A. | 04/27/21 | 26.00 | — | 119,000 | 150,967 | |||||||||
Currency Option USD vs MXN | Call | Goldman Sachs International | 02/23/22 | 26.00 | — | 159,750 | 2,439,957 | |||||||||
Currency Option USD vs MXN | Call | Barclays Bank PLC | 02/23/22 | 31.50 | — | 319,500 | 1,802,540 | |||||||||
Currency Option USD vs MXN | Call | Goldman Sachs International | 02/23/22 | 36.00 | — | 103,800 | 330,496 | |||||||||
Currency Option USD vs RUB | Call | Goldman Sachs International | 04/28/21 | 75.00 | — | 59,500 | 2,228,956 | |||||||||
Currency Option USD vs RUB | Call | Deutsche Bank AG | 04/28/21 | 90.00 | — | 119,000 | 393,431 | |||||||||
Currency Option USD vs TRY | Call | Morgan Stanley & Co. International PLC | 02/25/21 | 10.00 | — | 56,000 | 9,890 | |||||||||
Currency Option USD vs TRY | Call | Goldman Sachs International | 02/25/21 | 15.00 | — | 112,000 | 1,304 | |||||||||
Currency Option USD vs ZAR | Call | Deutsche Bank AG | 02/24/21 | 15.50 | — | 51,850 | 558,200 | |||||||||
Currency Option USD vs ZAR | Call | Bank of America, N.A. | 02/24/21 | 18.00 | — | 103,700 | 26,465 | |||||||||
Currency Option AUD vs JPY | Put | Citibank, N.A. | 05/26/21 | 62.00 | — | AUD | 640,000 | 232,026 |
66
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (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 | Morgan Stanley & Co. International PLC | 05/26/21 | 62.00 | — | AUD | 72,000 | $26,103 | |||||||||
Currency Option AUD vs JPY | Put | Deutsche Bank AG | 05/26/21 | 70.00 | — | AUD | 356,000 | 607,453 | |||||||||
Currency Option AUD vs JPY | Put | BNP Paribas S.A. | 01/26/22 | 55.00 | — | AUD | 640,000 | 930,674 | |||||||||
Currency Option AUD vs JPY | Put | Deutsche Bank AG | 01/26/22 | 63.00 | — | AUD | 320,000 | 1,166,703 | |||||||||
Currency Option GBP vs USD | Put | Deutsche Bank AG | 03/31/21 | 1.12 | — | GBP | 141,450 | 2,130 | |||||||||
Currency Option GBP vs USD | Put | Bank of America, N.A. | 04/27/21 | 1.11 | — | GBP | 164,000 | 8,899 | |||||||||
Currency Option GBP vs USD | Put | Citibank, N.A. | 04/27/21 | 1.21 | — | GBP | 82,000 | 36,332 | |||||||||
Currency Option GBP vs USD | Put | JPMorgan Chase Bank, N.A. | 05/26/21 | 1.14 | — | GBP | 350,000 | 107,488 | |||||||||
Currency Option GBP vs USD | Put | Bank of America, N.A. | 05/26/21 | 1.22 | — | GBP | 175,000 | 217,293 | |||||||||
Currency Option GBP vs USD | Put | JPMorgan Chase Bank, N.A. | 01/26/22 | 1.25 | — | GBP | 141,450 | 1,649,259 | |||||||||
Currency Option USD vs BRL | Put | Citibank, N.A. | 03/29/21 | 3.75 | — | 119,000 | 119 | ||||||||||
Currency Option USD vs BRL | Put | Deutsche Bank AG | 09/28/21 | 3.85 | — | 29,000 | 13,827 | ||||||||||
Currency Option USD vs JPY | Put | Deutsche Bank AG | 02/18/21 | 90.00 | — | 240,800 | 40 | ||||||||||
Currency Option USD vs JPY | Put | Deutsche Bank AG | 01/26/22 | 101.50 | — | 240,800 | 3,903,217 | ||||||||||
Currency Option USD vs MXN | Put | Deutsche Bank AG | 02/24/21 | 24.00 | — | 51,900 | 8,667,911 | ||||||||||
Total OTC Traded (cost $191,537,035) | $60,603,117 |
OTC Swaptions | |||||||||||||||||
Description | Call/ Put | Counterparty | Expiration Date | Strike | Receive | Pay | Notional Amount (000)# | Value | |||||||||
iTraxx.XO.34.V2, 12/20/25 | Call | Barclays Bank PLC | 03/17/21 | 1.88% | 5.00%(Q) | iTraxx.XO. 34.V2(Q) | EUR | 2,000 | $630 | ||||||||
(cost $717) | |||||||||||||||||
Total Options Purchased (cost $191,537,752) | $60,603,747 |
67
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Options Written:
OTC Traded | ||||||||||||||||
Description | Call/ Put | Counterparty | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
Currency Option AUD vs JPY | Call | Bank of America, N.A. | 05/26/21 | 70.00 | — | AUD | 12,000 | $(1,165,908) | ||||||||
Currency Option AUD vs JPY | Call | Citibank, N.A. | 05/26/21 | 70.00 | — | AUD | 232,500 | (22,589,474) | ||||||||
Currency Option USD vs BRL | Call | Deutsche Bank AG | 02/24/21 | 5.10 | — | 103,800 | (7,419,826) | |||||||||
Currency Option USD vs BRL | Call | Citibank, N.A. | 02/24/21 | 5.90 | — | 207,600 | (813,859) | |||||||||
Currency Option USD vs ILS | Call | Citibank, N.A. | 06/28/21 | 3.60 | — | 66,000 | (159,172) | |||||||||
Currency Option USD vs ILS | Call | Bank of America, N.A. | 06/28/21 | 3.95 | — | 66,000 | (35,538) | |||||||||
Currency Option USD vs INR | Call | Bank of America, N.A. | 02/24/21 | 79.00 | — | 56,000 | (778) | |||||||||
Currency Option USD vs INR | Call | Morgan Stanley & Co. International PLC | 02/24/21 | 81.00 | — | 100,400 | (366) | |||||||||
Currency Option USD vs INR | Call | Goldman Sachs International | 02/24/21 | 86.00 | — | 112,000 | (31) | |||||||||
Currency Option USD vs INR | Call | Citibank, N.A. | 02/24/21 | 87.00 | — | 200,800 | (36) | |||||||||
Currency Option USD vs INR | Call | Bank of America, N.A. | 09/28/21 | 88.00 | — | 75,000 | (71,587) | |||||||||
Currency Option USD vs KRW | Call | JPMorgan Chase Bank, N.A. | 04/27/21 | 1,240.00 | — | 151,000 | (120,855) | |||||||||
Currency Option USD vs KRW | Call | Goldman Sachs International | 04/27/21 | 1,370.00 | — | 102,000 | (9,643) | |||||||||
Currency Option USD vs KRW | Call | Morgan Stanley & Co. International PLC | 04/27/21 | 1,370.00 | — | 200,000 | (18,909) | |||||||||
Currency Option USD vs KRW | Call | Deutsche Bank AG | 07/28/21 | 1,275.00 | — | 69,500 | (133,847) | |||||||||
Currency Option USD vs KRW | Call | HSBC Bank USA, N.A. | 07/28/21 | 1,500.00 | — | 69,500 | (15,463) | |||||||||
Currency Option USD vs MXN | Call | Deutsche Bank AG | 02/24/21 | 20.50 | — | 54,000 | (954,214) | |||||||||
Currency Option USD vs MXN | Call | Citibank, N.A. | 02/24/21 | 22.00 | — | 108,000 | (274,943) | |||||||||
Currency Option USD vs MXN | Call | Citibank, N.A. | 02/24/21 | 22.25 | — | 59,400 | (111,706) | |||||||||
Currency Option USD vs MXN | Call | Deutsche Bank AG | 02/24/21 | 25.00 | — | 118,800 | (13,727) | |||||||||
Currency Option USD vs MXN | Call | Citibank, N.A. | 04/27/21 | 22.00 | — | 59,500 | (702,503) | |||||||||
Currency Option USD vs MXN | Call | Morgan Stanley & Co. International PLC | 04/27/21 | 26.00 | — | 59,500 | (75,484) |
68
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (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 | $(75,484) | |||||||||
Currency Option USD vs MXN | Call | Barclays Bank PLC | 02/23/22 | 26.00 | — | 159,750 | (2,439,957) | |||||||||
Currency Option USD vs MXN | Call | Goldman Sachs International | 02/23/22 | 31.50 | — | 319,500 | (1,802,540) | |||||||||
Currency Option USD vs MXN | Call | Citibank, N.A. | 02/23/22 | 36.00 | — | 103,800 | (330,496) | |||||||||
Currency Option USD vs RUB | Call | Deutsche Bank AG | 04/28/21 | 75.00 | — | 59,500 | (2,228,956) | |||||||||
Currency Option USD vs RUB | Call | Goldman Sachs International | 04/28/21 | 90.00 | — | 119,000 | (393,431) | |||||||||
Currency Option USD vs TRY | Call | Goldman Sachs International | 02/25/21 | 10.00 | — | 56,000 | (9,890) | |||||||||
Currency Option USD vs TRY | Call | Morgan Stanley & Co. International PLC | 02/25/21 | 15.00 | — | 112,000 | (1,304) | |||||||||
Currency Option USD vs ZAR | Call | Bank of America, N.A. | 02/24/21 | 15.50 | — | 51,850 | (558,200) | |||||||||
Currency Option USD vs ZAR | Call | Deutsche Bank AG | 02/24/21 | 18.00 | — | 103,700 | (26,465) | |||||||||
Currency Option AUD vs JPY | Put | Deutsche Bank AG | 05/26/21 | 62.00 | — | AUD | 712,000 | (258,129) | ||||||||
Currency Option AUD vs JPY | Put | Citibank, N.A. | 05/26/21 | 70.00 | — | AUD | 320,000 | (546,025) | ||||||||
Currency Option AUD vs JPY | Put | Morgan Stanley & Co. International PLC | 05/26/21 | 70.00 | — | AUD | 36,000 | (61,428) | ||||||||
Currency Option AUD vs JPY | Put | Deutsche Bank AG | 01/26/22 | 55.00 | — | AUD | 640,000 | (930,674) | ||||||||
Currency Option AUD vs JPY | Put | BNP Paribas S.A. | 01/26/22 | 63.00 | — | AUD | 320,000 | (1,166,703) | ||||||||
Currency Option GBP vs USD | Put | Citibank, N.A. | 04/27/21 | 1.11 | — | GBP | 164,000 | (8,899) | ||||||||
Currency Option GBP vs USD | Put | Bank of America, N.A. | 04/27/21 | 1.21 | — | GBP | 82,000 | (36,332) | ||||||||
Currency Option GBP vs USD | Put | Bank of America, N.A. | 05/26/21 | 1.14 | — | GBP | 350,000 | (107,488) | ||||||||
Currency Option GBP vs USD | Put | JPMorgan Chase Bank, N.A. | 05/26/21 | 1.22 | — | GBP | 175,000 | (217,293) | ||||||||
Currency Option GBP vs USD | Put | JPMorgan Chase Bank, N.A. | 01/26/22 | 1.16 | — | GBP | 282,900 | (1,248,611) | ||||||||
Currency Option USD vs BRL | Put | Deutsche Bank AG | 03/29/21 | 3.75 | — | 119,000 | (119) |
69
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (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 | $(13,827) | ||||||||||
Currency Option USD vs JPY | Put | Deutsche Bank AG | 01/26/22 | 95.00 | — | 481,600 | (2,633,566) | ||||||||||
Currency Option USD vs MXN | Put | Citibank, N.A. | 02/24/21 | 24.00 | — | 51,900 | (8,667,911) | ||||||||||
Total OTC Traded (premiums received $186,555,402) | $(58,451,597) |
OTC Swaptions | |||||||||||||||||
Description | Call/ Put | Counterparty | Expiration Date | Strike | Receive | Pay | Notional Amount (000)# | Value | |||||||||
iTraxx.XO.34.V2, 12/20/25 | Put | Barclays Bank PLC | 03/17/21 | 6.50% | 5.00%(Q) | iTraxx.XO. 34.V2(Q) | EUR | 2,000 | $(898) | ||||||||
iTraxx.XO.34.V2, 12/20/25 | Put | Barclays Bank PLC | 11/17/21 | 6.00% | 5.00%(Q) | iTraxx.XO. 34.V2(Q) | EUR | 5,000 | (76,316) | ||||||||
Total OTC Swaptions (premiums received $52,195) | $(77,214) | ||||||||||||||||
Total Options Written (premiums received $186,607,597) | $(58,528,811) |
Futures contracts outstanding at January 31, 2021: | ||||||||
Number of Contracts | Type | Expiration Date | Current Notional Amount | Value / Unrealized Appreciation (Depreciation) | ||||
Long Positions: | ||||||||
733 | 5 Year U.S. Treasury Notes | Mar. 2021 | $92,266,375 | $73,498 | ||||
40 | 10 Year Australian Treasury Bonds | Mar. 2021 | 4,459,182 | (16,288) | ||||
175 | 10 Year Euro-Bund | Mar. 2021 | 37,642,804 | 26,876 | ||||
574 | 10 Year U.S. Ultra Treasury Notes | Mar. 2021 | 88,297,347 | (1,654,243) | ||||
3,913 | 20 Year U.S. Treasury Bonds | Mar. 2021 | 660,196,469 | (17,514,720) | ||||
24 | 30 Year Euro Buxl | Mar. 2021 | 6,445,407 | (54,268) | ||||
1,959 | 30 Year U.S. Ultra Treasury Bonds | Mar. 2021 | 401,044,031 | (18,945,478) | ||||
2,207 | Japanese Yen Currency | Mar. 2021 | 263,488,212 | (1,723,736) | ||||
(39,808,359) | ||||||||
Short Positions: | ||||||||
200 | 30 Day Federal Funds | Jul. 2021 | 79,944,000 | 63,692 | ||||
46 | 30 Day Federal Funds | Aug. 2021 | 18,386,200 | 15,569 | ||||
200 | 30 Day Federal Funds | Oct. 2021 | 79,936,000 | 71,692 | ||||
10 | 30 Day Federal Funds | Jan. 2022 | 3,996,800 | 3,185 | ||||
1 | 30 Day Federal Funds | Apr. 2022 | 399,700 | 458 |
70
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Futures contracts outstanding at January 31, 2021 (continued): | ||||||||
Number of Contracts | Type | Expiration Date | Current Notional Amount | Value / Unrealized Appreciation (Depreciation) | ||||
Short Positions (cont’d): | ||||||||
152 | 3 Month CME SOFR | Jun. 2022 | $37,977,200 | $36,459 | ||||
510 | 3 Month CME SOFR | Sep. 2022 | 127,410,750 | 51,067 | ||||
6,335 | 2 Year U.S. Treasury Notes | Mar. 2021 | 1,399,886,520 | (1,362,502) | ||||
3,702 | 5 Year Euro-Bobl | Mar. 2021 | 607,619,024 | (612,171) | ||||
277 | 10 Year U.K. Gilt | Mar. 2021 | 50,883,795 | 14,167 | ||||
1,770 | 10 Year U.S. Treasury Notes | Mar. 2021 | 242,545,312 | (1,053,276) | ||||
473 | Euro Currency | Mar. 2021 | 71,795,488 | 991,830 | ||||
3,991 | Euro Schatz Index | Mar. 2021 | 543,996,991 | (30,106) | ||||
(1,809,936) | ||||||||
$(41,618,295) |
Forward foreign currency exchange contracts outstanding at January 31, 2021:
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 05/28/21 | HSBC Bank USA, N.A. | AUD | 17,251 | $11,415,713 | $13,192,089 | $1,776,376 | $— | ||||||
Expiring 05/28/21 | JPMorgan Chase Bank, N.A. | AUD | 10,828 | 7,450,379 | 8,280,504 | 830,125 | — | ||||||
Expiring 07/30/21 | HSBC Bank USA, N.A. | AUD | 3,517 | 2,328,606 | 2,690,376 | 361,770 | — | ||||||
Expiring 01/28/22 | Citibank, N.A. | AUD | 6,290 | 4,130,832 | 4,815,809 | 684,977 | — | ||||||
Expiring 01/28/22 | Morgan Stanley & Co. International PLC | AUD | 25,868 | 19,530,568 | 19,805,269 | 274,701 | — | ||||||
Expiring 10/31/23 | JPMorgan Chase Bank, N.A. | AUD | 4,867 | 3,379,499 | 3,725,663 | 346,164 | — | ||||||
Brazilian Real, | |||||||||||||
Expiring 02/02/21 | Citibank, N.A. | BRL | 24,314 | 4,605,000 | 4,443,514 | — | (161,486) | ||||||
Expiring 02/02/21 | The Toronto-Dominion Bank | BRL | 89,109 | 16,687,082 | 16,284,883 | — | (402,199) | ||||||
Expiring 02/26/21 | Deutsche Bank AG | BRL | 43,592 | 7,633,000 | 7,961,373 | 328,373 | — | ||||||
Expiring 03/31/21 | Citibank, N.A. | BRL | 41,302 | 9,998,790 | 7,535,520 | — | (2,463,270) | ||||||
Expiring 03/31/21 | Deutsche Bank AG | BRL | 61,095 | 13,860,000 | 11,146,716 | — | (2,713,284) |
71
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at January 31, 2021 (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 | Morgan Stanley & Co. International PLC | BRL | 44,233 | $10,571,887 | $8,070,237 | $— | $(2,501,650) | ||||||
Expiring 03/31/21 | Morgan Stanley & Co. International PLC | BRL | 3 | 500 | 483 | — | (17) | ||||||
Expiring 04/29/21 | JPMorgan Chase Bank, N.A. | BRL | 41,903 | 7,622,867 | 7,638,569 | 15,702 | — | ||||||
Expiring 05/28/21 | Deutsche Bank AG | BRL | 84,591 | 15,941,000 | 15,395,485 | — | (545,515) | ||||||
Expiring 09/30/21 | Bank of America, N.A. | BRL | 139,851 | 31,675,000 | 25,231,765 | — | (6,443,235) | ||||||
Expiring 09/30/21 | Bank of America, N.A. | BRL | 28,623 | 6,715,000 | 5,164,057 | — | (1,550,943) | ||||||
Expiring 09/30/21 | Deutsche Bank AG | BRL | 40,768 | 8,960,000 | 7,355,294 | — | (1,604,706) | ||||||
Expiring 09/30/21 | Morgan Stanley & Co. International PLC | BRL | 12,764 | 2,400,006 | 2,302,937 | — | (97,069) | ||||||
Expiring 01/28/22 | Citibank, N.A. | BRL | 1,600 | 302,000 | 285,105 | — | (16,895) | ||||||
Expiring 01/28/22 | Deutsche Bank AG | BRL | 89,787 | 15,343,000 | 16,002,296 | 659,296 | — | ||||||
Expiring 01/28/22 | JPMorgan Chase Bank, N.A. | BRL | 55,832 | 9,989,575 | 9,950,590 | — | (38,985) | ||||||
Expiring 01/28/22 | Morgan Stanley & Co. International PLC | BRL | 60,555 | 11,124,328 | 10,792,442 | — | (331,886) | ||||||
British Pound, | |||||||||||||
Expiring 03/31/21 | Citibank, N.A. | GBP | 1,949 | 2,634,000 | 2,671,967 | 37,967 | — | ||||||
Expiring 03/31/21 | Goldman Sachs International | GBP | 1,625 | 2,201,818 | 2,226,852 | 25,034 | — | ||||||
Expiring 03/31/21 | Morgan Stanley & Co. International PLC | GBP | 2,159 | 2,872,000 | 2,959,171 | 87,171 | — | ||||||
Expiring 03/31/21 | Morgan Stanley & Co. International PLC | GBP | 1,642 | 2,216,000 | 2,250,738 | 34,738 | — | ||||||
Expiring 04/19/21 | Morgan Stanley & Co. International PLC | GBP | 2,265 | 3,101,136 | 3,104,760 | 3,624 | — | ||||||
Expiring 04/29/21 | Citibank, N.A. | GBP | 1,569 | 1,955,460 | 2,150,801 | 195,341 | — |
72
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at January 31, 2021 (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 04/29/21 | Morgan Stanley & Co. International PLC | GBP | 2,943 | $3,911,865 | $4,034,294 | $122,429 | $— | ||||||
Expiring 05/28/21 | Morgan Stanley & Co. International PLC | GBP | 7,718 | 10,260,000 | 10,581,386 | 321,386 | — | ||||||
Canadian Dollar, | |||||||||||||
Expiring 04/20/21 | Citibank, N.A. | CAD | 65,312 | 51,380,798 | 51,083,066 | — | (297,732) | ||||||
Expiring 04/20/21 | JPMorgan Chase Bank, N.A. | CAD | 5,165 | 4,095,000 | 4,040,105 | — | (54,895) | ||||||
Chilean Peso, | |||||||||||||
Expiring 03/17/21 | Citibank, N.A. | CLP | 5,246,898 | 7,163,000 | 7,144,510 | — | (18,490) | ||||||
Expiring 03/17/21 | Citibank, N.A. | CLP | 370,400 | 505,700 | 504,360 | — | (1,340) | ||||||
Expiring 03/17/21 | HSBC Bank USA, N.A. | CLP | 4,994,691 | 6,992,624 | 6,801,090 | — | (191,534) | ||||||
Expiring 03/17/21 | HSBC Bank USA, N.A. | CLP | 3,455,064 | 4,721,000 | 4,704,635 | — | (16,365) | ||||||
Expiring 10/29/21 | Deutsche Bank AG | CLP | 4,289,139 | 5,419,000 | 5,846,619 | 427,619 | — | ||||||
China Yuan, | |||||||||||||
Expiring 02/08/21 | Citibank, N.A. | CNY | 353,761 | 52,238,801 | 54,830,115 | 2,591,314 | — | ||||||
Chinese Renminbi, | |||||||||||||
Expiring 02/08/21 | Barclays Bank PLC | CNH | 30,984 | 4,759,395 | 4,802,220 | 42,825 | — | ||||||
Expiring 02/08/21 | Citibank, N.A. | CNH | 91,345 | 13,545,145 | 14,157,809 | 612,664 | — | ||||||
Expiring 02/08/21 | Citibank, N.A. | CNH | 32,121 | 4,909,000 | 4,978,557 | 69,557 | — | ||||||
Expiring 02/08/21 | Citibank, N.A. | CNH | 20,184 | 3,115,000 | 3,128,384 | 13,384 | — | ||||||
Expiring 02/08/21 | Goldman Sachs International | CNH | 66,834 | 10,008,490 | 10,358,655 | 350,165 | — | ||||||
Expiring 02/08/21 | HSBC Bank USA, N.A. | CNH | 740,318 | 109,917,726 | 114,743,274 | 4,825,548 | — | ||||||
Expiring 02/08/21 | HSBC Bank USA, N.A. | CNH | 10,781 | 1,632,000 | 1,671,002 | 39,002 | — | ||||||
Expiring 02/08/21 | JPMorgan Chase Bank, N.A. | CNH | 57,498 | 8,632,000 | 8,911,686 | 279,686 | — | ||||||
Expiring 02/08/21 | JPMorgan Chase Bank, N.A. | CNH | 53,450 | 8,149,000 | 8,284,346 | 135,346 | — | ||||||
Expiring 02/08/21 | JPMorgan Chase Bank, N.A. | CNH | 12,876 | 1,953,000 | 1,995,650 | 42,650 | — | ||||||
Expiring 02/08/21 | JPMorgan Chase Bank, N.A. | CNH | 8,322 | 1,271,000 | 1,289,868 | 18,868 | — |
73
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at January 31, 2021 (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 02/08/21 | Standard Chartered | CNH | 33,713 | $5,185,000 | $5,225,310 | $40,310 | $— | ||||||
Expiring 02/08/21 | UBS AG | CNH | 46,365 | 7,165,000 | 7,186,213 | 21,213 | — | ||||||
Expiring 05/14/21 | Citibank, N.A. | CNH | 61,753 | 8,849,734 | 9,508,039 | 658,305 | — | ||||||
Expiring 06/30/21 | JPMorgan Chase Bank, N.A. | CNH | 8,703 | 1,230,000 | 1,336,177 | 106,177 | — | ||||||
Expiring 06/30/21 | Morgan Stanley & Co. International PLC | CNH | 4,603 | 698,505 | 706,610 | 8,105 | — | ||||||
Expiring 07/30/21 | Deutsche Bank AG | CNH | 21,908 | 3,221,000 | 3,357,115 | 136,115 | — | ||||||
Expiring 07/30/21 | Morgan Stanley & Co. International PLC | CNH | 24,657 | 3,734,813 | 3,778,406 | 43,593 | — | ||||||
Colombian Peso, | |||||||||||||
Expiring 03/17/21 | BNP Paribas S.A. | COP | 11,059,819 | 3,209,000 | 3,093,543 | — | (115,457) | ||||||
Expiring 03/17/21 | Goldman Sachs International | COP | 8,876,928 | 2,552,000 | 2,482,966 | — | (69,034) | ||||||
Expiring 03/17/21 | Goldman Sachs International | COP | 6,327,960 | 1,811,000 | 1,769,994 | — | (41,006) | ||||||
Expiring 03/17/21 | Goldman Sachs International | COP | 6,207,009 | 1,782,000 | 1,736,163 | — | (45,837) | ||||||
Czech Koruna, | |||||||||||||
Expiring 04/19/21 | Barclays Bank PLC | CZK | 27,244 | 1,264,205 | 1,270,665 | 6,460 | — | ||||||
Expiring 04/19/21 | JPMorgan Chase Bank, N.A. | CZK | 50,596 | 2,348,855 | 2,359,806 | 10,951 | — | ||||||
Danish Krone, | |||||||||||||
Expiring 04/19/21 | Citibank, N.A. | DKK | 21,472 | 3,511,180 | 3,508,946 | — | (2,234) | ||||||
Euro, | |||||||||||||
Expiring 04/19/21 | Barclays Bank PLC | EUR | 6,395 | 7,734,428 | 7,774,684 | 40,256 | — | ||||||
Expiring 04/19/21 | Citibank, N.A. | EUR | 6,806 | 8,295,776 | 8,274,397 | — | (21,379) | ||||||
Expiring 08/31/21 | HSBC Bank USA, N.A. | EUR | 5,057 | 6,193,712 | 6,165,978 | — | (27,734) | ||||||
Indian Rupee, | |||||||||||||
Expiring 02/26/21 | Citibank, N.A. | INR | 208,727 | 2,646,000 | 2,853,416 | 207,416 | — | ||||||
Expiring 02/26/21 | HSBC Bank USA, N.A. | INR | 466,958 | 5,970,567 | 6,383,591 | 413,024 | — | ||||||
Expiring 02/26/21 | HSBC Bank USA, N.A. | INR | 240,985 | 3,157,143 | 3,294,403 | 137,260 | — |
74
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at January 31, 2021 (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 02/26/21 | Morgan Stanley & Co. International PLC | INR | 364,682 | $4,915,513 | $4,985,416 | $69,903 | $— | ||||||
Expiring 03/17/21 | Citibank, N.A. | INR | 933,781 | 12,500,252 | 12,713,010 | 212,758 | — | ||||||
Expiring 03/17/21 | Credit Suisse International | INR | 452,457 | 6,068,975 | 6,160,001 | 91,026 | — | ||||||
Expiring 03/17/21 | Goldman Sachs International | INR | 137,785 | 1,845,000 | 1,875,875 | 30,875 | — | ||||||
Expiring 03/17/21 | HSBC Bank USA, N.A. | INR | 603,276 | 8,094,029 | 8,213,334 | 119,305 | — | ||||||
Expiring 03/17/21 | JPMorgan Chase Bank, N.A. | INR | 553,808 | 7,434,288 | 7,539,840 | 105,552 | — | ||||||
Expiring 03/17/21 | Morgan Stanley & Co. International PLC | INR | 532,090 | 7,149,629 | 7,244,160 | 94,531 | — | ||||||
Expiring 03/17/21 | Morgan Stanley & Co. International PLC | INR | 271,474 | 3,637,238 | 3,696,000 | 58,762 | — | ||||||
Expiring 04/29/21 | HSBC Bank USA, N.A. | INR | 516,289 | 6,714,205 | 6,987,924 | 273,719 | — | ||||||
Expiring 09/30/21 | Goldman Sachs International | INR | 512,311 | 6,725,000 | 6,807,227 | 82,227 | — | ||||||
Expiring 09/30/21 | HSBC Bank USA, N.A. | INR | 384,058 | 4,791,744 | 5,103,100 | 311,356 | — | ||||||
Indonesian Rupiah, | |||||||||||||
Expiring 03/17/21 | HSBC Bank USA, N.A. | IDR | 139,628,752 | 9,760,835 | 9,896,091 | 135,256 | — | ||||||
Israeli Shekel, | |||||||||||||
Expiring 03/17/21 | Barclays Bank PLC | ILS | 67,854 | 20,770,957 | 20,682,625 | — | (88,332) | ||||||
Expiring 03/17/21 | Barclays Bank PLC | ILS | 46,186 | 14,085,825 | 14,078,089 | — | (7,736) | ||||||
Expiring 06/30/21 | Bank of America, N.A. | ILS | 47,344 | 13,695,000 | 14,466,446 | 771,446 | — | ||||||
Japanese Yen, | |||||||||||||
Expiring 03/31/21 | Barclays Bank PLC | JPY | 325,644 | 3,152,000 | 3,110,923 | — | (41,077) | ||||||
Expiring 03/31/21 | Morgan Stanley & Co. International PLC | JPY | 290,643 | 2,789,000 | 2,776,554 | — | (12,446) | ||||||
Expiring 04/19/21 | Citibank, N.A. | JPY | 866,067 | 8,310,000 | 8,275,489 | — | (34,511) |
75
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at January 31, 2021 (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 04/19/21 | Deutsche Bank AG | JPY | 1,324,229 | $12,795,000 | $12,653,339 | $— | $(141,661) | ||||||
Expiring 04/19/21 | Morgan Stanley & Co. International PLC | JPY | 19,436,967 | 186,949,636 | 185,725,041 | — | (1,224,595) | ||||||
Expiring 05/28/21 | Citibank, N.A. | JPY | 2,043,508 | 19,781,304 | 19,534,988 | — | (246,316) | ||||||
Expiring 05/28/21 | Citibank, N.A. | JPY | 1,579,165 | 14,774,292 | 15,096,087 | 321,795 | — | ||||||
Expiring 05/28/21 | Citibank, N.A. | JPY | 1,309,387 | 12,481,643 | 12,517,132 | 35,489 | — | ||||||
Expiring 05/28/21 | Deutsche Bank AG | JPY | 837,813 | 7,692,000 | 8,009,102 | 317,102 | — | ||||||
Expiring 01/28/22 | Citibank, N.A. | JPY | 1,712,418 | 16,719,569 | 16,427,380 | — | (292,189) | ||||||
Expiring 01/28/22 | Deutsche Bank AG | JPY | 802,022 | 7,693,000 | 7,693,870 | 870 | — | ||||||
Expiring 01/28/22 | Deutsche Bank AG | JPY | 408,984 | 3,775,000 | 3,923,415 | 148,415 | — | ||||||
Expiring 05/31/22 | Deutsche Bank AG | JPY | 3,195,124 | 29,579,000 | 30,713,164 | 1,134,164 | — | ||||||
Expiring 10/31/23 | Bank of America, N.A. | JPY | 1,051,903 | 10,538,000 | 10,218,239 | — | (319,761) | ||||||
Expiring 10/31/23 | Barclays Bank PLC | JPY | 525,393 | 5,512,000 | 5,103,691 | — | (408,309) | ||||||
Expiring 10/31/23 | Barclays Bank PLC | JPY | 406,236 | 4,196,000 | 3,946,194 | — | (249,806) | ||||||
Expiring 10/31/23 | Deutsche Bank AG | JPY | 511,039 | 5,354,000 | 4,964,261 | — | (389,739) | ||||||
Expiring 10/31/23 | Goldman Sachs International | JPY | 1,254,996 | 12,881,000 | 12,191,091 | — | (689,909) | ||||||
Expiring 10/31/23 | Morgan Stanley & Co. International PLC | JPY | 1,637,975 | 15,824,364 | 15,911,366 | 87,002 | — | ||||||
Malaysian Ringgit, | |||||||||||||
Expiring 03/17/21 | Morgan Stanley & Co. International PLC | MYR | 30,511 | 7,505,899 | 7,515,047 | 9,148 | — | ||||||
Mexican Peso, | |||||||||||||
Expiring 02/26/21 | Citibank, N.A. | MXN | 921,100 | 36,540,000 | 44,806,299 | 8,266,299 | — | ||||||
Expiring 02/26/21 | Deutsche Bank AG | MXN | 254,611 | 11,920,000 | 12,385,389 | 465,389 | — | ||||||
Expiring 03/17/21 | Morgan Stanley & Co. International PLC | MXN | 582,385 | 28,623,723 | 28,264,390 | — | (359,333) |
76
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at January 31, 2021 (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 04/29/21 | Bank of America, N.A. | MXN | 104,569 | $4,592,939 | $5,052,488 | $459,549 | $— | ||||||
Expiring 04/29/21 | Goldman Sachs International | MXN | 139,828 | 5,832,000 | 6,756,120 | 924,120 | — | ||||||
Expiring 04/29/21 | HSBC Bank USA, N.A. | MXN | 59,268 | 2,325,684 | 2,863,660 | 537,976 | — | ||||||
Expiring 04/29/21 | JPMorgan Chase Bank, N.A. | MXN | 100,978 | 4,601,957 | 4,879,011 | 277,054 | — | ||||||
Expiring 04/29/21 | Morgan Stanley & Co. International PLC | MXN | 482,401 | 22,718,000 | 23,308,329 | 590,329 | — | ||||||
Expiring 02/25/22 | Bank of America, N.A. | MXN | 206,269 | 8,742,706 | 9,641,913 | 899,207 | — | ||||||
Expiring 02/25/22 | Citibank, N.A. | MXN | 127,232 | 6,119,126 | 5,947,353 | — | (171,773) | ||||||
Expiring 04/28/23 | JPMorgan Chase Bank, N.A. | MXN | 110,648 | 4,577,425 | 4,919,100 | 341,675 | — | ||||||
Expiring 04/28/23 | Morgan Stanley & Co. International PLC | MXN | 352,530 | 14,859,000 | 15,672,513 | 813,513 | — | ||||||
New Taiwanese Dollar, | |||||||||||||
Expiring 06/30/21 | Citibank, N.A. | TWD | 495,429 | 18,238,435 | 18,023,603 | — | (214,832) | ||||||
Expiring 06/30/21 | JPMorgan Chase Bank, N.A. | TWD | 552,287 | 19,304,000 | 20,092,108 | 788,108 | — | ||||||
Peruvian Nuevo Sol, | |||||||||||||
Expiring 03/17/21 | Barclays Bank PLC | PEN | 6,018 | 1,679,000 | 1,654,467 | — | (24,533) | ||||||
Philippine Peso, | |||||||||||||
Expiring 03/17/21 | Citibank, N.A. | PHP | 140,797 | 2,920,794 | 2,923,744 | 2,950 | — | ||||||
Polish Zloty, | |||||||||||||
Expiring 04/19/21 | UBS AG | PLN | 8,519 | 2,293,361 | 2,289,249 | — | (4,112) | ||||||
Romanian Leu, | |||||||||||||
Expiring 04/19/21 | JPMorgan Chase Bank, N.A. | RON | 11,029 | 2,742,259 | 2,738,635 | — | (3,624) | ||||||
Russian Ruble, | |||||||||||||
Expiring 02/26/21 | Deutsche Bank AG | RUB | 496,590 | 6,278,000 | 6,549,006 | 271,006 | — | ||||||
Expiring 02/26/21 | Goldman Sachs International | RUB | 690,766 | 9,971,000 | 9,109,794 | — | (861,206) | ||||||
Expiring 03/17/21 | Barclays Bank PLC | RUB | 190,945 | 2,511,000 | 2,512,663 | 1,663 | — | ||||||
Expiring 03/17/21 | Goldman Sachs International | RUB | 1,118,267 | 14,713,550 | 14,715,336 | 1,786 | — |
77
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at January 31, 2021 (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 03/17/21 | Morgan Stanley & Co. International PLC | RUB | 1,118,267 | $14,898,104 | $14,715,336 | $— | $(182,768) | ||||||
Expiring 04/28/21 | Barclays Bank PLC | RUB | 705,532 | 9,363,399 | 9,237,619 | — | (125,780) | ||||||
Expiring 04/28/21 | Goldman Sachs International | RUB | 895,132 | 12,362,000 | 11,720,080 | — | (641,920) | ||||||
Expiring 04/29/21 | Goldman Sachs International | RUB | 135,453 | 1,909,000 | 1,773,294 | — | (135,706) | ||||||
Expiring 04/29/21 | JPMorgan Chase Bank, N.A. | RUB | 174,900 | 2,054,500 | 2,289,711 | 235,211 | — | ||||||
Expiring 06/30/21 | Goldman Sachs International | RUB | 3,023,939 | 37,932,000 | 39,304,161 | 1,372,161 | — | ||||||
Singapore Dollar, | |||||||||||||
Expiring 03/17/21 | Credit Suisse International | SGD | 2,474 | 1,852,000 | 1,861,974 | 9,974 | — | ||||||
Expiring 03/17/21 | JPMorgan Chase Bank, N.A. | SGD | 7,999 | 5,990,824 | 6,021,148 | 30,324 | — | ||||||
South African Rand, | |||||||||||||
Expiring 02/26/21 | Bank of America, N.A. | ZAR | 10,331 | 628,000 | 680,437 | 52,437 | — | ||||||
Expiring 02/26/21 | Barclays Bank PLC | ZAR | 204,451 | 11,666,208 | 13,466,441 | 1,800,233 | — | ||||||
Expiring 02/26/21 | Deutsche Bank AG | ZAR | 50,651 | 3,245,000 | 3,336,202 | 91,202 | — | ||||||
Expiring 02/26/21 | Goldman Sachs International | ZAR | 504,558 | 27,744,000 | 33,233,313 | 5,489,313 | — | ||||||
Expiring 02/26/21 | Morgan Stanley & Co. International PLC | ZAR | 16,620 | 1,123,005 | 1,094,728 | — | (28,277) | ||||||
Expiring 03/17/21 | Barclays Bank PLC | ZAR | 84,806 | 5,574,000 | 5,568,519 | — | (5,481) | ||||||
Expiring 03/17/21 | Citibank, N.A. | ZAR | 63,534 | 4,176,000 | 4,171,758 | — | (4,242) | ||||||
Expiring 03/17/21 | JPMorgan Chase Bank, N.A. | ZAR | 71,090 | 4,786,884 | 4,667,880 | — | (119,004) | ||||||
Expiring 03/17/21 | JPMorgan Chase Bank, N.A. | ZAR | 14,544 | 978,915 | 955,000 | — | (23,915) | ||||||
Expiring 03/17/21 | Morgan Stanley & Co. International PLC | ZAR | 55,527 | 3,652,100 | 3,645,967 | — | (6,133) | ||||||
Expiring 04/29/21 | Goldman Sachs International | ZAR | 30,290 | 1,589,000 | 1,977,842 | 388,842 | — |
78
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at January 31, 2021 (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 | Morgan Stanley & Co. International PLC | ZAR | 19,703 | $1,322,115 | $1,286,562 | $— | $(35,553) | ||||||
Expiring 05/28/21 | Morgan Stanley & Co. International PLC | ZAR | 31,317 | 2,094,752 | 2,037,472 | — | (57,280) | ||||||
Expiring 12/23/21 | Goldman Sachs International | ZAR | 199,522 | 10,565,000 | 12,664,622 | 2,099,622 | — | ||||||
South Korean Won, | |||||||||||||
Expiring 03/17/21 | Barclays Bank PLC | KRW | 62,392,636 | 57,146,580 | 55,790,942 | — | (1,355,638) | ||||||
Expiring 03/17/21 | HSBC Bank USA, N.A. | KRW | 4,030,378 | 3,712,000 | 3,603,928 | — | (108,072) | ||||||
Expiring 04/29/21 | Citibank, N.A. | KRW | 9,737,440 | 7,963,362 | 8,709,696 | 746,334 | — | ||||||
Expiring 04/29/21 | Goldman Sachs International | KRW | 735,965 | 610,000 | 658,287 | 48,287 | — | ||||||
Expiring 04/29/21 | JPMorgan Chase Bank, N.A. | KRW | 11,898,981 | 10,104,691 | 10,643,096 | 538,405 | — | ||||||
Expiring 04/29/21 | Morgan Stanley & Co. International PLC | KRW | 7,160,671 | 5,914,000 | 6,404,894 | 490,894 | — | ||||||
Expiring 06/30/21 | Citibank, N.A. | KRW | 12,388,857 | 11,332,653 | 11,082,618 | — | (250,035) | ||||||
Expiring 06/30/21 | JPMorgan Chase Bank, N.A. | KRW | 17,122,762 | 14,927,000 | 15,317,396 | 390,396 | — | ||||||
Expiring 06/30/21 | JPMorgan Chase Bank, N.A. | KRW | 7,246,758 | 6,157,130 | 6,482,684 | 325,554 | — | ||||||
Expiring 07/30/21 | HSBC Bank USA, N.A. | KRW | 15,153,153 | 12,858,000 | 13,556,239 | 698,239 | — | ||||||
Swedish Krona, | |||||||||||||
Expiring 04/19/21 | Barclays Bank PLC | SEK | 39,770 | 4,770,728 | 4,763,458 | — | (7,270) | ||||||
Thai Baht, | |||||||||||||
Expiring 03/17/21 | Citibank, N.A. | THB | 421,938 | 14,039,342 | 14,095,542 | 56,200 | — | ||||||
Expiring 03/17/21 | Citibank, N.A. | THB | 76,454 | 2,546,000 | 2,554,065 | 8,065 | — | ||||||
Expiring 03/17/21 | Citibank, N.A. | THB | 52,724 | 1,756,000 | 1,761,328 | 5,328 | — | ||||||
Expiring 03/17/21 | JPMorgan Chase Bank, N.A. | THB | 304,289 | 10,060,819 | 10,165,288 | 104,469 | — | ||||||
Turkish Lira, | |||||||||||||
Expiring 02/26/21 | Barclays Bank PLC | TRY | 26,637 | 3,375,579 | 3,601,818 | 226,239 | — | ||||||
Expiring 02/26/21 | Barclays Bank PLC | TRY | 14,639 | 2,008,630 | 1,979,528 | — | (29,102) |
79
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at January 31, 2021 (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 (cont’d.), | |||||||||||||
Expiring 02/26/21 | Barclays Bank PLC | TRY | 10,388 | $1,610,958 | $1,404,659 | $— | $(206,299) | ||||||
Expiring 02/26/21 | Barclays Bank PLC | TRY | 10,093 | 1,396,000 | 1,364,788 | — | (31,212) | ||||||
Expiring 02/26/21 | Morgan Stanley & Co. International PLC | TRY | 154,606 | 18,616,000 | 20,905,832 | 2,289,832 | — | ||||||
Expiring 03/17/21 | Barclays Bank PLC | TRY | 19,850 | 2,451,000 | 2,661,757 | 210,757 | — | ||||||
Expiring 03/17/21 | Barclays Bank PLC | TRY | 8,734 | 1,082,000 | 1,171,195 | 89,195 | — | ||||||
Expiring 03/17/21 | Barclays Bank PLC | TRY | 7,893 | 974,340 | 1,058,357 | 84,017 | — | ||||||
Expiring 03/17/21 | JPMorgan Chase Bank, N.A. | TRY | 50,417 | 6,203,310 | 6,760,679 | 557,369 | — | ||||||
Expiring 05/28/21 | BNP Paribas S.A. | TRY | 10,016 | 1,287,000 | 1,301,466 | 14,466 | — | ||||||
Expiring 05/28/21 | Goldman Sachs International | TRY | 3,514 | 507,678 | 456,554 | — | (51,124) | ||||||
$1,749,297,270 | $1,775,220,159 | 54,887,677 | (28,964,788) |
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 04/20/21 | Bank of America, N.A. | AUD | 3,572 | $2,749,055 | $2,731,399 | $17,656 | $— | ||||||
Expiring 04/20/21 | Barclays Bank PLC | AUD | 3,772 | 2,917,949 | 2,884,155 | 33,794 | — | ||||||
Expiring 05/28/21 | Barclays Bank PLC | AUD | 42,218 | 27,447,706 | 32,285,949 | — | (4,838,243) | ||||||
Expiring 05/28/21 | Citibank, N.A. | AUD | 15,791 | 9,926,904 | 12,075,609 | — | (2,148,705) | ||||||
Expiring 05/28/21 | Citibank, N.A. | AUD | 5,809 | 3,819,406 | 4,442,671 | — | (623,265) | ||||||
Expiring 05/31/22 | Morgan Stanley & Co. International PLC | AUD | 6,023 | 4,547,606 | 4,611,873 | — | (64,267) | ||||||
Brazilian Real, | |||||||||||||
Expiring 02/02/21 | BNP Paribas S.A. | BRL | 14,253 | 2,738,058 | 2,604,762 | 133,296 | — | ||||||
Expiring 02/02/21 | Citibank, N.A. | BRL | 99,170 | 19,311,897 | 18,123,634 | 1,188,263 | — | ||||||
Expiring 02/26/21 | Citibank, N.A. | BRL | 16,276 | 3,169,000 | 2,972,541 | 196,459 | — | ||||||
Expiring 02/26/21 | JPMorgan Chase Bank, N.A. | BRL | 27,316 | 4,972,436 | 4,988,832 | — | (16,396) |
80
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at January 31, 2021 (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 03/02/21 | The Toronto-Dominion Bank | BRL | 89,109 | $16,675,527 | $16,272,385 | $403,142 | $— | ||||||
Expiring 03/31/21 | Citibank, N.A. | BRL | 122,798 | 28,955,000 | 22,404,433 | 6,550,567 | — | ||||||
Expiring 03/31/21 | Morgan Stanley & Co. International PLC | BRL | 23,832 | 5,878,515 | 4,348,040 | 1,530,475 | — | ||||||
Expiring 04/29/21 | BNP Paribas S.A. | BRL | 7,590 | 1,538,000 | 1,383,659 | 154,341 | — | ||||||
Expiring 04/29/21 | Deutsche Bank AG | BRL | 22,701 | 4,218,000 | 4,138,264 | 79,736 | — | ||||||
Expiring 04/29/21 | Deutsche Bank AG | BRL | 8,405 | 1,538,000 | 1,532,196 | 5,804 | — | ||||||
Expiring 04/29/21 | Deutsche Bank AG | BRL | 3,206 | 561,000 | 584,450 | — | (23,450) | ||||||
Expiring 05/28/21 | BNP Paribas S.A. | BRL | 26,535 | 5,366,000 | 4,829,327 | 536,673 | — | ||||||
Expiring 05/28/21 | JPMorgan Chase Bank, N.A. | BRL | 58,056 | 10,531,709 | 10,566,158 | — | (34,449) | ||||||
Expiring 09/30/21 | Bank of America, N.A. | BRL | 100,848 | 23,296,000 | 18,194,896 | 5,101,104 | — | ||||||
Expiring 09/30/21 | Deutsche Bank AG | BRL | 121,158 | 26,978,000 | 21,859,158 | 5,118,842 | — | ||||||
Expiring 01/28/22 | Citibank, N.A. | BRL | 83,680 | 14,917,000 | 14,913,897 | 3,103 | — | ||||||
Expiring 01/28/22 | Citibank, N.A. | BRL | 10,638 | 2,023,155 | 1,895,945 | 127,210 | — | ||||||
Expiring 01/28/22 | Deutsche Bank AG | BRL | 113,456 | 24,675,000 | 20,220,590 | 4,454,410 | — | ||||||
British Pound, | |||||||||||||
Expiring 03/31/21 | Bank of America, N.A. | GBP | 1,754 | 2,338,000 | 2,403,978 | — | (65,978) | ||||||
Expiring 03/31/21 | Morgan Stanley & Co. International PLC | GBP | 1,571 | 2,159,000 | 2,152,786 | 6,214 | — | ||||||
Expiring 04/19/21 | Citibank, N.A. | GBP | 125,371 | 171,221,148 | 171,852,534 | — | (631,386) | ||||||
Expiring 04/19/21 | Citibank, N.A. | GBP | 2,574 | 3,515,476 | 3,528,685 | — | (13,209) | ||||||
Expiring 04/19/21 | Deutsche Bank AG | GBP | 20,901 | 28,593,862 | 28,650,669 | — | (56,807) | ||||||
Expiring 04/20/21 | Morgan Stanley & Co. International PLC | GBP | 6,383 | 8,716,601 | 8,749,452 | — | (32,851) | ||||||
Expiring 04/29/21 | Bank of America, N.A. | GBP | 4,512 | 5,687,196 | 6,185,095 | — | (497,899) | ||||||
Expiring 05/28/21 | Bank of America, N.A. | GBP | 3,167 | 3,992,257 | 4,341,961 | — | (349,704) | ||||||
Expiring 05/28/21 | JPMorgan Chase Bank, N.A. | GBP | 4,551 | 5,943,105 | 6,239,426 | — | (296,321) | ||||||
Expiring 01/28/22 | JPMorgan Chase Bank, N.A. | GBP | 3,429 | 4,482,937 | 4,708,914 | — | (225,977) | ||||||
Canadian Dollar, | |||||||||||||
Expiring 04/20/21 | Barclays Bank PLC | CAD | 8,275 | 6,548,760 | 6,472,062 | 76,698 | — |
81
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at January 31, 2021 (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.): | |||||||||||||
Chilean Peso, | |||||||||||||
Expiring 03/17/21 | BNP Paribas S.A. | CLP | 3,903,908 | $5,242,256 | $5,315,810 | $— | $(73,554) | ||||||
Expiring 03/17/21 | HSBC Bank USA, N.A. | CLP | 7,807,817 | 10,446,917 | 10,631,621 | — | (184,704) | ||||||
Expiring 03/17/21 | Morgan Stanley & Co. International PLC | CLP | 3,903,908 | 5,241,201 | 5,315,811 | — | (74,610) | ||||||
Expiring 10/29/21 | Bank of America, N.A. | CLP | 4,482,493 | 5,687,000 | 6,110,186 | — | (423,186) | ||||||
Chinese Renminbi, | |||||||||||||
Expiring 02/08/21 | Citibank, N.A. | CNH | 23,219 | 3,491,000 | 3,598,701 | — | (107,701) | ||||||
Expiring 02/08/21 | JPMorgan Chase Bank, N.A. | CNH | 96,296 | 14,460,536 | 14,925,038 | — | (464,502) | ||||||
Expiring 02/08/21 | JPMorgan Chase Bank, N.A. | CNH | 20,478 | 3,124,000 | 3,173,896 | — | (49,896) | ||||||
Expiring 02/08/21 | JPMorgan Chase Bank, N.A. | CNH | 17,822 | 2,714,000 | 2,762,328 | — | (48,328) | ||||||
Expiring 02/08/21 | Morgan Stanley & Co. International PLC | CNH | 18,046 | 2,684,000 | 2,796,964 | — | (112,964) | ||||||
Expiring 02/08/21 | Morgan Stanley & Co. International PLC | CNH | 14,876 | 2,228,000 | 2,305,680 | — | (77,680) | ||||||
Expiring 02/08/21 | Morgan Stanley & Co. International PLC | CNH | 14,842 | 2,242,000 | 2,300,396 | — | (58,396) | ||||||
Expiring 05/14/21 | JPMorgan Chase Bank, N.A. | CNH | 61,753 | 8,864,088 | 9,508,039 | — | (643,951) | ||||||
Expiring 06/30/21 | JPMorgan Chase Bank, N.A. | CNH | 13,306 | 1,845,000 | 2,042,787 | — | (197,787) | ||||||
Expiring 07/30/21 | JPMorgan Chase Bank, N.A. | CNH | 46,564 | 6,568,000 | 7,135,520 | — | (567,520) | ||||||
Colombian Peso, | |||||||||||||
Expiring 03/17/21 | BNP Paribas S.A. | COP | 58,025,179 | 16,225,600 | 16,230,228 | — | (4,628) | ||||||
Euro, | |||||||||||||
Expiring 04/19/21 | Barclays Bank PLC | EUR | 67,438 | 82,188,002 | 81,987,314 | 200,688 | — | ||||||
Expiring 04/19/21 | Barclays Bank PLC | EUR | 2,543 | 3,094,446 | 3,091,476 | 2,970 | — | ||||||
Expiring 04/19/21 | BNP Paribas S.A. | EUR | 74,537 | 90,534,887 | 90,617,556 | — | (82,669) | ||||||
Expiring 04/19/21 | Goldman Sachs International | EUR | 69,928 | 85,170,340 | 85,014,338 | 156,002 | — | ||||||
Expiring 08/31/21 | Deutsche Bank AG | EUR | 4,684 | 5,713,379 | 5,711,546 | 1,833 | — |
82
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at January 31, 2021 (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 08/31/21 | The Toronto-Dominion Bank | EUR | 29,037 | $35,335,590 | $35,404,336 | $— | $(68,746) | ||||||
Hong Kong Dollar, | |||||||||||||
Expiring 02/08/21 | HSBC Bank USA, N.A. | HKD | 29,720 | 3,834,399 | 3,833,172 | 1,227 | — | ||||||
Hungarian Forint, | |||||||||||||
Expiring 04/19/21 | Citibank, N.A. | HUF | 474,455 | 1,598,649 | 1,611,682 | — | (13,033) | ||||||
Indian Rupee, | |||||||||||||
Expiring 02/26/21 | Bank of America, N.A. | INR | 257,903 | 3,425,000 | 3,525,679 | — | (100,679) | ||||||
Expiring 02/26/21 | Citibank, N.A. | INR | 331,407 | 4,203,000 | 4,530,523 | — | (327,523) | ||||||
Expiring 02/26/21 | Goldman Sachs International | INR | 96,088 | 1,250,000 | 1,313,573 | — | (63,573) | ||||||
Expiring 02/26/21 | Morgan Stanley & Co. International PLC | INR | 595,955 | 7,666,000 | 8,147,054 | — | (481,054) | ||||||
Expiring 03/17/21 | Barclays Bank PLC | INR | 354,423 | 4,802,476 | 4,825,305 | — | (22,829) | ||||||
Expiring 03/17/21 | Citibank, N.A. | INR | 828,348 | 11,205,777 | 11,277,581 | — | (71,804) | ||||||
Expiring 03/17/21 | Citibank, N.A. | INR | 146,384 | 1,966,000 | 1,992,958 | — | (26,958) | ||||||
Expiring 03/17/21 | HSBC Bank USA, N.A. | INR | 1,183,137 | 15,918,000 | 16,107,877 | — | (189,877) | ||||||
Expiring 03/17/21 | JPMorgan Chase Bank, N.A. | INR | 790,234 | 10,615,000 | 10,758,674 | — | (143,674) | ||||||
Expiring 03/17/21 | JPMorgan Chase Bank, N.A. | INR | 239,147 | 3,218,000 | 3,255,882 | — | (37,882) | ||||||
Expiring 04/29/21 | Morgan Stanley & Co. International PLC | INR | 301,577 | 3,855,000 | 4,081,814 | — | (226,814) | ||||||
Expiring 04/29/21 | Morgan Stanley & Co. International PLC | INR | 153,366 | 2,028,000 | 2,075,802 | — | (47,802) | ||||||
Expiring 09/30/21 | Bank of America, N.A. | INR | 896,369 | 11,578,000 | 11,910,327 | — | (332,327) | ||||||
Indonesian Rupiah, | |||||||||||||
Expiring 03/17/21 | Citibank, N.A. | IDR | 80,465,942 | 5,661,831 | 5,702,968 | — | (41,137) | ||||||
Expiring 03/17/21 | HSBC Bank USA, N.A. | IDR | 91,741,144 | 6,424,000 | 6,502,090 | — | (78,090) | ||||||
Expiring 03/17/21 | HSBC Bank USA, N.A. | IDR | 61,604,752 | 4,328,000 | 4,366,194 | — | (38,194) | ||||||
Israeli Shekel, | |||||||||||||
Expiring 03/17/21 | Barclays Bank PLC | ILS | 41,987 | 13,084,977 | 12,798,319 | 286,658 | — |
83
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at January 31, 2021 (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.): | |||||||||||||
Israeli Shekel (cont’d.), | |||||||||||||
Expiring 03/17/21 | Barclays Bank PLC | ILS | 40,312 | $12,383,000 | $12,287,536 | $95,464 | $— | ||||||
Expiring 03/17/21 | Barclays Bank PLC | ILS | 26,956 | 8,302,000 | 8,216,564 | 85,436 | — | ||||||
Expiring 03/17/21 | JPMorgan Chase Bank, N.A. | ILS | 4,091 | 1,256,609 | 1,247,013 | 9,596 | — | ||||||
Expiring 06/30/21 | Barclays Bank PLC | ILS | 13,689 | 4,067,352 | 4,182,761 | — | (115,409) | ||||||
Expiring 06/30/21 | Citibank, N.A. | ILS | 33,655 | 9,997,000 | 10,283,684 | — | (286,684) | ||||||
Japanese Yen, | |||||||||||||
Expiring 03/31/21 | BNP Paribas S.A. | JPY | 370,940 | 3,596,000 | 3,543,645 | 52,355 | — | ||||||
Expiring 03/31/21 | BNP Paribas S.A. | JPY | 295,451 | 2,872,000 | 2,822,490 | 49,510 | — | ||||||
Expiring 03/31/21 | Goldman Sachs International | JPY | 284,175 | 2,745,500 | 2,714,764 | 30,736 | — | ||||||
Expiring 03/31/21 | Goldman Sachs International | JPY | 264,176 | 2,553,000 | 2,523,714 | 29,286 | — | ||||||
Expiring 05/28/21 | Deutsche Bank AG | JPY | 2,147,199 | 20,504,000 | 20,526,234 | — | (22,234) | ||||||
Expiring 05/28/21 | Morgan Stanley & Co. International PLC | JPY | 1,620,971 | 15,011,043 | 15,495,736 | — | (484,693) | ||||||
Expiring 07/30/21 | Morgan Stanley & Co. International PLC | JPY | 295,377 | 2,742,808 | 2,825,715 | — | (82,907) | ||||||
Expiring 01/28/22 | Citibank, N.A. | JPY | 2,791,463 | 26,724,068 | 26,778,748 | — | (54,680) | ||||||
Expiring 01/28/22 | Citibank, N.A. | JPY | 2,138,817 | 20,118,684 | 20,517,864 | — | (399,180) | ||||||
Expiring 01/28/22 | Citibank, N.A. | JPY | 2,099,346 | 20,296,676 | 20,139,213 | 157,463 | — | ||||||
Expiring 05/31/22 | Citibank, N.A. | JPY | 1,428,721 | 13,839,506 | 13,733,602 | 105,904 | — | ||||||
Expiring 10/31/23 | Bank of America, N.A. | JPY | 3,313,990 | 32,471,000 | 32,192,263 | 278,737 | — | ||||||
Expiring 10/31/23 | Bank of America, N.A. | JPY | 1,679,332 | 16,646,000 | 16,313,110 | 332,890 | — | ||||||
Expiring 10/31/23 | Citibank, N.A. | JPY | 628,883 | 6,526,054 | 6,109,002 | 417,052 | — | ||||||
Expiring 10/31/23 | Citibank, N.A. | JPY | 115,153 | 1,102,894 | 1,118,603 | — | (15,709) | ||||||
Mexican Peso, | |||||||||||||
Expiring 02/26/21 | Bank of America, N.A. | MXN | 160,414 | 7,094,413 | 7,803,225 | — | (708,812) | ||||||
Expiring 02/26/21 | Deutsche Bank AG | MXN | 495,889 | 19,504,000 | 24,122,193 | — | (4,618,193) | ||||||
Expiring 02/26/21 | HSBC Bank USA, N.A. | MXN | 519,408 | 20,582,043 | 25,266,270 | — | (4,684,227) | ||||||
Expiring 03/17/21 | Citibank, N.A. | MXN | 96,608 | 4,790,856 | 4,688,587 | 102,269 | — | ||||||
Expiring 03/17/21 | Citibank, N.A. | MXN | 12,518 | 614,600 | 607,533 | 7,067 | — | ||||||
Expiring 03/17/21 | Goldman Sachs International | MXN | 44,210 | 2,192,178 | 2,145,625 | 46,553 | — | ||||||
Expiring 03/17/21 | HSBC Bank USA, N.A. | MXN | 149,660 | 7,375,696 | 7,263,327 | 112,369 | — |
84
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at January 31, 2021 (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 03/17/21 | JPMorgan Chase Bank, N.A. | MXN | 96,002 | $4,701,000 | $4,659,163 | $41,837 | $— | ||||||
Expiring 03/17/21 | Morgan Stanley & Co. International PLC | MXN | 61,907 | 3,074,000 | 3,004,491 | 69,509 | — | ||||||
Expiring 04/29/21 | Citibank, N.A. | MXN | 173,868 | 8,546,000 | 8,400,859 | 145,141 | — | ||||||
Expiring 04/29/21 | Citibank, N.A. | MXN | 91,630 | 4,427,931 | 4,427,321 | 610 | — | ||||||
Expiring 04/29/21 | Deutsche Bank AG | MXN | 244,397 | 9,530,000 | 11,808,608 | — | (2,278,608) | ||||||
Expiring 04/29/21 | Morgan Stanley & Co. International PLC | MXN | 238,725 | 11,024,000 | 11,534,545 | — | (510,545) | ||||||
Expiring 04/29/21 | Morgan Stanley & Co. International PLC | MXN | 138,424 | 6,479,000 | 6,688,273 | — | (209,273) | ||||||
Expiring 02/25/22 | Barclays Bank PLC | MXN | 210,698 | 8,909,000 | 9,848,923 | — | (939,923) | ||||||
Expiring 02/25/22 | Deutsche Bank AG | MXN | 68,653 | 3,198,000 | 3,209,139 | — | (11,139) | ||||||
Expiring 02/25/22 | Goldman Sachs International | MXN | 54,150 | 2,184,000 | 2,531,203 | — | (347,203) | ||||||
Expiring 04/28/23 | Morgan Stanley & Co. International PLC | MXN | 463,178 | 20,111,923 | 20,591,614 | — | (479,691) | ||||||
New Taiwanese Dollar, | |||||||||||||
Expiring 06/30/21 | JPMorgan Chase Bank, N.A. | TWD | 1,047,716 | 38,196,000 | 38,115,711 | 80,289 | — | ||||||
New Zealand Dollar, | |||||||||||||
Expiring 04/20/21 | JPMorgan Chase Bank, N.A. | NZD | 20,441 | 14,670,827 | 14,688,858 | — | (18,031) | ||||||
Peruvian Nuevo Sol, | |||||||||||||
Expiring 03/17/21 | BNP Paribas S.A. | PEN | 34,749 | 9,690,221 | 9,552,628 | 137,593 | — | ||||||
Philippine Peso, | |||||||||||||
Expiring 03/17/21 | HSBC Bank USA, N.A. | PHP | 140,809 | 2,913,000 | 2,923,987 | — | (10,987) | ||||||
Russian Ruble, | |||||||||||||
Expiring 02/26/21 | JPMorgan Chase Bank, N.A. | RUB | 1,187,356 | 14,016,713 | 15,658,800 | — | (1,642,087) | ||||||
Expiring 03/17/21 | Barclays Bank PLC | RUB | 451,531 | 6,121,000 | 5,941,721 | 179,279 | — | ||||||
Expiring 03/17/21 | Citibank, N.A. | RUB | 709,073 | 9,374,000 | 9,330,731 | 43,269 | — | ||||||
Expiring 03/17/21 | Morgan Stanley & Co. International PLC | RUB | 670,602 | 9,029,000 | 8,824,490 | 204,510 | — |
85
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at January 31, 2021 (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 03/17/21 | Morgan Stanley & Co. International PLC | RUB | 65,465 | $879,200 | $861,461 | $17,739 | $— | ||||||
Expiring 04/28/21 | Goldman Sachs International | RUB | 1,600,665 | 20,861,000 | 20,957,699 | — | (96,699) | ||||||
Expiring 04/29/21 | Deutsche Bank AG | RUB | 310,353 | 4,577,000 | 4,063,005 | 513,995 | — | ||||||
Expiring 06/30/21 | Barclays Bank PLC | RUB | 1,060,056 | 14,238,979 | 13,778,263 | 460,716 | — | ||||||
Expiring 06/30/21 | Barclays Bank PLC | RUB | 379,039 | 4,994,260 | 4,926,628 | 67,632 | — | ||||||
Expiring 06/30/21 | Goldman Sachs International | RUB | 1,584,843 | 21,734,000 | 20,599,269 | 1,134,731 | — | ||||||
Singapore Dollar, | |||||||||||||
Expiring 03/17/21 | JPMorgan Chase Bank, N.A. | SGD | 2,627 | 1,968,000 | 1,977,665 | — | (9,665) | ||||||
South African Rand, | |||||||||||||
Expiring 02/26/21 | Bank of America, N.A. | ZAR | 280,688 | 14,352,298 | 18,487,845 | — | (4,135,547) | ||||||
Expiring 02/26/21 | Barclays Bank PLC | ZAR | 60,982 | 3,433,390 | 4,016,640 | — | (583,250) | ||||||
Expiring 02/26/21 | Goldman Sachs International | ZAR | 276,801 | 15,878,000 | 18,231,841 | — | (2,353,841) | ||||||
Expiring 02/26/21 | Goldman Sachs International | ZAR | 168,141 | 8,884,000 | 11,074,796 | — | (2,190,796) | ||||||
Expiring 03/17/21 | Barclays Bank PLC | ZAR | 26,875 | 1,770,000 | 1,764,633 | 5,367 | — | ||||||
Expiring 03/17/21 | Citibank, N.A. | ZAR | 188,171 | 12,147,922 | 12,355,651 | — | (207,729) | ||||||
Expiring 03/17/21 | Morgan Stanley & Co. International PLC | ZAR | 313,619 | 20,446,588 | 20,592,751 | — | (146,163) | ||||||
Expiring 03/17/21 | Morgan Stanley & Co. International PLC | ZAR | 17,910 | 1,164,000 | 1,176,001 | — | (12,001) | ||||||
Expiring 04/29/21 | Goldman Sachs International | ZAR | 49,994 | 2,791,000 | 3,264,404 | — | (473,404) | ||||||
Expiring 05/28/21 | Morgan Stanley & Co. International PLC | ZAR | 31,317 | 1,822,000 | 2,037,471 | — | (215,471) | ||||||
Expiring 12/23/21 | Barclays Bank PLC | ZAR | 121,563 | 6,557,501 | 7,716,180 | — | (1,158,679) | ||||||
Expiring 12/23/21 | Goldman Sachs International | ZAR | 21,115 | 1,332,000 | 1,340,278 | — | (8,278) | ||||||
Expiring 12/23/21 | Morgan Stanley & Co. International PLC | ZAR | 56,844 | 3,716,269 | 3,608,163 | 108,106 | — |
86
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at January 31, 2021 (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, | |||||||||||||
Expiring 03/17/21 | JPMorgan Chase Bank, N.A. | KRW | 5,132,325 | $4,717,861 | $4,589,280 | $128,581 | $— | ||||||
Expiring 04/29/21 | Citibank, N.A. | KRW | 11,269,475 | 9,309,000 | 10,080,032 | — | (771,032) | ||||||
Expiring 04/29/21 | JPMorgan Chase Bank, N.A. | KRW | 18,263,582 | 15,268,000 | 16,335,941 | — | (1,067,941) | ||||||
Expiring 06/30/21 | JPMorgan Chase Bank, N.A. | KRW | 36,758,376 | 30,755,000 | 32,882,698 | — | (2,127,698) | ||||||
Expiring 07/30/21 | Deutsche Bank AG | KRW | 14,800,914 | 12,618,000 | 13,241,121 | — | (623,121) | ||||||
Swedish Krona, | |||||||||||||
Expiring 04/19/21 | JPMorgan Chase Bank, N.A. | SEK | 91,567 | 11,040,160 | 10,967,619 | 72,541 | — | ||||||
Swiss Franc, | |||||||||||||
Expiring 04/19/21 | JPMorgan Chase Bank, N.A. | CHF | 4,880 | 5,513,348 | 5,491,838 | 21,510 | — | ||||||
Thai Baht, | |||||||||||||
Expiring 03/17/21 | Goldman Sachs International | THB | 51,056 | 1,691,000 | 1,705,593 | — | (14,593) | ||||||
Expiring 03/17/21 | JPMorgan Chase Bank, N.A. | THB | 145,846 | 4,847,000 | 4,872,232 | — | (25,232) | ||||||
Expiring 03/17/21 | JPMorgan Chase Bank, N.A. | THB | 133,551 | 4,466,600 | 4,461,501 | 5,099 | — | ||||||
Expiring 03/17/21 | JPMorgan Chase Bank, N.A. | THB | 98,451 | 3,277,000 | 3,288,914 | — | (11,914) | ||||||
Turkish Lira, | |||||||||||||
Expiring 02/26/21 | Citibank, N.A. | TRY | 40,469 | 4,975,000 | 5,472,243 | — | (497,243) | ||||||
Expiring 02/26/21 | Citibank, N.A. | TRY | 21,754 | 2,583,626 | 2,941,597 | — | (357,971) | ||||||
Expiring 02/26/21 | Goldman Sachs International | TRY | 28,731 | 4,314,000 | 3,885,043 | 428,957 | — | ||||||
Expiring 02/26/21 | JPMorgan Chase Bank, N.A. | TRY | 28,291 | 3,398,374 | 3,825,576 | — | (427,202) | ||||||
Expiring 02/26/21 | Morgan Stanley & Co. International PLC | TRY | 97,117 | 13,447,000 | 13,132,166 | 314,834 | — | ||||||
Expiring 03/17/21 | Citibank, N.A. | TRY | 50,676 | 6,186,000 | 6,795,317 | — | (609,317) | ||||||
Expiring 03/17/21 | HSBC Bank USA, N.A. | TRY | 4,444 | 545,700 | 595,865 | — | (50,165) |
87
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at January 31, 2021 (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 03/17/21 | JPMorgan Chase Bank, N.A. | TRY | 33,690 | $4,115,000 | $4,517,698 | $— | $(402,698) | ||||||
Expiring 05/28/21 | Goldman Sachs International | TRY | 13,530 | 1,814,000 | 1,758,021 | 55,979 | — | ||||||
$1,782,245,287 | $1,801,628,455 | 32,517,676 | (51,900,844) | ||||||||||
$87,405,353 | $(80,865,632) |
Cross currency exchange contracts outstanding at January 31, 2021: | ||||||||||||||
Settlement | Type | Notional Amount (000) | In Exchange For (000) | Unrealized Appreciation | Unrealized Depreciation | Counterparty | ||||||||
OTC Cross Currency Exchange Contracts: | ||||||||||||||
05/28/21 | Buy | AUD | 3,132 | JPY | 201,466 | $469,230 | $— | Bank of America, N.A. | ||||||
05/28/21 | Buy | AUD | 6,194 | JPY | 451,976 | 416,086 | — | Deutsche Bank AG | ||||||
05/28/21 | Buy | AUD | 17,193 | JPY | 1,246,407 | 1,233,021 | — | Morgan Stanley & Co. International PLC | ||||||
05/28/21 | Buy | AUD | 117,492 | JPY | 7,506,564 | 18,090,979 | — | Citibank, N.A. | ||||||
05/28/21 | Buy | JPY | 641,372 | AUD | 9,247 | — | (940,287) | Morgan Stanley & Co. International PLC | ||||||
05/28/21 | Buy | JPY | 6,763,339 | AUD | 99,024 | — | (11,072,735) | Deutsche Bank AG | ||||||
07/30/21 | Buy | AUD | 12,549 | JPY | 866,195 | 1,313,101 | — | Morgan Stanley & Co. International PLC | ||||||
07/30/21 | Buy | JPY | 1,161,572 | AUD | 16,066 | — | (1,177,762) | Morgan Stanley & Co. International PLC | ||||||
08/31/21 | Buy | EUR | 9,591 | GBP | 8,630 | — | (142,488) | Bank of America, N.A. | ||||||
08/31/21 | Buy | GBP | 13,505 | EUR | 14,648 | 664,264 | — | Bank of America, N.A. | ||||||
01/28/22 | Buy | JPY | 426,399 | AUD | 6,290 | — | (725,324) | Deutsche Bank AG | ||||||
01/28/22 | Buy | JPY | 720,153 | AUD | 9,631 | — | (465,283) | Deutsche Bank AG | ||||||
01/28/22 | Buy | JPY | 1,310,456 | AUD | 16,731 | — | (238,428) | BNP Paribas S.A. | ||||||
05/31/22 | Buy | AUD | 23,459 | JPY | 1,788,749 | 768,427 | — | Deutsche Bank AG | ||||||
05/31/22 | Buy | JPY | 1,257,136 | AUD | 17,436 | — | (1,266,692) | Goldman Sachs International |
88
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Cross currency exchange contracts outstanding at January 31, 2021 (continued): | ||||||||||||||
Settlement | Type | Notional Amount (000) | In Exchange For (000) | Unrealized Appreciation | Unrealized Depreciation | Counterparty | ||||||||
OTC Cross Currency Exchange Contracts (cont’d.): | ||||||||||||||
10/31/23 | Buy | AUD | 8,947 | JPY | 599,449 | $1,025,805 | $— | Deutsche Bank AG | ||||||
10/31/23 | Buy | JPY | 277,535 | AUD | 3,979 | — | (349,913) | Goldman Sachs International | ||||||
10/31/23 | Buy | JPY | 671,731 | AUD | 9,835 | — | (1,003,418) | Morgan Stanley & Co. International PLC | ||||||
$23,980,913 | $(17,382,330) |
Credit default swap agreements outstanding at January 31, 2021:
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at January 31, 2021(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 | 0.160% | $25,801 | $(761) | $26,562 | Citibank, N.A. | |||||||||
People’s Republic of China (D01) | 12/20/22 | 1.000%(Q) | 5,000 | 0.100% | 91,730 | (2,538) | 94,268 | Citibank, N.A. | |||||||||
Republic of Brazil (D01) | 12/20/22 | 1.000%(Q) | 7,500 | 0.851% | 29,895 | (3,807) | 33,702 | Citibank, N.A. | |||||||||
Republic of Chile (D01) | 12/20/22 | 1.000%(Q) | 1,500 | 0.169% | 25,532 | (761) | 26,293 | Citibank, N.A. | |||||||||
Republic of Colombia (D01) | 12/20/22 | 1.000%(Q) | 2,000 | 0.472% | 22,412 | (1,015) | 23,427 | Citibank, N.A. | |||||||||
Republic of Indonesia (D01) | 12/20/22 | 1.000%(Q) | 2,000 | 0.270% | 30,148 | (1,015) | 31,163 | Citibank, N.A. | |||||||||
Republic of Panama (D01) | 12/20/22 | 1.000%(Q) | 1,500 | 0.176% | 25,348 | (761) | 26,109 | Citibank, N.A. | |||||||||
Republic of Peru (D01) | 12/20/22 | 1.000%(Q) | 1,500 | 0.219% | 24,086 | (761) | 24,847 | Citibank, N.A. | |||||||||
Republic of Philippines (D01) | 12/20/22 | 1.000%(Q) | 1,500 | 0.151% | 26,060 | (761) | 26,821 | Citibank, N.A. |
89
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at January 31, 2021 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at January 31, 2021(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.): | |||||||||||||||||
Republic of South Africa (D01) | 12/20/22 | 1.000%(Q) | 4,500 | 1.082% | $(1,707) | $(2,284) | $577 | Citibank, N.A. | |||||||||
Republic of Turkey (D01) | 12/20/22 | 1.000%(Q) | 7,500 | 2.328% | (176,756) | (3,807) | (172,949) | Citibank, N.A. | |||||||||
Russian Federation (D01) | 12/20/22 | 1.000%(Q) | 4,500 | 0.444% | 52,814 | (2,284) | 55,098 | Citibank, N.A. | |||||||||
United Mexican States (D01) | 12/20/22 | 1.000%(Q) | 6,500 | 0.354% | 87,540 | (3,299) | 90,839 | Citibank, N.A. | |||||||||
Emirate of Abu Dhabi (D02) | 12/20/25 | 1.000%(Q) | 2,000 | 0.448% | 56,181 | (3,478) | 59,659 | Bank of America, N.A. | |||||||||
Federation of Malaysia (D02) | 12/20/25 | 1.000%(Q) | 3,000 | 0.433% | 86,249 | (5,218) | 91,467 | Bank of America, N.A. | |||||||||
Federative Republic of Brazil (D02) | 12/20/25 | 1.000%(Q) | 12,000 | 1.721% | (393,681) | (20,871) | (372,810) | Bank of America, N.A. | |||||||||
Kingdom of Saudi Arabia (D02) | 12/20/25 | 1.000%(Q) | 2,000 | 0.682% | 33,211 | (3,478) | 36,689 | Bank of America, N.A. | |||||||||
People’s Republic of China (D02) | 12/20/25 | 1.000%(Q) | 12,000 | 0.324% | 410,100 | (20,871) | 430,971 | Bank of America, N.A. | |||||||||
Republic of Argentina (D02) | 12/20/25 | 1.000%(Q) | 5,000 | 12.123% | (1,982,787) | (8,696) | (1,974,091) | Bank of America, N.A. | |||||||||
Republic of Chile (D02) | 12/20/25 | 1.000%(Q) | 2,000 | 0.541% | 47,017 | (3,478) | 50,495 | Bank of America, N.A. | |||||||||
Republic of Colombia (D02) | 12/20/25 | 1.000%(Q) | 5,000 | 1.125% | (24,049) | (8,696) | (15,353) | Bank of America, N.A. | |||||||||
Republic of Indonesia (D02) | 12/20/25 | 1.000%(Q) | 8,000 | 0.765% | 100,127 | (13,914) | 114,041 | Bank of America, N.A. | |||||||||
Republic of Panama (D02) | 12/20/25 | 1.000%(Q) | 2,000 | 0.563% | 44,881 | (3,478) | 48,359 | Bank of America, N.A. | |||||||||
Republic of Peru (D02) | 12/20/25 | 1.000%(Q) | 2,000 | 0.630% | 38,326 | (3,478) | 41,804 | Bank of America, N.A. |
90
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at January 31, 2021 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at January 31, 2021(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.): | |||||||||||||||||
Republic of Philippines (D02) | 12/20/25 | 1.000%(Q) | 2,000 | 0.424% | $58,362 | $(3,478) | $61,840 | Bank of America, N.A. | |||||||||
Republic of South Africa (D02) | 12/20/25 | 1.000%(Q) | 9,000 | 2.248% | (512,162) | (15,653) | (496,509) | Bank of America, N.A. | |||||||||
Republic of Turkey (D02) | 12/20/25 | 1.000%(Q) | 12,000 | 3.075% | (1,109,603) | (20,871) | (1,088,732) | Bank of America, N.A. | |||||||||
Republic of Ukraine (D02) | 12/20/25 | 1.000%(Q) | 2,000 | 3.731% | (238,519) | (3,478) | (235,041) | Bank of America, N.A. | |||||||||
Russian Federation (D02) | 12/20/25 | 1.000%(Q) | 6,000 | 0.965% | 17,168 | (10,435) | 27,603 | Bank of America, N.A. | |||||||||
State of Qatar (D02) | 12/20/25 | 1.000%(Q) | 2,000 | 0.451% | 55,818 | (3,478) | 59,296 | Bank of America, N.A. | |||||||||
United Mexican States (D02) | 12/20/25 | 1.000%(Q) | 12,000 | 0.954% | 40,977 | (20,871) | 61,848 | Bank of America, N.A. | |||||||||
Emirate of Abu Dhabi (D03) | 12/20/25 | 1.000%(Q) | 2,000 | 0.448% | 56,180 | (2,437) | 58,617 | Barclays Bank PLC | |||||||||
Federation of Malaysia (D03) | 12/20/25 | 1.000%(Q) | 3,000 | 0.433% | 86,249 | (3,655) | 89,904 | Barclays Bank PLC | |||||||||
Federative Republic of Brazil (D03) | 12/20/25 | 1.000%(Q) | 12,000 | 1.721% | (393,681) | (14,620) | (379,061) | Barclays Bank PLC | |||||||||
Kingdom of Saudi Arabia (D03) | 12/20/25 | 1.000%(Q) | 2,000 | 0.682% | 33,211 | (2,437) | 35,648 | Barclays Bank PLC | |||||||||
People’s Republic of China (D03) | 12/20/25 | 1.000%(Q) | 12,000 | 0.324% | 410,101 | (14,620) | 424,721 | Barclays Bank PLC | |||||||||
Republic of Argentina (D03) | 12/20/25 | 1.000%(Q) | 5,000 | 12.123% | (1,982,788) | (6,092) | (1,976,696) | Barclays Bank PLC | |||||||||
Republic of Chile (D03) | 12/20/25 | 1.000%(Q) | 2,000 | 0.541% | 47,016 | (2,437) | 49,453 | Barclays Bank PLC | |||||||||
Republic of Colombia (D03) | 12/20/25 | 1.000%(Q) | 5,000 | 1.125% | (24,049) | (6,092) | (17,957) | Barclays Bank PLC |
91
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at January 31, 2021 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at January 31, 2021(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.): | |||||||||||||||||
Republic of Indonesia (D03) | 12/20/25 | 1.000%(Q) | 8,000 | 0.765% | $100,127 | $(9,747) | $109,874 | Barclays Bank PLC | |||||||||
Republic of Panama (D03) | 12/20/25 | 1.000%(Q) | 2,000 | 0.563% | 44,880 | (2,437) | 47,317 | Barclays Bank PLC | |||||||||
Republic of Peru (D03) | 12/20/25 | 1.000%(Q) | 2,000 | 0.630% | 38,325 | (2,437) | 40,762 | Barclays Bank PLC | |||||||||
Republic of Philippines (D03) | 12/20/25 | 1.000%(Q) | 2,000 | 0.424% | 58,361 | (2,437) | 60,798 | Barclays Bank PLC | |||||||||
Republic of South Africa (D03) | 12/20/25 | 1.000%(Q) | 9,000 | 2.248% | (512,162) | (10,965) | (501,197) | Barclays Bank PLC | |||||||||
Republic of Turkey (D03) | 12/20/25 | 1.000%(Q) | 12,000 | 3.075% | (1,109,603) | (14,620) | (1,094,983) | Barclays Bank PLC | |||||||||
Republic of Ukraine (D03) | 12/20/25 | 1.000%(Q) | 2,000 | 3.731% | (238,520) | (2,437) | (236,083) | Barclays Bank PLC | |||||||||
Russian Federation (D03) | 12/20/25 | 1.000%(Q) | 6,000 | 0.965% | 17,168 | (7,310) | 24,478 | Barclays Bank PLC | |||||||||
State of Qatar (D03) | 12/20/25 | 1.000%(Q) | 2,000 | 0.451% | 55,818 | (2,437) | 58,255 | Barclays Bank PLC | |||||||||
United Mexican States (D03) | 12/20/25 | 1.000%(Q) | 12,000 | 0.954% | 40,978 | (14,620) | 55,598 | Barclays Bank PLC | |||||||||
Emirate of Abu Dhabi (D04) | 12/20/25 | 1.000%(Q) | 1,000 | 0.448% | 28,091 | (1,218) | 29,309 | Morgan Stanley & Co. International PLC | |||||||||
Federation of Malaysia (D04) | 12/20/25 | 1.000%(Q) | 1,500 | 0.433% | 43,125 | (1,827) | 44,952 | Morgan Stanley & Co. International PLC | |||||||||
Federative Republic of Brazil (D04) | 12/20/25 | 1.000%(Q) | 6,000 | 1.721% | (196,840) | (7,310) | (189,530) | Morgan Stanley & Co. International PLC |
92
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at January 31, 2021 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at January 31, 2021(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.): | |||||||||||||||||
Kingdom of Saudi Arabia (D04) | 12/20/25 | 1.000%(Q) | 1,000 | 0.682% | $16,606 | $(1,218) | $17,824 | Morgan Stanley & Co. International PLC | |||||||||
People’s Republic of China (D04) | 12/20/25 | 1.000%(Q) | 6,000 | 0.324% | 205,050 | (7,310) | 212,360 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Argentina (D04) | 12/20/25 | 1.000%(Q) | 2,500 | 12.123% | (991,394) | (3,046) | (988,348) | Morgan Stanley & Co. International PLC | |||||||||
Republic of Chile (D04) | 12/20/25 | 1.000%(Q) | 1,000 | 0.541% | 23,509 | (1,218) | 24,727 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Colombia (D04) | 12/20/25 | 1.000%(Q) | 2,500 | 1.125% | (12,025) | (3,046) | (8,979) | Morgan Stanley & Co. International PLC | |||||||||
Republic of Indonesia (D04) | 12/20/25 | 1.000%(Q) | 4,000 | 0.765% | 50,064 | (4,873) | 54,937 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Panama (D04) | 12/20/25 | 1.000%(Q) | 1,000 | 0.563% | 22,440 | (1,218) | 23,658 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Peru (D04) | 12/20/25 | 1.000%(Q) | 1,000 | 0.630% | 19,163 | (1,218) | 20,381 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Philippines (D04) | 12/20/25 | 1.000%(Q) | 1,000 | 0.424% | 29,181 | (1,218) | 30,399 | Morgan Stanley & Co. International PLC | |||||||||
Republic of South Africa (D04) | 12/20/25 | 1.000%(Q) | 4,500 | 2.248% | (256,080) | (5,482) | (250,598) | Morgan Stanley & Co. International PLC |
93
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at January 31, 2021 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at January 31, 2021(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.): | |||||||||||||||||
Republic of Turkey (D04) | 12/20/25 | 1.000%(Q) | 6,000 | 3.075% | $(554,801) | $(7,310) | $(547,491) | Morgan Stanley & Co. International PLC | |||||||||
Republic of Ukraine (D04) | 12/20/25 | 1.000%(Q) | 1,000 | 3.731% | (119,259) | (1,218) | (118,041) | Morgan Stanley & Co. International PLC | |||||||||
Russian Federation (D04) | 12/20/25 | 1.000%(Q) | 3,000 | 0.965% | 8,584 | (3,655) | 12,239 | Morgan Stanley & Co. International PLC | |||||||||
State of Qatar (D04) | 12/20/25 | 1.000%(Q) | 1,000 | 0.451% | 27,909 | (1,218) | 29,127 | Morgan Stanley & Co. International PLC | |||||||||
United Mexican States (D04) | 12/20/25 | 1.000%(Q) | 6,000 | 0.954% | 20,489 | (7,310) | 27,799 | Morgan Stanley & Co. International PLC | |||||||||
Emirate of Abu Dhabi (D05) | 12/20/25 | 1.000%(Q) | 2,000 | 0.448% | 56,181 | (3,037) | 59,218 | Morgan Stanley & Co. International PLC | |||||||||
Federation of Malaysia (D05) | 12/20/25 | 1.000%(Q) | 3,000 | 0.433% | 86,249 | (4,556) | 90,805 | Morgan Stanley & Co. International PLC | |||||||||
Federative Republic of Brazil (D05) | 12/20/25 | 1.000%(Q) | 12,000 | 1.721% | (393,680) | (18,223) | (375,457) | Morgan Stanley & Co. International PLC | |||||||||
Kingdom of Saudi Arabia (D05) | 12/20/25 | 1.000%(Q) | 2,000 | 0.682% | 33,211 | (3,037) | 36,248 | Morgan Stanley & Co. International PLC | |||||||||
People’s Republic of China (D05) | 12/20/25 | 1.000%(Q) | 12,000 | 0.324% | 410,101 | (18,223) | 428,324 | Morgan Stanley & Co. International PLC |
94
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at January 31, 2021 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at January 31, 2021(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.): | |||||||||||||||||
Republic of Argentina (D05) | 12/20/25 | 1.000%(Q) | 5,000 | 12.123% | $(1,982,788) | $(7,593) | $(1,975,195) | Morgan Stanley & Co. International PLC | |||||||||
Republic of Chile (D05) | 12/20/25 | 1.000%(Q) | 2,000 | 0.541% | 47,017 | (3,037) | 50,054 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Colombia (D05) | 12/20/25 | 1.000%(Q) | 5,000 | 1.125% | (24,049) | (7,593) | (16,456) | Morgan Stanley & Co. International PLC | |||||||||
Republic of Indonesia (D05) | 12/20/25 | 1.000%(Q) | 8,000 | 0.765% | 100,127 | (12,149) | 112,276 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Panama (D05) | 12/20/25 | 1.000%(Q) | 2,000 | 0.563% | 44,880 | (3,037) | 47,917 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Peru (D05) | 12/20/25 | 1.000%(Q) | 2,000 | 0.630% | 38,325 | (3,037) | 41,362 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Philippines (D05) | 12/20/25 | 1.000%(Q) | 2,000 | 0.424% | 58,361 | (3,037) | 61,398 | Morgan Stanley & Co. International PLC | |||||||||
Republic of South Africa (D05) | 12/20/25 | 1.000%(Q) | 9,000 | 2.248% | (512,161) | (13,667) | (498,494) | Morgan Stanley & Co. International PLC | |||||||||
Republic of Turkey (D05) | 12/20/25 | 1.000%(Q) | 12,000 | 3.075% | (1,109,602) | (18,223) | (1,091,379) | Morgan Stanley & Co. International PLC | |||||||||
Republic of Ukraine (D05) | 12/20/25 | 1.000%(Q) | 2,000 | 3.731% | (238,519) | (3,037) | (235,482) | Morgan Stanley & Co. International PLC |
95
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at January 31, 2021 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at January 31, 2021(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 (D05) | 12/20/25 | 1.000%(Q) | 6,000 | 0.965% | $17,168 | $(9,112) | $26,280 | Morgan Stanley & Co. International PLC | |||||||||
State of Qatar (D05) | 12/20/25 | 1.000%(Q) | 2,000 | 0.451% | 55,818 | (3,037) | 58,855 | Morgan Stanley & Co. International PLC | |||||||||
United Mexican States (D05) | 12/20/25 | 1.000%(Q) | 12,000 | 0.954% | 40,978 | (18,223) | 59,201 | Morgan Stanley & Co. International PLC | |||||||||
$(11,190,441) | $(532,382) | $(10,658,059) |
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 | $(256,879) | $(15,243) | $(241,636) | Citibank, N.A. | |||||||||
CDX.EM.34.V1 (D02) | 12/20/25 | 1.000%(Q) | 100,000 | 3,282,601 | 29,433 | 3,253,168 | Bank of America, N.A. | |||||||||
CDX.EM.34.V1 (D03) | 12/20/25 | 1.000%(Q) | 100,000 | 3,282,602 | 16,951 | 3,265,651 | Barclays Bank PLC | |||||||||
CDX.EM.34.V1 (D04) | 12/20/25 | 1.000%(Q) | 50,000 | 1,641,300 | 1,324 | 1,639,976 | Morgan Stanley & Co. International PLC | |||||||||
CDX.EM.34.V1 (D05) | 12/20/25 | 1.000%(Q) | 100,000 | 3,282,601 | 36,766 | 3,245,835 | Morgan Stanley & Co. International PLC | |||||||||
$11,232,225 | $69,231 | $11,162,994 |
** | 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 - D05). |
96
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at January 31, 2021 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at January 31, 2021(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreements on asset-backed securities - Sell Protection(2)^: | |||||||||||||||||
Citigroup Mortgage Loan Trust Inc. | 02/26/21 | 1.250%(M) | 4,682 | * | $488 | $— | $488 | Goldman Sachs International | |||||||||
First Franklin Home Equity | 02/26/21 | 1.250%(M) | 2,494 | * | 260 | — | 260 | Goldman Sachs International | |||||||||
GS Mortgage Backed Securities | 02/26/21 | 1.250%(M) | 1,280 | * | 133 | — | 133 | Goldman Sachs International | |||||||||
GSAMP Home Equity | 02/26/21 | 1.250%(M) | 1,580 | * | 165 | — | 165 | Goldman Sachs International | |||||||||
GSRPM Mortgage Loan Trust | 02/26/21 | 1.250%(M) | 660 | * | 69 | — | 69 | Goldman Sachs International | |||||||||
$1,115 | $— | $1,115 |
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Value at Trade Date | Value at January 31, 2021 | 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 | $164,960 | $(174,580) | $(339,540) |
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): | ||||||||||||||||
Central Bank of Tunisia | 12/20/22 | 1.000%(Q) | 700 | $59,547 | $27,118 | $32,429 | Barclays Bank PLC | |||||||||
Eskom Holdings SOC Ltd. | 12/20/23 | 1.000%(Q) | EUR | 2,640 | 241,188 | 342,321 | (101,133) | Deutsche Bank AG | ||||||||
Gazprom Pao | 06/20/25 | 1.000%(Q) | EUR | 2,000 | 23,710 | 20,579 | 3,131 | Barclays Bank PLC | ||||||||
Host Hotels & Resorts LP | 06/20/24 | 1.000%(Q) | 5,000 | (7,342) | 60,546 | (67,888) | Goldman Sachs International | |||||||||
Marriott International, Inc. | 06/20/25 | 1.000%(Q) | 875 | (5,908) | 35,645 | (41,553) | Morgan Stanley & Co. International PLC | |||||||||
Republic of Austria | 06/20/25 | 1.000%(Q) | 1,000 | (41,202) | (34,937) | (6,265) | Bank of America, N.A. |
97
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at January 31, 2021 (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.): | ||||||||||||||||
Safeway Inc. | 03/20/23 | 5.000%(Q) | 5,000 | $(497,906) | $(460,413) | $(37,493) | BNP Paribas S.A. | |||||||||
Sasol Ltd. | 12/20/22 | 1.000%(Q) | 800 | 17,122 | 62,531 | (45,409) | Barclays Bank PLC | |||||||||
$(210,791) | $53,390 | $(264,181) |
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at January 31, 2021(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): | |||||||||||||||||
Barclays Bank PLC | 06/20/21 | 1.000%(Q) | EUR | 4,500 | 0.169% | $24,455 | $12,279 | $12,176 | Goldman Sachs International | ||||||||
Barclays PLC | 12/20/26 | 1.000%(Q) | EUR | 3,000 | 0.701% | 68,691 | 37,441 | 31,250 | Citibank, N.A. | ||||||||
Boeing Co. | 12/20/21 | 1.000%(Q) | 12,100 | 0.791% | 37,178 | 58,057 | (20,879) | Bank of America, N.A. | |||||||||
Commonwealth of Australia | 12/20/24 | 1.000%(Q) | 3,000 | 0.118% | 107,192 | 62,773 | 44,419 | Barclays Bank PLC | |||||||||
DP World PLC | 12/20/24 | 1.000%(Q) | 2,000 | 0.999% | 2,391 | 7,301 | (4,910) | Barclays Bank PLC | |||||||||
Emirate of Dubai | 12/20/24 | 1.000%(Q) | 1,000 | 0.931% | 3,837 | 2,934 | 903 | Citibank, N.A. | |||||||||
Eskom Holdings SOC Ltd. | 12/20/23 | 1.000%(Q) | 3,000 | 3.769% | (223,170) | (334,298) | 111,128 | Deutsche Bank AG | |||||||||
Federal Republic of Germany | 06/20/25 | 0.250%(Q) | 1,000 | 0.099% | 6,946 | 2,166 | 4,780 | Bank of America, N.A. | |||||||||
Federation of Malaysia | 12/20/24 | 1.000%(Q) | 1,000 | 0.331% | 27,253 | 13,382 | 13,871 | Citibank, N.A. | |||||||||
Generalitat de Cataluna | 12/20/22 | 1.000%(Q) | 2,960 | 1.446% | (21,240) | (217,994) | 196,754 | Citibank, N.A. | |||||||||
Hellenic Republic | 06/20/22 | 1.000%(Q) | 410 | 0.370% | 4,093 | (29,527) | 33,620 | Citibank, N.A. | |||||||||
Hellenic Republic | 06/20/22 | 1.000%(Q) | 200 | 0.370% | 1,997 | (14,811) | 16,808 | Goldman Sachs International | |||||||||
Hellenic Republic | 12/20/22 | 1.000%(Q) | 500 | 0.419% | 6,106 | (24,486) | 30,592 | Citibank, N.A. | |||||||||
Hellenic Republic | 06/20/23 | 1.000%(Q) | 300 | 0.520% | 3,800 | (16,212) | 20,012 | Citibank, N.A. | |||||||||
Hellenic Republic | 06/20/24 | 1.000%(Q) | 1,000 | 0.692% | 11,556 | (137,735) | 149,291 | Barclays Bank PLC |
98
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at January 31, 2021 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at January 31, 2021(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.): | |||||||||||||||||
Israel Electric Corp Ltd. | 12/20/24 | 1.000%(Q) | 1,000 | 0.775% | $9,913 | $9,986 | $(73) | Barclays Bank PLC | |||||||||
Kingdom of Saudi Arabia | 12/20/21 | 1.000%(Q) | 1,900 | 0.173% | 16,364 | (12,153) | 28,517 | Barclays Bank PLC | |||||||||
Kingdom of Saudi Arabia | 06/20/22 | 1.000%(Q) | 3,000 | 0.219% | 36,361 | 20,765 | 15,596 | HSBC Bank USA, N.A. | |||||||||
Kingdom of Spain | 06/20/21 | 1.000%(Q) | 700 | 0.064% | 3,399 | (1,261) | 4,660 | Morgan Stanley & Co. International PLC | |||||||||
Kingdom of Spain | 09/20/21 | 1.000%(Q) | 1,500 | 0.070% | 10,804 | 4,516 | 6,288 | HSBC Bank USA, N.A. | |||||||||
Kingdom of Spain | 06/20/23 | 1.000%(Q) | 42,665 | 0.218% | 852,980 | 250,801 | 602,179 | Bank of America, N.A. | |||||||||
Kingdom of Spain | 06/20/24 | 1.000%(Q) | 700 | 0.211% | 19,630 | (16,176) | 35,806 | Morgan Stanley & Co. International PLC | |||||||||
Kingdom of Spain | 06/20/25 | 1.000%(Q) | 9,940 | 0.387% | 278,575 | (83,861) | 362,436 | Bank of America, N.A. | |||||||||
Kingdom of Spain | 06/20/25 | 1.000%(Q) | 7,500 | 0.387% | 210,193 | (81,405) | 291,598 | JPMorgan Chase Bank, N.A. | |||||||||
Kingdom of Spain | 06/20/25 | 1.000%(Q) | 7,500 | 0.387% | 210,192 | (78,335) | 288,527 | JPMorgan Chase Bank, N.A. | |||||||||
Kingdom of Spain | 06/20/25 | 1.000%(Q) | 3,000 | 0.387% | 84,077 | 30,576 | 53,501 | Citibank, N.A. | |||||||||
Kingdom of Spain | 06/20/25 | 1.000%(Q) | 1,645 | 0.387% | 46,102 | 18,906 | 27,196 | Barclays Bank PLC | |||||||||
Kingdom of Spain | 12/20/25 | 1.000%(Q) | 5,000 | 0.427% | 145,108 | 95,747 | 49,361 | JPMorgan Chase Bank, N.A. | |||||||||
Kingdom of Spain | 06/20/30 | 1.000%(Q) | 1,100 | 0.705% | 29,953 | (3,870) | 33,823 | Credit Suisse International | |||||||||
Kingdom of Spain | 12/20/30 | 1.000%(Q) | 2,000 | 0.721% | 53,932 | 45,600 | 8,332 | Barclays Bank PLC | |||||||||
Kingdom of Thailand | 12/20/21 | 1.000%(Q) | 2,100 | 0.095% | 19,569 | 945 | 18,624 | Barclays Bank PLC |
99
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at January 31, 2021 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at January 31, 2021(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.): | |||||||||||||||||
Oriental Republic of Uruguay | 06/20/21 | 1.000%(Q) | 800 | 0.689% | $1,911 | $(1,323) | $3,234 | Citibank, N.A. | |||||||||
People’s Republic of China | 06/20/21 | 1.000%(Q) | 4,000 | 0.069% | 19,336 | (7,528) | 26,864 | Deutsche Bank AG | |||||||||
People’s Republic of China | 12/20/21 | 1.000%(Q) | 1,600 | 0.070% | 15,272 | (1,642) | 16,914 | Citibank, N.A. | |||||||||
People’s Republic of China | 12/20/21 | 1.000%(Q) | 1,500 | 0.070% | 14,318 | (1,327) | 15,645 | Barclays Bank PLC | |||||||||
People’s Republic of China | 03/20/22 | 1.000%(Q) | 2,000 | 0.082% | 23,435 | (8,119) | 31,554 | Goldman Sachs International | |||||||||
People’s Republic of China | 03/20/22 | 1.000%(Q) | 1,000 | 0.082% | 11,717 | (6,354) | 18,071 | Deutsche Bank AG | |||||||||
People’s Republic of China | 12/20/24 | 1.000%(Q) | 1,000 | 0.229% | 31,313 | 16,429 | 14,884 | Citibank, N.A. | |||||||||
Petroleos Mexicanos | 09/20/21 | 1.000%(Q) | 2,500 | 2.026% | (13,609) | (17,309) | 3,700 | Goldman Sachs International | |||||||||
Republic of Chile | 12/20/21 | 1.000%(Q) | 2,500 | 0.121% | 22,707 | (2,036) | 24,743 | Goldman Sachs International | |||||||||
Republic of Colombia | 03/20/21 | 1.000%(Q) | 3,000 | 0.236% | 6,683 | 3,259 | 3,424 | HSBC Bank USA, N.A. | |||||||||
Republic of Colombia | 12/20/21 | 1.000%(Q) | 2,000 | 0.322% | 14,541 | (12,879) | 27,420 | HSBC Bank USA, N.A. | |||||||||
Republic of Colombia | 06/20/23 | 1.000%(Q) | 5,000 | 0.573% | 57,030 | (6,050) | 63,080 | Goldman Sachs International | |||||||||
Republic of Colombia | 12/20/26 | 1.000%(Q) | 1,000 | 1.333% | (17,801) | (68,679) | 50,878 | Citibank, N.A. | |||||||||
Republic of Hungary | 06/20/22 | 1.000%(Q) | 3,550 | 0.274% | 40,280 | (9,299) | 49,579 | Citibank, N.A. | |||||||||
Republic of Indonesia | 06/20/23 | 1.000%(Q) | 13,885 | 0.351% | 232,722 | (47,642) | 280,364 | Citibank, N.A. | |||||||||
Republic of Indonesia | 06/20/25 | 1.000%(Q) | 6,800 | 0.684% | 101,719 | (275,168) | 376,887 | Morgan Stanley & Co. International PLC |
100
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at January 31, 2021 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at January 31, 2021(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 Indonesia | 06/20/25 | 1.000%(Q) | 6,100 | 0.684% | $91,249 | $(156,585) | $247,834 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Indonesia | 06/20/25 | 1.000%(Q) | 2,365 | 0.684% | 35,377 | (95,571) | 130,948 | JPMorgan Chase Bank, N.A. | |||||||||
Republic of Indonesia | 06/20/25 | 1.000%(Q) | 2,155 | 0.684% | 32,236 | (84,585) | 116,821 | BNP Paribas S.A. | |||||||||
Republic of Ireland | 12/20/26 | 1.000%(Q) | 2,000 | 0.202% | 95,838 | 3,838 | 92,000 | Goldman Sachs International | |||||||||
Republic of Ireland | 06/20/27 | 1.000%(Q) | 2,800 | 0.217% | 142,082 | 54,395 | 87,687 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Italy | 03/20/22 | 1.000%(Q) | 3,000 | 0.345% | 26,070 | (40,062) | 66,132 | Goldman Sachs International | |||||||||
Republic of Italy | 03/20/22 | 1.000%(Q) | 3,000 | 0.345% | 26,070 | (40,031) | 66,101 | JPMorgan Chase Bank, N.A. | |||||||||
Republic of Italy | 06/20/23 | 1.000%(Q) | 18,300 | 0.574% | 208,160 | (571,380) | 779,540 | Bank of America, N.A. | |||||||||
Republic of Italy | 06/20/23 | 1.000%(Q) | 4,000 | 0.574% | 45,500 | — | 45,500 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Italy | 06/20/24 | 1.000%(Q) | 6,000 | 0.750% | 57,541 | (210,939) | 268,480 | Bank of America, N.A. | |||||||||
Republic of Italy | 06/20/24 | 1.000%(Q) | 900 | 0.465% | 17,364 | (32,394) | 49,758 | Deutsche Bank AG | |||||||||
Republic of Italy | 06/20/25 | 1.000%(Q) | 7,000 | 0.916% | 33,810 | (229,833) | 263,643 | Credit Suisse International | |||||||||
Republic of Italy | 06/20/26 | 1.000%(Q) | 5,000 | 1.079% | (14,715) | (273,211) | 258,496 | BNP Paribas S.A. | |||||||||
Republic of Italy | 06/20/26 | 1.000%(Q) | 4,200 | 1.079% | (12,360) | (176,777) | 164,417 | Bank of America, N.A. | |||||||||
Republic of Italy | 12/20/26 | 1.000%(Q) | 400 | 1.153% | (3,006) | (27,786) | 24,780 | HSBC Bank USA, N.A. | |||||||||
Republic of Kazakhstan | 06/20/23 | 1.000%(Q) | 7,695 | 0.295% | 139,421 | — | 139,421 | Citibank, N.A. |
101
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at January 31, 2021 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at January 31, 2021(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 Panama | 06/20/21 | 1.000%(Q) | 6,510 | 0.088% | $30,994 | $21,493 | $9,501 | Citibank, N.A. | |||||||||
Republic of Panama | 06/20/22 | 1.000%(Q) | 5,000 | 0.158% | 64,955 | 18,073 | 46,882 | Citibank, N.A. | |||||||||
Republic of Peru | 03/20/22 | 1.000%(Q) | 3,000 | 0.185% | 31,588 | (39,106) | 70,694 | Barclays Bank PLC | |||||||||
Republic of Portugal | 06/20/21 | 1.000%(Q) | 700 | 0.057% | 3,418 | (7,348) | 10,766 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Portugal | 12/20/23 | 1.000%(Q) | 4,130 | 0.222% | 98,250 | (1,145) | 99,395 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Portugal | 06/20/24 | 1.000%(Q) | 400 | 0.208% | 11,266 | (25,343) | 36,609 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Portugal | 06/20/25 | 1.000%(Q) | 21,000 | 0.340% | 632,638 | (132,948) | 765,586 | Morgan Stanley & Co. International PLC | |||||||||
Republic of Portugal | 06/20/25 | 1.000%(Q) | 10,000 | 0.340% | 301,256 | (75,423) | 376,679 | Citibank, N.A. | |||||||||
Republic of Serbia | 06/20/21 | 1.000%(Q) | 2,000 | 0.268% | 8,103 | 4,901 | 3,202 | BNP Paribas S.A. | |||||||||
Republic of Serbia | 12/20/25 | 1.000%(Q) | 1,000 | 1.167% | (6,836) | (1,423) | (5,413) | BNP Paribas S.A. | |||||||||
Republic of Slovenia | 06/20/24 | 1.000%(Q) | 900 | 0.492% | 16,567 | (44,417) | 60,984 | HSBC Bank USA, N.A. | |||||||||
Republic of South Africa | 06/20/23 | 1.000%(Q) | 5,000 | 1.355% | (36,310) | (67,978) | 31,668 | Deutsche Bank AG | |||||||||
Republic of South Africa | 12/20/23 | 1.000%(Q) | 3,000 | 1.533% | (42,172) | (98,903) | 56,731 | Bank of America, N.A. | |||||||||
Republic of Ukraine | 12/20/23 | 5.000%(Q) | 1,400 | 3.309% | 73,403 | 57,780 | 15,623 | Deutsche Bank AG | |||||||||
Republic of Ukraine | 12/20/23 | 5.000%(Q) | 1,000 | 3.309% | 52,431 | 22,467 | 29,964 | Deutsche Bank AG | |||||||||
Republic of Ukraine | 12/20/24 | 5.000%(Q) | 2,100 | 3.521% | 124,736 | 129,376 | (4,640) | HSBC Bank USA, N.A. |
102
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at January 31, 2021 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at January 31, 2021(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 | 3.638% | $437,326 | $(70,604) | $507,930 | Barclays Bank PLC | |||||||||
Republic of Ukraine | 06/20/25 | 5.000%(Q) | 1,000 | 3.638% | 60,697 | (36,441) | 97,138 | Barclays Bank PLC | |||||||||
Republic of Ukraine | 12/20/25 | 5.000%(Q) | 7,390 | 3.731% | 457,846 | (150,641) | 608,487 | Barclays Bank PLC | |||||||||
Republic of Uruguay | 06/20/21 | 1.000%(Q) | 400 | 0.689% | 956 | (927) | 1,883 | Citibank, N.A. | |||||||||
Republic of Uruguay | 12/20/21 | 1.000%(Q) | 1,500 | 0.717% | 5,560 | (6,748) | 12,308 | Citibank, N.A. | |||||||||
Russian Federation | 12/20/21 | 1.000%(Q) | 8,525 | 0.323% | 61,851 | (154,255) | 216,106 | Barclays Bank PLC | |||||||||
Russian Federation | 12/20/21 | 1.000%(Q) | 3,000 | 0.323% | 21,766 | (56,074) | 77,840 | Barclays Bank PLC | |||||||||
Russian Federation | 12/20/22 | 1.000%(Q) | 7,350 | 0.444% | 86,263 | (8,705) | 94,968 | Citibank, N.A. | |||||||||
Russian Federation | 06/20/23 | 1.000%(Q) | 7,000 | 0.530% | 87,126 | (63,946) | 151,072 | Morgan Stanley & Co. International PLC | |||||||||
Russian Federation | 06/20/23 | 1.000%(Q) | 4,000 | 0.530% | 49,786 | (43,762) | 93,548 | Morgan Stanley & Co. International PLC | |||||||||
Russian Federation | 06/20/23 | 1.000%(Q) | 1,640 | 0.530% | 20,413 | (17,702) | 38,115 | BNP Paribas S.A. | |||||||||
Russian Federation | 12/20/26 | 1.000%(Q) | 1,200 | 1.168% | (10,098) | (99,127) | 89,029 | Barclays Bank PLC | |||||||||
Russian Federation | 06/20/30 | 1.000%(Q) | 2,500 | 1.525% | (109,556) | (238,627) | 129,071 | HSBC Bank USA, N.A. | |||||||||
State of Illinois | 06/20/21 | 1.000%(Q) | 10,000 | 1.977% | (26,154) | 5,324 | (31,478) | Citibank, N.A. | |||||||||
State of Illinois | 12/20/22 | 1.000%(Q) | 2,725 | 2.216% | (56,672) | (54,638) | (2,034) | Citibank, N.A. | |||||||||
State of Illinois | 12/20/24 | 1.000%(Q) | 2,800 | 2.587% | (149,869) | (130,746) | (19,123) | Goldman Sachs International | |||||||||
State of Illinois | 06/20/28 | 1.000%(Q) | 1,000 | 2.987% | (109,590) | (91,773) | (17,817) | Citibank, N.A. | |||||||||
UBS Group AG | 12/20/24 | 1.000%(Q) | EUR | 8,600 | 0.585% | 183,386 | 136,129 | 47,257 | Bank of America, N.A. | ||||||||
$5,945,772 | $(4,027,744) | $9,973,516 |
103
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at January 31, 2021 (continued):
Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at January 31, 2021(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
OTC Credit Default Swap Agreement on credit indices - Sell Protection(2): | |||||||||||||||||
CDX.NA.HY.BB.33.V1 | 12/20/24 | 5.000%(Q) | 5,000 | 1.966% | $593,614 | $725,164 | $(131,550) | Citibank, N.A. |
The Fund entered into credit default swaps (“CDS”) to provide a measure of protection against defaults or to take an active long or short position with respect to the likelihood of a particular issuer’s default or the reference entity’s credit soundness. CDS contracts generally trade based on a spread which represents the cost a protection buyer has to pay the protection seller. The protection buyer is said to be short the credit as the value of the contract rises the more the credit deteriorates. The value of the CDS contract increases for the protection buyer if the spread increases.
(1) | If the Fund is a buyer of protection, it pays the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and make delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
(2) | If the Fund is a seller of protection, it receives the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
(3) | Notional amount represents the maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
(4) | Implied credit spreads, represented in absolute terms, utilized in determining the fair value of credit default swap agreements where the Fund is the seller of protection as of the reporting date serve as an indicator of the current status of the payment/ performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include up-front payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement. |
* | When an implied credit spread is not available, reference the fair value of credit default swap agreements on credit indices and asset-backed securities. Where the Fund is the seller of protection, it serves as an indicator of the current status of the payment/performance risk and represents the likelihood of an expected liability (or profit) for the credit |
104
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
derivative should the notional amount of the swap agreement be closed/sold as of the reporting date. Increasing fair value in absolute terms, when compared to the notional amount of the swap, represents a deterioration of the referenced entity’s credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement. |
Currency swap agreements outstanding at January 31, 2021: | ||||||||||||||||||
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 Agreement: | ||||||||||||||||||
IDR | 50,000,000 | 8.220%(S) | 3,454 | 6 Month LIBOR(S) | Citibank, N.A. | 11/29/23 | $451,894 | $— | $451,894 |
Inflation swap agreements outstanding at January 31, 2021: | ||||||||||||||
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Inflation Swap Agreements: | ||||||||||||||
EUR | 14,000 | 05/15/23 | 1.485%(T) | France CPI ex Tobacco Household(1)(T) | $— | $(623,245) | $(623,245) | |||||||
EUR | 14,000 | 05/15/23 | 1.510%(T) | Eurostat Eurozone HICP ex Tobacco(2)(T) | — | 506,099 | 506,099 | |||||||
7,780 | 01/12/26 | 2.185%(T) | U.S. CPI Urban Consumers NSA Index(2)(T) | — | (44,008) | (44,008) | ||||||||
3,000 | 01/13/31 | 2.229%(T) | U.S. CPI Urban Consumers NSA Index(2)(T) | — | (35,485) | (35,485) | ||||||||
11,100 | 01/13/31 | 2.230%(T) | U.S. CPI Urban Consumers NSA Index(2)(T) | — | (130,058) | (130,058) | ||||||||
$— | $(326,697) | $(326,697) |
(1) | The Fund pays the fixed rate and receives the floating rate. |
(2) | The Fund pays the floating rate and receives the fixed rate. |
Interest rate swap agreements outstanding at January 31, 2021:
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements: | ||||||||||||||
AUD | 2,240 | 10/27/21 | 2.173%(S) | 6 Month BBSW(2)(S) | $(72) | $36,582 | $36,654 | |||||||
AUD | 4,000 | 09/21/22 | 3.830%(S) | 6 Month BBSW(2)(S) | (35,843) | 229,895 | 265,738 | |||||||
AUD | 7,580 | 09/25/22 | 2.958%(S) | 6 Month BBSW(2)(S) | — | 334,420 | 334,420 |
105
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
AUD | 15,000 | 07/20/25 | 0.390%(S) | 6 Month BBSW(2)(S) | $— | $9,544 | $9,544 | |||||||
AUD | 1,000 | 05/02/26 | 2.650%(S) | 6 Month BBSW(2)(S) | 90 | 90,875 | 90,785 | |||||||
AUD | 2,700 | 06/06/27 | 2.661%(S) | 6 Month BBSW(2)(S) | — | 267,275 | 267,275 | |||||||
AUD | 6,450 | 12/03/29 | 2.700%(S) | 6 Month BBSW(2)(S) | 446,761 | 739,129 | 292,368 | |||||||
AUD | 6,000 | 02/19/30 | 1.147%(S) | 6 Month BBSW(2)(S) | (20) | 62,826 | 62,846 | |||||||
AUD | 5,000 | 03/20/30 | 1.200%(S) | 6 Month BBSW(2)(S) | — | 65,027 | 65,027 | |||||||
AUD | 10,550 | 08/05/30 | 0.751%(S) | 6 Month BBSW(2)(S) | (113) | (234,176) | (234,063) | |||||||
AUD | 5,835 | 07/19/32 | 3.130%(S) | 6 Month BBSW(2)(S) | — | 905,125 | 905,125 | |||||||
AUD | 1,600 | 07/28/32 | 3.137%(S) | 6 Month BBSW(2)(S) | — | 248,449 | 248,449 | |||||||
AUD | 2,000 | 12/19/32 | 4.423%(S) | 6 Month BBSW(2)(S) | (4,504) | 545,501 | 550,005 | |||||||
AUD | 10,000 | 07/10/33 | 2.987%(S) | 6 Month BBSW(2)(S) | 136,113 | 1,475,080 | 1,338,967 | |||||||
BRL | 20,469 | 01/02/24 | 4.920%(T) | 1 Day BROIS(2)(T) | — | (33,215) | (33,215) | |||||||
BRL | 81,380 | 01/02/24 | 4.920%(T) | 1 Day BROIS(2)(T) | — | (133,799) | (133,799) | |||||||
BRL | 63,124 | 01/02/25 | 5.641%(T) | 1 Day BROIS(2)(T) | — | (61,126) | (61,126) | |||||||
BRL | 27,355 | 01/02/25 | 6.540%(T) | 1 Day BROIS(2)(T) | — | 309,426 | 309,426 | |||||||
BRL | 26,379 | 01/02/25 | 9.475%(T) | 1 Day BROIS(2)(T) | — | 1,525,520 | 1,525,520 | |||||||
BRL | 25,280 | 01/02/25 | 9.560%(T) | 1 Day BROIS(2)(T) | — | 1,509,164 | 1,509,164 | |||||||
BRL | 31,910 | 01/02/25 | 9.943%(T) | 1 Day BROIS(2)(T) | — | 2,217,425 | 2,217,425 | |||||||
BRL | 7,002 | 01/02/25 | 9.985%(T) | 1 Day BROIS(2)(T) | — | 527,663 | 527,663 | |||||||
BRL | 30,470 | 01/02/25 | 11.080%(T) | 1 Day BROIS(2)(T) | — | 2,486,981 | 2,486,981 | |||||||
BRL | 6,247 | 01/02/25 | 12.090%(T) | 1 Day BROIS(2)(T) | — | 597,026 | 597,026 |
106
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
BRL | 12,879 | 01/04/27 | 6.455%(T) | 1 Day BROIS(2)(T) | $— | $55,858 | $55,858 | |||||||
BRL | 36,574 | 01/04/27 | 6.490%(T) | 1 Day BROIS(2)(T) | — | 158,197 | 158,197 | |||||||
BRL | 73,942 | 01/04/27 | 6.493%(T) | 1 Day BROIS(2)(T) | — | 360,489 | 360,489 | |||||||
BRL | 56,887 | 01/04/27 | 6.540%(T) | 1 Day BROIS(2)(T) | — | 312,788 | 312,788 | |||||||
BRL | 94,482 | 01/04/27 | 6.820%(T) | 1 Day BROIS(2)(T) | — | 370,163 | 370,163 | |||||||
BRL | 31,992 | 01/04/27 | 6.910%(T) | 1 Day BROIS(2)(T) | — | 359,771 | 359,771 | |||||||
BRL | 31,229 | 01/04/27 | 6.912%(T) | 1 Day BROIS(2)(T) | — | 350,165 | 350,165 | |||||||
BRL | 78,637 | 01/04/27 | 7.760%(T) | 1 Day BROIS(2)(T) | — | 1,532,901 | 1,532,901 | |||||||
BRL | 28,290 | 01/02/29 | 7.150%(T) | 1 Day BROIS(2)(T) | 1,146 | 178,768 | 177,622 | |||||||
BRL | 21,378 | 01/02/29 | 7.250%(T) | 1 Day BROIS(2)(T) | — | 167,100 | 167,100 | |||||||
BRL | 33,888 | 01/02/29 | 7.570%(T) | 1 Day BROIS(2)(T) | — | 228,682 | 228,682 | |||||||
CAD | 3,550 | 03/07/21 | 0.983%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | 6 | 6,832 | 6,826 | |||||||
CAD | 23,700 | 08/17/22 | 2.370%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | (112,971) | 706,512 | 819,483 | |||||||
CAD | 51,805 | 04/03/25 | 0.970%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | 148,368 | 374,948 | 226,580 | |||||||
CAD | 25,000 | 05/01/25 | 0.758%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | (110) | (15,767) | (15,657) | |||||||
CAD | 1,500 | 04/22/26 | 1.670%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | 94 | 49,609 | 49,515 |
107
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
CAD | 3,070 | 06/25/30 | 2.651%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | $69,088 | $293,667 | $224,579 | |||||||
CAD | 4,325 | 03/26/33 | 2.718%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | (79) | 478,145 | 478,224 | |||||||
CAD | 1,500 | 05/30/37 | 2.240%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | (36) | 88,336 | 88,372 | |||||||
CAD | 4,345 | 01/09/38 | 2.720%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | (33,396) | 497,529 | 530,925 | |||||||
CAD | 2,500 | 12/03/38 | 2.800%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | 99,343 | 320,001 | 220,658 | |||||||
CAD | 1,550 | 12/03/48 | 2.800%(S) | 3 Month Canadian Banker’s Acceptance(2)(S) | 268,902 | 258,916 | (9,986) | |||||||
CHF | 2,400 | 10/21/21 | (0.522)%(A) | 6 Month CHF LIBOR(2)(S) | 36 | 5,744 | 5,708 | |||||||
CHF | 14,500 | 01/31/29 | 0.260%(A) | 6 Month CHF LIBOR(2)(S) | 57,732 | 916,018 | 858,286 | |||||||
CHF | 800 | 10/17/31 | 0.033%(A) | 6 Month CHF LIBOR(2)(S) | 137 | 24,479 | 24,342 | |||||||
CHF | 700 | 04/03/33 | 0.687%(A) | 6 Month CHF LIBOR(2)(S) | — | 87,631 | 87,631 | |||||||
CLP | 3,010,200 | 07/12/29 | 3.135%(S) | 1 Day CLOIS(2)(S) | — | 258,080 | 258,080 | |||||||
CLP | 6,480,000 | 10/24/29 | 2.790%(S) | 1 Day CLOIS(2)(S) | — | 327,944 | 327,944 | |||||||
CLP | 3,094,000 | 11/22/29 | 3.203%(S) | 1 Day CLOIS(2)(S) | — | 271,758 | 271,758 | |||||||
CLP | 2,400,000 | 12/13/29 | 3.160%(S) | 1 Day CLOIS(2)(S) | — | 209,672 | 209,672 | |||||||
CLP | 562,610 | 12/16/29 | 3.200%(S) | 1 Day CLOIS(2)(S) | — | 51,605 | 51,605 |
108
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
CLP | 3,900,000 | 02/10/30 | 3.010%(S) | 1 Day CLOIS(2)(S) | $— | $314,547 | $314,547 | |||||||
CLP | 634,000 | 02/11/30 | 3.085%(S) | 1 Day CLOIS(2)(S) | — | 56,958 | 56,958 | |||||||
CLP | 4,500,000 | 02/28/30 | 3.110%(S) | 1 Day CLOIS(2)(S) | — | 408,425 | 408,425 | |||||||
CLP | 800,000 | 07/13/30 | 2.030%(S) | 1 Day CLOIS(2)(S) | — | (48,064) | (48,064) | |||||||
CLP | 5,740,000 | 11/17/30 | 2.420%(S) | 1 Day CLOIS(2)(S) | — | (77,510) | (77,510) | |||||||
CNH | 52,500 | 08/15/23 | 3.115%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (482) | 109,716 | 110,198 | |||||||
CNH | 50,870 | 03/13/24 | 2.945%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | 33 | 71,013 | 70,980 | |||||||
CNH | 33,000 | 03/18/24 | 2.945%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | 22 | 46,055 | 46,033 | |||||||
CNH | 43,200 | 04/01/24 | 2.923%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | 31 | 53,676 | 53,645 | |||||||
CNH | 23,500 | 06/19/24 | 2.900%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | 18 | 26,801 | 26,783 | |||||||
CNH | 125,090 | 06/20/24 | 2.900%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | 101 | 140,005 | 139,904 | |||||||
CNH | 28,500 | 07/01/24 | 2.900%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (36) | 31,754 | 31,790 | |||||||
CNH | 78,000 | 09/03/24 | 2.860%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (89) | 74,958 | 75,047 | |||||||
CNH | 24,300 | 09/19/24 | 2.940%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (17) | 32,227 | 32,244 | |||||||
CNH | 76,000 | 10/09/24 | 2.860%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (33) | 64,172 | 64,205 | |||||||
CNH | 9,600 | 10/10/24 | 2.860%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (5) | 7,938 | 7,943 |
109
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
CNH | 98,660 | 11/01/24 | 3.120%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | $(274) | $247,055 | $247,329 | |||||||
CNH | 100,500 | 11/28/24 | 2.933%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (3,496) | 133,330 | 136,826 | |||||||
CNH | 80,000 | 12/05/24 | 2.940%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (116) | 111,643 | 111,759 | |||||||
CNH | 92,700 | 02/04/25 | 2.600%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | — | (62,115) | (62,115) | |||||||
CNH | 330,000 | 02/05/25 | 2.600%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (103) | (222,926) | (222,823) | |||||||
CNH | 18,100 | 03/10/25 | 2.300%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (17) | (47,484) | (47,467) | |||||||
CNH | 25,000 | 03/12/25 | 2.400%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (8) | (50,961) | (50,953) | |||||||
CNH | 149,980 | 05/08/25 | 1.860%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (528) | (857,266) | (856,738) | |||||||
CNH | 80,785 | 06/01/25 | 1.973%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | 52 | (404,490) | (404,542) | |||||||
CNH | 118,700 | 07/02/25 | 2.330%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (81) | (327,210) | (327,129) | |||||||
CNH | 161,860 | 07/13/25 | 2.653%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (198) | (101,704) | (101,506) | |||||||
CNH | 48,542 | 08/06/25 | 2.555%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (78) | (61,871) | (61,793) | |||||||
CNH | 129,600 | 09/01/25 | 2.735%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (159) | (3,831) | (3,672) | |||||||
CNH | 225,740 | 11/02/25 | 2.588%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | 625 | (263,470) | (264,095) |
110
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
CNH | 200,000 | 12/09/25 | 2.855%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | $— | $149,733 | $149,733 | |||||||
CNH | 192,490 | 01/05/26 | 2.660%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | (516) | (142,494) | (141,978) | |||||||
COP | 57,000,000 | 11/05/25 | 3.170%(Q) | 1 Day COOIS(2)(Q) | — | 186,172 | 186,172 | |||||||
COP | 23,700,000 | 12/14/25 | 3.265%(Q) | 1 Day COOIS(2)(Q) | — | 87,576 | 87,576 | |||||||
COP | 25,830,000 | 07/19/28 | 6.150%(Q) | 1 Day COOIS(2)(Q) | — | 1,210,848 | 1,210,848 | |||||||
COP | 27,041,260 | 07/27/28 | 6.200%(Q) | 1 Day COOIS(2)(Q) | 511,782 | 1,286,063 | 774,281 | |||||||
COP | 13,388,000 | 11/28/28 | 6.380%(Q) | 1 Day COOIS(2)(Q) | — | 716,298 | 716,298 | |||||||
COP | 20,710,000 | 12/16/29 | 5.480%(Q) | 1 Day COOIS(2)(Q) | — | 715,546 | 715,546 | |||||||
COP | 21,300,000 | 02/13/30 | 5.100%(Q) | 1 Day COOIS(2)(Q) | — | 572,268 | 572,268 | |||||||
COP | 7,740,000 | 07/13/30 | 4.205%(Q) | 1 Day COOIS(2)(Q) | — | 32,328 | 32,328 | |||||||
COP | 19,006,000 | 09/17/30 | 4.321%(Q) | 1 Day COOIS(2)(Q) | — | 128,512 | 128,512 | |||||||
CZK | 500,000 | 03/14/21 | 2.143%(A) | 6 Month PRIBOR(2)(S) | — | 469,025 | 469,025 | |||||||
CZK | 213,000 | 04/27/22 | 0.925%(A) | 6 Month PRIBOR(2)(S) | — | 115,794 | 115,794 | |||||||
CZK | 193,410 | 06/29/22 | 0.895%(A) | 6 Month PRIBOR(2)(S) | — | 91,225 | 91,225 | |||||||
CZK | 250,000 | 11/17/22 | 1.505%(A) | 6 Month PRIBOR(2)(S) | — | 214,226 | 214,226 | |||||||
CZK | 875,720 | 01/28/24 | 1.938%(A) | 6 Month PRIBOR(2)(S) | — | 1,355,619 | 1,355,619 | |||||||
CZK | 427,500 | 01/31/24 | 1.930%(A) | 6 Month PRIBOR(1)(S) | — | (1,009,765) | (1,009,765) | |||||||
CZK | 155,500 | 06/29/27 | 1.175%(A) | 6 Month PRIBOR(1)(S) | 139,131 | (54,522) | (193,653) | |||||||
CZK | 364,670 | 01/28/30 | 1.588%(A) | 6 Month PRIBOR(1)(S) | — | (514,647) | (514,647) | |||||||
CZK | 106,030 | 03/31/30 | 0.710%(A) | 6 Month PRIBOR(2)(S) | — | (222,970) | (222,970) |
111
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
DKK | 20,900 | 10/17/21 | 0.185%(A) | 6 Month CIBOR(2)(S) | $(11,757) | $10,576 | $22,333 | |||||||
DKK | 13,600 | 05/04/25 | 0.825%(A) | 6 Month CIBOR(2)(S) | 26 | 108,916 | 108,890 | |||||||
DKK | 5,000 | 08/29/26 | 0.580%(A) | 6 Month CIBOR(2)(S) | 21 | 34,943 | 34,922 | |||||||
DKK | 1,300 | 10/21/26 | 0.673%(A) | 6 Month CIBOR(2)(S) | 17 | 10,247 | 10,230 | |||||||
DKK | 13,000 | 03/15/27 | 1.123%(A) | 6 Month CIBOR(2)(S) | — | 184,244 | 184,244 | |||||||
DKK | 1,865 | 06/22/27 | 0.987%(A) | 6 Month CIBOR(2)(S) | — | 23,304 | 23,304 | |||||||
EUR | 1,000 | 06/04/29 | 2.002%(A) | 6 Month EURIBOR(2)(S) | 142 | 253,405 | 253,263 | |||||||
EUR | 3,260 | 11/11/29 | 1.453%(A) | 6 Month EURIBOR(2)(S) | 263,956 | 624,974 | 361,018 | |||||||
EUR | 1,800 | 01/14/30 | 1.022%(A) | 6 Month EURIBOR(2)(S) | 146 | 255,496 | 255,350 | |||||||
EUR | 2,000 | 03/02/31 | 0.825%(A) | 6 Month EURIBOR(2)(S) | (63,149) | 276,275 | 339,424 | |||||||
EUR | 700 | 04/07/31 | 0.819%(A) | 6 Month EURIBOR(2)(S) | 149 | 95,566 | 95,417 | |||||||
EUR | 450 | 05/03/31 | 1.048%(A) | 6 Month EURIBOR(2)(S) | 150 | 75,309 | 75,159 | |||||||
EUR | 1,500 | 07/04/31 | 0.672%(A) | 6 Month EURIBOR(2)(S) | 151 | 171,149 | 170,998 | |||||||
EUR | 570 | 08/02/31 | 0.584%(A) | 6 Month EURIBOR(2)(S) | 145 | 59,124 | 58,979 | |||||||
EUR | 1,500 | 08/26/31 | 0.562%(A) | 6 Month EURIBOR(2)(S) | 154 | 150,279 | 150,125 | |||||||
EUR | 700 | 09/09/31 | 0.558%(A) | 6 Month EURIBOR(2)(S) | 147 | 69,539 | 69,392 | |||||||
EUR | 1,700 | 12/14/31 | 1.217%(A) | 6 Month EURIBOR(2)(S) | 146 | 318,168 | 318,022 | |||||||
EUR | 1,850 | 12/19/31 | 1.160%(A) | 6 Month EURIBOR(2)(S) | 473 | 331,281 | 330,808 | |||||||
EUR | 2,300 | 12/19/31 | 1.161%(A) | 6 Month EURIBOR(2)(S) | (12,075) | 412,177 | 424,252 | |||||||
EUR | 2,600 | 12/27/31 | 1.082%(A) | 6 Month EURIBOR(2)(S) | 11,046 | 437,350 | 426,304 | |||||||
EUR | 6,400 | 02/23/32 | 1.180%(A) | 6 Month EURIBOR(2)(S) | 183 | 1,260,584 | 1,260,401 |
112
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
EUR | 4,680 | 03/29/32 | 1.170%(A) | 6 Month EURIBOR(2)(S) | $1,624 | $910,788 | $909,164 | |||||||
EUR | 1,400 | 04/04/32 | 1.145%(A) | 6 Month EURIBOR(2)(S) | — | 266,998 | 266,998 | |||||||
EUR | 2,000 | 04/10/32 | 1.105%(A) | 6 Month EURIBOR(2)(S) | — | 369,378 | 369,378 | |||||||
EUR | 4,150 | 05/11/32 | 1.100%(A) | 6 Month EURIBOR(2)(S) | (89,999) | 759,817 | 849,816 | |||||||
EUR | 7,000 | 06/28/32 | 0.785%(A) | 6 Month EURIBOR(2)(S) | (58,835) | 942,385 | 1,001,220 | |||||||
EUR | 3,050 | 10/30/32 | 1.302%(A) | 6 Month EURIBOR(2)(S) | — | 643,998 | 643,998 | |||||||
EUR | 14,225 | 05/11/33 | 1.000%(A) | 6 Month EURIBOR(2)(S) | (362,197) | 2,493,213 | 2,855,410 | |||||||
EUR | 3,135 | 12/28/35 | 1.559%(A) | 6 Month EURIBOR(2)(S) | 42,874 | 902,766 | 859,892 | |||||||
EUR | 2,155 | 06/02/36 | 1.072%(A) | 6 Month EURIBOR(2)(S) | 179,680 | 448,414 | 268,734 | |||||||
EUR | 600 | 09/26/36 | 0.749%(A) | 6 Month EURIBOR(2)(S) | 157 | 85,854 | 85,697 | |||||||
EUR | 600 | 09/28/36 | 0.729%(A) | 6 Month EURIBOR(2)(S) | 158 | 83,438 | 83,280 | |||||||
EUR | 1,000 | 11/02/36 | 0.958%(A) | 6 Month EURIBOR(2)(S) | 159 | 183,801 | 183,642 | |||||||
EUR | 1,500 | 02/02/37 | 1.355%(A) | 6 Month EURIBOR(2)(S) | 166 | 417,986 | 417,820 | |||||||
EUR | 3,505 | 05/05/39 | 0.045%(A) | 6 Month EURIBOR(2)(S) | — | (34,141) | (34,141) | |||||||
EUR | 365 | 05/11/39 | 1.100%(A) | 1 Day EONIA(2)(A) | 65,034 | 91,156 | 26,122 | |||||||
EUR | 3,190 | 05/11/42 | 1.350%(A) | 6 Month EURIBOR(2)(S) | (172,636) | 1,066,913 | 1,239,549 | |||||||
EUR | 1,235 | 07/04/42 | 1.001%(A) | 6 Month EURIBOR(2)(S) | (131,907) | 294,294 | 426,201 | |||||||
EUR | 3,000 | 05/11/45 | 1.150%(A) | 1 Day EONIA(2)(A) | 623,719 | 983,377 | 359,658 | |||||||
EUR | 1,000 | 03/30/46 | 1.058%(A) | 6 Month EURIBOR(2)(S) | (5,141) | 298,323 | 303,464 | |||||||
EUR | 9,135 | 05/11/49 | 1.450%(A) | 6 Month EURIBOR(2)(S) | 642,331 | 4,326,459 | 3,684,128 | |||||||
GBP | 510 | 06/30/21 | 2.469%(S) | 6 Month GBP LIBOR(2)(S) | 41 | 8,582 | 8,541 |
113
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
GBP | 29,797 | 10/22/28 | 0.680%(A) | 1 Day SONIA(1)(A) | $— | $(1,598,267) | $(1,598,267) | |||||||
GBP | 2,320 | 05/08/29 | 1.100%(A) | 1 Day SONIA(1)(A) | (85,429) | (255,193) | (169,764) | |||||||
GBP | 5,890 | 04/30/40 | 0.219%(A) | 1 Day SONIA(2)(A) | (30) | (370,475) | (370,445) | |||||||
GBP | 9,280 | 05/08/46 | 1.250%(A) | 1 Day SONIA(2)(A) | 1,969,127 | 2,440,501 | 471,374 | |||||||
GBP | 3,440 | 05/08/49 | 1.250%(A) | 1 Day SONIA(2)(A) | 733,157 | 1,003,675 | 270,518 | |||||||
GBP | 3,540 | 09/03/50 | 0.328%(A) | 1 Day SONIA(2)(A) | (35) | (198,695) | (198,660) | |||||||
HKD | 151,850 | 03/13/21 | 2.138%(Q) | 3 Month HIBOR(2)(Q) | — | 90,744 | 90,744 | |||||||
HKD | 171,690 | 03/13/21 | 2.145%(Q) | 3 Month HIBOR(2)(Q) | — | 103,032 | 103,032 | |||||||
HKD | 100,000 | 04/01/21 | 1.850%(Q) | 3 Month HIBOR(2)(Q) | (3) | 49,248 | 49,251 | |||||||
HKD | 95,120 | 09/03/26 | 1.538%(Q) | 3 Month HIBOR(1)(Q) | (535) | (666,761) | (666,226) | |||||||
HUF | 4,636,000 | 01/23/25 | 1.095%(A) | 6 Month BUBOR(2)(S) | (23,739) | (38,925) | (15,186) | |||||||
HUF | 370,000 | 03/18/26 | 2.140%(A) | 6 Month BUBOR(2)(S) | 12,274 | 72,740 | 60,466 | |||||||
HUF | 1,667,000 | 12/23/26 | 3.755%(A) | 6 Month BUBOR(2)(S) | 32 | 614,150 | 614,118 | |||||||
HUF | 6,237,270 | 06/12/28 | 3.750%(A) | 6 Month BUBOR(2)(S) | — | 1,923,087 | 1,923,087 | |||||||
HUF | 1,677,900 | 07/15/29 | 1.650%(A) | 6 Month BUBOR(2)(S) | — | 51,961 | 51,961 | |||||||
HUF | 2,516,000 | 12/09/29 | 1.245%(A) | 6 Month BUBOR(2)(S) | — | (308,032) | (308,032) | |||||||
HUF | 499,000 | 02/13/30 | 1.595%(A) | 6 Month BUBOR(2)(S) | — | 6,753 | 6,753 | |||||||
HUF | 2,674,000 | 09/03/30 | 1.705%(A) | 6 Month BUBOR(2)(S) | — | 8,464 | 8,464 | |||||||
JPY | 32,800 | 07/04/21 | (0.156)%(S) | 6 Month JPY LIBOR(2)(S) | (1,937) | (155) | 1,782 | |||||||
JPY | 1,000,000 | 01/08/22 | (0.120)%(S) | 6 Month JPY LIBOR(2)(S) | — | (5,658) | (5,658) | |||||||
JPY | 2,000,000 | 01/08/22 | (0.100)%(S) | 6 Month JPY LIBOR(2)(S) | — | (7,444) | (7,444) |
114
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
JPY | 3,276,010 | 12/20/24 | 0.126%(S) | 6 Month JPY LIBOR(2)(S) | $(35,086) | $223,983 | $259,069 | |||||||
JPY | 950,000 | 01/15/25 | 0.000%(S) | 6 Month JPY LIBOR(2)(S) | — | 18,871 | 18,871 | |||||||
JPY | 2,000,000 | 01/04/27 | (0.033)%(S) | 6 Month JPY LIBOR(2)(S) | — | (7,408) | (7,408) | |||||||
JPY | 1,800,000 | 11/12/28 | 0.011%(S) | 6 Month JPY LIBOR(2)(S) | — | 4,362 | 4,362 | |||||||
JPY | 135,000 | 02/20/29 | 1.260%(S) | 6 Month JPY LIBOR(2)(S) | 39,553 | 137,177 | 97,624 | |||||||
JPY | 50,000 | 04/02/29 | 1.288%(S) | 6 Month JPY LIBOR(2)(S) | 4 | 51,772 | 51,768 | |||||||
JPY | 100,000 | 08/18/29 | 1.070%(S) | 6 Month JPY LIBOR(2)(S) | 9 | 90,147 | 90,138 | |||||||
JPY | 100,000 | 08/28/29 | 1.043%(S) | 6 Month JPY LIBOR(2)(S) | 8 | 87,672 | 87,664 | |||||||
JPY | 200,000 | 09/09/29 | 1.061%(S) | 6 Month JPY LIBOR(2)(S) | (1,052) | 178,646 | 179,698 | |||||||
JPY | 655,000 | 09/29/29 | 1.064%(S) | 6 Month JPY LIBOR(2)(S) | 331,420 | 585,290 | 253,870 | |||||||
JPY | 300,000 | 07/02/30 | 0.047%(S) | 6 Month JPY LIBOR(2)(S) | — | (562) | (562) | |||||||
JPY | 200,000 | 04/01/31 | 0.319%(S) | 6 Month JPY LIBOR(2)(S) | 21 | 50,698 | 50,677 | |||||||
JPY | 215,000 | 05/06/31 | 0.354%(S) | 6 Month JPY LIBOR(2)(S) | 23 | 61,314 | 61,291 | |||||||
JPY | 150,000 | 07/07/31 | 0.071%(S) | 6 Month JPY LIBOR(2)(S) | 13 | (965) | (978) | |||||||
JPY | 700,000 | 08/05/31 | 0.026%(S) | 6 Month JPY LIBOR(2)(S) | — | (36,186) | (36,186) | |||||||
JPY | 256,500 | 08/15/31 | 0.223%(S) | 6 Month JPY LIBOR(2)(S) | 21 | 39,483 | 39,462 | |||||||
JPY | 130,000 | 08/30/31 | 0.217%(S) | 6 Month JPY LIBOR(2)(S) | 11 | 19,144 | 19,133 | |||||||
JPY | 120,000 | 09/08/31 | 0.316%(S) | 6 Month JPY LIBOR(2)(S) | 10 | 30,075 | 30,065 | |||||||
JPY | 190,000 | 09/21/31 | 0.328%(S) | 6 Month JPY LIBOR(2)(S) | 23 | 49,478 | 49,455 | |||||||
JPY | 350,000 | 10/14/31 | 0.270%(S) | 6 Month JPY LIBOR(2)(S) | 40 | 69,365 | 69,325 | |||||||
JPY | 200,000 | 04/06/32 | 0.484%(S) | 6 Month JPY LIBOR(2)(S) | — | 85,618 | 85,618 |
115
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
JPY | 159,520 | 04/07/32 | 0.491%(S) | 6 Month JPY LIBOR(2)(S) | $— | $69,529 | $69,529 | |||||||
JPY | 1,200,000 | 05/19/32 | 0.023%(S) | 6 Month JPY LIBOR(2)(S) | — | (102,150) | (102,150) | |||||||
JPY | 800,000 | 05/29/32 | 0.016%(S) | 6 Month JPY LIBOR(2)(S) | — | (74,834) | (74,834) | |||||||
JPY | 140,000 | 06/07/32 | 0.451%(S) | 6 Month JPY LIBOR(2)(S) | — | 53,804 | 53,804 | |||||||
JPY | 71,000 | 09/21/32 | 0.463%(S) | 6 Month JPY LIBOR(2)(S) | — | 28,860 | 28,860 | |||||||
JPY | 160,000 | 11/14/32 | 2.390%(S) | 6 Month JPY LIBOR(2)(S) | (22,622) | 342,854 | 365,476 | |||||||
JPY | 180,000 | 11/05/34 | 1.293%(S) | 6 Month JPY LIBOR(2)(S) | 74,095 | 268,186 | 194,091 | |||||||
JPY | 70,000 | 12/03/34 | 1.265%(S) | 6 Month JPY LIBOR(2)(S) | 8 | 101,350 | 101,342 | |||||||
JPY | 260,000 | 01/07/35 | 1.108%(S) | 6 Month JPY LIBOR(2)(S) | 27 | 319,842 | 319,815 | |||||||
JPY | 50,000 | 01/22/35 | 0.950%(S) | 6 Month JPY LIBOR(2)(S) | 6 | 50,853 | 50,847 | |||||||
JPY | 120,000 | 02/12/35 | 1.161%(S) | 6 Month JPY LIBOR(2)(S) | 13 | 162,336 | 162,323 | |||||||
JPY | 320,000 | 02/24/35 | 1.200%(S) | 6 Month JPY LIBOR(2)(S) | 35 | 449,604 | 449,569 | |||||||
JPY | 160,000 | 03/03/35 | 1.153%(S) | 6 Month JPY LIBOR(2)(S) | 18 | 213,946 | 213,928 | |||||||
JPY | 350,000 | 05/07/35 | 0.073%(S) | 6 Month JPY LIBOR(2)(S) | — | (58,668) | (58,668) | |||||||
JPY | 90,000 | 02/04/36 | 0.816%(S) | 6 Month JPY LIBOR(2)(S) | 10 | 80,577 | 80,567 | |||||||
JPY | 65,000 | 05/16/36 | 0.446%(S) | 6 Month JPY LIBOR(2)(S) | 8 | 21,174 | 21,166 | |||||||
JPY | 110,000 | 05/27/36 | 0.460%(S) | 6 Month JPY LIBOR(2)(S) | 16 | 37,836 | 37,820 | |||||||
JPY | 60,000 | 07/22/36 | 0.240%(S) | 6 Month JPY LIBOR(2)(S) | 9 | 490 | 481 | |||||||
JPY | 300,000 | 10/04/36 | 0.363%(S) | 6 Month JPY LIBOR(2)(S) | 37 | 58,345 | 58,308 | |||||||
JPY | 150,000 | 11/02/36 | 0.423%(S) | 6 Month JPY LIBOR(2)(S) | 19 | 42,173 | 42,154 | |||||||
JPY | 400,000 | 12/14/36 | 0.723%(S) | 6 Month JPY LIBOR(2)(S) | 43 | 291,250 | 291,207 |
116
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
JPY | 150,000 | 12/22/36 | 0.641%(S) | 6 Month JPY LIBOR(2)(S) | $16 | $90,393 | $90,377 | |||||||
JPY | 250,000 | 01/06/37 | 0.675%(S) | 6 Month JPY LIBOR(2)(S) | 27 | 162,804 | 162,777 | |||||||
JPY | 275,500 | 02/15/37 | 0.729%(S) | 6 Month JPY LIBOR(2)(S) | 30 | 209,640 | 209,610 | |||||||
JPY | 130,000 | 02/23/37 | 0.748%(S) | 6 Month JPY LIBOR(2)(S) | 15 | 102,764 | 102,749 | |||||||
JPY | 100,000 | 03/02/37 | 0.686%(S) | 6 Month JPY LIBOR(2)(S) | — | 69,164 | 69,164 | |||||||
JPY | 273,000 | 03/09/37 | 0.701%(S) | 6 Month JPY LIBOR(2)(S) | 13,361 | 194,883 | 181,522 | |||||||
JPY | 200,000 | 03/29/37 | 0.684%(S) | 6 Month JPY LIBOR(2)(S) | — | 136,561 | 136,561 | |||||||
JPY | 94,310 | 05/08/37 | 0.623%(S) | 6 Month JPY LIBOR(2)(S) | — | 54,574 | 54,574 | |||||||
JPY | 200,000 | 05/15/37 | 0.688%(S) | 6 Month JPY LIBOR(2)(S) | — | 135,928 | 135,928 | |||||||
JPY | 150,000 | 06/02/37 | 0.640%(S) | 6 Month JPY LIBOR(2)(S) | — | 90,146 | 90,146 | |||||||
JPY | 80,000 | 06/19/37 | 0.625%(S) | 6 Month JPY LIBOR(2)(S) | — | 45,888 | 45,888 | |||||||
JPY | 82,000 | 06/21/37 | 0.628%(S) | 6 Month JPY LIBOR(2)(S) | — | 47,320 | 47,320 | |||||||
JPY | 125,000 | 06/30/37 | 0.629%(S) | 6 Month JPY LIBOR(2)(S) | — | 72,105 | 72,105 | |||||||
JPY | 105,000 | 07/04/37 | 0.659%(S) | 6 Month JPY LIBOR(2)(S) | — | 65,456 | 65,456 | |||||||
JPY | 285,000 | 07/26/37 | 0.676%(S) | 6 Month JPY LIBOR(2)(S) | — | 185,772 | 185,772 | |||||||
JPY | 117,300 | 08/02/37 | 0.683%(S) | 6 Month JPY LIBOR(2)(S) | — | 80,899 | 80,899 | |||||||
JPY | 160,000 | 08/09/37 | 0.679%(S) | 6 Month JPY LIBOR(2)(S) | — | 109,009 | 109,009 | |||||||
JPY | 500,000 | 09/04/37 | 0.663%(S) | 6 Month JPY LIBOR(2)(S) | — | 328,223 | 328,223 | |||||||
JPY | 175,000 | 09/27/37 | 0.670%(S) | 6 Month JPY LIBOR(2)(S) | — | 116,153 | 116,153 | |||||||
JPY | 300,000 | 11/02/37 | 0.734%(S) | 6 Month JPY LIBOR(2)(S) | — | 227,897 | 227,897 | |||||||
JPY | 350,000 | 12/04/37 | 0.730%(S) | 6 Month JPY LIBOR(2)(S) | — | 261,373 | 261,373 |
117
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
JPY | 900,000 | 01/04/38 | 0.757%(S) | 6 Month JPY LIBOR(2)(S) | $138,798 | $704,274 | $565,476 | |||||||
JPY | 224,000 | 01/11/38 | 0.831%(S) | 6 Month JPY LIBOR(2)(S) | — | 201,849 | 201,849 | |||||||
JPY | 800,000 | 03/28/38 | 0.656%(S) | 6 Month JPY LIBOR(2)(S) | — | 509,429 | 509,429 | |||||||
JPY | 1,000,000 | 04/04/38 | 0.681%(S) | 6 Month JPY LIBOR(2)(S) | — | 669,621 | 669,621 | |||||||
JPY | 675,000 | 04/06/38 | 0.655%(S) | 6 Month JPY LIBOR(2)(S) | — | 422,920 | 422,920 | |||||||
JPY | 1,815,000 | 04/18/38 | 0.675%(S) | 6 Month JPY LIBOR(2)(S) | (44,197) | 1,193,337 | 1,237,534 | |||||||
JPY | 600,000 | 08/10/38 | 0.822%(S) | 6 Month JPY LIBOR(2)(S) | — | 550,368 | 550,368 | |||||||
JPY | 2,430,385 | 12/03/38 | 0.600%(S) | 6 Month JPY LIBOR(2)(S) | 556,344 | 1,250,975 | 694,631 | |||||||
JPY | 480,000 | 11/27/39 | 0.258%(S) | 6 Month JPY LIBOR(2)(S) | — | (55,878) | (55,878) | |||||||
JPY | 969,000 | 12/03/39 | 0.650%(S) | 6 Month JPY LIBOR(2)(S) | 616,726 | 569,137 | (47,589) | |||||||
JPY | 1,200,000 | 01/08/40 | 0.230%(S) | 6 Month JPY LIBOR(2)(S) | — | (210,283) | (210,283) | |||||||
JPY | 1,500,000 | 01/08/40 | 0.250%(S) | 6 Month JPY LIBOR(2)(S) | — | (208,986) | (208,986) | |||||||
JPY | 745,000 | 02/06/40 | 0.223%(S) | 6 Month JPY LIBOR(2)(S) | — | (135,719) | (135,719) | |||||||
JPY | 800,000 | 03/25/40 | 0.171%(S) | 6 Month JPY LIBOR(2)(S) | — | (229,796) | (229,796) | |||||||
JPY | 166,000 | 05/09/43 | 0.820%(S) | 6 Month JPY LIBOR(2)(S) | — | 150,053 | 150,053 | |||||||
JPY | 610,000 | 07/04/43 | 0.763%(S) | 6 Month JPY LIBOR(2)(S) | — | 469,326 | 469,326 | |||||||
JPY | 2,000,000 | 10/23/45 | 0.333%(S) | 6 Month JPY LIBOR(2)(S) | — | (454,708) | (454,708) | |||||||
JPY | 110,291 | 04/15/46 | 0.560%(S) | 6 Month JPY LIBOR(2)(S) | — | 32,260 | 32,260 | |||||||
JPY | 26,000 | 10/04/47 | 0.942%(S) | 6 Month JPY LIBOR(2)(S) | — | 32,017 | 32,017 | |||||||
JPY | 560,000 | 11/24/47 | 0.888%(S) | 6 Month JPY LIBOR(2)(S) | — | 606,767 | 606,767 | |||||||
JPY | 500,000 | 05/29/50 | 0.186%(S) | 6 Month JPY LIBOR(2)(S) | — | (410,803) | (410,803) |
118
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
JPY | 500,000 | 08/26/50 | 0.334%(S) | 6 Month JPY LIBOR(2)(S) | $— | $(211,417) | $(211,417) | |||||||
JPY | 1,000,000 | 12/16/50 | 0.338%(S) | 6 Month JPY LIBOR(2)(S) | — | (434,253) | (434,253) | |||||||
KRW | 18,824,000 | 08/06/25 | 0.830%(Q) | 3 Month KWCDC(2)(Q) | (27) | (199,222) | (199,195) | |||||||
KRW | 20,447,900 | 09/10/28 | 2.043%(Q) | 3 Month KWCDC(2)(Q) | 633,035 | 1,135,464 | 502,429 | |||||||
KRW | 3,120,000 | 10/18/29 | 1.313%(Q) | 3 Month KWCDC(2)(Q) | 9 | 8,349 | 8,340 | |||||||
KRW | 11,000,000 | 02/05/30 | 1.319%(Q) | 3 Month KWCDC(2)(Q) | 23 | 41,474 | 41,451 | |||||||
KRW | 2,455,000 | 04/27/30 | 1.065%(Q) | 3 Month KWCDC(2)(Q) | 2 | (46,453) | (46,455) | |||||||
KRW | 10,000,000 | 07/16/30 | 1.000%(Q) | 3 Month KWCDC(2)(Q) | (46) | (252,812) | (252,766) | |||||||
KRW | 5,000,000 | 01/05/31 | 1.258%(Q) | 3 Month KWCDC(2)(Q) | — | (24,917) | (24,917) | |||||||
MXN | 33,500 | 10/12/27 | 7.350%(M) | 28 Day Mexican Interbank Rate(2)(M) | — | 220,676 | 220,676 | |||||||
MXN | 305,790 | 02/27/29 | 8.260%(M) | 28 Day Mexican Interbank Rate(2)(M) | 78,107 | 3,052,147 | 2,974,040 | |||||||
MXN | 271,000 | 07/10/30 | 5.680%(M) | 28 Day Mexican Interbank Rate(2)(M) | (146) | 239,463 | 239,609 | |||||||
MXN | 110,000 | 11/29/30 | 5.480%(M) | 28 Day Mexican Interbank Rate(2)(M) | — | (5,176) | (5,176) | |||||||
MXN | 15,290 | 01/03/33 | 5.715%(M) | 28 Day Mexican Interbank Rate(2)(M) | (27) | (208) | (181) | |||||||
NOK | 29,500 | 02/23/23 | 1.350%(A) | 6 Month NIBOR(2)(S) | (2,015) | 87,147 | 89,162 | |||||||
NOK | 170,000 | 11/25/25 | 0.770%(A) | 6 Month NIBOR(2)(S) | — | (204,639) | (204,639) | |||||||
NOK | 26,300 | 03/15/27 | 2.103%(A) | 6 Month NIBOR(2)(S) | 14,401 | 233,474 | 219,073 | |||||||
NOK | 6,725 | 06/23/27 | 1.825%(A) | 6 Month NIBOR(2)(S) | — | 41,402 | 41,402 | |||||||
NOK | 20,000 | 04/18/28 | 2.215%(A) | 6 Month NIBOR(2)(S) | — | 202,996 | 202,996 |
119
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
NOK | 36,000 | 02/07/29 | 2.083%(A) | 6 Month NIBOR(2)(S) | $— | $344,150 | $344,150 | |||||||
NOK | 48,000 | 10/07/29 | 1.660%(A) | 6 Month NIBOR(2)(S) | — | 188,681 | 188,681 | |||||||
NOK | 137,700 | 01/08/31 | 1.250%(A) | 6 Month NIBOR(2)(S) | — | (187,245) | (187,245) | |||||||
NOK | 130,000 | 01/19/31 | 1.346%(A) | 6 Month NIBOR(2)(S) | — | (45,507) | (45,507) | |||||||
NZD | 1,235 | 10/03/22 | 2.740%(S) | 3 Month BBR(2)(Q) | — | 44,240 | 44,240 | |||||||
NZD | 2,830 | 04/26/23 | 2.733%(S) | 3 Month BBR(2)(Q) | (38,290) | 123,632 | 161,922 | |||||||
NZD | 1,750 | 03/13/24 | 5.080%(S) | 3 Month BBR(2)(Q) | 18,126 | 206,005 | 187,879 | |||||||
NZD | 2,500 | 03/15/24 | 3.355%(S) | 3 Month BBR(2)(Q) | 1,588 | 186,083 | 184,495 | |||||||
NZD | 1,550 | 07/04/24 | 3.100%(S) | 3 Month BBR(2)(Q) | — | 102,657 | 102,657 | |||||||
NZD | 3,500 | 01/10/27 | 3.420%(S) | 3 Month BBR(2)(Q) | 56,942 | 394,948 | 338,006 | |||||||
NZD | 5,000 | 04/18/28 | 3.193%(S) | 3 Month BBR(2)(Q) | — | 609,932 | 609,932 | |||||||
NZD | 6,450 | 11/28/28 | 2.950%(S) | 3 Month BBR(2)(Q) | — | 717,515 | 717,515 | |||||||
NZD | 9,250 | 07/22/29 | 1.768%(S) | 3 Month BBR(2)(Q) | — | 395,985 | 395,985 | |||||||
NZD | 9,000 | 10/07/29 | 1.130%(S) | 3 Month BBR(2)(Q) | — | 55,529 | 55,529 | |||||||
PLN | 73,670 | 08/24/23 | 2.390%(A) | 6 Month WIBOR(2)(S) | — | 1,223,833 | 1,223,833 | |||||||
PLN | 11,000 | 09/09/23 | 1.900%(A) | 6 Month WIBOR(2)(S) | (238,755) | 138,734 | 377,489 | |||||||
PLN | 60,110 | 11/13/23 | 2.570%(A) | 6 Month WIBOR(2)(S) | — | 1,070,394 | 1,070,394 | |||||||
PLN | 18,100 | 04/11/24 | 2.020%(A) | 6 Month WIBOR(2)(S) | 17,962 | 322,248 | 304,286 | |||||||
PLN | 83,750 | 06/21/24 | 1.750%(A) | 6 Month WIBOR(2)(S) | — | 1,220,803 | 1,220,803 | |||||||
PLN | 30,000 | 03/28/28 | 2.895%(A) | 6 Month WIBOR(2)(S) | — | 1,289,873 | 1,289,873 | |||||||
PLN | 3,540 | 07/11/28 | 2.935%(A) | 6 Month WIBOR(2)(S) | — | 151,144 | 151,144 |
120
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
PLN | 7,700 | 09/07/30 | 1.068%(A) | 6 Month WIBOR(2)(S) | $— | $(15,975) | $(15,975) | |||||||
SEK | 13,000 | 09/15/21 | (0.003)%(A) | 3 Month STIBOR(2)(Q) | 6 | 769 | 763 | |||||||
SEK | 27,200 | 12/15/21 | 0.203%(A) | 3 Month STIBOR(2)(Q) | (184) | 8,833 | 9,017 | |||||||
SEK | 12,700 | 04/25/23 | 0.750%(A) | 3 Month STIBOR(2)(Q) | 17 | 35,919 | 35,902 | |||||||
SEK | 38,380 | 07/11/23 | 0.458%(A) | 3 Month STIBOR(2)(Q) | — | 66,900 | 66,900 | |||||||
SEK | 15,550 | 03/15/24 | 0.840%(A) | 3 Month STIBOR(2)(Q) | — | 63,123 | 63,123 | |||||||
SEK | 12,700 | 08/29/24 | 1.657%(A) | 3 Month STIBOR(2)(Q) | 15,291 | 100,248 | 84,957 | |||||||
SEK | 3,000 | 11/16/25 | 1.485%(A) | 3 Month STIBOR(2)(Q) | 14 | 25,069 | 25,055 | |||||||
SEK | 6,000 | 12/09/25 | 1.505%(A) | 3 Month STIBOR(2)(Q) | 16 | 50,701 | 50,685 | |||||||
SEK | 15,000 | 06/27/26 | 1.001%(A) | 3 Month STIBOR(2)(Q) | 25 | 94,471 | 94,446 | |||||||
SEK | 15,390 | 06/22/27 | 1.031%(A) | 3 Month STIBOR(2)(Q) | — | 108,708 | 108,708 | |||||||
SEK | 58,000 | 03/27/28 | 1.267%(A) | 3 Month STIBOR(2)(Q) | — | 576,004 | 576,004 | |||||||
SEK | 8,535 | 07/11/28 | 1.141%(A) | 3 Month STIBOR(2)(Q) | — | 71,948 | 71,948 | |||||||
SEK | 33,000 | 11/28/28 | 1.188%(A) | 3 Month STIBOR(2)(Q) | 44,162 | 281,545 | 237,383 | |||||||
SEK | 40,000 | 06/20/29 | 0.550%(A) | 3 Month STIBOR(2)(Q) | — | 99,923 | 99,923 | |||||||
SEK | 16,000 | 10/07/29 | 0.180%(A) | 3 Month STIBOR(2)(Q) | — | (29,467) | (29,467) | |||||||
SEK | 30,000 | 11/05/29 | 0.457%(A) | 3 Month STIBOR(2)(Q) | — | 32,907 | 32,907 | |||||||
SEK | 78,000 | 01/24/30 | 0.605%(A) | 3 Month STIBOR(2)(Q) | — | 190,204 | 190,204 | |||||||
SEK | 70,000 | 07/13/30 | 0.308%(A) | 3 Month STIBOR(2)(Q) | — | (65,093) | (65,093) | |||||||
SGD | 10,240 | 03/19/24 | 2.025%(S) | 6 Month SIBOR(2)(S) | — | 398,412 | 398,412 | |||||||
SGD | 8,330 | 05/21/28 | 2.436%(S) | 6 Month SIBOR(2)(S) | — | 751,520 | 751,520 |
121
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | 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) | $— | $458,308 | $458,308 | |||||||
SGD | 3,610 | 10/21/29 | 1.685%(S) | 6 Month SIBOR(2)(S) | — | 175,080 | 175,080 | |||||||
THB | 173,600 | 04/28/30 | 1.020%(S) | 6 Month BKIBOR(2)(S) | — | (47,649) | (47,649) | |||||||
THB | 72,900 | 06/25/30 | 0.990%(S) | 6 Month BKIBOR(2)(S) | — | (28,923) | (28,923) | |||||||
THB | 200,200 | 07/03/30 | 1.028%(S) | 6 Month BKIBOR(2)(S) | — | (59,869) | (59,869) | |||||||
91,190 | 03/16/21 | 0.109%(T) | 1 Day USOIS(1)(T) | — | (25,461) | (25,461) | ||||||||
94,722 | 06/09/21 | 0.395%(A) | 1 Day USOIS(1)(A) | — | (303,967) | (303,967) | ||||||||
139,100 | 09/12/21 | 0.260%(A) | 1 Day USOIS(1)(A) | — | (261,735) | (261,735) | ||||||||
93,105 | 03/10/22 | 0.330%(A) | 1 Day USOIS(1)(A) | — | (462,024) | (462,024) | ||||||||
187,500 | 05/29/22 | 0.014%(A) | 1 Day USOIS(1)(A) | 154,832 | 246,803 | 91,971 | ||||||||
219,110 | 11/09/22 | 0.061%(A) | 1 Day Secured Overnight Financing Rate(1)(A) | — | (7,508) | (7,508) | ||||||||
161,520 | 10/30/23 | 0.072%(A) | 1 Day USOIS(1)(A) | — | 169,948 | 169,948 | ||||||||
135,215 | 11/02/23 | 0.070%(A) | 1 Day USOIS(1)(A) | — | 154,872 | 154,872 | ||||||||
199,767 | 11/06/23 | 0.063%(A) | 1 Day USOIS(1)(A) | — | 272,968 | 272,968 | ||||||||
204,255 | 11/09/23 | 0.064%(A) | 1 Day USOIS(1)(A) | — | 276,469 | 276,469 | ||||||||
88,904 | 05/31/24 | 1.350%(A) | 1 Day USOIS(1)(A) | — | (4,348,093) | (4,348,093) | ||||||||
4,980 | 08/15/44 | 2.392%(A) | 1 Day USOIS(1)(A) | — | (1,101,068) | (1,101,068) | ||||||||
ZAR | 755,000 | 02/28/21 | 7.150%(Q) | 3 Month JIBAR(2)(Q) | — | 466,478 | 466,478 | |||||||
ZAR | 228,000 | 06/21/21 | 7.465%(Q) | 3 Month JIBAR(2)(Q) | (300) | 289,140 | 289,440 | |||||||
ZAR | 665,000 | 02/28/24 | 7.475%(Q) | 3 Month JIBAR(1)(Q) | — | (4,447,330) | (4,447,330) |
122
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (continued):
Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at January 31, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
ZAR | 16,800 | 05/12/26 | 8.680%(Q) | 3 Month JIBAR(2)(Q) | $13 | $200,085 | $200,072 | |||||||
ZAR | 27,500 | 06/30/27 | 8.015%(Q) | 3 Month JIBAR(2)(Q) | (126) | 255,631 | 255,757 | |||||||
ZAR | 68,200 | 11/07/27 | 8.360%(Q) | 3 Month JIBAR(2)(Q) | 43 | 750,811 | 750,768 | |||||||
ZAR | 43,090 | 01/17/28 | 7.833%(Q) | 3 Month JIBAR(2)(Q) | — | 355,705 | 355,705 | |||||||
ZAR | 35,000 | 04/16/28 | 7.655%(Q) | 3 Month JIBAR(2)(Q) | (1,029) | 259,349 | 260,378 | |||||||
ZAR | 176,800 | 07/16/28 | 8.170%(Q) | 3 Month JIBAR(2)(Q) | 579 | 1,649,906 | 1,649,327 | |||||||
ZAR | 200,000 | 02/28/29 | 8.035%(Q) | 3 Month JIBAR(2)(Q) | — | 1,755,240 | 1,755,240 | |||||||
ZAR | 46,800 | 06/21/29 | 7.685%(Q) | 3 Month JIBAR(2)(Q) | (201) | 315,850 | 316,051 | |||||||
ZAR | 140,000 | 10/03/29 | 7.580%(Q) | 3 Month JIBAR(2)(Q) | — | 825,472 | 825,472 | |||||||
ZAR | 30,000 | 11/01/29 | 7.820%(Q) | 3 Month JIBAR(2)(Q) | (199) | 223,773 | 223,972 | |||||||
ZAR | 344,070 | 03/26/30 | 9.200%(Q) | 3 Month JIBAR(2)(Q) | (7,035) | 4,551,253 | 4,558,288 | |||||||
ZAR | 56,000 | 05/06/30 | 7.650%(Q) | 3 Month JIBAR(2)(Q) | (465) | 343,019 | 343,484 | |||||||
ZAR | 112,000 | 09/15/30 | 6.940%(Q) | 3 Month JIBAR(2)(Q) | (1,285) | 215,449 | 216,734 | |||||||
ZAR | 125,920 | 12/01/30 | 6.888%(Q) | 3 Month JIBAR(2)(Q) | (1,504) | 189,644 | 191,148 | |||||||
$7,625,831 | $82,546,686 | $74,920,855 |
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) | $601,584 | $— | $601,584 | Morgan Stanley & Co. International PLC | |||||||
CLP | 94,000 | 12/19/27 | 4.370%(S) | 1 Day CLOIS(2)(S) | 19,996 | — | 19,996 | Morgan Stanley & Co. International PLC |
123
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (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 | 2,420,000 | 12/20/27 | 4.260%(S) | 1 Day CLOIS(2)(S) | $490,011 | $— | $490,011 | Morgan Stanley & Co. International PLC | |||||||
CLP | 842,800 | 01/23/28 | 4.245%(S) | 1 Day CLOIS(2)(S) | 168,010 | — | 168,010 | Morgan Stanley & Co. International PLC | |||||||
CLP | 2,168,000 | 01/26/28 | 4.210%(S) | 1 Day CLOIS(2)(S) | 431,040 | — | 431,040 | Morgan Stanley & Co. International PLC | |||||||
CLP | 1,080,000 | 02/01/28 | 4.200%(S) | 1 Day CLOIS(2)(S) | 241,634 | — | 241,634 | Morgan Stanley & Co. International PLC | |||||||
CLP | 1,750,000 | 03/27/28 | 4.220%(S) | 1 Day CLOIS(2)(S) | 382,570 | — | 382,570 | Citibank, N.A. | |||||||
CLP | 2,092,000 | 05/17/28 | 4.270%(S) | 1 Day CLOIS(2)(S) | 453,615 | — | 453,615 | Citibank, N.A. | |||||||
CNH | 10,000 | 04/02/26 | 3.120%(Q) | 7 Day China Fixing Repo Rates(2)(Q) | 26,736 | 3 | 26,733 | Citibank, N.A. | |||||||
COP | 4,351,000 | 11/01/26 | 6.590%(Q) | 1 Day COOIS(2)(Q) | 231,167 | — | 231,167 | Morgan Stanley & Co. International PLC | |||||||
COP | 10,220,000 | 11/04/26 | 6.770%(Q) | 1 Day COOIS(2)(Q) | 571,213 | — | 571,213 | Morgan Stanley & Co. International PLC | |||||||
COP | 13,700,000 | 06/02/27 | 5.910%(Q) | 1 Day COOIS(2)(Q) | 584,557 | — | 584,557 | Morgan Stanley & Co. International PLC | |||||||
COP | 5,437,000 | 01/23/28 | 6.035%(Q) | 1 Day COOIS(2)(Q) | 239,517 | — | 239,517 | Morgan Stanley & Co. International PLC | |||||||
COP | 6,670,000 | 01/26/28 | 6.000%(Q) | 1 Day COOIS(2)(Q) | 285,484 | — | 285,484 | Morgan Stanley & Co. International PLC |
124
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (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.): | |||||||||||||||
COP | 5,607,000 | 02/01/28 | 6.020%(Q) | 1 Day COOIS(2)(Q) | $261,480 | $— | $261,480 | Morgan Stanley & Co. International PLC | |||||||
COP | 9,400,000 | 07/18/28 | 6.150%(Q) | 1 Day COOIS(2)(Q) | 440,950 | — | 440,950 | Morgan Stanley & Co. International PLC | |||||||
ILS | 7,500 | 12/09/22 | 1.530%(A) | 3 Month TELBOR(2)(Q) | 65,311 | — | 65,311 | Citibank, N.A. | |||||||
ILS | 3,200 | 03/06/23 | 3.525%(A) | 3 Month TELBOR(2)(Q) | 100,655 | — | 100,655 | Citibank, N.A. | |||||||
ILS | 4,200 | 06/27/23 | 3.730%(A) | 3 Month TELBOR(2)(Q) | 138,929 | — | 138,929 | Credit Suisse International | |||||||
ILS | 3,000 | 04/26/26 | 1.685%(A) | 3 Month TELBOR(2)(Q) | 74,729 | — | 74,729 | JPMorgan Chase Bank, N.A. | |||||||
ILS | 5,000 | 06/24/26 | 1.660%(A) | 3 Month TELBOR(2)(Q) | 119,932 | — | 119,932 | Citibank, N.A. | |||||||
ILS | 4,000 | 09/19/26 | 1.600%(A) | 3 Month TELBOR(2)(Q) | 88,806 | — | 88,806 | Barclays Bank PLC | |||||||
ILS | 7,000 | 01/12/27 | 1.975%(A) | 3 Month TELBOR(2)(Q) | 196,030 | — | 196,030 | Citibank, N.A. | |||||||
ILS | 3,000 | 03/15/27 | 2.130%(A) | 3 Month TELBOR(2)(Q) | 110,139 | — | 110,139 | Citibank, N.A. | |||||||
ILS | 2,745 | 06/22/27 | 1.845%(A) | 3 Month TELBOR(2)(Q) | 81,658 | — | 81,658 | Citibank, N.A. | |||||||
ILS | 37,240 | 07/13/27 | 0.395%(A) | 3 Month TELBOR(2)(Q) | (39,157) | — | (39,157) | Goldman Sachs International | |||||||
ILS | 22,800 | 09/07/27 | 0.488%(A) | 3 Month TELBOR(2)(Q) | 7,862 | — | 7,862 | Morgan Stanley & Co. International PLC | |||||||
ILS | 5,600 | 04/26/28 | 1.915%(A) | 3 Month TELBOR(2)(Q) | 188,862 | — | 188,862 | BNP Paribas S.A. | |||||||
ILS | 38,930 | 07/16/28 | 2.045%(A) | 3 Month TELBOR(2)(Q) | 1,392,532 | — | 1,392,532 | JPMorgan Chase Bank, N.A. | |||||||
ILS | 8,050 | 03/13/29 | 1.840%(A) | 3 Month TELBOR(2)(Q) | 267,725 | — | 267,725 | HSBC Bank USA, N.A. | |||||||
ILS | 12,160 | 07/12/29 | 1.411%(A) | 3 Month TELBOR(2)(Q) | 244,882 | (2,914) | 247,796 | Citibank, N.A. | |||||||
ILS | 5,000 | 10/07/29 | 0.885%(A) | 3 Month TELBOR(2)(Q) | 24,428 | — | 24,428 | Goldman Sachs International |
125
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (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 | 19,790 | 12/09/29 | 0.813%(A) | 3 Month TELBOR(2)(Q) | $42,146 | $— | $42,146 | Goldman Sachs International | |||||||
ILS | 31,310 | 04/24/30 | 0.710%(A) | 3 Month TELBOR(2)(Q) | (4,066) | (274) | (3,792) | Goldman Sachs International | |||||||
ILS | 25,300 | 05/07/30 | 0.810%(A) | 3 Month TELBOR(2)(Q) | 66,513 | — | 66,513 | Goldman Sachs International | |||||||
JPY | 35,000 | 12/14/32 | 1.575%(S) | 6 Month JPY LIBOR(2)(S) | 58,605 | — | 58,605 | HSBC Bank USA, N.A. | |||||||
KRW | 1,500,000 | 08/14/21 | 2.773%(Q) | 3 Month KRW LIBOR(2)(Q) | 21,054 | — | 21,054 | HSBC Bank USA, N.A. | |||||||
KRW | 655,000 | 10/07/22 | 1.765%(Q) | 3 Month KRW LIBOR(2)(Q) | 9,590 | — | 9,590 | JPMorgan Chase Bank, N.A. | |||||||
KRW | 3,300,000 | 04/17/23 | 2.170%(Q) | 3 Month KWCDC(2)(Q) | 85,688 | (104) | 85,792 | Morgan Stanley & Co. International PLC | |||||||
KRW | 900,000 | 11/05/24 | 2.425%(Q) | 3 Month KRW LIBOR(2)(Q) | 45,463 | — | 45,463 | Citibank, N.A. | |||||||
KRW | 1,485,000 | 10/28/26 | 1.520%(Q) | 3 Month KRW LIBOR(2)(Q) | 26,359 | (10) | 26,369 | JPMorgan Chase Bank, N.A. | |||||||
KRW | 2,040,000 | 04/26/27 | 1.880%(Q) | 3 Month KRW LIBOR(2)(Q) | 77,892 | — | 77,892 | Morgan Stanley & Co. International PLC | |||||||
KRW | 1,280,000 | 10/17/28 | 1.450%(Q) | 3 Month KRW LIBOR(2)(Q) | 17,787 | — | 17,787 | Citibank, N.A. | |||||||
KRW | 520,000 | 01/27/31 | 1.870%(Q) | 3 Month KRW LIBOR(2)(Q) | 25,259 | — | 25,259 | JPMorgan Chase Bank, N.A. | |||||||
MYR | 16,000 | 08/19/23 | 3.445%(Q) | 3 Month KLIBOR(2)(Q) | 163,081 | — | 163,081 | Morgan Stanley & Co. International PLC | |||||||
MYR | 1,700 | 04/28/25 | 4.040%(Q) | 3 Month KLIBOR(2)(Q) | 33,885 | — | 33,885 | Citibank, N.A. | |||||||
MYR | 3,160 | 07/11/29 | 3.528%(Q) | 3 Month KLIBOR(2)(Q) | 70,362 | (6) | 70,368 | Morgan Stanley & Co. International PLC | |||||||
MYR | 11,700 | 11/19/29 | 3.245%(Q) | 3 Month KLIBOR(2)(Q) | 203,735 | 18 | 203,717 | Morgan Stanley & Co. International PLC |
126
PGIM Global Total Return Fund
Schedule of Investments as of January 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at January 31, 2021 (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.): | |||||||||||||||
MYR | 17,800 | 02/04/30 | 3.060%(Q) | 3 Month KLIBOR(2)(Q) | $244,567 | $9 | $244,558 | Morgan Stanley & Co. International PLC | |||||||
RUB | 1,846,000 | 01/12/26 | 6.360%(A) | 3 Month MosPRIME(2)(Q) | (23,877) | — | (23,877) | Morgan Stanley & Co. International PLC | |||||||
THB | 120,000 | 08/23/23 | 1.920%(S) | 6 Month BIBOR(2)(S) | 169,501 | — | 169,501 | Morgan Stanley & Co. International PLC | |||||||
THB | 60,000 | 07/04/24 | 1.590%(S) | 6 Month BIBOR(2)(S) | 72,474 | — | 72,474 | Morgan Stanley & Co. International PLC | |||||||
THB | 28,900 | 04/30/25 | 2.560%(S) | 6 Month BIBOR(2)(S) | 81,973 | — | 81,973 | Citibank, N.A. | |||||||
THB | 173,000 | 05/07/25 | 0.795%(S) | 6 Month BKIBOR(2)(S) | 36,355 | 22 | 36,333 | HSBC Bank USA, N.A. | |||||||
THB | 23,000 | 05/29/30 | 1.000%(S) | 6 Month BKIBOR(2)(S) | (8,402) | — | (8,402) | Goldman Sachs International | |||||||
TWD | 115,500 | 03/17/21 | 0.780%(Q) | 3 Month TAIBOR(2)(Q) | 3,165 | — | 3,165 | Barclays Bank PLC | |||||||
ZAR | 40,930 | 03/22/42 | 7.800%(Q) | 3 Month JIBAR(2)(Q) | (8,475) | — | (8,475) | Citibank, N.A. | |||||||
ZAR | 89,400 | 09/22/42 | 8.020%(Q) | 3 Month JIBAR(2)(Q) | 117,133 | — | 117,133 | Citibank, N.A. | |||||||
ZAR | 38,700 | 03/22/47 | 7.650%(Q) | 3 Month JIBAR(1)(Q) | 81,810 | — | 81,810 | Citibank, N.A. | |||||||
ZAR | 83,965 | 09/22/47 | 7.890%(Q) | 3 Month JIBAR(1)(Q) | 21,890 | — | 21,890 | Citibank, N.A. | |||||||
$10,224,354 | $(3,256) | $10,227,610 |
(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).
127