| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| United States Treasury Bill | 2.18 mm | 2.20 mm principal | 4.15 | Debt | Long | USA |
| Republic of South Africa Government Bond | 1.54 mm | 29.77 mm principal | 2.94 | Debt | Long | South Africa |
| Republic of South Africa Government Bond | 1.52 mm | 25.69 mm principal | 2.89 | Debt | Long | South Africa |
| India Government Bond | 1.40 mm | 115.63 mm principal | 2.67 | Debt | Long | India |
| Brazil Notas do Tesouro Nacional Serie F | 1.33 mm | 8.08 mm principal | 2.52 | Debt | Long | Brazil |
| Peru Government Bond | 1.27 mm | 4.88 mm principal | 2.41 | Debt | Long | Peru |
| (PIPA070) PGIM Core Government Money Market Fund | 1.22 mm | 1.22 mm shares | 2.33 | Short-term investment vehicle | Long | USA |
| Republic of South Africa Government Bond | 1.20 mm | 22.29 mm principal | 2.28 | Debt | Long | South Africa |
| Thailand Government Bond | 1.16 mm | 38.14 mm principal | 2.21 | Debt | Long | Thailand |
| China Government Bond | 1.15 mm | 7.70 mm principal | 2.19 | Debt | Long | China |
| Republic of Poland Government Bond | 1.12 mm | 5.08 mm principal | 2.12 | Debt | Long | Poland |
| United States Treasury Inflation Indexed Bonds | 934.62 k | 952.40 k principal | 1.78 | Debt | Long | USA |
| Indonesia Treasury Bond | 810.85 k | 12.60 bn principal | 1.54 | Debt | Long | Indonesia |
| Thailand Government Bond | 802.86 k | 27.06 mm principal | 1.53 | Debt | Long | Thailand |
| Mexican Bonos | 668.43 k | 14.93 mm principal | 1.27 | Debt | Long | Mexico |
| Czech Republic Government Bond | 666.67 k | 16.25 mm principal | 1.27 | Debt | Long | Czechia |
| Republic of Poland Government Bond | 653.45 k | 3.35 mm principal | 1.24 | Debt | Long | Poland |
| Indonesia Treasury Bond | 638.13 k | 9.70 bn principal | 1.21 | Debt | Long | Indonesia |
| Egypt Treasury Bills | 627.66 k | 31.03 mm principal | 1.19 | Debt | Long | Egypt |
| Egypt Treasury Bills | 618.93 k | 31.03 mm principal | 1.18 | Debt | Long | Egypt |
| Republic of Poland Government Bond | 601.36 k | 2.40 mm principal | 1.14 | Debt | Long | Poland |
| Indonesia Treasury Bond | 576.39 k | 8.24 bn principal | 1.10 | Debt | Long | Indonesia |
| Indonesia Treasury Bond | 574.22 k | 9.14 bn principal | 1.09 | Debt | Long | Indonesia |
| China Government Bond | 573.87 k | 3.91 mm principal | 1.09 | Debt | Long | China |
| Indonesia Treasury Bond | 554.97 k | 8.84 bn principal | 1.06 | Debt | Long | Indonesia |
| Republic of South Africa Government Bond | 548.60 k | 10.81 mm principal | 1.04 | Debt | Long | South Africa |
| United States Treasury Inflation Indexed Bonds | 547.94 k | 551.78 k principal | 1.04 | Debt | Long | USA |
| Indonesia Treasury Bond | 542.59 k | 8.41 bn principal | 1.03 | Debt | Long | Indonesia |
| Republic of South Africa Government Bond | 538.83 k | 10.85 mm principal | 1.03 | Debt | Long | South Africa |
| Thailand Government Bond | 531.36 k | 16.64 mm principal | 1.01 | Debt | Long | Thailand |
| Mexican Bonos | 511.87 k | 12.00 mm principal | 0.97 | Debt | Long | Mexico |
| Malaysia Government Bond | 502.47 k | 2.06 mm principal | 0.96 | Debt | Long | Malaysia |
| Indonesia Treasury Bond | 492.13 k | 7.84 bn principal | 0.94 | Debt | Long | Indonesia |
| Thailand Government Bond | 489.79 k | 15.09 mm principal | 0.93 | Debt | Long | Thailand |
| Indonesia Treasury Bond | 486.21 k | 7.55 bn principal | 0.93 | Debt | Long | Indonesia |
| Indonesia Treasury Bond | 481.49 k | 6.87 bn principal | 0.92 | Debt | Long | Indonesia |
| India Government Bond | 464.84 k | 37.56 mm principal | 0.88 | Debt | Long | India |
| Republic of South Africa Government Bond | 464.82 k | 9.77 mm principal | 0.88 | Debt | Long | South Africa |
| Republic of South Africa Government Bond | 431.93 k | 9.58 mm principal | 0.82 | Debt | Long | South Africa |
| Republic of South Africa Government Bond | 426.25 k | 8.98 mm principal | 0.81 | Debt | Long | South Africa |
| Indonesia Treasury Bond | 424.21 k | 6.28 bn principal | 0.81 | Debt | Long | Indonesia |
| Malaysia Government Bond | 419.57 k | 1.89 mm principal | 0.80 | Debt | Long | Malaysia |
| Hungary Government Bond | 405.78 k | 185.39 mm principal | 0.77 | Debt | Long | Hungary |
| Malaysia Government Bond | 398.56 k | 1.73 mm principal | 0.76 | Debt | Long | Malaysia |
| Mexican Bonos | 388.71 k | 7.82 mm principal | 0.74 | Debt | Long | Mexico |
| Republic of Poland Government Bond | 378.29 k | 1.66 mm principal | 0.72 | Debt | Long | Poland |
| China Government Bond | 341.35 k | 2.25 mm principal | 0.65 | Debt | Long | China |
| Republic of Poland Government Bond | 340.02 k | 1.48 mm principal | 0.65 | Debt | Long | Poland |
| Czech Republic Government Bond | 336.14 k | 9.29 mm principal | 0.64 | Debt | Long | Czechia |
| Thailand Government Bond | 333.63 k | 11.51 mm principal | 0.64 | Debt | Long | Thailand |
| Thailand Government Bond | 314.00 k | 11.63 mm principal | 0.60 | Debt | Long | Thailand |
| Thailand Government Bond | 309.05 k | 9.59 mm principal | 0.59 | Debt | Long | Thailand |
| Romania Government Bond | 299.85 k | 1.40 mm principal | 0.57 | Debt | Long | Romania |
| Czech Republic Government Bond | 296.98 k | 7.47 mm principal | 0.57 | Debt | Long | Czechia |
| Serbia International Bond | 291.41 k | 300.00 k principal | 0.55 | Debt | Long | Serbia |
| Turkiye Government Bond | 284.04 k | 10.07 mm principal | 0.54 | Debt | Long | Turkey |
| Thailand Government Bond | 279.95 k | 8.82 mm principal | 0.53 | Debt | Long | Thailand |
| Romanian Government International Bond | 272.07 k | 230.00 k principal | 0.52 | Debt | Long | Romania |
| Mexican Bonos | 270.74 k | 6.81 mm principal | 0.52 | Debt | Long | Mexico |
| Indonesia Treasury Bond | 269.95 k | 3.84 bn principal | 0.51 | Debt | Long | Indonesia |
| Turkiye Government Bond | 261.75 k | 9.69 mm principal | 0.50 | Debt | Long | Turkey |
| Hungary Government Bond | 260.43 k | 111.90 mm principal | 0.50 | Debt | Long | Hungary |
| Colombian TES | 253.94 k | 1.64 bn principal | 0.48 | Debt | Long | Colombia |
| Inter-American Development Bank | 252.19 k | 21.00 mm principal | 0.48 | Debt | Long | N/A |
| Indonesia Treasury Bond | 251.75 k | 3.64 bn principal | 0.48 | Debt | Long | Indonesia |
| Brazil Notas do Tesouro Nacional Serie B | 248.09 k | 1.49 mm principal | 0.47 | Debt | Long | Brazil |
| Thailand Government Bond | 248.08 k | 8.62 mm principal | 0.47 | Debt | Long | Thailand |
| Colombian TES | 245.02 k | 1.22 bn principal | 0.47 | Debt | Long | Colombia |
| India Government Bond | 243.70 k | 20.00 mm principal | 0.46 | Debt | Long | India |
| Malaysia Government Bond | 232.49 k | 970.00 k principal | 0.44 | Debt | Long | Malaysia |
| Thailand Government Bond | 232.47 k | 7.25 mm principal | 0.44 | Debt | Long | Thailand |
| Romania Government Bond | 229.99 k | 1.17 mm principal | 0.44 | Debt | Long | Romania |
| Romania Government Bond | 229.54 k | 1.27 mm principal | 0.44 | Debt | Long | Romania |
| Romania Government Bond | 226.17 k | 1.05 mm principal | 0.43 | Debt | Long | Romania |
| India Government Bond | 223.39 k | 18.06 mm principal | 0.43 | Debt | Long | India |
| Republic of Poland Government Bond | 221.60 k | 830.00 k principal | 0.42 | Debt | Long | Poland |
| China Government Bond | 217.67 k | 1.30 mm principal | 0.41 | Debt | Long | China |
| Malaysia Government Investment Issue | 217.65 k | 940.00 k principal | 0.41 | Debt | Long | Malaysia |
| Peru Government Bond | 217.11 k | 800.00 k principal | 0.41 | Debt | Long | Peru |
| Czech Republic Government Bond | 215.78 k | 6.05 mm principal | 0.41 | Debt | Long | Czechia |
| Czech Republic Government Bond | 215.02 k | 5.90 mm principal | 0.41 | Debt | Long | Czechia |
| Malaysia Government Bond | 205.97 k | 880.00 k principal | 0.39 | Debt | Long | Malaysia |
| Malaysia Government Bond | 205.54 k | 842.00 k principal | 0.39 | Debt | Long | Malaysia |
| Colombian TES | 204.01 k | 1.11 bn principal | 0.39 | Debt | Long | Colombia |
| Malaysia Government Bond | 200.77 k | 899.00 k principal | 0.38 | Debt | Long | Malaysia |
| Dominican Republic International Bond | 200.10 k | 200.00 k principal | 0.38 | Debt | Long | Dominican Republic |
| Thailand Government Bond | 197.67 k | 6.23 mm principal | 0.38 | Debt | Long | Thailand |
| Colombia Government International Bond | 194.78 k | 210.00 k principal | 0.37 | Debt | Long | Colombia |
| Sasol Financing USA LLC | 192.88 k | 200.00 k principal | 0.37 | Debt | Long | USA |
| Malaysia Government Investment Issue | 188.93 k | 790.00 k principal | 0.36 | Debt | Long | Malaysia |
| Indonesia Treasury Bond | 185.47 k | 2.79 bn principal | 0.35 | Debt | Long | Indonesia |
| Mexican Bonos | 181.84 k | 4.61 mm principal | 0.35 | Debt | Long | Mexico |
| Brazil Notas do Tesouro Nacional Serie F | 175.47 k | 1.02 mm principal | 0.33 | Debt | Long | Brazil |
| Czech Republic Government Bond | 164.90 k | 4.48 mm principal | 0.31 | Debt | Long | Czechia |
| Czech Republic Government Bond | 162.73 k | 3.96 mm principal | 0.31 | Debt | Long | Czechia |
| Hungary Government Bond | 157.33 k | 58.94 mm principal | 0.30 | Debt | Long | Hungary |
| Republic of South Africa Government Bond | 155.09 k | 3.85 mm principal | 0.30 | Debt | Long | South Africa |
| Indonesia Treasury Bond | 151.68 k | 2.40 bn principal | 0.29 | Debt | Long | Indonesia |
| Bonos de la Tesoreria de la Republica en pesos | 151.64 k | 135.00 mm principal | 0.29 | Debt | Long | Chile |
| Mexican Udibonos | 149.91 k | 3.50 mm principal | 0.29 | Debt | Long | Mexico |
| Malaysia Government Bond | 149.43 k | 682.00 k principal | 0.28 | Debt | Long | Malaysia |
| Mexican Bonos | 149.31 k | 3.50 mm principal | 0.28 | Debt | Long | Mexico |
| Republic of Poland Government Bond | 148.37 k | 590.00 k principal | 0.28 | Debt | Long | Poland |
| Colombian TES | 145.47 k | 759.80 mm principal | 0.28 | Debt | Long | Colombia |
| Mexican Bonos | 144.93 k | 3.32 mm principal | 0.28 | Debt | Long | Mexico |
| Ivory Coast Government International Bond | 143.91 k | 140.00 k principal | 0.27 | Debt | Long | Côte d'Ivoire |
| Romania Government Bond | 143.73 k | 830.00 k principal | 0.27 | Debt | Long | Romania |
| Dominican Republic International Bond | 143.69 k | 8.00 mm principal | 0.27 | Debt | Long | Dominican Republic |
| Colombian TES | 142.12 k | 757.10 mm principal | 0.27 | Debt | Long | Colombia |
| Serbia International Bond | 139.15 k | 130.00 k principal | 0.26 | Debt | Long | Serbia |
| Republic of Poland Government Bond | 134.81 k | 710.00 k principal | 0.26 | Debt | Long | Poland |
| Indonesia Treasury Bond | 132.72 k | 1.85 bn principal | 0.25 | Debt | Long | Indonesia |
| Peruvian Government International Bond | 131.38 k | 478.00 k principal | 0.25 | Debt | Long | Peru |
| Czech Republic Government Bond | 127.05 k | 2.95 mm principal | 0.24 | Debt | Long | Czechia |
| Romania Government Bond | 120.56 k | 540.00 k principal | 0.23 | Debt | Long | Romania |
| Colombian TES | 120.19 k | 631.20 mm principal | 0.23 | Debt | Long | Colombia |
| Peru Government Bond | 117.45 k | 540.00 k principal | 0.22 | Debt | Long | Peru |
| Bonos de la Tesoreria de la Republica en pesos | 114.66 k | 115.00 mm principal | 0.22 | Debt | Long | Chile |
| Bonos de la Tesoreria de la Republica en pesos | 112.94 k | 110.00 mm principal | 0.21 | Debt | Long | Chile |
| Thailand Government Bond | 111.41 k | 3.89 mm principal | 0.21 | Debt | Long | Thailand |
| Hungary Government Bond | 106.97 k | 42.83 mm principal | 0.20 | Debt | Long | Hungary |
| Colombian TES | 100.65 k | 500.00 mm principal | 0.19 | Debt | Long | Colombia |
| Hungary Government Bond | 98.77 k | 40.96 mm principal | 0.19 | Debt | Long | Hungary |
| Philippine Government Bond | 94.03 k | 5.60 mm principal | 0.18 | Debt | Long | Philippines |
| Brazil Minas SPE via State of Minas Gerais | 93.91 k | 94.00 k principal | 0.18 | Debt | Long | Cayman Islands |
| Bonos de la Tesoreria de la Republica en pesos | 93.81 k | 95.00 mm principal | 0.18 | Debt | Long | Chile |
| Malaysia Government Investment Issue | 93.34 k | 430.00 k principal | 0.18 | Debt | Long | Malaysia |
| Brazil Notas do Tesouro Nacional Serie B | 92.48 k | 565.12 k principal | 0.18 | Debt | Long | Brazil |
| Malaysia Government Bond | 88.59 k | 390.00 k principal | 0.17 | Debt | Long | Malaysia |
| Serbia Treasury Bonds | 88.19 k | 9.46 mm principal | 0.17 | Debt | Long | Serbia |
| Indonesia Treasury Bond | 87.11 k | 1.35 bn principal | 0.17 | Debt | Long | Indonesia |
| Czech Republic Government Bond | 86.27 k | 2.10 mm principal | 0.16 | Debt | Long | Czechia |
| Malaysia Government Bond | 82.57 k | 365.00 k principal | 0.16 | Debt | Long | Malaysia |
| Romanian Government International Bond | 81.43 k | 80.00 k principal | 0.15 | Debt | Long | Romania |
| Thailand Government Bond | 73.32 k | 2.70 mm principal | 0.14 | Debt | Long | Thailand |
| Hungary Government Bond | 71.29 k | 33.07 mm principal | 0.14 | Debt | Long | Hungary |
| China Government Bond | 68.30 k | 380.00 k principal | 0.13 | Debt | Long | China |
| Peru Government Bond | 67.21 k | 260.00 k principal | 0.13 | Debt | Long | Peru |
| Malaysia Government Bond | 65.03 k | 280.00 k principal | 0.12 | Debt | Long | Malaysia |
| Peruvian Government International Bond | 63.73 k | 245.00 k principal | 0.12 | Debt | Long | Peru |
| China Government Bond | 59.27 k | 330.00 k principal | 0.11 | Debt | Long | China |
| Serbia Treasury Bonds | 56.50 k | 6.24 mm principal | 0.11 | Debt | Long | Serbia |
|
BRL/USD FORWARD
BNY MELLON CAPITAL MARKETS, LLC
|
56.15 k | 1.00 contracts | 0.11 | DFE | N/A | USA |
| Thailand Government Bond | 54.76 k | 2.08 mm principal | 0.10 | Debt | Long | Thailand |
| Peru Government Bond | 52.22 k | 190.00 k principal | 0.10 | Debt | Long | Peru |
| Colombian TES | 51.16 k | 250.00 mm principal | 0.10 | Debt | Long | Colombia |
| Turkiye Government Bond | 50.12 k | 2.60 mm principal | 0.10 | Debt | Long | Turkey |
| Hungary Government Bond | 49.54 k | 29.33 mm principal | 0.09 | Debt | Long | Hungary |
| Hungary Government Bond | 46.73 k | 24.76 mm principal | 0.09 | Debt | Long | Hungary |
| Hungary Government Bond | 45.10 k | 18.04 mm principal | 0.09 | Debt | Long | Hungary |
| Colombian TES | 44.50 k | 244.62 mm principal | 0.08 | Debt | Long | Colombia |
| Uruguay Government International Bond | 44.24 k | 1.87 mm principal | 0.08 | Debt | Long | Uruguay |
| Bonos de la Tesoreria de la Republica en pesos | 41.69 k | 50.00 mm principal | 0.08 | Debt | Long | Chile |
| Hungary Government Bond | 38.04 k | 21.89 mm principal | 0.07 | Debt | Long | Hungary |
|
USD/KRW FORWARD
MORGAN STANLEY & CO. LLC
|
35.40 k | 1.00 contracts | 0.07 | DFE | N/A | USA |
| IRS PLN | 34.59 k | 1.00 contracts | 0.07 | Interest rate derivative | N/A | UK |
| Colombian TES | 30.69 k | 210.00 mm principal | 0.06 | Debt | Long | Colombia |
| Brazil Notas do Tesouro Nacional Serie F | 30.59 k | 200.00 k principal | 0.06 | Debt | Long | Brazil |
| IRS CNY | 29.99 k | 1.00 contracts | 0.06 | Interest rate derivative | N/A | UK |
|
USD/COP FORWARD
GOLDMAN SACHS & CO. LLC
|
27.06 k | 1.00 contracts | 0.05 | DFE | N/A | USA |
|
USD/PHP FORWARD
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
|
25.63 k | 1.00 contracts | 0.05 | DFE | N/A | USA |
| Thailand Government Bond | 25.01 k | 1.06 mm principal | 0.05 | Debt | Long | Thailand |
|
CNH/USD FORWARD
MORGAN STANLEY & CO. LLC
|
23.17 k | 1.00 contracts | 0.04 | DFE | N/A | USA |
| Turkiye Government Bond | 22.92 k | 1.40 mm principal | 0.04 | Debt | Long | Turkey |
| 10 YEAR US TREASURY NOTE | 21.04 k | -6.00 contracts | 0.04 | Interest rate derivative | N/A | USA |
| IRS CNY | 20.07 k | 1.00 contracts | 0.04 | Interest rate derivative | N/A | UK |
|
USD/KRW FORWARD
Bank of America, National Association
|
17.86 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
| IRS ZAR | 17.34 k | 1.00 contracts | 0.03 | Interest rate derivative | N/A | UK |
| IRS ZAR | 17.06 k | 1.00 contracts | 0.03 | Interest rate derivative | N/A | UK |
| IRS PLN | 16.96 k | 1.00 contracts | 0.03 | Interest rate derivative | N/A | UK |
|
CLP/USD FORWARD
THE TORONTO-DOMINION BANK
|
15.98 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
|
USD/PHP FORWARD
HSBC SECURITIES (USA) INC.
|
15.22 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
|
PHP/USD FORWARD
Citibank, National Association
|
14.52 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
|
COP/USD FORWARD
DEUTSCHE BANK AKTIENGESELLSCHAFT
|
13.59 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
|
DIGICEL INTL FIN LTD Common Equity
|
13.16 k | 5.24 k shares | 0.03 | Common equity | Long | USA |
|
SGD/USD FORWARD
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
|
12.74 k | 1.00 contracts | 0.02 | DFE | N/A | USA |
| IRS ZAR | 12.55 k | 1.00 contracts | 0.02 | Interest rate derivative | N/A | UK |
| IRS CNY | 12.47 k | 1.00 contracts | 0.02 | Interest rate derivative | N/A | UK |
| IRS ZAR | 11.65 k | 1.00 contracts | 0.02 | Interest rate derivative | N/A | UK |
| IRS CNY | 8.80 k | 1.00 contracts | 0.02 | Interest rate derivative | N/A | UK |
|
USD/THB FORWARD
J.P. MORGAN SECURITIES LLC
|
8.64 k | 1.00 contracts | 0.02 | DFE | N/A | USA |
| IRS CZK | 8.19 k | 1.00 contracts | 0.02 | Interest rate derivative | N/A | UK |
|
MXN/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
8.06 k | 1.00 contracts | 0.02 | DFE | N/A | USA |
|
TRY/USD FORWARD
HSBC SECURITIES (USA) INC.
|
7.78 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
|
USD/TRY FORWARD
Bank of America, National Association
|
7.12 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
|
IDR/USD FORWARD
Bank of America, National Association
|
6.89 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
|
COP/USD FORWARD
BARCLAYS PLC
|
6.65 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
|
EUR/USD FORWARD
State Street Bank and Trust Company
|
6.14 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
|
USD/MYR FORWARD
BARCLAYS PLC
|
5.90 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
| IRS PLN | 5.90 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | UK |
| IRS ZAR | 5.49 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | UK |
| EURO-BOBL | 5.25 k | -5.00 contracts | 0.01 | Interest rate derivative | N/A | Germany |
|
TWD/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
5.19 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
|
CLP/USD FORWARD
BARCLAYS PLC
|
4.98 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
| US 5 YEAR TREASURY NOTE | 4.97 k | -2.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
| IRS KRW | 4.90 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | UK |
|
TWD/USD FORWARD
MORGAN STANLEY & CO. LLC
|
4.79 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
|
USD/HUF FORWARD
UBS Securities LLC
|
4.70 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
|
USD/CZK FORWARD
BNP PARIBAS SECURITIES CORP.
|
4.24 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
|
USD/TRY FORWARD
HSBC SECURITIES (USA) INC.
|
4.03 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
