| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Long-Term Investments 105.9% | |||||
| U.S. Treasury Obligations | |||||
| U.S. Treasury Inflation Indexed Bonds, TIPS | 0.125 % | 01/15/30 | 5,862 | $5,649,394 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 0.125 | 07/15/30 | 185 | 177,289 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 0.125 | 01/15/31 | 4,588 | 4,348,638 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 0.125 | 01/15/32 | 4,073 | 3,784,386 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 0.250 | 07/15/29 | 275 | 268,779 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 0.250 | 02/15/50 | 1,487 | 842,855 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 0.375 | 01/15/27 | 656 | 658,629 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 0.500 | 01/15/28 | 1,245 | 1,239,289 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 0.625 | 07/15/32 | 169 | 160,622 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 0.625 | 02/15/43 | 1,315 | 972,863 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 0.750 | 02/15/42 | 969 | 750,107 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 0.750 | 02/15/45 | 784 | 564,651 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 0.875 | 01/15/29 | 4,174 | 4,163,491 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 0.875 | 02/15/47 | 196 | 139,629 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 1.000 | 02/15/46 | 800 | 594,998 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 1.000 | 02/15/48 | 364 | 262,300 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 1.125 | 01/15/33 | 2,858 | 2,776,881 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 1.250 | 04/15/28 | 501 | 504,563 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 1.375 | 07/15/33 | 963 | 949,723 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 1.375 | 02/15/44 | 715 | 593,506 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 1.500 | 02/15/53 | 2,314 | 1,771,938 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 1.750 | 01/15/28 | 5,085 | 5,167,181 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 1.750 | 01/15/34 | 1,924 | 1,931,634 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 1.875 | 07/15/34 | 734 | 743,594 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 1.875 | 07/15/35 | 2,722 | 2,732,477 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 1.875 | 01/15/36 | 629 | 626,568 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 2.125 | 04/15/29 | 549 | 566,376 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 2.125 | 01/15/35 | 3,956 | 4,054,886 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 2.125 | 02/15/41 | 373 | 363,148 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 2.125 | 02/15/54 | 793 | 698,906 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 2.375 | 02/15/55 | 36 | 33,648 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 2.500 | 01/15/29 | 3,059 | 3,184,463 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 3.625 | 04/15/28 | 515 | 542,521 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 3.875 | 04/15/29 | 80 | 86,032 | |
| Total Long-Term Investments (cost $51,693,740) | 51,905,965 | ||||
| Shares | |||||
| Short-Term Investment 1.5% | |||||
| Affiliated Mutual Fund | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.780%) (cost $729,087)(wb) | 729,087 | 729,087 | |||
| TOTAL INVESTMENTS 107.4% (cost $52,422,827) | 52,635,052 | ||||
| Liabilities in excess of other assets (7.4)% | (3,615,442) | ||||
| Net Assets 100.0% | $49,019,610 | ||||
| Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings: |
| TIPS—Treasury Inflation-Protected Securities |
| # | Principal amount is shown in U.S. dollars unless otherwise stated. |
| (wb) | Represents an investment in a Fund affiliated with the Manager. |