UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: | 811-22724 | |
Exact name of registrant as specified in charter: | PGIM Global Short Duration High Yield Fund, Inc. | |
Address of principal executive offices: | 655 Broad Street, 17th Floor, | |
Newark, New Jersey 07102 | ||
Name and address of agent for service: | Deborah A. Docs | |
655 Broad Street, 17th Floor, | ||
Newark, New Jersey 07102 | ||
Registrants telephone number, including area code: | 973-367-7521 | |
Date of fiscal year end: | 7/31/2018 | |
Date of reporting period: | 4/30/2018 |
Item 1. Schedule of Investments
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Long-Term Investments 132.6% | |||||
Bank Loans 18.9% | |||||
Aerospace & Defense 0.1% | |||||
StandardAero
Aviation Holdings, Inc., Initial Term Loan, 1 Month LIBOR + 3.750% |
5.650%(c) | 07/07/22 | 895 | $ 901,484 | |
Cable 0.3% | |||||
Mergermarket
Bidco Ltd. (United Kingdom), Facility B1, 1 - 3 Month GBP LIBOR + 4.500% |
5.090(c) | 08/12/24 | GBP | 1,175 | 1,602,468 |
Capital Goods 1.8% | |||||
AI
Robin Finco Ltd. (United Kingdom), Facility B, 6 Month EURIBOR + 4.500% |
4.500(c) | 09/12/24 | EUR | 2,500 | 3,021,510 |
Eagle
Bidco Ltd. (United Kingdom), Term Loan |
—(p) | 05/12/22 | GBP | 3,650 | 5,023,942 |
Kiwi
VFS Sub Ii Sarl (Luxembourg), Facility B1 Loan, 3 Month GBP LIBOR + 4.000% |
4.520(c) | 07/29/24 | GBP | 2,875 | 3,970,407 |
12,015,859 | |||||
Chemicals 0.6% | |||||
INEOS
Finance PLC (United Kingdom), 2024 Euro Term Loan, 1 Month EURIBOR + 2.000% |
2.500(c) | 04/01/24 | EUR | 3,441 | 4,153,488 |
Commercial Services 0.7% | |||||
Laureate
Education, Inc., Series 2024 Term Loan, 1 Month LIBOR + 3.500% |
5.400(c) | 04/26/24 | 4,459 | 4,488,892 | |
Consumer Services 1.9% | |||||
Diamond
(BC) BV, Initial Euro Term Loan, 2 Month EURIBOR + 3.250% |
3.250(c) | 09/06/24 | EUR | 4,314 | 5,184,689 |
Verisure
Holding AB (Sweden), Facility B1E, 3 Month EURIBOR + 3.000% |
3.000(c) | 10/21/22 | EUR | 3,000 | 3,592,225 |
West
Corp., First Lien Term B Loan, 1 Month LIBOR + 4.000% |
5.900(c) | 10/10/24 | 3,716 | 3,728,462 | |
12,505,376 |
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Bank Loans (Continued) | |||||
Foods 1.0% | |||||
CEC
Entertainment, Inc., First Lien Term B Loan, 1 Month LIBOR + 3.250% |
5.150%(c) | 02/15/21 | 3,701 | $ 3,306,817 | |
Froneri
International PLC (United Kingdom), Facility B3, 1 Month GBP LIBOR + 3.250% |
3.760(c) | 01/31/25 | GBP | 2,600 | 3,586,473 |
6,893,290 | |||||
Healthcare & Pharmaceuticals 2.8% | |||||
Financiere
Verdi I SAS (France), Facility B1, 3 Month GBP LIBOR + 4.750% |
5.460(c) | 07/21/23 | GBP | 6,000 | 8,247,350 |
HomeVi
SAS (France), Senior Facility B, 3 Month EURIBOR + 3.250% |
3.250(c) | 10/31/24 | EUR | 2,650 | 3,205,470 |
Nidda
Heathcare Holding AG (Germany), Facility B1 - GBP |
—(p) | 09/20/24 | GBP | 2,300 | 3,167,089 |
Unilabs
Diagnostics AB (Sweden), Facility B2, 1 - 6 Month EURIBOR + 2.875% |
2.875(c) | 04/19/24 | EUR | 3,300 | 3,958,506 |
18,578,415 | |||||
Non-Captive Finance 0.3% | |||||
Exela
Intermediate LLC, First Lien Term B Loan, 3 Month LIBOR + 7.500% |
9.570(c) | 06/30/23 | 1,975 | 1,986,728 | |
Other Industry 0.9% | |||||
Richmond
UK Bidco Ltd. (United Kingdom), Facility B, 1 Month GBP LIBOR + 4.250% |
4.760(c) | 03/03/24 | GBP | 583 | 791,258 |
WowMidco
SAS (France), Facility B2, 6 Month EURIBOR + 3.500% |
3.500(c) | 03/16/23 | EUR | 4,000 | 4,844,734 |
5,635,992 | |||||
Packaging & Containers 0.3% | |||||
Coveris
Holdings SA (Luxembourg), USD Term B-1 Loan, 3 Month LIBOR + 4.250% |
6.550(c) | 06/29/22 | 1,669 | 1,673,661 | |
Retail 3.1% | |||||
Academy
Ltd., Initial Term Loan, 1 - 3 Month LIBOR + 4.000% |
5.923(c) | 07/01/22 | 3,064 | 2,424,152 | |
Euro Garages Ltd. (United Kingdom), | |||||
Term Loan | —(p) | 02/28/25 | 4,050 | 5,551,277 |
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Bank Loans (Continued) | |||||
Retail (cont’d.) | |||||
Euro Garages Ltd. (United Kingdom), (cont’d.) | |||||
Term Loan | —%(p) | 03/31/26 | 2,675 | $ 3,216,865 | |
Sally
Holdings LLC, Term B-2 Loan |
4.500 | 07/05/24 | 3,255 | 3,212,278 | |
Thom
Europe (France), Facility B, 3 Month EURIBOR + 4.500% |
4.500(c) | 08/07/24 | EUR | 5,100 | 6,167,219 |
20,571,791 | |||||
Software 0.5% | |||||
Infor
(US), Inc., Tranche B-6 Term Loan, 1 Month LIBOR + 2.750% |
4.650(c) | 02/01/22 | 745 | 747,714 | |
Symantec
Corp., Term A-5 Loan, 1 Month LIBOR + 1.750% |
3.650(c) | 08/01/21 | 2,493 | 2,494,435 | |
3,242,149 | |||||
Technology 3.3% | |||||
BMC
Foreign Holding Co. Unlimited Co., Initial B-2 Foreign Euro Term Loan, 3 Month EURIBOR + 3.750% |
3.750(c) | 09/10/22 | EUR | 2,786 | 3,368,154 |
BMC
Software Finance, Inc., Initial B-2 US Term Loan, 1 Month LIBOR + 3.250% |
5.150(c) | 09/10/22 | 4,314 | 4,328,805 | |
Camelia
Bidco Ltd. (United Kingdom), Facility B1, 3 Month GBP LIBOR + 4.750% |
5.460(c) | 10/10/24 | GBP | 2,200 | 3,032,545 |
Informatica
LLC, Dollar Term B-1 Loan, 1 Month LIBOR + 3.250% |
5.150(c) | 08/05/22 | 1,312 | 1,321,424 | |
McAfee LLC, | |||||
Closing Date Euro Term Loan, 3 Month EURIBOR + 4.250% | 4.250(c) | 09/30/24 | EUR | 1,396 | 1,699,048 |
Closing Date USD Term Loan, 1 Month LIBOR + 4.500% | 6.400(c) | 09/30/24 | 5,647 | 5,713,176 | |
Second Lien Initial Loan, 1 Month LIBOR + 8.500% | 10.400(c) | 09/29/25 | 2,225 | 2,252,813 | |
21,715,965 | |||||
Telecommunications 1.3% | |||||
Digicel
International Finance Ltd., First Lien Initial Term B Loan, 3 Month LIBOR + 3.250% |
5.610(c) | 05/27/24 | 2,836 | 2,828,662 |
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Bank Loans (Continued) | |||||
Telecommunications (cont’d.) | |||||
Intelsat
Jackson Holdings SA (Luxembourg), Tranche B-5 Term Loan |
6.630% | 01/02/24 | 2,925 | $ 2,977,650 | |
Xplornet
Communications, Inc. (Canada), New Term B Loan, 3 Month LIBOR + 4.000% |
6.300(c) | 09/09/21 | 2,890 | 2,916,968 | |
8,723,280 | |||||
Tobacco 0.0% | |||||
Jacobs
Douwe Egberts International BV (Netherlands), Term Loan |
—(p) | 07/01/22 | EUR | 202 | 244,732 |
Total
Bank Loans (cost $120,928,855) |
124,933,570 | ||||
Corporate Bonds 111.5% | |||||
Argentina 0.4% | |||||
Cablevision SA, | |||||
Sr. Unsec’d. Notes | 6.500 | 06/15/21 | 500 | 519,375 | |
Sr. Unsec’d. Notes, 144A | 6.500 | 06/15/21 | 2,286 | 2,374,582 | |
2,893,957 | |||||
Australia 0.8% | |||||
BlueScope
Steel Finance Ltd./BlueScope Steel Finance USA LLC, Gtd. Notes, 144A(aa) |
6.500 | 05/15/21 | 4,505 | 4,651,412 | |
FMG
Resources August 2006 Pty. Ltd., Sr. Sec’d. Notes, 144A(aa) |
9.750 | 03/01/22 | 659 | 725,946 | |
5,377,358 | |||||
Brazil 2.4% | |||||
Banco
do Brasil SAyman, Gtd. Notes(aa) |
3.875 | 10/10/22 | 1,000 | 962,000 | |
Braskem
Finance Ltd., Gtd. Notes, 144A |
5.750 | 04/15/21 | 4,000 | 4,139,600 | |
JBS
Investments GmbH, Gtd. Notes, 144A(aa) |
7.750 | 10/28/20 | 5,300 | 5,386,178 | |
JBS USA LUX SA/JBS USA Finance, Inc., | |||||
Gtd. Notes, 144A | 7.250 | 06/01/21 | 1,189 | 1,197,918 |
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Corporate Bonds (Continued) | |||||
Brazil (cont’d.) | |||||
JBS USA LUX SA/JBS USA Finance, Inc., (cont’d.) | |||||
Gtd. Notes, 144A(aa) | 7.250% | 06/01/21 | 2,225 | $ 2,241,687 | |
Petrobras
Global Finance BV, Gtd. Notes |
8.375 | 05/23/21 | 1,960 | 2,208,528 | |
16,135,911 | |||||
Canada 7.1% | |||||
Bombardier, Inc., | |||||
Sr. Unsec’d. Notes, 144A(aa) | 7.500 | 12/01/24 | 8,300 | 8,735,750 | |
Sr. Unsec’d. Notes, 144A(aa) | 8.750 | 12/01/21 | 5,725 | 6,370,952 | |
Brookfield
Residential Properties, Inc., Gtd. Notes, 144A(aa) |
6.500 | 12/15/20 | 3,025 | 3,062,812 | |
Cascades,
Inc., Gtd. Notes, 144A(aa) |
5.500 | 07/15/22 | 2,279 | 2,267,605 | |
Mattamy
Group Corp., Sr. Unsec’d. Notes, 144A |
6.875 | 12/15/23 | 2,675 | 2,748,562 | |
MEG Energy Corp., | |||||
Gtd. Notes, 144A(aa) | 6.375 | 01/30/23 | 4,800 | 4,332,000 | |
Gtd. Notes, 144A | 7.000 | 03/31/24 | 400 | 359,000 | |
Mercer
International, Inc., Sr. Unsec’d. Notes(aa) |
7.750 | 12/01/22 | 711 | 748,328 | |
New
Gold, Inc., Gtd. Notes, 144A(aa) |
6.250 | 11/15/22 | 3,670 | 3,743,400 | |
NOVA Chemicals Corp., | |||||
Sr. Unsec’d. Notes, 144A(aa) | 4.875 | 06/01/24 | 4,735 | 4,581,112 | |
Sr. Unsec’d. Notes, 144A | 5.250 | 08/01/23 | 930 | 930,000 | |
Quebecor
Media, Inc., Sr. Unsec’d. Notes |
5.750 | 01/15/23 | 2,830 | 2,900,750 | |
Rockpoint
Gas Storage Canada Ltd., Sr. Sec’d. Notes, 144A(aa) |
7.000 | 03/31/23 | 2,175 | 2,172,281 | |
Teck Resources Ltd., | |||||
Gtd. Notes | 4.500 | 01/15/21 | 650 | 656,500 | |
Gtd. Notes, 144A(aa) | 8.500 | 06/01/24 | 2,442 | 2,725,883 | |
Teine
Energy Ltd., Sr. Unsec’d. Notes, 144A |
6.875 | 09/30/22 | 925 | 945,813 | |
47,280,748 | |||||
Chile 0.6% | |||||
VTR
Finance BV, Sr. Sec’d. Notes, 144A(aa) |
6.875 | 01/15/24 | 4,000 | 4,136,040 |
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Corporate Bonds (Continued) | |||||
China 0.1% | |||||
Eagle
Intermediate Global Holding BV/Ruyi US Finance LLC, Sr. Sec’d. Notes, 144A |
7.500% | 05/01/25 | 625 | $ 640,625 | |
France 2.2% | |||||
Altice
France SA, Sr. Sec’d. Notes, 144A(aa) |
6.000 | 05/15/22 | 4,720 | 4,652,126 | |
Banijay
Group SAS, Sec’d. Notes, 144A |
4.000 | 07/01/22 | EUR | 375 | 465,832 |
Loxam
SAS, First Lien, 144A |
3.500 | 04/15/22 | EUR | 1,600 | 2,004,961 |
Picard
Groupe SAS, Sec’d. Notes, 144A, 3 Month EURIBOR + 3.000%(aa) |
3.000(c) | 11/30/23 | EUR | 4,350 | 5,230,496 |
Verallia
Packaging SASU, Sr. Sec’d. Notes, 144A(aa) |
5.125 | 08/01/22 | EUR | 2,000 | 2,495,526 |
14,848,941 | |||||
Germany 2.0% | |||||
IHO Verwaltungs GmbH, | |||||
Sr. Sec’d. Notes, 144A, Cash coupon 2.750% or PIK 3.500%(aa) | 2.750 | 09/15/21 | EUR | 8,500 | 10,455,506 |
Sr. Sec’d. Notes, 144A, Cash coupon 4.125% or PIK 4.875%(aa) | 4.125 | 09/15/21 | 2,675 | 2,682,824 | |
13,138,330 | |||||
Guatemala 0.2% | |||||
Comunicaciones
Celulares SA Via Comcel Trust, Sr. Unsec’d. Notes |
6.875 | 02/06/24 | 1,000 | 1,037,320 | |
Ireland 1.7% | |||||
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc., | |||||
Gtd. Notes, 144A | 6.750 | 05/15/24 | EUR | 400 | 526,358 |
Sr. Sec’d. Notes, 144A | 4.250 | 09/15/22 | 2,800 | 2,782,500 | |
Avolon
Holdings Funding Ltd., Gtd. Notes, 144A |
5.500 | 01/15/23 | 500 | 498,750 | |
eircom
Finance DAC, Sr. Sec’d. Notes, 144A |
4.500 | 05/31/22 | EUR | 1,000 | 1,236,581 |
Park Aerospace Holdings Ltd., | |||||
Gtd. Notes, 144A | 4.500 | 03/15/23 | 250 | 239,375 | |
Gtd. Notes, 144A | 5.250 | 08/15/22 | 1,600 | 1,590,000 |
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Corporate Bonds (Continued) | |||||
Ireland (cont’d.) | |||||
Park Aerospace Holdings Ltd., (cont’d.) | |||||
Gtd. Notes, 144A | 5.500% | 02/15/24 | 125 | $ 121,406 | |
Smurfit
Kappa Acquisitions Unlimited Co., Gtd. Notes, 144A |
4.875 | 09/15/18 | 4,038 | 4,044,057 | |
11,039,027 | |||||
Israel 0.3% | |||||
Teva
Pharmaceutical Finance Netherlands II BV, Gtd. Notes, 144A(aa) |
3.250 | 04/15/22 | EUR | 1,425 | 1,748,705 |
Italy 0.4% | |||||
Wind
Tre SpA, First Lien, 144A(aa) |
2.625 | 01/20/23 | EUR | 2,625 | 2,881,005 |
Jamaica 0.3% | |||||
Digicel Group Ltd., | |||||
Sr. Unsec’d. Notes | 8.250 | 09/30/20 | 950 | 849,063 | |
Sr. Unsec’d. Notes, 144A | 8.250 | 09/30/20 | 500 | 446,875 | |
Digicel Ltd., | |||||
Sr. Unsec’d. Notes | 6.000 | 04/15/21 | 500 | 475,625 | |
Sr. Unsec’d. Notes, 144A | 6.000 | 04/15/21 | 400 | 380,500 | |
2,152,063 | |||||
Luxembourg 2.2% | |||||
BMBG
Bond Finance SCA, First Lien, 144A |
3.000 | 06/15/21 | EUR | 2,000 | 2,447,949 |
Coveris
Holdings SA, Gtd. Notes, 144A |
7.875 | 11/01/19 | 5,000 | 5,101,500 | |
Galapagos
SA, Sr. Sec’d. Notes, 144A, 3 Month EURIBOR + 4.750% |
4.423(c) | 06/15/21 | EUR | 3,146 | 3,619,406 |
Intelsat
Jackson Holdings SA, Sr. Sec’d. Notes, 144A |
9.500 | 09/30/22 | 720 | 822,600 | |
LSF9
Balta Issuer SARL, Sr. Sec’d. Notes |
7.750 | 09/15/22 | EUR | 1,393 | 1,766,951 |
Monitchem
HoldCo 3 SA, Sr. Sec’d. Notes |
5.250 | 06/15/21 | EUR | 450 | 546,995 |
14,305,401 |
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Corporate Bonds (Continued) | |||||
Netherlands 1.7% | |||||
InterXion
Holding NV, Sr. Sec’d. Notes(aa) |
6.000% | 07/15/20 | EUR | 2,500 | $ 3,095,376 |
NXP BV/NXP Funding LLC, | |||||
Gtd. Notes, 144A(aa) | 3.875 | 09/01/22 | 2,825 | 2,764,969 | |
Gtd. Notes, 144A(aa) | 4.125 | 06/01/21 | 1,490 | 1,493,725 | |
United
Group BV, Sr. Sec’d. Notes, 144A |
4.375 | 07/01/22 | EUR | 3,200 | 3,951,304 |
11,305,374 | |||||
Russia 2.0% | |||||
EuroChem
Mineral & Chemical Co. OJSC Via EuroChem Global Investments Ltd., Sr. Unsec’d. Notes, 144A |
3.800 | 04/12/20 | 2,000 | 1,940,464 | |
Evraz
Group SA, Sr. Unsec’d. Notes |
6.500 | 04/22/20 | 1,000 | 1,017,400 | |
Gazprom OAO Via Gaz Capital SA, | |||||
Sr. Unsec’d. Notes | 4.950 | 07/19/22 | 645 | 650,644 | |
Sr. Unsec’d. Notes | 6.510 | 03/07/22 | 1,470 | 1,558,441 | |
Sr. Unsec’d. Notes, 144A | 4.950 | 07/19/22 | 3,500 | 3,530,625 | |
Sr. Unsec’d. Notes, EMTN | 3.600 | 02/26/21 | EUR | 2,000 | 2,535,956 |
Sr. Unsec’d. Notes, EMTN | 5.338 | 09/25/20 | GBP | 1,000 | 1,448,298 |
Sberbank
of Russia Via SB Capital SA, Sr. Unsec’d. Notes |
5.717 | 06/16/21 | 500 | 513,500 | |
13,195,328 | |||||
South Africa 0.6% | |||||
Eskom
Holdings SOC Ltd., Sr. Unsec’d. Notes |
5.750 | 01/26/21 | 1,250 | 1,246,425 | |
Sasol
Financing International Ltd., Gtd. Notes |
4.500 | 11/14/22 | 2,500 | 2,482,000 | |
3,728,425 | |||||
Sweden 0.6% | |||||
Intrum
AB, Sr. Unsec’d. Notes, 144A |
2.750 | 07/15/22 | EUR | 1,775 | 2,122,299 |
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Corporate Bonds (Continued) | |||||
Sweden (cont’d.) | |||||
Perstorp
Holding AB, Sr. Sec’d. Notes |
7.625% | 06/30/21 | EUR | 732 | $ 936,823 |
Verisure
Holding AB, Sr. Sec’d. Notes, 144A |
6.000 | 11/01/22 | EUR | 450 | 571,269 |
3,630,391 | |||||
Turkey 0.6% | |||||
Turkiye Is Bankasi, | |||||
Sr. Unsec’d. Notes | 3.750 | 10/10/18 | 1,000 | 999,316 | |
Sr. Unsec’d. Notes | 5.000 | 04/30/20 | 1,375 | 1,367,795 | |
Sr. Unsec’d. Notes, 144A, MTN | 5.375 | 10/06/21 | 1,000 | 984,820 | |
Sr. Unsec’d. Notes, MTN | 5.375 | 10/06/21 | 625 | 615,512 | |
3,967,443 | |||||
United Arab Emirates 0.3% | |||||
DAE
Funding LLC, Gtd. Notes, 144A(aa) |
4.500 | 08/01/22 | 1,875 | 1,804,688 | |
United Kingdom 7.3% | |||||
B&M
European Value Retail SA, Sr. Sec’d. Notes, 144A, MTN |
4.125 | 02/01/22 | GBP | 425 | 599,717 |
Boparan Finance PLC, | |||||
Sr. Sec’d. Notes | 5.250 | 07/15/19 | GBP | 1,700 | 2,326,269 |
Sr. Sec’d. Notes(aa) | 5.500 | 07/15/21 | GBP | 1,575 | 2,057,381 |
CPUK
Finance Ltd., Sec’d. Notes, 144A |
4.250 | 02/28/47 | GBP | 2,575 | 3,562,995 |
EC
Finance PLC, First Lien, 144A |
2.375 | 11/15/22 | EUR | 950 | 1,151,842 |
Grainger
PLC, Sr. Sec’d. Notes(aa) |
5.000 | 12/16/20 | GBP | 4,565 | 6,799,259 |
Iceland
Bondco PLC, Sr. Sec’d. Notes, 144A, 3 Month GBP LIBOR + 4.250%(aa) |
5.036(c) | 07/15/20 | GBP | 182 | 249,461 |
Jaguar
Land Rover Automotive PLC, Gtd. Notes, 144A(aa) |
4.250 | 11/15/19 | 1,850 | 1,863,875 | |
Jerrold
Finco PLC, First Lien, 144A(aa) |
6.250 | 09/15/21 | GBP | 1,850 | 2,615,678 |
Jewel
UK Bondco PLC, First Lien, 144A |
8.500 | 04/15/23 | GBP | 2,025 | 2,787,835 |
Kelda
Finance No. 3 PLC, Sr. Sec’d. Notes(aa) |
5.750 | 02/17/20 | GBP | 1,370 | 1,980,396 |
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Corporate Bonds (Continued) | |||||
United Kingdom (cont’d.) | |||||
McLaren
Finance PLC, Sr. Sec’d. Notes, 144A(aa) |
5.000% | 08/01/22 | GBP | 3,125 | $ 4,267,281 |
Melton
Renewable Energy UK PLC, Sr. Sec’d. Notes(aa) |
6.750 | 02/01/20 | GBP | 2,400 | 3,333,012 |
Newday Bondco PLC, | |||||
First Lien, 144A, 3 Month GBP LIBOR + 6.500%(aa) | 7.022(c) | 02/01/23 | GBP | 1,250 | 1,617,099 |
Sr. Sec’d. Notes, 144A(aa) | 7.375 | 02/01/24 | GBP | 1,000 | 1,307,602 |
Stonegate Pub Co. Financing PLC, | |||||
Sr. Sec’d. Notes, 144A(aa) | 4.875 | 03/15/22 | GBP | 1,275 | 1,738,628 |
Sr. Sec’d. Notes, 144A, 3 Month GBP LIBOR + 4.375% | 4.981(c) | 03/15/22 | GBP | 925 | 1,266,770 |
TVL
Finance PLC, Sec’d. Notes, 144A, 3 Month GBP LIBOR + 4.875% |
5.422(c) | 05/15/23 | GBP | 1,200 | 1,645,178 |
Voyage
Care Bondco PLC, Sec’d. Notes, 144A |
5.875 | 05/01/23 | GBP | 1,600 | 2,202,446 |
Wagamama
Finance PLC, First Lien, 144A |
4.125 | 07/01/22 | GBP | 1,250 | 1,660,655 |
William
Hill PLC, Gtd. Notes(aa) |
4.250 | 06/05/20 | GBP | 2,500 | 3,549,913 |
48,583,292 | |||||
United States 76.7% | |||||
A.
Schulman, Inc., Gtd. Notes(aa) |
6.875 | 06/01/23 | 950 | 997,500 | |
Acadia Healthcare Co., Inc., | |||||
Gtd. Notes | 5.125 | 07/01/22 | 600 | 600,000 | |
Gtd. Notes(aa) | 5.625 | 02/15/23 | 2,875 | 2,904,612 | |
AK
Steel Corp., Sr. Sec’d. Notes |
7.500 | 07/15/23 | 600 | 630,000 | |
Alliance Data Systems Corp., | |||||
Gtd. Notes, 144A(aa) | 5.375 | 08/01/22 | 2,815 | 2,829,075 | |
Gtd. Notes, 144A, MTN | 5.875 | 11/01/21 | 3,100 | 3,154,250 | |
Alta
Mesa Holdings LP/Alta Mesa Finance Sevices Corp., Gtd. Notes(aa) |
7.875 | 12/15/24 | 2,650 | 2,742,750 | |
Altice
US Finance I Corp., Sr. Sec’d. Notes, 144A |
5.375 | 07/15/23 | 3,530 | 3,534,412 | |
AMC
Entertainment Holdings, Inc., Gtd. Notes |
5.875 | 02/15/22 | 600 | 607,500 | |
AMC
Networks, Inc., Gtd. Notes(aa) |
4.750 | 12/15/22 | 1,400 | 1,407,000 | |
American
Axle & Manufacturing, Inc., Gtd. Notes(aa) |
7.750 | 11/15/19 | 2,800 | 2,954,000 |
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
AmeriGas
Partners LP/AmeriGas Finance Corp., Sr. Unsec’d. Notes |
5.625% | 05/20/24 | 450 | $ 447,750 | |
Anixter,
Inc., Gtd. Notes(aa) |
5.625 | 05/01/19 | 1,000 | 1,017,500 | |
Antero Resources Corp., | |||||
Gtd. Notes(aa) | 5.375 | 11/01/21 | 1,125 | 1,137,994 | |
Gtd. Notes | 5.625 | 06/01/23 | 550 | 561,688 | |
Ascent
Resources Utica Holdings LLC/ARU Finance Corp., Sr. Unsec’d. Notes, 144A(aa) |
10.000 | 04/01/22 | 5,336 | 5,736,200 | |
Ashton
Woods USA LLC/Ashton Woods Finance Co., Sr. Unsec’d. Notes, 144A(aa) |
6.875 | 02/15/21 | 4,725 | 4,713,187 | |
AV
Homes, Inc., Gtd. Notes(aa) |
6.625 | 05/15/22 | 2,475 | 2,533,781 | |
Avantor,
Inc., Sr. Sec’d. Notes, 144A |
6.000 | 10/01/24 | 450 | 452,250 | |
B&G
Foods, Inc., Gtd. Notes |
4.625 | 06/01/21 | 1,100 | 1,087,284 | |
Beazer
Homes USA, Inc., Gtd. Notes(aa) |
8.750 | 03/15/22 | 5,750 | 6,189,875 | |
Blue
Cube Spinco, Inc., Gtd. Notes |
9.750 | 10/15/23 | 225 | 258,750 | |
BMC
Software Finance, Inc., Sr. Unsec’d. Notes, 144A(aa) |
8.125 | 07/15/21 | 3,215 | 3,206,962 | |
Brinker
International, Inc., Gtd. Notes, 144A |
5.000 | 10/01/24 | 300 | 294,000 | |
Calpine Corp., | |||||
Sr. Sec’d. Notes, 144A | 5.875 | 01/15/24 | 650 | 653,656 | |
Sr. Unsec’d. Notes(aa) | 5.375 | 01/15/23 | 3,025 | 2,900,219 | |
Sr. Unsec’d. Notes(aa) | 5.500 | 02/01/24 | 2,600 | 2,385,500 | |
Carmike
Cinemas, Inc., Sec’d. Notes, 144A(aa) |
6.000 | 06/15/23 | 2,750 | 2,846,250 | |
CCM
Merger, Inc., Sr. Unsec’d. Notes, 144A(aa) |
6.000 | 03/15/22 | 4,775 | 4,858,562 | |
CCO Holdings LLC/CCO Holdings Capital Corp., | |||||
Sr. Unsec’d. Notes(aa) | 5.250 | 09/30/22 | 3,800 | 3,859,375 | |
Sr. Unsec’d. Notes, 144A(aa) | 4.000 | 03/01/23 | 2,060 | 1,987,900 | |
Sr. Unsec’d. Notes, 144A(aa) | 5.125 | 05/01/23 | 8,000 | 8,037,600 | |
Sr. Unsec’d. Notes, 144A(aa) | 5.875 | 04/01/24 | 1,360 | 1,378,904 | |
CEC
Entertainment, Inc., Gtd. Notes(aa) |
8.000 | 02/15/22 | 1,475 | 1,150,500 | |
Centene
Corp., Sr. Unsec’d. Notes(aa) |
5.625 | 02/15/21 | 1,325 | 1,359,781 |
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
CenturyLink,
Inc., Sr. Unsec’d. Notes, Series S(aa) |
6.450% | 06/15/21 | 3,710 | $ 3,791,156 | |
Cequel Communications Holdings I LLC/Cequel Capital Corp., | |||||
Sr. Unsec’d. Notes, 144A(aa) | 5.125 | 12/15/21 | 5,725 | 5,659,449 | |
Sr. Unsec’d. Notes, 144A | 5.125 | 12/15/21 | 3,470 | 3,435,300 | |
Chemours Co. (The), | |||||
Gtd. Notes(aa) | 6.625 | 05/15/23 | 8,880 | 9,335,100 | |
Gtd. Notes | 7.000 | 05/15/25 | 500 | 538,125 | |
CHS/Community Health Systems, Inc., | |||||
Gtd. Notes(aa) | 6.875 | 02/01/22 | 900 | 488,520 | |
Gtd. Notes(aa) | 7.125 | 07/15/20 | 750 | 592,500 | |
Gtd. Notes(aa) | 8.000 | 11/15/19 | 4,133 | 3,761,030 | |
Sr. Sec’d. Notes(aa) | 6.250 | 03/31/23 | 1,825 | 1,665,313 | |
CIT
Group, Inc., Sr. Unsec’d. Notes |
5.250 | 03/07/25 | 1,100 | 1,123,375 | |
Citgo
Holding, Inc., Sr. Sec’d. Notes, 144A(aa) |
10.750 | 02/15/20 | 4,825 | 5,114,500 | |
Clean
Harbors, Inc., Gtd. Notes(aa) |
5.125 | 06/01/21 | 1,800 | 1,811,250 | |
Clear Channel Worldwide Holdings, Inc., | |||||
Gtd. Notes, Series A(aa) | 6.500 | 11/15/22 | 2,715 | 2,769,300 | |
Gtd. Notes, Series A(aa) | 7.625 | 03/15/20 | 1,210 | 1,213,025 | |
Gtd. Notes, Series B | 6.500 | 11/15/22 | 900 | 921,375 | |
Gtd. Notes, Series B(aa) | 7.625 | 03/15/20 | 1,845 | 1,849,613 | |
Cleveland-Cliffs,
Inc., Sr. Sec’d. Notes, 144A(aa) |
4.875 | 01/15/24 | 3,250 | 3,168,750 | |
CNX Resources Corp., | |||||
Gtd. Notes(aa) | 5.875 | 04/15/22 | 3,518 | 3,535,590 | |
Gtd. Notes(aa) | 8.000 | 04/01/23 | 2,350 | 2,473,375 | |
CommScope,
Inc., Gtd. Notes, 144A(aa) |
5.000 | 06/15/21 | 1,425 | 1,435,688 | |
ContourGlobal
Power Holdings SA, Sr. Sec’d. Notes, 144A |
5.125 | 06/15/21 | EUR | 2,800 | 3,482,713 |
Coty,
Inc., Sr. Unsec’d. Notes, 144A |
4.000 | 04/15/23 | EUR | 4,675 | 5,703,896 |
Crescent
Communities LLC/Crescent Ventures, Inc., Sr. Sec’d. Notes, 144A(aa) |
8.875 | 10/15/21 | 2,392 | 2,511,600 | |
DCP
Midstream Operating LP, Gtd. Notes, 144A |
4.750 | 09/30/21 | 1,225 | 1,238,781 | |
Dell International LLC/EMC Corp., | |||||
Gtd. Notes, 144A(aa) | 5.875 | 06/15/21 | 4,590 | 4,722,352 |
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
Dell International LLC/EMC Corp., (cont’d.) | |||||
Gtd. Notes, 144A(aa) | 7.125% | 06/15/24 | 3,180 | $ 3,386,700 | |
Denbury
Resources, Inc., Sec’d. Notes, 144A |
9.000 | 05/15/21 | 600 | 627,000 | |
DISH DBS Corp., | |||||
Gtd. Notes(aa) | 5.125 | 05/01/20 | 5,535 | 5,507,325 | |
Gtd. Notes | 5.875 | 07/15/22 | 585 | 538,054 | |
Gtd. Notes(aa) | 6.750 | 06/01/21 | 4,005 | 3,984,975 | |
DPL, Inc., | |||||
Sr. Unsec’d. Notes(aa) | 6.750 | 10/01/19 | 2,302 | 2,371,060 | |
Sr. Unsec’d. Notes(aa) | 7.250 | 10/15/21 | 2,400 | 2,610,240 | |
Eldorado
Resorts, Inc., Gtd. Notes(aa) |
7.000 | 08/01/23 | 2,600 | 2,746,250 | |
EMC
Corp., Sr. Unsec’d. Notes(aa) |
2.650 | 06/01/20 | 1,665 | 1,616,881 | |
Endeavor
Energy Resources LP/EER Finance, Inc., Sr. Unsec’d. Notes, 144A(aa) |
5.500 | 01/30/26 | 2,325 | 2,336,625 | |
Endo
Finance LLC, Gtd. Notes, 144A |
5.750 | 01/15/22 | 225 | 184,500 | |
EnPro
Industries, Inc., Gtd. Notes |
5.875 | 09/15/22 | 625 | 643,750 | |
FBM
Finance, Inc., Sr. Sec’d. Notes, 144A(aa) |
8.250 | 08/15/21 | 1,025 | 1,078,813 | |
FelCor
Lodging LP, Gtd. Notes(aa) |
6.000 | 06/01/25 | 2,600 | 2,658,500 | |
Ferrellgas LP/Ferrellgas Finance Corp., | |||||
Gtd. Notes | 6.750 | 06/15/23 | 900 | 813,375 | |
Sr. Unsec’d. Notes | 6.750 | 01/15/22 | 800 | 754,000 | |
Ferrellgas Partners LP/Ferrellgas Partners Finance Corp., | |||||
Sr. Unsec’d. Notes(aa) | 8.625 | 06/15/20 | 1,000 | 920,000 | |
Sr. Unsec’d. Notes(aa) | 8.625 | 06/15/20 | 2,850 | 2,622,000 | |
First Data Corp., | |||||
Gtd. Notes, 144A | 7.000 | 12/01/23 | 13,345 | 13,963,941 | |
Sr. Sec’d. Notes, 144A | 5.375 | 08/15/23 | 418 | 426,276 | |
Genesis
Energy LP/Genesis Energy Finance Corp., Gtd. Notes(aa) |
6.000 | 05/15/23 | 2,175 | 2,126,062 | |
GenOn Energy, Inc., | |||||
Sr. Unsec’d. Notes(d)(dd) | 7.875 | 06/15/17 | 1,750 | 1,461,250 | |
Sr. Unsec’d. Notes(d)(dd) | 9.500 | 10/15/18 | 3,375 | 2,750,625 | |
Sr. Unsec’d. Notes(d)(dd) | 9.875 | 10/15/20 | 650 | 531,375 | |
Global Partners LP/GLP Finance Corp., | |||||
Gtd. Notes | 6.250 | 07/15/22 | 825 | 825,000 |
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
Global Partners LP/GLP Finance Corp., (cont’d.) | |||||
Gtd. Notes(aa) | 7.000% | 06/15/23 | 1,450 | $ 1,464,500 | |
Golden Nugget, Inc., | |||||
Gtd. Notes, 144A | 8.750 | 10/01/25 | 475 | 496,375 | |
Sr. Unsec’d. Notes, 144A(aa) | 6.750 | 10/15/24 | 1,675 | 1,700,125 | |
Griffon
Corp., Gtd. Notes |
5.250 | 03/01/22 | 575 | 574,828 | |
HCA
Healthcare, Inc., Sr. Unsec’d. Notes(aa) |
6.250 | 02/15/21 | 5,000 | 5,256,250 | |
HCA, Inc., | |||||
Gtd. Notes(aa) | 7.500 | 02/15/22 | 3,375 | 3,712,500 | |
Sr. Sec’d. Notes(aa) | 4.750 | 05/01/23 | 1,300 | 1,309,633 | |
Sr. Sec’d. Notes(aa) | 6.500 | 02/15/20 | 1,000 | 1,045,000 | |
Heartside
Group Holdings LLC/Heartside Finance Co., Gtd. Notes, 144A |
6.500 | 05/01/22 | 1,150 | 1,185,938 | |
Hexion,
Inc., Sr. Sec’d. Notes, 144A(aa) |
10.375 | 02/01/22 | 895 | 870,388 | |
Hot
Topic, Inc., Sr. Sec’d. Notes, 144A(aa) |
9.250 | 06/15/21 | 1,100 | 1,080,750 | |
Infor
Software Parent LLC/Infor Software Parent, Inc., Sr. Unsec’d. Notes, 144A, Cash coupon 7.125% or PIK 7.875% |
7.125 | 05/01/21 | 815 | 821,113 | |
Infor US, Inc., | |||||
Gtd. Notes | 5.750 | 05/15/22 | EUR | 200 | 244,901 |
Gtd. Notes(aa) | 6.500 | 05/15/22 | 1,555 | 1,578,325 | |
Sr. Sec’d. Notes, 144A(aa) | 5.750 | 08/15/20 | 3,552 | 3,623,040 | |
International
Game Technology PLC, Sr. Sec’d. Notes, 144A(aa) |
6.250 | 02/15/22 | 3,025 | 3,174,359 | |
International
Wire Group, Inc., Sec’d. Notes, 144A(aa) |
10.750 | 08/01/21 | 1,800 | 1,696,500 | |
Jack Ohio Finance LLC/Jack Ohio Finance 1 Corp., | |||||
Sec’d. Notes, 144A(aa) | 10.250 | 11/15/22 | 1,175 | 1,286,625 | |
Sr. Sec’d. Notes, 144A(aa) | 6.750 | 11/15/21 | 4,000 | 4,130,000 | |
Jacobs
Entertainment, Inc., Sec’d. Notes, 144A |
7.875 | 02/01/24 | 725 | 754,906 | |
Jaguar
Holding Co. II/Pharmaceutical Product Development LLC, Gtd. Notes, 144A(aa) |
6.375 | 08/01/23 | 4,775 | 4,834,687 | |
KB Home, | |||||
Gtd. Notes(aa) | 4.750 | 05/15/19 | 1,500 | 1,507,500 | |
Gtd. Notes(aa) | 7.250 | 06/15/18 | 3,500 | 3,513,125 |
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
KB Home, (cont’d.) | |||||
Gtd. Notes | 8.000% | 03/15/20 | 350 | $ 374,500 | |
Kindred
Healthcare, Inc., Gtd. Notes |
8.000 | 01/15/20 | 200 | 214,250 | |
Kraton
Polymers LLC/Kraton Polymers Capital Corp., Gtd. Notes, 144A(aa) |
10.500 | 04/15/23 | 2,700 | 2,986,875 | |
L Brands, Inc., | |||||
Gtd. Notes | 5.625 | 02/15/22 | 600 | 622,560 | |
Gtd. Notes(aa) | 5.625 | 10/15/23 | 4,500 | 4,674,375 | |
Gtd. Notes(aa) | 6.625 | 04/01/21 | 1,750 | 1,859,375 | |
Gtd. Notes(aa) | 7.000 | 05/01/20 | 250 | 265,000 | |
Lennar Corp., | |||||
Gtd. Notes(aa) | 4.125 | 01/15/22 | 3,125 | 3,113,281 | |
Gtd. Notes, 144A(aa) | 8.375 | 05/15/18 | 5,550 | 5,550,000 | |
Level
3 Financing, Inc., Gtd. Notes(aa) |
6.125 | 01/15/21 | 7,025 | 7,112,812 | |
LifePoint
Health, Inc., Gtd. Notes(aa) |
5.500 | 12/01/21 | 2,635 | 2,641,587 | |
M/I
Homes, Inc., Gtd. Notes(aa) |
6.750 | 01/15/21 | 3,125 | 3,214,844 | |
Mallinckrodt International Finance SA/Mallinckrodt CB LLC, | |||||
Gtd. Notes, 144A | 4.875 | 04/15/20 | 805 | 768,775 | |
Gtd. Notes, 144A | 5.750 | 08/01/22 | 2,470 | 2,056,275 | |
Mediacom
Broadband LLC/Mediacom Broadband Corp., Sr. Unsec’d. Notes(aa) |
5.500 | 04/15/21 | 5,285 | 5,344,456 | |
MEDNAX,
Inc., Gtd. Notes, 144A |
5.250 | 12/01/23 | 1,050 | 1,042,125 | |
Meritage
Homes Corp., Gtd. Notes |
7.000 | 04/01/22 | 800 | 878,000 | |
MGM Resorts International, | |||||
Gtd. Notes | 6.000 | 03/15/23 | 650 | 680,063 | |
Gtd. Notes | 6.625 | 12/15/21 | 325 | 347,750 | |
Gtd. Notes(aa) | 8.625 | 02/01/19 | 3,675 | 3,807,190 | |
Midcontinent
Communications/Midcontinent Finance Corp., Gtd. Notes, 144A |
6.875 | 08/15/23 | 1,986 | 2,085,300 | |
Molina
Healthcare, Inc., Gtd. Notes(aa) |
5.375 | 11/15/22 | 2,150 | 2,150,000 | |
NAI
Entertainment Holdings/NAI Entertainment Holdings Finance Corp., Sr. Sec’d. Notes, 144A |
5.000 | 08/01/18 | 3,000 | 3,000,600 | |
National
CineMedia LLC, Sr. Sec’d. Notes(aa) |
6.000 | 04/15/22 | 2,800 | 2,842,000 |
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
Navient Corp., | |||||
Sr. Unsec’d. Notes(aa) | 6.500% | 06/15/22 | 6,035 | $ 6,200,962 | |
Sr. Unsec’d. Notes | 6.625 | 07/26/21 | 625 | 649,313 | |
NCL
Corp. Ltd., Sr. Unsec’d. Notes, 144A |
4.750 | 12/15/21 | 1,111 | 1,127,665 | |
NCR Corp., | |||||
Gtd. Notes | 5.000 | 07/15/22 | 730 | 724,525 | |
Gtd. Notes(aa) | 6.375 | 12/15/23 | 6,280 | 6,499,800 | |
Neiman
Marcus Group Ltd. LLC, Gtd. Notes, 144A |
8.000 | 10/15/21 | 525 | 354,375 | |
New
Home Co. Inc., (The), Gtd. Notes(aa) |
7.250 | 04/01/22 | 1,850 | 1,896,306 | |
Nexstar
Broadcasting, Inc., Gtd. Notes, 144A(aa) |
6.125 | 02/15/22 | 1,260 | 1,296,225 | |
NGPL
PipeCo. LLC, Sr. Unsec’d. Notes, 144A(aa) |
4.375 | 08/15/22 | 1,450 | 1,442,750 | |
Nielsen Finance LLC/Nielsen Finance Co., | |||||
Gtd. Notes(aa) | 4.500 | 10/01/20 | 1,500 | 1,501,935 | |
Gtd. Notes, 144A | 5.000 | 04/15/22 | 2,140 | 2,156,264 | |
Novelis
Corp., Gtd. Notes, 144A |
6.250 | 08/15/24 | 585 | 595,969 | |
NRG Energy, Inc., | |||||
Gtd. Notes(aa) | 6.250 | 07/15/22 | 5,350 | 5,483,750 | |
Gtd. Notes(aa) | 6.250 | 05/01/24 | 3,560 | 3,680,150 | |
Nuance
Communications, Inc., Gtd. Notes, 144A(aa) |
5.375 | 08/15/20 | 1,703 | 1,711,515 | |
Outfront
Media Capital LLC/Outfront Media Capital Corp., Gtd. Notes(aa) |
5.625 | 02/15/24 | 3,235 | 3,269,453 | |
PetSmart,
Inc., Gtd. Notes, 144A(aa) |
7.125 | 03/15/23 | 3,900 | 2,262,000 | |
PF
Chang’s China Bistro, Inc., Gtd. Notes, 144A(aa) |
10.250 | 06/30/20 | 1,425 | 1,175,625 | |
PQ
Corp., Sr. Sec’d. Notes, 144A(aa) |
6.750 | 11/15/22 | 1,795 | 1,898,212 | |
PSPC
Escrow Corp., Sr. Unsec’d. Notes(aa) |
6.000 | 02/01/23 | EUR | 4,904 | 6,158,648 |
Qwest
Capital Funding, Inc., Gtd. Notes(aa) |
6.500 | 11/15/18 | 3,150 | 3,201,187 | |
Radiate Holdco LLC/Radiate Finance, Inc., | |||||
Sr. Unsec’d. Notes, 144A | 6.625 | 02/15/25 | 175 | 162,313 | |
Sr. Unsec’d. Notes, 144A(aa) | 6.875 | 02/15/23 | 1,025 | 991,688 |
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
Range Resources Corp., | |||||
Gtd. Notes | 5.000% | 03/15/23 | 1,025 | $ 986,050 | |
Gtd. Notes | 5.875 | 07/01/22 | 1,225 | 1,240,313 | |
Realogy
Group LLC/Realogy Co-Issuer Corp., Gtd. Notes, 144A(aa) |
5.250 | 12/01/21 | 1,725 | 1,746,563 | |
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC, | |||||
Sr. Sec’d. Notes(aa) | 5.750 | 10/15/20 | 2,092 | 2,107,996 | |
Sr. Sec’d. Notes, 144A | 5.125 | 07/15/23 | 500 | 503,125 | |
RHP
Hotel Properties LP/RHP Finance Corp., Gtd. Notes |
5.000 | 04/15/21 | 1,150 | 1,157,188 | |
Rite
Aid Corp., Gtd. Notes, 144A |
6.125 | 04/01/23 | 850 | 861,688 | |
Rockies Express Pipeline LLC, | |||||
Sr. Unsec’d. Notes, 144A(aa) | 5.625 | 04/15/20 | 1,895 | 1,961,912 | |
Sr. Unsec’d. Notes, 144A(aa) | 6.850 | 07/15/18 | 2,050 | 2,057,687 | |
RSP
Permian, Inc., Gtd. Notes(aa) |
6.625 | 10/01/22 | 1,675 | 1,746,188 | |
Sable
International Finance Ltd., Gtd. Notes, 144A |
6.875 | 08/01/22 | 1,000 | 1,051,250 | |
Sabra
Health Care LP/Sabra Capital Corp., Gtd. Notes(aa) |
5.500 | 02/01/21 | 2,630 | 2,689,175 | |
Sally
Holdings LLC/Sally Capital, Inc., Gtd. Notes |
5.500 | 11/01/23 | 225 | 225,563 | |
SBA
Communications Corp., Sr. Unsec’d. Notes, 144A(aa) |
4.000 | 10/01/22 | 5,905 | 5,624,512 | |
Scientific Games International, Inc., | |||||
Gtd. Notes | 6.250 | 09/01/20 | 225 | 225,281 | |
Gtd. Notes(aa) | 6.625 | 05/15/21 | 3,925 | 4,003,500 | |
Sealed
Air Corp., Gtd. Notes, 144A(aa) |
6.500 | 12/01/20 | 760 | 806,550 | |
Select
Medical Corp., Gtd. Notes(aa) |
6.375 | 06/01/21 | 2,500 | 2,531,250 | |
Sensata
Technologies BV, Gtd. Notes, 144A |
4.875 | 10/15/23 | 937 | 944,613 | |
Signode
Industrial Group Lux SA/Signode Industrial Group US, Inc., Gtd. Notes, 144A |
6.375 | 05/01/22 | 2,375 | 2,450,762 | |
Silversea
Cruise Finance Ltd., Sr. Sec’d. Notes, 144A |
7.250 | 02/01/25 | 1,750 | 1,851,150 | |
Sinclair Television Group, Inc., | |||||
Gtd. Notes(aa) | 5.375 | 04/01/21 | 1,900 | 1,919,000 | |
Gtd. Notes(aa) | 6.125 | 10/01/22 | 2,270 | 2,335,262 |
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
Sinclair Television Group, Inc., (cont’d.) | |||||
Gtd. Notes, 144A | 5.625% | 08/01/24 | 1,210 | $ 1,197,900 | |
Sirius
XM Radio, Inc., Gtd. Notes, 144A |
3.875 | 08/01/22 | 550 | 533,500 | |
Springs
Industries, Inc., Sr. Sec’d. Notes(aa) |
6.250 | 06/01/21 | 4,938 | 5,005,897 | |
Sprint
Communications, Inc., Sr. Unsec’d. Notes(aa) |
6.000 | 11/15/22 | 1,735 | 1,771,869 | |
Sprint Corp., | |||||
Gtd. Notes(aa) | 7.250 | 09/15/21 | 4,150 | 4,404,187 | |
Gtd. Notes(aa) | 7.875 | 09/15/23 | 3,170 | 3,399,825 | |
StandardAero
Aviation Holdings, Inc., Gtd. Notes, 144A |
10.000 | 07/15/23 | 900 | 975,375 | |
Summit
Materials LLC/Summit Materials Finance Corp., Gtd. Notes(aa) |
8.500 | 04/15/22 | 2,100 | 2,270,625 | |
Sunoco
LP/Sunoco Finance Corp., Gtd. Notes, 144A(aa) |
4.875 | 01/15/23 | 2,700 | 2,658,069 | |
Surgery
Center Holdings, Inc., Gtd. Notes, 144A(aa) |
8.875 | 04/15/21 | 2,938 | 3,018,795 | |
Taylor
Morrison Communities, Inc./Taylor Morrison Holdings II, Inc., |
|||||
Gtd. Notes, 144A(aa) | 5.250 | 04/15/21 | 3,250 | 3,274,375 | |
Gtd. Notes, 144A(aa) | 5.625 | 03/01/24 | 2,783 | 2,783,000 | |
Gtd. Notes, 144A | 5.875 | 04/15/23 | 425 | 434,563 | |
TEGNA,
Inc., Gtd. Notes(aa) |
6.375 | 10/15/23 | 3,290 | 3,396,925 | |
Tenet Healthcare Corp., | |||||
Sr. Sec’d. Notes | 4.375 | 10/01/21 | 175 | 172,375 | |
Sr. Sec’d. Notes(aa) | 4.750 | 06/01/20 | 1,825 | 1,834,125 | |
Sr. Sec’d. Notes | 6.000 | 10/01/20 | 900 | 928,845 | |
Sr. Sec’d. Notes, 144A(aa) | 4.625 | 07/15/24 | 2,650 | 2,557,515 | |
Sr. Unsec’d. Notes | 6.750 | 02/01/20 | 550 | 566,500 | |
Sr. Unsec’d. Notes(aa) | 6.750 | 06/15/23 | 8,675 | 8,528,609 | |
Sr. Unsec’d. Notes | 8.125 | 04/01/22 | 550 | 572,688 | |
TIBCO
Software, Inc., Sr. Unsec’d. Notes, 144A(aa) |
11.375 | 12/01/21 | 3,035 | 3,304,356 | |
T-Mobile
USA, Inc., Gtd. Notes(aa) |
6.375 | 03/01/25 | 1,280 | 1,344,000 | |
TPC
Group, Inc., Sr. Sec’d. Notes, 144A |
8.750 | 12/15/20 | 600 | 597,000 | |
TransDigm,
Inc., Gtd. Notes(aa) |
6.000 | 07/15/22 | 3,825 | 3,872,812 |
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Corporate Bonds (Continued) | |||||
United States (cont’d.) | |||||
TRI
Pointe Group, Inc., Gtd. Notes(aa) |
4.875% | 07/01/21 | 2,900 | $ 2,907,250 | |
TRI
Pointe Group, Inc./TRI Pointe Homes, Inc., Gtd. Notes |
4.375 | 06/15/19 | 850 | 851,063 | |
Tribune
Media Co., Gtd. Notes(aa) |
5.875 | 07/15/22 | 4,785 | 4,844,812 | |
Universal
Health Services, Inc., Sr. Sec’d. Notes, 144A(aa) |
4.750 | 08/01/22 | 450 | 454,500 | |
Univision Communications, Inc., | |||||
Sr. Sec’d. Notes, 144A | 5.125 | 05/15/23 | 420 | 399,000 | |
Sr. Sec’d. Notes, 144A(aa) | 6.750 | 09/15/22 | 3,813 | 3,908,325 | |
Valeant
Pharmaceuticals International, Inc., Sr. Sec’d. Notes, 144A(aa) |
6.500 | 03/15/22 | 650 | 674,375 | |
VFH
Parent LLC/Orchestra Co-Issuer, Inc., Sec’d. Notes, 144A |
6.750 | 06/15/22 | 400 | 414,880 | |
VICI
Properties 1 LLC/VICI FC, Inc., Sec’d. Notes |
8.000 | 10/15/23 | 878 | 976,219 | |
Vistra Energy Corp., | |||||
Gtd. Notes(aa) | 7.375 | 11/01/22 | 7,150 | 7,534,312 | |
Gtd. Notes(aa) | 7.625 | 11/01/24 | 4,450 | 4,783,750 | |
Gtd. Notes | 8.034 | 02/02/24 | 925 | 966,625 | |
W.R.
Grace & Co., Gtd. Notes, 144A |
5.125 | 10/01/21 | 800 | 821,832 | |
WeWork
Cos., Inc., Gtd. Notes, 144A |
7.875 | 05/01/25 | 1,150 | 1,116,938 | |
William
Lyon Homes, Inc., Sr. Unsec’d. Notes, 144A(aa) |
6.000 | 09/01/23 | 2,225 | 2,222,530 | |
WPX Energy, Inc., | |||||
Sr. Unsec’d. Notes | 6.000 | 01/15/22 | 275 | 286,688 | |
Sr. Unsec’d. Notes | 8.250 | 08/01/23 | 550 | 624,250 | |
XPO
Logistics, Inc., Gtd. Notes, 144A(aa) |
6.500 | 06/15/22 | 1,125 | 1,161,563 | |
Zayo
Group LLC/Zayo Capital, Inc., Gtd. Notes |
6.000 | 04/01/23 | 1,545 | 1,591,350 | |
Zekelman
Industries, Inc., Sr. Sec’d. Notes, 144A |
9.875 | 06/15/23 | 1,610 | 1,771,000 | |
507,918,381 |
Description | Interest
Rate |
Maturity
Date |
Principal Amount
(000)# |
Value | |
Corporate Bonds (Continued) | |||||
Zambia 1.0% | |||||
First
Quantum Minerals Ltd., Gtd. Notes, 144A |
7.000% | 02/15/21 | 6,380 | $ 6,394,227 | |
Total
Corporate Bonds (cost $740,656,929) |
738,142,980 | ||||
Sovereign Bonds 2.1% | |||||
Argentina 0.4% | |||||
Argentine
Republic Government International Bond, Sr. Unsec’d. Notes |
6.250 | 04/22/19 | 3,000 | 3,054,000 | |
Brazil 0.3% | |||||
Brazilian
Government International Bond, Sr. Unsec’d. Notes(aa) |
2.875 | 04/01/21 | EUR | 1,400 | 1,792,296 |
Dominican Republic 0.2% | |||||
Dominican
Republic International Bond, Sr. Unsec’d. Notes |
7.500 | 05/06/21 | 1,405 | 1,484,383 | |
Lebanon 0.5% | |||||
Lebanon Government International Bond, | |||||
Sr. Unsec’d. Notes, EMTN | 6.100 | 10/04/22 | 2,000 | 1,902,740 | |
Sr. Unsec’d. Notes, GMTN | 5.450 | 11/28/19 | 805 | 792,624 | |
Sr. Unsec’d. Notes, GMTN | 6.000 | 05/20/19 | 500 | 499,850 | |
3,195,214 | |||||
Turkey 0.7% | |||||
Turkey Government International Bond, | |||||
Sr. Unsec’d. Notes | 5.125 | 03/25/22 | 1,500 | 1,516,575 | |
Sr. Unsec’d. Notes | 5.625 | 03/30/21 | 1,000 | 1,031,292 | |
Sr. Unsec’d. Notes | 6.250 | 09/26/22 | 1,750 | 1,839,708 | |
4,387,575 | |||||
Total
Sovereign Bonds (cost $14,049,195) |
13,913,468 |
Description | Shares | Value | |||
Common Stock 0.1% | |||||
Oil, Gas & Consumable Fuels | |||||
Frontera
Energy Corp. (Colombia)* (cost $878,862) |
22,038 | $ 679,101 | |||
Total
Long-Term Investments (cost $876,513,841) |
877,669,119 | ||||
Short-Term Investment 0.8% | |||||
Affiliated Mutual Fund | |||||
PGIM
Core Ultra Short Bond Fund (cost $5,381,844)(w) |
5,381,844 | 5,381,844 | |||
TOTAL
INVESTMENTS 133.4% (cost $881,895,685) |
883,050,963 | ||||
Liabilities in excess of other assets (33.4)% | (221,158,057) | ||||
Net Assets 100.0% | $ 661,892,906 |
The following abbreviations are used in the quarterly schedule of portfolio holdings: | |||||
144A—Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. Unless otherwise noted, 144A securities are deemed to be liquid. | |||||
EMTN—Euro Medium Term Note | |||||
EURIBOR—Euro Interbank Offered Rate | |||||
GMTN—Global Medium Term Note | |||||
LIBOR—London Interbank Offered Rate | |||||
MTN—Medium Term Note | |||||
OJSC—Open Joint-Stock Company | |||||
PIK—Payment-in-Kind | |||||
EUR—Euro | |||||
GBP—British Pound | |||||
* | Non-income producing security. | ||||
# | Principal amount is shown in U.S. dollars unless otherwise stated. | ||||
(aa) | Represents security, or a portion thereof, with aggregate value of $504,542,574 segregated as collateral for amount of $243,000,000 borrowed and outstanding as of April 30, 2018. | ||||
(c) | Variable rate instrument. The interest rate shown reflects the rate in effect at April 30, 2018. | ||||
(d) | Represents issuer in default on interest payments and/or principal repayment. Non-income producing security. Such securities may be post-maturity. |
(dd) | On June 14, 2017, GenOn Energy, Inc. and its subsidiaries filed for bankruptcy under Chapter 11. In connection with the Chapter 11 plan of reorganization (the “GenOn Reorganization Plan”) GenOn Energy, Inc. and its subsidiaries issued a 144A high yield bond offering for the exit financing of the bankruptcy. As part of the GenOn Reorganization Plan and restructuring of the existing bond, PGIM, Inc. had agreed to participate in a backstop commitment of $6,325,000 for the new bond offering. Under the commitment agreement, the Fund would have been obligated to purchase all of the unsubscribed shares of the bond offering. The Fund has received a backstop fee of $316,250 in conjunction with this commitment. As of November 17, 2017, the agreement was terminated and PGIM, Inc. was not obligated to purchase any unsubscribed shares of the bond offering. | ||||
(p) | Interest rate not available as of April 30, 2018. | ||||
(w) | PGIM Investments LLC, the manager of the Fund, also serves as manager of the PGIM Core Ultra Short Bond Fund. |
Forward foreign currency exchange contracts outstanding at April 30, 2018: | |||||||||||||
Purchase
Contracts |
Counterparty | Notional
Amount (000) |
Value
at Settlement Date |
Current
Value |
Unrealized
Appreciation |
Unrealized
Depreciation | |||||||
OTC forward foreign currency exchange contracts: | |||||||||||||
British Pound, | |||||||||||||
Expiring 05/02/18 | Barclays Capital Group | GBP | 8,845 | $ 12,355,491 | $ 12,176,553 | $— | $ (178,938) | ||||||
Expiring 05/02/18 | Citigroup Global Markets | GBP | 8,845 | 12,361,771 | 12,176,553 | — | (185,218) | ||||||
Expiring 05/02/18 | Goldman Sachs & Co. | GBP | 8,845 | 12,368,847 | 12,176,553 | — | (192,294) | ||||||
Expiring 05/02/18 | Hong Kong & Shanghai Bank | GBP | 8,845 | 12,360,975 | 12,176,553 | — | (184,422) | ||||||
Expiring 05/02/18 | JPMorgan Chase | GBP | 8,845 | 12,363,407 | 12,176,553 | — | (186,854) | ||||||
Expiring 05/02/18 | Morgan Stanley | GBP | 8,845 | 12,360,533 | 12,176,553 | — | (183,980) | ||||||
Expiring 05/02/18 | UBS AG | GBP | 8,845 | 12,354,624 | 12,176,553 | — | (178,071) | ||||||
Euro, | |||||||||||||
Expiring 05/02/18 | Bank of America | EUR | 9,993 | 12,210,737 | 12,068,013 | — | (142,724) | ||||||
Expiring 05/02/18 | Barclays Capital Group | EUR | 9,993 | 12,215,933 | 12,068,013 | — | (147,920) | ||||||
Expiring 05/02/18 | Citigroup Global Markets | EUR | 9,993 | 12,222,779 | 12,068,013 | — | (154,766) | ||||||
Expiring 05/02/18 | Credit Suisse First Boston Corp. | EUR | 9,993 | 12,223,958 | 12,068,013 | — | (155,945) | ||||||
Expiring 05/02/18 | Credit Suisse First Boston Corp. | EUR | 2,404 | 2,977,972 | 2,903,315 | — | (74,657) | ||||||
Expiring 05/02/18 | Goldman Sachs & Co. | EUR | 9,993 | 12,223,928 | 12,068,013 | — | (155,915) | ||||||
Expiring 05/02/18 | Hong Kong & Shanghai Bank | EUR | 9,993 | 12,219,831 | 12,068,013 | — | (151,818) | ||||||
Expiring 05/02/18 | JPMorgan Chase | EUR | 9,993 | 12,216,533 | 12,068,013 | — | (148,520) | ||||||
Expiring 05/02/18 | Morgan Stanley | EUR | 9,993 | 12,223,228 | 12,068,013 | — | (155,215) | ||||||
Expiring 05/02/18 | UBS AG | EUR | 9,993 | 12,217,182 | 12,068,013 | — | (149,169) | ||||||
$199,477,729 | $196,751,303 | — | (2,726,426) |
Forward foreign currency exchange contracts outstanding at April 30, 2018 (continued): | |||||||||||||
Sale Contracts | Counterparty | Notional
Amount (000) |
Value
at Settlement Date |
Current
Value |
Unrealized
Appreciation |
Unrealized
Depreciation | |||||||
OTC forward foreign currency exchange contracts: | |||||||||||||
British Pound, | |||||||||||||
Expiring 05/02/18 | Barclays Capital Group | GBP | 632 | $ 905,414 | $ 869,382 | $ 36,032 | $ — | ||||||
Expiring 05/02/18 | Citigroup Global Markets | GBP | 10,119 | 14,325,353 | 13,931,592 | 393,761 | — | ||||||
Expiring 05/02/18 | Goldman Sachs & Co. | GBP | 10,119 | 14,343,669 | 13,931,592 | 412,077 | — | ||||||
Expiring 05/02/18 | Hong Kong & Shanghai Bank | GBP | 10,119 | 14,347,414 | 13,931,592 | 415,822 | — | ||||||
Expiring 05/02/18 | JPMorgan Chase | GBP | 10,120 | 14,336,788 | 13,931,592 | 405,196 | — | ||||||
Expiring 05/02/18 | Morgan Stanley | GBP | 10,120 | 14,328,591 | 13,931,592 | 396,999 | — | ||||||
Expiring 05/02/18 | UBS AG | GBP | 10,119 | 14,343,680 | 13,931,592 | 412,088 | — | ||||||
Expiring 05/02/18 | UBS AG | GBP | 564 | 792,580 | 776,939 | 15,641 | — | ||||||
Expiring 06/04/18 | Barclays Capital Group | GBP | 8,845 | 12,372,827 | 12,197,352 | 175,475 | — | ||||||
Expiring 06/04/18 | Citigroup Global Markets | GBP | 8,845 | 12,379,107 | 12,197,352 | 181,755 | — | ||||||
Expiring 06/04/18 | Goldman Sachs & Co. | GBP | 8,845 | 12,386,183 | 12,197,352 | 188,831 | — | ||||||
Expiring 06/04/18 | Hong Kong & Shanghai Bank | GBP | 8,845 | 12,378,134 | 12,197,352 | 180,782 | — | ||||||
Expiring 06/04/18 | JPMorgan Chase | GBP | 8,845 | 12,360,091 | 12,197,352 | 162,739 | — | ||||||
Expiring 06/04/18 | Morgan Stanley | GBP | 8,845 | 12,377,780 | 12,197,352 | 180,428 | — | ||||||
Expiring 06/04/18 | UBS AG | GBP | 8,845 | 12,372,120 | 12,197,352 | 174,768 | — | ||||||
Expiring 06/04/18 | UBS AG | GBP | 480 | 661,745 | 661,625 | 120 | — | ||||||
Euro, | |||||||||||||
Expiring 05/02/18 | Bank of America | EUR | 9,758 | 12,131,575 | 11,783,686 | 347,889 | — | ||||||
Expiring 05/02/18 | Barclays Capital Group | EUR | 9,758 | 12,136,356 | 11,783,686 | 352,670 | — | ||||||
Expiring 05/02/18 | Citigroup Global Markets | EUR | 9,758 | 12,137,332 | 11,783,686 | 353,646 | — | ||||||
Expiring 05/02/18 | Credit Suisse First Boston Corp. | EUR | 9,758 | 12,130,063 | 11,783,687 | 346,376 | — | ||||||
Expiring 05/02/18 | Goldman Sachs & Co. | EUR | 9,758 | 12,137,723 | 11,783,687 | 354,036 | — | ||||||
Expiring 05/02/18 | Hong Kong & Shanghai Bank | EUR | 9,758 | 12,134,405 | 11,783,687 | 350,718 | — | ||||||
Expiring 05/02/18 | JPMorgan Chase | EUR | 9,758 | 12,125,086 | 11,783,687 | 341,399 | — | ||||||
Expiring 05/02/18 | Morgan Stanley | EUR | 9,758 | 12,126,598 | 11,783,686 | 342,912 | — | ||||||
Expiring 05/02/18 | UBS AG | EUR | 9,758 | 12,131,965 | 11,783,686 | 348,279 | — | ||||||
Expiring 05/02/18 | UBS AG | EUR | 4,523 | 5,559,939 | 5,462,256 | 97,683 | — | ||||||
Expiring 06/04/18 | Bank of America | EUR | 9,993 | 12,239,018 | 12,100,585 | 138,433 | — |
Forward foreign currency exchange contracts outstanding at April 30, 2018 (continued): | |||||||||||||
Sale Contracts | Counterparty | Notional
Amount (000) |
Value
at Settlement Date |
Current
Value |
Unrealized
Appreciation |
Unrealized
Depreciation | |||||||
OTC forward foreign currency exchange contracts (continued): | |||||||||||||
Euro, | |||||||||||||
Expiring 06/04/18 | Barclays Capital Group | EUR | 9,993 | $ 12,244,854 | $ 12,100,585 | $ 144,269 | $ — | ||||||
Expiring 06/04/18 | Citigroup Global Markets | EUR | 9,993 | 12,251,760 | 12,100,585 | 151,175 | — | ||||||
Expiring 06/04/18 | Credit Suisse First Boston Corp. | EUR | 9,993 | 12,252,619 | 12,100,585 | 152,034 | — | ||||||
Expiring 06/04/18 | Goldman Sachs & Co. | EUR | 9,993 | 12,252,859 | 12,100,585 | 152,274 | — | ||||||
Expiring 06/04/18 | Hong Kong & Shanghai Bank | EUR | 9,993 | 12,248,662 | 12,100,585 | 148,077 | — | ||||||
Expiring 06/04/18 | JPMorgan Chase | EUR | 9,993 | 12,245,514 | 12,100,585 | 144,929 | — | ||||||
Expiring 06/04/18 | Morgan Stanley | EUR | 9,993 | 12,252,210 | 12,100,586 | 151,624 | — | ||||||
Expiring 06/04/18 | UBS AG | EUR | 9,993 | 12,246,314 | 12,100,586 | 145,728 | — | ||||||
Expiring 06/04/18 | UBS AG | EUR | 929 | 1,124,967 | 1,124,911 | 56 | — | ||||||
$401,121,295 | $392,824,574 | 8,296,721 | — | ||||||||||
$8,296,721 | $(2,726,426) |
Level 1 | Level 2 | Level 3 | |||
Investments in Securities | |||||
Bank
Loans |
$ — | $124,933,570 | $— | ||
Corporate Bonds | |||||
Argentina |
— | 2,893,957 | — | ||
Australia |
— | 5,377,358 | — | ||
Brazil |
— | 16,135,911 | — | ||
Canada |
— | 47,280,748 | — | ||
Chile |
— | 4,136,040 | — | ||
China |
— | 640,625 | — | ||
France |
— | 14,848,941 | — | ||
Germany |
— | 13,138,330 | — |
Level 1 | Level 2 | Level 3 | |||
Investments in Securities (continued) | |||||
Corporate Bonds (continued) | |||||
Guatemala |
$ — | $ 1,037,320 | $— | ||
Ireland |
— | 11,039,027 | — | ||
Israel |
— | 1,748,705 | — | ||
Italy |
— | 2,881,005 | — | ||
Jamaica |
— | 2,152,063 | — | ||
Luxembourg |
— | 14,305,401 | — | ||
Netherlands |
— | 11,305,374 | — | ||
Russia |
— | 13,195,328 | — | ||
South
Africa |
— | 3,728,425 | — | ||
Sweden |
— | 3,630,391 | — | ||
Turkey |
— | 3,967,443 | — | ||
United Arab
Emirates |
— | 1,804,688 | — | ||
United
Kingdom |
— | 48,583,292 | — | ||
United
States |
— | 507,918,381 | — | ||
Zambia |
— | 6,394,227 | — | ||
Sovereign Bonds | |||||
Argentina |
— | 3,054,000 | — | ||
Brazil |
— | 1,792,296 | — | ||
Dominican
Republic |
— | 1,484,383 | — | ||
Lebanon |
— | 3,195,214 | — | ||
Turkey |
— | 4,387,575 | — | ||
Common
Stock |
679,101 | — | — | ||
Affiliated Mutual
Fund |
5,381,844 | — | — | ||
Other Financial Instruments* | |||||
Forward foreign currency exchange
contracts |
— | 5,570,295 | — | ||
Total | $6,060,945 | $882,560,313 | $— |
* | Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures, forwards and centrally cleared swap contracts, which are recorded at the unrealized appreciation (depreciation) on the instrument, and OTC swap contracts which are recorded at fair value. |
Item 2. Controls and Procedures
(a) | It is the conclusion of the registrants principal executive officer and principal financial officer that the effectiveness of the registrants current disclosure controls and procedures (such disclosure controls and procedures having been evaluated within 90 days of the date of this filing) provide reasonable assurance that the information required to be disclosed by the registrant has been recorded, processed, summarized and reported within the time period specified in the Commissions rules and forms and that the information required to be disclosed by the registrant has been accumulated and communicated to the registrants principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure. |
(b) | There have been no significant changes in the registrants internal controls or in other factors that could significantly affect these controls subsequent to the date of their evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses. |
Item 3. Exhibits
Certifications pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 Attached hereto.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant) PGIM Global Short Duration High Yield Fund, Inc.
By (Signature and Title)* |
/s/ Deborah A. Docs | |
Deborah A. Docs | ||
Secretary of the Fund |
Date June 25, 2018
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By (Signature and Title)* |
/s/ Stuart S. Parker | |
Stuart S. Parker | ||
President and Principal Executive Officer |
Date June 25, 2018
By (Signature and Title)* |
/s/ M. Sadiq Peshimam | |
M. Sadiq Peshimam | ||
Treasurer and Principal Financial and Accounting Officer |
Date June 25, 2018
* Print the name and title of each signing officer under his or her signature.