NPORT-P false 0001605941 XXXXXXXX S000049991 C000157854 C000157855 C000157853 1290 Funds 811-22959 0001605941 5493000PXD0IQID6H351 1290 Avenue of the Americas New York 10104 212-554-1234 1290 Diversified Bond Fund S000049991 549300IF4YNP3KPSE713 2022-10-31 2022-04-30 N 698080186.88 29142092.26 668938094.62 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2442284.36000000 BRL COP EUR KRW PEN PLN USD N United States of America 254900HROIFWPRGM1V77 91282CCQ2 31935000.00000000 PA USD 31999987.73000000 4.783699416637 Long DBT UST US N 2 2023-07-31 Floating 0.92100600 N N N N N N N/A N/A N/A 1.00000000 NC N/A -366065.23000000 -0.05472333433 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34228568.60000000 USD 26930000.00000000 GBP 2022-05-25 -366065.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -467989.14000000 -0.06996000732 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20636950.98000000 USD 25330000000.00000000 KRW 2022-06-14 -467989.14000000 N N N Aames Mortgage Investment Trust N/A 00252GAD1 54997.93000000 PA USD 54940.61000000 0.008213108274 Long ABS-O CORP US N 2 2036-04-25 Floating 1.22785920 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDC7 7635000.00000000 PA USD 7627899.45000000 1.140299754394 Long DBT CORP US N 2 2023-11-17 Floating 1.38809160 N N N N N N N/A N/A N/A 61250000.00000000 PA USD 5781605.02000000 0.864295973947 N/A DIR US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 Y 2031-05-24 0.00000000 USD 0.00000000 USD 61250000.00000000 USD 5781605.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -664153.49000000 -0.09928474627 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 11291999.69000000 USD 363800000.00000000 THB 2022-06-10 -664153.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -1207907.24000000 -0.18057085546 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 20918534.72000000 USD 19130000.00000000 CHF 2022-06-15 -1207907.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 133014.21000000 0.019884382586 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17650000000.00000000 KRW 14186791.41000000 USD 2022-06-14 133014.21000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 2060000.00000000 PA USD 1608860.00000000 0.240509549828 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1689560.79000000 0.252573564517 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16660000.00000000 GBP 22638291.06000000 USD 2022-05-25 1689560.79000000 N N N Popular ABS Mortgage Pass-Through Trust N/A 73316PGV6 95099.69000000 PA USD 94918.42000000 0.014189417640 Long ABS-O CORP US N 2 2035-11-25 Floating 1.32786000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAU4 1450000.00000000 PA USD 1566973.82000000 0.234247956963 Long DBT CORP US N 2 2027-10-01 Fixed 6.80000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 33336.43000000 0.004983485059 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 650000.00000000 GBP 850663.84000000 USD 2022-05-25 33336.43000000 N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LAV5 1070000.00000000 PA USD 1058219.94000000 0.158194001584 Long DBT CORP US N 2 2025-03-01 Fixed 4.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -35263.43000000 -0.00527155356 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 700244.68000000 USD 1030000.00000000 NZD 2022-05-09 -35263.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -3814629.21000000 -0.57025145386 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 43775478.21000000 USD 34900000000.00000000 CLP 2022-09-06 -3814629.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 128264.76000000 0.019174384151 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 12840000.00000000 BRL 2664453.21000000 USD 2022-07-18 128264.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 269267.56000000 0.040252986362 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 12838283.51000000 USD 268600000.00000000 MXN 2022-05-24 269267.56000000 N N N N/A N/A N/A 7760000.00000000 PA USD -928909.52000000 -0.13886330102 N/A DIR US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 Y 2031-05-24 0.00000000 USD 0.00000000 USD 7760000.00000000 USD -928909.52000000 N N N Towd Point Mortgage Trust N/A 89175MAB9 345000.00000000 PA USD 336487.13000000 0.050301684521 Long ABS-MBS CORP US Y 2 2058-05-25 Variable 3.87500040 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDY4 208400000.00000000 PA USD 190555750.00000000 28.48630561371 Long DBT UST US N 2 2032-02-15 Fixed 1.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 309393.45000000 0.046251432305 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 135220000.00000000 CNY 20828391.43000000 USD 2022-05-18 309393.45000000 N N N Vanke Real Estate Hong Kong Co. Ltd. 25490078APAXS5NZGF08 N/A 5160000.00000000 PA USD 4762680.00000000 0.711976196049 Long DBT CORP HK Y 2 2027-11-09 Fixed 3.97500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -6616.62000000 -0.00098912291 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17200000.00000000 MXN 832735.12000000 USD 2022-05-24 -6616.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -1041531.06000000 -0.15569916983 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 21205138.12000000 USD 189100000.00000000 NOK 2022-06-13 -1041531.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 252315.29000000 0.037718780262 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 327800000.00000000 MXN 16248797.95000000 USD 2022-05-24 252315.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 361430.34000000 0.054030461548 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 363800000.00000000 THB 10989276.54000000 USD 2022-06-10 361430.34000000 N N N TDA CAM FTA 95980020140005711634 N/A 800000.00000000 PA 704389.27000000 0.105299619750 Long ABS-MBS CORP ES Y 2 2050-04-28 Floating 0.00001080 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 N/A 81140000.00000000 PA 18479516.07000000 2.762515129370 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -39102.28000000 -0.00584542580 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 2571797.37000000 USD 51900000.00000000 MXN 2022-05-24 -39102.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -65666.85000000 -0.00981658101 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1862348.18000000 USD 6900000.00000000 PEN 2022-05-09 -65666.85000000 N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 51950000.00000000 PA USD 42160962.80000000 6.302670327655 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 57910.19000000 0.008657032760 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6800000000.00000000 KRW 5472396.59000000 USD 2022-06-14 57910.19000000 N N N N/A N/A N/A 1776.00000000 NC USD -8690302.15000000 -1.29911903954 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2022-06-21 211621500.00000000 USD -8690302.15000000 N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 6325C0EA5 10650000.00000000 PA USD 10615766.64000000 1.586958004840 Long DBT CORP AU Y 2 2025-01-12 Floating 0.66446280 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1584193.14000000 0.236822084545 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32820000.00000000 NZD 22773207.24000000 USD 2022-05-09 1584193.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -544003.93000000 -0.08132350876 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33131348.02000000 USD 4221000000.00000000 JPY 2022-06-22 -544003.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -1488456.96000000 -0.22251041942 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 36020692.74000000 USD 338400000.00000000 SEK 2022-07-07 -1488456.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 35372.62000000 0.005287876454 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 720000.00000000 CHF 777225.82000000 USD 2022-06-15 35372.62000000 N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 064159YN0 12305000.00000000 PA USD 12271116.95000000 1.834417421984 Long DBT CORP CA N 2 2023-09-15 Floating 0.80663760 N N N N N N N/A N/A N/A 1.00000000 NC N/A 393432.19000000 0.058814439357 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 129050000.00000000 CNY 19976161.73000000 USD 2022-05-18 393432.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -21924.13000000 -0.00327745275 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 1378550.79000000 USD 27800000.00000000 MXN 2022-05-24 -21924.13000000 N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CR4 1515000.00000000 PA USD 1120370.53000000 0.167484934556 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 88700000000.00000000 PA 18164227.13000000 2.715382376349 Long DBT NUSS CO N 2 2031-03-26 Fixed 7.00000000 N N N N N N N/A N/A N/A 53400000.00000000 PA USD -5928307.03000000 -0.88622655484 N/A DIR US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 Y 2031-05-24 0.00000000 USD 0.00000000 USD 53400000.00000000 USD -5928307.03000000 N N N N/A N/A N/A 423.00000000 NC USD -7264618.50000000 -1.08599264392 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2022-06-21 67865062.50000000 USD -7264618.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -986746.68000000 -0.14750941648 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33949695.65000000 USD 147800000.00000000 PLN 2022-07-27 -986746.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 251486.13000000 0.037594828583 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 68250000.00000000 BRL 13732394.37000000 USD 2022-07-18 251486.13000000 N N N Golub Capital BDC, Inc. 2549005WE0QLGK9APF78 38173MAB8 4475000.00000000 PA USD 4000825.87000000 0.598086116215 Long DBT CORP US N 2 2026-08-24 Fixed 2.50000000 N N N N N N Connecticut Avenue Securities Trust N/A 20753QAE9 111430.15000000 PA USD 111430.17000000 0.016657770112 Long ABS-MBS CORP US Y 2 2031-04-25 Floating 3.06785880 N N N N N N FREMF Mortgage Trust N/A 30296AAU1 955000.00000000 PA USD 906859.50000000 0.135567028891 Long ABS-MBS USGSE US Y 2 2049-12-25 Variable 3.81439440 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2754558.22000000 0.411780737583 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 47040000.00000000 CHF 51222300.87000000 USD 2022-06-15 2754558.22000000 N N N General Motors Co. 54930070NSV60J38I987 37045VAF7 1465000.00000000 PA USD 1517389.28000000 0.226835531150 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N Owl Rock Capital Corp. 2549000BD79OOCPF2L94 69121KAF1 2160000.00000000 PA USD 1904854.32000000 0.284757937291 Long DBT CORP US N 2 2027-01-15 Fixed 2.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -24858.59000000 -0.00371612712 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33154852.72000000 USD 678900000.00000000 MXN 2022-05-24 -24858.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -562115.20000000 -0.08403097454 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21086148.05000000 USD 31790000.00000000 NZD 2022-05-09 -562115.20000000 N N N Residential Mortgage Loan Trust N/A 76119NAA5 277910.73000000 PA USD 272580.65000000 0.040748262386 Long ABS-MBS CORP US Y 2 2059-09-25 Variable 2.63300040 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CQ6 6685000.00000000 PA USD 5135588.80000000 0.767722580206 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -23870.80000000 -0.00356846174 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 48030000000.00000000 KRW 38251044.08000000 USD 2022-07-28 -23870.80000000 N N N JPMorgan Prime Money Market Fund, IM Shares N/A N/A 12388185.08000000 NS USD 12391901.54000000 1.852473590555 Long STIV RF US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 30711X3H5 464396.63000000 PA USD 464677.31000000 0.069464919659 Long ABS-MBS CORP US N 2 2031-03-25 Floating 2.66785920 N N N N N N Haemonetics Corp. 549300ZEL6TXZS6F5F95 405024AB6 4030000.00000000 PA USD 3181282.00000000 0.475571958838 Long DBT CORP US N 2 2026-03-01 None 0.00000000 N N N N Y Haemonetics Corp. USD XXXX N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCL7 12580000.00000000 PA USD 12535592.60000000 1.873954062538 Long DBT CORP US N 2 2024-12-06 Floating 0.92878920 N N N N N N N/A N/A N/A 1.00000000 NC N/A 191342.02000000 0.028603845638 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 446200000.00000000 MXN 21965687.84000000 USD 2022-05-24 191342.02000000 N N N United States of America 254900HROIFWPRGM1V77 91282CDE8 133260000.00000000 PA USD 133578491.40000000 19.96873738755 Long DBT UST US N 2 2023-10-31 Floating 0.92700720 N N N N N N FREMF Mortgage Trust N/A 30293HAE5 2710000.00000000 PA USD 2659208.37000000 0.397526825185 Long ABS-MBS USGSE US Y 2 2048-08-25 Variable 3.76860600 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001WAC2 11154000.00000000 PA USD 8959589.93000000 1.339375048611 Long ABS-MBS CORP US Y 2 2052-03-15 Fixed 3.00000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46591ABG9 12000000.00000000 PA USD 11224512.00000000 1.677959752968 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.87482840 N N N N N N N/A N/A N/A 1.00000000 NC N/A 507534.01000000 0.075871596203 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9620000.00000000 GBP 12603979.70000000 USD 2022-05-25 507534.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 601579.12000000 0.089930462151 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 80600000.00000000 PEN 21588900.20000000 USD 2022-05-09 601579.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 58986.90000000 0.008817990853 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2542027.52000000 USD 53300000.00000000 MXN 2022-05-24 58986.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 132540.15000000 0.019813515042 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25610000000.00000000 KRW 20524451.43000000 USD 2022-06-14 132540.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -126257.44000000 -0.01887430855 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 338400000.00000000 SEK 34405978.34000000 USD 2022-07-07 -126257.44000000 N N N Country Garden Holdings Co. Ltd. 549300MGHLPT1EFHGF84 N/A 12250000.00000000 PA USD 7533750.00000000 1.126225290589 Long DBT CORP KY Y 2 2030-08-06 Fixed 4.80000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 181170.34000000 0.027083274440 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 43200000.00000000 CAD 33797792.19000000 USD 2022-07-25 181170.34000000 N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102AP0 3450000.00000000 PA USD 3312000.00000000 0.495113079466 Long DBT CORP US N 2 2024-02-01 Fixed 1.50000120 N N N N Y Western Digital Corp. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A 20423.57000000 0.003053133042 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 29000000.00000000 AUD 20514890.00000000 USD 2022-05-16 20423.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 510935.54000000 0.076380093181 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 121140000.00000000 PLN 27528064.35000000 USD 2022-07-27 510935.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 837068.74000000 0.125133961831 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 27150000.00000000 AUD 20024129.55000000 USD 2022-05-16 837068.74000000 N N N Republic of Korea 549300O0QCVSQGPGDT58 N/A 20710000000.00000000 PA 12458641.33000000 1.862450566083 Long DBT NUSS KR N 2 2051-03-10 Fixed 1.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 48488.52000000 0.007248581055 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 72920000000.00000000 COP 18205422.68000000 USD 2022-07-28 48488.52000000 N N N N/A N/A N/A 9290000.00000000 PA USD 1046991.86000000 0.156515508448 N/A DIR US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 Y 2031-05-24 0.00000000 USD 0.00000000 USD 9290000.00000000 USD 1046991.86000000 N N N Owl Rock Capital Corp. 2549000BD79OOCPF2L94 69121KAD6 2580000.00000000 PA USD 2485610.70000000 0.371575594212 Long DBT CORP US N 2 2026-01-15 Fixed 4.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -503275.99000000 -0.07523506196 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1499700000.00000000 MXN 72681364.16000000 USD 2022-05-24 -503275.99000000 N N N Country Garden Holdings Co. Ltd. 549300MGHLPT1EFHGF84 N/A 6130000.00000000 PA USD 3708650.00000000 0.554408551378 Long DBT CORP KY Y 2 2030-10-22 Fixed 3.87500000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 128200000.00000000 PA 23029510.69000000 3.442696846721 Long DBT NUSS BR N 2 2031-01-01 Fixed 9.99999990 N N N N N N Energean Israel Finance Ltd. 98450044QACBL3F8EB03 N/A 7380000.00000000 PA USD 6605100.00000000 0.987400785382 Long DBT CORP IL Y 2 2031-03-30 Fixed 5.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -36109.83000000 -0.00539808246 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 8056078.68000000 USD 30800000.00000000 PEN 2022-05-09 -36109.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -499891.18000000 -0.07472906447 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13653908.14000000 USD 16520000000.00000000 KRW 2022-06-14 -499891.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -803876.01000000 -0.12017195858 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35042540.01000000 USD 43000000000.00000000 KRW 2022-06-14 -803876.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -324635.93000000 -0.04853004076 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 38246742.92000000 USD 777100000.00000000 MXN 2022-05-24 -324635.93000000 N N N TICP CLO XI Ltd. N/A 87249RAA6 1310000.00000000 PA USD 1275439.58000000 0.190666309821 Long ABS-CBDO CORP KY Y 2 2031-10-20 Floating 7.06271040 N N N N N N N/A N/A N/A 1.00000000 NC N/A 504503.70000000 0.075418593148 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28830000.00000000 AUD 20878830.15000000 USD 2022-05-16 504503.70000000 N N N FS KKR Capital Corp. 549300TYRSI1T21B1360 302635AD9 2040000.00000000 PA USD 2049286.08000000 0.306349137010 Long DBT CORP US N 2 2024-07-15 Fixed 4.62500000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 N/A 114925000.00000000 PA 25072423.85000000 3.748093291688 Long DBT NUSS PL N 2 2023-10-25 Fixed 4.00000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 2027A0KG3 14390000.00000000 PA USD 14261707.39000000 2.131992108791 Long DBT CORP AU Y 2 2025-07-07 Floating 0.68524200 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CW3 2460000.00000000 PA USD 2480273.35000000 0.370777710216 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 850305.91000000 0.127112795165 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 189100000.00000000 NOK 21013912.97000000 USD 2022-06-13 850305.91000000 N N N New Fortress Energy, Inc. N/A 644393AA8 7060000.00000000 PA USD 6927625.00000000 1.035615261818 Long DBT CORP US Y 2 2025-09-15 Fixed 6.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 17367.86000000 0.002596332925 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 3200000.00000000 PEN 850611.38000000 USD 2022-05-09 17367.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -850922.32000000 -0.12720494270 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 31115834.40000000 USD 28560000.00000000 EUR 2022-07-26 -850922.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -131867.47000000 -0.01971295566 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 7683136.84000000 USD 29000000.00000000 PEN 2022-05-09 -131867.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -454370.12000000 -0.06792409098 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 29953338.49000000 USD 28630000.00000000 CHF 2022-06-15 -454370.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -132626.97000000 -0.01982649382 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 54500000.00000000 PEN 14058551.68000000 USD 2022-05-09 -132626.97000000 N N N 2022-05-31 1290 Funds Brian Walsh Brian Walsh Chief Financial Officer and Treasurer