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 2022-10-31 N 605904115.69 19307518.37 586596597.32 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 973.50000000 COP EUR MXN PEN PLN USD ZAR N Ex-Derivatives Securities Portfolio AX-P78337 N/A N/A N/A 1.00000000 NC N/A -217024.50000000 -0.03699723131 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 12895542.00000000 USD 19800000.00000000 AUD 2022-12-07 -217024.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -1316530.54000000 -0.22443542052 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33622310.42000000 USD 32190000.00000000 CHF 2022-12-13 -1316530.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 79708.25000000 0.013588256454 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 119310000000.00000000 COP 23847214.73000000 USD 2023-01-27 79708.25000000 N N N Hess Corp. UASVRYNXNK17ULIGK870 023551AJ3 750000.00000000 PA USD 792742.50000000 0.135142703456 Long DBT CORP US N 2 2031-08-15 Fixed 7.30000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 78167.98000000 0.013325679070 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 19700000.00000000 ZAR 1149389.07000000 USD 2022-11-17 78167.98000000 N N N General Motors Co. 54930070NSV60J38I987 37045VAZ3 6670000.00000000 PA USD 6050074.19000000 1.031385831019 Long DBT CORP US N 2 2032-10-15 Fixed 5.60000000 N N N N N N Southern Copper Corp. 2549007U6NAP46Q9TU15 84265VAJ4 450000.00000000 PA USD 414843.75000000 0.070720449435 Long DBT CORP US N 2 2045-04-23 Fixed 5.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 125926.29000000 0.021467272496 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 30490555.14000000 USD 338000000.00000000 SEK 2022-11-04 125926.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 22452.89000000 0.003827654320 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17202926.13000000 USD 347100000.00000000 MXN 2023-01-31 22452.89000000 N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8E5 12205000.00000000 PA USD 9022880.67000000 1.538174737327 Long DBT CORP US Y 2 2052-08-15 Fixed 4.45000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 140555.15000000 0.023961126034 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 500000000.00000000 CZK 20296301.65000000 USD 2022-11-21 140555.15000000 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MD0 1260000.00000000 PA USD 1007229.51000000 0.171707356401 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NN7 5100000.00000000 PA USD 4218029.97000000 0.719068264165 Long DBT CORP US N 2 2033-03-17 Variable 3.78500040 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LAV5 1070000.00000000 PA USD 1000637.89000000 0.170583650599 Long DBT CORP US N 2 2025-03-01 Fixed 4.25000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAA4 640000.00000000 PA USD 494195.65000000 0.084247957157 Long DBT CORP US N 2 2048-02-22 Variable 4.25999880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XH25 27550000.00000000 PA USD 27440681.60000000 4.677947626250 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -950617.79000000 -0.16205647873 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 26461616.45000000 USD 24220000000.00000000 CLP 2022-12-06 -950617.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 144545.43000000 0.024641368644 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7623099.60000000 USD 7860000.00000000 EUR 2022-11-02 144545.43000000 N N N Dell International LLC N/A 24703DBE0 4790000.00000000 PA USD 2954544.81000000 0.503675749825 Long DBT CORP US Y 2 2041-12-15 Fixed 3.37500000 N N N N N N TDA CAM FTA 95980020140005711634 N/A 800000.00000000 PA 637142.96000000 0.108616886444 Long ABS-MBS CORP ES Y 2 2050-04-28 Floating 0.61200000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 N/A 213420000.00000000 PA 45671242.34000000 7.785800761316 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 52070000.00000000 PA USD 32577277.87000000 5.553608394395 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 20123.22000000 0.003430504045 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 3360000.00000000 PEN 863309.35000000 USD 2022-11-07 20123.22000000 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJA8 15230000.00000000 PA USD 11295029.47000000 1.925519091246 Long DBT CORP US N 2 2051-03-20 Variable 4.08300120 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 76910000.00000000 PA USD 51212061.70000000 8.730371422877 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N Hess Corp. UASVRYNXNK17ULIGK870 023551AF1 410000.00000000 PA USD 445567.50000000 0.075958077840 Long DBT CORP US N 2 2029-10-01 Fixed 7.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -65930.28000000 -0.01123945830 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 8021342.81000000 USD 8050000.00000000 EUR 2022-11-02 -65930.28000000 N N N United States of America 254900HROIFWPRGM1V77 91282CEL1 7470000.00000000 PA USD 7455355.81000000 1.270951083600 Long DBT UST US N 2 2024-04-30 Floating 3.96585720 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ED80 32043430.81000000 PA USD 29198051.06000000 4.977535020386 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 280727.83000000 0.047857050532 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 2557000000.00000000 JPY 17592382.37000000 USD 2022-12-22 280727.83000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 140600000000.00000000 PA 19145513.74000000 3.263829662065 Long DBT NUSS CO N 2 2031-03-26 Fixed 7.00000000 N N N N N N Golub Capital BDC, Inc. 2549005WE0QLGK9APF78 38173MAB8 5275000.00000000 PA USD 4391726.57000000 0.748679175785 Long DBT CORP US N 2 2026-08-24 Fixed 2.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -361484.07000000 -0.06162396298 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 5970000000.00000000 CLP 5926734.84000000 USD 2022-12-06 -361484.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 76395.79000000 0.013023565146 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 14150000.00000000 EUR 14060133.35000000 USD 2022-11-02 76395.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 3921176.75000000 0.668462239282 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 84320000.00000000 CHF 88544456.00000000 USD 2022-12-13 3921176.75000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 47520000000.00000000 PA 5165740.32000000 0.880629097338 Long DBT NUSS CO N 2 2050-10-26 Fixed 7.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 55987.87000000 0.009544526895 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 40400000.00000000 PEN 10194297.25000000 USD 2022-11-07 55987.87000000 N N N General Motors Co. 54930070NSV60J38I987 37045VAJ9 3540000.00000000 PA USD 2719775.27000000 0.463653434477 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCE4 7260000.00000000 PA USD 4685951.03000000 0.798837063053 Long DBT CORP US N 2 2052-04-22 Variable 3.32799840 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RMM1 3990000.00000000 PA USD 2931800.93000000 0.499798489011 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N N/A N/A N/A 92.00000000 NC -28073.32000000 -0.00478579659 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Buxl 2022-12-08 13268240.00000000 EUR -28073.32000000 N N N Residential Mortgage Loan Trust N/A 76119NAA5 164810.62000000 PA USD 159225.44000000 0.027143941974 Long ABS-MBS CORP US Y 2 2059-09-25 Variable 2.63300040 N N N N N N JPMorgan Prime Money Market Fund, IM Shares N/A N/A 22803741.39000000 NS USD 22806021.76000000 3.887854424010 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -282756.55000000 -0.04820289638 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 18752547.90000000 USD 73600000.00000000 PEN 2022-11-07 -282756.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 4036662.89000000 0.688149728184 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 106100000.00000000 AUD 71975587.50000000 USD 2022-12-07 4036662.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -212360.28000000 -0.03620209884 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 5540000000.00000000 CLP 5622938.34000000 USD 2022-12-06 -212360.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -848869.14000000 -0.14471088715 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 99670000.00000000 CAD 72397762.77000000 USD 2023-01-25 -848869.14000000 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBN5 990000.00000000 PA USD 617441.81000000 0.105258334743 Long DBT CORP US N 2 2051-04-22 Variable 3.10899960 N N N N N N Aptiv plc N/A 00217GAB9 1880000.00000000 PA USD 1499796.32000000 0.255677637213 Long DBT CORP JE N 2 2032-03-01 Fixed 3.25000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001WAC2 11154000.00000000 PA USD 7911847.86000000 1.348771523078 Long ABS-MBS CORP US Y 2 2052-03-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TG3 101580000.00000000 PA USD 78286070.56000000 13.34581054811 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFD8 7460000.00000000 PA USD 7450079.69000000 1.270051637537 Long DBT UST US N 2 2024-07-31 Floating 4.07785680 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46591ABG9 12000000.00000000 PA USD 10276635.60000000 1.751908491619 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.83131880 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661EM5 8891000.00000000 PA USD 8017858.46000000 1.366843670186 Long DBT CORP US N 2 2053-04-15 Fixed 5.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 80887.63000000 0.013789311150 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 69540000.00000000 PEN 17531829.07000000 USD 2022-11-07 80887.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -1538920.84000000 -0.26234738609 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 39452595.24000000 USD 5600000000.00000000 JPY 2022-12-22 -1538920.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 128481.95000000 0.021902948395 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 40800000.00000000 PEN 10367170.63000000 USD 2022-11-07 128481.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 56917.73000000 0.009703044692 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 7070000.00000000 EUR 7098669.56000000 USD 2023-02-03 56917.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 407761.72000000 0.069513141034 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 23636598.50000000 USD 37550000.00000000 AUD 2022-12-07 407761.72000000 N N N N/A N/A N/A 26300000.00000000 PA 235666.99000000 0.040175308052 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 iTraxx Europe Crossover Index Series 38-V1 iTraxx Europe Crossover Index Series 38-V1 Y Payout of notional amount upon default event with regard to the reference instrument 2027-12-20 0.00000000 USD 647090.59000000 USD 26300000.00000000 EUR 235666.99000000 N N N Republic of Poland 259400R9L8QEP0TPXS31 N/A 179330000.00000000 PA 21750162.31000000 3.707856883140 Long DBT NUSS PL N 2 2032-04-25 Fixed 1.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2148724.20000000 0.366303556791 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 330000000.00000000 ZAR 20093036.85000000 USD 2022-11-17 2148724.20000000 N N N Republic of South Africa 378900AAFB4F17004C49 N/A 420400000.00000000 PA 17274594.46000000 2.944884872998 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 176967.04000000 0.030168439573 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9250938.00000000 USD 9540000.00000000 EUR 2022-11-02 176967.04000000 N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102AP0 3450000.00000000 PA USD 3282675.00000000 0.559613713239 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 Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LJ8 570000.00000000 PA USD 435438.56000000 0.074231347742 Long DBT CORP US N 2 2048-04-24 Variable 4.28100120 N N N N N N N/A N/A N/A 1.00000000 NC N/A 873750.90000000 0.148952602860 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 38297634.78000000 USD 205800000.00000000 BRL 2023-01-19 873750.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -420317.09000000 -0.07165351655 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 104640000.00000000 BRL 19496562.39000000 USD 2023-01-19 -420317.09000000 N N N United Mexican States 254900EGTWEU67VP6075 N/A 366800000.00000000 PA 15039577.55000000 2.563870574550 Long DBT NUSS MX N 2 2053-07-31 Fixed 7.99999920 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBS4 4028000.00000000 PA USD 3057609.69000000 0.521245725592 Long DBT CORP US N 2 2031-05-15 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BFXB1 32011110.14000000 PA USD 29158596.91000000 4.970809077859 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -313349.04000000 -0.05341814825 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11300000.00000000 EUR 10853876.00000000 USD 2022-11-02 -313349.04000000 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDH6 6470000.00000000 PA USD 5918620.78000000 1.008976323258 Long DBT CORP US N 2 2033-07-25 Variable 4.91199840 N N N N N N N/A N/A N/A 32790000.00000000 PA 208975.07000000 0.035625005490 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 iTraxx Europe Crossover Index Series 37-V1 iTraxx Europe Crossover Index Series 37-V1 Y Payout of notional amount upon default event with regard to the reference instrument 2027-06-20 0.00000000 USD 250592.09000000 USD 32790000.00000000 EUR 208975.07000000 N N N Energean Israel Finance Ltd. 98450044QACBL3F8EB03 N/A 7380000.00000000 PA USD 6236100.00000000 1.063098563559 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 34251.60000000 0.005839038302 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 36900000.00000000 PEN 9294242.10000000 USD 2022-11-07 34251.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -19373.54000000 -0.00330270241 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20175120.04000000 USD 500000000.00000000 CZK 2022-11-21 -19373.54000000 N N N N/A N/A N/A 568.00000000 NC USD -11549445.12000000 -1.96889057535 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2022-12-20 72508750.00000000 USD -11549445.12000000 N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XAV1 5880000.00000000 PA USD 5902518.05000000 1.006231211869 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N N/A N/A N/A -122.00000000 NC -189127.65000000 -0.03224151842 N/A DIR JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Short Japan Japan 10 Year Bond 2022-12-13 -18149940000.00000000 JPY -189127.65000000 N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACW3 4675000.00000000 PA USD 4305671.73000000 0.734008984994 Long DBT CORP US N 2 2053-01-15 Fixed 5.65000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 423100.73000000 0.072128057328 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14700868.41000000 USD 73300000.00000000 PLN 2023-01-20 423100.73000000 N N N Southern Copper Corp. 2549007U6NAP46Q9TU15 84265VAG0 450000.00000000 PA USD 386437.50000000 0.065877896627 Long DBT CORP US N 2 2042-11-08 Fixed 5.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -100913.12000000 -0.01720315468 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 256600000.00000000 MXN 12633262.21000000 USD 2023-01-31 -100913.12000000 N N N New Fortress Energy, Inc. N/A 644393AA8 7060000.00000000 PA USD 7007050.00000000 1.194526192619 Long DBT CORP US Y 2 2025-09-15 Fixed 6.75000000 N N N N N N Devon Energy Corp. 54930042348RKR3ZPN35 25179SAD2 1190000.00000000 PA USD 1308301.47000000 0.223032570590 Long DBT CORP US N 2 2031-09-30 Fixed 7.87500000 N N N N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244AZ2 3610000.00000000 PA USD 2941560.85000000 0.501462310459 Long DBT CORP US N 2 2030-11-15 Fixed 2.55000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 314500000.00000000 PA 13001320.16000000 2.216398836849 Long DBT NUSS MX N 2 2047-11-07 Fixed 7.99999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EKU3 32670000.00000000 PA USD 31526295.17000000 5.374442217025 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2203053.11000000 -0.37556527263 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 33419100.00000000 USD 48750000.00000000 AUD 2022-12-07 -2203053.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 240726.33000000 0.041037798565 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 11166179.13000000 USD 59930000.00000000 BRL 2023-01-19 240726.33000000 N N N 2022-11-30 1290 Funds Brian Walsh Brian Walsh Chief Financial Officer and Treasurer