NPORT-P false 0001605941 XXXXXXXX S000049991 C000157853 C000157854 C000157855 1290 Funds 811-22959 0001605941 5493000PXD0IQID6H351 1345 Avenue of the Americas New York 10105 212-554-1234 1290 Diversified Bond Fund S000049991 549300IF4YNP3KPSE713 2026-10-31 2026-04-30 N 612184702.93 8705611.49 603479091.44 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 0.00000000 AUD BRL COP EGP MXN USD ZAR N Ex-Derivatives Securities Portfolio AX-P78337 American Express Co. R4PP93JZOLY261QX3811 025816CH0 865000.00000000 PA USD 857198.13000000 0.142042722301 Long DBT CORP US N 2 2026-09-15 Variable 3.55000000 N N N N N N Argentine Republic 549300KPBYGYF7HCHO27 040114HS2 3398400.00000000 PA USD 2929420.80000000 0.485422086954 Long DBT NUSS AR N 2 2030-07-09 Variable 0.74999880 N N N N N N Argentine Republic 549300KPBYGYF7HCHO27 040114HT0 16480000.00000000 PA USD 12294080.00000000 2.037200654402 Long DBT NUSS AR N 2 2035-07-09 Variable 4.12499880 N N N N N N BX Commercial Mortgage Trust N/A 05618UAG1 3629000.00000000 PA USD 3621064.10000000 0.600031409764 Long ABS-MBS CORP US Y 2 2045-03-15 Floating 6.90471000 N N N N N N Cloud Capital Holdco LP N/A 102104AA4 4830000.00000000 PA USD 4850950.61000000 0.803830767098 Long ABS-O CORP US Y 2 2049-11-22 Fixed 5.78100000 N N N N N N CPS Auto Receivables Trust N/A 12664DAJ2 2400000.00000000 PA USD 2482890.00000000 0.411429332883 Long ABS-O CORP US Y 2 2030-04-15 Fixed 9.08000000 N N N N N N Connecticut Avenue Securities Trust N/A 20753YAF9 4340000.00000000 PA USD 4491900.00000000 0.744333989978 Long ABS-MBS CORP US Y 2 2042-03-25 Floating 8.89516080 N N N N N N Consolidated Communications LLC N/A 209031AB9 5265000.00000000 PA USD 5354309.67000000 0.887240294808 Long ABS-O CORP US Y 2 2055-05-20 Fixed 6.50600000 N N N N N N FHLMC STACR REMIC Trust 5493000IRLADKYZNON28 35564KB32 1800000.00000000 PA USD 1860622.38000000 0.308315964279 Long ABS-MBS CORP US Y 2 2042-07-25 Floating 7.64516160 N N N N N N FHLMC 5493000IS30HKV5IAS29 35564KH77 6300000.00000000 PA USD 6696996.39000000 1.109731303866 Long ABS-MBS CORP US Y 2 2042-09-25 Floating 9.39516120 N N N N N N Freedom Mortgage Corp. 549300LYRWPSYPK6S325 35640YAJ6 2870000.00000000 PA USD 2866871.70000000 0.475057336809 Long DBT CORP US Y 2 2027-01-15 Fixed 6.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YU77 2652875.74000000 PA USD 2715483.34000000 0.449971403900 Long ABS-MBS USGA US N 2 2054-04-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36180ACB7 11683812.61000000 PA USD 11959549.42000000 1.981766989053 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5A58 5390555.91000000 PA USD 5518614.50000000 0.914466562019 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5C72 4771481.81000000 PA USD 4884833.61000000 0.809445377526 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5EW5 11510146.23000000 PA USD 11785381.45000000 1.952906342103 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5GQ6 11365654.06000000 PA USD 11625002.37000000 1.926330594529 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 6.00000000 N N N N N N Golub Capital BDC, Inc. 2549005WE0QLGK9APF78 38173MAB8 4705000.00000000 PA USD 4662147.80000000 0.772545041929 Long DBT CORP US N 2 2026-08-24 Fixed 2.50000000 N N N N N N IREN Ltd. 254900FZF02RB3NNGB71 46270CAE9 1872000.00000000 PA USD 1619280.00000000 0.268324126381 Long DBT CORP AU Y 2 2031-07-01 None 0.00000000 N N N N Y IREN Ltd. USD XXXX N N N JPMorgan Prime Money Market Fund 549300YD7H8SEEU7VG41 46637K844 34939980.24800000 NS USD 34943474.25000000 5.790337187427 Long STIV RF US N 1 N N N JP Morgan Mortgage Trust 529900CBDGTUOOQONB64 46659BAD4 7543520.56000000 PA USD 7552583.35000000 1.251507045915 Long ABS-MBS CORP US Y 2 2055-08-25 Variable 5.69499840 N N N N N N Multifamily Connecticut Avenue Securities Trust 549300HG8ZEWVWVSN227 62547NAB5 7010482.46000000 PA USD 7110240.92000000 1.178208329145 Long ABS-MBS CORP US Y 2 2049-10-25 Floating 7.00963920 N N N N N N Multifamily Connecticut Avenue Securities Trust 254900JAK6X5OPMD5925 62548NAB4 10480000.00000000 PA USD 11908410.38000000 1.973292952301 Long ABS-MBS CORP US Y 2 2053-11-25 Floating 10.14516000 N N N N N N Multifamily Connecticut Avenue Securities Trust 254900QY3MMJFMNKXA93 62548RAA7 8296893.29000000 PA USD 8383905.30000000 1.389261934492 Long ABS-MBS CORP US Y 2 2054-07-25 Floating 6.39515880 N N N N N N NFE Financing LLC N/A 62909BAA5 4906200.00000000 PA USD 2207790.00000000 0.365843660752 Long DBT CORP US Y 2 2029-11-15 Fixed 12.00000000 Y N N N N N N/A N/A N/A 1.00000000 NC N/A 667121.18000000 0.110545864713 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 47480000.00000000 EUR 56402441.60000000 USD 2026-05-08 667121.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -856087.88000000 -0.14185874741 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32100971.90000000 USD 46340000000.00000000 KRW 2026-05-06 -856087.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 483233.79000000 0.080074653265 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 153300000.00000000 SEK 17088967.42000000 USD 2026-05-06 483233.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 324954.10000000 0.053846786841 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 579200000.00000000 CZK 28206876.40000000 USD 2026-05-19 324954.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 86303.18000000 0.014300939539 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 362900000.00000000 MXN 20845300.19000000 USD 2026-05-13 86303.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -414162.41000000 -0.06862912334 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13508155.67000000 USD 19420000000.00000000 KRW 2026-05-06 -414162.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -39831.31000000 -0.00660028003 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 2919004.95000000 USD 4870000.00000000 NZD 2026-05-26 -39831.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -384835.47000000 -0.06376947858 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 28266757.77000000 USD 579200000.00000000 CZK 2026-05-19 -384835.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 200447.13000000 0.033215256807 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 5669388.48000000 USD 8160000.00000000 AUD 2026-06-17 200447.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -15126.64000000 -0.00250657234 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 4870000.00000000 NZD 2864047.00000000 USD 2026-05-26 -15126.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -89616.86000000 -0.01485003561 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 157500000.00000000 SEK 16971068.37000000 USD 2026-05-06 -89616.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 509219.56000000 0.084380646690 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 55226100.86000000 USD 47480000.00000000 EUR 2026-05-08 509219.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -113241.67000000 -0.01876480421 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 210300000.00000000 SEK 22666835.18000000 USD 2026-05-06 -113241.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -1426127.90000000 -0.23631769852 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 276300000.00000000 NOK 28386618.34000000 USD 2026-06-05 -1426127.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -771240.14000000 -0.12779898275 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 41500000.00000000 AUD 29081477.75000000 USD 2026-06-17 -771240.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 14843.55000000 0.002459662681 N/A DFE N/A N 2 Standard Chartered Bank U4LOSYZ7YG4W3S5F2G91 17100000.00000000 SEK 1867146.52000000 USD 2026-05-06 14843.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -48412.21000000 -0.00802218514 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3082550.71000000 USD 4500000000.00000000 KRW 2026-05-06 -48412.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -10153.65000000 -0.00168251893 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 15900000.00000000 MXN 899375.29000000 USD 2026-05-13 -10153.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -20682.90000000 -0.00342727698 N/A DFE N/A N 2 Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 1500000.00000000 AUD 1058331.00000000 USD 2026-06-17 -20682.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -38801.93000000 -0.00642970577 N/A DFE N/A N 2 Standard Chartered Bank U4LOSYZ7YG4W3S5F2G91 9000000.00000000 NOK 932297.30000000 USD 2026-06-05 -38801.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 96398.85000000 0.015973850853 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 11684303.35000000 USD 10600000000.00000000 CLP 2026-05-29 96398.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 42940.31000000 0.007115459443 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 2062132.96000000 USD 36800000.00000000 MXN 2026-05-13 42940.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -60254.45000000 -0.00998451327 N/A DFE N/A N 2 Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 11869811.09000000 USD 197300000.00000000 ZAR 2026-06-11 -60254.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -23063.88000000 -0.00382181923 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 5802276.28000000 USD 5200000000.00000000 CLP 2026-05-29 -23063.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -462694.75000000 -0.07667121472 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 17547445.26000000 USD 60100000.00000000 PEN 2026-06-16 -462694.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -16109.24000000 -0.00266939488 N/A DFE N/A N 2 Wells Fargo Bank VYVVCKR63DVZZN70PB21 1400000.00000000 AUD 990970.40000000 USD 2026-06-17 -16109.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -52483.15000000 -0.00869676360 N/A DFE N/A N 2 Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 11500000.00000000 NOK 1188365.86000000 USD 2026-06-05 -52483.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -18869.64000000 -0.00312680924 N/A DFE N/A N 2 Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 12800000.00000000 MXN 713329.76000000 USD 2026-05-13 -18869.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -16512.88000000 -0.00273628038 N/A DFE N/A N 2 Standard Chartered Bank U4LOSYZ7YG4W3S5F2G91 21500000.00000000 SEK 2312406.06000000 USD 2026-05-06 -16512.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 17697.03000000 0.002932500935 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3441220.86000000 USD 5130000000.00000000 KRW 2026-05-06 17697.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -102166.39000000 -0.01692956582 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 197300000.00000000 ZAR 11707390.25000000 USD 2026-06-11 -102166.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -12937.57000000 -0.00214383069 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 666763.30000000 USD 2300000.00000000 PEN 2026-06-16 -12937.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 10544.67000000 0.001747313229 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 722970.75000000 USD 660000000.00000000 CLP 2026-05-29 10544.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -433678.95000000 -0.07186312767 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 17831128.72000000 USD 61200000.00000000 PEN 2026-06-16 -433678.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 128925.20000000 0.021363656476 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 5780152.76000000 USD 103300000.00000000 MXN 2026-05-13 128925.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -521991.95000000 -0.08649710609 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 110600000.00000000 NOK 11411738.54000000 USD 2026-06-05 -521991.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -789115.91000000 -0.13076110194 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 173500000.00000000 NOK 17931519.17000000 USD 2026-06-05 -789115.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 303651.88000000 0.050316884927 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 17547782.57000000 USD 164800000.00000000 SEK 2026-05-06 303651.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 195284.06000000 0.032359706039 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 12441186.13000000 USD 11370000000.00000000 CLP 2026-05-29 195284.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 726923.86000000 0.120455517069 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 18127045.68000000 USD 26210000.00000000 AUD 2026-06-17 726923.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -147454.71000000 -0.02443410419 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 21920138.72000000 USD 201000000.00000000 SEK 2026-05-06 -147454.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 102509.52000000 0.016986424460 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 114700000.00000000 MXN 6663702.57000000 USD 2026-05-13 102509.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -338740.22000000 -0.05613122721 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21342339.37000000 USD 193900000.00000000 SEK 2026-05-06 -338740.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 215370.99000000 0.035688227323 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21364611.81000000 USD 200000000.00000000 NOK 2026-06-05 215370.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 651679.94000000 0.107987161319 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 123600000.00000000 PEN 35787705.94000000 USD 2026-06-16 651679.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 35253.39000000 0.005841692032 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18404841.91000000 USD 170900000.00000000 NOK 2026-06-05 35253.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -20322.38000000 -0.00336753671 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 14280000.00000000 CHF 18415375.03000000 USD 2026-07-22 -20322.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -142637.87000000 -0.02363592575 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38927558.65000000 USD 57380000000.00000000 KRW 2026-07-28 -142637.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 99638.61000000 0.016510697953 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 18411714.14000000 USD 25060000.00000000 CAD 2026-07-21 99638.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -58197.49000000 -0.00964366302 N/A DFE N/A N 2 Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 14300000.00000000 CHF 18403320.22000000 USD 2026-07-22 -58197.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 262610.55000000 0.043516097529 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 75390000000.00000000 KRW 51094544.22000000 USD 2026-05-06 262610.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -286739.13000000 -0.04751434375 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 51250152.96000000 USD 75390000000.00000000 KRW 2026-07-31 -286739.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 758679.36000000 0.125717588357 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 12594547.05000000 USD 716000000.00000000 EGP 2026-10-27 758679.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -14266.90000000 -0.00236410841 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 8499906.59000000 USD 455000000.00000000 EGP 2026-06-02 -14266.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -411399.80000000 -0.06817134277 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 23780000.00000000 CHF 30288942.24000000 USD 2026-07-22 -411399.80000000 N N N Octagon 55 Ltd. N/A 67577AAW9 2985000.00000000 PA USD 2991307.31000000 0.495677042076 Long ABS-CBDO CORP KY Y 2 2038-03-20 Floating 6.42522960 N N N N N N OHA Credit Funding 2 Ltd. N/A 67707ECA0 4650000.00000000 PA USD 4653747.90000000 0.771153129579 Long ABS-CBDO CORP KY Y 2 2038-01-21 Floating 6.37214040 N N N N N N Point Broadband Funding LLC N/A 73052AAC5 4650000.00000000 PA USD 4645009.62000000 0.769705145693 Long ABS-O CORP US Y 2 2055-07-20 Fixed 5.33600000 N N N N N N Point Broadband Funding LLC N/A 73052AAE1 6070000.00000000 PA USD 6076159.84000000 1.006855071896 Long ABS-O CORP US Y 2 2055-07-20 Fixed 5.72700000 N N N N N N QTS Fayetteville I Dc1-2 LLC N/A 74751AAA1 4290000.00000000 PA USD 4173010.84000000 0.691492199015 Long DBT CORP US Y 2 2036-04-15 Fixed 5.70000000 N N N N N N SWCH Commercial Mortgage Trust N/A 78489CAE9 3250000.00000000 PA USD 3211397.15000000 0.532147210326 Long ABS-MBS CORP US Y 2 2042-02-15 Floating 6.99492960 N N N N N N Saks Global Enterprises LLC 5493007HQSJGRH78Q684 79380MAC9 93900.00000000 PA USD 117.38000000 0.000019450549 Long DBT CORP US Y 2 2029-12-15 Fixed 11.00000000 Y N N N N N Saks Global Enterprises LLC 5493007HQSJGRH78Q684 79380MAD7 2504000.00000000 PA USD 12520.00000000 0.002074636914 Long DBT CORP US Y 2 2029-12-15 Fixed 11.00000000 Y N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513BK0 4690000.00000000 PA USD 4684280.55000000 0.776212567501 Long DBT CORP US N 2 2026-06-01 Variable 4.00000000 N N N N N N Stack Infrastructure Issuer LLC 254900AV7V87H3A2WM57 85236KAH5 9675000.00000000 PA USD 9691096.30000000 1.605871096026 Long ABS-O CORP US Y 2 2048-07-25 Fixed 5.90000000 N N N N N N TRTX Issuer Ltd. N/A 87277LAA4 4830000.00000000 PA USD 4834525.23000000 0.801108985973 Long ABS-CBDO CORP KY Y 2 2043-06-18 Floating 5.11101000 N N N N N N TRTX Issuer Ltd. N/A 897764AG1 6760000.00000000 PA USD 6740079.63000000 1.116870447643 Long ABS-CBDO CORP KY Y 2 2042-09-18 Floating 6.05687040 N N N N N N Trust Fibra Uno N/A 89834JAB9 1145000.00000000 PA USD 1233748.95000000 0.204439386136 Long DBT CORP MX Y 2 2032-01-23 Fixed 7.70000000 N N N N N N Trust 2401 N/A 89834MAB2 575000.00000000 PA USD 625531.00000000 0.103654129674 Long DBT CORP MX Y 2 2032-01-23 Fixed 7.70000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AG3 3830000.00000000 PA USD 3825212.50000000 0.633859988566 Long DBT CORP CH Y 2 2026-06-02 Variable 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UK2 45710000.00000000 PA USD 43985544.54000000 7.288660893792 Long DBT UST US N 2 2055-05-15 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810US5 30720000.00000000 PA USD 28804687.83000000 4.773104526499 Long DBT UST US N 2 2056-02-15 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNQ0 3420000.00000000 PA USD 3423758.58000000 0.567336736030 Long DBT UST US N 2 2027-07-31 Floating 3.80224440 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNT4 62200000.00000000 PA USD 61673713.36000000 10.21969347982 Long DBT UST US N 2 2035-08-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CPX3 44110000.00000000 PA USD 44123660.87000000 7.311547574036 Long DBT UST US N 2 2028-01-31 Floating 3.74224680 N N N N N N Zayo Issuer LLC N/A 98919WAA1 1700000.00000000 PA USD 1713426.26000000 0.283924709953 Long ABS-O CORP US Y 2 2055-03-20 Fixed 5.64800000 N N N N N N Zayo Issuer LLC N/A 98919WAG8 12440000.00000000 PA USD 12639144.50000000 2.094379851643 Long ABS-O CORP US Y 2 2055-06-20 Fixed 5.95300000 N N N N N N Notas do Tesouro Nacional 254900ZFY40OYEADAP90 N/A 76960000.00000000 PA 13118533.87000000 2.173817462125 Long DBT NUSS BR N 2 2033-01-01 Fixed 9.99999990 N N N N N N Mex Bonos Desarr Fix Rt 254900EGTWEU67VP6075 N/A 424500000.00000000 PA 20334737.10000000 3.369584363143 Long DBT NUSS MX N 2 2053-07-31 Fixed 7.99999920 N N N N N N Titulos de Tesoreria 549300MHDRBVRF6B9117 N/A 119350000000.00000000 PA 28879433.57000000 4.785490330922 Long DBT NUSS CO N 2 2046-07-25 Fixed 11.50000000 N N N N N N Commonwealth of Australia 213800J6B7JSBDETCB42 N/A 37770000.00000000 PA 25354025.80000000 4.201309732123 Long DBT NUSS AU Y 2 2036-10-21 Fixed 4.25000000 N N N N N N Notas do Tesouro Nacional 254900ZFY40OYEADAP90 N/A 157290000.00000000 PA 26021778.97000000 4.311960321261 Long DBT NUSS BR N 2 2035-01-01 Fixed 9.99999990 N N N N N N Titulos de Tesoreria 549300MHDRBVRF6B9117 N/A 1030000000.00000000 PA 258596.24000000 0.042850902983 Long DBT NUSS CO N 2 2058-03-13 Fixed 12.00000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927WAQ5 1370000.00000000 PA USD 1397400.00000000 0.231557318194 Long DBT NUSS EC Y 2 2034-01-29 Fixed 8.75000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 N/A 195500000.00000000 PA 11785865.53000000 1.952986556978 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N N/A N/A N/A -1111.00000000 NC 1603131.04000000 0.265648149660 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Short Canada Canada 10 Year Bond 2026-06-19 -132353430.00000000 CAD 1603131.04000000 N N N Colombian Peso N/A N/A 5152336137.16000000 OU Currencies 1416064.39000000 0.234650116314 Long STIV CO N 1 N N N N/A N/A N/A 508.00000000 NC -2817403.58000000 -0.46686018123 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long United Kingdom of Great Britain and Northern Ireland Long Gilt 2026-06-26 43987720.00000000 GBP -2817403.58000000 N N N South Korea Won N/A N/A 48.00000000 OU Currencies 0.03000000 0.000000004971 Long STIV KR N 1 N N N New Mexican Pesos N/A N/A 0.47000000 OU Currencies 0.03000000 0.000000004971 Long STIV MX N 1 N N N Titulos de Tesoreria 549300MHDRBVRF6B9117 N/A 8890000000.00000000 PA 2231961.76000000 0.369849062156 Long DBT NUSS CO N 2 2058-03-13 Fixed 12.00000000 N N N N N N Polish Zloty - New N/A N/A 80.86000000 OU Currencies 22.31000000 0.000003696896 Long STIV PL N 1 N N N N/A N/A N/A -1072.00000000 NC USD 3145866.53000000 0.521288404954 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2026-06-18 -120985250.00000000 USD 3145866.53000000 N N N N/A N/A N/A 1283.00000000 NC -620143.53000000 -0.10276139451 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long Australia Australia 10 Year Bond 2026-06-15 137361841.83000000 AUD -620143.53000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 902000000.00000000 PA 15833111.15000000 2.623638726607 Long STIV NUSS EG N 2 2026-08-11 None 0.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 510200000.00000000 PA 8567782.32000000 1.419731427572 Long STIV NUSS EG N 2 2026-10-20 None 0.00000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927WAQ5 2320000.00000000 PA USD 2366400.00000000 0.392126261467 Long DBT NUSS EC Y 2 2034-01-29 Fixed 8.75000000 N N N N N N 2026-06-01 1290 Funds James Kelly James Kelly Treasurer