0001752724-20-168509.txt : 20200825
0001752724-20-168509.hdr.sgml : 20200825
20200825105833
ACCESSION NUMBER: 0001752724-20-168509
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200825
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Ivy Variable Insurance Portfolios
CENTRAL INDEX KEY: 0000810016
IRS NUMBER: 481146010
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05017
FILM NUMBER: 201130209
BUSINESS ADDRESS:
STREET 1: 6300 LAMAR AVENUE
CITY: OVERLAND PARK
STATE: KS
ZIP: 66202
BUSINESS PHONE: 9132362000
MAIL ADDRESS:
STREET 1: P O BOX 29217
CITY: SHAWNEE MISSION
STATE: KS
ZIP: 66201-9217
FORMER COMPANY:
FORMER CONFORMED NAME: Ivy Funds Variable Insurance Portfolios
DATE OF NAME CHANGE: 20100301
FORMER COMPANY:
FORMER CONFORMED NAME: Ivy Funds Variable Insurance Portfolios, Inc.
DATE OF NAME CHANGE: 20080819
FORMER COMPANY:
FORMER CONFORMED NAME: W&R TARGET FUNDS INC
DATE OF NAME CHANGE: 20001026
0000810016
S000006224
Ivy VIP Asset Strategy
C000017158
Class II
C000190645
Class I
NPORT-P
1
primary_doc.xml
NPORT-P
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0000810016
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S000006224
C000190645
C000017158
Ivy Variable Insurance Portfolios
811-05017
0000810016
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6300 Lamar Avenue
P.O. Box 29217
Shawnee Mission
66201
18007776472
Ivy VIP Asset Strategy
S000006224
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2020-12-31
2020-06-30
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47507142.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
N/A
60806.00000000
NS
7080696.32000000
1.021464886275
Long
EC
CORP
DE
N
2
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RKA9
653000.00000000
PA
USD
681202.37000000
0.098270603618
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
0.03650000
N
N
N
N
N
N
VeriSign Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign Inc.
92343E102
22372.00000000
NS
USD
4627200.76000000
0.667522357192
Long
EC
CORP
US
N
1
N
N
N
Societe Generale Group
O2RNE8IBXP4R0TD8PU41
Societe Generale Group
83368JKG4
6791000.00000000
PA
USD
6850081.70000000
0.988196302799
Long
DBT
CORP
FR
N
2
2049-12-29
Fixed
0.07375000
N
N
N
N
N
N
State Street Institutional U.S. Government Money Market Fund - Premier Class
N/A
State Street Institutional U.S. Government Money Market Fund - Premier Class
N/A
14346681.16000000
NS
USD
14346681.16000000
2.069659589571
Long
STIV
RF
US
N
1
N
N
N
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2L7
200000.00000000
PA
USD
204328.31000000
0.029476506900
Long
DBT
CORP
FR
N
2
2026-06-09
Fixed
0.02219000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XBZ8
1081000.00000000
PA
USD
1234356.42000000
0.178068890854
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.04250000
N
N
N
N
N
N
Glencore International plc
2138002658CPO9NBH955
Glencore International plc
N/A
1795674.00000000
NS
3825141.18000000
0.551816830412
Long
EC
CORP
JE
N
2
N
N
N
Ellington Financial Mortgage Trust Series 2018-1 Class B1 (Mortgage spread to 10-year U.S. Treasury index)
N/A
Ellington Financial Mortgage Trust Series 2018-1 Class B1 (Mortgage spread to 10-year U.S. Treasury index)
31573NAE1
1500000.00000000
PA
USD
1508699.70000000
0.217645793272
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
0.05574000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
105113.00000000
NS
USD
5076957.90000000
0.732404553109
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RJY9
1087000.00000000
PA
USD
1124486.64000000
0.162219019985
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.02750000
N
N
N
N
N
N
Energy Transfer Operating L.P.
5493008K8W3OKZE54J59
Energy Transfer Operating L.P.
29278NAS2
3900000.00000000
PA
USD
3273036.00000000
0.472169853701
Long
DBT
CORP
US
N
2
2168-05-15
Fixed
0.06750000
N
N
N
N
N
N
Microchip Technology Inc.
5493007PTFULNYZJ1R12
Microchip Technology Inc.
595017AS3
545000.00000000
PA
USD
549490.35000000
0.079269759993
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.04250000
N
N
N
N
N
N
Barrick Gold Corp.
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp.
067901108
269999.00000000
NS
USD
7273773.06000000
1.049318235911
Long
EC
CORP
CA
N
1
N
N
N
Wal-Mart Stores Inc.
Y87794H0US1R65VBXU25
Wal-Mart Stores Inc.
931142103
53387.00000000
NS
USD
6394694.86000000
0.922501963470
Long
EC
CORP
US
N
1
N
N
N
Laredo Petroleum Inc.
549300X0PTWU2QSLSL14
Laredo Petroleum Inc.
516806AG1
3064000.00000000
PA
USD
2114160.00000000
0.304989806986
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.10125000
N
N
N
N
Vinci
213800WFQ334R8UXUG83
Vinci
N/A
71247.00000000
NS
6606225.43000000
0.953017472096
Long
EC
CORP
FR
N
2
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
2852000.00000000
PA
USD
3065900.00000000
0.442288307999
Long
DBT
CORP
CH
N
2
2168-06-11
Fixed
0.07500000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBG9
2013000.00000000
PA
USD
2085971.25000000
0.300923283439
Long
DBT
CORP
GB
N
2
2168-09-15
Fixed
0.08000000
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III B.V. (GTD by Teva Pharmaceutical Industries Ltd.)
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III B.V. (GTD by Teva Pharmaceutical Industries Ltd.)
88167AAD3
1000000.00000000
PA
USD
945000.00000000
0.136326185152
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
0.02800000
N
N
N
N
N
N
Republic of Columbia
549300MHDRBVRF6B9117
Republic of Columbia
195325DS1
327000.00000000
PA
USD
324223.77000000
0.046772687513
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
0.03125000
N
N
N
N
N
N
Petronas Capital Ltd.
549300G7YFX3540OYR85
Petronas Capital Ltd.
716743AR0
424395.00000000
PA
USD
537230.45000000
0.077501140525
Long
DBT
CORP
MY
N
2
2050-04-21
Fixed
0.04550000
N
N
N
N
N
N
Province of Mendoza
529900FD2SD2M48A6753
Province of Mendoza
N/A
4362000.00000000
PA
USD
2268283.62000000
0.327223759533
Long
DBT
NUSS
AR
N
2
2024-05-19
Fixed
0.08375000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741BJ6
542000.00000000
PA
USD
571745.26000000
0.082480264735
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
0.05250000
N
N
N
N
N
N
Laredo Petroleum Inc.
549300X0PTWU2QSLSL14
Laredo Petroleum Inc.
516806AF3
2741000.00000000
PA
USD
1894716.25000000
0.273332738951
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.09500000
N
N
N
N
N
N
Frontier Communications Corp.
549300ZCZ76HYCS0H445
Frontier Communications Corp.
17453BAJ0
2119000.00000000
PA
USD
640997.50000000
0.092470628431
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.09000000
Y
Y
N
N
N
N
Koninklijke Philips Electronics N.V. Ordinary Shares
H1FJE8H61JGM1JSGM897
Koninklijke Philips Electronics N.V. Ordinary Shares
N/A
141502.00000000
NS
6600713.46000000
0.952222312474
Long
EC
CORP
NL
N
1
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SF6
1591000.00000000
PA
USD
2195269.26000000
0.316690670474
Long
DBT
UST
US
N
2
2049-02-15
Fixed
0.03000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
52692.00000000
NS
USD
8908636.44000000
1.285164466431
Long
EC
CORP
US
N
1
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828S50
5775948.00000000
PA
USD
6140125.51000000
0.885777658346
Long
DBT
UST
US
N
2
2026-07-15
Fixed
0.00125000
N
N
N
N
N
N
Beiersdorf Aktiengesellschaft
L47NHHI0Z9X22DV46U41
Beiersdorf Aktiengesellschaft
N/A
66459.00000000
NS
7557299.83000000
1.090219953311
Long
EC
CORP
DE
N
2
N
Ferguson plc
213800DU1LGY3R2S2X42
Ferguson plc
N/A
82247.00000000
NS
6725031.27000000
0.970156463568
Long
EC
CORP
JE
N
2
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCT7
1233000.00000000
PA
USD
1081217.70000000
0.155977020487
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
0.06840000
N
N
N
N
N
N
ORIX Corp.
35380016EMHNBOVYE123
ORIX Corp.
N/A
805012.00000000
NS
9996039.62000000
1.442033807439
Long
EC
CORP
JP
N
2
N
N
N
Federal Home Loan Mortgage Corp. Agency REMIC/CMO (1-Month U.S. LIBOR plus 615 bps)
N/A
Federal Home Loan Mortgage Corp. Agency REMIC/CMO (1-Month U.S. LIBOR plus 615 bps)
3137FCF58
3069450.86020000
PA
USD
474327.77000000
0.068426767614
Long
ABS-MBS
USGA
US
N
2
2047-11-15
Variable
0.05965300
N
N
N
N
N
N
Adobe Inc.
FU4LY2G4933NH2E1CP29
Adobe Inc.
00724F101
28114.00000000
NS
USD
12238305.34000000
1.765504211361
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association Agency REMIC/CMO
N/A
Federal National Mortgage Association Agency REMIC/CMO
3136B4GV4
1987899.87960000
PA
USD
302660.94000000
0.043662022587
Long
ABS-MBS
USGA
US
N
2
2049-03-25
Fixed
0.05000000
N
N
N
N
N
N
Garter Inc. Class A
PP55B5R38BFB8O8HH686
Garter Inc. Class A
366651107
37933.00000000
NS
USD
4602410.89000000
0.663946157819
Long
EC
CORP
US
N
1
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Republic of Argentina
040114HQ6
2100000.00000000
PA
USD
842100.00000000
0.121481778324
Long
DBT
NUSS
AR
N
2
2028-01-11
Fixed
0.05875000
Y
Y
N
N
N
N
Homeward Opportunities Fund I Trust Series 2019-1 Class B1 (Mortgage spread to 10-year U.S. Treasury index)
N/A
Homeward Opportunities Fund I Trust Series 2019-1 Class B1 (Mortgage spread to 10-year U.S. Treasury index)
43789EAE6
1061000.00000000
PA
USD
1031545.69000000
0.148811310823
Long
ABS-MBS
CORP
US
N
2
2059-01-25
Variable
0.04800000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
N/A
4855000.00000000
PA
USD
5002834.75000000
0.721711509436
Long
DBT
CORP
CH
N
2
2168-07-29
Fixed
0.07125000
N
N
N
N
N
N
Hillman Group Inc. (The)
BDPO7HREUXNPHVMSIT54
Hillman Group Inc. (The)
40423BAA8
1079000.00000000
PA
USD
995884.63000000
0.143666828000
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
0.06375000
N
N
N
N
N
N
Petrobras Global Finance B.V. (GTD by Petroleo Brasileiro S.A.)
549300FNENFFSMO3GT38
Petrobras Global Finance B.V. (GTD by Petroleo Brasileiro S.A.)
71647NBH1
1744000.00000000
PA
USD
1751848.00000000
0.252722491859
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
0.05600000
N
N
N
N
Media Group Holdings LLC Series T
N/A
Media Group Holdings LLC Series T
N/A
4006.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
XX
Y
3
N
N
N
Media Group Holdings LLC Series H
N/A
Media Group Holdings LLC Series H
N/A
31963.00000000
NS
USD
0.03000000
0.000000004327
Long
EC
CORP
XX
Y
3
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CW8
1081000.00000000
PA
USD
1168831.25000000
0.168616196190
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.09000000
N
N
N
N
N
N
Tencent Holdings Ltd.
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
88032WAV8
1090000.00000000
PA
USD
1091908.63000000
0.157519299537
Long
DBT
CORP
KY
N
2
2050-06-03
Fixed
0.03240000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BC5
432000.00000000
PA
USD
466533.24000000
0.067302324715
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
0.11500000
N
N
N
N
N
N
Merck & Co. Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co. Inc.
58933Y105
82758.00000000
NS
USD
6399676.14000000
0.923220565480
Long
EC
CORP
US
N
1
N
N
N
E.ON AG
Q9MAIUP40P25UFBFG033
E.ON AG
N/A
753821.00000000
NS
8508847.70000000
1.227490737551
Long
EC
CORP
DE
N
2
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING Groep N.V.
N/A
2681000.00000000
PA
USD
2776336.36000000
0.400515708634
Long
DBT
CORP
NL
N
2
2049-12-29
Fixed
0.06875000
N
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AG0
540000.00000000
PA
USD
604875.55000000
0.087259657379
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
0.03500000
N
N
N
N
N
N
Energy Transfer Operating L.P.
5493008K8W3OKZE54J59
Energy Transfer Operating L.P.
29278NAT0
3900000.00000000
PA
USD
3334500.00000000
0.481036681896
Long
DBT
CORP
US
N
2
2168-05-15
Fixed
0.07125000
N
N
N
N
N
N
Wolverine Escrow LLC
N/A
Wolverine Escrow LLC
97789LAA4
2081000.00000000
PA
USD
1352650.00000000
0.195133983435
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.13125000
N
N
N
N
N
N
Verus Securitization Trust Series 2019-1 Class B1 (Mortgage spread to 10-year U.S. Treasury index)
N/A
Verus Securitization Trust Series 2019-1 Class B1 (Mortgage spread to 10-year U.S. Treasury index)
92537DAE0
3432000.00000000
PA
USD
3028260.21000000
0.436858372570
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
0.05311000
N
N
N
N
N
N
Dollar Tree Inc.
549300PMSTQITB1WHR43
Dollar Tree Inc.
256746108
70261.00000000
NS
USD
6511789.48000000
0.939394093466
Long
EC
CORP
US
N
1
N
N
N
Nestle S.A. Registered Shares
KY37LUS27QQX7BB93L28
Nestle S.A. Registered Shares
N/A
56969.00000000
NS
6316188.65000000
0.911176617311
Long
EC
CORP
CH
N
2
N
N
N
Altria Group Inc. (GTD by Philip Morris USA Inc.)
XSGZFLO9YTNO9VCQV219
Altria Group Inc. (GTD by Philip Morris USA Inc.)
02209SBF9
1567000.00000000
PA
USD
2054509.81000000
0.296384639953
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
0.05950000
N
N
N
N
N
N
Royal Bank of Scotland Group plc (The)
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc (The)
780097BB6
5081000.00000000
PA
USD
5282969.75000000
0.762123928354
Long
DBT
CORP
GB
N
2
2049-12-29
Fixed
0.08625000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BD6
1083000.00000000
PA
USD
1156990.56000000
0.166908052171
Long
DBT
CORP
US
N
2
2168-09-01
Fixed
0.05375000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CH0
1086000.00000000
PA
USD
1110546.05000000
0.160207943315
Long
DBT
CORP
US
N
2
2031-06-04
Fixed
0.02848000
N
N
N
N
N
N
Grupo Aval Ltd.
549300J4FW1ELLQ80113
Grupo Aval Ltd.
40053FAC2
1689000.00000000
PA
USD
1612995.00000000
0.232691486794
Long
DBT
CORP
KY
N
2
2030-02-04
Fixed
0.04375000
N
N
N
N
N
N
UniCredit S.p.A.
549300TRUWO2CD2G5692
UniCredit S.p.A.
N/A
419773.00000000
NS
3874157.96000000
0.558888016260
Long
EC
CORP
IT
N
2
N
N
N
Wolverine Escrow LLC
N/A
Wolverine Escrow LLC
97789LAC0
2080000.00000000
PA
USD
1362400.00000000
0.196540523441
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.08500000
N
N
N
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
57321.00000000
NS
USD
6853871.97000000
0.988743089095
Long
EC
CORP
US
N
1
N
N
N
Banco Santander S.A.
5493006QMFDDMYWIAM13
Banco Santander S.A.
05971KAF6
436000.00000000
PA
USD
466669.74000000
0.067322016275
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
0.03490000
N
N
N
N
N
N
Leidos Inc. (GTD by Leidos Holdings Inc.)
5493006I78VIN6J1BQ95
Leidos Inc. (GTD by Leidos Holdings Inc.)
52532XAC9
326000.00000000
PA
USD
355258.50000000
0.051249773595
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.03625000
N
N
N
N
N
N
Banco Santander S.A.
5493006QMFDDMYWIAM13
Banco Santander S.A.
05971KAE9
654000.00000000
PA
USD
677426.28000000
0.097725862936
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
0.02746000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967424
121185.00000000
NS
USD
6192553.50000000
0.893340947099
Long
EC
CORP
US
N
1
N
N
N
AGNC Investment Corp.
5TRACI5HRMELWV32OF39
AGNC Investment Corp.
00123Q104
52314.00000000
NS
USD
674850.60000000
0.097354294016
Long
EC
CORP
US
N
1
N
N
N
Gold
N/A
Gold
N/A
26597.42500000
OU
USD
47358577.03000000
6.831972635726
Long
XX
N
1
N
N
N
Dreyfus Institutional Preferred Government Money Market Fund - Institutional Shares
N/A
Dreyfus Institutional Preferred Government Money Market Fund - Institutional Shares
N/A
17625263.74000000
NS
USD
17625263.74000000
2.542629595751
Long
STIV
RF
XX
N
1
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple Inc.
037833100
23033.00000000
NS
USD
8402438.40000000
1.212140077304
Long
EC
CORP
US
N
1
N
N
N
Leidos Inc. (GTD by Leidos Holdings Inc.)
5493006I78VIN6J1BQ95
Leidos Inc. (GTD by Leidos Holdings Inc.)
52532XAE5
326000.00000000
PA
USD
367222.70000000
0.052975735230
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.04375000
N
N
N
N
N
N
Federal National Mortgage Association Agency REMIC/CMO (1-Month U.S. LIBOR plus 562 bps)
N/A
Federal National Mortgage Association Agency REMIC/CMO (1-Month U.S. LIBOR plus 562 bps)
3136ANA23
4019336.74450000
PA
USD
906106.41000000
0.130715375891
Long
ABS-MBS
USGA
US
N
2
2045-06-25
Variable
0.05435500
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
19681.00000000
NS
USD
6050726.64000000
0.872880931463
Long
EC
CORP
US
N
1
N
N
N
Wolverine Escrow LLC
N/A
Wolverine Escrow LLC
97789LAB2
2081000.00000000
PA
USD
1363055.00000000
0.196635014077
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.09000000
N
N
N
N
N
N
Hillman Group Inc. (The) (ICE LIBOR plus 350 bps)
BDPO7HREUXNPHVMSIT54
Hillman Group Inc. (The) (ICE LIBOR plus 350 bps)
43162TAK6
5277291.19100000
PA
USD
4934267.26000000
0.711819928126
Long
LON
CORP
US
N
2
2025-05-31
Variable
0.05072000
N
N
N
N
N
N
Circuit of the Americas LLC Series D
N/A
Circuit of the Americas LLC Series D
172742AD0
3642397.19000000
PA
USD
2388789.67000000
0.344608024172
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
0.00000000
N
N
N
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
N/A
885034.00000000
NS
8281798.63000000
1.194736522149
Long
EC
CORP
HK
N
2
N
N
N
Keyence Corp.
529900M7PQBS7A89DZ11
Keyence Corp.
N/A
18700.00000000
NS
7836450.90000000
1.130490429982
Long
EC
CORP
JP
N
2
N
N
N
Zimmer Holdings Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Holdings Inc.
98956P102
94006.00000000
NS
USD
11220556.16000000
1.618683192153
Long
EC
CORP
US
N
1
N
N
N
CSN Resources S.A.
222100ZEX458NMOXZP08
CSN Resources S.A.
12644VAB4
2960000.00000000
PA
USD
2745400.00000000
0.396052813458
Long
DBT
CORP
LU
N
2
2023-02-13
Fixed
0.07625000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
654000.00000000
PA
USD
662173.05000000
0.095525424145
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
0.02193000
N
N
N
N
N
N
Federal National Mortgage Association Agency REMIC/CMO (1-Month U.S. LIBOR plus 625 bps)
N/A
Federal National Mortgage Association Agency REMIC/CMO (1-Month U.S. LIBOR plus 625 bps)
3136B14A9
10623989.50270000
PA
USD
2304796.97000000
0.332491194149
Long
ABS-MBS
USGA
US
N
2
2048-06-25
Variable
0.06065500
N
N
N
N
N
N
Atento Luxco 1 S.A.
549300MLFF3HYCZQTC48
Atento Luxco 1 S.A.
04684LAA6
744000.00000000
PA
USD
602647.44000000
0.086938229087
Long
DBT
CORP
LU
N
2
2022-08-10
Fixed
0.06125000
N
N
N
N
N
N
EPIC Crude Services L.P. (ICE LIBOR plus 500 bps)
549300FRS682IQ7J9S42
EPIC Crude Services L.P. (ICE LIBOR plus 500 bps)
29428XAB6
2818000.00000000
PA
USD
2151063.94000000
0.310313588317
Long
LON
CORP
US
N
2
2026-03-01
Variable
0.05370000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust Series 1998-C1 Class F
N/A
Merrill Lynch Mortgage Investors Trust Series 1998-C1 Class F
589929QP6
601885.22700000
PA
USD
602252.38000000
0.086881237528
Long
ABS-MBS
CORP
US
N
2
2026-11-15
Fixed
0.06250000
N
N
N
N
N
N
Suzuki Motor Corp.
353800D83H0V3ZV1SV24
Suzuki Motor Corp.
N/A
60783.00000000
NS
2075503.06000000
0.299413136976
Long
EC
CORP
JP
N
2
N
N
N
Housing Development Finance Corp. Ltd.
335800OX2H9AP7NHLT64
Housing Development Finance Corp. Ltd.
N/A
240048.00000000
NS
5581625.45000000
0.805208152962
Long
EC
CORP
IN
N
2
N
N
N
Athene Holding Ltd.
549300H316CT32FQXI76
Athene Holding Ltd.
04686JAB7
4313000.00000000
PA
USD
4963400.40000000
0.716022689859
Long
DBT
CORP
BM
N
2
2030-04-03
Fixed
0.06150000
N
N
N
N
N
N
Federal National Mortgage Association Agency REMIC/CMO
N/A
Federal National Mortgage Association Agency REMIC/CMO
31395QSV3
2583925.74000000
PA
USD
423399.69000000
0.061079856648
Long
ABS-MBS
USGA
US
N
2
2040-10-25
Fixed
0.04500000
N
N
N
N
N
N
Intuit Inc.
VI90HBPH7XSFMB9E4M29
Intuit Inc.
461202103
35832.00000000
NS
USD
10613080.08000000
1.531048380980
Long
EC
CORP
US
N
1
N
N
N
Amynta Agency Borrower Inc. (ICE LIBOR plus 400 bps)
N/A
Amynta Agency Borrower Inc. (ICE LIBOR plus 400 bps)
57810JAC2
5282831.32000000
PA
USD
4556442.01000000
0.657314663590
Long
LON
CORP
US
N
2
2025-02-28
Variable
0.04678300
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CY9
3047000.00000000
PA
USD
3399492.10000000
0.490412475608
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.05150000
N
N
N
N
N
N
Credit Agricole S.A.
N/A
Credit Agricole S.A.
22535WAG2
657000.00000000
PA
USD
666033.20000000
0.096082291366
Long
DBT
CORP
FR
N
2
2026-06-16
Fixed
0.01907000
N
N
N
N
N
N
COTA Racing & Entertainment LLC Class B
N/A
COTA Racing & Entertainment LLC Class B
N/A
25.76000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
2
N
N
N
Aerovias de Mexico S.A. de C.V. (GTD by Grupo Aeromexico S.A.B. de C.V.)
549300TK6ZHQ3FJ26B03
Aerovias de Mexico S.A. de C.V. (GTD by Grupo Aeromexico S.A.B. de C.V.)
008065AD6
2587000.00000000
PA
USD
595010.00000000
0.085836448071
Long
DBT
CORP
MX
N
2
2025-02-05
Fixed
0.07000000
Y
Y
N
N
N
N
Energy Transfer Operating L.P.
5493008K8W3OKZE54J59
Energy Transfer Operating L.P.
29278NAQ6
842000.00000000
PA
USD
832017.33000000
0.120027247174
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03750000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
1232000.00000000
PA
USD
1251096.00000000
0.180483751259
Long
DBT
CORP
CH
N
2
2168-02-21
Fixed
0.06375000
N
N
N
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom Inc.
11135FAH4
1081000.00000000
PA
USD
1242196.68000000
0.179199930787
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.05000000
N
N
N
N
N
N
Amazon.com Inc.
ZXTILKJKG63JELOEG630
Amazon.com Inc.
023135BT2
218000.00000000
PA
USD
220479.91000000
0.031806545008
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
0.02500000
N
N
N
N
N
N
Federal National Mortgage Association Agency REMIC/CMO (1-Month U.S. LIBOR plus 625 bps)
N/A
Federal National Mortgage Association Agency REMIC/CMO (1-Month U.S. LIBOR plus 625 bps)
3136ARK49
4661127.47000000
PA
USD
918081.77000000
0.132442947473
Long
ABS-MBS
USGA
US
N
2
2046-04-25
Variable
0.05915500
N
N
N
N
N
N
Compass Group plc
2138008M6MH9OZ6U2T68
Compass Group plc
N/A
313470.00000000
NS
4312849.09000000
0.622173823893
Long
EC
CORP
GB
N
2
N
N
N
AerCap Ireland Capital Ltd. and AerCap Global Aviation Trust
549300TI38531ODB1G63
AerCap Ireland Capital Ltd. and AerCap Global Aviation Trust
00774MAP0
1022000.00000000
PA
USD
1022119.77000000
0.147451522765
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
0.04500000
N
N
N
N
N
N
Banco de Credito del Peru
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru
05971U2C0
438000.00000000
PA
USD
434277.00000000
0.062649022973
Long
DBT
CORP
PE
N
2
2030-07-01
Fixed
0.03125000
N
N
N
N
N
N
AGNC Investment Corp.
5TRACI5HRMELWV32OF39
AGNC Investment Corp.
00123Q104
2104.00000000
NC
USD
86264.00000000
0.012444488927
N/A
DE
CORP
US
N
2
Morgan Stanley & Co. Inc.
N/A
Call
Purchased
security
AGNC Investment Corp.
2104.00000000
14.00000000
USD
2020-09-18
XXXX
-56808.00000000
N
N
N
Banco Santander S.A.
SCRYQ25DTVRHYYMM6P89
Banco Santander S.A.
05969BAD5
1134000.00000000
PA
USD
1241049.60000000
0.179034452437
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
0.05375000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XCA2
756000.00000000
PA
USD
922975.00000000
0.133148847345
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.05250000
N
N
N
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
00131LAJ4
540000.00000000
PA
USD
588205.40000000
0.084854812982
Long
DBT
CORP
HK
N
2
2030-04-07
Fixed
0.03375000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CT0
1083000.00000000
PA
USD
1179227.44000000
0.170115955896
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.04875000
N
N
N
N
N
N
Amazon.com Inc.
ZXTILKJKG63JELOEG630
Amazon.com Inc.
023135BS4
1090000.00000000
PA
USD
1105409.70000000
0.159466970827
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
0.01500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp. Agency REMIC/CMO
N/A
Federal Home Loan Mortgage Corp. Agency REMIC/CMO
31325UES1
5314318.19000000
PA
USD
824336.21000000
0.118919164859
Long
ABS-MBS
USGA
US
N
2
2043-01-15
Fixed
0.04500000
N
N
N
N
N
N
Canadian Natural Resources Ltd.
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd.
136385101
214538.00000000
NS
USD
3739397.34000000
0.539447380034
Long
EC
CORP
CA
N
1
N
N
N
AGNC Investment Corp.
5TRACI5HRMELWV32OF39
AGNC Investment Corp.
00123Q104
2104.00000000
NC
USD
-11572.00000000
-0.00166938266
N/A
DE
CORP
US
N
2
Morgan Stanley & Co. Inc.
N/A
Call
Written
security
AGNC Investment Corp.
2104.00000000
17.00000000
USD
2020-09-18
XXXX
19988.00000000
N
N
N
Federal National Mortgage Association Agency REMIC/CMO (1-Month U.S. LIBOR plus 625 bps)
N/A
Federal National Mortgage Association Agency REMIC/CMO (1-Month U.S. LIBOR plus 625 bps)
3136AM2E8
1996623.04800000
PA
USD
497508.35000000
0.071770809986
Long
ABS-MBS
USGA
US
N
2
2045-04-25
Variable
0.05935500
N
N
N
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
40775.00000000
NS
USD
6087299.75000000
0.878156987088
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association Agency REMIC/CMO
N/A
Federal National Mortgage Association Agency REMIC/CMO
3136AWFK8
2058236.15340000
PA
USD
339773.62000000
0.049015916857
Long
ABS-MBS
USGA
US
N
2
2047-05-25
Fixed
0.04500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust Series 2018-RPL8 Class A1 (Mortgage spread to 3-year U.S. Treasury index)
N/A
Credit Suisse Mortgage Trust Series 2018-RPL8 Class A1 (Mortgage spread to 3-year U.S. Treasury index)
12653AAA0
1686195.01860000
PA
USD
1726175.38000000
0.249018946518
Long
ABS-MBS
CORP
US
N
2
2058-07-25
Variable
0.04125000
N
N
N
N
N
N
Societe Generale S.A.
N/A
Societe Generale S.A.
83368RAY8
3284000.00000000
PA
USD
3284000.00000000
0.473751525969
Long
DBT
CORP
FR
N
2
2035-07-08
Fixed
0.03653000
N
N
N
N
N
N
AGNC Investment Corp.
N/A
AGNC Investment Corp.
N/A
2104.00000000
NC
USD
-50496.00000000
-0.00728457888
N/A
DE
CORP
XX
N
2
Morgan Stanley & Co. Inc.
N/A
Put
Written
security
AGNC Investment Corp.
2104.00000000
10.00000000
USD
2020-09-18
XXXX
89777.68000000
N
N
N
Sands China Ltd.
549300EVO6UZDGY05787
Sands China Ltd.
80007RAJ4
200000.00000000
PA
USD
205502.00000000
0.029645824022
Long
DBT
CORP
KY
N
2
2026-01-08
Fixed
0.03800000
N
N
N
N
N
N
Frontier Communications Corp.
549300ZCZ76HYCS0H445
Frontier Communications Corp.
35906AAN8
2119000.00000000
PA
USD
699270.00000000
0.100877049197
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.07625000
Y
Y
N
N
N
N
Anthem Inc.
8MYN82XMYQH89CTMTH67
Anthem Inc.
036752103
21553.00000000
NS
USD
5668007.94000000
0.817669735318
Long
EC
CORP
US
N
1
N
N
N
Aptiv plc
N/A
Aptiv plc
N/A
86139.00000000
NS
USD
6711950.88000000
0.968269479791
Long
EC
CORP
JE
N
1
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCQ3
4223000.00000000
PA
USD
3855134.47000000
0.556143677826
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
0.06490000
N
N
N
N
N
N
Fiserv Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv Inc.
337738108
95455.00000000
NS
USD
9318317.10000000
1.344265208768
Long
EC
CORP
US
N
1
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
N/A
80306.00000000
NS
5754204.05000000
0.830104430398
Long
EC
CORP
NL
N
2
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
064058AH3
435000.00000000
PA
USD
452400.00000000
0.065263456257
Long
DBT
CORP
US
N
2
2168-09-20
Fixed
0.04700000
N
N
N
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
N/A
27585.00000000
NS
7272800.22000000
1.049177893513
Long
EC
CORP
DE
N
2
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CV0
1081000.00000000
PA
USD
1143157.50000000
0.164912487834
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
0.08500000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BA7
3731000.00000000
PA
USD
3851138.20000000
0.555567173864
Long
DBT
CORP
GB
N
2
2049-12-29
Fixed
0.07500000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
7618000.00000000
PA
USD
7732270.00000000
1.115461239863
Long
DBT
CORP
GB
N
2
2049-12-29
Fixed
0.07875000
N
N
N
N
N
N
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
N/A
147967.00000000
NS
5911846.53000000
0.852846015495
Long
EC
CORP
FR
N
2
N
N
N
Frontier Communications Corp.
549300ZCZ76HYCS0H445
Frontier Communications Corp.
35906AAZ1
5680000.00000000
PA
USD
1959600.00000000
0.282692902037
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.11000000
Y
Y
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828N71
2772028.07000000
PA
USD
3004577.22000000
0.433441852274
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.00625000
N
N
N
N
N
N
Staples Inc. (ICE LIBOR plus 500 bps)
XQM2JINI1UL7642TU573
Staples Inc. (ICE LIBOR plus 500 bps)
855031AQ3
3401847.52000000
PA
USD
2917084.25000000
0.420820071504
Long
LON
CORP
US
N
2
2026-04-12
Variable
0.05686600
N
N
N
N
N
N
ASML Holding N.V. Ordinary Shares
724500Y6DUVHQD6OXN27
ASML Holding N.V. Ordinary Shares
N/A
29918.00000000
NS
10944345.83000000
1.578836948144
Long
EC
CORP
NL
N
2
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom Inc.
11135FAF8
541000.00000000
PA
USD
609100.28000000
0.087869119098
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.04700000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BC2
1089000.00000000
PA
USD
1104943.83000000
0.159399764181
Long
DBT
CORP
GB
N
2
2049-12-29
Fixed
0.06875000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CW3
1083000.00000000
PA
USD
1277835.91000000
0.184341264403
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
0.05805000
N
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co. Ltd.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
N/A
1672499.00000000
NS
17861487.04000000
2.576707290283
Long
EC
CORP
TW
N
2
N
N
N
Anheuser-Busch InBev Worldwide Inc. (GTD by AB INBEV/BBR/COB)
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc. (GTD by AB INBEV/BBR/COB)
035240AV2
860000.00000000
PA
USD
966781.61000000
0.139468411393
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.03500000
N
N
N
N
N
N
Larsen & Toubro Ltd.
3358003FR3JIC5FRXA90
Larsen & Toubro Ltd.
N/A
352293.00000000
NS
4421284.33000000
0.637816747285
Long
EC
CORP
IN
N
2
N
N
N
Surgery Center Holdings Inc. (ICE LIBOR plus 325 bps)
54930054EVI5HWPPW113
Surgery Center Holdings Inc. (ICE LIBOR plus 325 bps)
86880NAU7
2805204.98000000
PA
USD
2453544.48000000
0.353949586307
Long
LON
CORP
US
N
2
2024-08-31
Variable
0.04250000
N
N
N
N
N
N
B.A.T. Capital Corp.
2138005GYEXN7XRHFA84
B.A.T. Capital Corp.
05526DBN4
647000.00000000
PA
USD
759743.52000000
0.109600990239
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
0.04906000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RY6
7526000.00000000
PA
USD
9828779.59000000
1.417904789642
Long
DBT
UST
US
N
2
2047-08-15
Fixed
0.02750000
N
N
N
N
N
N
Heartland Dental LLC (ICE LIBOR plus 375 bps)
5493008FRC0GRKBN1075
Heartland Dental LLC (ICE LIBOR plus 375 bps)
42236WAH0
2605283.78000000
PA
USD
2311095.14000000
0.333399771387
Long
LON
CORP
US
N
2
2025-04-30
Variable
0.03678200
N
N
N
N
N
N
AerCap Ireland Capital Ltd. and AerCap Global Aviation Trust
549300TI38531ODB1G63
AerCap Ireland Capital Ltd. and AerCap Global Aviation Trust
00774MAN5
436000.00000000
PA
USD
456767.54000000
0.065893519819
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
0.06500000
N
N
N
N
N
N
UniCredit S.p.A.
549300TRUWO2CD2G5692
UniCredit S.p.A.
904678AF6
3700000.00000000
PA
USD
3841133.61000000
0.554123906574
Long
DBT
CORP
IT
N
2
2032-06-19
Fixed
0.05861000
N
N
N
N
N
N
West Corp. (3-Month ICE LIBOR plus 400 bps)
5493005Z5DB0O5S30R71
West Corp. (3-Month ICE LIBOR plus 400 bps)
68162RAC5
6062375.62000000
PA
USD
5150291.21000000
0.742983654058
Long
LON
CORP
US
N
2
2024-10-10
Variable
0.05000000
N
N
N
N
N
N
Frontier Communications Corp.
549300ZCZ76HYCS0H445
Frontier Communications Corp.
35906AAQ1
6323000.00000000
PA
USD
1882420.33000000
0.271558923219
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.06875000
Y
Y
N
N
N
N
Petronas Capital Ltd.
549300G7YFX3540OYR85
Petronas Capital Ltd.
716743AP4
432000.00000000
PA
USD
480025.92000000
0.069248785659
Long
DBT
CORP
MY
N
2
2030-04-21
Fixed
0.03500000
N
N
N
N
N
N
Reliance Industries Ltd.
5493003UOETFYRONLG31
Reliance Industries Ltd.
N/A
27276.00000000
NS
288135.86000000
0.041566627089
Long
EC
CORP
IN
N
1
N
N
N
UniCredit S.p.A.
549300TRUWO2CD2G5692
UniCredit S.p.A.
904678AS8
2672000.00000000
PA
USD
2693138.06000000
0.388513479163
Long
DBT
CORP
IT
N
2
2035-06-30
Fixed
0.05459000
N
N
N
N
N
N
Verus Securitization Trust Series 2018-3 Class B1 (Mortgage spread to 5-year U.S. Treasury index)
N/A
Verus Securitization Trust Series 2018-3 Class B1 (Mortgage spread to 5-year U.S. Treasury index)
92537BAE4
2100000.00000000
PA
USD
1945415.22000000
0.280646598392
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
0.05694000
N
N
N
N
N
N
Reliance Industries Ltd.
5493003UOETFYRONLG31
Reliance Industries Ltd.
N/A
409143.00000000
NS
9306538.66000000
1.342566044967
Long
EC
CORP
IN
N
2
N
N
N
Altice France Holding S.A.
5299000JVHXKJPOE6H40
Altice France Holding S.A.
02156TAB0
2383000.00000000
PA
USD
2624993.65000000
0.378682931592
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
0.10500000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
102634.00000000
NS
USD
20887045.34000000
3.013175883930
Long
EC
CORP
US
N
1
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Republic of Argentina
040114HP8
6531000.00000000
PA
USD
2733223.50000000
0.394296225317
Long
DBT
NUSS
AR
N
2
2023-01-11
Fixed
0.04625000
Y
Y
N
N
N
N
Samsung Electronics Co. Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
N/A
161987.00000000
NS
7170780.97000000
1.034460544133
Long
EC
CORP
KR
N
2
N
N
N
Visa Inc. Class A
549300JZ4OKEHW3DPJ59
Visa Inc. Class A
92826C839
71576.00000000
NS
USD
13826335.92000000
1.994594318109
Long
EC
CORP
US
N
1
N
N
N
Schneider Electric S.A.
969500A1YF1XUYYXS284
Schneider Electric S.A.
N/A
69287.00000000
NS
7707222.68000000
1.111847900621
Long
EC
CORP
FR
N
2
N
N
N
Sarepta Therapeutics Inc.
549300IKDPIED8J8IG21
Sarepta Therapeutics Inc.
803607100
39697.00000000
NS
USD
6365016.98000000
0.918220617265
Long
EC
CORP
US
N
1
N
N
N
Federal National Mortgage Association Agency REMIC/CMO (1-Month U.S. LIBOR plus 625 bps)
N/A
Federal National Mortgage Association Agency REMIC/CMO (1-Month U.S. LIBOR plus 625 bps)
3136ATLC6
4752359.02000000
PA
USD
992884.23000000
0.143233988755
Long
ABS-MBS
USGA
US
N
2
2046-08-25
Variable
0.05915500
N
N
N
N
N
N
Ping An Insurance (Group) Co. of China Ltd. H Shares
529900M9MC28JLN35U89
Ping An Insurance (Group) Co. of China Ltd. H Shares
N/A
913883.00000000
NS
9110492.14000000
1.314284273344
Long
EC
CORP
CN
N
2
N
N
N
Deutsche Telekom AG Registered Shares
549300V9QSIG4WX4GJ96
Deutsche Telekom AG Registered Shares
N/A
388192.00000000
NS
6513535.36000000
0.939645955011
Long
EC
CORP
DE
N
2
N
N
N
QUALCOMM Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc.
747525103
98134.00000000
NS
USD
8950802.14000000
1.291247311960
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar Inc.
149123101
39381.00000000
NS
USD
4981696.50000000
0.718662094638
Long
EC
CORP
US
N
1
N
N
N
GlaxoSmithKline plc
5493000HZTVUYLO1D793
GlaxoSmithKline plc
N/A
342859.00000000
NS
6925623.50000000
0.999094001649
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBP0
332000.00000000
PA
USD
353041.74000000
0.050929982660
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
0.02956000
N
N
N
N
N
N
Subaru Corp.
549300N244BVAEE6HH86
Subaru Corp.
N/A
179931.00000000
NS
3767697.36000000
0.543529955448
Long
EC
CORP
JP
N
2
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
556079AC5
872000.00000000
PA
USD
913560.04000000
0.131790640382
Long
DBT
CORP
AU
N
2
2030-06-03
Fixed
0.03624000
N
N
N
N
N
N
Amazon.com Inc.
ZXTILKJKG63JELOEG630
Amazon.com Inc.
023135106
6798.00000000
NS
USD
18754458.36000000
2.705527791348
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev Worldwide Inc. (GTD by AB INBEV/BBR/COB)
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc. (GTD by AB INBEV/BBR/COB)
035240AT7
432000.00000000
PA
USD
515112.66000000
0.074310416784
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
0.04500000
N
N
N
N
N
N
Pernod Ricard S.A.
52990097YFPX9J0H5D87
Pernod Ricard S.A.
N/A
32914.00000000
NS
5182824.41000000
0.747676910192
Long
EC
CORP
FR
N
2
N
N
N
Ingersoll-Rand Inc.
5299004C02FMZCUOIR50
Ingersoll-Rand Inc.
45687V106
353905.00000000
NS
USD
9951808.60000000
1.435653017786
Long
EC
CORP
US
N
1
N
N
N
West Corp.
5493005Z5DB0O5S30R71
West Corp.
68163PAA2
1500000.00000000
PA
USD
1192500.00000000
0.172030662216
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.08500000
N
N
N
N
N
N
2020-07-30
Ivy Variable Insurance Portfolios
Joseph W. Kauten
Joseph W. Kauten
Treasurer, Vice President