0001752724-20-168561.txt : 20200825
0001752724-20-168561.hdr.sgml : 20200825
20200825105857
ACCESSION NUMBER: 0001752724-20-168561
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: 201130260
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
S000029765
Ivy VIP Global Bond
C000091475
Class II
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000810016
XXXXXXXX
S000029765
C000091475
Ivy Variable Insurance Portfolios
811-05017
0000810016
72XHPUAYSOH6ROSGJT53
6300 Lamar Avenue
P.O. Box 29217
Shawnee Mission
66201
18007776472
Ivy VIP Global Bond
S000029765
549300PXXX3SI0F6P964
2020-12-31
2020-06-30
N
19717374.20
78915.32
19638458.88
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
USD
N
Weibo Corp.
549300Q9ID4640FE0422
Weibo Corp.
948596AD3
200000.00000000
PA
USD
206814.00000000
1.053107075579
Long
DBT
CORP
KY
N
2
2024-07-05
Fixed
0.03500000
N
N
N
N
N
N
Navios South American Logistics Inc. and Navios Logistics Finance (U.S.) Inc.
N/A
Navios South American Logistics Inc. and Navios Logistics Finance (U.S.) Inc.
63938NAF1
70000.00000000
PA
USD
72275.00000000
0.368027860239
Long
DBT
CORP
MH
N
2
2025-07-01
Fixed
0.10750000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828X88
125000.00000000
PA
USD
141079.10000000
0.718381726702
Long
DBT
UST
US
N
2
2027-05-15
Fixed
0.02375000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc.
86562MBB5
110000.00000000
PA
USD
119147.01000000
0.606702444056
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
0.03748000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M56
150000.00000000
PA
USD
165263.67000000
0.841530748465
Long
DBT
UST
US
N
2
2025-11-15
Fixed
0.02250000
N
N
N
N
N
N
Ross Stores Inc.
549300ENZFLPGRDFZQ60
Ross Stores Inc.
778296AD5
80000.00000000
PA
USD
95851.15000000
0.488078777391
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04800000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282Y5
100000.00000000
PA
USD
107953.13000000
0.549702655690
Long
DBT
UST
US
N
2
2024-09-30
Fixed
0.02125000
N
N
N
N
N
N
BAE Systems Holdings Inc.
MF62XBVMNYTYMC18DL76
BAE Systems Holdings Inc.
05523UAK6
75000.00000000
PA
USD
82361.95000000
0.419391106518
Long
DBT
CORP
US
N
2
2024-10-07
Fixed
0.03800000
N
N
N
N
N
N
GOHL Capital Ltd.
N/A
GOHL Capital Ltd.
N/A
200000.00000000
PA
USD
201674.16000000
1.026934757112
Long
DBT
CORP
IM
N
2
2027-01-24
Fixed
0.04250000
N
N
N
N
N
N
Corporacion Andina de Fomento
UKZ46SXGNYCZK0UOZE76
Corporacion Andina de Fomento
219868CC8
30000.00000000
PA
USD
30768.60000000
0.156675226849
Long
DBT
CORP
VE
N
2
2023-05-12
Fixed
0.02375000
N
N
N
N
N
N
Adani Electricity Mumbai Ltd.
335800AIC1B5EBFVUC38
Adani Electricity Mumbai Ltd.
00654GAA1
200000.00000000
PA
USD
185809.53000000
0.946151279667
Long
DBT
CORP
IN
N
2
2030-02-12
Fixed
0.03949000
N
N
N
N
N
N
Syngenta Finance N.V.
54930042S3BYCEGOCN86
Syngenta Finance N.V.
87164KAC8
200000.00000000
PA
USD
213300.94000000
1.086138893603
Long
DBT
CORP
NL
N
2
2028-04-24
Fixed
0.05182000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z29
150000.00000000
PA
USD
155027.34000000
0.789406851868
Long
DBT
UST
US
N
2
2023-01-15
Fixed
0.01500000
N
N
N
N
N
N
Royal Bank of Scotland Group plc (The)
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc (The)
780097AZ4
100000.00000000
PA
USD
112024.29000000
0.570433202954
Long
DBT
CORP
GB
N
2
2023-12-19
Fixed
0.06000000
N
N
N
N
N
N
Keurig Dr Pepper Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc.
49271VAF7
125000.00000000
PA
USD
149901.85000000
0.763307604308
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
0.04597000
N
N
N
N
N
N
Fresenius U.S. Finance II Inc.
TRJSJR7WPAPZ2OYFQZ47
Fresenius U.S. Finance II Inc.
35804GAJ7
100000.00000000
PA
USD
101753.24000000
0.518132510406
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
0.04250000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BT5
300000.00000000
PA
USD
346528.89000000
1.764542177761
Long
DBT
CORP
GB
N
2
2029-06-19
Fixed
0.04583000
N
N
N
N
N
N
Volkswagen Group of America Inc.
5493002SQ1AVQBY41K40
Volkswagen Group of America Inc.
928668AR3
200000.00000000
PA
USD
218862.15000000
1.114456848866
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
0.04250000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XZ1
200000.00000000
PA
USD
189540.00000000
0.965147016668
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
0.03096000
N
N
N
N
N
N
Abu Dhabi National Energy Co.
213800UNJSVQFNUYYW03
Abu Dhabi National Energy Co.
00388WAF8
200000.00000000
PA
USD
222734.80000000
1.134176573431
Long
DBT
CORP
AE
N
2
2025-04-23
Fixed
0.04375000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc.
86562MBF6
100000.00000000
PA
USD
109876.13000000
0.559494666416
Long
DBT
CORP
JP
N
2
2023-10-16
Fixed
0.03936000
N
N
N
N
N
N
Banco Santander S.A.
5493006QMFDDMYWIAM13
Banco Santander S.A.
05971KAD1
200000.00000000
PA
USD
210213.13000000
1.070415612979
Long
DBT
CORP
ES
N
2
2024-06-27
Fixed
0.02706000
N
N
N
N
N
N
Banco de Credito del Peru
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru
05990GAA3
150000.00000000
PA
USD
158100.00000000
0.805052987946
Long
DBT
CORP
PE
N
2
2023-04-01
Fixed
0.04250000
N
N
N
N
N
N
Vale Overseas Ltd.
254900BA3U6G5DNV5V04
Vale Overseas Ltd.
91911TAP8
150000.00000000
PA
USD
176437.50000000
0.898428441244
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
0.06250000
N
N
N
N
N
N
BBVA Bancomer S.A.
N/A
BBVA Bancomer S.A.
05533UAG3
200000.00000000
PA
USD
195000.00000000
0.992949605626
Long
DBT
CORP
MX
N
2
2034-09-13
Fixed
0.05875000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128BAH4
50000.00000000
PA
USD
43764.00000000
0.222848443798
Long
DBT
CORP
US
N
2
2168-10-01
Fixed
0.04000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YS3
200000.00000000
PA
USD
220789.06000000
1.124268769505
Long
DBT
UST
US
N
2
2029-11-15
Fixed
0.01750000
N
N
N
N
N
N
Perusahaan Listrik Negara
254900OYVDRYS9J51J61
Perusahaan Listrik Negara
71568PAE9
200000.00000000
PA
USD
230250.00000000
1.172444342027
Long
DBT
CORP
ID
N
2
2028-05-21
Fixed
0.05450000
N
N
N
N
N
N
Qatar Government Bond
52990074F6OJOAXK4P65
Qatar Government Bond
N/A
200000.00000000
PA
USD
214650.00000000
1.093008373577
Long
DBT
NUSS
QA
N
2
2023-04-23
Fixed
0.03875000
N
N
N
N
N
N
Bacardi Ltd.
549300R32WTQNHNN5055
Bacardi Ltd.
067316AE9
100000.00000000
PA
USD
109362.19000000
0.556877658620
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
0.04450000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAH3
200000.00000000
PA
USD
198202.00000000
1.009254347355
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
0.03250000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGR4
125000.00000000
PA
USD
140420.77000000
0.715029477913
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
0.03593000
N
N
N
N
N
N
Republic of Panama
N/A
Republic of Panama
ZS1514182
200000.00000000
PA
USD
209328.00000000
1.065908487417
Long
DBT
NUSS
PA
N
2
2026-04-17
Fixed
0.03750000
N
N
N
N
N
N
Danske Bank A.S.
MAES062Z21O4RZ2U7M96
Danske Bank A.S.
23636AAM3
200000.00000000
PA
USD
206435.17000000
1.051178054558
Long
DBT
CORP
DK
N
2
2022-03-02
Fixed
0.02700000
N
N
N
N
N
N
Empresa de Transporte de Pasajeros Metro S.A.
959800T4M5QUPYMSCH69
Empresa de Transporte de Pasajeros Metro S.A.
29246QAD7
200000.00000000
PA
USD
215750.00000000
1.098609627763
Long
DBT
CORP
CL
N
2
2030-05-07
Fixed
0.03650000
N
N
N
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc.
35671DCF0
170000.00000000
PA
USD
164900.00000000
0.839678922911
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04250000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AD5
50000.00000000
PA
USD
58218.88000000
0.296453404799
Long
DBT
CORP
CA
N
2
2026-01-27
Fixed
0.04650000
N
N
N
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Republic of Argentina
040114HK9
100000.00000000
PA
USD
41450.00000000
0.211065441811
Long
DBT
NUSS
AR
N
2
2022-01-26
Fixed
0.05625000
Y
Y
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YB0
100000.00000000
PA
USD
109093.75000000
0.555510748916
Long
DBT
UST
US
N
2
2029-08-15
Fixed
0.01625000
N
N
N
N
N
N
Enel Finance International N.V.
0YQH6LCEF474UTUV4B96
Enel Finance International N.V.
29278GAJ7
200000.00000000
PA
USD
227766.00000000
1.159795691666
Long
DBT
CORP
NL
N
2
2025-09-14
Fixed
0.04625000
N
N
N
N
N
N
Adani Green Energy (UP) Ltd. Parampujya Solar Energy Private Ltd. and Prayatna Developers Private Ltd.
335800NT8W2YDE1C2270
Adani Green Energy (UP) Ltd. Parampujya Solar Energy Private Ltd. and Prayatna Developers Private Ltd.
00654AAA4
200000.00000000
PA
USD
208500.00000000
1.061692270630
Long
DBT
CORP
IN
N
2
2024-12-10
Fixed
0.06250000
N
N
N
N
N
N
Aircastle Ltd.
549300PNK8AKY3OIKP58
Aircastle Ltd.
00928QAR2
100000.00000000
PA
USD
97008.77000000
0.493973435455
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
0.04400000
N
N
N
N
N
N
State Bank of India
5493001JZ37UBBZF6L49
State Bank of India
85628UAF3
200000.00000000
PA
USD
214547.87000000
1.092488322586
Long
DBT
CORP
IN
N
2
2024-04-17
Fixed
0.04875000
N
N
N
N
N
N
Rumo Luxembourg S.a.r.l.
222100HOIQFT7YOSPB46
Rumo Luxembourg S.a.r.l.
781467AA3
200000.00000000
PA
USD
210300.00000000
1.070857959298
Long
DBT
CORP
LU
N
2
2024-02-09
Fixed
0.07375000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAD5
150000.00000000
PA
USD
151004.97000000
0.768924745687
Long
DBT
CORP
NO
N
2
2024-06-15
Fixed
0.04750000
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
296949.36000000
NS
USD
296949.36000000
1.512080768732
Long
STIV
RF
US
N
1
N
N
N
Reynolds American Inc.
02S2RPPVO9RP4NEU2740
Reynolds American Inc.
761713BG0
200000.00000000
PA
USD
225319.19000000
1.147336414617
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
0.04450000
N
N
N
N
N
N
GeoPark Ltd.
529900ZR5QI19AH4KZ07
GeoPark Ltd.
37255BAA7
200000.00000000
PA
USD
183880.00000000
0.936326017859
Long
DBT
CORP
BM
N
2
2024-09-21
Fixed
0.06500000
N
N
N
N
N
N
Hyundai Capital Services Inc.
549300MALMDAGL2ZJJ27
Hyundai Capital Services Inc.
44920UAK4
210000.00000000
PA
USD
214548.36000000
1.092490817690
Long
DBT
CORP
KR
N
2
2022-08-29
Fixed
0.02983400
N
N
N
N
N
N
Banco de Bogota S.A.
549300LYHE7LWSKDZT53
Banco de Bogota S.A.
059514AB5
200000.00000000
PA
USD
207152.00000000
1.054828188228
Long
DBT
CORP
CO
N
2
2023-02-19
Fixed
0.05375000
N
N
N
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
200000.00000000
PA
USD
46000.00000000
0.234234265942
Long
DBT
CORP
MX
N
2
2025-02-05
Fixed
0.07000000
Y
Y
N
N
N
N
Alfa S.A.B. de C.V.
549300ZCGJ6T8YDJ4M34
Alfa S.A.B. de C.V.
015398AB6
200000.00000000
PA
USD
213000.00000000
1.084606492299
Long
DBT
CORP
MX
N
2
2024-03-25
Fixed
0.05250000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc.
606822AR5
100000.00000000
PA
USD
109622.96000000
0.558205512305
Long
DBT
CORP
JP
N
2
2027-07-25
Fixed
0.03287000
N
N
N
N
N
N
Perusahaan Listrik Negara
254900OYVDRYS9J51J61
Perusahaan Listrik Negara
71568PAG4
200000.00000000
PA
USD
230500.00000000
1.173717354342
Long
DBT
CORP
ID
N
2
2029-01-25
Fixed
0.05375000
N
N
N
N
N
N
Banco del Estado de Chile
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05965MAG8
200000.00000000
PA
USD
205500.00000000
1.046416122852
Long
DBT
CORP
CL
N
2
2025-01-09
Fixed
0.02704000
N
N
N
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom Inc.
11135FAH4
100000.00000000
PA
USD
114911.81000000
0.585136597032
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.05000000
N
N
N
N
N
N
ANZ New Zealand International Ltd.
213800VD256NU2D97H12
ANZ New Zealand International Ltd.
00182EBJ7
200000.00000000
PA
USD
227447.06000000
1.158171633475
Long
DBT
CORP
NZ
N
2
2028-01-21
Fixed
0.03450000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAW9
100000.00000000
PA
USD
115032.27000000
0.585749985286
Long
DBT
CORP
CA
N
2
2028-05-15
Fixed
0.04250000
N
N
N
N
N
N
Bangkok Bank Public Co. Ltd.
549300CCL2BKJGMYXV60
Bangkok Bank Public Co. Ltd.
059895AR3
200000.00000000
PA
USD
215815.90000000
1.098945193809
Long
DBT
CORP
TH
N
2
2024-03-19
Fixed
0.04050000
N
N
N
N
N
N
VTR Finance B.V.
213800F4XI4RJB82XM19
VTR Finance B.V.
918370AB3
200000.00000000
PA
USD
204584.00000000
1.041751805730
Long
DBT
CORP
NL
N
2
2024-01-15
Fixed
0.06875000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCQ3
100000.00000000
PA
USD
91289.00000000
0.464848084861
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
0.06490000
N
N
N
N
N
N
Brookfield Finance Inc. (GTD by Brookfield Asset Management Inc.)
N/A
Brookfield Finance Inc. (GTD by Brookfield Asset Management Inc.)
11271LAE2
100000.00000000
PA
USD
112845.44000000
0.574614539203
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
0.04350000
N
N
N
N
N
N
Fresenius U.S. Finance II Inc.
TRJSJR7WPAPZ2OYFQZ47
Fresenius U.S. Finance II Inc.
35804GAK4
75000.00000000
PA
USD
79214.66000000
0.403364950804
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.04500000
N
N
N
N
N
N
Emgesa S.A. E.S.P.
2549007VY3IWUVGW7A82
Emgesa S.A. E.S.P.
N/A
302000000.00000100
PA
81737.98000000
0.416213820541
Long
DBT
CORP
CO
N
2
2021-01-25
Fixed
0.08750000
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568AW0
250000.00000000
PA
USD
252362.21000000
1.285040804586
Long
DBT
CORP
US
N
2
2020-11-24
Fixed
0.03500000
N
N
N
N
N
N
MARB BondCo plc
254900PVA1EU6QM1JN57
MARB BondCo plc
566007AB6
200000.00000000
PA
USD
199252.00000000
1.014600999077
Long
DBT
CORP
GB
N
2
2025-01-19
Fixed
0.06875000
N
N
N
N
N
N
Fenix Power Peru S.A.
549300VBTI7WLU4G4642
Fenix Power Peru S.A.
N/A
184705.88360000
PA
USD
182374.90000000
0.928661974518
Long
DBT
CORP
PE
N
2
2027-09-20
Fixed
0.04317000
N
N
N
N
N
N
Banco Santander S.A.
SCRYQ25DTVRHYYMM6P89
Banco Santander S.A.
05969BAA1
150000.00000000
PA
USD
156187.50000000
0.795314443737
Long
DBT
CORP
MX
N
2
2022-11-09
Fixed
0.04125000
N
N
N
N
N
N
Olam International Ltd.
33D7DTWH8BNIUWE0IF81
Olam International Ltd.
N/A
100000.00000000
PA
USD
100500.00000000
0.511750950591
Long
DBT
CORP
SG
N
2
2020-08-12
Fixed
0.07500000
N
N
N
N
N
N
Grupo Kuo S.A.B. de C.V.
549300WIYIAVCFZI6Z04
Grupo Kuo S.A.B. de C.V.
40052CAC0
200000.00000000
PA
USD
184000.00000000
0.936937063770
Long
DBT
CORP
MX
N
2
2027-07-07
Fixed
0.05750000
N
N
N
N
N
N
Enel Chile S.A.
549300YM5CWCAUVOPB53
Enel Chile S.A.
29278DAA3
80000.00000000
PA
USD
89200.00000000
0.454210793958
Long
DBT
CORP
CL
N
2
2028-06-12
Fixed
0.04875000
N
N
N
N
N
N
Africa Finance Corp.
213800LXFHRRXIJRXW97
Africa Finance Corp.
00830YAC5
200000.00000000
PA
USD
210720.00000000
1.072996619987
Long
DBT
CORP
NG
N
2
2026-04-17
Fixed
0.04375000
N
N
N
N
N
N
Vietnam Government Bond
5493008AE7RS4XK4BZ08
Vietnam Government Bond
92671CAA6
200000.00000000
PA
USD
217996.59000000
1.110049374709
Long
DBT
NUSS
VN
N
2
2024-11-19
Fixed
0.04800000
N
N
N
N
N
N
Tencent Holdings Ltd.
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
88032WAE6
200000.00000000
PA
USD
207738.59000000
1.057815133404
Long
DBT
CORP
KY
N
2
2023-01-19
Fixed
0.02985000
N
N
N
N
N
N
Nexa Resources S.A.
549300QRMRHM7GAU7L47
Nexa Resources S.A.
65290DAA1
200000.00000000
PA
USD
202600.00000000
1.031649179999
Long
DBT
CORP
LU
N
2
2028-01-18
Fixed
0.06500000
N
N
N
N
N
N
Minerva Luxembourg S.A.
222100NM3G3RCPGZ2Z17
Minerva Luxembourg S.A.
603374AE9
200000.00000000
PA
USD
194200.00000000
0.988875966218
Long
DBT
CORP
LU
N
2
2028-01-19
Fixed
0.05875000
N
N
N
N
N
N
Ras Laffan Liquefied Natural Gas Co. Ltd. II
N/A
Ras Laffan Liquefied Natural Gas Co. Ltd. II
75405TAA7
14125.00000000
PA
USD
14223.88000000
0.072428697622
Long
DBT
CORP
QA
N
2
2020-09-30
Fixed
0.05298000
N
N
N
N
N
N
Ausgrid Finance Pty Ltd.
549300DN8D7YR73BKB57
Ausgrid Finance Pty Ltd.
052113AA5
200000.00000000
PA
USD
210290.19000000
1.070808006295
Long
DBT
CORP
AU
N
2
2023-05-01
Fixed
0.03850000
N
N
N
N
N
N
GEMS MENASA Cayman Ltd. and GEMS Education Delaware LLC
213800KB2HCLUSOQ2G49
GEMS MENASA Cayman Ltd. and GEMS Education Delaware LLC
36166LAA5
200000.00000000
PA
USD
190000.00000000
0.967489359327
Long
DBT
CORP
AE
N
2
2026-07-31
Fixed
0.07125000
N
N
N
N
N
N
Alimentation Couche-Tard Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc.
01626PAJ5
60000.00000000
PA
USD
61422.10000000
0.312764358829
Long
DBT
CORP
CA
N
2
2022-07-26
Fixed
0.02700000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CS2
50000.00000000
PA
USD
52795.50000000
0.268837286686
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.04508000
N
N
N
N
N
N
Liquid Telecommunications Financing plc (GTD by Liquid Telecommunications Holdings Ltd.)
635400MXAVJRJJCWVI87
Liquid Telecommunications Financing plc (GTD by Liquid Telecommunications Holdings Ltd.)
536333AA5
200000.00000000
PA
USD
197072.00000000
1.003500331692
Long
DBT
CORP
GB
N
2
2022-07-13
Fixed
0.08500000
N
N
N
N
N
N
Azul Investments LLP
549300C6XNC8IDH04C74
Azul Investments LLP
05502FAA6
200000.00000000
PA
USD
93300.00000000
0.475088195922
Long
DBT
CORP
US
N
2
2024-10-26
Fixed
0.05875000
N
N
N
N
N
N
Saudi Arabia Government Bond
54930044PULMORCKB765
Saudi Arabia Government Bond
80413TAA7
250000.00000000
PA
USD
253520.00000000
1.290936328299
Long
DBT
NUSS
SA
N
2
2021-10-26
Fixed
0.02375000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAA1
150000.00000000
PA
USD
152636.16000000
0.777230845519
Long
DBT
CORP
NO
N
2
2022-07-01
Fixed
0.06000000
N
N
N
N
N
N
CSN Resources S.A.
222100ZEX458NMOXZP08
CSN Resources S.A.
12644VAB4
200000.00000000
PA
USD
185500.00000000
0.944575137659
Long
DBT
CORP
LU
N
2
2023-02-13
Fixed
0.07625000
N
N
N
N
N
N
Corporacion Andina de Fomento
UKZ46SXGNYCZK0UOZE76
Corporacion Andina de Fomento
219868CB0
150000.00000000
PA
USD
153900.00000000
0.783666381055
Long
DBT
CORP
VE
N
2
2022-02-11
Fixed
0.03250000
N
N
N
N
N
N
Imperial Tobacco Finance plc
2138008L3B3MCG1DFS50
Imperial Tobacco Finance plc
453140AE5
200000.00000000
PA
USD
208741.62000000
1.062922611573
Long
DBT
CORP
GB
N
2
2022-07-21
Fixed
0.03750000
N
N
N
N
N
N
LATAM Finance Ltd.
N/A
LATAM Finance Ltd.
51818KAC4
200000.00000000
PA
USD
54000.00000000
0.274970660019
Long
DBT
CORP
KY
N
2
2026-03-01
Fixed
0.07000000
Y
Y
N
N
N
N
Cosan Ltd.
6354007UNEBWHVSGS270
Cosan Ltd.
22113AAB1
200000.00000000
PA
USD
189500.00000000
0.964943334698
Long
DBT
CORP
BM
N
2
2029-09-20
Fixed
0.05500000
N
N
N
N
N
N
Pan American Energy LLC
529900QG9TOWTXWOBF90
Pan American Energy LLC
69783UAA9
33333.33000000
PA
USD
33166.66000000
0.168886266497
Long
DBT
CORP
US
N
2
2021-05-07
Fixed
0.07875000
N
N
N
N
N
N
Braskem Netherlands B.V.
N/A
Braskem Netherlands B.V.
10554TAD7
200000.00000000
PA
USD
183000.00000000
0.931845014510
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
0.04500000
N
N
N
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
117799.99000000
NS
USD
117799.99000000
0.599843351862
Long
STIV
RF
XX
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGL8
125000.00000000
PA
USD
143377.67000000
0.730086158369
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
0.04300000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd.
335934AR6
200000.00000000
PA
USD
189500.00000000
0.964943334698
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
0.06875000
N
N
N
N
N
N
Turkey Government Bond
5493000PCHOG3B6S3Q85
Turkey Government Bond
900123CV0
200000.00000000
PA
USD
202000.00000000
1.028593950443
Long
DBT
NUSS
TR
N
2
2024-08-10
Fixed
0.06350000
N
N
N
N
N
N
Fibria Overseas Finance Ltd.
549300WABWKSHESAMG92
Fibria Overseas Finance Ltd.
31572UAG1
150000.00000000
PA
USD
154351.50000000
0.785965441296
Long
DBT
CORP
KY
N
2
2025-01-14
Fixed
0.04000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967LS8
125000.00000000
PA
USD
137730.45000000
0.701330235949
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
0.03520000
N
N
N
N
N
N
Celulosa Arauco y Constitucion S.A.
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191AZ6
200000.00000000
PA
USD
211252.00000000
1.075705590193
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
0.04500000
N
N
N
N
N
N
CEMEX S.A.B. de C.V.
549300RIG2CXWN6IV731
CEMEX S.A.B. de C.V.
151290BU6
200000.00000000
PA
USD
204190.00000000
1.039745538321
Long
DBT
CORP
MX
N
2
2026-04-16
Fixed
0.07750000
N
N
N
N
N
N
JBS Investments II GmbH (GTD by JBS S.A.)
529900V1Q46CPWIWT649
JBS Investments II GmbH (GTD by JBS S.A.)
46650CAB5
200000.00000000
PA
USD
197712.00000000
1.006759243218
Long
DBT
CORP
AT
N
2
2028-01-15
Fixed
0.05750000
N
N
N
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
01609WAT9
200000.00000000
PA
USD
222150.52000000
1.131201390890
Long
DBT
CORP
KY
N
2
2027-12-06
Fixed
0.03400000
N
N
N
N
N
N
Empresas Publicas de Medellin E.S.P.
549300SU25TO8EMXB434
Empresas Publicas de Medellin E.S.P.
29246BAE8
200000.00000000
PA
USD
200500.00000000
1.020955876553
Long
DBT
CORP
CO
N
2
2029-07-18
Fixed
0.04250000
N
N
N
N
N
N
Woori Bank
549300VUVMRL6RE7R376
Woori Bank
98105EAJ6
250000.00000000
PA
USD
253849.65000000
1.292614922337
Long
DBT
CORP
KR
N
2
2021-07-20
Fixed
0.02625000
N
N
N
N
N
N
Goldman Sachs Group Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc. (The)
38141GWV2
100000.00000000
PA
USD
113023.16000000
0.575519498198
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
0.03814000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AT5
100000.00000000
PA
USD
107175.23000000
0.545741550571
Long
DBT
CORP
US
N
2
2024-03-12
Fixed
0.04125000
N
N
N
N
N
N
Pampa Energia S.A.
254900QNIK0CVURGML24
Pampa Energia S.A.
697660AA6
150000.00000000
PA
USD
121042.50000000
0.616354372507
Long
DBT
CORP
AR
N
2
2027-01-24
Fixed
0.07500000
N
N
N
N
N
N
Aegea Finance S.a.r.l.
N/A
Aegea Finance S.a.r.l.
00775CAA4
200000.00000000
PA
USD
202542.00000000
1.031353841142
Long
DBT
CORP
LU
N
2
2024-10-10
Fixed
0.05750000
N
N
N
N
N
N
Korea Development Bank
549300ML2LNRZUCS7149
Korea Development Bank
500630CW6
200000.00000000
PA
USD
216177.88000000
1.100788413800
Long
DBT
CORP
KR
N
2
2024-02-19
Fixed
0.03250000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T-Mobile USA Inc.
87264AAM7
230000.00000000
PA
USD
230929.20000000
1.175902861884
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.06000000
N
N
N
N
N
N
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
05565AAQ6
200000.00000000
PA
USD
203000.00000000
1.033685999703
Long
DBT
CORP
FR
N
2
2049-12-29
Fixed
0.07625000
N
N
N
N
N
N
Grupo Bimbo S.A.B. de C.V.
5493000RIXURZEBFEV60
Grupo Bimbo S.A.B. de C.V.
40052VAC8
200000.00000000
PA
USD
214785.44000000
1.093698040729
Long
DBT
CORP
MX
N
2
2024-06-27
Fixed
0.03875000
N
N
N
N
N
N
Costa Rica Government Bond
549300DYYS8QPMR8OP36
Costa Rica Government Bond
221597BR7
200000.00000000
PA
USD
189200.00000000
0.963415719920
Long
DBT
NUSS
HR
N
2
2023-01-26
Fixed
0.04250000
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.)
88167AAK7
200000.00000000
PA
USD
211376.00000000
1.076337004301
Long
DBT
CORP
NL
N
2
2028-03-01
Fixed
0.06750000
N
N
N
N
Prosus N.V.
635400Z5LQ5F9OLVT688
Prosus N.V.
74365PAA6
200000.00000000
PA
USD
209373.06000000
1.066137935157
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
0.03680000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAF3
118000.00000000
PA
USD
131675.44000000
0.670497826762
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.03540000
N
N
N
N
N
N
Republica Orient Uruguay
549300RDR012H2V82H43
Republica Orient Uruguay
760942AZ5
50000.00000000
PA
USD
54688.00000000
0.278473989910
Long
DBT
NUSS
UY
N
2
2024-08-14
Fixed
0.04500000
N
N
N
N
TerraForm Global Operating LLC (GTD by TerraForm Global LLC)
549300LC7QMVR79H5O86
TerraForm Global Operating LLC (GTD by TerraForm Global LLC)
88104UAC7
50000.00000000
PA
USD
49250.00000000
0.250783426036
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.06125000
N
N
N
N
N
N
Itau Unibanco Holdings S.A.
5493002W2IVG62O3ZJ94
Itau Unibanco Holdings S.A.
465562AA4
200000.00000000
PA
USD
165000.00000000
0.840188127837
Long
DBT
CORP
BR
N
2
2168-08-27
Fixed
0.04625000
N
N
N
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Republic of Argentina
040114GW4
150000.00000000
PA
USD
62775.00000000
0.319653392272
Long
DBT
NUSS
AR
N
2
2021-04-22
Fixed
0.06875000
Y
Y
N
N
N
N
2020-07-30
Ivy Variable Insurance Portfolios
Joseph W. Kauten
Joseph W. Kauten
Treasurer, Vice President