0001752724-23-195130.txt : 20230828
0001752724-23-195130.hdr.sgml : 20230828
20230828140021
ACCESSION NUMBER: 0001752724-23-195130
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230828
DATE AS OF CHANGE: 20230828
PERIOD START: 20231231
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: 231214098
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
S000029766
Delaware Ivy VIP Limited-Term Bond
C000091476
Class II
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000810016
XXXXXXXX
S000029766
C000091476
Ivy Variable Insurance Portfolios
811-05017
0000810016
72XHPUAYSOH6ROSGJT53
100 Independence
610 Market Street
Philadelphia
19106
215-255-1200
Delaware Ivy VIP Limited-Term Bond
S000029766
549300IQNBLPUI8O5C25
2023-12-31
2023-06-30
N
302253766.25
406106.01
301847660.24
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
11455397.92000000
USD
N
BBG Government/Credit 1-3 Yr Index
LEH1-3YRGC
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAZ7
750000.00000000
PA
USD
738656.63000000
0.244711729556
Long
DBT
CORP
US
N
2
2023-10-13
Fixed
0.63100000
N
N
N
N
N
N
American Express Credit Accoun
N/A
American Express Credit Account Master Trust 2023-1
02582JJZ4
2000000.00000000
PA
USD
1989698.00000000
0.659172908088
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
4.87000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEL3
730000.00000000
PA
USD
675301.17000000
0.223722512695
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
3.87800000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-KF51 Mortgage Trust
30297GAG8
840716.00000000
PA
USD
807102.58000000
0.267387389837
Long
ABS-MBS
USGSE
US
N
2
2025-08-25
Floating
7.04300000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAL6
385000.00000000
PA
USD
375758.46000000
0.124486126445
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
5.12500000
N
N
N
N
N
N
Hyundai Auto Lease Securitizat
N/A
Hyundai Auto Lease Securitization Trust 2023-A
44933VAD3
1300000.00000000
PA
USD
1289346.24000000
0.427151311683
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.05000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-K723 Mortgage Trust
30295MAS1
3500000.00000000
PA
USD
3470357.80000000
1.149705052290
Long
ABS-MBS
CORP
US
N
2
2023-11-25
Variable
3.61329400
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HFG2
420000.00000000
PA
USD
415425.74000000
0.137627616417
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.80000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AQ7
1430000.00000000
PA
USD
1401655.26000000
0.464358497556
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.65000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3E2
835000.00000000
PA
USD
771992.99000000
0.255755830403
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
4.15000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAZ6
1690000.00000000
PA
USD
1630967.96000000
0.540328177035
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.63800000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B28
1355000.00000000
PA
USD
1261239.96000000
0.417839899437
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
292.00000000
NC
USD
-844754.54000000
-0.27986121851
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-09-29
60221129.54000000
USD
-844754.54000000
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22534PAC7
250000.00000000
PA
USD
249306.38000000
0.082593444587
Long
DBT
CORP
FR
N
2
2028-07-12
Fixed
5.30100000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EB7
1690000.00000000
PA
USD
1679959.37000000
0.556558685485
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.87500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BQ6
1215000.00000000
PA
USD
1204518.80000000
0.399048579353
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAN3
1275000.00000000
PA
USD
1198440.33000000
0.397034825132
Long
DBT
CORP
US
N
2
2026-01-25
Fixed
2.01400000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-K729 Mortgage Trust
30306HAS9
1900000.00000000
PA
USD
1829087.06000000
0.605963636937
Long
ABS-MBS
CORP
US
N
2
2049-11-25
Variable
3.79872200
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KF73 Mortgage Trust
30313BAA2
963923.44000000
PA
USD
888955.35000000
0.294504634984
Long
ABS-MBS
USGSE
US
N
2
2029-11-25
Floating
7.64300000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBL3
3060000.00000000
PA
USD
3019206.22000000
1.000241717162
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
1.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7PH0
194942.95000000
PA
USD
191546.89000000
0.063458133101
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
4.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K33 Mortgage Trust
30265AAQ7
1250000.00000000
PA
USD
1244469.50000000
0.412283964371
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Variable
3.55071600
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-26.00000000
NC
USD
56813.38000000
0.018821871918
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-09-29
-2841250.88000000
USD
56813.38000000
N
N
N
Canyon Capital CLO Ltd
549300IVUME0ILZ1W208
Canyon CLO 2020-1 Ltd
13876LAJ6
2200000.00000000
PA
USD
2160804.80000000
0.715859383598
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.44029000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAN4
1350000.00000000
PA
USD
1295702.19000000
0.429256993070
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.82100000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJY7
847000.00000000
PA
USD
827244.83000000
0.274060375138
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
3.87500000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBL0
573000.00000000
PA
USD
584435.70000000
0.193619423630
Long
DBT
CORP
US
N
2
2028-10-25
Fixed
5.80200000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAN1
26000.00000000
PA
USD
25964.24000000
0.008601769508
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.25000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAJ0
400000.00000000
PA
USD
399514.92000000
0.132356474018
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.15000000
N
N
N
N
N
N
GM Financial Automobile Leasin
2549001DWK2615D9KR84
GM Financial Automobile Leasing Trust 2022-1
36265MAE5
1600000.00000000
PA
USD
1531716.64000000
0.507446915037
Long
ABS-O
CORP
US
N
2
2026-02-20
Fixed
2.23000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KF60 Mortgage Trust
30308HAG3
1048107.39000000
PA
USD
1000400.48000000
0.331425620196
Long
ABS-MBS
USGSE
US
N
2
2026-02-25
Floating
7.54300000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBL2
1955000.00000000
PA
USD
1765332.94000000
0.584842346830
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.75000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3A7
850000.00000000
PA
USD
794625.48000000
0.263253814645
Long
DBT
CORP
US
N
2
2024-08-19
Fixed
0.91400000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDM5
825000.00000000
PA
USD
776468.96000000
0.257238687681
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.20000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-K732 Mortgage Trust
30307NAS5
225000.00000000
PA
USD
215486.17000000
0.071389047650
Long
ABS-MBS
CORP
US
N
2
2025-05-25
Variable
4.18919600
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AB1
1385000.00000000
PA
USD
1334171.61000000
0.442001640476
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.95000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAF8
1000000.00000000
PA
USD
983842.30000000
0.325940011997
Long
DBT
CORP
US
N
2
2024-01-30
Fixed
4.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NG2
215000.00000000
PA
USD
197973.20000000
0.065587124260
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
3.07000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJH4
178000.00000000
PA
USD
177973.09000000
0.058961228938
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
5.72700000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
1647000.00000000
PA
USD
1485937.40000000
0.492280575843
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCZ1
815000.00000000
PA
USD
794620.44000000
0.263252144929
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BU5
128000.00000000
PA
USD
130333.70000000
0.043178635175
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KF70 Mortgage Trust
30298UAG6
315178.01000000
PA
USD
290413.75000000
0.096212026215
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Floating
7.49300000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AB6
1000000.00000000
PA
USD
969411.80000000
0.321159289168
Long
DBT
CORP
US
N
2
2024-02-10
Fixed
0.80000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-K724 Mortgage Trust
30295XAU2
600000.00000000
PA
USD
590671.98000000
0.195685459191
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.59646400
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAK0
1550000.00000000
PA
USD
1550000.00000000
0.513504063197
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAP5
1295000.00000000
PA
USD
1292624.71000000
0.428237445661
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.55000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
75524KNQ3
1460000.00000000
PA
USD
1383154.80000000
0.458229425697
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
4.11900000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NX5
175000.00000000
PA
USD
174855.56000000
0.057928413246
Long
DBT
CORP
US
N
2
2026-09-29
Fixed
5.61000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBS4
1000000.00000000
PA
USD
988399.70000000
0.327449846460
Long
DBT
CORP
US
N
2
2024-09-16
Fixed
0.65300000
N
N
N
N
N
N
Bethpage Park CLO LTD
N/A
Bethpage Park CLO Ltd
087598AA6
600000.00000000
PA
USD
589168.80000000
0.195187466264
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Floating
6.39029000
N
N
N
N
N
N
XILINX INC
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919AJ0
2575000.00000000
PA
USD
2513555.87000000
0.832723324077
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
2.95000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CR9
630000.00000000
PA
USD
630887.17000000
0.209008467880
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.68500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B77
550000.00000000
PA
USD
491556.84000000
0.162849312666
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BKWR7
214449.40000000
PA
USD
197032.10000000
0.065275344471
Long
ABS-MBS
USGSE
US
N
2
2044-05-15
Fixed
2.50000000
N
N
N
N
N
N
Benefit Street Partners CLO Lt
N/A
Benefit Street Partners CLO XX Ltd
08182FAN9
2000000.00000000
PA
USD
1965240.00000000
0.651070145263
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.43029000
N
N
N
N
N
N
Toyota Lease Owner Trust
5493006AB33TXC4NJ781
Toyota Lease Owner Trust 2021-B
89239CAC3
1145119.21000000
PA
USD
1132276.81000000
0.375115317806
Long
ABS-O
CORP
US
N
2
2024-10-21
Fixed
0.42000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HFC1
1350000.00000000
PA
USD
1275280.61000000
0.422491467711
Long
DBT
CORP
US
N
2
2025-02-07
Fixed
1.87500000
N
N
N
N
N
N
Octagon Investment Partners 48
N/A
Octagon Investment Partners 48 Ltd
67577UAJ4
2000000.00000000
PA
USD
1963226.00000000
0.650402921274
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.40043000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YAY5
1000000.00000000
PA
USD
995459.30000000
0.329788642127
Long
DBT
CORP
GB
N
2
2023-09-18
Fixed
3.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
355000.00000000
PA
USD
307229.74000000
0.101783045048
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K33 Mortgage Trust
30265AAN4
1009000.00000000
PA
USD
1004942.71000000
0.332930428945
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Variable
3.55071600
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CE6
280000.00000000
PA
USD
280268.74000000
0.092851055985
Long
DBT
CORP
US
N
2
2026-02-27
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHL8
10895000.00000000
PA
USD
10845845.03000000
3.593151930141
Long
DBT
UST
US
N
2
2025-06-30
Fixed
4.62500000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DQ7
810000.00000000
PA
USD
794363.52000000
0.263167029145
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.85000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCZ7
4090000.00000000
PA
USD
3976202.70000000
1.317287898418
Long
DBT
CORP
US
N
2
2026-04-26
Fixed
4.08000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
1325000.00000000
PA
USD
1300660.28000000
0.430899573303
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AK1
1045000.00000000
PA
USD
1040749.46000000
0.344792952568
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.70000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BN3
670000.00000000
PA
USD
632926.82000000
0.209684189533
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
4.40000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HB0
1000000.00000000
PA
USD
994631.80000000
0.329514497216
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50000000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LBB4
570000.00000000
PA
USD
556700.70000000
0.184431013829
Long
DBT
CORP
LU
N
2
2028-03-30
Fixed
4.25000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2022-A
345286AE8
1350000.00000000
PA
USD
1236498.62000000
0.409643268070
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.91000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-KF40 Mortgage Trust
30306JAG1
484432.56400000
PA
USD
457577.12000000
0.151592071191
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Floating
7.89300000
N
N
N
N
N
N
HARVEST OPERATIONS CORP
B1EEF6ML54YDWRC6ZK53
Harvest Operations Corp
41754WAT8
1400000.00000000
PA
USD
1344681.24000000
0.445483406739
Long
DBT
CORP
CA
N
2
2024-04-26
Fixed
1.00000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEL9
800000.00000000
PA
USD
768153.04000000
0.254483682063
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
0.75000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAA8
1094055.00000000
PA
USD
1010096.23000000
0.334637753758
Long
DBT
CORP
JE
N
2
2027-09-30
Fixed
1.75000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AJ6
475000.00000000
PA
USD
473104.51000000
0.156736185936
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.50000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BH7
310000.00000000
PA
USD
307569.79000000
0.101895701214
Long
DBT
CORP
US
N
2
2025-10-28
Fixed
5.67100000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAH3
2000000.00000000
PA
USD
1938571.60000000
0.642235092516
Long
DBT
CORP
US
N
2
2024-10-08
Variable
3.86900000
N
N
N
N
N
N
AVERY DENNISON CORP
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611AL3
375000.00000000
PA
USD
353891.33000000
0.117241700571
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.85000000
N
N
N
N
N
N
GTE Auto Receivables Trust
N/A
GTE Auto Receivables Trust 2023-1
362304AB3
1500000.00000000
PA
USD
1491838.95000000
0.494235717717
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
5.65000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKG3
675000.00000000
PA
USD
657747.34000000
0.217907052675
Long
DBT
CORP
US
N
2
2025-02-04
Fixed
1.84300000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-KF39 Mortgage Trust
35708UAC8
297732.52000000
PA
USD
290797.82000000
0.096339265896
Long
ABS-MBS
USGSE
US
N
2
2024-11-25
Floating
7.69300000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-22.00000000
NC
USD
46694.56000000
0.015469578251
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-09-20
-2516538.42000000
USD
46694.56000000
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBB5
795000.00000000
PA
USD
720809.09000000
0.238798965487
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.30000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHN3
844000.00000000
PA
USD
771288.30000000
0.255522371578
Long
DBT
CORP
US
N
2
2026-07-22
Fixed
2.37500000
N
N
N
N
N
N
Volkswagen Auto Lease Trust
N/A
Volkswagen Auto Lease Trust 2022-A
92868AAC9
1400000.00000000
PA
USD
1371190.94000000
0.454265883296
Long
ABS-O
CORP
US
N
2
2025-07-21
Fixed
3.44000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962GU44
186894.15000000
PA
USD
186642.72000000
0.061833416184
Long
DBT
CORP
US
N
2
2024-01-01
Fixed
5.01200000
N
N
N
N
N
N
POPULAR INC
5493008CARDZMVQ3LO89
Popular Inc
733174AL0
215000.00000000
PA
USD
215000.00000000
0.071227982959
Long
DBT
CORP
US
N
2
2028-03-13
Fixed
7.25000000
N
N
N
N
N
N
Dryden Senior Loan Fund
2549001LFFVBUD1OX384
Dryden 83 CLO Ltd
26246EAC2
1935000.00000000
PA
USD
1913716.94000000
0.634000919032
Long
ABS-CBDO
CORP
KY
N
2
2032-01-18
Floating
6.48171000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCF0
755000.00000000
PA
USD
763682.05000000
0.253002474623
Long
DBT
CORP
US
N
2
2025-11-10
Fixed
5.80000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFM6
1000000.00000000
PA
USD
973006.00000000
0.322350022268
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.00000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAL4
680000.00000000
PA
USD
656385.57000000
0.217455907883
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAN9
1132000.00000000
PA
USD
1114889.82000000
0.369355130701
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.25000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAP5
1155000.00000000
PA
USD
1037485.33000000
0.343711569331
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.88400000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2C5
731000.00000000
PA
USD
699401.28000000
0.231706709087
Long
DBT
CORP
CA
N
2
2027-06-08
Fixed
4.10800000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBP4
410000.00000000
PA
USD
411724.54000000
0.136401434973
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.05100000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABM8
800000.00000000
PA
USD
792458.64000000
0.262535955842
Long
DBT
CORP
US
N
2
2023-09-18
Fixed
1.25000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CS6
565000.00000000
PA
USD
566243.11000000
0.187592346930
Long
DBT
CORP
DE
N
2
2029-01-18
Fixed
6.72000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAL8
140000.00000000
PA
USD
139498.18000000
0.046214762734
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.05000000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust
92348KAJ2
1350000.00000000
PA
USD
1263236.04000000
0.418501186656
Long
ABS-O
CORP
US
N
2
2028-07-20
Fixed
1.83000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAN0
1621000.00000000
PA
USD
1539162.84000000
0.509913788556
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.83600000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAV0
295000.00000000
PA
USD
286439.16000000
0.094895272592
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
4.25000000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAA1
540000.00000000
PA
USD
517951.80000000
0.171593776671
Long
DBT
CORP
GB
N
2
2024-04-06
Fixed
0.65000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2022-2 LLC
29374JAB1
709502.24000000
PA
USD
698488.92000000
0.231404450657
Long
ABS-O
CORP
US
N
2
2029-05-21
Fixed
4.65000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd
872882AH8
1500000.00000000
PA
USD
1340246.40000000
0.444014175539
Long
DBT
CORP
VG
N
2
2026-04-23
Fixed
1.25000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAU9
1115000.00000000
PA
USD
1048293.23000000
0.347292150340
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAQ1
225000.00000000
PA
USD
207453.74000000
0.068727960268
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAH6
355000.00000000
PA
USD
352640.67000000
0.116827365737
Long
DBT
CORP
NL
N
2
2024-11-01
Fixed
5.62500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-KF33 Mortgage Trust
30303CAG9
414872.60000000
PA
USD
381698.23000000
0.126453930335
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Floating
7.74300000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAV4
825000.00000000
PA
USD
802134.14000000
0.265741380722
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.60000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D26
265000.00000000
PA
USD
266568.80000000
0.088312362530
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
6.95000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJY6
825000.00000000
PA
USD
823889.47000000
0.272948768045
Long
DBT
CORP
US
N
2
2024-06-14
Floating
5.46909800
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DP2
330000.00000000
PA
USD
329938.62000000
0.109306336758
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.15000000
N
N
N
N
N
N
EASTERN ENERGY GAS
549300BFOD6TDMVV4O24
Eastern Energy Gas Holdings LLC
257375AE5
1235000.00000000
PA
USD
1221672.25000000
0.404731396303
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.55000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAM6
525000.00000000
PA
USD
522650.05000000
0.173150273745
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.16500000
N
N
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
Met Tower Global Funding
58989V2E3
1280000.00000000
PA
USD
1228176.00000000
0.406886042788
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
3.70000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AY6
1800000.00000000
PA
USD
1620363.96000000
0.536815146657
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.87500000
N
N
N
N
N
N
Venture CDO Ltd
5493005OM8P21GK6YE73
Venture 42 CLO Ltd
923260AC7
415000.00000000
PA
USD
402172.35000000
0.133236861826
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.39029000
N
N
N
N
N
N
Discover Card Execution Note T
549300CKCX1QE4RUW216
Discover Card Execution Note Trust
254683CX1
3250000.00000000
PA
USD
3233425.00000000
1.071210887448
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
5.03000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBT5
875000.00000000
PA
USD
852753.56000000
0.282511237397
Long
DBT
CORP
US
N
2
2025-10-27
Fixed
5.85200000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2X0
2620000.00000000
PA
USD
2534372.11000000
0.839619597509
Long
DBT
CORP
US
N
2
2026-04-25
Fixed
3.90800000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC / Aptiv Corp
00217GAA1
1035000.00000000
PA
USD
982782.39000000
0.325588871293
Long
DBT
CORP
JE
N
2
2025-02-18
Fixed
2.39600000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2S9
1750000.00000000
PA
USD
1698469.15000000
0.562690844994
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.95000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEX9
5120000.00000000
PA
USD
5173735.94000000
1.714022211033
Long
DBT
CORP
US
N
2
2026-10-16
Fixed
6.13800000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAL0
1250000.00000000
PA
USD
1256125.00000000
0.416145349280
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.87500000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBH6
740000.00000000
PA
USD
683004.53000000
0.226274581508
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.45000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2020-KF75 Mortgage Trust
30294SAA8
404132.49000000
PA
USD
365116.89000000
0.120960649391
Long
ABS-MBS
USGSE
US
N
2
2029-12-25
Floating
7.44300000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-KF48 Mortgage Trust
30308EAG0
266108.52000000
PA
USD
235915.16000000
0.078157027890
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Floating
7.24300000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CG3
355000.00000000
PA
USD
350091.31000000
0.115982780758
Long
DBT
CORP
US
N
2
2024-02-09
Fixed
3.00000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BJ0
1850000.00000000
PA
USD
1816274.50000000
0.601718926214
Long
DBT
CORP
US
N
2
2023-11-22
Fixed
0.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFB0
1000000.00000000
PA
USD
991498.60000000
0.328476490164
Long
DBT
CORP
US
N
2
2024-01-22
Fixed
4.12500000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AS7
379000.00000000
PA
USD
340042.21000000
0.112653584834
Long
DBT
CORP
KY
N
2
2026-04-09
Fixed
1.72000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-KF46
302955AC3
490022.29000000
PA
USD
445455.79000000
0.147576360090
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Floating
7.14300000
N
N
N
N
N
N
Bluemountain CLO Ltd
5493002GUQ80FGGGNP40
BlueMountain CLO XXX Ltd
09630QAL5
1000000.00000000
PA
USD
983781.00000000
0.325919703739
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
6.35632000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
1485000.00000000
PA
USD
1456706.15000000
0.482596468974
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBL8
820000.00000000
PA
USD
779267.98000000
0.258165983258
Long
DBT
CORP
CA
N
2
2025-02-14
Fixed
2.50000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
44644MAJ0
250000.00000000
PA
USD
238957.80000000
0.079165033053
Long
DBT
CORP
US
N
2
2030-01-10
Fixed
5.65000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAU7
105000.00000000
PA
USD
105349.09000000
0.034901410173
Long
DBT
CORP
US
N
2
2025-11-14
Fixed
5.40000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AR8
1025000.00000000
PA
USD
914272.63000000
0.302892071210
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.90000000
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CBC7
1350000.00000000
PA
USD
1210323.47000000
0.400971625566
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.61800000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAF0
365000.00000000
PA
USD
364964.60000000
0.120910196789
Long
DBT
CORP
US
N
2
2028-03-03
Fixed
4.87500000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AU3
1000000.00000000
PA
USD
945082.90000000
0.313099296263
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
1.03700000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAG6
50000.00000000
PA
USD
47417.75000000
0.015709165995
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBG7
400000.00000000
PA
USD
400421.84000000
0.132656930214
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41200000
N
N
N
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHQ0
3000000.00000000
PA
USD
2721610.50000000
0.901650354962
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.06000000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494AX1
2000000.00000000
PA
USD
1963673.00000000
0.650551009220
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.95000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2022-II Ltd
12567MAA9
2000000.00000000
PA
USD
1960402.00000000
0.649467350000
Long
ABS-CBDO
CORP
KY
N
2
2035-04-19
Floating
6.34785000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KF68 Mortgage Trust
30312LAG8
699206.42000000
PA
USD
656141.74000000
0.217375128724
Long
ABS-MBS
USGSE
US
N
2
2026-07-25
Floating
7.39300000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXV Ltd
83614DAU9
2000000.00000000
PA
USD
1964820.00000000
0.650931002227
Long
ABS-CBDO
CORP
KY
N
2
2033-04-25
Floating
6.34775000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2015-KF12 Mortgage Trust
30293RAC7
600484.39000000
PA
USD
599181.88000000
0.198504729015
Long
ABS-MBS
CORP
US
N
2
2022-09-25
Floating
12.29300000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CP2
185000.00000000
PA
USD
183625.04000000
0.060833680093
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.20000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2L4
250000.00000000
PA
USD
255198.48000000
0.084545455743
Long
DBT
CORP
CH
N
2
2025-01-09
Fixed
7.95000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
1780000.00000000
PA
USD
1765748.25000000
0.584979936102
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K35 Mortgage Trust
30291VAE6
1270000.00000000
PA
USD
1263147.08000000
0.418471714836
Long
ABS-MBS
USGSE
US
N
2
2046-12-25
Variable
4.19243000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBG6
695000.00000000
PA
USD
663897.08000000
0.219944418145
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust
92348KAH6
1500000.00000000
PA
USD
1408413.45000000
0.466597438217
Long
ABS-O
CORP
US
N
2
2028-07-20
Fixed
1.53000000
N
N
N
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust 2022-1
05601XAC3
1838449.61000000
PA
USD
1807011.75000000
0.598650242497
Long
ABS-O
CORP
US
N
2
2025-03-25
Fixed
1.10000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AQ0
1300000.00000000
PA
USD
1257027.07000000
0.416444198706
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.55000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEV3
425000.00000000
PA
USD
437101.49000000
0.144808639448
Long
DBT
CORP
US
N
2
2028-10-18
Fixed
6.29600000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGD7
18325000.00000000
PA
USD
18071600.07000000
5.986993589955
Long
DBT
UST
US
N
2
2024-12-31
Fixed
4.25000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
1390000.00000000
PA
USD
1362097.00000000
0.451253125141
Long
DBT
CORP
NL
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
KKR Financial CLO Ltd
N/A
KKR CLO 41 Ltd
48255PAA3
2000000.00000000
PA
USD
1943666.00000000
0.643922831289
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
6.31632000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAT9
185000.00000000
PA
USD
184927.92000000
0.061265315044
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.85000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHK0
7020000.00000000
PA
USD
6982157.99000000
2.313139675970
Long
DBT
UST
US
N
2
2028-06-30
Fixed
4.00000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AC6
405000.00000000
PA
USD
398261.29000000
0.131941155244
Long
DBT
CORP
SG
N
2
2028-05-19
Fixed
4.45000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-KF47 Mortgage Trust
30296WAG4
423985.14000000
PA
USD
409419.05000000
0.135637642403
Long
ABS-MBS
USGSE
US
N
2
2025-05-25
Floating
7.19300000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAX2
1150000.00000000
PA
USD
1099403.11000000
0.364224492953
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.95000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AM8
1400000.00000000
PA
USD
1273437.76000000
0.421880944509
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.00000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
181121.00000000
PA
USD
179597.72000000
0.059499457394
Long
DBT
CORP
N/A
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEU2
1615000.00000000
PA
USD
1570038.24000000
0.520142590719
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
FREMF Mortgage Trust
549300S586ZSTJQXPJ92
FREMF 2015-K47 Mortgage Trust
30293AAN0
1170000.00000000
PA
USD
1118862.81000000
0.370671354255
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
3.70953800
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
1350000.00000000
PA
USD
1230997.37000000
0.407820742761
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.70000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBH2
1300000.00000000
PA
USD
1264094.52000000
0.418785595023
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.60000000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900XGNUOV0Y3IBA68
Dryden 77 CLO Ltd
26252VAS0
1100000.00000000
PA
USD
1080357.30000000
0.357914750487
Long
ABS-CBDO
CORP
KY
N
2
2034-05-20
Floating
6.49914000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BN8
1145000.00000000
PA
USD
1098792.04000000
0.364022049773
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378DPF6
271884.32000000
PA
USD
246076.46000000
0.081523394882
Long
ABS-MBS
USGA
US
N
2
2042-03-16
Fixed
2.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KF61 Mortgage Trust
30311LAG9
387977.23000000
PA
USD
346797.79000000
0.114891660821
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Floating
7.39300000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886CS1
2250000.00000000
PA
USD
2287507.73000000
0.757835170291
Long
ABS-O
CORP
US
N
2
2028-06-15
Floating
6.21600000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
2000000.00000000
PA
USD
1894177.60000000
0.627527673560
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141EC23
1500000.00000000
PA
USD
1471494.00000000
0.487495579336
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
3.85000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2020-3 Ltd
92918NAQ0
1500000.00000000
PA
USD
1466679.00000000
0.485900403810
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.40043000
N
N
N
N
N
N
FELLS POINT FUNDING TR
N/A
Fells Point Funding Trust
314382AA0
210000.00000000
PA
USD
193188.49000000
0.064001983598
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAY4
870000.00000000
PA
USD
875596.10000000
0.290078809722
Long
DBT
CORP
CA
N
2
2025-11-07
Fixed
5.95000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
2500000.00000000
PA
USD
2410392.75000000
0.798546110340
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
595000.00000000
PA
USD
558696.08000000
0.185092069143
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHV7
1250000.00000000
PA
USD
1176728.25000000
0.389841766228
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.95000000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WDB3
1900000.00000000
PA
USD
1828221.42000000
0.605676856513
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
0.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHH7
36630000.00000000
PA
USD
36263700.00000000
12.01390793328
Long
DBT
UST
US
N
2
2026-06-15
Fixed
4.12500000
N
N
N
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AE7
2150000.00000000
PA
USD
1961440.27000000
0.649811321525
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
1.35000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAF2
1721000.00000000
PA
USD
1726705.12000000
0.572045222622
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
Regatta XIX Funding Ltd
N/A
Regatta XIX Funding Ltd
75888EAA6
2000000.00000000
PA
USD
1950252.00000000
0.646104726619
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
6.36845000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AR5
1070000.00000000
PA
USD
1038344.37000000
0.343996163221
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.25000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3F9
130000.00000000
PA
USD
122521.69000000
0.040590571383
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.85000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAU0
116000.00000000
PA
USD
110620.85000000
0.036647907064
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
2.40000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAG8
1800000.00000000
PA
USD
1783562.04000000
0.590881519035
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
METROPOLITAN EDISON CO
N/A
Metropolitan Edison Co
591894CE8
585000.00000000
PA
USD
579572.66000000
0.192008332792
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.20000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
44644MAD3
840000.00000000
PA
USD
808424.40000000
0.267825299476
Long
DBT
CORP
US
N
2
2025-05-16
Fixed
4.00800000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
57763RAB3
1560000.00000000
PA
USD
1551557.90000000
0.514020184475
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
7.87500000
N
N
N
N
N
N
THOMSON REUTERS CORP
549300561UZND4C7B569
Thomson Reuters Corp
884903BQ7
1269000.00000000
PA
USD
1258762.34000000
0.417019081413
Long
DBT
CORP
CA
N
2
2023-11-23
Fixed
4.30000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
75524KPT5
525000.00000000
PA
USD
497775.97000000
0.164909666553
Long
DBT
CORP
US
N
2
2025-10-24
Fixed
6.06400000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECD5
315000.00000000
PA
USD
328380.76000000
0.108790228732
Long
DBT
CORP
GB
N
2
2028-11-02
Fixed
7.38500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2020-KF74 Mortgage Trust
30313MAA8
213510.52000000
PA
USD
202306.47000000
0.067022706036
Long
ABS-MBS
USGSE
US
N
2
2027-01-25
Floating
7.34300000
N
N
N
N
N
N
Galaxy CLO Ltd
549300BW4412X0TZDD77
Galaxy XXI CLO Ltd
36320WAL0
2000000.00000000
PA
USD
1971220.00000000
0.653051277068
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.27043000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HFH0
550000.00000000
PA
USD
541820.84000000
0.179501421203
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
4.45000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor Inc
45674CAB9
877000.00000000
PA
USD
875507.96000000
0.290049609562
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
1.45000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KF69 Mortgage Trust
30313LAG7
404541.64000000
PA
USD
367457.47000000
0.121736067030
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Floating
7.49300000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXN9
1300000.00000000
PA
USD
1290079.31000000
0.427394172601
Long
DBT
CORP
US
N
2
2026-12-09
Floating
5.84797000
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBD1
950000.00000000
PA
USD
904980.45000000
0.299813637541
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.66300000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJK7
60000.00000000
PA
USD
57370.87000000
0.019006564422
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.65300000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAJ7
1250000.00000000
PA
USD
1196091.00000000
0.396256508680
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
3.00000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBD3
1800000.00000000
PA
USD
1790206.92000000
0.593082920893
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
3.85000000
N
N
N
N
N
N
2023-08-28
Ivy Variable Insurance Portfolio
Dan Geatens
Dan Geatens
Division Director - Head of US Fund Administration