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