0001752724-24-035031.txt : 20240223 0001752724-24-035031.hdr.sgml : 20240223 20240223111502 ACCESSION NUMBER: 0001752724-24-035031 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231229 FILED AS OF DATE: 20240223 DATE AS OF CHANGE: 20240223 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Ivy Variable Insurance Portfolios CENTRAL INDEX KEY: 0000810016 ORGANIZATION NAME: 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: 24667947 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 S000006242 Delaware Ivy VIP High Income C000017176 Class II C000190649 Class I NPORT-P 1 primary_doc.xml NPORT-P false 0000810016 XXXXXXXX S000006242 C000190649 C000017176 Ivy Variable Insurance Portfolios 811-05017 0000810016 72XHPUAYSOH6ROSGJT53 100 Independence 610 Market Street Philadelphia 19106 215-255-1200 Delaware Ivy VIP High Income S000006242 HOEHMHXH7KXIOFMGI146 2023-12-31 2023-12-29 N 795184557.66 757267.08 794427290.58 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 147429.90000000 USD N VISTRA CORP 549300KP43CPCUJOOG15 92840MAB8 3650000.00000000 PA USD 3639107.67000000 0.458079387900 Long DBT CORP US N 2 N/A Fixed 8.00000000 N N N N N N ORGANON & CO/ORG N/A 68622TAB7 4595000.00000000 PA USD 3935271.50000000 0.495359556080 Long DBT CORP US N 2 2031-04-30 Fixed 5.12500000 N N N N N N CALLON PETROLEUM 549300EFOWPEB0WLZW21 13123XBD3 5090000.00000000 PA USD 5203980.37000000 0.655060624390 Long DBT CORP US N 2 2028-08-01 Fixed 8.00000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 6662000.00000000 PA USD 6264924.15000000 0.788608878910 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBK5 3000000.00000000 PA USD 2362500.00000000 0.297384043576 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BZ3 3267000.00000000 PA USD 3323969.95000000 0.418410846330 Long DBT CORP CA N 2 2029-02-01 Fixed 7.50000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 3753000.00000000 PA USD 3663616.68000000 0.461164504724 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAG8 1898000.00000000 PA USD 1912887.91000000 0.240788292733 Long DBT CORP US N 2 2026-11-01 Fixed 7.00000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAF7 1865000.00000000 PA USD 1986620.01000000 0.250069456771 Long DBT CORP US N 2 2030-10-01 Fixed 7.50000000 N N N N N N Invesco Senior Loan ETF 549300SIHU6DQELRNG59 46138G508 424157.00000000 NS USD 8983645.26000000 1.130832911523 Long EC RF US N 1 N N N WESTMORELAND COAL N/A 000000000 572.64000000 NS USD 1002.12000000 0.000126143702 Long EC CORP US Y 3 N N N GENESIS ENERGY LP/FIN N/A 37185LAL6 3335000.00000000 PA USD 3350060.86000000 0.421695087734 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N CUMULUS MEDIA NEW HLDGS 5493001D9VBAVY1OKJ46 23110AAA4 4075000.00000000 PA USD 2748159.22000000 0.345929608988 Long DBT CORP US N 2 2026-07-01 Fixed 6.75000000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AB9 3964000.00000000 PA USD 3433240.22000000 0.432165443044 Long DBT CORP US N 2 2028-12-01 Fixed 6.12500000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 6405000.00000000 PA USD 6045784.54000000 0.761024276442 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 6595000.00000000 PA USD 6766878.89000000 0.851793357332 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCS0 6850000.00000000 PA USD 6764325.00000000 0.851471881720 Long DBT CORP US N 2 2029-09-01 Fixed 6.37500000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 2660000.00000000 PA USD 2198913.74000000 0.276792321471 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABE7 3836000.00000000 PA USD 3709148.08000000 0.466895853652 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20337EAQ4 2027799.48000000 PA USD 1816358.80000000 0.228637513028 Long LON CORP US N 2 2026-04-06 Floating 8.71920000 N N N N N N GRAY ESCROW II INC N/A 389286AA3 5459000.00000000 PA USD 4124811.12000000 0.519218205229 Long DBT CORP US N 2 2031-11-15 Fixed 5.37500000 N N N N N N HUNTER DOUGLAS INC 529900811T142NS3H544 000000000 2053086.24000000 PA USD 2049879.32000000 0.258032339058 Long LON CORP US N 2 2029-02-26 Floating 8.88660000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAM4 4140000.00000000 PA USD 4211642.70000000 0.530148290465 Long DBT CORP US N 2 2027-01-15 Fixed 8.00000000 N N N N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 16412EAA5 4525000.00000000 PA USD 4283648.27000000 0.539212124355 Long DBT CORP DE N 2 2028-01-15 Fixed 5.50000000 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 000000000 3760575.00000000 PA USD 3772326.80000000 0.474848591523 Long LON CORP CA N 2 2030-05-06 Floating 9.20470000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAB6 805000.00000000 PA USD 687662.31000000 0.086560761211 Long DBT CORP US N 2 2030-01-15 Fixed 6.00000000 N N N N N N SPX FLOW INC 5493003YXEKRBINIEM78 78470DAT5 4082570.11000000 PA USD 4100431.35000000 0.516149356727 Long LON CORP US N 2 2029-04-05 Floating 9.95470000 N N N N N N CONSOLIDATED COMMUNICATI 549300WW675Y48HDVX34 20903XAH6 2639000.00000000 PA USD 2166843.32000000 0.272755398221 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N VANTAGE SPEC CHEM 54930057U5S5AY44VU09 92210XAE0 7544848.47000000 PA USD 7299640.89000000 0.918855756411 Long LON CORP US N 2 2026-10-26 Floating 10.11180000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAC2 3765000.00000000 PA USD 3785184.17000000 0.476467036679 Long DBT CORP N/A N 2 2027-05-15 Fixed 8.50000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AU9 5615000.00000000 PA USD 4765731.25000000 0.599895208348 Long DBT CORP CA N 2 2031-06-01 Fixed 8.62500000 N N N N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 62886EAZ1 1202000.00000000 PA USD 1105409.32000000 0.139145436354 Long DBT CORP US N 2 2030-10-01 Fixed 5.25000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332EAW6 1387346.00000000 PA USD 1395438.39000000 0.175653380308 Long LON CORP US N 2 2030-06-20 Floating 9.60690000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CQ7 370000.00000000 PA USD 339669.55000000 0.042756530903 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AF5 4480000.00000000 PA USD 3906268.35000000 0.491708731097 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAC7 3740000.00000000 PA USD 3970260.58000000 0.499763871039 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N FORESIGHT ENERGY N/A 000000000 185515.54000000 NS USD 3780806.71000000 0.475916015830 Long EC CORP US N 3 N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 48020RAA3 3385000.00000000 PA USD 3573093.28000000 0.449769704838 Long DBT CORP CA N 2 2030-12-15 Fixed 10.50000000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AN2 4531000.00000000 PA USD 4219459.31000000 0.531132220661 Long DBT CORP US N 2 2026-04-15 Fixed 7.50000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 6240000.00000000 PA USD 5878413.84000000 0.739956180975 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BT8 1900000.00000000 PA USD 1985509.50000000 0.249929669277 Long DBT CORP LR N 2 2030-01-15 Fixed 7.25000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AV6 4450930.00000000 PA USD 4159925.08000000 0.523638239688 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N VIBRANTZ TECH INC 549300GYZ1T3S8OPH343 69357VAA3 4410000.00000000 PA USD 3502515.05000000 0.440885540002 Long DBT CORP US N 2 2030-02-15 Fixed 9.00000000 N N N N N N DISH DBS CORP N/A 25470XBF1 7165000.00000000 PA USD 5728238.38000000 0.721052568047 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 2805000.00000000 PA USD 2398124.93000000 0.301868397326 Long DBT CORP NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90385KAJ0 7900000.00000000 PA USD 7932919.30000000 0.998570843935 Long LON CORP US N 2 2027-05-03 Floating 10.62520000 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12658HAG7 2602824.74000000 PA USD 2567361.25000000 0.323171331151 Long LON CORP US N 2 2027-11-23 Floating 9.20470000 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389375AL0 5150000.00000000 PA USD 3882661.74000000 0.488737205536 Long DBT CORP US N 2 2030-10-15 Fixed 4.75000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAB4 2360000.00000000 PA USD 2000658.14000000 0.251836532269 Long DBT CORP N/A N 2 2029-09-01 Fixed 4.00000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 6715000.00000000 PA USD 5964195.85000000 0.750754149652 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N STUDIO CITY INTL ADR N/A 000000000 581459.00000000 NS USD 3767854.32000000 0.474285609857 Long EC CORP KY Y 1 N N N Studio City International Hold N/A 86389T106 276298.00000000 NS USD 1790411.04000000 0.225371290894 Long EC CORP HK N 1 N N N CMG MEDIA CORPORATION N/A 88146LAA1 7046000.00000000 PA USD 5594981.99000000 0.704278674252 Long DBT CORP US N 2 2027-12-15 Fixed 8.87500000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AZ7 2665000.00000000 PA USD 2567450.07000000 0.323182511532 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 226373AR9 415000.00000000 PA USD 419000.06000000 0.052742405122 Long DBT CORP US N 2 2029-02-01 Fixed 6.00000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAA8 1011498.00000000 PA USD 855857.59000000 0.107732652207 Long DBT CORP US N 2 2029-11-01 Fixed 5.87500000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AS8 7590000.00000000 PA USD 7420343.01000000 0.934049358322 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AG2 6885000.00000000 PA USD 6090537.78000000 0.766657673045 Long DBT CORP US N 2 2031-01-30 Fixed 3.75000000 N N N N N N VITAL ENERGY INC 549300X0PTWU2QSLSL14 516806AJ5 2905000.00000000 PA USD 3013722.53000000 0.379357880291 Long DBT CORP US N 2 2030-10-15 Fixed 9.75000000 N N N N N N CERDIA FINANZ GMBH 391200KURNDJSX9GX570 15679GAA0 3160000.00000000 PA USD 3223579.20000000 0.405773975570 Long DBT CORP DE N 2 2027-02-15 Fixed 10.50000000 N N N N N N GRUPO AEROMEXICO SAB N/A 40054JAA7 6240000.00000000 PA USD 6027763.87000000 0.758755891379 Long DBT CORP MX N 2 2027-03-17 Fixed 8.50000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AY0 5220000.00000000 PA USD 5069436.93000000 0.638124720803 Long DBT CORP US N 2 2030-04-15 Fixed 6.00000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAC2 2710000.00000000 PA USD 2701537.48000000 0.340061011502 Long DBT CORP US N 2 2026-04-01 Fixed 6.87500000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AF0 1271000.00000000 PA USD 1156673.30000000 0.145598384360 Long DBT CORP US N 2 2031-01-15 Fixed 4.37500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BS5 6450000.00000000 PA USD 6647724.75000000 0.836794610258 Long DBT CORP US N 2 2030-12-15 Fixed 6.87500000 N N N N N N ROPER INDUSTRIAL PRODUCT N/A 000000000 6795850.00000000 PA USD 6822394.59000000 0.858781498432 Long LON CORP US N 2 2029-11-22 Floating 9.36480000 N N N N N N HEXION INC 54930030FZF8HYAEHM46 42829JAB5 4965000.00000000 PA USD 4232662.50000000 0.532794196547 Long LON CORP US N 2 2030-03-15 Floating 12.45580000 N N N N N N LSF9 ATL HLDG/VICTRA FIN N/A 50220MAA8 4037000.00000000 PA USD 3875398.89000000 0.487822980901 Long DBT CORP US N 2 2026-02-15 Fixed 7.75000000 N N N N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 09248U700 5457247.72000000 NS USD 5457247.72000000 0.686941119056 Long STIV RF US N 1 N N N CASTLELAKE AVIATION FIN 2138006F7SMD1COVC345 14856HAA6 4590000.00000000 PA USD 4317436.62000000 0.543465295212 Long DBT CORP IE N 2 2027-04-15 Fixed 5.00000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BR1 4060000.00000000 PA USD 3688733.30000000 0.464326105578 Long DBT CORP US N 2 2031-07-15 Fixed 5.25000000 N N N N N N ENTEGRIS ESCROW CORP N/A 29365BAA1 2121000.00000000 PA USD 2045829.21000000 0.257522523994 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N NEW COTAI EQUITY N/A 000000000 3485632.53000000 PA USD 8391290.78000000 1.056269199145 Long DBT CORP US N 3 2027-02-02 Fixed 5.00000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 8914000.00000000 PA USD 8805996.19000000 1.108471007280 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N LARCHMONT RESOURCES N/A 000000000 1007.07000000 NS USD 11752.51000000 0.001479368866 Long EC CORP US Y 3 N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65336YAN3 4400000.00000000 PA USD 4058054.88000000 0.510815140431 Long DBT CORP US N 2 2028-11-01 Fixed 4.75000000 N N N N N N HEXION INC 549300LBB370MUHGLV84 00217XAB2 891425.00000000 PA USD 859110.84000000 0.108142161049 Long LON CORP US N 2 2029-03-15 Floating 9.96400000 N N N N N N PMHC II INC 549300GYZ1T3S8OPH343 69346EAG2 858479.89000000 PA USD 825213.79000000 0.103875307379 Long LON CORP US N 2 2029-04-23 Floating 9.74850000 N N N N N N LEGACY LIFEPOINT HEALTH N/A 53219LAS8 380000.00000000 PA USD 351241.22000000 0.044213136200 Long DBT CORP US N 2 2027-02-15 Fixed 4.37500000 N N N N N N TRUE RELIGION COMMON N/A 000000000 22.94300000 NS USD 579628.03000000 0.072961747018 Long EC CORP US Y 3 N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911363AM1 4440000.00000000 PA USD 4039512.00000000 0.508481021221 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N SUNSET DEBT MERGER SUB INC N/A 78489HAB4 4187367.54000000 PA USD 3740366.06000000 0.470825474445 Long LON CORP US N 2 2028-10-06 Floating 9.35470000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 8105000.00000000 PA USD 7748540.48000000 0.975361820002 Long DBT CORP CA N 2 2026-08-15 Fixed 3.87500000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAQ7 2835000.00000000 PA USD 2924390.39000000 0.368113032454 Long DBT CORP CA N 2 2031-01-15 Fixed 6.75000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAL4 10319000.00000000 PA USD 9617193.46000000 1.210581959360 Long DBT CORP US N 2 2031-01-15 Fixed 4.75000000 N N N N N N ROLLER BEARING CO OF AME 254900U9XW6S76H2P167 775631AD6 6335000.00000000 PA USD 5870517.80000000 0.738962252381 Long DBT CORP US N 2 2029-10-15 Fixed 4.37500000 N N N N N N WESCO AIRCRAFT HOLDINGS 529900P5VTXZS191P208 97789LAC0 5955000.00000000 PA USD 238200.00000000 0.029983864203 Long DBT CORP US N 2 2024-11-15 Fixed 8.50000000 Y N N N N N ADVANTAGE SALES & MARKETING 549300T4O24KQDED1182 00769EAZ3 4432878.68000000 PA USD 4409676.99000000 0.555076221862 Long LON CORP US N 2 2027-10-28 Floating 9.85270000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAA2 8315000.00000000 PA USD 4001213.75000000 0.503660158386 Long DBT CORP LU N 2 2028-02-15 Fixed 6.00000000 N N N N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 316175108 5457247.75000000 NS USD 5457247.75000000 0.686941122832 Long STIV RF US N 1 N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CB7 3740000.00000000 PA USD 3891907.95000000 0.489901089268 Long DBT CORP US N 2 2033-09-15 Fixed 5.87500000 N N N N N N AMYNTA AGENCY BORROWER 5493000GP6HBRVTWBO85 57810JAG3 7301700.00000000 PA USD 7322560.96000000 0.921740862483 Long LON CORP US N 2 2028-02-28 Floating 10.44100000 N N N N N N AZUL SECURED FINANCE LLP N/A 05501WAC6 4390000.00000000 PA USD 4545506.97000000 0.572174071044 Long DBT CORP US N 2 2028-08-28 Fixed 11.93000000 N N N N N N PARKWAY GENERATION LLC 254900ATQHHVKF65MT32 000000000 216531.09000000 PA USD 208749.40000000 0.026276715625 Long LON CORP US N 2 2029-02-18 Floating 10.10790000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 8039000.00000000 PA USD 7997878.91000000 1.006747754619 Long DBT CORP N/A N 2 2026-10-01 Fixed 6.75000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBE9 5520000.00000000 PA USD 5657392.80000000 0.712134750037 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N USI INC/NY 2549006D7UF7072T7I27 90346KAB5 2845000.00000000 PA USD 2916267.25000000 0.367090517229 Long DBT CORP US N 2 2032-01-15 Fixed 7.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 226373AQ1 706000.00000000 PA USD 704058.71000000 0.088624688294 Long DBT CORP US N 2 2027-05-01 Fixed 5.62500000 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 13123XBF8 2445000.00000000 PA USD 2468425.55000000 0.310717617492 Long DBT CORP US N 2 2030-06-15 Fixed 7.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 1292000.00000000 PA USD 1014716.64000000 0.127729328036 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N CALIFORNIA RESOURCES CORP 5493003Q8F0T4F4YMR48 13057Q123 7744.00000000 NS USD 150078.72000000 0.018891435601 Long EC CORP US N 1 N N N GUARDIAN US HOLDCO LLC 254900OSYC6XQ21DY128 40147EAB5 3025795.00000000 PA USD 3039411.08000000 0.382591473888 Long LON CORP US N 2 2030-01-31 Floating 9.35470000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AV6 705000.00000000 PA USD 682186.34000000 0.085871463391 Long DBT CORP US N 2 2031-02-01 Fixed 6.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 7141000.00000000 PA USD 6876572.34000000 0.865601222608 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 00191AAD8 1751144.00000000 PA USD 820034.47000000 0.103223350925 Long DBT CORP LU N 2 2027-06-30 Fixed 6.50000000 N N N N N N ASG WRRNT CORP - COM STK N/A 000000000 1200.00000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N BIS INDUSTRIES (ARTSONIG) N/A 000000000 1604602.00000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N AERCAP HOLDINGS NV 549300SZYINBBLJQU475 00774YAA7 8349000.00000000 PA USD 8253139.29000000 1.038879125611 Long DBT CORP NL N 2 2079-10-10 Fixed 5.87500000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 3805000.00000000 PA USD 3540267.51000000 0.445637700514 Long DBT CORP NL N 2 2029-04-15 Fixed 4.00000000 N N N N N N DIG INTL FIN/DIG INTL N/A 25381XAE3 4031000.00000000 PA USD 3774184.99000000 0.475082494616 Long DBT CORP N/A N 2 2024-05-25 Fixed 8.75000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 2425000.00000000 PA USD 1995484.97000000 0.251185349957 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAF5 5090000.00000000 PA USD 5035241.78000000 0.633820343246 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAB4 5149000.00000000 PA USD 5013313.04000000 0.631060022666 Long DBT CORP US N 2 2029-02-15 Fixed 7.75000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C92 4130000.00000000 PA USD 4316582.66000000 0.543357801423 Long DBT CORP US N 2 2028-05-12 Fixed 6.80000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBM1 1600000.00000000 PA USD 1340362.40000000 0.168720588516 Long DBT CORP US N 2 2030-05-15 Fixed 5.25000000 N N N N N N NORTHWEST FIBER LLC 254900LE3FBC16P2QY79 66743UAE6 1922432.56000000 PA USD 1923184.23000000 0.242084360998 Long LON CORP US N 2 2027-04-30 Floating 9.10980000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 4395000.00000000 PA USD 3928607.00000000 0.494520649854 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAA3 755000.00000000 PA USD 743135.10000000 0.093543500936 Long DBT CORP US N 2 2029-04-15 Fixed 6.62500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCQ4 3290000.00000000 PA USD 2905399.00000000 0.365722456221 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N NORTHWEST FIBER LLC/NORT N/A 667449AD4 6187000.00000000 PA USD 5913503.67000000 0.744373178026 Long DBT CORP US N 2 2027-04-30 Fixed 4.75000000 N N N N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AU1 5505000.00000000 PA USD 5752526.82000000 0.724109920216 Long DBT CORP BM N 2 2030-04-30 Fixed 8.62500000 N N N N N N MLN US HOLDCO LLC 549300QKU7NPW6O86862 55292HAL7 2336000.00000000 PA USD 303680.00000000 0.038226279937 Long LON CORP US N 2 2027-10-18 Floating 14.80790000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAB1 2415000.00000000 PA USD 2254587.73000000 0.283800387616 Long DBT CORP US N 2 2030-04-15 Fixed 8.75000000 N N N N N N ARSENAL AIC PARENT LLC N/A 04288BAB6 2340000.00000000 PA USD 2444387.40000000 0.307691771038 Long DBT CORP US N 2 2030-10-01 Fixed 8.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 9484000.00000000 PA USD 5722364.87000000 0.720313229146 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 1475000.00000000 PA USD 1288965.33000000 0.162250887561 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AL8 6070000.00000000 PA USD 6154694.71000000 0.774733544904 Long DBT CORP US N 2 2035-11-01 Fixed 6.87500000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAH8 4170000.00000000 PA USD 4183302.30000000 0.526580890360 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AH0 7050000.00000000 PA USD 6075411.53000000 0.764753628436 Long DBT CORP US N 2 2031-01-15 Fixed 3.37500000 N N N N N N PARKWAY GENERATION LLC 254900ATQHHVKF65MT32 000000000 1728468.91000000 PA USD 1666351.19000000 0.209755028529 Long LON CORP US N 2 2029-02-18 Floating 10.22190000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AG5 5893000.00000000 PA USD 5572067.22000000 0.701394235327 Long DBT CORP KY N 2 2027-09-07 Fixed 5.75000000 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 000000000 3905113.64000000 PA USD 3872775.39000000 0.487492743001 Long LON CORP CA N 2 2027-05-10 Floating 8.70470000 N N N N N N WHITE CAP PARENT LLC N/A 96351CAA4 3126000.00000000 PA USD 3115568.54000000 0.392177934587 Long DBT CORP US N 2 2026-03-15 Fixed 8.25000000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAC6 8025000.00000000 PA USD 7915619.25000000 0.996393168243 Long DBT CORP US N 2 N/A Fixed 7.00000000 N N N N N N HRT DNT / HRT DNT FIN N/A 42239PAA7 2820000.00000000 PA USD 2792138.40000000 0.351465569361 Long DBT CORP US N 2 2026-05-01 Fixed 8.50000000 N N N N N N AZUL SECURED FINANCE LLP N/A 05501WAA0 1198618.00000000 PA USD 1017328.95000000 0.128058157374 Long DBT CORP US N 2 2029-05-28 Fixed 11.50000000 N N N N N N Sabine Oil & Gas Holdings Inc N/A 78532M104 263.00000000 NS USD 325.80000000 0.000041010675 Long EC CORP US N 3 N N N CNX MIDSTREAM PART LP N/A 12654AAA9 2250000.00000000 PA USD 2023396.65000000 0.254698784142 Long DBT CORP US N 2 2030-04-15 Fixed 4.75000000 N N N N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 48020RAB1 5715000.00000000 PA USD 6008722.43000000 0.756359015009 Long DBT CORP CA N 2 2030-03-15 Fixed 8.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BK2 2381000.00000000 PA USD 1443171.72000000 0.181661901235 Long DBT CORP US N 2 2031-11-15 Fixed 5.00000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AR0 760000.00000000 PA USD 742408.66000000 0.093452058961 Long DBT CORP US N 2 2029-02-01 Fixed 5.37500000 N N N N N N MAJORDRIVE HOLDINGS IV L 25490044R1FR5N8FIT62 56085RAA8 6450000.00000000 PA USD 5560812.68000000 0.699977549353 Long DBT CORP US N 2 2029-06-01 Fixed 6.37500000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAA6 2031000.00000000 PA USD 1779112.13000000 0.223949019765 Long DBT CORP N/A N 2 2028-09-01 Fixed 3.25000000 N N N N N N MLN US HOLDCO LLC 549300QKU7NPW6O86862 55292HAJ2 8256074.68000000 PA USD 1651214.94000000 0.207849725151 Long LON CORP US N 2 2027-10-18 Floating 12.25790000 N N N N N N TRUE RELIGION PREFERRED N/A 000000000 23.82400000 NS USD 119120.00000000 0.014994449638 Long EP CORP US Y 3 N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAC1 1945000.00000000 PA USD 1911234.61000000 0.240580180548 Long DBT CORP US N 2 2027-04-15 Fixed 9.25000000 N N N N N N CONSOLIDATED COMMUNICATI 549300WW675Y48HDVX34 20903XAF0 7638000.00000000 PA USD 6625965.00000000 0.834055561606 Long DBT CORP US N 2 2028-10-01 Fixed 6.50000000 N N N N N N ENTEGRIS ESCROW CORP N/A 29365BAB9 5825000.00000000 PA USD 5796474.39000000 0.729641901623 Long DBT CORP US N 2 2030-06-15 Fixed 5.95000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AP2 3140000.00000000 PA USD 2122828.40000000 0.267214939009 Long DBT CORP CA N 2 2027-02-01 Fixed 6.12500000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAN1 2155000.00000000 PA USD 2073399.85000000 0.260993029140 Long DBT CORP KY N 2 2034-12-01 Fixed 5.75000000 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12597YAA7 2594000.00000000 PA USD 2261397.32000000 0.284657557313 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BK7 404000.00000000 PA USD 400180.71000000 0.050373484741 Long DBT CORP LR N 2 2027-07-15 Fixed 5.37500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C68 1420000.00000000 PA USD 1526639.59000000 0.192168573273 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N iShares iBoxx $ High Yield Corporate Bond ETF N/A 464288513 290000.00000000 NS USD 22443100.00000000 2.825066594025 Long EC RF US N 1 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDK3 3025000.00000000 PA USD 3019101.25000000 0.380034936588 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAE0 1170000.00000000 PA USD 1200586.14000000 0.151125994063 Long DBT CORP US N 2 2048-07-15 Fixed 6.50000000 N N N N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 5457247.75000000 NS USD 5457247.75000000 0.686941122832 Long STIV RF US N 1 N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBG2 7045000.00000000 PA USD 6286905.16000000 0.791375779073 Long DBT CORP US N 2 2030-07-01 Fixed 4.12500000 N N N N N N WHITE CAP BUYER LLC N/A 96350RAA2 4435000.00000000 PA USD 4298676.08000000 0.541103777648 Long DBT CORP US N 2 2028-10-15 Fixed 6.87500000 N N N N N N SEALED AIR/SEALED AIR US N/A 812127AB4 975000.00000000 PA USD 1035011.25000000 0.130283949490 Long DBT CORP US N 2 2031-02-15 Fixed 7.25000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAU7 4874000.00000000 PA USD 4539781.05000000 0.571453310306 Long DBT CORP US N 2 2029-06-30 Fixed 5.87500000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CA7 1510000.00000000 PA USD 1609589.03000000 0.202609986978 Long DBT CORP CA N 2 2030-11-15 Fixed 8.75000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BU4 3195000.00000000 PA USD 3079902.36000000 0.387688388417 Long DBT CORP US N 2 2027-12-01 Fixed 4.75000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAK4 415000.00000000 PA USD 361476.74000000 0.045501551153 Long DBT CORP US N 2 2030-04-01 Fixed 3.50000000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAF0 4609000.00000000 PA USD 3521306.88000000 0.443250996252 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAP7 1725000.00000000 PA USD 1776474.00000000 0.223616940287 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 62886EAY4 2287000.00000000 PA USD 2164183.53000000 0.272420592250 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAJ7 3775000.00000000 PA USD 3414344.81000000 0.429786948470 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 38141W273 5457247.50000000 NS USD 5457247.50000000 0.686941091363 Long STIV RF US N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 2924000.00000000 PA USD 2639843.34000000 0.332295147875 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BV2 5094000.00000000 PA USD 4680819.55000000 0.589206791546 Long DBT CORP US N 2 2031-06-15 Fixed 4.75000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAB3 5360000.00000000 PA USD 5459594.16000000 0.687236481517 Long DBT CORP US N 2 2026-08-15 Fixed 7.87500000 N N N N N N SC GAMES HOLDIN/US FINCO N/A 80874DAA4 6455000.00000000 PA USD 6110399.83000000 0.769157845211 Long DBT CORP US N 2 2030-03-01 Fixed 6.62500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 3167000.00000000 PA USD 1974751.18000000 0.248575445911 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBD8 3340000.00000000 PA USD 3314040.85000000 0.417161002560 Long DBT CORP AU N 2 2030-04-15 Fixed 5.87500000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 4981000.00000000 PA USD 4509569.27000000 0.567650346793 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N PAR PHARMACEUTICAL INC 549300KK5WR4MGN4YT97 69888XAA7 2226000.00000000 PA USD 1426899.39000000 0.179613591692 Long DBT CORP US N 2 2027-04-01 Variable 7.50000000 Y N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AE8 985000.00000000 PA USD 934371.00000000 0.117615672457 Long DBT CORP US N 2 2029-09-15 Fixed 4.75000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBE6 1505000.00000000 PA USD 1517933.97000000 0.191072737303 Long DBT CORP AU N 2 2032-04-15 Fixed 6.12500000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 1666000.00000000 PA USD 1506378.54000000 0.189618176246 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N FORM TECHNOLOGIES LLC X7KHAIMGSSPZ1XIJIL51 000000000 10537964.39000000 PA USD 9800306.88000000 1.233631698735 Long LON CORP US N 2 2025-07-22 Floating 9.87970000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CN4 5470000.00000000 PA USD 5247936.60000000 0.660593695889 Long DBT CORP US N 2 2028-03-15 Fixed 5.12500000 N N N N N N PRE-PAID LEGAL SERVICES 549300DKH5WJ2J8QU878 74006LAU6 990000.00000000 PA USD 905850.00000000 0.114025538994 Long LON CORP US N 2 2029-12-17 Floating 12.35580000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AF5 4270000.00000000 PA USD 4072877.59000000 0.512680976383 Long DBT CORP US N 2 2028-11-15 Fixed 5.75000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 4499000.00000000 PA USD 4388686.77000000 0.552434039217 Long DBT CORP CA N 2 2028-02-15 Fixed 6.00000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BL2 5394000.00000000 PA USD 5264597.94000000 0.662690972783 Long DBT CORP KY N 2 2027-02-01 Fixed 8.00000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAH1 1885000.00000000 PA USD 1651731.25000000 0.207914716624 Long DBT CORP US N 2 2029-02-15 Fixed 3.12500000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAD2 1080000.00000000 PA USD 1111869.40000000 0.139958610836 Long DBT CORP US N 2 2030-05-15 Fixed 8.75000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAB5 4315000.00000000 PA USD 3922604.69000000 0.493765098016 Long DBT CORP US N 2 2029-11-01 Fixed 3.87500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBJ2 3715000.00000000 PA USD 3344598.90000000 0.421007553448 Long DBT CORP US N 2 N/A Fixed 4.65000000 N N N N N N VITAL ENERGY INC 549300X0PTWU2QSLSL14 516806AG1 2876000.00000000 PA USD 2957431.06000000 0.372272087712 Long DBT CORP US N 2 2028-01-15 Fixed 10.12500000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAD2 6907000.00000000 PA USD 7026668.61000000 0.884494867349 Long DBT CORP US N 2 2028-08-15 Fixed 6.87500000 N N N N N N ADVANTAGE SALES & MARKET 549300T4O24KQDED1182 00775PAA5 4400000.00000000 PA USD 4059440.00000000 0.510989494965 Long DBT CORP US N 2 2028-11-15 Fixed 6.50000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBH3 1965000.00000000 PA USD 2120749.83000000 0.266953295178 Long DBT CORP KY N 2 2029-12-15 Fixed 8.25000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 74166NAA2 8935000.00000000 PA USD 8274658.83000000 1.041587937388 Long DBT CORP US N 2 2032-07-15 Fixed 4.87500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CP9 3295000.00000000 PA USD 3063679.14000000 0.385646260687 Long DBT CORP US N 2 2029-02-01 Fixed 4.62500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 226373AT5 3455000.00000000 PA USD 3633142.22000000 0.457328475881 Long DBT CORP US N 2 2031-02-01 Fixed 7.37500000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 60337JAA4 2060000.00000000 PA USD 1871535.75000000 0.235583013347 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 2736000.00000000 PA USD 2329020.00000000 0.293169686844 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAT6 895000.00000000 PA USD 939669.45000000 0.118282624620 Long DBT CORP CA N 2 2028-11-15 Fixed 8.50000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAG6 4780000.00000000 PA USD 4566030.47000000 0.574757504449 Long DBT CORP US N 2 2029-12-01 Fixed 5.62500000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAF2 4126000.00000000 PA USD 4122431.01000000 0.518918604494 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABF4 745000.00000000 PA USD 689197.19000000 0.086753967061 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KBA7 2175000.00000000 PA USD 2105616.85000000 0.265048403418 Long DBT CORP US N 2 2029-04-15 Fixed 5.00000000 N N N N N N ARDONAGH MIDCO 2 PLC 9845003AD1386OH58D80 03985RAA1 5929977.81000000 PA USD 5868174.40000000 0.738667272585 Long DBT CORP GB N 2 2027-01-15 Fixed 11.50000000 N N N N N N ACUSHNET CO 549300H805O14KEFES79 005095AA2 2471000.00000000 PA USD 2579513.97000000 0.324701077189 Long DBT CORP US N 2 2028-10-15 Fixed 7.37500000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAA2 2801000.00000000 PA USD 2216515.05000000 0.279007918821 Long DBT CORP US N 2 2028-05-01 Fixed 5.25000000 N N N N N N NEW COTAI EQUITY N/A 000000000 3072567.00000000 NS USD 2958751.72000000 0.372438328225 Long EC CORP US Y 3 N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 4237000.00000000 PA USD 3457137.78000000 0.435173592472 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 2375000.00000000 PA USD 1850978.10000000 0.232995281248 Long DBT CORP FR N 2 2029-07-15 Fixed 5.12500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDR8 4955000.00000000 PA USD 4597345.13000000 0.578699295015 Long DBT CORP US N 2 2030-01-15 Fixed 4.37500000 N N N N N N CNT HOLDINGS I CORP 254900SYIEHMSB69WT08 12656AAE9 2060000.00000000 PA USD 2079312.50000000 0.261737294860 Long LON CORP US N 2 2028-11-06 Floating 12.10470000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AN2 8268000.00000000 PA USD 8313664.16000000 1.046497805221 Long DBT CORP US N 2 2028-07-15 Fixed 6.37500000 N N N N N N FORESIGHT ENERGY LLC 549300HM3UR1W0JJ7F28 34552KAB2 1248233.82000000 PA USD 1217027.97000000 0.153195639730 Long LON CORP US N 2 2027-06-30 Floating 13.33140000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABG2 3287000.00000000 PA USD 2942679.85000000 0.370415251954 Long DBT CORP US N 2 2029-05-01 Fixed 6.75000000 N N N N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 62886EBA5 2797000.00000000 PA USD 2661965.04000000 0.335079757652 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N APPLIED SYSTEMS INC 549300NSKGF0SY5SWQ62 03827FBA8 4121112.22000000 PA USD 4152877.75000000 0.522751144030 Long LON CORP US N 2 2027-09-19 Floating 12.13010000 N N N N N N 2024-02-21 Ivy Variable Insurance Portfolio Dan Geatens Dan Geatens Division Director - Head of US Fund Administration