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Delaware Ivy VIP Asset Strategy

Ivy Variable Insurance Portfolios

Assets: $582M Net: $581M Series: S000006224 EDGAR ↗
+104
New
-40
Exited
358
Positions
Period:
vs
Compare:
← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 GOLD SPOT $/OZ - GOLD BULLION GOLDS Dec 2022 14,463 -70,003 $28.5M +552.4% 4.91% EC
2 US TREASURY FRN 91282CFS5 — 20,380,000 -2,130,000 $20.4M -9.4% 3.51% DBT
3 Microsoft Corp MSFT Dec 2022 41,479 +7,200 $12.0M +45.5% 2.06% EC
4 Vanguard Russell 2000 ETF VTWO Dec 2022 127,023 +21,277 $9.2M +23.0% 1.58% EC
5 iShares 0-5 Year High Yield Corporate Bond ETF SHYG — 205,191 — $8.6M +1.9% 1.47% EC
6 Mastercard Inc MA Dec 2022 22,545 +672 $8.2M +7.7% 1.41% EC
7 Deutsche Telekom AG DTE Dec 2022 318,839 New $7.7M — 1.33% EC
8 Canadian Natural Resources Ltd CNQ Dec 2022 137,374 +4,092 $7.6M +2.7% 1.31% EC
9 UnitedHealth Group Inc UNH Dec 2022 15,474 +461 $7.3M -8.1% 1.26% EC
10 Airbus SE AIR Dec 2022 54,711 New $7.3M — 1.26% EC
11 Regeneron Pharmaceuticals Inc REGN Dec 2022 8,554 +255 $7.0M +17.4% 1.21% EC
12 Reckitt Benckiser Group PLC RKT Dec 2022 91,246 New $6.9M — 1.20% EC
13 Procter & Gamble Co/The PG Dec 2022 46,273 +1,378 $6.9M +1.1% 1.18% EC
14 Vertex Pharmaceuticals Inc VRTX Dec 2022 21,224 +632 $6.7M +12.5% 1.15% EC
15 Intuit Inc INTU Dec 2022 14,722 +439 $6.6M +18.1% 1.13% EC
16 Raytheon Technologies Corp RTX Dec 2022 66,329 +1,977 $6.5M +0.0% 1.12% EC
17 ConocoPhillips COP Dec 2022 65,220 +1,943 $6.5M -13.3% 1.11% EC
18 TSMC 2330 Dec 2022 365,450 New $6.4M — 1.10% EC
19 Check Point Software Technolog CHKP Dec 2022 48,461 New $6.3M — 1.08% EC
20 Genmab A/S GMAB Dec 2022 16,284 New $6.2M — 1.06% EC
21 US TREASURY N/B 91282CFP1 — 6,095,000 -3,630,000 $6.1M -36.8% 1.06% DBT
22 Fannie Mae 31418ED72 — 6,455,741 New $6.0M — 1.03% ABS-MBS
23 Seagate Technology Holdings PL STX Dec 2022 90,436 New $6.0M — 1.03% EC
24 Aptiv PLC APTV Dec 2022 52,444 New $5.9M — 1.01% EC
25 AstraZeneca PLC AZN Dec 2022 41,002 New $5.7M — 0.98% EC
26 China Mengniu Dairy Co Ltd 2319 Dec 2022 1,377,313 New $5.6M — 0.97% EC
27 Pinterest Inc PINS — 206,415 New $5.6M — 0.97% EC
28 Tencent Holdings Ltd 700 Dec 2022 114,900 New $5.6M — 0.97% EC
29 VeriSign Inc VRSN Dec 2022 26,405 +787 $5.6M +6.0% 0.96% EC
30 BNP Paribas SA BNP Dec 2022 93,308 New $5.6M — 0.96% EC
31 Bayer AG BAYN Dec 2022 87,060 New $5.6M — 0.96% EC
32 Amazon.com Inc AMZN Dec 2022 53,727 +25,707 $5.5M +135.8% 0.96% EC
33 Darden Restaurants Inc DRI Dec 2022 34,964 -10,932 $5.4M -14.6% 0.93% EC
34 Larsen & Toubro Ltd LT Dec 2022 200,992 New $5.3M — 0.91% EC
35 Ferrari NV RACE Dec 2022 19,540 New $5.3M — 0.91% EC
36 Thales SA HO Dec 2022 35,359 New $5.2M — 0.90% EC
37 H World Group Ltd HTHT Dec 2022 104,424 +3,111 $5.1M +19.0% 0.88% EC
38 NVIDIA Corp NVDA Dec 2022 18,127 -3,161 $5.0M +61.8% 0.87% EC
39 Prudential PLC PRU Dec 2022 360,338 New $4.9M — 0.85% EC
40 Union Pacific Corp UNP Dec 2022 24,508 +730 $4.9M +0.2% 0.85% EC
41 Danaher Corp DHR — 19,450 New $4.9M — 0.84% EC
42 Ingersoll Rand Inc IR Dec 2022 82,861 +2,468 $4.8M +14.8% 0.83% EC
43 Morgan Stanley MS Dec 2022 54,257 +1,617 $4.8M +6.4% 0.82% EC
44 Mitsubishi UFJ Financial Group 8306 Dec 2022 733,100 New $4.7M — 0.81% EC
45 PayPal Holdings Inc PYPL — 60,946 +13,241 $4.6M +36.2% 0.80% EC
46 Apple Inc AAPL Dec 2022 27,854 -12,071 $4.6M -11.5% 0.79% EC
47 Vinci SA DG Dec 2022 39,784 New $4.6M — 0.79% EC
48 AGNC Investment Corp AGNC Dec 2022 443,397 +13,211 $4.5M +0.4% 0.77% EC
49 Eli Lilly & Co LLY Dec 2022 12,874 +384 $4.4M -3.2% 0.76% EC
50 RWE AG RWE Dec 2022 102,173 New $4.4M — 0.76% EC
51 Burlington Stores Inc BURL Dec 2022 21,562 +642 $4.4M +2.7% 0.75% EC
52 US TREASURY N/B 912810TF5 Dec 2022 5,290,000 — $4.3M +5.3% 0.73% DBT
53 Abbott Laboratories ABT Dec 2022 40,537 +1,208 $4.1M -4.9% 0.71% EC
54 Asahi Group Holdings Ltd 2502 Dec 2022 110,000 New $4.1M — 0.70% EC
55 Autodesk Inc ADSK Dec 2022 19,613 +585 $4.1M +14.8% 0.70% EC
56 Skechers USA Inc SKX Dec 2022 85,326 -32,411 $4.1M -17.9% 0.70% EC
57 Thermo Fisher Scientific Inc TMO Dec 2022 7,006 +208 $4.0M +7.9% 0.70% EC
58 LVMH Moet Hennessy Louis Vuitt MC Dec 2022 4,376 New $4.0M — 0.69% EC
59 Intercontinental Exchange Inc ICE Dec 2022 35,837 +1,069 $3.7M +4.8% 0.64% EC
60 Microchip Technology Inc MCHP Dec 2022 44,464 +1,325 $3.7M +22.9% 0.64% EC
61 ICICI Bank Ltd ICICIBC Dec 2022 336,483 New $3.6M — 0.62% EC
62 T-Mobile US Inc TMUS Dec 2022 24,784 +738 $3.6M +6.6% 0.62% EC
63 NTPC Ltd NTPC Dec 2022 1,647,372 New $3.5M — 0.61% EC
64 State Bank of India SBIN Dec 2022 538,536 New $3.4M — 0.59% EC
65 Goldman Sachs Financial Square Government Fund FGTXX Dec 2022 3,413,342 +1,379,371 $3.4M +67.8% 0.59% STIV
66 BlackRock Liquidity FedFund TFDXX Dec 2022 3,413,342 +1,379,371 $3.4M +67.8% 0.59% STIV
67 Fidelity Government Portfolio FIGXX Dec 2022 3,413,342 +1,379,371 $3.4M +67.8% 0.59% STIV
68 MSILF Government Portfolio MVRXX Dec 2022 3,413,342 +1,379,371 $3.4M +67.8% 0.59% STIV
69 Fannie Mae 31418DYB2 — 3,891,777 -46,598 $3.2M +0.3% 0.56% ABS-MBS
70 Fannie Mae 3140XA3C4 Dec 2022 3,669,383 -28,009 $3.2M +0.4% 0.55% ABS-MBS
71 Generac Holdings Inc GNRC — 29,261 +24,078 $3.2M +505.8% 0.54% EC
72 Ambarella Inc AMBA Dec 2022 40,662 New $3.1M — 0.54% EC
73 Barrick Gold Corp GOLD Dec 2022 169,056 +5,036 $3.1M +11.4% 0.54% EC
74 ORIX Corp 8591 Dec 2022 190,397 New $3.1M — 0.54% EC
75 Casey's General Stores Inc CASY Dec 2022 14,351 +428 $3.1M -0.6% 0.53% EC
76 KLA Corp KLAC — 7,663 +228 $3.1M +9.1% 0.53% EC
77 US TREASURY N/B 912810PW2 Dec 2022 2,755,000 — $3.0M +4.6% 0.52% DBT
78 US TREASURY N/B 912810TN8 — 2,900,000 New $2.9M — 0.50% DBT
79 Fannie Mae 3140XDCJ3 Dec 2022 3,310,478 -78,644 $2.7M -0.7% 0.47% ABS-MBS
80 Freddie Mac 3133KNKS1 — 3,035,991 New $2.7M — 0.47% ABS-MBS
81 Shell PLC SHELL Dec 2022 93,403 New $2.7M — 0.46% EC
82 TotalEnergies SE TTE Dec 2022 43,927 New $2.6M — 0.45% EC
83 FREMF Mortgage Trust 302947AE6 Dec 2022 2,751,000 — $2.6M +2.9% 0.45% ABS-MBS
84 US TREASURY N/B 91282CGJ4 — 2,540,000 New $2.5M — 0.44% DBT
85 VERIZON COMMUNICATIONS 92343VFL3 Dec 2022 3,000,000 — $2.4M +3.9% 0.42% DBT
86 US TREASURY N/B 91282CGT2 — 2,365,000 New $2.4M — 0.41% DBT
87 Fannie Mae 31418EP38 — 2,334,896 New $2.4M — 0.41% ABS-MBS
88 AERCAP IRELAND CAP/GLOBA 00774MAV7 Dec 2022 2,500,000 — $2.2M +2.6% 0.39% DBT
89 CITIGROUP INC 17327CAM5 Dec 2022 2,500,000 — $2.2M +2.2% 0.38% DBT
90 US TREASURY FRN 91282CGF2 — 2,130,000 New $2.1M — 0.37% DBT
91 AT&T INC 00206RKA9 Dec 2022 2,653,000 — $2.0M +7.0% 0.35% DBT
92 Fannie Mae 3140XHWY9 — 2,145,565 New $1.9M — 0.33% ABS-MBS
93 Fannie Mae 31418EJF8 Dec 2022 1,933,069 -26,153 $1.9M -0.2% 0.33% ABS-MBS
94 Fannie Mae 3140XANA6 Dec 2022 2,054,488 -73,978 $1.9M -2.1% 0.33% ABS-MBS
95 US TREASURY N/B 912810TQ1 — 1,860,000 New $1.9M — 0.32% DBT
96 ABBVIE INC 00287YBX6 Dec 2022 2,000,000 — $1.9M +2.7% 0.32% DBT
97 Fannie Mae 31418EJ68 — 1,895,144 New $1.9M — 0.32% ABS-MBS
98 Fannie Mae 3140XFYA3 Dec 2022 1,816,666 -32,176 $1.8M +0.0% 0.30% ABS-MBS
99 BMO 2022-C1 Mortgage Trust 05609MCC7 — 2,000,000 New $1.7M — 0.30% ABS-MBS
100 CVS HEALTH CORP 126650DM9 Dec 2022 2,000,000 — $1.7M +2.7% 0.30% DBT
101 GS Mortgage Securities Trust 36258RBA0 — 2,000,000 New $1.7M — 0.29% ABS-MBS
102 BENCHMARK Mortgage Trust 08163DAE7 — 2,000,000 New $1.7M — 0.28% ABS-MBS
103 BENCHMARK Mortgage Trust 08163CBC2 — 2,000,000 New $1.6M — 0.28% ABS-MBS
104 Barclays Commercial Mortgage S 05492VAF2 — 2,000,000 New $1.6M — 0.28% ABS-MBS
105 COMCAST CORP 20030NDN8 Dec 2022 2,000,000 — $1.6M +2.9% 0.28% DBT
106 BENCHMARK Mortgage Trust 08163AAE3 — 2,000,000 New $1.6M — 0.28% ABS-MBS
107 US TREASURY N/B 91282CGL9 — 1,590,000 New $1.6M — 0.27% DBT
108 Schlumberger NV SLB Dec 2022 31,530 +939 $1.5M -5.3% 0.27% EC
109 VIRGINIA ELEC & POWER CO 927804GD0 Dec 2022 2,500,000 — $1.5M +3.4% 0.27% DBT
110 Freddie Mac 3131XW4R1 Dec 2022 1,489,857 -41,862 $1.4M -1.0% 0.24% ABS-MBS
111 APPLE INC 037833EF3 Dec 2022 2,000,000 — $1.4M +5.6% 0.24% DBT
112 Fannie Mae 31418EM23 — 1,292,962 +187,076 $1.3M +17.7% 0.23% ABS-MBS
113 BROADCOM INC 11135FBE0 Dec 2022 1,500,000 — $1.3M +2.8% 0.22% DBT
114 Freddie Mac 3132DNGF4 Dec 2022 1,504,158 -26,189 $1.3M +0.2% 0.22% ABS-MBS
115 Freddie Mac 3132DWDC4 — 1,553,168 -16,385 $1.3M +0.5% 0.22% ABS-MBS
116 Bank 06540BBD0 — 1,465,000 New $1.3M — 0.22% ABS-MBS
117 Fanniemae-Aces 3136AVKR9 Dec 2022 1,298,890 -151,041 $1.2M -9.4% 0.21% ABS-MBS
118 AT&T INC 00206RKH4 Dec 2022 1,500,000 — $1.2M +4.0% 0.21% DBT
119 Fannie Mae 3140N25E7 — 1,245,188 -7,166 $1.2M +1.3% 0.21% ABS-MBS
120 Freddie Mac 3133KPPB8 Dec 2022 1,169,834 -5,854 $1.2M +0.8% 0.20% ABS-MBS
121 MORGAN STANLEY 61747YEF8 Dec 2022 1,470,000 -30,000 $1.1M +2.4% 0.19% DBT
122 US TREASURY N/B 912810SF6 Dec 2022 1,235,000 — $1.1M +6.3% 0.19% DBT
123 PACIFIC GAS & ELECTRIC 694308JW8 Dec 2022 1,154,000 — $1.0M +2.6% 0.18% DBT
124 STANDARD INDUSTRIES INC 853496AG2 Dec 2022 1,173,000 — $1.0M +6.6% 0.18% DBT
125 Fannie Mae 31418ELY4 — 1,007,293 -21,618 $1.0M -1.4% 0.18% ABS-MBS
126 CHARTER COMM OPT LLC/CAP 161175BY9 Dec 2022 1,625,000 — $1.0M +7.4% 0.17% DBT
127 NRG ENERGY INC 629377CN0 Dec 2022 1,100,000 — $992K +1.0% 0.17% DBT
128 VISTRA OPERATIONS CO LLC 92840VAL6 Dec 2022 1,000,000 — $976K -0.4% 0.17% DBT
129 Freddie Mac 3133KPYY8 Dec 2022 981,139 -14,616 $962K +0.3% 0.17% ABS-MBS
130 US BANCORP 91159HJB7 — 1,245,000 — $962K +1.2% 0.17% DBT
131 Freddie Mac 3133AEPA6 Dec 2022 1,088,416 -6,485 $951K +1.3% 0.16% ABS-MBS
132 Fannie Mae 31418EF47 Dec 2022 919,699 -14,909 $918K -0.4% 0.16% ABS-MBS
133 Freddie Mac 3132DNVR1 Dec 2022 951,144 -5,763 $915K +1.4% 0.16% ABS-MBS
134 Fannie Mae 3140XHBG1 Dec 2022 990,923 -19,137 $897K +0.5% 0.15% ABS-MBS
135 Freddie Mac 3133KPYT9 — 921,269 New $881K — 0.15% ABS-MBS
136 SANDS CHINA LTD 80007RAN5 Dec 2022 1,000,000 — $859K +0.1% 0.15% DBT
137 Fannie Mae 3140QQPB5 — 828,399 -124,265 $842K -11.8% 0.14% ABS-MBS
138 NESTLE HOLDINGS INC 641062AX2 Dec 2022 1,000,000 — $836K +3.5% 0.14% DBT
139 HOME DEPOT INC 437076CJ9 Dec 2022 1,000,000 — $828K +3.3% 0.14% DBT
140 Freddie Mac 3133KYWF2 — 930,471 New $824K — 0.14% ABS-MBS
141 Freddie Mac 3132DPCK2 — 783,793 -22,207 $795K -1.9% 0.14% ABS-MBS
142 IRON MOUNTAIN INFO MGMT 46285MAA8 Dec 2022 895,000 — $769K +3.3% 0.13% DBT
143 Government National Mortgage A 36179XFJ0 Dec 2022 721,324 -6,758 $723K +0.1% 0.12% ABS-MBS
144 Freddie Mac 3132AAJQ8 — 758,279 New $711K — 0.12% ABS-MBS
145 CITIZENS BANK NA/RI 75524KPT5 — 750,000 — $706K -6.9% 0.12% DBT
146 UNITEDHEALTH GROUP INC 91324PEV0 — 700,000 New $696K — 0.12% DBT
147 TARGA RESOURCES PARTNERS 87612BBG6 Dec 2022 700,000 — $678K +1.3% 0.12% DBT
148 Fannie Mae 3140QEPU0 Dec 2022 744,763 -9,649 $674K +0.6% 0.12% ABS-MBS
149 UNITEDHEALTH GROUP INC 91324PEW8 — 665,000 New $673K — 0.12% DBT
150 AON CORP/AON GLOBAL HOLD 03740LAF9 — 635,000 — $638K +1.3% 0.11% DBT
151 COTA SERIES D 000000000 Dec 2022 3,642,397 New $637K — 0.11% DBT
152 Freddie Mac 3133KPZK7 — 625,572 -2,074 $633K +0.4% 0.11% ABS-MBS
153 FIFTH THIRD BANCORP 316773DJ6 — 627,000 +332,000 $632K +107.8% 0.11% DBT
154 APPLE INC 037833DZ0 Dec 2022 878,000 — $590K +7.2% 0.10% DBT
155 Fannie Mae 3140QQUN3 — 558,656 -13,037 $570K -1.5% 0.10% ABS-MBS
156 FREMF Mortgage Trust 35708YAS5 Dec 2022 600,000 — $562K +3.2% 0.10% ABS-MBS
157 Freddie Mac 3133KPYZ5 Dec 2022 561,668 -6,685 $551K +0.6% 0.09% ABS-MBS
158 AMAZON.COM INC 023135BS4 Dec 2022 654,000 — $544K +3.2% 0.09% DBT
159 APPALACHIAN POWER CO 037735DA2 — 540,000 — $519K +2.7% 0.09% DBT
160 SUZANO AUSTRIA GMBH 86964WAL6 Dec 2022 600,000 — $511K +1.1% 0.09% DBT
161 AMAZON.COM INC 023135BT2 Dec 2022 753,000 — $511K +6.9% 0.09% DBT
162 GOLDMAN SACHS GROUP INC 38141GYG3 Dec 2022 570,000 — $502K +1.9% 0.09% DBT
163 AIA GROUP LTD 00131LAJ4 Dec 2022 540,000 — $497K +4.5% 0.09% DBT
164 MORGAN STANLEY 6174468X0 Dec 2022 625,000 — $492K +4.0% 0.08% DBT
165 CDW LLC/CDW FINANCE 12513GBH1 Dec 2022 555,000 — $490K +2.9% 0.08% DBT
166 ENTERPRISE PRODUCTS OPER 29379VCB7 Dec 2022 670,000 — $486K +8.3% 0.08% DBT
167 JEFFERIES FIN GROUP INC 47233JGT9 Dec 2022 630,000 — $482K -0.0% 0.08% DBT
168 TORONTO-DOMINION BANK 89115A2C5 Dec 2022 495,000 — $480K +0.1% 0.08% DBT
169 CARNIVAL CORP 143658BQ4 Dec 2022 550,000 — $474K +5.4% 0.08% DBT
170 Fannie Mae 3140QQQY4 — 466,135 -6,415 $471K -0.8% 0.08% ABS-MBS
171 Government National Mortgage A 36179WTZ1 Dec 2022 514,856 -9,858 $470K +0.2% 0.08% ABS-MBS
172 CVS HEALTH CORP 126650DP2 Dec 2022 655,000 — $469K +3.1% 0.08% DBT
173 BERKSHIRE HATHAWAY FIN 084664DB4 — 555,000 — $466K +4.6% 0.08% DBT
174 SHERWIN-WILLIAMS CO 824348BP0 Dec 2022 710,000 — $458K +2.8% 0.08% DBT
175 CROWN CASTLE INC 22822VAW1 — 555,000 — $454K +3.4% 0.08% DBT
176 AVIATION CAPITAL GROUP 05369AAA9 — 495,000 — $443K +2.2% 0.08% DBT
177 BANK OF AMERICA CORP 06051GKY4 — 445,000 — $440K +3.9% 0.08% DBT
178 KEY BANK NA 49327M3H5 — 470,000 New $437K — 0.08% DBT
179 BOEING CO 097023CW3 Dec 2022 429,000 — $432K +8.1% 0.07% DBT
180 CROWN CASTLE INC 22822VAV3 — 490,000 — $432K +1.9% 0.07% DBT
181 UNITED MEXICAN STATES 91087BAL4 Dec 2022 500,000 — $430K +5.6% 0.07% DBT
182 WORKDAY INC 98138HAJ0 Dec 2022 465,000 — $427K +3.6% 0.07% DBT
183 ALIBABA GROUP HOLDING 01609WAX0 Dec 2022 500,000 — $414K +3.7% 0.07% DBT
184 AIR LEASE CORP 00912XBK9 Dec 2022 605,000 — $413K -0.7% 0.07% DBT
185 GALAXY PIPELINE ASSETS 36321PAB6 Dec 2022 500,000 — $412K +1.9% 0.07% DBT
186 REPUBLIC OF PERU 715638DU3 Dec 2022 500,000 — $409K +3.5% 0.07% DBT
187 CELANESE US HOLDINGS LLC 15089QAL8 Dec 2022 400,000 — $403K +1.0% 0.07% DBT
188 BANK OF NY MELLON CORP 06406RBM8 — 375,000 — $401K +2.8% 0.07% DBT
189 AEROPUERTO INTL TOCUMEN 00787CAD4 Dec 2022 500,000 — $400K -3.2% 0.07% DBT
190 ENTEL CHILE SA 29245VAE5 Dec 2022 500,000 — $397K -0.2% 0.07% DBT
191 BOEING CO 097023CT0 Dec 2022 393,000 — $392K +0.5% 0.07% DBT
192 Freddie Mac 3133KPZH4 Dec 2022 381,353 -2,088 $391K +0.3% 0.07% ABS-MBS
193 BP CAP MARKETS AMERICA 10373QBP4 Dec 2022 555,000 — $386K +4.8% 0.07% DBT
194 COMISION FEDERAL DE ELEC 200447AK6 Dec 2022 500,000 — $382K +0.5% 0.07% DBT
195 Freddie Mac 3132DPXE3 — 371,000 New $380K — 0.07% ABS-MBS
196 APTIV PLC 03835VAJ5 Dec 2022 595,000 — $378K +6.8% 0.07% DBT
197 AIR LEASE CORP 00914AAS1 Dec 2022 440,000 — $364K +3.8% 0.06% DBT
198 Freddie Mac 3132DPK49 — 373,751 New $360K — 0.06% ABS-MBS
199 Fannie Mae 3140QQSQ9 — 343,723 -3,012 $350K -0.1% 0.06% ABS-MBS
200 VICI PROPERTIES LP 925650AC7 Dec 2022 370,000 — $348K -1.5% 0.06% DBT
201 AMERICAN INTERNATIONAL 026874DS3 — 345,000 New $343K — 0.06% DBT
202 US TREASURY N/B 91282CFQ9 — 325,000 -10,660,000 $325K -97.0% 0.06% DBT
203 BANK OF AMERICA CORP 06051GLC1 — 290,000 — $303K +1.2% 0.05% DBT
204 ORACLE CORP 68389XCQ6 — 315,000 New $300K — 0.05% DBT
205 ATMOS ENERGY CORP 049560AY1 — 270,000 — $295K +4.1% 0.05% DBT
206 NEVADA POWER CO 641423CF3 — 260,000 — $289K +3.7% 0.05% DBT
207 FRONTIER COMMUNICATIONS 35906ABF4 — 325,000 New $282K — 0.05% DBT
208 IRON MOUNTAIN INC 46284VAJ0 Dec 2022 290,000 — $262K +3.6% 0.05% DBT
209 CREDIT AGRICOLE SA 22534PAC7 — 250,000 New $254K — 0.04% DBT
210 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TYM3 Dec 2022 72 New $251K — 0.04% DIR
211 BPCE SA 05578AAY4 — 250,000 New $248K — 0.04% DBT
212 FIFTH THIRD BANK 31677QBT5 — 250,000 — $247K -2.4% 0.04% DBT
213 ATHENE HOLDING LTD 04686JAE1 — 385,000 — $244K +2.6% 0.04% DBT
214 HUNTINGTON NATIONAL BANK 44644MAF8 Dec 2022 255,000 — $241K -2.4% 0.04% DBT
215 HUNTINGTON NATIONAL BANK 44644MAJ0 — 250,000 — $240K -5.0% 0.04% DBT
216 MORGAN STANLEY 61747YEV3 — 224,000 +59,000 $236K +38.2% 0.04% DBT
217 SOUTHERN CO GAS CAPITAL 8426EPAF5 Dec 2022 231,000 — $233K +2.5% 0.04% DBT
218 VALERO ENERGY CORP 91913YBD1 Dec 2022 318,000 -327,000 $231K -49.5% 0.04% DBT
219 SVB FINANCIAL GROUP 78486QAS0 Dec 2022 387,000 -133,000 $225K -51.3% 0.04% DBT
220 AMGEN INC 031162DR8 — 218,000 New $224K — 0.04% DBT
221 SOUTHERN CO 842587DL8 — 205,000 — $216K +2.6% 0.04% DBT
222 BARCLAYS PLC 06738ECD5 — 200,000 New $212K — 0.04% DBT
223 Fannie Mae 3136ATLC6 Dec 2022 2,530,716 -123,397 $211K +6.6% 0.04% ABS-MBS
224 CVS HEALTH CORP 126650CY4 Dec 2022 215,000 — $205K +4.3% 0.04% DBT
225 Fannie Mae 3136ANA23 Dec 2022 2,167,868 -103,482 $203K +11.0% 0.03% ABS-MBS
226 PNC FINANCIAL SERVICES 693475BH7 — 195,000 — $195K -1.0% 0.03% DBT
227 DIAMONDBACK ENERGY INC 25278XAT6 Dec 2022 245,000 +200,000 $193K +481.5% 0.03% DBT
228 JBS USA/FOOD/FINANCE 46590XAF3 Dec 2022 225,000 — $192K +3.0% 0.03% DBT
229 BP CAP MARKETS AMERICA 10373QBT6 Dec 2022 215,000 — $188K +4.3% 0.03% DBT
230 BANK OF NY MELLON CORP 06406RBL0 — 179,000 — $187K +0.7% 0.03% DBT
231 KEYCORP 49326EEN9 Dec 2022 207,000 -707,000 $186K -78.6% 0.03% DBT
232 DEUTSCHE BANK NY 251526CF4 — 248,000 New $185K — 0.03% DBT
233 DEUTSCHE BANK NY 251526CS6 — 185,000 New $184K — 0.03% DBT
234 DAVITA INC 23918KAS7 — 210,000 New $179K — 0.03% DBT
235 INDIANAPOLIS PWR & LIGHT 455434BV1 — 170,000 — $179K +2.2% 0.03% DBT
236 Meituan 3690 Dec 2022 9,630 New $175K — 0.03% EC
237 AMAZON.COM INC 023135CH7 Dec 2022 170,000 — $162K +3.5% 0.03% DBT
238 KINDER MORGAN INC 49456BAX9 — 155,000 New $154K — 0.03% DBT
239 Fannie Mae 3136AWFK8 Dec 2022 1,038,989 -43,394 $153K -8.5% 0.03% ABS-MBS
240 DEUTSCHE BANK NY 25160PAG2 — 200,000 New $145K — 0.02% DBT
241 WARNERMEDIA HOLDINGS INC 55903VAQ6 Dec 2022 175,000 — $142K +11.0% 0.02% DBT
242 ENTEGRIS ESCROW CORP 29365BAA1 Dec 2022 150,000 — $142K +3.5% 0.02% DBT
243 LOCKHEED MARTIN CORP 539830BR9 Dec 2022 145,000 — $141K +3.0% 0.02% DBT
244 MORGAN STANLEY & CO. INTERNATIONAL PLC 000000000 Dec 2022 10,900,000 New $140K — 0.02% DCR
245 Fannie Mae 3136B4GV4 Dec 2022 700,052 -30,475 $139K -5.9% 0.02% ABS-MBS
246 MORGAN STANLEY 61747YEX9 — 135,000 — $138K -0.3% 0.02% DBT
247 AUTODESK INC 052769AH9 Dec 2022 165,000 — $137K +3.8% 0.02% DBT
248 BURLINGTN NORTH SANTA FE 12189LBJ9 Dec 2022 145,000 — $136K +4.8% 0.02% DBT
249 US BANCORP 91159HJH4 — 135,000 — $136K -1.4% 0.02% DBT
250 FHLMC Multifamily Structured P 3137FWG95 Dec 2022 1,791,892 -801 $135K -1.2% 0.02% ABS-MBS
251 JPMORGAN CHASE & CO 46647PBX3 Dec 2022 165,000 — $133K +4.9% 0.02% DBT
252 POPULAR INC 733174AL0 — 130,000 New $129K — 0.02% DBT
253 STATE STREET CORP 857477BS1 Dec 2022 140,000 — $128K +1.3% 0.02% DBT
254 Fannie Mae 3136AM2E8 Dec 2022 1,033,453 -43,448 $127K +9.8% 0.02% ABS-MBS
255 TRUIST FINANCIAL CORP 89788MAK8 — 117,000 — $123K -0.5% 0.02% DBT
256 PUBLIC SERVICE COLORADO 744448CY5 — 120,000 New $122K — 0.02% DBT
257 ATHENE HOLDING LTD 04686JAD3 — 175,000 — $121K +1.6% 0.02% DBT
258 MORGAN STANLEY 61747YEY7 — 110,000 — $120K +4.0% 0.02% DBT
259 Freddie Mac 3137FCF58 Dec 2022 1,056,302 -23,230 $119K +7.6% 0.02% ABS-MBS
260 GE HEALTHCARE TECH INC 36267VAE3 — 115,000 — $119K +2.0% 0.02% DBT
261 DUKE ENERGY CAROLINAS 26442CBJ2 — 115,000 New $118K — 0.02% DBT
262 US BANCORP 91159HJL5 — 120,000 New $117K — 0.02% DBT
263 GE HEALTHCARE TECH INC 36267VAC7 — 115,000 — $116K +0.5% 0.02% DBT
264 AIR LEASE CORP 00914AAT9 — 115,000 — $116K +0.6% 0.02% DBT
265 NEXTERA ENERGY CAPITAL 65339KCA6 Dec 2022 170,000 — $115K +2.7% 0.02% DBT
266 AMGEN INC 031162DQ0 — 110,000 New $113K — 0.02% DBT
267 MICRON TECHNOLOGY INC 595112BV4 — 105,000 New $112K — 0.02% DBT
268 EATON CORP 278062AH7 Dec 2022 115,000 -185,000 $111K -60.2% 0.02% DBT
269 BERKSHIRE HATHAWAY ENERG 084659BC4 — 160,000 — $110K +4.5% 0.02% DBT
270 CITIGROUP INC 172967NG2 Dec 2022 115,000 — $107K +3.1% 0.02% DBT
271 FELLS POINT FUNDING TR 314382AA0 Dec 2022 115,000 — $107K +1.9% 0.02% DBT
272 BP CAP MARKETS AMERICA 10373QBU3 — 105,000 New $107K — 0.02% DBT
273 US BANCORP 91159HJK7 — 107,000 New $105K — 0.02% DBT
274 ATMOS ENERGY CORP 049560AW5 — 150,000 — $102K +4.5% 0.02% DBT
275 ORACLE CORP 68389XCH6 — 95,000 — $101K +2.4% 0.02% DBT
276 CITIGROUP INC 172967NX5 Dec 2022 100,000 — $101K +0.3% 0.02% DBT
277 EXELON CORP 30161NBK6 — 95,000 New $97K — 0.02% DBT
278 Fannie Mae 3140XGTV1 — 98,408 New $95K — 0.02% ABS-MBS
279 BURLINGTN NORTH SANTA FE 12189LBH3 Dec 2022 135,000 — $95K +4.5% 0.02% DBT
280 NRG ENERGY INC 629377CP5 Dec 2022 110,000 — $94K +3.2% 0.02% DBT
281 PACIFICORP 695114CZ9 — 90,000 — $92K +3.0% 0.02% DBT
282 AMGEN INC 031162DP2 — 90,000 New $92K — 0.02% DBT
283 VERIZON COMMUNICATIONS 92343VFU3 Dec 2022 135,000 — $90K +5.5% 0.02% DBT
284 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. FVM3 Dec 2022 134 New $88K — 0.02% DIR
285 AMGEN INC 031162DT4 — 80,000 New $83K — 0.01% DBT
286 KEY BANK NA 49327M3F9 — 80,000 — $79K -4.8% 0.01% DBT
287 DAVITA INC 23918KAT5 — 97,000 New $77K — 0.01% DBT
288 AMERICAN HOMES 4 RENT 02666TAE7 Dec 2022 85,000 — $74K +2.8% 0.01% DBT
289 ENBRIDGE INC 29250NBR5 — 70,000 New $73K — 0.01% DBT
290 FHLMC Multifamily Structured P 3137FQKQ5 Dec 2022 2,018,513 -1,215 $70K -1.5% 0.01% ABS-MBS
291 NUTRIEN LTD 67077MBA5 — 70,000 New $70K — 0.01% DBT
292 ORACLE CORP 68389XCN3 — 70,000 New $68K — 0.01% DBT
293 ZOETIS INC 98978VAU7 — 65,000 — $66K -0.4% 0.01% DBT
294 AMERICAN AIRLINES/AADVAN 00253XAA9 — 65,656 New $65K — 0.01% DBT
295 NEWMONT CORP 651639AZ9 Dec 2022 75,000 — $63K +4.8% 0.01% DBT
296 HUMANA INC 444859BU5 — 57,000 -68,000 $59K -53.7% 0.01% DBT
297 ELEVANCE HEALTH INC 28622HAC5 — 55,000 New $55K — 0.01% DBT
298 AEP TRANSMISSION CO LLC 00115AAQ2 — 50,000 New $52K — 0.01% DBT
299 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. WNM3 Dec 2022 7 New $48K — 0.01% DIR
300 ENTERPRISE PRODUCTS OPER 29379VCD3 — 45,000 New $47K — 0.01% DBT
301 STATE STREET CORP 857477BX0 — 45,000 — $46K -0.5% 0.01% DBT
302 AVIATION CAPITAL GROUP 05369AAN1 — 45,000 New $45K — 0.01% DBT
303 WORKDAY INC 98138HAH4 Dec 2022 45,000 — $42K +2.0% 0.01% DBT
304 US TREASURY N/B 91282CGR6 — 40,000 New $41K — 0.01% DBT
305 PAYPAL HOLDINGS INC 70450YAK9 Dec 2022 40,000 — $39K +2.0% 0.01% DBT
306 ENERGY TRANSFER LP 29273VAQ3 — 38,000 -52,000 $39K -55.8% 0.01% DBT
307 GOLDMAN SACHS GROUP INC 38141GZM9 Dec 2022 45,000 — $39K +5.5% 0.01% DBT
308 BANK OF AMERICA CORP 060505GB4 Dec 2022 45,000 — $38K +0.4% 0.01% DBT
309 NATIONAL RURAL UTIL COOP 637432PA7 — 30,000 New $32K — 0.01% DBT
310 STATE STREET CORP 857477BY8 — 30,000 — $31K +0.9% 0.01% DBT
311 INTERCONTINENTAL EXCHANGE, INC. 000000000 Dec 2022 1 New $25K — 0.00% DCR
312 WORKDAY INC 98138HAG6 Dec 2022 20,000 — $19K +2.3% 0.00% DBT
313 US TREASURY N/B 912810TD0 Dec 2022 5,000 -2,455,000 $4K -99.8% 0.00% DBT
314 MEDIA GROUP HLDGS SER H 000000000 Dec 2022 31,963 New $0 — 0.00% EC
315 COTA B UNITS SHELL 000000000 Dec 2022 26 New $0 — 0.00% EC
316 MEDIA GROUP HLDGS SER T 000000000 Dec 2022 4,006 New $0 — 0.00% EC
317 MORGAN STANLEY & CO. INTERNATIONAL PLC 000000000 Dec 2022 -5,700,000 New $-40266 — -0.01% DCR
318 MORGAN STANLEY & CO. INTERNATIONAL PLC 000000000 Dec 2022 -10,900,000 New $-43718 — -0.01% DCR
✕ US TREASURY N/B 91282CBX8 — 9,410,000 Exited $9.3M — — —
✕ US TREASURY N/B 91282CFU0 — 6,555,000 Exited $6.6M — — —
✕ Alphabet Inc 02079K305 — 64,229 Exited $5.7M — — —
✕ Zimmer Biomet Holdings Inc 98956P102 — 41,286 Exited $5.3M — — —
✕ First Republic Bank/CA 33616C100 — 36,302 Exited $4.4M — — —
✕ JD.com Inc 47215P106 — 76,331 Exited $4.3M — — —
✕ Fannie Mae 3140X9JK2 — 3,960,228 Exited $3.7M — — —
✕ Government National Mortgage A 36179VN48 — 3,795,081 Exited $3.5M — — —
✕ US TREASURY N/B 91282CFV8 — 2,800,000 Exited $2.9M — — —
✕ US TREASURY N/B 91282CEM9 — 2,910,000 Exited $2.7M — — —
✕ Freddie Mac 3132DWC84 — 3,075,533 Exited $2.7M — — —
✕ Frontier Communications Parent 35909D109 — 94,176 Exited $2.4M — — —
✕ US TREASURY N/B 91282CFW6 — 1,995,000 Exited $2.0M — — —
✕ US TREASURY N/B 912810PT9 — 1,055,000 Exited $1.2M — — —
✕ Fannie Mae or Freddie Mac 01F052615 — 1,147,000 Exited $1.1M — — —
✕ WELLS FARGO & COMPANY 95000U3A9 — 995,000 Exited $1.0M — — —
✕ LIBERTY BROADBAND CORP 530307AC1 — 999,000 Exited $1.0M — — —
✕ UNICREDIT SPA 904678AS8 — 1,000,000 Exited $0.8M — — —
✕ DUKE ENERGY CAROLINAS 26442CAX2 — 795,000 Exited $0.8M — — —
✕ CREDIT SUISSE GROUP AG 225401AV0 — 655,000 Exited $0.6M — — —
✕ JPMORGAN CHASE & CO 46647PDG8 — 490,000 Exited $0.5M — — —
✕ US TREASURY N/B 912810TL2 — 470,000 Exited $0.5M — — —
✕ WESTLAKE CORP 960413AZ5 — 690,000 Exited $0.4M — — —
✕ FIFTH THIRD BANCORP 316773DF4 — 430,000 Exited $0.4M — — —
✕ Freddie Mac 3132DWFH1 — 385,418 Exited $0.4M — — —
✕ US TREASURY N/B 91282CFT3 — 370,000 Exited $0.4M — — —
✕ US TREASURY N/B 912810TG3 — 450,000 Exited $0.4M — — —
✕ US TREASURY N/B 91282CGA3 — 340,000 Exited $0.3M — — —
✕ DIGITAL REALTY TRUST LP 25389JAV8 — 210,000 Exited $0.2M — — —
✕ BARCLAYS PLC 06738ECC7 — 200,000 Exited $0.2M — — —
✕ US TREASURY N/B 91282CFZ9 — 205,000 Exited $0.2M — — —
✕ BANK OF AMERICA CORP 06051GJE0 — 290,000 Exited $0.2M — — —
✕ PNC FINANCIAL SERVICES 693475BF1 — 160,000 Exited $0.2M — — —
✕ DIGITAL REALTY TRUST LP 25389JAT3 — 120,000 Exited $0.1M — — —
✕ LOCKHEED MARTIN CORP 539830BS7 — 125,000 Exited $0.1M — — —
✕ HUMANA INC 444859BV3 — 50,000 Exited $0.1M — — —
✕ ORACLE CORP 68389XCF0 — 45,000 Exited $0.0M — — —
✕ LIBERTY BROADBAND CORP 530307AA5 — 38,000 Exited $0.0M — — —
✕ US TREASURY N/B 91282CFY2 — 35,000 Exited $0.0M — — —
✕ Merrill Lynch Mortgage Investo 589929QP6 — 13,867 Exited $0.0M — — —