0001752724-22-040945.txt : 20220223 0001752724-22-040945.hdr.sgml : 20220223 20220223152241 ACCESSION NUMBER: 0001752724-22-040945 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20211231 FILED AS OF DATE: 20220223 PERIOD START: 20211231 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: 22662982 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 S000006235 Delaware Ivy VIP Balanced C000017169 Class II NPORT-P 1 primary_doc.xml NPORT-P false 0000810016 XXXXXXXX S000006235 C000017169 Ivy Variable Insurance Portfolios 811-05017 0000810016 72XHPUAYSOH6ROSGJT53 6300 Lamar Avenue P.O. Box 29217 Shawnee Mission 66201 18007776472 Delaware Ivy VIP Balanced S000006235 QD2I67CIB119GHXDQ256 2021-12-31 2021-12-31 N 271766240.55 310747.30 271455493.25 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD UST U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CBH3 2440000.00000000 PA USD 2361176.56000000 0.869820879927 Long DBT UST US N 2 2026-01-31 Fixed 0.00375000 N N N N N N Aon plc VVT2B79I2Z4U3R6BY589 N/A 9182.00000000 NS USD 2759741.92000000 1.016646186437 Long EC CORP IE N 1 N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 03040WAR6 375000.00000000 PA USD 419270.57000000 0.154452785235 Long DBT CORP US N 2 2047-09-01 Fixed 0.03750000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKC2 400000.00000000 PA USD 387890.43000000 0.142892827607 Long DBT CORP US N 2 2036-09-21 Fixed 0.02482000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 31387XT70 22860.66000000 PA USD 26391.63000000 0.009722267795 Long ABS-MBS USGA US N 2 2031-09-01 Fixed 0.07000000 N N N N N N Blackstone Holdings Finance Co. LLC 549300D2L6J4NC1QVZ22 09261BAD2 325000.00000000 PA USD 313236.44000000 0.115391453770 Long DBT CORP US N 2 2032-01-30 Fixed 0.02000000 N N N N N N Charter Communications Inc. Class A 0J0XRGZE3PBRFEZ7MV65 16119P108 2800.00000000 NS USD 1825516.00000000 0.672491824771 Long EC CORP US N 1 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 47594.00000000 NS USD 16006814.08000000 5.896662428289 Long EC CORP US N 1 N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CDQ1 2700000.00000000 PA USD 2697468.75000000 0.993705714960 Long DBT UST US N 2 2026-12-31 Fixed 0.01250000 N N N N N N Thomson Reuters Corp. 549300561UZND4C7B569 884903BV6 425000.00000000 PA USD 451717.75000000 0.166405823876 Long DBT CORP CA N 2 2026-05-15 Fixed 0.03350000 N N N N N N Dentsply Sirona Inc. 9NHEHR1SOZCYXDO8HO28 24906PAA7 365000.00000000 PA USD 385940.35000000 0.142174448333 Long DBT CORP US N 2 2030-06-01 Fixed 0.03250000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAK9 125000.00000000 PA USD 134856.47000000 0.049679035183 Long DBT CORP US N 2 2050-06-15 Fixed 0.03750000 N N N N N N Goldman Sachs Group Inc. (The) 784F5XWPLTWKTBV3E584 38141GXR0 360000.00000000 PA USD 345524.31000000 0.127285805073 Long DBT CORP US N 2 2032-01-27 Fixed 0.01992000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 31371K6C0 19959.20000000 PA USD 22567.45000000 0.008313499104 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 0.05500000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 31389GSV3 20579.15000000 PA USD 22592.83000000 0.008322848703 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 0.07000000 N N N N N N KKR Group Finance Co. VIII LLC (GTD by KKR & Co. Inc. and KKR Group Partnership L.P.) N/A 48252MAA3 350000.00000000 PA USD 367231.46000000 0.135282382980 Long DBT CORP US N 2 2050-08-25 Fixed 0.03500000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 31371HAR9 37239.09000000 PA USD 41631.78000000 0.015336503049 Long ABS-MBS USGA US N 2 2028-10-01 Fixed 0.06500000 N N N N N N Intercontinental Exchange Inc. 5493000F4ZO33MV32P92 45866F104 16678.00000000 NS USD 2281050.06000000 0.840303518153 Long EC CORP US N 1 N N N American Express Co. R4PP93JZOLY261QX3811 025816109 22139.00000000 NS USD 3621940.40000000 1.334266754610 Long EC CORP US N 1 N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 31371HHK7 15413.65000000 PA USD 16974.40000000 0.006253106097 Long ABS-MBS USGA US N 2 2029-02-01 Fixed 0.06500000 N N N N N N Nestle Holdings Inc. 765LHXWGK1KXCLTFYQ30 641062AN4 380000.00000000 PA USD 468118.93000000 0.172447764602 Long DBT CORP US N 2 2048-09-24 Fixed 0.04000000 N N N N N N Bell Canada (GTD by BCE Inc.) 549300JYAVAQRV5MNZ86 0778FPAB5 120000.00000000 PA USD 146108.87000000 0.053824245091 Long DBT CORP CA N 2 2049-07-29 Fixed 0.04300000 N N N N N N Republic Services Inc. NKNQHM6BLECKVOQP7O46 760759AX8 490000.00000000 PA USD 456253.52000000 0.168076731304 Long DBT CORP US N 2 2031-02-15 Fixed 0.01450000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 31389K5Q0 30511.03000000 PA USD 35346.20000000 0.013020992714 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 0.07000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 26443TAA4 120000.00000000 PA USD 134138.81000000 0.049414660353 Long DBT CORP US N 2 2046-05-15 Fixed 0.03750000 N N N N N N Texas Instruments Inc. WDJNR2L6D8RWOEB8T652 882508104 16948.00000000 NS USD 3194189.56000000 1.176689969231 Long EC CORP US N 1 N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAF2 315000.00000000 PA USD 347358.38000000 0.127961448059 Long DBT CORP US N 2 2023-09-15 Fixed 0.07875000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VEA8 500000.00000000 PA USD 588691.94000000 0.216864994313 Long DBT CORP US N 2 2033-08-10 Fixed 0.04500000 N N N N N N Airbus SE ADR MINO79WLOO247M1IL051 009279100 114039.00000000 NS USD 3638984.49000000 1.340545533425 Long EC CORP NL N 1 N N N Hormel Foods Corp. MSD54751OJP1FS2ND863 440452AJ9 535000.00000000 PA USD 569659.12000000 0.209853598164 Long DBT CORP US N 2 2051-06-03 Fixed 0.03050000 N N N N N N HCA Holdings Inc. 529900PH4ZGUH2MNEU89 40412C101 10966.00000000 NS USD 2817384.72000000 1.037880901310 Long EC CORP US N 1 N N N Artisan Partners Asset Management Inc. 549300T1FUI6JF63XU51 04316A108 52581.00000000 NS USD 2504958.84000000 0.922788045292 Long EC CORP US N 1 N N N Progressive Corp. (The) 529900TACNVLY9DCR586 743315103 17931.00000000 NS USD 1840617.15000000 0.678054854577 Long EC CORP US N 1 N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 75513EAC5 175000.00000000 PA USD 179245.46000000 0.066031251699 Long DBT CORP US N 2 2050-07-01 Fixed 0.03125000 N N N N N N Infor Inc. 549300Q3IIYBYI4RHD64 45674CAA1 125000.00000000 PA USD 124264.54000000 0.045777132196 Long DBT CORP US N 2 2025-07-15 Fixed 0.01750000 N N N N N N D.R. Horton Inc. 529900ZIUEYVSB8QDD25 23331A109 26762.00000000 NS USD 2902338.90000000 1.069176705636 Long EC CORP US N 1 N N N Anheuser-Busch Inbev Finance Inc. (GTD by AB INBEV/BBR/COB) 5493002J2SVENP0PVK27 03522AAH3 150000.00000000 PA USD 181308.59000000 0.066791276842 Long DBT CORP US N 2 2036-02-01 Fixed 0.04700000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2J1 290000.00000000 PA USD 296359.73000000 0.109174335155 Long DBT CORP US N 2 2031-02-11 Fixed 0.02572000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818108 15565.00000000 NS USD 3921290.45000000 1.444542677347 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEF8 120000.00000000 PA USD 115680.71000000 0.042614982152 Long DBT CORP US N 2 2036-09-16 Fixed 0.02484000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738108 30749.00000000 NS USD 3191438.71000000 1.175676598690 Long EC CORP US N 1 N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828ZE3 2205000.00000000 PA USD 2131873.25000000 0.785349091475 Long DBT UST US N 2 2027-03-31 Fixed 0.00625000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828Z78 545000.00000000 PA USD 551131.25000000 0.203028217775 Long DBT UST US N 2 2027-01-31 Fixed 0.01500000 N N N N N N Cheniere Energy Partners L.P. 5493005UEC8AZ34LDV29 16411QAL5 120000.00000000 PA USD 121440.00000000 0.044736615400 Long DBT CORP US N 2 2032-01-31 Fixed 0.03250000 N N N N N N TransUnion 549300ZS772LUNUMRB03 89400J107 19151.00000000 NS USD 2270925.58000000 0.836573816507 Long EC CORP US N 1 N N N United Rentals Inc. 5323X5O7RN0NKFCDRY08 911363109 12205.00000000 NS USD 4055599.45000000 1.494020033061 Long EC CORP US N 1 N N N Federal National Mortgage Association Agency REMIC/CMO B1V7KEBTPIMZEU4LTD58 3136AT5B6 499660.94000000 PA USD 519562.69000000 0.191398849137 Long ABS-MBS USGA US N 2 2046-10-25 Fixed 0.03000000 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687FM3 500000.00000000 PA USD 485101.84000000 0.178704005651 Long DBT CORP US N 2 2049-09-01 Fixed 0.02750000 N N N N N N VeriSign Inc. LMPL4N8ZOJRMF0KOF759 92343E102 9344.00000000 NS USD 2371694.08000000 0.873695371423 Long EC CORP US N 1 N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829107 54389.00000000 NS USD 4272255.95000000 1.573832932555 Long EC CORP US N 1 N N N Kansas City Southern 5493008C12PZMWP3WY03 485170BD5 350000.00000000 PA USD 362850.91000000 0.133668656196 Long DBT CORP US N 2 2029-11-15 Fixed 0.02875000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CQ6 265000.00000000 PA USD 276158.08000000 0.101732360135 Long DBT CORP US N 2 2050-02-01 Fixed 0.03750000 N N N N N N JPMorgan Chase & Co. (3-Month U.S. LIBOR plus 347 bps) 8I5DZWZKVSZI1NUHU748 46625HHA1 194000.00000000 PA USD 194971.37000000 0.071824433414 Long DBT CORP US N 2 2049-04-29 Variable 0.03598600 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 912810TA6 2235000.00000000 PA USD 2167600.78000000 0.798510560257 Long DBT UST US N 2 2041-08-15 Fixed 0.01750000 N N N N N N Charter Communications Operating LLC and Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175BY9 225000.00000000 PA USD 212816.74000000 0.078398391372 Long DBT CORP US N 2 2061-04-01 Fixed 0.03850000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828ZC7 640000.00000000 PA USD 642350.00000000 0.236631792677 Long DBT UST US N 2 2025-02-28 Fixed 0.01125000 N N N N N N Commonwealth Edison Co. D8YOXB8L2ZDC8P7Q0771 202795JR2 350000.00000000 PA USD 350392.86000000 0.129079303500 Long DBT CORP US N 2 2030-03-01 Fixed 0.02200000 N N N N N N State Street Institutional U.S. Government Money Market Fund - Premier Class N/A N/A 2643873.40000000 NS USD 2643873.40000000 0.973962017989 Long STIV RF US N 1 N N N Duke Energy Ohio Inc. L6KC0HABGHNFU1Z6QY21 26442EAG5 115000.00000000 PA USD 138375.47000000 0.050975380289 Long DBT CORP US N 2 2049-02-01 Fixed 0.04300000 N N N N N N Blackstone Group Inc. (The) Class A 5299004LW4QWGZUB8Y96 09260D107 32370.00000000 NS USD 4188354.30000000 1.542924863982 Long EC CORP US N 1 N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CBU4 1390000.00000000 PA USD 1383755.86000000 0.509754230217 Long DBT UST US N 2 2023-03-31 Fixed 0.00125000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833DQ0 500000.00000000 PA USD 516470.42000000 0.190259704755 Long DBT CORP US N 2 2049-09-11 Fixed 0.02950000 N N N N N N TE Connectivity Ltd. 894500ZRIX9K13RHXR17 N/A 31856.00000000 NS USD 5139647.04000000 1.893366377841 Long EC CORP CH N 1 N N N Autodesk Inc. FRKKVKAIQEF3FCSTPG55 052769106 2202.00000000 NS USD 619180.38000000 0.228096463470 Long EC CORP US N 1 N N N General Motors Financial Co. Inc. (GTD by AmeriCredit Financial Services Inc.) 5493008B6JBRUJ90QL97 37045XBK1 150000.00000000 PA USD 154519.13000000 0.056922454635 Long DBT CORP US N 2 2023-05-09 Fixed 0.03700000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CBC4 55000.00000000 PA USD 53319.92000000 0.019642232824 Long DBT UST US N 2 2025-12-31 Fixed 0.00375000 N N N N N N Merck & Co. Inc. 4YV9Y5M8S0BRK1RP0397 58933YBB0 250000.00000000 PA USD 236199.92000000 0.087012392776 Long DBT CORP US N 2 2050-06-24 Fixed 0.02450000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 31387BRK1 13242.84000000 PA USD 14510.39000000 0.005345402970 Long ABS-MBS USGA US N 2 2031-04-01 Fixed 0.07500000 N N N N N N Fortinet Inc. 549300O0QJWDBAS0QX03 34959EAB5 350000.00000000 PA USD 342904.88000000 0.126320847625 Long DBT CORP US N 2 2031-03-15 Fixed 0.02200000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KM2 648000.00000000 PA USD 732434.41000000 0.269817494290 Long DBT CORP US N 2 2049-12-29 Fixed 0.06250000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAE9 265000.00000000 PA USD 286178.72000000 0.105423808733 Long DBT CORP US N 2 2028-04-15 Fixed 0.04950000 N N N N N N General Motors Financial Co. Inc. (GTD by AmeriCredit Financial Services Inc.) 5493008B6JBRUJ90QL97 37045XAW6 250000.00000000 PA USD 250771.51000000 0.092380340879 Long DBT CORP US N 2 2022-04-10 Fixed 0.03450000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABF1 290000.00000000 PA USD 317470.60000000 0.116951252744 Long DBT CORP US N 2 2030-04-15 Fixed 0.03875000 N N N N N N Intercontinental Exchange Inc. 5493000F4ZO33MV32P92 45866FAK0 260000.00000000 PA USD 258398.66000000 0.095190064826 Long DBT CORP US N 2 2030-06-15 Fixed 0.02100000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 31385HQV7 24445.73000000 PA USD 28391.71000000 0.010459066294 Long ABS-MBS USGA US N 2 2031-07-01 Fixed 0.07000000 N N N N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 824348106 8206.00000000 NS USD 2889824.96000000 1.064566763929 Long EC CORP US N 1 N N N National Securities Clearing Corp. 549300RYC9NELN2ICA34 637639AB1 350000.00000000 PA USD 352366.14000000 0.129806229294 Long DBT CORP US N 2 2025-04-23 Fixed 0.01500000 N N N N N N Dreyfus Institutional Preferred Government Money Market Fund - Institutional Shares N/A N/A 208000.09000000 NS USD 208000.09000000 0.076624012102 Long STIV RF XX N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 37545.00000000 NS USD 3685417.20000000 1.357650624740 Long EC CORP US N 1 N N N NVR Inc. 529900RWXR4JI3JYTV70 62944TAF2 400000.00000000 PA USD 416088.54000000 0.153280574660 Long DBT CORP US N 2 2030-05-15 Fixed 0.03000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CCV1 850000.00000000 PA USD 833730.47000000 0.307133394140 Long DBT UST US N 2 2028-08-31 Fixed 0.01125000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEE8 250000.00000000 PA USD 262016.77000000 0.096522920521 Long DBT CORP US N 2 2041-05-15 Fixed 0.03050000 N N N N N N Federal National Mortgage Association Agency REMIC/CMO B1V7KEBTPIMZEU4LTD58 3136ASNS1 374717.96000000 PA USD 390862.83000000 0.143987813737 Long ABS-MBS USGA US N 2 2029-06-25 Fixed 0.03500000 N N N N N N iShares Core S&P 500 ETF N/A 464287200 5100.00000000 NS USD 2432649.00000000 0.896150220014 Long EC RF US N 1 N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CS7 350000.00000000 PA USD 365055.76000000 0.134480888792 Long DBT CORP US N 2 2050-02-21 Fixed 0.03375000 N N N N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851102 14551.00000000 NS USD 4787424.51000000 1.763613052247 Long EC CORP US N 1 N N N NIKE Inc. Class B 787RXPR0UX0O0XUXPZ81 654106103 18577.00000000 NS USD 3096228.59000000 1.140602664890 Long EC CORP US N 1 N N N Linde plc 8945002PAZHZLBGKGF02 N/A 10135.00000000 NS USD 3511068.05000000 1.293423097821 Long EC CORP IE N 1 N N N U.S. Department of Veterans Affairs Guaranteed REMIC Pass-Through Certificates Vendee Mortgage Trust Series 1997-1 Class 3A N/A 911760KG0 16248.04000000 PA USD 18008.05000000 0.006633886750 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 0.08293000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAL7 235000.00000000 PA USD 239424.23000000 0.088200178649 Long DBT CORP US N 2 2030-06-15 Fixed 0.02800000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CBJ9 345000.00000000 PA USD 332305.08000000 0.122416045452 Long DBT UST US N 2 2028-01-31 Fixed 0.00750000 N N N N N N Autodesk Inc. FRKKVKAIQEF3FCSTPG55 052769AH9 35000.00000000 PA USD 34937.69000000 0.012870503956 Long DBT CORP US N 2 2031-12-15 Fixed 0.02400000 N N N N N N TSMC Global Ltd. 549300N2ZLI21P85T117 872882AJ4 600000.00000000 PA USD 590285.68000000 0.217452103449 Long DBT CORP VG N 2 2028-04-23 Fixed 0.01750000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 9128284V9 737000.00000000 PA USD 805057.34000000 0.296570657075 Long DBT UST US N 2 2028-08-15 Fixed 0.02875000 N N N N N N Take-Two Interactive Software Inc. BOMSTHHJK882EWYX3334 874054109 10562.00000000 NS USD 1877078.64000000 0.691486702857 Long EC CORP US N 1 N N N AutoNation Inc. N/A 05329WAS1 300000.00000000 PA USD 289678.73000000 0.106713158216 Long DBT CORP US N 2 2031-08-01 Fixed 0.02400000 N N N N N N Extra Space Storage L.P. 549300YNKSKNZFR8UC42 30225VAG2 600000.00000000 PA USD 583947.06000000 0.215117053999 Long DBT CORP US N 2 2032-03-15 Fixed 0.02350000 N N N N N N NextEra Energy Inc. N/A 65339F101 46357.00000000 NS USD 4327889.52000000 1.594327478211 Long EC CORP US N 1 N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 31400TW37 11559.29000000 PA USD 13060.27000000 0.004811201218 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 0.05500000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513105 26405.00000000 NS USD 2220660.50000000 0.818056939431 Long EC CORP US N 1 N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324P102 14785.00000000 NS USD 7424139.90000000 2.734938170200 Long EC CORP US N 1 N N N MasterCard Inc. Class A AR5L2ODV9HN37376R084 57636Q104 14645.00000000 NS USD 5262241.40000000 1.938528241590 Long EC CORP US N 1 N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 31388KCX8 17511.48000000 PA USD 19250.04000000 0.007091416633 Long ABS-MBS USGA US N 2 2031-09-01 Fixed 0.07000000 N N N N N N Visa Inc. 549300JZ4OKEHW3DPJ59 92826CAK8 440000.00000000 PA USD 450542.92000000 0.165973034697 Long DBT CORP US N 2 2040-04-15 Fixed 0.02700000 N N N N N N Expedia Group Inc. N/A 30212PAS4 159000.00000000 PA USD 179508.85000000 0.066128280496 Long DBT CORP US N 2 2025-05-01 Fixed 0.06250000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833100 48732.00000000 NS USD 8653341.24000000 3.187756908654 Long EC CORP US N 1 N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110L106 2021.00000000 NS USD 1217531.24000000 0.448519654335 Long EC CORP US N 1 N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CAX3 500000.00000000 PA USD 526337.96000000 0.193894753684 Long DBT CORP US N 2 2027-08-15 Fixed 0.03150000 N N N N N N Autodesk Inc. FRKKVKAIQEF3FCSTPG55 052769AG1 500000.00000000 PA USD 516623.47000000 0.190316086005 Long DBT CORP US N 2 2030-01-15 Fixed 0.02850000 N N N N N N NIKE Inc. 787RXPR0UX0O0XUXPZ81 654106AL7 120000.00000000 PA USD 130803.23000000 0.048185884335 Long DBT CORP US N 2 2040-03-27 Fixed 0.03250000 N N N N N N Republic Services Inc. NKNQHM6BLECKVOQP7O46 760759AV2 72000.00000000 PA USD 72263.82000000 0.026620872222 Long DBT CORP US N 2 2030-03-01 Fixed 0.02300000 N N N N N N Aptiv plc N/A N/A 24933.00000000 NS USD 4112698.35000000 1.515054383597 Long EC CORP JE N 1 N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828YV6 1700000.00000000 PA USD 1726894.53000000 0.636161202458 Long DBT UST US N 2 2024-11-30 Fixed 0.01500000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833DW7 175000.00000000 PA USD 172434.55000000 0.063522217928 Long DBT CORP US N 2 2050-05-11 Fixed 0.02650000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 75513EAD3 300000.00000000 PA USD 299507.57000000 0.110333950665 Long DBT CORP US N 2 2030-07-01 Fixed 0.02250000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CL6 1000000.00000000 PA USD 1128234.68000000 0.415624184462 Long DBT CORP US N 2 2038-01-15 Fixed 0.03400000 N N N N N N Comcast Corp. (GTD by Comcast Cable Communications and NBCUniversal) 51M0QTTNCGUN7KFCFZ59 20030NCU3 450000.00000000 PA USD 519875.73000000 0.191514168225 Long DBT CORP US N 2 2030-10-15 Fixed 0.04250000 N N N N N N NextEra Energy Capital Holdings Inc. (GTD by NextEra Energy Inc.) UMI46YPGBLUE4VGNNT48 65339KCA6 65000.00000000 PA USD 65047.52000000 0.023962499053 Long DBT CORP US N 2 2052-01-15 Fixed 0.03000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140BJ8 300000.00000000 PA USD 317461.27000000 0.116947815717 Long DBT CORP US N 2 2049-11-15 Fixed 0.03250000 N N N N N N Newmont Corp. 549300VSP3RIX7FGDZ51 651639AZ9 25000.00000000 PA USD 25075.98000000 0.009237602709 Long DBT CORP US N 2 2032-07-15 Fixed 0.02600000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CBA8 4205000.00000000 PA USD 4157036.72000000 1.531387952488 Long DBT UST US N 2 2023-12-15 Fixed 0.00125000 N N N N N N Aon Corp. (GTD by Aon plc) LTS3U8DGK38SETRUWX71 037389BE2 525000.00000000 PA USD 541667.15000000 0.199541789895 Long DBT CORP US N 2 2030-05-15 Fixed 0.02800000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RKJ0 500000.00000000 PA USD 505390.51000000 0.186178037493 Long DBT CORP US N 2 2053-09-15 Fixed 0.03500000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 9128285T3 800000.00000000 PA USD 846000.00000000 0.311653298988 Long DBT UST US N 2 2025-12-31 Fixed 0.02625000 N N N N N N Costco Wholesale Corp. 29DX7H14B9S6O3FD6V18 22160K105 9486.00000000 NS USD 5385202.20000000 1.983825096160 Long EC CORP US N 1 N N N LSEGA Financing plc 2138009YFYTGEHZNNZ09 50220PAD5 350000.00000000 PA USD 351385.24000000 0.129444880924 Long DBT CORP GB N 2 2031-04-06 Fixed 0.02500000 N N N N N N AerCap Ireland Capital Ltd. and AerCap Global Aviation Trust 549300TI38531ODB1G63 00774MAN5 250000.00000000 PA USD 285884.37000000 0.105315374751 Long DBT CORP IE N 2 2025-07-15 Fixed 0.06500000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 31400Y3P9 5568.01000000 PA USD 6260.12000000 0.002306131264 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 0.05500000 N N N N N N Alphabet Inc. Class C 5493006MHB84DD0ZWV18 02079K107 1138.00000000 NS USD 3292905.42000000 1.213055363358 Long EC CORP US N 1 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BS2 365000.00000000 PA USD 420853.28000000 0.155035831090 Long DBT CORP US N 2 2036-08-08 Fixed 0.03450000 N N N N N N Northwestern Mutual Life Insurance Co. (The) 1DU7IM20QESYGDO4HO54 668138AA8 500000.00000000 PA USD 565984.92000000 0.208500079782 Long DBT CORP US N 2 2047-09-30 Fixed 0.03850000 N N N N N N PVH Corp. 123WALMHY1GZXG2YDL90 693656AC4 350000.00000000 PA USD 381477.32000000 0.140530337195 Long DBT CORP US N 2 2025-07-10 Fixed 0.04625000 N N N N N N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 12572Q105 21754.00000000 NS USD 4969918.84000000 1.830841137343 Long EC CORP US N 1 N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CCU3 1850000.00000000 PA USD 1833884.76000000 0.675574746358 Long DBT UST US N 2 2023-08-31 Fixed 0.00125000 N N N N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 244199105 7205.00000000 NS USD 2470522.45000000 0.910102212492 Long EC CORP US N 1 N N N General Dynamics Corp. 9C1X8XOOTYY2FNYTVH06 369550BQ0 240000.00000000 PA USD 247359.33000000 0.091123346607 Long DBT CORP US N 2 2041-06-01 Fixed 0.02850000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 31389UHE2 21601.86000000 PA USD 25251.42000000 0.009302232088 Long ABS-MBS USGA US N 2 2032-03-01 Fixed 0.07000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CDF5 3880000.00000000 PA USD 3865450.00000000 1.423971920302 Long DBT UST US N 2 2028-10-31 Fixed 0.01375000 N N N N N N Comcast Corp. (GTD by Comcast Cable Communications LLC and NBCUniversal Media LLC) 51M0QTTNCGUN7KFCFZ59 20030NCZ2 675000.00000000 PA USD 722658.60000000 0.266216237272 Long DBT CORP US N 2 2050-02-01 Fixed 0.03450000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 9128286Z8 1400000.00000000 PA USD 1430679.68000000 0.527040238851 Long DBT UST US N 2 2024-06-30 Fixed 0.01750000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128BAF8 337000.00000000 PA USD 346478.13000000 0.127637177590 Long DBT CORP US N 2 2169-02-01 Fixed 0.05000000 N N N N N N Nuance Communications Inc. AEMSOT3SS15TNMJCE605 67020YAQ3 500000.00000000 PA USD 516422.50000000 0.190242051769 Long DBT CORP US N 2 2026-12-15 Fixed 0.05625000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081FX0 425000.00000000 PA USD 452436.69000000 0.166670670238 Long DBT CORP US N 2 2049-10-01 Fixed 0.03150000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216DP2 600000.00000000 PA USD 610487.20000000 0.224894030579 Long DBT CORP US N 2 2032-01-05 Fixed 0.02250000 N N N N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 68233JBU7 450000.00000000 PA USD 467972.46000000 0.172393807322 Long DBT CORP US N 2 2030-05-15 Fixed 0.02750000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 27296.00000000 NS USD 4322321.60000000 1.592276342707 Long EC CORP US N 1 N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAH2 500000.00000000 PA USD 564385.00000000 0.207910694030 Long DBT CORP US N 2 2025-02-01 Variable 0.06625000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CBV2 4885000.00000000 PA USD 4836531.62000000 1.781703351107 Long DBT UST US N 2 2024-04-15 Fixed 0.00375000 N N N N N N JPMorgan Chase & Co. (3-Month U.S. LIBOR plus 332 bps) 8I5DZWZKVSZI1NUHU748 48127FAA1 750000.00000000 PA USD 752802.54000000 0.277320797964 Long DBT CORP US N 2 2168-01-01 Variable 0.03450900 N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CCS8 2640000.00000000 PA USD 2581837.50000000 0.951108953106 Long DBT UST US N 2 2031-08-15 Fixed 0.01250000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 31389K5S6 93602.39000000 PA USD 107446.07000000 0.039581468296 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 0.06500000 N N N N N N Apollo Management Holdings L.P. 5493006XQW0V5K38YM64 03765HAF8 425000.00000000 PA USD 429094.86000000 0.158071901534 Long DBT CORP US N 2 2030-06-05 Fixed 0.02650000 N N N N N N AutoZone Inc. GA3JGKJ41LJKXDN23E90 053332102 1294.00000000 NS USD 2712728.66000000 0.999327229492 Long EC CORP US N 1 N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828WE6 500000.00000000 PA USD 518945.31000000 0.191171415905 Long DBT UST US N 2 2023-11-15 Fixed 0.02750000 N N N N N N PayPal Holdings Inc. 5493005X2GO78EFZ3E94 70450YAH6 230000.00000000 PA USD 233849.64000000 0.086146586020 Long DBT CORP US N 2 2030-06-01 Fixed 0.02300000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CZ1 180000.00000000 PA USD 235753.55000000 0.086847956980 Long DBT CORP US N 2 2048-03-25 Fixed 0.05050000 N N N N N N Alphabet Inc. Class A 5493006MHB84DD0ZWV18 02079K305 1858.00000000 NS USD 5382700.32000000 1.982903442312 Long EC CORP US N 1 N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 98978V103 17681.00000000 NS USD 4314694.43000000 1.589466611392 Long EC CORP US N 1 N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135106 1817.00000000 NS USD 6058495.78000000 2.231856024523 Long EC CORP US N 1 N N N Home Depot Inc. (The) QEKMOTMBBKA8I816DO57 437076CD2 700000.00000000 PA USD 765421.61000000 0.281969467935 Long DBT CORP US N 2 2050-04-15 Fixed 0.03350000 N N N N N N JPMorgan Chase & Co. (3-Month U.S. LIBOR plus 380 bps) 8I5DZWZKVSZI1NUHU748 46625HKK5 250000.00000000 PA USD 251637.68000000 0.092699424493 Long DBT CORP US N 2 2168-11-01 Variable 0.03931600 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 9128284R8 8795000.00000000 PA USD 9326479.12000000 3.435730479548 Long DBT UST US N 2 2025-05-31 Fixed 0.02875000 N N N N N N salesforce.com Inc. RCGZFPDMRW58VJ54VR07 79466LAK0 175000.00000000 PA USD 175115.77000000 0.064509937855 Long DBT CORP US N 2 2041-07-15 Fixed 0.02700000 N N N N N N Owl Rock Capital Corp. 2549000BD79OOCPF2L94 69121KAD6 375000.00000000 PA USD 394712.90000000 0.145406119903 Long DBT CORP US N 2 2026-01-15 Fixed 0.04250000 N N N N N N Marvell Technology Group Ltd. 8DF36O58U3QIHUCGZB18 573874104 17189.00000000 NS USD 1503865.61000000 0.554000802118 Long EC CORP US N 1 N N N Taiwan Semiconductor Manufacturing Co. Ltd. ADR 549300KB6NK5SBD14S87 874039100 27303.00000000 NS USD 3284823.93000000 1.210078267590 Long EC CORP TW N 1 N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457108 16765.00000000 NS USD 4630828.30000000 1.705925433505 Long EC CORP US N 1 N N N Targa Resources Corp. 9.500% 5493003QENHHS261UR94 87612G606 2400.00000000 NS USD 2596142.46000000 0.956378678846 Long EP CORP US Y 2 N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FBK6 300000.00000000 PA USD 314827.79000000 0.115977682466 Long DBT CORP US N 2 2033-04-15 Fixed 0.03419000 N N N N N N KKR & Co. 549300JOHU21WRN2Z451 48251W104 61637.00000000 NS USD 4591956.50000000 1.691605664347 Long EC CORP US N 1 N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828UN8 2220000.00000000 PA USD 2258546.48000000 0.832013547767 Long DBT UST US N 2 2023-02-15 Fixed 0.02000000 N N N N N N ServiceNow Inc. 549300HJTQM36M0E1G39 81762PAE2 435000.00000000 PA USD 405400.44000000 0.149343244134 Long DBT CORP US N 2 2030-09-01 Fixed 0.01400000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 3138EPKX1 266792.10200000 PA USD 295699.59000000 0.108931149802 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 0.04500000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828Z52 1485000.00000000 PA USD 1502170.31000000 0.553376279851 Long DBT UST US N 2 2025-01-31 Fixed 0.01375000 N N N N N N Alabama Power Co. 0RL818ELFOHP5JHOFU19 010392FV5 375000.00000000 PA USD 383348.19000000 0.141219536731 Long DBT CORP US N 2 2051-07-15 Fixed 0.03125000 N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828YG9 1915000.00000000 PA USD 1947764.46000000 0.717526264316 Long DBT UST US N 2 2026-09-30 Fixed 0.01625000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 9128284M9 500000.00000000 PA USD 529785.16000000 0.195164648781 Long DBT UST US N 2 2025-04-30 Fixed 0.02875000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 31390REE9 45001.89000000 PA USD 50844.09000000 0.018730175393 Long ABS-MBS USGA US N 2 2032-07-01 Fixed 0.07000000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO S6XOOCT0IEG5ABCC6L87 3137BS3Q4 397638.48000000 PA USD 408488.44000000 0.150480815513 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 0.03000000 N N N N N N salesforce.com Inc. RCGZFPDMRW58VJ54VR07 79466LAL8 255000.00000000 PA USD 260171.57000000 0.095843177415 Long DBT CORP US N 2 2051-07-15 Fixed 0.02900000 N N N N N N 2022-01-30 Ivy Variable Insurance Portfolios Dan Geatens Dan Geatens Division Director - Head of US Fund Administration