Eaton Corp.

NPORT-P false 0000810016 XXXXXXXX S000006236 C000017170 Ivy Variable Insurance Portfolios 811-05017 0000810016 72XHPUAYSOH6ROSGJT53 6300 Lamar Avenue P.O. Box 29217 Shawnee Mission 66201 18007776472 Ivy VIP Value S000006236 AWONQDLF30HQ3RDWG969 2019-12-31 2019-12-31 N 511381356.03 149514.57 511231841.46 0 0 0 0 0 0 0 0 0 0 0 0 0 0 UST Eaton Corp. 549300VDIGTMXUNT7H71 Eaton Corp. N/A 79900.00000000 NS USD 7568128.00000000 1.480371014916 Long EC CORP IE N 1 N N N Annaly Capital Management Inc. 2DTL0G3FPRYUT58TI025 Annaly Capital Management Inc. 035710409 1060100.00000000 NS USD 9986142.00000000 1.953348987708 Long EC CORP US N 1 N N N GlaxoSmithKline plc ADR 5493000HZTVUYLO1D793 GlaxoSmithKline plc ADR 37733W105 280900.00000000 NS USD 13199491.00000000 2.581899234269 Long EC CORP GB N 1 N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 Amgen Inc. 031162100 56400.00000000 NS USD 13596348.00000000 2.659526832517 Long EC CORP US N 1 N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 Target Corp. 87612E106 108600.00000000 NS USD 13923606.00000000 2.723540450891 Long EC CORP US N 1 N N N Lam Research Corp. 549300I4GMO6D34U1T02 Lam Research Corp. 512807108 56.00000000 NC USD -54180.00000000 -0.01059793142 N/A DE CORP US N 1 N/A N/A Call Written security Lam Research Corp. 56.00000000 310 USD 2020-03-20 XXXX 12568.44 N N N Graphic Packaging Holding Co. N/A Graphic Packaging Holding Co. 388689101 182000.00000000 NS USD 3030300.00000000 0.592744769446 Long EC CORP US N 1 N N N Exelon Corp. 3SOUA6IRML7435B56G12 Exelon Corp. 30161N101 363500.00000000 NS USD 16571965.00000000 3.241575280732 Long EC CORP US N 1 N N N Phillips 66 5493005JBO5YSIGK1814 Phillips 66 718546104 129400.00000000 NS USD 14416454.00000000 2.819944461759 Long EC CORP US N 1 N N N Evergy Inc. 549300PGTHDQY6PSUI61 Evergy Inc. 30034W106 158200.00000000 NS USD 10297238.00000000 2.014201222402 Long EC CORP US N 1 N N N Reinsurance Group of America Inc. N/A Reinsurance Group of America Inc. N/A 79.00000000 NC USD -987.50000000 -0.00019316089 N/A DE CORP XX N 2 N/A N/A Put Written security Reinsurance Group of America Inc. 79.00000000 135 USD 2020-01-17 XXXX 25631.87 N N N Reinsurance Group of America Inc. N/A Reinsurance Group of America Inc. N/A 158.00000000 NC USD -2765.00000000 -0.00054085050 N/A DE CORP XX N 2 Goldman Sachs International N/A Put Written security Reinsurance Group of America Inc. 158.00000000 145 USD 2020-01-17 XXXX 92035 N N N Parker Hannifin Corp. 5493002CONDB4N2HKI23 Parker Hannifin Corp. 701094104 32800.00000000 NS USD 6750896.00000000 1.320515557231 Long EC CORP US N 1 N N N State Street Institutional U.S. Government Money Market Fund - Premier Class N/A State Street Institutional U.S. Government Money Market Fund - Premier Class N/A 13461071.32000000 PA USD 13461071.32000000 2.633065906371 Long STIV CORP US N 1 N N N Reinsurance Group of America Inc. N/A Reinsurance Group of America Inc. N/A 79.00000000 NC USD -3752.50000000 -0.00073401140 N/A DE CORP XX N 2 N/A N/A Put Written security Reinsurance Group of America Inc. 79.00000000 140 USD 2020-01-17 XXXX 35901.6 N N N NXP Semiconductors N.V. 724500M9BY5293JDF951 NXP Semiconductors N.V. N/A 107300.00000000 NS USD 13654998.00000000 2.670999122629 Long EC CORP NL N 1 N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 Northrop Grumman Corp. 666807102 36800.00000000 NS USD 12658096.00000000 2.475999140399 Long EC CORP US N 1 N N N Omnicom Group Inc. HKUPACFHSSASQK8HLS17 Omnicom Group Inc. 681919106 152200.00000000 NS USD 12331244.00000000 2.412064938049 Long EC CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc. 172967424 270300.00000000 NS USD 21594267.00000000 4.223967532681 Long EC CORP US N 1 N N N Wal-Mart Stores Inc. Y87794H0US1R65VBXU25 Wal-Mart Stores Inc. 931142103 161800.00000000 NS USD 19228312.00000000 3.761172611057 Long EC CORP US N 1 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918104 67800.00000000 NS USD 10692060.00000000 2.091430762502 Long EC CORP US N 1 N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040H105 139900.00000000 NS USD 14397109.00000000 2.816160464278 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 060505104 659300.00000000 NS USD 23220546.00000000 4.542077413191 Long EC CORP US N 1 N N N CVS Caremark Corp. 549300EJG376EN5NQE29 CVS Caremark Corp. 126650100 243400.00000000 NS USD 18082186.00000000 3.536983523631 Long EC CORP US N 1 N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 Southwest Airlines Co. 844741108 225100.00000000 NS USD 12150898.00000000 2.376788183869 Long EC CORP US N 1 N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 Energy Transfer L.P. 29273V100 925956.00000000 NS USD 11880015.48000000 2.323801945918 Long EC CORP US N 1 N N N Lowe's Co. Inc. WAFCR4OKGSC504WU3E95 Lowe's Co. Inc. 548661107 105200.00000000 NS USD 12598752.00000000 2.464391099744 Long EC CORP US N 1 N N N HCA Holdings Inc. 529900PH4ZGUH2MNEU89 HCA Holdings Inc. 40412C101 96900.00000000 NS USD 14322789.00000000 2.801623028623 Long EC CORP US N 1 N N N Reinsurance Group of America Inc. LORM1GNEU1DKEW527V90 Reinsurance Group of America Inc. 759351604 64500.00000000 NS USD 10517370.00000000 2.057260355685 Long EC CORP US N 1 N N N Lam Research Corp. 549300I4GMO6D34U1T02 Lam Research Corp. 512807108 45000.00000000 NS USD 13158000.00000000 2.573783346988 Long EC CORP US N 1 N N N Comcast Corp. Class A 51M0QTTNCGUN7KFCFZ59 Comcast Corp. Class A 20030N101 400900.00000000 NS USD 18028473.00000000 3.526476940190 Long EC CORP US N 1 N N N Broadcom Corp. Class A 549300GR48KUO03W2V88 Broadcom Corp. Class A 11135F101 39900.00000000 NS USD 12609198.00000000 2.466434399702 Long EC CORP US N 1 N N N AutoZone Inc. GA3JGKJ41LJKXDN23E90 AutoZone Inc. 053332102 10600.00000000 NS USD 12627886.00000000 2.470089884060 Long EC CORP US N 1 N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 Allstate Corp. (The) 020002101 126300.00000000 NS USD 14202435.00000000 2.778081067767 Long EC CORP US N 1 N N N Dreyfus Institutional Preferred Government Money Market Fund - Institutional Shares N/A Dreyfus Institutional Preferred Government Money Market Fund - Institutional Shares N/A 7209151.59000000 PA USD 7209151.59000000 1.410153086202 Long STIV CORP XX N 1 N N N Welltower Inc. T6IZ0MBEG5ACZDTR7D06 Welltower Inc. 95040Q104 168100.00000000 NS USD 13747218.00000000 2.689037905139 Long EC CORP US N 1 N N N Ameriprise Financial Inc. 6ZLKQF7QB6JAEKQS5388 Ameriprise Financial Inc. 03076C106 70400.00000000 NS USD 11727232.00000000 2.293916585185 Long EC CORP US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 Philip Morris International Inc. 718172109 203900.00000000 NS USD 17349851.00000000 3.393734425940 Long EC CORP US N 1 N N N BHP Billiton Ltd. ADR WZE1WSENV6JSZFK0JC28 BHP Billiton Ltd. ADR 088606108 177100.00000000 NS USD 9689141.00000000 1.895253819153 Long EC CORP AU N 1 N Fidelity National Information Services Inc. 6WQI0GK1PRFVBA061U48 Fidelity National Information Services Inc. 31620M106 96800.00000000 NS USD 13463912.00000000 2.633621560337 Long EC CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 Synchrony Financial 87165B103 372800.00000000 NS USD 13424528.00000000 2.625917814833 Long EC CORP US N 1 N N N AGNC Investment Corp. 5TRACI5HRMELWV32OF39 AGNC Investment Corp. 00123Q104 873100.00000000 NS USD 15436408.00000000 3.019453552798 Long EC CORP US N 1 N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 Valero Energy Corp. 91913Y100 155700.00000000 NS USD 14581305.00000000 2.852190301440 Long EC CORP US N 1 N N N 2020-01-30 Ivy Variable Insurance Portfolios Joseph W. Kauten Joseph W. Kauten Treasurer, Vice President