0001752724-19-179270.txt : 20191126 0001752724-19-179270.hdr.sgml : 20191126 20191126131640 ACCESSION NUMBER: 0001752724-19-179270 CONFORMED SUBMISSION TYPE: NPORT-P/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190930 FILED AS OF DATE: 20191126 PERIOD START: 20191231 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/A SEC ACT: 1940 Act SEC FILE NUMBER: 811-05017 FILM NUMBER: 191249405 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 S000020591 Ivy VIP Pathfinder Moderately Conservative C000057546 Class II NPORT-P/A 1 primary_doc.xml NPORT-P/A false 0001752724-19-172211 0000810016 XXXXXXXX S000020591 C000057546 Ivy Variable Insurance Portfolios 811-05017 0000810016 72XHPUAYSOH6ROSGJT53 6300 Lamar Avenue P.O. Box 29217 Shawnee Mission 66201 18007776472 Ivy VIP Pathfinder Moderately Conservative S000020591 549300V23V6UKRVF2J68 2019-12-31 2019-09-30 N 205172886.03 38894.43 205133991.60 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 N Ivy VIP Small Cap Core Class II 549300DZMO2208Z36F25 Ivy VIP Small Cap Core Class II 46600H778 135230.83200000 NS USD 1746965.98000000 0.851621891805 Long EC RF US N 1 N N N Ivy VIP Government Money Market Class II 549300DZMO2208Z36F25 Ivy VIP Government Money Market Class II 46600H836 24046491.28000000 NS USD 24046491.28000000 11.72233382309 Long EC RF US N 1 N N N Ivy VIP Small Cap Growth Class I N/A Ivy VIP Small Cap Growth Class I 46600H570 384387.84000000 NS USD 3301391.84000000 1.609383122831 Long EC RF US N 1 N N N Toyota Motor Credit Corp. (1-Month U.S. LIBOR plus 15 bps) N/A Toyota Motor Credit Corp. (1-Month U.S. LIBOR plus 15 bps) N/A 356000.00000000 PA USD 356000.00000000 0.173545104457 Long STIV CORP US N 2 N N N Ivy VIP Global Equity Income Class II 549300DZMO2208Z36F25 Ivy VIP Global Equity Income Class II 46600H505 2159609.25500000 NS USD 12003540.16000000 5.851560761029 Long EC RF US N 1 N N N Ivy VIP Value Class II 549300DZMO2208Z36F25 Ivy VIP Value Class II 46600H760 2909058.10100000 NS USD 17939579.50000000 8.745298309692 Long EC RF US N 1 N N N Ivy VIP High Income Class I N/A Ivy VIP High Income Class I 46600H620 1335138.65200000 NS USD 4544544.94000000 2.215403163831 Long EC RF US N 1 N N N Ivy VIP Core Equity Class II N/A Ivy VIP Core Equity Class II 46600H406 1583624.71900000 NS USD 18523975.06000000 9.030183108863 Long EC RF US N 1 N N N Ivy VIP International Core Equity Class II 549300DZMO2208Z36F25 Ivy VIP International Core Equity Class II 46600H869 1195486.10000000 NS USD 17559658.48000000 8.560092036935 Long EC RF US N 1 N N N Ivy VIP Corporate Bond Class II N/A Ivy VIP Corporate Bond Class II 46600H307 5060926.65100000 NS USD 28166587.28000000 13.73082396550 Long EC RF US N 1 N N N Ivy VIP Growth Class II 549300DZMO2208Z36F25 Ivy VIP Growth Class II 46600H802 1880134.26400000 NS USD 19690458.14000000 9.598827569443 Long EC RF US N 1 N N N Ivy VIP Mid Cap Growth Class I N/A Ivy VIP Mid Cap Growth Class I 46600H596 1146516.00100000 NS USD 13492314.95000000 6.577317998232 Long EC RF US N 1 N N N Ivy VIP Limited-Term Bond Class II 549300DZMO2208Z36F25 Ivy VIP Limited-Term Bond Class II 46600H687 8868832.74600000 NS USD 43751725.70000000 21.32836462584 Long EC RF US N 1 N N N 2019-11-25 Ivy Variable Insurance Portfolios Joseph W. Kauten Joseph W. Kauten Treasurer, Vice President XXXX NPORT-EX 2 VPMC.htm IVY VIP PATHFINDER MODERATELY CONSERVATIVE SOI HTML
     SCHEDULE OF INVESTMENTS   
     Pathfinder Moderately Conservative (in thousands)   

SEPTEMBER 30, 2019 (UNAUDITED)

 

      

 

AFFILIATED
MUTUAL FUNDS

    Shares      Value  

Ivy VIP Core Equity, Class II

      1,584      $ 18,524  

Ivy VIP Corporate Bond, Class II

      5,061        28,167  

Ivy VIP Global Equity Income, Class II

      2,160        12,003  

Ivy VIP Government Money Market, Class II

      24,046        24,046  

Ivy VIP Growth, Class II

      1,880        19,690  

Ivy VIP High Income, Class I

      1,335        4,545  

Ivy VIP International Core Equity, Class II

      1,195        17,560  

Ivy VIP Limited-Term Bond, Class II

      8,869        43,752  

Ivy VIP Mid Cap Growth, Class I

      1,147        13,492  

Ivy VIP Small Cap Core, Class II

      135        1,747  

Ivy VIP Small Cap Growth, Class I

      384        3,301  

Ivy VIP Value, Class II

      2,909        17,940  
     

 

 

  

TOTAL AFFILIATED MUTUAL FUNDS – 99.8%

 

    $ 204,767  
     

 

 

  

(Cost: $216,981)

 

SHORT-TERM

SECURITIES   

    Principal         

Master Note - 0.2%

 

Toyota Motor Credit Corp. (1-Month U.S. LIBOR plus 15 bps),
2.170%, 10-7-19(A)

    $ 356        356  
     

 

 

  

TOTAL SHORT-TERM SECURITIES – 0.2%

 

    $ 356  
     

 

 

  

(Cost: $356)

 

TOTAL INVESTMENT SECURITIES – 100.0%

 

    $ 205,123  
     

 

 

  

(Cost: $217,337)

 

CASH AND OTHER ASSETS, NET OF LIABILITIES – 0.0%

 

      11  
     

 

 

  

NET ASSETS – 100.0%

 

    $ 205,134  
     

 

 

  
 

 

Notes to Schedule of Investments

 

(A)

Variable rate security. Interest rate disclosed is that which is in effect at September 30, 2019. Date shown represents the date that the variable rate resets. Description of the reference rate and spread, if applicable, are included in the security description.

Each Portfolio’s investments are reported at fair value. Fair value is defined as the price that each Portfolio would receive upon selling an asset or would pay upon satisfying a liability in an orderly transaction between market participants at the measurement date.

Accounting standards establish a framework for measuring fair value and a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability. Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own assumptions about the factors that market participants would use in pricing the asset or liability developed based on the best information available in the circumstances.

Reoccurring fair value measurements of Level 3 securities shall include a reconciliation of the beginning to ending balances for reported fair market values. A fair value hierarchy and Level 3 reconciliation, if applicable, have been included in the Notes to Schedule of Investments for each respective Portfolio.

An individual investment’s fair value measurement is assigned a level based upon the observability of the inputs which are significant to the overall valuation. The three-tier hierarchy of inputs is summarized as follows:

 

•  

Level 1 - Observable inputs such as quoted prices, available in active markets, for identical assets or liabilities.

 

•  

Level 2 - Significant other observable inputs, which may include, but are not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market corroborated inputs.

 

•  

Level 3 - Significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include assumptions made by the Board or persons acting at their direction that are used in determining the fair market value of investments.

The following table is a summary of the valuation of the Portfolio’s investments by the fair value hierarchy levels as of September 30, 2019:

 

     Level 1      Level 2      Level 3  

Assets

         

Investments in Securities

         

Affiliated Mutual Funds

    $ 204,767      $ —        $ —    

Short-Term Securities

      —          356        —    
  

 

 

     

 

 

     

 

 

  

Total

    $ 204,767      $ 356      $ —    
  

 

 

     

 

 

     

 

 

  

 

The following acronym is used throughout this schedule:

LIBOR = London Interbank Offered Rate

For Federal income tax purposes, cost of investments owned at September 30, 2019 and the related unrealized appreciation (depreciation) were as follows:

 

Cost

    $ 217,337  
  

 

 

  

Gross unrealized appreciation

      1,587  

Gross unrealized depreciation

      (13,801 ) 
  

 

 

  

Net unrealized depreciation

    $ (12,214 )