0001752724-21-263758.txt : 20211129 0001752724-21-263758.hdr.sgml : 20211129 20211129172041 ACCESSION NUMBER: 0001752724-21-263758 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210930 FILED AS OF DATE: 20211129 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: 211457421 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 S000020588 Delaware Ivy VIP Pathfinder Aggressive C000057543 Class II NPORT-P 1 primary_doc.xml NPORT-P false 0000810016 XXXXXXXX S000020588 C000057543 Ivy Variable Insurance Portfolios 811-05017 0000810016 72XHPUAYSOH6ROSGJT53 6300 Lamar Avenue P.O. Box 29217 Shawnee Mission 66201 18007776472 Delaware Ivy VIP Pathfinder Aggressive S000020588 549300YWD1VTDG6AM829 2021-12-31 2021-09-30 N 70607642.14 15168.57 70592473.57 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 Delaware Ivy VIP Corporate Bond Class II N/A Delaware Ivy VIP Corporate Bond Class II 46600H307 1243798.41500000 NS USD 6999226.82000000 9.914976010947 Long EC RF US N 1 N N N Delaware Ivy VIP Global Equity Income Class II 549300DZMO2208Z36F25 Delaware Ivy VIP Global Equity Income Class II 46600H505 1468840.61500000 NS USD 9501929.94000000 13.46025923086 Long EC RF US N 1 N N N Delaware Ivy VIP Small Cap Core Class II 549300DZMO2208Z36F25 Delaware Ivy VIP Small Cap Core Class II 46600H778 27709.93600000 NS USD 442308.77000000 0.626566470377 Long EC RF US N 1 N N N Delaware Ivy VIP International Core Equity Class II 549300DZMO2208Z36F25 Delaware Ivy VIP International Core Equity Class II 46600H869 645300.35500000 NS USD 11568041.34000000 16.38707464830 Long EC RF 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 190482.29000000 NS USD 190482.29000000 0.269833709412 Long STIV RF US N 1 N N N Delaware Ivy VIP Core Equity Class II N/A Delaware Ivy VIP Core Equity Class II 46600H406 531107.92400000 NS USD 8517802.66000000 12.06616262221 Long EC RF US N 1 N N N Delaware Ivy VIP Mid Cap Growth Class I N/A Delaware Ivy VIP Mid Cap Growth Class I 46600H596 407927.43900000 NS USD 7009090.84000000 9.928949200299 Long EC RF US N 1 N N N Delaware Ivy VIP Growth Class II 549300DZMO2208Z36F25 Delaware Ivy VIP Growth Class II 46600H802 1013381.05500000 NS USD 13470063.66000000 19.08144449229 Long EC RF US N 1 N N N Delaware Ivy VIP Value Class II 549300DZMO2208Z36F25 Delaware Ivy VIP Value Class II 46600H760 973040.16000000 NS USD 7359200.03000000 10.42490744102 Long EC RF US N 1 N N N Delaware Ivy VIP High Income Class I N/A Delaware Ivy VIP High Income Class I 46600H620 53759.10800000 NS USD 181797.18000000 0.257530542288 Long EC RF US N 1 N N N Delaware Ivy VIP Small Cap Growth Class I N/A Delaware Ivy VIP Small Cap Growth Class I 46600H570 156641.17100000 NS USD 1765800.26000000 2.501400178659 Long EC RF US N 1 N N N Delaware Ivy VIP Limited-Term Bond Class II 549300DZMO2208Z36F25 Delaware Ivy VIP Limited-Term Bond Class II 46600H687 731962.82300000 NS USD 3601696.27000000 5.102096707843 Long EC RF US N 1 N N N 2021-10-30 Ivy Variable Insurance Portfolios Dan Geatens Dan Geatens Division Director - Head of US Fund Administration XXXX NPORT-EX 2 PA.htm DELAWARE IVY VIP PATHFINDER AGGRESSIVE SOI HTML
   SCHEDULE OF INVESTMENTS   
 
   Pathfinder Aggressive (in thousands)    SEPTEMBER 30, 2021 (UNAUDITED)
     
     
AFFILIATED MUTUAL
FUNDS		   Shares     Value

Delaware Ivy VIP Core Equity, Class II

     531             $8,518

Delaware Ivy VIP Corporate Bond, Class II

     1,244     6,999

Delaware Ivy VIP Global Equity Income, Class II

     1,469     9,502

Delaware Ivy VIP Growth, Class II

     1,013     13,470

Delaware Ivy VIP High Income, Class I

     54     182

Delaware Ivy VIP International Core Equity, Class II

     645     11,568

Delaware Ivy VIP Limited-Term Bond, Class II

     732     3,602

Delaware Ivy VIP Mid Cap Growth, Class I

     408     7,009

Delaware Ivy VIP Small Cap Core, Class II

     28     442

Delaware Ivy VIP Small Cap Growth, Class I

     157     1,766

Delaware Ivy VIP Value, Class II

     973     7,359
   

 

TOTAL AFFILIATED MUTUAL FUNDS – 99.7%

 

   $70,417
             

(Cost: $67,027)

    
SHORT-TERM SECURITIES    
 

Money Market Funds (A) - 0.3%

 

  

State Street Institutional U.S. Government Money Market Fund - Premier Class
0.030%

     190     190
   

 

TOTAL SHORT-TERM SECURITIES – 0.3%

 

   $190
 

(Cost: $190)

TOTAL INVESTMENT SECURITIES – 100.0%

 

   $70,607
 

(Cost: $67,217)

LIABILITIES, NET OF CASH AND OTHER ASSETS – 0.0%

 

   (15)
 

NET ASSETS – 100.0%

 

   $70,592
 
 

 

Notes to Schedule of Investments

(A) Rate shown is the annualized 7-day yield at September 30, 2021.

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, 2021:

 

     Level 1      Level 2      Level 3  

 

  

Assets

         

Investments in Securities

         

Affiliated Mutual Funds

     $ 70,417      $ —      $ —   

Short-Term Securities

      190        —        —   
  

 

 

  

Total

     $     70,607      $           —      $           —   
  

 

 

  

 

For Federal income tax purposes, cost of investments owned at
September 30, 2021 and the related unrealized appreciation
(depreciation) were as follows:

 

  

Cost

      $67,217  
  

 

 

  

Gross unrealized appreciation

      5,454  

Gross unrealized depreciation

      (2,064)  
  

 

 

  

Net unrealized appreciation

                  $3,390