0001752724-22-273407.txt : 20221129 0001752724-22-273407.hdr.sgml : 20221129 20221129112321 ACCESSION NUMBER: 0001752724-22-273407 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220930 FILED AS OF DATE: 20221129 DATE AS OF CHANGE: 20221129 PERIOD START: 20221231 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: 221429736 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 S000041732 Delaware Ivy VIP Pathfinder Moderate - Managed Volatility C000129560 Class II NPORT-P 1 primary_doc.xml NPORT-P false 0000810016 XXXXXXXX S000041732 C000129560 Ivy Variable Insurance Portfolios 811-05017 0000810016 72XHPUAYSOH6ROSGJT53 100 Independence 610 Market Street Philadelphia 19106 215-255-1200 Delaware Ivy VIP Pathfinder Moderate - Managed Volatility S000041732 5493004XXVFTI6WDMH60 2022-12-31 2022-09-30 N 416396225.70 138603.06 416257622.64 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 146359.08000000 N 45% RS3000 / 25% LEH_CREDIT / 20% MS_EAFE USD Index RUMIBBUSD Delaware Ivy VIP Value Class S N/A Delaware Ivy VIP Value Class S 000000000 9809503.26400000 NS USD 48557041.16000000 11.66514161399 Long EC RF US N 1 N N N IVY VIP HIGH INCOME PORTFOLIO CL2 N/A IVY VIP HIGH INCOME PORTFOLIO CL2 000000000 1122857.54900000 NS USD 3031715.38000000 0.728326693640 Long EC RF US N 1 N N N Fidelity Government Portfolio N/A Fidelity Government Portfolio 316175108 4677871.88000000 NS USD 4677871.88000000 1.123792484647 Long STIV RF US N 1 N N N Delaware Ivy VIP Limited-Term Bond Class S N/A Delaware Ivy VIP Limited-Term Bond Class S 000000000 13643754.70500000 NS USD 61942646.36000000 14.88084373497 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CME E-MINI RUSSELL 2000 INDEX 000000000 -14.00000000 NC USD 116688.32000000 0.028032716676 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short FINANCIAL TIMES STOCK EXCHANGE RUSSELL 2000 INDEX 2022-12-16 -1285548.32000000 USD 116688.32000000 N N N Delaware Ivy VIP Corporate Bond Class S N/A Delaware Ivy VIP Corporate Bond Class S 000000000 17277361.20000000 NS USD 75156521.22000000 18.05529007333 Long EC RF US N 1 N N N Delaware Ivy VIP International Core Equity Class S N/A Delaware Ivy VIP International Core Equity Class S 000000000 3470205.42100000 NS USD 41399550.67000000 9.945655867497 Long EC RF US N 1 N N N Delaware Ivy VIP Core Equity Class S N/A Delaware Ivy VIP Core Equity Class S 000000000 4739642.23500000 NS USD 50477189.80000000 12.12643013714 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CME E-Mini Standard & Poor's 500 Index 000000000 -188.00000000 NC USD 3715318.04000000 0.892552553497 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2022-12-16 -37569418.04000000 USD 3715318.04000000 N N N Delaware Ivy VIP Small Cap Core Class S N/A Delaware Ivy VIP Small Cap Core Class S 000000000 355790.96800000 NS USD 3646857.42000000 0.876105858883 Long EC RF US N 1 N N N IVY VIP MID CAP GROWTH PORTFOLIO CL2 N/A IVY VIP MID CAP GROWTH PORTFOLIO CL2 000000000 2391042.91700000 NS USD 21662848.83000000 5.204192704654 Long EC RF US N 1 N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 MSILF Government Portfolio 61747C707 4677871.96000000 NS USD 4677871.96000000 1.123792503866 Long STIV RF US N 1 N N N IVY VIP SMALL CAP GROWTH I N/A IVY VIP SMALL CAP GROWTH I 000000000 604316.91800000 NS USD 3644031.02000000 0.875426856303 Long EC RF US N 1 N N N Delaware Ivy VIP Growth Class S N/A Delaware Ivy VIP Growth Class S 000000000 6357776.59500000 NS USD 48319102.12000000 11.60798012863 Long EC RF US N 1 N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 Goldman Sachs Financial Square Government Fund 38141W273 4677871.96000000 NS USD 4677871.96000000 1.123792503866 Long STIV RF US N 1 N N N Delaware VIP Global Value Equity N/A Delaware VIP Global Value Equity 000000000 9883530.79600000 NS USD 37359746.41000000 8.975150094082 Long EC RF US N 1 N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 BlackRock Liquidity FedFund 09248U700 4677871.96000000 NS USD 4677871.96000000 1.123792503866 Long STIV RF US N 1 N N N 2022-11-18 Ivy Variable Insurance Portfolio Dan Geatens Dan Geatens Division Director - Head of US Fund Administration XXXX NPORT-EX 2 AIV0420DEL09302022.htm
Schedule of investments
Delaware Ivy VIP Pathfinder Moderate - Managed Volatility 
September 30, 2022 (Unaudited)
    Number of
shares 		Value (US $)
Affiliated Mutual Funds — 95.08%
Delaware Ivy VIP Core Equity Class II    4,744,780 $ 50,531,910
Delaware Ivy VIP Corporate Bond Class II   17,296,091   75,237,997
Delaware Ivy VIP Growth Class II    6,364,669   48,371,481
Delaware Ivy VIP High Income Class I    1,122,857    3,031,715
Delaware Ivy VIP International Core Equity Class II    3,473,967   41,444,431
Delaware Ivy VIP Limited-Term Bond Class II   13,658,546   62,009,798
Delaware Ivy VIP Mid Cap Growth Class I    2,393,635   21,686,332
Delaware Ivy VIP Small Cap Growth Class I      604,317    3,644,031
Delaware Ivy VIP Smid Cap Core Class II      355,791    3,646,857
Delaware Ivy VIP Value Class II    9,820,137   48,609,680
Delaware VIP Global Value Equity Class II    9,894,245  37,400,245
Total Affiliated Mutual Funds
(cost $547,628,071) 		395,614,477
 
Short-Term Investments — 4.50%
Money Market Mutual Funds — 4.50%
BlackRock Liquidity FedFund – Institutional Shares (seven-day effective yield 2.76%)    4,677,872    4,677,872
Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 2.74%)    4,677,872    4,677,872
Goldman Sachs Financial Square Government Fund – Institutional Shares (seven-day effective yield 2.98%)    4,677,872    4,677,872
Morgan Stanley Institutional Liquidity Funds Government Portfolio – Institutional Class (seven-day effective yield 2.80%)    4,677,872   4,677,872
Total Short-Term Investments
(cost $18,711,488) 		 18,711,488
Total Value of Securities—99.58%
(cost $566,339,559) 		    414,325,965
Receivables and Other Assets Net of Liabilities—0.42%★       1,739,639
Net Assets Applicable to 102,507,329 Shares Outstanding—100.00%     $416,065,604
★ Includes $1,957,000 cash collateral held at broker for futures contracts as of September 30, 2022.
The following futures contracts were outstanding at September 30, 2022:
Futures Contracts
Exchange-Traded
Contracts to Buy (Sell)   Notional
Amount 		  Notional
Cost
(Proceeds) 		  Expiration
Date 		  Value/
Unrealized
Appreciation 		  Variation
Margin
Due from
(Due to)
Brokers
(14) E-Mini Russell 2000 Index   $(1,168,860)   $(1,285,548)   12/16/22   $116,688   $8,610
(188) E-Mini S&P 500 Index   (33,854,100)   (37,569,418)   12/16/22   3,715,318   495,850
Total Futures Contracts   $(38,854,966)       $3,832,006   $504,460
The use of futures contracts involves elements of market risk and risks in excess of the amounts disclosed in the financial statements. The notional amount presented above represents the Series’ total exposure in such contracts, whereas only the variation margin is reflected in the Series’ net assets.
Summary of abbreviations: 
S&P – Standard & Poor’s Financial Services LLC
NQ-034 [9/22] 11/22 (2605071)    1