0001752724-23-271985.txt : 20231128 0001752724-23-271985.hdr.sgml : 20231128 20231128171705 ACCESSION NUMBER: 0001752724-23-271985 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230929 FILED AS OF DATE: 20231128 DATE AS OF CHANGE: 20231128 PERIOD START: 20231231 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: 231447512 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 S000041733 Delaware Ivy VIP Pathfinder Moderately Aggressive - Managed Volatility C000129561 Class II NPORT-P 1 primary_doc.xml NPORT-P false 0000810016 XXXXXXXX S000041733 C000129561 Ivy Variable Insurance Portfolios 811-05017 0000810016 72XHPUAYSOH6ROSGJT53 100 Independence 610 Market Street Philadelphia 19106 215-255-1200 Delaware Ivy VIP Pathfinder Moderately Aggressive - Managed Volatility S000041733 549300J4Y5SUMAK5ZO86 2023-12-31 2023-09-29 N 69908129.61 217051.17 69691078.44 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 33600.00000000 N 50% RS3000 / 25% MS_EAFE / 20% LEH_CREDIT USD Index RUBBGVUSD Delaware Ivy VIP Small Cap Growth N/A Delaware Ivy VIP Small Cap Growth 46600H570 138355.87600000 NS USD 755423.08000000 1.083959520945 Long EC RF US N 1 N N N Delaware Ivy VIP Core Equity 1O0KE92B2QJ305IPCS48 Delaware Ivy VIP Core Equity 46600H406 774722.62700000 NS USD 8800849.04000000 12.62837257939 Long EC RF US N 1 N N N Delaware Ivy VIP Mid Cap Growth N/A Delaware Ivy VIP Mid Cap Growth 46600H596 409166.07000000 NS USD 3649761.34000000 5.237056767807 Long EC RF US N 1 N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 Fidelity Government Portfolio 316175108 348041.32000000 NS USD 348041.32000000 0.499405846186 Long STIV RF US N 1 N N N Delaware Ivy VIP Small Cap Core Class S N/A Delaware Ivy VIP Small Cap Core Class S 000000000 326383.80000000 NS USD 3332378.60000000 4.781643037521 Long EC RF US N 1 N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 MSILF Government Portfolio 61747C707 348041.05000000 NS USD 348041.05000000 0.499405458762 Long STIV RF US N 1 N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 BlackRock Liquidity FedFund 09248U700 348041.06000000 NS USD 348041.06000000 0.499405473111 Long STIV RF US N 1 N N N Delaware Ivy VIP Corporate Bond 80M6N2TK2SP4KMW7RP03 Delaware Ivy VIP Corporate Bond 46600H307 2211741.03700000 NS USD 9621073.51000000 13.80531586734 Long EC RF US N 1 N N N Delaware Ivy VIP Growth Z8006IQHVKEASPHFNK61 Delaware Ivy VIP Growth 46600H802 1004745.03200000 NS USD 8801566.48000000 12.62940203684 Long EC RF US N 1 N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 Goldman Sachs Financial Square Government Fund 38141W273 348041.05000000 NS USD 348041.05000000 0.499405458762 Long STIV RF US N 1 N N N Delaware Ivy VIP High Income VA N/A Delaware Ivy VIP High Income VA 46600H620 127698.29600000 NS USD 355001.26000000 0.509392691211 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 S&P500 EMINI 000000000 -3.00000000 NC USD 29234.19000000 0.041948253139 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2023-12-15 -678059.19000000 USD 29234.19000000 N N N Delaware Ivy VIP Limited-Term Bond 549300IQNBLPUI8O5C25 Delaware Ivy VIP Limited-Term Bond 46600H687 1628900.33300000 NS USD 7460363.53000000 10.70490469798 Long EC RF US N 1 N N N Delaware Ivy VIP Value AWONQDLF30HQ3RDWG969 Delaware Ivy VIP Value 46600H760 1870359.12800000 NS USD 8566244.81000000 12.29173805564 Long EC RF US N 1 N N N Delaware Ivy VIP International Core Equity KUNXJZNR9Y2ZBTGW9Z22 Delaware Ivy VIP International Core Equity 46600H869 1138317.98800000 NS USD 17131685.72000000 24.58232259205 Long EC RF US N 1 N N N 2023-11-20 Ivy Variable Insurance Portfolio Dan Geatens Dan Geatens Division Director - Head of US Fund Administration XXXX NPORT-EX 2 AIV0430_Del_9.30.2023.htm
Schedule of investments
Delaware Ivy VIP Pathfinder Moderately Aggressive – Managed Volatility 
September 30, 2023 (Unaudited)
    Number of
shares 		Value (US $)
Affiliated Mutual Funds — 98.26%
Fixed Income Funds — 25.02%
Delaware Ivy VIP Corporate Bond Class II    2,211,497 $ 9,620,012
Delaware Ivy VIP High Income Class I      127,698     355,002
Delaware Ivy VIP Limited-Term Bond Class II    1,628,721  7,459,539
  17,434,553
Global / International Equity Fund — 24.58%
Delaware Ivy VIP International Core Equity Class II    1,138,193 17,129,804
  17,129,804
US Equity Funds — 48.66%
Delaware Ivy VIP Core Equity Class II      774,638   8,799,884
Delaware Ivy VIP Growth Class II    1,004,634   8,800,594
Delaware Ivy VIP Mid Cap Growth Class I      409,166   3,649,761
Delaware Ivy VIP Small Cap Growth Class II      138,356     755,423
Delaware Ivy VIP Smid Cap Core Class II      326,384   3,332,379
Delaware Ivy VIP Value Class II    1,870,153  8,565,301
  33,903,342
Total Affiliated Mutual Funds
(cost $87,612,692) 		68,467,699
    Number of
shares 		Value (US $)
Short-Term Investments — 2.00%
Money Market Mutual Funds — 2.00%
BlackRock Liquidity FedFund – Institutional Shares (seven-day effective yield 5.24%)     348,041 $   348,041
Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 5.23%)     348,041     348,041
Goldman Sachs Financial Square Government Fund – Institutional Shares (seven-day effective yield 5.37%)     348,041     348,041
Morgan Stanley Institutional Liquidity Funds Government Portfolio – Institutional Class (seven-day effective yield 5.27%)     348,041    348,041
Total Short-Term Investments
(cost $1,392,164) 		 1,392,164
Total Value of Securities—100.26%
(cost $89,004,856) 		    69,859,863
Liabilities Net of Receivables and Other Assets—(0.26%)★       (178,873)
Net Assets Applicable to 17,957,327 Shares Outstanding—100.00%     $69,680,990
★ Includes $33,600 cash collateral held at broker for futures contracts as of September 30,2023.
The following futures contracts were outstanding at September 30, 2023:
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
(3) E-Mini S&P 500 Index   $(648,825)   $(678,059)   12/15/23   $29,234   $1,800
The use of futures contracts involves elements of market risk and risks in excess of the amounts disclosed in the schedule of investments. The notional amounts presented above represent the Portfolio's total exposure in such contracts, whereas only the variation margin is reflected in the Portfolio's net assets.
Summary of abbreviations: 
S&P – Standard & Poor’s Financial Services LLC
NQ- IV043 [0923] 1123 (3217143)    1