0001752724-23-271990.txt : 20231128 0001752724-23-271990.hdr.sgml : 20231128 20231128171709 ACCESSION NUMBER: 0001752724-23-271990 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: 231447514 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 S000041734 Delaware Ivy VIP Pathfinder Moderately Conservative - Managed Volatility C000129562 Class II NPORT-P 1 primary_doc.xml NPORT-P false 0000810016 XXXXXXXX S000041734 C000129562 Ivy Variable Insurance Portfolios 811-05017 0000810016 72XHPUAYSOH6ROSGJT53 100 Independence 610 Market Street Philadelphia 19106 215-255-1200 Delaware Ivy VIP Pathfinder Moderately Conservative - Managed Volatility S000041734 549300WNKCLPX74VSX84 2023-12-31 2023-09-29 N 29916196.41 125391.47 29790804.94 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 22400.00000000 N 40% RS3000 / 30% LEH_CREDIT USD Index RUOBBGUSD Delaware Ivy VIP International Core Equity KUNXJZNR9Y2ZBTGW9Z22 Delaware Ivy VIP International Core Equity 46600H869 292681.92900000 NS USD 4404863.03000000 14.78598191244 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 S&P500 EMINI 000000000 -2.00000000 NC USD 19489.46000000 0.065421058743 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 -452039.46000000 USD 19489.46000000 N N N Delaware Ivy VIP High Income VA N/A Delaware Ivy VIP High Income VA 46600H620 108104.86100000 NS USD 300531.51000000 1.008806276316 Long EC 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 110920.01300000 NS USD 1132493.33000000 3.801486170920 Long EC RF US N 1 N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 Goldman Sachs Financial Square Government Fund 38141W273 148807.20000000 NS USD 148807.20000000 0.499507147590 Long STIV RF US N 1 N N N Delaware Ivy VIP Core Equity 1O0KE92B2QJ305IPCS48 Delaware Ivy VIP Core Equity 46600H406 261925.11200000 NS USD 2975469.27000000 9.987878058322 Long EC RF US N 1 N N N Delaware Ivy VIP Corporate Bond 80M6N2TK2SP4KMW7RP03 Delaware Ivy VIP Corporate Bond 46600H307 1587123.42600000 NS USD 6903986.90000000 23.17489209809 Long EC RF US N 1 N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 BlackRock Liquidity FedFund 09248U700 148807.25000000 NS USD 148807.25000000 0.499507315427 Long STIV RF US N 1 N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 MSILF Government Portfolio 61747C707 148807.20000000 NS USD 148807.20000000 0.499507147590 Long STIV RF US N 1 N N N Delaware Ivy VIP Small Cap Growth N/A Delaware Ivy VIP Small Cap Growth 46600H570 47854.49800000 NS USD 261285.56000000 0.877067808426 Long EC RF US N 1 N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 Fidelity Government Portfolio 316175108 148806.92000000 NS USD 148806.92000000 0.499506207703 Long STIV RF US N 1 N N N Delaware Ivy VIP Growth Z8006IQHVKEASPHFNK61 Delaware Ivy VIP Growth 46600H802 339686.38400000 NS USD 2975652.72000000 9.988493852358 Long EC RF US N 1 N N N Delaware Ivy VIP Mid Cap Growth N/A Delaware Ivy VIP Mid Cap Growth 46600H596 142281.83300000 NS USD 1269153.95000000 4.260220402087 Long EC RF US N 1 N N N Delaware Ivy VIP Limited-Term Bond 549300IQNBLPUI8O5C25 Delaware Ivy VIP Limited-Term Bond 46600H687 1351282.81000000 NS USD 6188875.27000000 20.77444796293 Long EC RF US N 1 N N N Delaware Ivy VIP Value AWONQDLF30HQ3RDWG969 Delaware Ivy VIP Value 46600H760 629356.44800000 NS USD 2882452.53000000 9.675645004575 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 AIV0440_Del_9.30.2023.htm
Schedule of investments
Delaware Ivy VIP Pathfinder Moderately Conservative – Managed Volatility 
September 30, 2023 (Unaudited)
    Number of
shares 		Value (US $)
Affiliated Mutual Funds — 98.34%
Fixed Income Funds — 44.96%
Delaware Ivy VIP Corporate Bond Class II    1,587,123 $ 6,903,987
Delaware Ivy VIP High Income Class I      108,105     300,532
Delaware Ivy VIP Limited-Term Bond Class II    1,351,283  6,188,875
  13,393,394
Global / International Equity Fund — 14.79%
Delaware Ivy VIP International Core Equity Class II      292,682  4,404,863
   4,404,863
US Equity Funds — 38.59%
Delaware Ivy VIP Core Equity Class II      261,925   2,975,469
Delaware Ivy VIP Growth Class II      339,686   2,975,653
Delaware Ivy VIP Mid Cap Growth Class I      142,282   1,269,154
Delaware Ivy VIP Small Cap Growth Class II       47,855     261,286
Delaware Ivy VIP Smid Cap Core Class II      110,920   1,132,493
Delaware Ivy VIP Value Class II      629,356  2,882,452
  11,496,507
Total Affiliated Mutual Funds
(cost $37,774,205) 		29,294,764
    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%)     148,808 $   148,808
Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 5.23%)     148,807     148,807
Goldman Sachs Financial Square Government Fund – Institutional Shares (seven-day effective yield 5.37%)     148,807     148,807
Morgan Stanley Institutional Liquidity Funds Government Portfolio – Institutional Class (seven-day effective yield 5.27%)     148,807    148,807
Total Short-Term Investments
(cost $595,229) 		   595,229
Total Value of Securities—100.34%
(cost $38,369,434) 		    29,889,993
Liabilities Net of Receivables and Other Assets—(0.34%)★       (101,254)
Net Assets Applicable to 10,263,295 Shares Outstanding—100.00%     $29,788,739
★ Includes $22,400 cash collateral held at broker for futures contracts as of 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
(2) E-Mini S&P 500 Index   $(432,550)   $(452,039)   12/15/23   $19,489   $1,200
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- IV044 [0923] 1123 (3217144)    1