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Form NPORT-P Ivy Variable Insurance For: Mar 31

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May 27, 2022 2:37 PM EDT 

  
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      Ivy Variable Insurance Portfolios
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      OVERLAND PARK
      
      66202
      9132362000
      Delaware Ivy VIP Pathfinder Moderately Conservative - Managed Volatility
      S000041734
      549300WNKCLPX74VSX84
      2022-12-31
      2022-03-31
      N
    
    
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        Delaware Ivy VIP Small Cap Core Class S
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        N
        
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        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                STANDARD & POOR'S FINANCIAL SERVICES LLC
                STANDARD & POORS'S 500
                
                  
                  
                  
                
              
            
            2022-06-17
            -4247796.60000000
            USD
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        SNZ2OJLFK8MNNCLQOF39
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              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                FINANCIAL TIMES STOCK EXCHANGE
                RUSSELL 2000 INDEX
                
                  
                  
                  
                
              
            
            2022-06-17
            -200689.76000000
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        IVY VIP MID CAP GROWTH PORTFOLIO CL2
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        EC
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        Delaware Ivy VIP Corporate Bond Class S
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        1611686.46700000
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        IVY VIP SMALL CAP GROWTH I
        N/A
        IVY VIP SMALL CAP GROWTH I
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        Delaware Ivy VIP Core Equity Class S
        N/A
        Delaware Ivy VIP Core Equity Class S
        000000000
        
          
        
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        State Street Institutional US Government Money Market Fund
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      2022-05-20
      Ivy Variable Insurance Portfolio
      Dan Geatens
      Dan Geatens
      Division Director - Head of US Fund Administration
    
  
  XXXX
Schedule of investments
Delaware Ivy VIP Pathfinder Moderately Conservative - Managed Volatility
March 31, 2022 (Unaudited)
    Number of
shares 		Value (US $)
Affiliated Mutual Funds — 96.36%
Delaware Ivy VIP Core Equity Class II     233,830 $ 3,888,586
Delaware Ivy VIP Corporate Bond Class II   1,619,222   8,436,144
Delaware Ivy VIP Global Equity Income Class II     373,613   2,379,914
Delaware Ivy VIP Growth Class II     316,473   4,266,061
Delaware Ivy VIP High Income Class I     106,559     351,645
Delaware Ivy VIP International Core Equity Class II     170,627   2,902,373
Delaware Ivy VIP Limited-Term Bond Class II   1,479,772   7,043,715
Delaware Ivy VIP Mid Cap Growth Class I     126,988   1,960,699
Delaware Ivy VIP Small Cap Core Class II      19,563     309,090
Delaware Ivy VIP Small Cap Growth Class I      30,895     314,513
Delaware Ivy VIP Value Class II     416,752  3,438,202
Total Affiliated Mutual Funds
(cost $37,127,314) 		35,290,942
 
Short-Term Investments — 2.99%
Money Market Mutual Fund — 2.99%
State Street Institutional US Government Money Market Fund – Premier Class (seven-day effective yield 0.17%)   1,095,454  1,095,454
Total Short-Term Investments
(cost $1,095,454) 		 1,095,454
Total Value of Securities—99.35%
(cost $38,222,768) 		    36,386,396
Receivables and Other Assets Net of Liabilities—0.65%        236,732
Net Assets Applicable to 6,494,268 Shares Outstanding—100.00%     $36,623,128
NQ-IV044 [3/22] 5/22 (2218128)    1
Schedule of investments
Delaware Ivy VIP Pathfinder Moderately Conservative - Managed Volatility (Unaudited)
The following foreign currency exchange contracts and futures contracts were outstanding at March 31, 2022:
Futures Contracts
Exchange-Traded
Contracts to Buy (Sell)   Notional
Amount 		  Notional
Cost
(Proceeds) 		  Expiration
Date 		  Value/
Unrealized
Depreciation 		  Variation
Margin
Due from
(Due to)
Brokers
(2) E-Mini Russell 2000   $(206,640)   $(200,690)   6/17/22   $(5,950)   $12,127
(20) E-mini S&P 500 Index   (4,530,750)   (4,247,796)   6/17/22   (282,954)   260,858
Total Futures Contracts   $(4,448,486)       $(288,904)   $272,985
Summary of abbreviations: 
S&P – Standard & Poor’s Financial Services LLC
2    NQ-IV044 [3/22] 5/22 (2218128)

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