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Form NPORT-P Ivy Variable Insurance For: Mar 31

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May 27, 2022 2:37 PM EDT 

  
    NPORT-P
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      Ivy Variable Insurance Portfolios
      811-05017
      0000810016
      72XHPUAYSOH6ROSGJT53
      6300 LAMAR AVE
      OVERLAND PARK
      
      66202
      9132362000
      Delaware Ivy VIP Pathfinder Moderately Aggressive - Managed Volatility
      S000041733
      549300J4Y5SUMAK5ZO86
      2022-12-31
      2022-03-31
      N
    
    
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      0.00000000
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      0.00000000
      0.00000000
      268697.20000000
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Delaware Ivy VIP International Core Equity Class S
        N/A
        Delaware Ivy VIP International Core Equity Class S
        000000000
        
          
        
        713099.45800000
        NS
        USD
        12129821.78000000
        13.13222105664
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IVY VIP SMALL CAP GROWTH I
        N/A
        IVY VIP SMALL CAP GROWTH I
        000000000
        
          
          
        
        99292.85800000
        NS
        USD
        1010801.29000000
        1.094333142347
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IVY VIP HIGH INCOME PORTFOLIO CL2
        N/A
        IVY VIP HIGH INCOME PORTFOLIO CL2
        000000000
        
          
          
        
        134870.28600000
        NS
        USD
        445071.94000000
        0.481852347725
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        E-MINI RUSSELL 2000 INDEX
        000000000
        
          
          
        
        -3.00000000
        NC
        USD
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        -0.00966294498
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                FINANCIAL TIMES STOCK EXCHANGE
                RUSSELL 2000 INDEX
                
                  
                  
                  
                
              
            
            2022-06-17
            -301034.64000000
            USD
            -8925.36000000
          
        
        
          N
          N
          N
        
      
      
        IVY VIP MID CAP GROWTH PORTFOLIO CL2
        N/A
        IVY VIP MID CAP GROWTH PORTFOLIO CL2
        000000000
        
          
          
        
        402389.63300000
        NS
        USD
        6212895.93000000
        6.726324939842
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        EC
        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
        
          
        
        1861305.56000000
        NS
        USD
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        9.591982821437
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        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
        
          
        
        723154.95200000
        NS
        USD
        12026066.85000000
        13.01989189787
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        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Delaware Ivy VIP Global Equity Income Class S
        N/A
        Delaware Ivy VIP Global Equity Income Class S
        000000000
        
          
        
        1572927.77900000
        NS
        USD
        10019549.95000000
        10.84755796234
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Delaware Ivy VIP Value Class S
        N/A
        Delaware Ivy VIP Value Class S
        000000000
        
          
        
        1317728.70500000
        NS
        USD
        10871261.82000000
        11.76965465562
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Delaware Ivy VIP Growth Class S
        N/A
        Delaware Ivy VIP Growth Class S
        000000000
        
          
        
        994820.44500000
        NS
        USD
        13410179.60000000
        14.51838667628
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        CME E-Mini Standard & Poor's 500 Index
        000000000
        
          
          
        
        -48.00000000
        NC
        USD
        -679088.16000000
        -0.73520749074
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                STANDARD & POOR'S FINANCIAL SERVICES LLC
                STANDARD & POORS'S 500
                
                  
                  
                  
                
              
            
            2022-06-17
            -10194711.84000000
            USD
            -679088.16000000
          
        
        
          N
          N
          N
        
      
      
        Delaware Ivy VIP Corporate Bond Class S
        N/A
        Delaware Ivy VIP Corporate Bond Class S
        000000000
        
          
        
        2475852.47000000
        NS
        USD
        12899191.37000000
        13.96517076632
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Institutional US Government Money Market Fund
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
          
        
        2751893.47000000
        NS
        USD
        2751893.47000000
        2.979307860231
        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
        
          
        
        63201.08800000
        NS
        USD
        998577.19000000
        1.081098851989
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
    
    
      
    
    
      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 Aggressive - Managed Volatility
March 31, 2022 (Unaudited)
    Number of
shares 		Value (US $)
Affiliated Mutual Funds — 96.52%
Delaware Ivy VIP Core Equity Class II     723,155 $12,026,067
Delaware Ivy VIP Corporate Bond Class II   2,478,197 12,911,409
Delaware Ivy VIP Global Equity Income Class II   1,572,928 10,019,550
Delaware Ivy VIP Growth Class II     994,820 13,410,180
Delaware Ivy VIP High Income Class I     135,866     448,359
Delaware Ivy VIP International Core Equity Class II     717,835 12,210,381
Delaware Ivy VIP Limited-Term Bond Class II   1,867,855   8,890,988
Delaware Ivy VIP Mid Cap Growth Class I     403,311   6,227,116
Delaware Ivy VIP Small Cap Core Class II      63,292   1,000,015
Delaware Ivy VIP Small Cap Growth Class I      99,293   1,010,801
Delaware Ivy VIP Value Class II   1,320,663 10,895,467
Total Affiliated Mutual Funds
(cost $88,746,257) 		89,050,333
 
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%)   2,761,604  2,761,604
Total Short-Term Investments
(cost $2,761,604) 		 2,761,604
Total Value of Securities—99.51%
(cost $91,507,861) 		    91,811,937
Receivables and Other Assets Net of Liabilities—0.49%        452,362
Net Assets Applicable to 16,214,936 Shares Outstanding—100.00%     $92,264,299
NQ-IV043 [3/22] 5/22 (2218114)    1
Schedule of investments
Delaware Ivy VIP Pathfinder Moderately Aggressive - 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
(3) E-Mini Russell 2000   $(309,960)   $(301,034)   6/17/22   $(8,926)   $24,929
(48) E-mini S&P 500 Index   (10,873,800)   (10,194,712)   6/17/22   (679,088)   588,400
Total Futures Contracts   $(10,495,746)       $(688,014)   $613,329
Summary of abbreviations: 
S&P – Standard & Poor’s Financial Services LLC
2    NQ-IV043 [3/22] 5/22 (2218114)

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