Schedule of investments
Delaware Premium Income Fund
June 30, 2023 (Unaudited)
Number of shares | Value (US $) | ||
Common Stocks — 121.86%♦ | |||
Communication Services — 7.72% | |||
Alphabet Class A ~, † | 16,900 | $ 2,022,930 | |
Comcast Class A ~ | 27,600 | 1,146,780 | |
Verizon Communications ~ | 100 | 3,719 | |
3,173,429 | |||
Consumer Discretionary — 14.91% | |||
Booking Holdings ~, † | 700 | 1,890,231 | |
Darden Restaurants ~ | 6,400 | 1,069,312 | |
Home Depot ~ | 5,900 | 1,832,776 | |
Whirlpool ~ | 9,000 | 1,339,110 | |
6,131,429 | |||
Consumer Staples — 5.14% | |||
Constellation Brands Class A ~ | 6,400 | 1,575,232 | |
Costco Wholesale ~ | 1,000 | 538,380 | |
2,113,612 | |||
Energy — 7.56% | |||
Chevron ~ | 9,600 | 1,510,560 | |
Exxon Mobil ~ | 14,900 | 1,598,025 | |
3,108,585 | |||
Financials — 20.58% | |||
American Express ~ | 9,300 | 1,620,060 | |
Bank of America ~ | 44,200 | 1,268,098 | |
BlackRock ~ | 3,200 | 2,211,648 | |
JPMorgan Chase & Co. ~ | 12,500 | 1,818,000 | |
Visa Class A ~ | 6,500 | 1,543,620 | |
8,461,426 | |||
Healthcare — 11.79% | |||
Bristol-Myers Squibb ~ | 17,700 | 1,131,915 | |
Medtronic ~ | 12,000 | 1,057,200 | |
Pfizer ~ | 41,000 | 1,503,880 | |
UnitedHealth Group ~ | 2,400 | 1,153,536 | |
4,846,531 | |||
Industrials — 16.25% | |||
Boeing ~, † | 9,200 | 1,942,672 | |
CSX ~ | 59,200 | 2,018,720 | |
Lockheed Martin ~ | 2,800 | 1,289,064 | |
Raytheon Technologies ~ | 14,600 | 1,430,216 | |
6,680,672 | |||
Information Technology — 33.61% | |||
Apple ~ | 9,200 | 1,784,524 | |
Broadcom ~ | 2,700 | 2,342,061 | |
Cisco Systems ~ | 38,400 | 1,986,816 | |
Corning ~ | 48,200 | 1,688,928 | |
IBM ~ | 5,600 | 749,336 | |
Micron Technology ~ | 11,800 | 744,698 | |
Microsoft ~ | 9,800 | 3,337,292 |
Number of shares | Value (US $) | ||
Common Stocks♦ (continued) | |||
Information Technology (continued) | |||
Texas Instruments ~ | 6,600 | $ 1,188,132 | |
13,821,787 | |||
Real Estate — 2.13% | |||
Digital Realty Trust ~ | 7,700 | 876,799 | |
876,799 | |||
Utilities — 2.17% | |||
NextEra Energy ~ | 12,000 | 890,400 | |
890,400 | |||
Total Common Stocks (cost $39,957,457) | 50,104,670 | ||
Short-Term Investments — 2.08% | |||
Money Market Mutual Funds — 2.08% | |||
BlackRock Liquidity FedFund – Institutional Shares (seven-day effective yield 4.99%) | 213,874 | 213,874 | |
Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 4.99%) | 213,874 | 213,874 | |
Goldman Sachs Financial Square Government Fund – Institutional Shares (seven-day effective yield 5.14%) | 213,874 | 213,874 | |
Morgan Stanley Institutional Liquidity Funds Government Portfolio – Institutional Class (seven-day effective yield 5.03%) | 213,874 | 213,874 | |
Total Short-Term Investments (cost $855,496) | 855,496 | ||
Total Value of Securities Before Options Written—123.94% (cost $40,812,953) | 50,960,166 |
Number of contracts | |||
Options Written — (23.49%) | |||
Equity Call Options — (23.49%) | |||
Alphabet, strike price $105, expiration date 1/19/24, notional amount $(840,000) | (80) | (170,000) | |
Alphabet, strike price $110, expiration date 1/19/24, notional amount $(979,000) | (89) | (153,970) |
NQ- FIQ [0623] 0823 (3054884) 1
Schedule of investments
Delaware Premium Income Fund (Unaudited)
Number of contracts | Value (US $) | ||
Options Written (continued) | |||
Equity Call Options (continued) | |||
American Express, strike price $135, expiration date 1/19/24, notional amount $(1,255,500) | (93) | $ (408,270) | |
Apple, strike price $155, expiration date 1/19/24, notional amount $(1,426,000) | (92) | (413,770) | |
Bank of America, strike price $28, expiration date 1/19/24, notional amount $(1,237,600) | (442) | (122,655) | |
BlackRock, strike price $540, expiration date 1/19/24, notional amount $(432,000) | (8) | (132,680) | |
BlackRock, strike price $570, expiration date 1/19/24, notional amount $(1,368,000) | (24) | (335,400) | |
Boeing, strike price $175, expiration date 1/19/24, notional amount $(647,500) | (37) | (172,050) | |
Boeing, strike price $190, expiration date 1/19/24, notional amount $(1,045,000) | (55) | (192,912) | |
Booking Holdings, strike price $2,200, expiration date 1/19/24, notional amount $(1,540,000) | (7) | (430,430) | |
Bristol-Myers Squibb, strike price $57.5, expiration date 1/19/24, notional amount $(1,017,750) | (177) | (146,467) | |
Broadcom, strike price $520, expiration date 1/19/24, notional amount $(1,404,000) | (27) | (970,245) | |
Chevron, strike price $145, expiration date 1/19/24, notional amount $(1,392,000) | (96) | (184,800) | |
Cisco Systems, strike price $42.5, expiration date 1/19/24, notional amount $(1,632,000) | (384) | (391,680) |
Number of contracts | Value (US $) | ||
Options Written (continued) | |||
Equity Call Options (continued) | |||
Comcast, strike price $32.5, expiration date 1/19/24, notional amount $(897,000) | (276) | $ (271,860) | |
Constellation Brands, strike price $195, expiration date 1/19/24, notional amount $(1,248,000) | (64) | (371,200) | |
Corning, strike price $30, expiration date 1/19/24, notional amount $(1,446,000) | (482) | (286,790) | |
Costco Wholesale, strike price $420, expiration date 1/19/24, notional amount $(420,000) | (10) | (133,225) | |
CSX, strike price $27.5, expiration date 1/19/24, notional amount $(1,628,000) | (592) | (449,920) | |
Darden Restaurants, strike price $140, expiration date 1/19/24, notional amount $(896,000) | (64) | (196,480) | |
Digital Realty Trust, strike price $90, expiration date 1/19/24, notional amount $(693,000) | (77) | (210,595) | |
Exxon Mobil, strike price $100, expiration date 7/21/23, notional amount $(1,490,000) | (149) | (116,220) | |
Home Depot, strike price $290, expiration date 1/19/24, notional amount $(1,711,000) | (59) | (208,122) | |
IBM, strike price $115, expiration date 1/19/24, notional amount $(644,000) | (56) | (119,140) | |
JPMorgan Chase & Co., strike price $120, expiration date 1/19/24, notional amount $(1,020,000) | (85) | (247,350) | |
JPMorgan Chase & Co., strike price $125, expiration date 1/19/24, notional amount $(500,000) | (40) | (98,200) |
2 NQ- FIQ [0623] 0823 (3054884)
(Unaudited)
Number of contracts | Value (US $) | ||
Options Written (continued) | |||
Equity Call Options (continued) | |||
Lockheed Martin, strike price $400, expiration date 1/19/24, notional amount $(1,120,000) | (28) | $ (205,240) | |
Medtronic, strike price $77.5, expiration date 1/19/24, notional amount $(720,750) | (93) | (123,458) | |
Medtronic, strike price $77.5, expiration date 6/21/24, notional amount $(209,250) | (27) | (41,175) | |
Micron Technology, strike price $57.5, expiration date 1/19/24, notional amount $(678,500) | (118) | (127,145) | |
Microsoft, strike price $285, expiration date 1/19/24, notional amount $(1,026,000) | (36) | (249,030) | |
Microsoft, strike price $285, expiration date 3/15/24, notional amount $(1,767,000) | (62) | (448,880) | |
NextEra Energy, strike price $67.5, expiration date 6/21/24, notional amount $(810,000) | (120) | (139,800) | |
Pfizer, strike price $35, expiration date 1/19/24, notional amount $(1,435,000) | (410) | (141,450) | |
Raytheon Technologies, strike price $85, expiration date 1/19/24, notional amount $(816,000) | (96) | (153,360) | |
Raytheon Technologies, strike price $90, expiration date 1/19/24, notional amount $(450,000) | (50) | (59,625) | |
Texas Instruments, strike price $150, expiration date 1/19/24, notional amount $(390,000) | (26) | (90,480) |
Number of contracts | Value (US $) | ||
Options Written (continued) | |||
Equity Call Options (continued) | |||
Texas Instruments, strike price $155, expiration date 1/19/24, notional amount $(620,000) | (40) | $ (123,500) | |
UnitedHealth Group, strike price $420, expiration date 1/19/24, notional amount $(420,000) | (10) | (78,650) | |
UnitedHealth Group, strike price $430, expiration date 1/19/24, notional amount $(602,000) | (14) | (99,295) | |
Verizon Communications, strike price $32, expiration date 7/21/23, notional amount $(3,200) | (1) | (523) | |
Visa, strike price $200, expiration date 1/19/24, notional amount $(920,000) | (46) | (208,495) | |
Visa, strike price $200, expiration date 6/21/24, notional amount $(380,000) | (19) | (98,658) | |
Whirlpool, strike price $115, expiration date 1/19/24, notional amount $(1,035,000) | (90) | (334,800) | |
Total Options Written (premium received $9,797,702) | (9,657,995) | ||
Liabilities Net of Receivables and Other Assets—(0.45%) | (183,361) | ||
Net Assets Applicable to 3,724,031 Shares Outstanding—100.00% | $41,118,810 |
♦ | Narrow industries are utilized for compliance purposes for concentration whereas broad sectors are used for financial reporting. |
~ | All or portion of the security has been pledged as collateral with outstanding options written. |
† | Non-income producing security. |
NQ- FIQ [0623] 0823 (3054884) 3