Schedule of investments
Delaware VIP® Trust — Delaware VIP Investment Grade Series
September 30, 2022 (Unaudited)
Principal amount° | Value (US $) | ||
Agency Collateralized Mortgage Obligations — 0.14% | |||
Freddie Mac Structured Agency Credit Risk REMIC Trust Series 2021-DNA3 M1 144A 3.031% (SOFR + 0.75%) 10/25/33 #, • | 56,337 | $ 55,084 | |
Total Agency Collateralized Mortgage Obligations (cost $56,338) | 55,084 | ||
Convertible Bond — 0.15% | |||
Spirit Airlines 1.00% exercise price $49.07, maturity date 5/15/26 | 69,000 | 59,098 | |
Total Convertible Bond (cost $61,252) | 59,098 |
Corporate Bonds — 90.46% | |||
Banking — 23.04% | |||
Ally Financial 5.75% 11/20/25 | 170,000 | 165,065 | |
Bank of America | |||
2.482% 9/21/36 μ | 440,000 | 318,470 | |
2.972% 2/4/33 μ | 120,000 | 93,959 | |
4.948% 7/22/28 μ | 100,000 | 96,187 | |
5.015% 7/22/33 μ | 40,000 | 37,159 | |
6.125% 4/27/27 μ, ψ | 125,000 | 118,437 | |
Bank of New York Mellon | |||
4.596% 7/26/30 μ | 275,000 | 260,941 | |
4.70% 9/20/25 μ, ψ | 350,000 | 336,000 | |
Barclays 8.00% 3/15/29 μ, ψ | 200,000 | 175,540 | |
Citigroup 5.61% 9/29/26 μ | 280,000 | 278,650 | |
Credit Suisse Group 144A 6.442% 8/11/28 #, μ | 250,000 | 232,806 | |
Fifth Third Bancorp 4.337% 4/25/33 μ | 95,000 | 84,346 | |
Goldman Sachs Group | |||
1.542% 9/10/27 μ | 630,000 | 532,890 | |
2.383% 7/21/32 μ | 150,000 | 113,272 | |
Huntington National Bank 4.552% 5/17/28 μ | 500,000 | 481,882 | |
JPMorgan Chase & Co. | |||
1.764% 11/19/31 μ | 595,000 | 435,501 | |
4.851% 7/25/28 μ | 415,000 | 398,903 | |
4.912% 7/25/33 μ | 5,000 | 4,617 | |
KeyCorp 4.789% 6/1/33 μ | 255,000 | 234,172 | |
Morgan Stanley | |||
1.928% 4/28/32 μ | 415,000 | 303,595 | |
2.484% 9/16/36 μ | 560,000 | 402,102 | |
NatWest Group 4.60% 6/28/31 μ, ψ | 200,000 | 125,500 |
Principalamount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Banking (continued) | |||
PNC Financial Services Group | |||
6.00% 5/15/27 μ, ψ | 70,000 | $ 65,100 | |
6.20% 9/15/27 μ, ψ | 115,000 | 108,962 | |
State Street | |||
1.684% 11/18/27 μ | 110,000 | 96,117 | |
2.203% 2/7/28 μ | 140,000 | 122,898 | |
4.164% 8/4/33 μ | 195,000 | 176,234 | |
SVB Financial Group | |||
1.80% 10/28/26 | 62,000 | 53,361 | |
2.10% 5/15/28 | 355,000 | 288,037 | |
4.00% 5/15/26 μ, ψ | 105,000 | 79,849 | |
4.57% 4/29/33 μ | 169,000 | 148,365 | |
Toronto-Dominion Bank 4.108% 6/8/27 | 285,000 | 269,072 | |
Truist Bank 2.636% 9/17/29 μ | 445,000 | 414,939 | |
Truist Financial | |||
4.916% 7/28/33 μ | 238,000 | 215,415 | |
4.95% 9/1/25 μ, ψ | 395,000 | 380,500 | |
UBS Group 144A 4.703% 8/5/27 #, μ | 200,000 | 189,806 | |
US Bancorp | |||
2.491% 11/3/36 μ | 115,000 | 86,614 | |
2.677% 1/27/33 μ | 85,000 | 68,428 | |
4.548% 7/22/28 μ | 365,000 | 352,058 | |
Wells Fargo & Co. | |||
4.54% 8/15/26 μ | 160,000 | 154,875 | |
4.808% 7/25/28 μ | 430,000 | 410,546 | |
8,911,170 | |||
Basic Industry — 3.05% | |||
Celanese US Holdings | |||
6.05% 3/15/25 | 170,000 | 166,226 | |
6.165% 7/15/27 | 45,000 | 42,646 | |
Graphic Packaging International 144A 3.50% 3/1/29 # | 130,000 | 107,169 | |
Newmont | |||
2.25% 10/1/30 | 135,000 | 104,631 | |
2.80% 10/1/29 | 395,000 | 327,470 | |
Sherwin-Williams 2.90% 3/15/52 | 345,000 | 207,878 | |
Westlake 3.125% 8/15/51 | 365,000 | 225,374 | |
1,181,394 | |||
Brokerage — 2.15% | |||
Blackstone Holdings Finance 144A 1.625% 8/5/28 # | 325,000 | 262,703 | |
Charles Schwab 5.375% 6/1/25 μ, ψ | 180,000 | 175,950 | |
Jefferies Group | |||
2.625% 10/15/31 | 425,000 | 308,965 | |
6.50% 1/20/43 | 90,000 | 84,669 | |
832,287 |
NQ-FL9 [9/22] 11/22 (2605040) 1
Schedule of investments
Delaware VIP® Trust — Delaware VIP Investment Grade Series
Principalamount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Capital Goods — 4.54% | |||
Amphenol 2.20% 9/15/31 | 180,000 | $ 139,720 | |
Ardagh Metal Packaging Finance USA 144A 4.00% 9/1/29 # | 200,000 | 146,818 | |
Ashtead Capital 144A 1.50% 8/12/26 # | 400,000 | 335,844 | |
Boeing 3.75% 2/1/50 | 60,000 | 39,225 | |
Eaton 4.15% 3/15/33 | 255,000 | 230,759 | |
Madison IAQ 144A 4.125% 6/30/28 # | 75,000 | 60,351 | |
Pactiv Evergreen Group Issuer 144A 4.00% 10/15/27 # | 140,000 | 117,656 | |
Republic Services 2.375% 3/15/33 | 205,000 | 157,492 | |
Teledyne Technologies 2.25% 4/1/28 | 405,000 | 338,206 | |
Waste Connections | |||
2.95% 1/15/52 | 100,000 | 64,988 | |
4.20% 1/15/33 | 140,000 | 126,928 | |
1,757,987 | |||
Communications — 10.78% | |||
Altice France | |||
144A 5.125% 1/15/29 # | 200,000 | 147,936 | |
144A 5.50% 10/15/29 # | 130,000 | 98,138 | |
AMC Networks 4.75% 8/1/25 | 156,000 | 139,680 | |
AT&T 3.50% 9/15/53 | 680,000 | 454,219 | |
CCO Holdings | |||
144A 4.50% 6/1/33 # | 35,000 | 25,939 | |
144A 4.75% 2/1/32 # | 150,000 | 117,064 | |
144A 6.375% 9/1/29 # | 70,000 | 64,396 | |
Cellnex Finance 144A 3.875% 7/7/41 # | 200,000 | 125,477 | |
Charter Communications Operating 3.85% 4/1/61 | 375,000 | 219,891 | |
Comcast 3.20% 7/15/36 | 295,000 | 228,756 | |
Crown Castle | |||
1.05% 7/15/26 | 100,000 | 84,590 | |
2.10% 4/1/31 | 136,000 | 102,133 | |
CSC Holdings 144A 4.50% 11/15/31 # | 200,000 | 150,560 | |
Directv Financing 144A 5.875% 8/15/27 # | 150,000 | 129,656 | |
Discovery Communications 4.00% 9/15/55 | 303,000 | 179,311 | |
Netflix 4.875% 4/15/28 | 115,000 | 107,884 | |
Time Warner Cable 7.30% 7/1/38 | 100,000 | 95,335 | |
Time Warner Entertainment 8.375% 3/15/23 | 290,000 | 294,104 | |
T-Mobile USA | |||
3.00% 2/15/41 | 205,000 | 137,386 | |
3.375% 4/15/29 | 535,000 | 463,042 |
Principalamount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Communications (continued) | |||
Verizon Communications | |||
2.875% 11/20/50 | 265,000 | $ 162,766 | |
4.50% 8/10/33 | 425,000 | 383,678 | |
Virgin Media Secured Finance 144A 5.50% 5/15/29 # | 200,000 | 171,709 | |
Warnermedia Holdings 144A 5.141% 3/15/52 # | 120,000 | 87,447 | |
4,171,097 | |||
Consumer Cyclical — 3.88% | |||
ADT Security 144A 4.875% 7/15/32 # | 139,000 | 112,373 | |
Amazon.com 2.50% 6/3/50 | 520,000 | 326,259 | |
Aptiv 3.10% 12/1/51 | 569,000 | 319,763 | |
Levi Strauss & Co. 144A 3.50% 3/1/31 # | 110,000 | 85,953 | |
Lowe's 4.40% 9/8/25 | 240,000 | 236,513 | |
Target 4.50% 9/15/32 | 265,000 | 252,887 | |
VICI Properties 4.95% 2/15/30 | 185,000 | 167,580 | |
1,501,328 | |||
Consumer Non-Cyclical — 5.52% | |||
Baxter International 3.132% 12/1/51 | 255,000 | 163,547 | |
Bimbo Bakeries USA 144A 4.00% 5/17/51 # | 200,000 | 146,996 | |
Bunge Finance 2.75% 5/14/31 | 290,000 | 228,476 | |
CVS Health | |||
2.70% 8/21/40 | 419,000 | 276,020 | |
4.78% 3/25/38 | 85,000 | 74,685 | |
JBS USA LUX 144A 3.00% 2/2/29 # | 128,000 | 104,890 | |
Merck & Co. 2.75% 12/10/51 | 72,000 | 47,115 | |
Perrigo Finance Unlimited 4.375% 3/15/26 | 300,000 | 275,664 | |
Royalty Pharma | |||
3.35% 9/2/51 | 460,000 | 278,375 | |
3.55% 9/2/50 | 19,000 | 11,888 | |
Sodexo 144A 1.634% 4/16/26 # | 260,000 | 227,540 | |
Tenet Healthcare 144A 4.25% 6/1/29 # | 140,000 | 116,122 | |
US Foods 144A 4.75% 2/15/29 # | 115,000 | 98,682 | |
Viatris 4.00% 6/22/50 | 142,000 | 85,302 | |
2,135,302 | |||
Electric — 9.02% | |||
Appalachian Power 4.50% 8/1/32 | 235,000 | 211,798 | |
Berkshire Hathaway Energy 2.85% 5/15/51 | 110,000 | 67,917 | |
Commonwealth Edison 2.75% 9/1/51 | 300,000 | 189,495 | |
Duke Energy Carolinas 3.95% 11/15/28 | 70,000 | 65,657 | |
Entergy Texas 3.55% 9/30/49 | 115,000 | 81,197 |
2 NQ-FL9 [9/22] 11/22 (2605040)
Principalamount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Electric (continued) | |||
Fells Point Funding Trust 144A 3.046% 1/31/27 # | 200,000 | $ 178,446 | |
IPALCO Enterprises 4.25% 5/1/30 | 145,000 | 126,027 | |
ITC Holdings 144A 4.95% 9/22/27 # | 70,000 | 68,404 | |
Liberty Utilities Finance GP 1 144A 2.05% 9/15/30 # | 190,000 | 144,032 | |
National Rural Utilities Cooperative Finance 4.15% 12/15/32 | 180,000 | 165,018 | |
NextEra Energy Capital Holdings 3.00% 1/15/52 | 135,000 | 86,476 | |
NRG Energy 144A 2.45% 12/2/27 # | 100,000 | 82,015 | |
Oglethorpe Power | |||
3.75% 8/1/50 | 215,000 | 151,459 | |
144A 4.50% 4/1/47 # | 210,000 | 164,633 | |
Pacific Gas and Electric | |||
3.30% 8/1/40 | 45,000 | 28,901 | |
4.60% 6/15/43 | 135,000 | 95,493 | |
4.95% 7/1/50 | 130,000 | 95,513 | |
PacifiCorp 2.90% 6/15/52 | 580,000 | 372,826 | |
Public Service Co. of Oklahoma 3.15% 8/15/51 | 170,000 | 109,889 | |
San Diego Gas & Electric 3.32% 4/15/50 | 120,000 | 83,712 | |
Southern California Edison | |||
3.45% 2/1/52 | 65,000 | 43,878 | |
4.125% 3/1/48 | 120,000 | 89,513 | |
4.875% 3/1/49 | 155,000 | 130,111 | |
Vistra Operations | |||
144A 3.55% 7/15/24 # | 244,000 | 232,683 | |
144A 5.125% 5/13/25 # | 170,000 | 164,812 | |
WEC Energy Group 5.15% 10/1/27 | 260,000 | 257,957 | |
3,487,862 | |||
Energy — 8.33% | |||
BP Capital Markets 4.875% 3/22/30 μ, ψ | 330,000 | 284,831 | |
BP Capital Markets America 2.939% 6/4/51 | 145,000 | 92,388 | |
Cheniere Corpus Christi Holdings 7.00% 6/30/24 | 305,000 | 310,383 | |
ConocoPhillips 3.80% 3/15/52 | 95,000 | 72,901 | |
Diamondback Energy | |||
3.125% 3/24/31 | 190,000 | 154,398 | |
4.25% 3/15/52 | 70,000 | 51,277 | |
Enbridge | |||
1.60% 10/4/26 | 120,000 | 103,682 | |
5.75% 7/15/80 μ | 195,000 | 172,039 | |
Energy Transfer | |||
6.25% 4/15/49 | 140,000 | 124,612 | |
6.50% 11/15/26 μ, ψ | 385,000 | 336,338 | |
Principalamount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Energy (continued) | |||
Enterprise Products Operating 3.30% 2/15/53 | 275,000 | $ 179,645 | |
Galaxy Pipeline Assets Bidco 144A 2.94% 9/30/40 # | 196,522 | 149,968 | |
Kinder Morgan 5.45% 8/1/52 | 145,000 | 125,967 | |
NuStar Logistics 5.625% 4/28/27 | 183,000 | 159,818 | |
ONEOK 7.50% 9/1/23 | 290,000 | 293,848 | |
Targa Resources Partners | |||
4.00% 1/15/32 | 95,000 | 78,539 | |
4.875% 2/1/31 | 155,000 | 133,557 | |
5.00% 1/15/28 | 220,000 | 203,974 | |
Valero Energy 3.65% 12/1/51 | 285,000 | 194,818 | |
3,222,983 | |||
Finance Companies — 4.74% | |||
AerCap Ireland Capital DAC | |||
1.65% 10/29/24 | 150,000 | 137,172 | |
3.00% 10/29/28 | 300,000 | 240,856 | |
3.40% 10/29/33 | 300,000 | 218,097 | |
Air Lease | |||
2.20% 1/15/27 | 140,000 | 118,719 | |
2.875% 1/15/32 | 150,000 | 113,269 | |
4.125% 12/15/26 μ, ψ | 153,000 | 105,374 | |
Aviation Capital Group | |||
144A 1.95% 1/30/26 # | 3,000 | 2,521 | |
144A 3.50% 11/1/27 # | 300,000 | 249,565 | |
144A 5.50% 12/15/24 # | 355,000 | 344,001 | |
Avolon Holdings Funding | |||
144A 2.75% 2/21/28 # | 300,000 | 236,018 | |
144A 3.25% 2/15/27 # | 80,000 | 67,098 | |
1,832,690 | |||
Insurance — 3.42% | |||
Aon 5.00% 9/12/32 | 100,000 | 95,938 | |
Athene Global Funding 144A 1.985% 8/19/28 # | 319,000 | 251,850 | |
Athene Holding | |||
3.45% 5/15/52 | 125,000 | 77,992 | |
3.95% 5/25/51 | 50,000 | 33,416 | |
Berkshire Hathaway Finance 3.85% 3/15/52 | 405,000 | 310,915 | |
Brighthouse Financial | |||
3.85% 12/22/51 | 90,000 | 54,671 | |
4.70% 6/22/47 | 83,000 | 58,954 | |
Global Atlantic 144A 4.70% 10/15/51 #, μ | 200,000 | 150,841 | |
Hartford Financial Services Group 2.90% 9/15/51 | 135,000 | 82,788 | |
Jackson Financial 3.125% 11/23/31 | 120,000 | 90,582 |
NQ-FL9 [9/22] 11/22 (2605040) 3
Schedule of investments
Delaware VIP® Trust — Delaware VIP Investment Grade Series
Principalamount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Insurance (continued) | |||
Prudential Financial 3.70% 10/1/50 μ | 145,000 | $ 114,809 | |
1,322,756 | |||
Natural Gas — 1.79% | |||
Atmos Energy 5.75% 10/15/52 | 135,000 | 135,039 | |
Sempra Energy | |||
4.125% 4/1/52 μ | 125,000 | 98,528 | |
4.875% 10/15/25 μ, ψ | 310,000 | 289,075 | |
Southern Co. Gas Capital 5.15% 9/15/32 | 179,000 | 171,349 | |
693,991 | |||
REITs — 1.70% | |||
American Homes 4 Rent 3.625% 4/15/32 | 70,000 | 57,811 | |
Corporate Office Properties 2.75% 4/15/31 | 150,000 | 110,470 | |
Digital Realty Trust 5.55% 1/15/28 | 140,000 | 139,009 | |
Extra Space Storage 2.35% 3/15/32 | 350,000 | 258,450 | |
MPT Operating Partnership 3.50% 3/15/31 | 130,000 | 90,786 | |
656,526 | |||
Technology — 6.72% | |||
Alphabet 2.05% 8/15/50 | 390,000 | 230,333 | |
Autodesk 2.40% 12/15/31 | 185,000 | 144,208 | |
Broadcom 144A 3.469% 4/15/34 # | 335,000 | 251,947 | |
Broadridge Financial Solutions 2.60% 5/1/31 | 319,000 | 253,165 | |
CDW 3.276% 12/1/28 | 435,000 | 363,832 | |
Clarivate Science Holdings 144A 3.875% 7/1/28 # | 149,000 | 123,230 | |
CoStar Group 144A 2.80% 7/15/30 # | 175,000 | 138,389 | |
Entegris Escrow | |||
144A 4.75% 4/15/29 # | 140,000 | 123,630 | |
144A 5.95% 6/15/30 # | 135,000 | 123,517 | |
KLA 4.95% 7/15/52 | 165,000 | 150,293 | |
Marvell Technology | |||
1.65% 4/15/26 | 210,000 | 183,615 | |
2.45% 4/15/28 | 110,000 | 91,017 | |
NCR 144A 5.125% 4/15/29 # | 140,000 | 105,286 | |
NXP | |||
3.125% 2/15/42 | 110,000 | 70,312 | |
5.55% 12/1/28 | 90,000 | 87,029 | |
Sensata Technologies 144A 3.75% 2/15/31 # | 160,000 | 126,371 | |
Workday 3.70% 4/1/29 | 35,000 | 31,432 | |
2,597,606 |
Principalamount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Transportation — 1.60% | |||
Burlington Northern Santa Fe 2.875% 6/15/52 | 148,000 | $ 97,050 | |
Delta Air Lines 144A 7.00% 5/1/25 # | 136,000 | 137,022 | |
Mileage Plus Holdings 144A 6.50% 6/20/27 # | 152,000 | 149,057 | |
Norfolk Southern 3.15% 6/1/27 | 95,000 | 86,981 | |
Penske Truck Leasing 144A 4.40% 7/1/27 # | 100,000 | 93,949 | |
Seaspan 144A 5.50% 8/1/29 # | 70,000 | 54,072 | |
618,131 | |||
Utilities — 0.18% | |||
American Water Capital 4.45% 6/1/32 | 65,000 | 60,424 | |
Essential Utilities 4.276% 5/1/49 | 12,000 | 9,355 | |
69,779 | |||
Total Corporate Bonds (cost $42,419,927) | 34,992,889 | ||
Municipal Bonds — 0.36% | |||
Commonwealth of Puerto Rico | |||
Series A-1 4.00% 7/1/33 | 7,036 | 6,203 | |
Series A-1 4.00% 7/1/35 | 5,110 | 4,381 | |
Series A-1 4.00% 7/1/37 | 5,428 | 4,468 | |
Series A-1 4.10% 7/1/24^ | 2,341 | 2,153 | |
Series A-1 4.362% 7/1/33^ | 9,054 | 5,006 | |
Series A-1 5.625% 7/1/29 | 5,917 | 6,062 | |
GDB Debt Recovery Authority of Puerto Rico 7.50% 8/20/40 | 128,783 | 113,329 | |
Total Municipal Bonds (cost $154,795) | 141,602 | ||
Non-Agency Asset-Backed Securities — 2.16% | |||
Enterprise Fleet Financing Series 2022-2 A2 144A 4.65% 5/21/29 # | 225,000 | 223,161 | |
Ford Credit Floorplan Master Owner Trust Series 2019-2 A 3.06% 4/15/26 | 205,000 | 199,223 | |
Toyota Auto Loan Extended Note Trust Series 2022-1A A 144A 3.82% 4/25/35 # | 225,000 | 215,672 | |
Volkswagen Auto Lease Trust Series 2022-A A3 3.44% 7/21/25 | 200,000 | 196,167 | |
Total Non-Agency Asset-Backed Securities (cost $853,956) | 834,223 | ||
4 NQ-FL9 [9/22] 11/22 (2605040)
Principalamount° | Value (US $) | ||
Loan Agreements — 3.19% | |||
AmWINS Group 5.069% (LIBOR01M + 2.25%) 2/19/28 • | 108,076 | $ 103,560 | |
Applied Systems 1st Lien 6.674% (LIBOR03M + 3.00%) 9/19/24 • | 117,006 | 114,447 | |
Gates Global Tranche B-3 5.615% (LIBOR01M + 2.50%) 3/31/27 • | 117,900 | 113,637 | |
Horizon Therapeutics USA Tranche B-2 4.875% (LIBOR01M + 1.75%) 3/15/28 • | 108,350 | 104,389 | |
Informatica 5.875% (LIBOR01M + 2.75%) 10/27/28 • | 114,425 | 111,183 | |
Prime Security Services Borrower Tranche B-1 5.303% (LIBOR01M + 2.75%) 9/23/26 • | 118,200 | 114,703 | |
RealPage 1st Lien 5.819% (LIBOR01M + 3.00%) 4/24/28 • | 118,800 | 111,486 | |
Reynolds Group Holdings Tranche B-2 6.365% (LIBOR01M + 3.25%) 2/5/26 • | 112,988 | 108,468 | |
Standard Industries 6.675% (LIBOR03M + 2.50%) 9/22/28 • | 361,441 | 351,682 | |
Total Loan Agreements (cost $1,273,423) | 1,233,555 | ||
US Treasury Obligations — 2.86% | |||
US Treasury Bonds 3.00% 8/15/52 | 235,000 | 202,871 | |
US Treasury Notes | |||
2.75% 5/15/25 | 225,000 | 216,554 | |
2.75% 8/15/32 | 750,000 | 685,898 | |
Total US Treasury Obligations (cost $1,137,784) | 1,105,323 |
Number of shares | |||
Short-Term Investments — 0.09% | |||
Money Market Mutual Funds — 0.09% | |||
BlackRock Liquidity FedFund – Institutional Shares (seven-day effective yield 2.76%) | 8,977 | 8,977 | |
Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 2.74%) | 8,977 | 8,977 | |
Goldman Sachs Financial Square Government Fund – Institutional Shares (seven-day effective yield 2.98%) | 8,977 | 8,977 |
Number of shares | Value (US $) | ||
Short-Term Investments (continued) | |||
Money Market Mutual Funds (continued) | |||
Morgan Stanley Institutional Liquidity Funds Government Portfolio – Institutional Class (seven-day effective yield 2.80%) | 8,977 | $ 8,977 | |
Total Short-Term Investments (cost $35,908) | 35,908 | ||
Total Value of Securities—99.41% (cost $45,993,383) | 38,457,682 | ||
Receivables and Other Assets Net of Liabilities—0.59% | 226,434 | ||
Net Assets Applicable to 4,706,358 Shares Outstanding—100.00% | $38,684,116 |
° | Principal amount shown is stated in USD unless noted that the security is denominated in another currency. |
# | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. At September 30, 2022, the aggregate value of Rule 144A securities was $7,871,305, which represents 20.35% of the Series' net assets. |
• | Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at September 30, 2022. For securities based on a published reference rate and spread, the reference rate and spread are indicated in their descriptions. The reference rate descriptions (i.e. LIBOR03M, LIBOR06M, etc.) used in this report are identical for different securities, but the underlying reference rates may differ due to the timing of the reset period. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions, or for mortgage-backed securities, are impacted by the individual mortgages which are paying off over time. These securities do not indicate a reference rate and spread in their descriptions. |
μ | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at September 30, 2022. Rate will reset at a future date. |
ψ | Perpetual security. Maturity date represents next call date. |
^ | Zero-coupon security. The rate shown is the effective yield at the time of purchase. |
Summary of abbreviations: |
DAC – Designated Activity Company |
ICE – Intercontinental Exchange, Inc. |
LIBOR – London Interbank Offered Rate |
LIBOR01M – ICE LIBOR USD 1 Month |
LIBOR03M – ICE LIBOR USD 3 Month |
LIBOR06M – ICE LIBOR USD 6 Month |
REIT – Real Estate Investment Trust |
REMIC – Real Estate Mortgage Investment Conduit |
NQ-FL9 [9/22] 11/22 (2605040) 5
Schedule of investments
Delaware VIP® Trust — Delaware VIP Investment Grade Series
Summary of abbreviations: (continued) |
SOFR – Secured Overnight Financing Rate |
Summary of abbreviations: (continued) |
USD – US Dollar |
6 NQ-FL9 [9/22] 11/22 (2605040)