Schedule of investments
Delaware Premium Income Fund June 30, 2020 (Unaudited)
Number of shares | Value (US $) | ||
Common Stock – 118.81% | |||
Communication Services - 9.00% | |||
Comcast Class A ~ | 64,600 | $ | 2,518,108 |
Verizon Communications ~ | 50,600 | 2,789,578 | |
ViacomCBS Class B ~ | 61,200 | 1,427,184 | |
6,734,870 | |||
Consumer Discretionary - 10.59% | |||
Home Depot ~ | 10,500 | 2,630,355 | |
TJX ~ | 35,300 | 1,784,768 | |
Whirlpool ~ | 27,100 | 3,510,263 | |
7,925,386 | |||
Consumer Staples - 11.15% | |||
Constellation Brands Class A ~ | 14,400 | 2,519,280 | |
Kellogg ~ | 17,100 | 1,129,626 | |
Mondelez International Class A ~ | 29,200 | 1,492,996 | |
Philip Morris International ~ | 45,700 | 3,201,742 | |
8,343,644 | |||
Energy - 7.18% | |||
Chevron ~ | 28,200 | 2,516,286 | |
ConocoPhillips ~ | 40,600 | 1,706,012 | |
Halliburton ~ | 88,800 | 1,152,624 | |
5,374,922 | |||
Financials - 13.59% | |||
American Express ~ | 9,300 | 885,360 | |
Bank of America ~ | 97,200 | 2,308,500 | |
BlackRock ~ | 6,500 | 3,536,585 | |
Discover Financial Services ~ | 16,000 | 801,440 | |
JPMorgan Chase & Co. ~ | 8,600 | 808,916 | |
Travelers ~ | 16,000 | 1,824,800 | |
10,165,601 | |||
Healthcare - 13.28% | |||
Amgen ~ | 19,100 | 4,504,926 | |
Bristol-Myers Squibb ~ | 30,600 | 1,799,280 | |
Merck & Co. ~ | 19,900 | 1,538,867 | |
Pfizer ~ | 63,900 | 2,089,530 | |
9,932,603 | |||
Industrials - 16.45% | |||
Boeing ~ | 7,500 | 1,374,750 | |
CSX ~ | 30,200 | 2,106,148 | |
Honeywell International ~ | 8,600 | 1,243,474 | |
Lockheed Martin ~ | 8,700 | 3,174,804 | |
Raytheon Technologies ~ | 15,000 | 924,300 |
NQ-QMV [6/20] 8/20 (1294259) 1
Schedule of investments
Delaware Premium Income Fund (Unaudited)
Number of shares | Value (US $) | ||
Common Stock (continued) | |||
Industrials (continued) | |||
United Parcel Service Class B ~ | 31,300 | $ | 3,479,934 |
12,303,410 | |||
Information Technology - 26.58% | |||
Apple ~ | 7,400 | 2,699,520 | |
Broadcom ~ | 13,900 | 4,386,979 | |
Cisco Systems ~ | 77,600 | 3,619,264 | |
Corning ~ | 94,100 | 2,437,190 | |
International Business Machines ~ | 7,400 | 893,698 | |
Microsoft ~ | 11,700 | 2,381,067 | |
Oracle ~ | 53,500 | 2,956,945 | |
Texas Instruments ~ | 4,000 | 507,880 | |
19,882,543 | |||
Materials - 8.18% | |||
Dow ~ | 31,700 | 1,292,092 | |
DuPont de Nemours ~ | 50,600 | 2,688,378 | |
Nucor ~ | 51,700 | 2,140,897 | |
6,121,367 | |||
Utilities - 2.81% | |||
Exelon ~ | 58,000 | 2,104,820 | |
2,104,820 | |||
Total Common Stock (cost $99,070,310) | 88,889,166 | ||
Short-Term Investments – 1.94% | |||
Money Market Mutual Fund - 1.94% | |||
BlackRock FedFund – Institutional Shares (seven-day | |||
effective yield 0.10%) | 290,816 | 290,816 | |
Fidelity Investments Money Market Government | |||
Portfolio – Class I (seven-day effective yield 0.06%) | 290,816 | 290,816 | |
GS Financial Square Government Fund – Institutional | |||
Shares (seven-day effective yield 0.15%) | 290,817 | 290,817 | |
Morgan Stanley Government Portfolio – Institutional Share | |||
Class (seven-day effective yield 0.03%) | 290,817 | 290,817 | |
State Street Institutional US Government Money Market | |||
Fund – Investor Class (seven-day effective yield 0.04%) | 290,817 | 290,817 | |
Total Short-Term Investments (cost $1,454,083) | 1,454,083 | ||
Total Value of Securities Before Options Written – 120.75% | |||
(cost $100,524,393) | 90,343,249 |
2 NQ-QMV [6/20] 8/20 (1294259)
(Unaudited) | |||||
Number of contracts | Value (US $) | ||||
Options Written – (20.54%) | |||||
Equity Call Options - (20.54%) | |||||
American Express strike price $110, expiration date | |||||
1/15/21, notional amount ($1,023,000) | (93) | $ | (49,755) | ||
Amgen strike price $190, expiration date 10/16/20, | |||||
notional amount ($3,629,000) | (191) | (925,872) | |||
Apple strike price $240, expiration date 1/15/21, notional | |||||
amount ($888,000) | (37) | (478,225) | |||
Apple strike price $250, expiration date 9/18/20, notional | |||||
amount ($925,000) | (37) | (430,680) | |||
Bank of America strike price $25, expiration date 1/15/21, | |||||
notional amount ($2,430,000) | (972) | (227,934) | |||
BlackRock strike price $460, expiration date 1/15/21, | |||||
notional amount ($966,000) | (21) | (218,505) | |||
BlackRock strike price $480, expiration date 6/18/21, | |||||
notional amount ($2,112,000) | (44) | (437,800) | |||
Boeing strike price $175, expiration date 1/15/21, notional | |||||
amount ($962,500) | (55) | (218,762) | |||
Boeing strike price $200, expiration date 1/15/21, notional | |||||
amount ($400,000) | (20) | (59,150) | |||
Bristol-Myers Squibb strike price $52.50, expiration date | |||||
1/15/21, notional amount ($1,606,500) | (306) | (266,985) | |||
Broadcom strike price $240, expiration date 1/15/21, | |||||
notional amount ($984,000) | (41) | (345,015) | |||
Broadcom strike price $270, expiration date 9/18/20, | |||||
notional amount ($2,646,000) | (98) | (515,970) | |||
Chevron strike price $100, expiration date 1/15/21, | |||||
notional amount ($270,000) | (27) | (14,310) | |||
Chevron strike price $77.50, expiration date 1/15/21, | |||||
notional amount ($1,976,250) | (255) | (430,950) | |||
Cisco Systems strike price $40, expiration date 1/15/21, | |||||
notional amount ($516,000) | (129) | (104,812) | |||
Cisco Systems strike price $42.50, expiration date | |||||
9/18/20, notional amount ($2,749,750) | (647) | (341,292) | |||
Comcast strike price $35, expiration date 1/15/21, notional | |||||
amount ($1,718,500) | (491) | (306,875) | |||
Comcast strike price $37.50, expiration date 1/15/21, | |||||
notional amount ($581,250) | (155) | (72,075) | |||
ConocoPhillips strike price $35, expiration date 1/15/21, | |||||
notional amount ($983,500) | (281) | (285,918) | |||
ConocoPhillips strike price $40, expiration date 1/15/21, | |||||
notional amount ($500,000) | (125) | (90,937) | |||
Constellation Brands strike price $155, expiration date | |||||
7/17/20, notional amount ($403,000) | (26) | (54,470) |
NQ-QMV [6/20] 8/20 (1294259) 3
Schedule of investments
Delaware Premium Income Fund (Unaudited)
Number of contracts | Value (US $) | ||||
Options Written (continued) | |||||
Equity Call Options (continued) | |||||
Constellation Brands strike price $165, expiration date | |||||
1/15/21, notional amount ($1,947,000) | (118) | $ | (298,540) | ||
Corning strike price $24, expiration date 2/19/21, notional | |||||
amount ($1,320,000) | (550) | (235,125) | |||
Corning strike price $25, expiration date 1/15/21, notional | |||||
amount ($977,500) | (391) | (133,918) | |||
CSX strike price $60, expiration date 1/15/21, notional | |||||
amount ($1,812,000) | (302) | (423,555) | |||
Discover Financial Services strike price $47.50, expiration | |||||
date 1/15/21, notional amount ($351,500) | (74) | (71,410) | |||
Discover Financial Services strike price $50, expiration | |||||
date 1/15/21, notional amount ($430,000) | (86) | (75,680) | |||
Dow strike price $32.50, expiration date 1/15/21, notional | |||||
amount ($666,250) | (205) | (210,125) | |||
Dow strike price $35, expiration date 1/15/21, notional | |||||
amount ($392,000) | (112) | (95,200) | |||
DuPont de Nemours strike price $52.50, expiration date | |||||
1/15/21, notional amount ($2,656,500) | (506) | (342,815) | |||
Exelon strike price $40, expiration date 1/15/21, notional | |||||
amount ($2,320,000) | (580) | (102,950) | |||
Halliburton strike price $10, expiration date 1/15/21, | |||||
notional amount ($888,000) | (888) | (368,520) | |||
Home Depot strike price $215, expiration date 4/16/21, | |||||
notional amount ($2,257,500) | (105) | (503,212) | |||
Honeywell International strike price $105, expiration date | |||||
1/15/21, notional amount ($388,500) | (37) | (158,545) | |||
Honeywell International strike price $125, expiration date | |||||
1/15/21, notional amount ($612,500) | (49) | (132,912) | |||
International Business Machines strike price $115, | |||||
expiration date 1/15/21, notional amount ($241,500) | (21) | (27,300) | |||
International Business Machines strike price $125, | |||||
expiration date 9/18/20, notional amount ($662,500) | (53) | (25,308) | |||
JPMorgan Chase & Co. strike price $100, expiration date | |||||
1/15/21, notional amount ($10,000) | (1) | (745) | |||
JPMorgan Chase & Co. strike price $105, expiration date | |||||
1/15/21, notional amount ($892,500) | (85) | (47,812) | |||
Kellogg strike price $57.50, expiration date 1/15/21, | |||||
notional amount ($983,250) | (171) | (175,275) | |||
Lockheed Martin strike price $365, expiration date | |||||
1/15/21, notional amount ($3,175,500) | (87) | (289,710) | |||
Merck & Co. strike price $72.50, expiration date 1/15/21, | |||||
notional amount ($1,442,750) | (199) | (171,638) | |||
Microsoft strike price $140, expiration date 1/15/21, | |||||
notional amount ($700,000) | (50) | (325,875) |
4 NQ-QMV [6/20] 8/20 (1294259)
(Unaudited) | |||||
Number of contracts | Value (US $) | ||||
Options Written (continued) | |||||
Equity Call Options (continued) | |||||
Microsoft strike price $160, expiration date 6/18/21, | |||||
notional amount ($1,072,000) | (67 | ) | $ | (348,233) | |
Mondelez International strike price $45, expiration date | |||||
1/15/21, notional amount ($1,314,000) | (292 | ) | (227,030) | ||
Nucor strike price $35, expiration date 1/15/21, notional | |||||
amount ($1,809,500) | (517 | ) | (457,545) | ||
Oracle strike price $42.50, expiration date 9/18/20, | |||||
notional amount ($918,000) | (216 | ) | (281,340) | ||
Oracle strike price $47, expiration date 1/15/21, notional | |||||
amount ($1,499,300) | (319 | ) | (321,393) | ||
Pfizer strike price $30, expiration date 1/15/21, notional | |||||
amount ($318,000) | (106 | ) | (43,460) | ||
Pfizer strike price $33, expiration date 1/15/21, notional | |||||
amount ($732,600) | (222 | ) | (52,725) | ||
Pfizer strike price $35, expiration date 1/15/21, notional | |||||
amount ($1,088,500) | (311 | ) | (49,138) | ||
Philip Morris International strike price $72.50, expiration | |||||
date 1/15/21, notional amount ($3,313,250) | (457 | ) | (225,073) | ||
Raytheon Technologies strike price $65, expiration date | |||||
1/15/21, notional amount ($975,000) | (150 | ) | (94,125) | ||
Texas Instruments strike price $87.50, expiration date | |||||
1/15/21, notional amount ($350,000) | (40 | ) | (162,500) | ||
TJX strike price $42.50, expiration date 1/15/21, notional | |||||
amount ($114,750) | (27 | ) | (28,755) | ||
TJX strike price $50, expiration date 1/15/21, notional | |||||
amount ($570,000) | (114 | ) | (72,960) | ||
TJX strike price $55, expiration date 7/17/20, notional | |||||
amount ($1,166,000) | (212 | ) | (6,890) | ||
Travelers strike price $95, expiration date 1/15/21, notional | |||||
amount ($1,520,000) | (160 | ) | (370,400) | ||
United Parcel Service strike price $80, expiration date | |||||
1/15/21, notional amount ($2,504,000) | (313 | ) | (1,026,640) | ||
Verizon Communications strike price $52.50, expiration | |||||
date 1/15/21, notional amount ($2,656,500) | (506 | ) | (225,170) | ||
ViacomCBS strike price $20, expiration date 1/15/21, | |||||
notional amount ($1,224,000) | (612 | ) | (362,610) | ||
Whirlpool strike price $100, expiration date 1/15/21, | |||||
notional amount ($2,460,000) | (246 | ) | (870,840) | ||
Whirlpool strike price $125, expiration date 1/15/21, | |||||
notional amount ($312,500) | (25 | ) | (47,688) | ||
Total Options Written | |||||
(premium received $16,127,016) | (15,366,977) |
NQ-QMV [6/20] 8/20 (1294259) 5
Schedule of investments
Delaware Premium Income Fund (Unaudited)
Liabilities Net of Receivables and Other Assets – (0.21%) | $ | (156,397) | |
Net Assets Applicable to 8,259,665 Shares Outstanding – 100.00% | $ | 74,819,875 |
~ All or portion of the security has been pledged as collateral with outstanding options written.
GS – Goldman Sachs
6 NQ-QMV [6/20] 8/20 (1294259)