Schedule of investments
Delaware Covered Call Strategy Fund June 30, 2020 (Unaudited)
Number of shares | Value (US $) | ||
Common Stock – 104.66% ✧ | |||
Communication Services - 8.76% | |||
Alphabet Class A † ∞ | 4,600 | $ | 6,523,030 |
AT&T ∞ | 61,300 | 1,853,099 | |
Facebook Class A † ∞ | 30,100 | 6,834,807 | |
15,210,936 | |||
Consumer Discretionary - 10.41% | |||
Home Depot ∞ | 43,800 | 10,972,338 | |
TJX ∞ | 63,700 | 3,220,672 | |
Whirlpool ∞ | 30,000 | 3,885,900 | |
18,078,910 | |||
Consumer Staples - 12.29% | |||
Constellation Brands Class A ∞ | 26,000 | 4,548,700 | |
Costco Wholesale ∞ | 25,700 | 7,792,497 | |
Mondelez International Class A ∞ | 110,800 | 5,665,204 | |
Sysco ∞ | 60,900 | 3,328,794 | |
21,335,195 | |||
Energy - 3.49% | |||
Chevron ∞ | 68,000 | 6,067,640 | |
6,067,640 | |||
Financials - 7.76% | |||
BlackRock ∞ | 13,600 | 7,399,624 | |
Blackstone Group Class A ∞ | 107,400 | 6,085,284 | |
13,484,908 | |||
Healthcare - 11.65% | |||
Bristol-Myers Squibb ∞ | 97,700 | 5,744,760 | |
Medtronic ∞ | 67,300 | 6,171,410 | |
Merck & Co. ∞ | 74,000 | 5,722,420 | |
Stryker ∞ | 14,400 | 2,594,736 | |
20,233,326 | |||
Industrials - 12.40% | |||
Boeing ∞ | 32,200 | 5,902,260 | |
Caterpillar ∞ | 30,900 | 3,908,850 | |
Lockheed Martin ∞ | 14,700 | 5,364,324 | |
Raytheon Technologies ∞ | 52,800 | 3,253,536 | |
United Parcel Service Class B ∞ | 27,900 | 3,101,922 | |
21,530,892 | |||
Information Technology - 36.30% | |||
Apple ∞ | 40,200 | 14,664,960 | |
Broadcom ∞ | 26,200 | 8,268,982 | |
Corning ∞ | 146,100 | 3,783,990 | |
Mastercard Class A ∞ | 27,700 | 8,190,890 | |
Microsoft ∞ | 64,000 | 13,024,640 |
NQ-QCV [6/20] 8/20 (1294204) 1
Schedule of investments
Delaware Covered Call Strategy Fund (Unaudited)
Number of shares | Value (US $) | ||||
Common Stock ✧ (continued) | |||||
Information Technology (continued) | |||||
Oracle ∞ | 81,000 | $ | 4,476,870 | ||
Texas Instruments ∞ | 51,800 | 6,577,046 | |||
Visa Class A ∞ | 21,000 | 4,056,570 | |||
63,043,948 | |||||
Materials - 1.60% | |||||
Nucor ∞ | 67,100 | 2,778,611 | |||
2,778,611 | |||||
Total Common Stock (cost $149,486,205) | 181,764,366 | ||||
Short-Term Investments – 1.99% | |||||
Money Market Mutual Funds - 1.99% | |||||
BlackRock FedFund – Institutional Shares (seven-day | |||||
effective yield 0.10%) | 690,703 | 690,703 | |||
Fidelity Investments Money Market Government | |||||
Portfolio – Class I (seven-day effective yield 0.06%) | 690,704 | 690,704 | |||
GS Financial Square Government Fund – Institutional | |||||
Shares (seven-day effective yield 0.15%) | 690,704 | 690,704 | |||
Morgan Stanley Government Portfolio – Institutional Share | |||||
Class (seven-day effective yield 0.03%) | 690,704 | 690,704 | |||
State Street Institutional US Government Money Market | |||||
Fund – Investor Class (seven-day effective yield 0.04%) | 690,704 | 690,704 | |||
Total Short-Term Investments (cost $3,453,519) | 3,453,519 | ||||
Total Value of Securities Before Options Written – 106.65% | |||||
(cost $152,939,724) | 185,217,885 | ||||
Number of contracts | |||||
Options Written – (6.43%) | |||||
Equity Call Options - (6.43%) | |||||
Alphabet strike price $1,375, expiration date 1/15/21, | |||||
notional amount ($2,887,500) | (21 | ) | (320,460) | ||
Alphabet strike price $1,500, expiration date 9/18/20, | |||||
notional amount ($3,750,000) | (25 | ) | (115,875) | ||
Apple strike price $340, expiration date 7/17/20, notional | |||||
amount ($13,668,000) | (402 | ) | (1,071,329) | ||
AT&T strike price $34, expiration date 1/15/21, notional | |||||
amount ($2,084,200) | (613 | ) | (51,492) | ||
BlackRock strike price $560, expiration date 7/24/20, | |||||
notional amount ($2,688,000) | (48 | ) | (48,480) | ||
BlackRock strike price $580, expiration date 9/18/20, | |||||
notional amount ($5,104,000) | (88 | ) | (146,960) | ||
Blackstone Group strike price $60, expiration date | |||||
1/15/21, notional amount ($4,428,000) | (738 | ) | (341,325) |
2 NQ-QCV [6/20] 8/20 (1294204)
(Unaudited)
Number of contracts | Value (US $) | ||||
Options Written (continued) | |||||
Equity Call Options (continued) | |||||
Blackstone Group strike price $60, expiration date | |||||
9/18/20, notional amount ($2,016,000) | (336) | $ | (86,520) | ||
Boeing strike price $200, expiration date 10/16/20, | |||||
notional amount ($2,480,000) | (124) | (263,500) | |||
Boeing strike price $250, expiration date 10/16/20, | |||||
notional amount ($4,950,000) | (198) | (186,615) | |||
Bristol-Myers Squibb strike price $60, expiration date | |||||
9/18/20, notional amount ($1,740,000) | (290) | (81,780) | |||
Bristol-Myers Squibb strike price $65, expiration date | |||||
9/18/20, notional amount ($4,465,500) | (687) | (67,670) | |||
Broadcom strike price $300, expiration date 1/15/21, | |||||
notional amount ($7,860,000) | (262) | (1,078,130) | |||
Caterpillar strike price $115, expiration date 8/21/20, | |||||
notional amount ($3,553,500) | (309) | (439,552) | |||
Chevron strike price $90, expiration date 9/18/20, notional | |||||
amount ($6,120,000) | (680) | (409,700) | |||
Constellation Brands strike price $180, expiration date | |||||
10/16/20, notional amount ($1,026,000) | (57) | (69,540) | |||
Constellation Brands strike price $200, expiration date | |||||
10/16/20, notional amount ($4,060,000) | (203) | (84,753) | |||
Corning strike price $29, expiration date 11/20/20, notional | |||||
amount ($4,236,900) | (1,461) | (200,888) | |||
Costco Wholesale strike price $320, expiration date | |||||
7/17/20, notional amount ($8,224,000) | (257) | (16,576) | |||
Facebook strike price $240, expiration date 1/15/21, | |||||
notional amount ($7,224,000) | (301) | (613,288) | |||
Home Depot strike price $260, expiration date 11/20/20, | |||||
notional amount ($11,388,000) | (438) | (650,430) | |||
Lockheed Martin strike price $420, expiration date | |||||
1/15/21, notional amount ($6,174,000) | (147) | (177,870) | |||
Mastercard strike price $310, expiration date 1/15/21, | |||||
notional amount ($8,587,000) | (277) | (637,792) | |||
Medtronic strike price $110, expiration date 1/15/21, | |||||
notional amount ($7,403,000) | (673) | (130,898) | |||
Merck & Co. strike price $85, expiration date 10/16/20, | |||||
notional amount ($6,290,000) | (740) | (106,930) | |||
Microsoft strike price $192.50, expiration date 7/24/20, | �� | ||||
notional amount ($6,179,250) | (321) | (418,103) | |||
Microsoft strike price $210, expiration date 9/18/20, | |||||
notional amount ($6,699,000) | (319) | (269,555) | |||
Mondelez International strike price $55, expiration date | |||||
9/18/20, notional amount ($6,094,000) | (1,108) | (87,532) | |||
Nucor strike price $40, expiration date 10/16/20, notional | |||||
amount ($2,684,000) | (671) | (306,983) |
NQ-QCV [6/20] 8/20 (1294204) 3
Schedule of investments
Delaware Covered Call Strategy Fund (Unaudited)
Number of contracts | Value (US $) | ||||||
Options Written (continued) | |||||||
Equity Call Options (continued) | |||||||
Oracle strike price $55, expiration date 9/18/20, notional | |||||||
amount ($4,455,000) | (810 | ) | $ | (257,175 | ) | ||
Raytheon Technologies strike price $70, expiration date | |||||||
8/21/20, notional amount ($3,696,000) | (528 | ) | (73,920 | ) | |||
Stryker strike price $185, expiration date 1/15/21, notional | |||||||
amount ($2,664,000) | (144 | ) | (246,240 | ) | |||
Sysco strike price $60, expiration date 11/20/20, notional | |||||||
amount ($3,654,000) | (609 | ) | (277,095 | ) | |||
Texas Instruments strike price $120, expiration date | |||||||
9/18/20, notional amount ($6,216,000) | (518 | ) | (616,420 | ) | |||
TJX strike price $60, expiration date 7/17/20, notional | |||||||
amount ($3,822,000) | (637 | ) | (6,370 | ) | |||
United Parcel Service strike price $100, expiration date | |||||||
7/17/20, notional amount ($2,790,000) | (279 | ) | (329,918 | ) | |||
Visa strike price $185, expiration date 1/15/21, notional | |||||||
amount ($3,885,000) | (210 | ) | (466,725 | ) | |||
Whirlpool strike price $135, expiration date 1/15/21, | |||||||
notional amount ($4,050,000) | (300 | ) | (407,250 | ) | |||
Total Options Written | |||||||
(premium received $8,538,974) | (11,161,639 | ) | |||||
Liabilities Net of Receivables and Other Assets – (0.22%) | (378,173 | ) | |||||
Net Assets Applicable to 16,644,199 Shares Outstanding – 100.00% | $ | 173,678,073 | |||||
✧ | Narrow industries are utilized for compliance purposes for diversification whereas broad sectors are | ||||||
used for financial reporting. | |||||||
† | Non-income producing security. | ||||||
∞ All or portion of the security has been pledged as collateral with outstanding options written. | |||||||
GS – Goldman Sachs |
4 NQ-QCV [6/20] 8/20 (1294204)