Schedule of investments
Delaware Premium Income Fund
June 30, 2021 (Unaudited)
Number of shares | Value (US $) | ||
Common Stock♦ — 119.89% | |||
Communication Services — 10.03% | |||
Alphabet Class A ~, † | 400 | $976,716 | |
Comcast Class A ~ | 43,100 | 2,457,562 | |
Facebook Class A ~, † | 4,400 | 1,529,924 | |
4,964,202 | |||
Consumer Discretionary — 12.21% | |||
Booking Holdings ~, † | 300 | 656,427 | |
Home Depot ~ | 7,200 | 2,296,008 | |
TJX ~ | 16,800 | 1,132,656 | |
Whirlpool ~ | 9,000 | 1,962,180 | |
6,047,271 | |||
Consumer Staples — 7.65% | |||
Constellation Brands Class A ~ | 9,400 | 2,198,566 | |
Mondelez International Class A ~ | 22,700 | 1,417,388 | |
PepsiCo ~ | 900 | 133,353 | |
Philip Morris International ~ | 400 | 39,644 | |
3,788,951 | |||
Energy — 9.60% | |||
Chevron ~ | 21,800 | 2,283,332 | |
ConocoPhillips ~ | 40,600 | 2,472,540 | |
4,755,872 | |||
Financials — 14.26% | |||
American Express ~ | 9,300 | 1,536,639 | |
Bank of America ~ | 44,200 | 1,822,366 | |
BlackRock ~ | 2,700 | 2,362,419 | |
JPMorgan Chase & Co. ~ | 8,600 | 1,337,644 | |
7,059,068 | |||
Healthcare — 13.92% | |||
Amgen ~ | 3,200 | 780,000 | |
Bristol-Myers Squibb ~ | 24,800 | 1,657,136 | |
Merck & Co. ~ | 19,900 | 1,547,623 | |
Organon & Co. ~, † | 1,990 | 60,217 | |
Pfizer ~ | 53,300 | 2,087,228 | |
UnitedHealth Group | 1,900 | 760,836 | |
6,893,040 | |||
Industrials — 17.00% | |||
Boeing ~, † | 7,500 | 1,796,700 | |
CSX ~ | 74,100 | 2,377,128 | |
Lockheed Martin ~ | 6,400 | 2,421,440 | |
Raytheon Technologies ~ | 9,800 | 836,038 | |
United Rentals ~, † | 3,100 | 988,931 | |
8,420,237 |
Number of shares | Value (US $) | ||
Common Stock (continued) | |||
Information Technology — 32.51% | |||
Apple ~ | 14,800 | $2,027,008 | |
Broadcom ~ | 10,400 | 4,959,136 | |
Cisco Systems ~ | 44,300 | 2,347,900 | |
Corning ~ | 71,100 | 2,907,990 | |
First Solar ~, † | 10,200 | 923,202 | |
Microsoft ~ | 8,000 | 2,167,200 | |
Texas Instruments ~ | 4,000 | 769,200 | |
16,101,636 | |||
Utilities — 2.71% | |||
Exelon ~ | 30,300 | 1,342,593 | |
1,342,593 | |||
Total Common Stock♦ (cost $47,284,694) | 59,372,870 | ||
Short-Term Investments — 1.99% | |||
Money Market Mutual Funds — 1.99% | |||
BlackRock FedFund – Institutional Shares (seven-day effective yield 0.03%) | 245,837 | 245,837 | |
Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 0.01%) | 245,837 | 245,837 | |
GS Financial Square Government Fund – Institutional Shares (seven-day effective yield 0.02%) | 245,837 | 245,837 | |
Morgan Stanley Government Portfolio – Institutional Share Class (seven-day effective yield 0.00%) | 245,838 | 245,838 | |
Total Short-Term Investments (cost $983,349) | 983,349 | ||
Total Value of Securities Before Options Written—121.88% (cost $48,268,043) | 60,356,219 |
NQ-QMV [6/21] 8/21 (1751128) 1
Schedule of investments
Delaware Premium Income Fund (Unaudited)
Number of contracts | Value (US $) | ||
Options Written — (22.27%) | |||
Equity Call Options — (22.27%) | |||
Alphabet strike price $2,120, expiration date 3/18/22, notional amount $(848,000) | (4) | $(167,400) | |
American Express strike price $140, expiration date 6/17/22, notional amount $(1,302,000) | (93) | (297,600) | |
Amgen strike price $220, expiration date 1/21/22, notional amount $(704,000) | (32) | (92,560) | |
Apple strike price $110, expiration date 1/21/22, notional amount $(1,628,000) | (148) | (425,500) | |
Bank of America strike price $32, expiration date 1/21/22, notional amount $(1,414,400) | (442) | (429,845) | |
BlackRock strike price $600, expiration date 1/21/22, notional amount $(180,000) | (3) | (83,475) | |
BlackRock strike price $720, expiration date 6/17/22, notional amount $(1,728,000) | (24) | (410,040) | |
Boeing strike price $190, expiration date 1/21/22, notional amount $(1,425,000) | (75) | (428,062) | |
Booking Holdings strike price $1,930, expiration date 1/21/22, notional amount $(579,000) | (3) | (106,470) | |
Bristol-Myers Squibb strike price $57.50, expiration date 6/17/22, notional amount $(1,426,000) | (248) | (260,400) |
Number of contracts | Value (US $) | ||
Options Written (continued) | |||
Equity Call Options (continued) | |||
Broadcom strike price $380, expiration date 1/21/22, notional amount $(2,470,000) | (65) | $(670,800) | |
Broadcom strike price $400, expiration date 6/17/22, notional amount $(1,560,000) | (39) | (370,695) | |
Chevron strike price $95, expiration date 1/21/22, notional amount $(2,071,000) | (218) | (277,950) | |
Cisco Systems strike price $40, expiration date 1/21/22, notional amount $(204,000) | (51) | (65,663) | |
Cisco Systems strike price $44, expiration date 10/15/21, notional amount $(1,724,800) | (392) | (357,700) | |
Comcast strike price $42.50, expiration date 10/15/21, notional amount $(658,750) | (155) | (224,362) | |
Comcast strike price $47.50, expiration date 1/21/22, notional amount $(1,311,000) | (276) | (271,170) | |
ConocoPhillips strike price $45, expiration date 1/21/22, notional amount $(1,264,500) | (281) | (461,542) | |
ConocoPhillips strike price $48, expiration date 11/19/21, notional amount $(600,000) | (125) | (169,063) | |
Constellation Brands strike price $180, expiration date 1/21/22, notional amount $(1,692,000) | (94) | (528,750) |
2 NQ-QMV [6/21] 8/21 (1751128)
(Unaudited)
Number of contracts | Value (US $) | ||
Options Written (continued) | |||
Equity Call Options (continued) | |||
Corning strike price $37, expiration date 1/21/22, notional amount $(595,700) | (161) | $(89,355) | |
Corning strike price $39, expiration date 11/19/21, notional amount $(2,145,000) | (550) | (210,375) | |
CSX strike price $26.67, expiration date 1/21/22, notional amount $(1,976,247) | (741) | (418,665) | |
Exelon strike price $38, expiration date 1/21/22, notional amount $(1,151,400) | (303) | (206,040) | |
Facebook strike price $290, expiration date 1/21/22, notional amount $(870,000) | (30) | (208,575) | |
Facebook strike price $300, expiration date 3/18/22, notional amount $(420,000) | (14) | (92,505) | |
First Solar strike price $72.50, expiration date 1/21/22, notional amount $(739,500) | (102) | (227,715) | |
Home Depot strike price $290, expiration date 6/17/22, notional amount $(2,088,000) | (72) | (306,000) | |
JPMorgan Chase & Co. strike price $100, expiration date 9/17/21, notional amount $(10,000) | (1) | (5,528) | |
JPMorgan Chase & Co. strike price $140, expiration date 1/21/22, notional amount $(1,190,000) | (85) | (164,475) |
Number of contracts | Value (US $) | ||
Options Written (continued) | |||
Equity Call Options (continued) | |||
Lockheed Martin strike price $300, expiration date 1/21/22, notional amount $(1,920,000) | (64) | $(514,240) | |
Merck & Co. strike price $65, expiration date 6/17/22, notional amount $(1,293,500) | (199) | (271,635) | |
Microsoft strike price $185, expiration date 9/17/21, notional amount $(555,000) | (30) | (258,525) | |
Microsoft strike price $190, expiration date 1/21/22, notional amount $(950,000) | (50) | (413,375) | |
Mondelez International strike price $50, expiration date 1/21/22, notional amount $(1,135,000) | (227) | (287,155) | |
PepsiCo strike price $115, expiration date 1/21/22, notional amount $(103,500) | (9) | (30,375) | |
Pfizer strike price $37, expiration date 9/16/22, notional amount $(1,972,100) | (533) | (209,202) | |
Philip Morris International strike price $80, expiration date 1/21/22, notional amount $(32,000) | (4) | (7,960) | |
Raytheon Technologies strike price $65, expiration date 1/21/22, notional amount $(637,000) | (98) | (200,900) | |
Texas Instruments strike price $160, expiration date 1/21/22, notional amount $(640,000) | (40) | (142,200) |
NQ-QMV [6/21] 8/21 (1751128) 3
Schedule of investments
Delaware Premium Income Fund (Unaudited)
Number of contracts | Value (US $) | ||
Options Written (continued) | |||
Equity Call Options (continued) | |||
TJX strike price $60, expiration date 1/21/22, notional amount $(1,008,000) | (168) | $(160,860) | |
United Rentals strike price $280, expiration date 9/17/21, notional amount $(868,000) | (31) | (146,630) | |
UnitedHealth Group strike price $360, expiration date 1/21/22, notional amount $(684,000) | (19) | (99,370) | |
Whirlpool strike price $200, expiration date 1/21/22, notional amount $(1,800,000) | (90) | (257,400) | |
Total Options Written (premium received $10,796,724) | $(11,028,107) | ||
Receivables and Other Assets Net of Liabilities—0.39% | 193,852 | ||
Net Assets Applicable to 4,778,000 Shares Outstanding—100.00% | $49,521,964 |
♦ | Narrow industries are utilized for compliance purposes for diversification 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. |
Summary of abbreviations: |
GS – Goldman Sachs |
4 NQ-QMV [6/21] 8/21 (1751128)