Schedule of investments
Delaware Strategic Income II Fund
June 30, 2021 (Unaudited)
Principal amount° | Value (US $) | ||
Agency Collateralized Mortgage Obligations — 16.22% | |||
Fannie Mae Connecticut Avenue Securities Series 2018-C05 1M2 2.442% (LIBOR01M + 2.35%, Floor 2.35%) 1/25/31 • | 1,046,370 | $1,058,912 | |
Freddie Mac Structured Agency Credit Risk Debt Notes Series 2018-HQA1 M2 2.392% (LIBOR01M + 2.30%) 9/25/30 • | 1,048,224 | 1,063,304 | |
Freddie Mac Structured Agency Credit Risk REMIC Trust | |||
Series 2019-HQA4 M2 144A 2.142% (LIBOR01M + 2.05%) 11/25/49 #, • | 682,162 | 684,545 | |
Series 2020-DNA2 M2 144A 1.942% (LIBOR01M + 1.85%, Floor 1.85%) 2/25/50 #, • | 2,000,000 | 2,016,281 | |
Series 2020-HQA2 M2 144A 3.192% (LIBOR01M + 3.10%) 3/25/50 #, • | 2,500,000 | 2,539,058 | |
Series 2021-DNA1 M2 144A 1.818% (SOFR + 1.80%) 1/25/51 #, • | 1,000,000 | 1,005,207 | |
Series 2021-DNA3 M2 144A 2.118% (SOFR + 2.10%) 10/25/33 #, • | 850,000 | 868,196 | |
Series 2021-HQA1 M2 144A 2.268% (SOFR + 2.25%) 8/25/33 #, • | 1,500,000 | 1,519,714 | |
Series 2021-HQA2 M2 144A 2.067% (SOFR + 2.05%) 12/25/33 #, =, • | 2,000,000 | 2,006,229 | |
Total Agency Collateralized Mortgage Obligations (cost $12,639,545) | 12,761,446 | ||
Principal amount° | Value (US $) | ||
Agency Commercial Mortgage-Backed Securities — 2.26% | |||
FREMF Mortgage Trust | |||
Series 2017-K66 B 144A 4.173% 7/25/27 #, • | 325,000 | $361,810 | |
Series 2017-K71 B 144A 3.881% 11/25/50 #, • | 325,000 | 357,782 | |
Series 2018-K72 B 144A 4.117% 12/25/50 #, • | 325,000 | 362,611 | |
Series 2018-K86 C 144A 4.436% 11/25/51 #, • | 630,000 | 694,611 | |
Total Agency Commercial Mortgage-Backed Securities (cost $1,771,194) | 1,776,814 | ||
Agency Mortgage-Backed Securities — 0.96% | |||
Fannie Mae S.F. 15 yr 2.50% 8/1/35 | 293,501 | 306,255 | |
Fannie Mae S.F. 20 yr 2.50% 1/1/41 | 204,222 | 211,900 | |
Freddie Mac S.F. 20 yr 2.00% 4/1/41 | 228,979 | 233,760 | |
Total Agency Mortgage-Backed Securities (cost $755,472) | 751,915 | ||
Convertible Bond — 1.13% | |||
Cheniere Energy 4.25% exercise price $138.38, maturity date 3/15/45 | 1,046,000 | 891,409 | |
Total Convertible Bond (cost $815,344) | 891,409 | ||
Corporate Bonds — 46.72% | |||
Banking — 3.56% | |||
Banco GNB Sudameris 144A 7.50% 4/16/31 #, μ | 425,000 | 432,799 | |
Banco Mercantil del Norte 144A 8.375% 10/14/30 #, μ, ψ | 300,000 | 363,510 | |
BBVA Bancomer 144A 6.75% 9/30/22 # | 412,000 | 438,294 | |
JPMorgan Chase & Co. 2.58% 4/22/32 μ | 40,000 | 41,081 | |
Natwest Group 8.625% 8/15/21 μ, ψ | 1,150,000 | 1,160,977 | |
SVB Financial Group 4.10% 2/15/31 μ, ψ | 120,000 | 121,799 | |
Truist Financial 4.95% 9/1/25 μ, ψ | 120,000 | 132,120 |
NQ-QSV [6/21] 8/21 (1751139) 1
Schedule of investments
Delaware Strategic Income II Fund (Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Banking (continued) | |||
Wells Fargo & Co. 3.90% 3/15/26 μ, ψ | 105,000 | $108,772 | |
2,799,352 | |||
Basic Industry — 5.52% | |||
AngloGold Ashanti Holdings 3.75% 10/1/30 | 500,000 | 517,890 | |
CSN Inova Ventures 144A 6.75% 1/28/28 # | 420,000 | 465,045 | |
First Quantum Minerals | |||
144A 6.875% 10/15/27 # | 800,000 | 872,760 | |
144A 7.50% 4/1/25 # | 200,000 | 208,027 | |
Gold Fields Orogen Holdings BVI 144A 6.125% 5/15/29 # | 345,000 | 410,136 | |
Methanex 5.25% 12/15/29 | 665,000 | 717,369 | |
Metinvest 144A 7.65% 10/1/27 # | 460,000 | 511,681 | |
PowerTeam Services 144A 9.033% 12/4/25 # | 170,000 | 187,212 | |
Sasol Financing USA 4.375% 9/18/26 | 435,000 | 450,771 | |
4,340,891 | |||
Brokerage — 1.90% | |||
Charles Schwab 4.00% 6/1/26 μ, ψ | 60,000 | 62,700 | |
Jefferies Group 6.50% 1/20/43 | 1,035,000 | 1,432,988 | |
1,495,688 | |||
Capital Goods — 1.68% | |||
Spirit AeroSystems 144A 5.50% 1/15/25 # | 450,000 | 479,497 | |
Standard Industries | |||
144A 3.375% 1/15/31 # | 94,000 | 90,105 | |
144A 5.00% 2/15/27 # | 19,000 | 19,701 | |
TransDigm 144A 6.25% 3/15/26 # | 165,000 | 174,281 | |
Turkiye Sise ve Cam Fabrikalari 144A 6.95% 3/14/26 # | 500,000 | 557,200 | |
1,320,784 |
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Communications — 6.27% | |||
Altice Financing 144A 5.00% 1/15/28 # | 635,000 | $624,195 | |
Altice France Holding 144A 6.00% 2/15/28 # | 515,000 | 513,548 | |
ATP Tower Holdings 144A 4.05% 4/27/26 # | 425,000 | 438,132 | |
B2W Digital 144A 4.375% 12/20/30 # | 405,000 | 406,371 | |
Clear Channel Outdoor Holdings 144A 7.75% 4/15/28 # | 130,000 | 136,345 | |
LCPR Senior Secured Financing DAC 144A 6.75% 10/15/27 # | 340,000 | 367,351 | |
Sprint 7.875% 9/15/23 | 570,000 | 648,276 | |
Terrier Media Buyer 144A 8.875% 12/15/27 # | 290,000 | 314,306 | |
Time Warner Cable 7.30% 7/1/38 | 480,000 | 701,890 | |
Turkcell Iletisim Hizmetleri 144A 5.80% 4/11/28 # | 545,000 | 582,206 | |
Vmed O2 UK Financing I 144A 4.25% 1/31/31 # | 200,000 | 196,755 | |
4,929,375 | |||
Consumer Cyclical — 4.77% | |||
Carnival | |||
144A 5.75% 3/1/27 # | 230,000 | 241,212 | |
144A 7.625% 3/1/26 # | 267,000 | 290,362 | |
Ford Motor Credit 4.542% 8/1/26 | 200,000 | 218,070 | |
General Motors Financial 5.70% 9/30/30 μ, ψ | 55,000 | 61,737 | |
HTA Group 144A 7.00% 12/18/25 # | 540,000 | 576,661 | |
Jaguar Land Rover Automotive 144A 5.875% 1/15/28 # | 455,000 | 480,305 | |
L Brands 144A 9.375% 7/1/25 # | 330,000 | 427,411 | |
MGM Resorts International 4.75% 10/15/28 | 100,000 | 106,450 | |
Royal Caribbean Cruises 144A 5.50% 4/1/28 # | 85,000 | 89,127 |
2 NQ-QSV [6/21] 8/21 (1751139)
(Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Consumer Cyclical (continued) | |||
Schaeffler 2.875% 3/26/27 | EUR | 230,000 | $293,350 |
Scientific Games International 144A 8.25% 3/15/26 # | 480,000 | 515,390 | |
Six Flags Entertainment 144A 4.875% 7/31/24 # | 95,000 | 96,069 | |
Yuzhou Group Holdings 7.70% 2/20/25 | 415,000 | 356,393 | |
3,752,537 | |||
Consumer Non-Cyclical — 3.78% | |||
Auna 144A 6.50% 11/20/25 # | 430,000 | 445,538 | |
Bausch Health | |||
144A 5.50% 11/1/25 # | 120,000 | 123,270 | |
144A 6.25% 2/15/29 # | 134,000 | 132,700 | |
MHP 144A 7.75% 5/10/24 # | 390,000 | 424,581 | |
Ortho-Clinical Diagnostics 144A 7.25% 2/1/28 # | 357,000 | 390,647 | |
Pilgrim's Pride 144A 5.875% 9/30/27 # | 86,000 | 91,702 | |
Rede D'or Finance 144A 4.50% 1/22/30 # | 440,000 | 452,265 | |
Tenet Healthcare | |||
144A 4.25% 6/1/29 # | 180,000 | 182,475 | |
144A 6.125% 10/1/28 # | 105,000 | 112,191 | |
6.875% 11/15/31 | 270,000 | 307,849 | |
Ulker Biskuvi Sanayi 144A 6.95% 10/30/25 # | 290,000 | 315,018 | |
2,978,236 | |||
Energy — 7.33% | |||
CNX Resources 144A 6.00% 1/15/29 # | 475,000 | 514,242 | |
Crestwood Midstream Partners 144A 6.00% 2/1/29 # | 296,000 | 310,430 | |
Electricite de France 3.00% 9/3/27 μ, ψ | EUR | 200,000 | 245,818 |
Energy Transfer 6.50% 11/15/26 μ, ψ | 60,000 | 61,320 |
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Energy (continued) | |||
Geopark 144A 5.50% 1/17/27 # | 385,000 | $389,335 | |
Lukoil Securities 144A 3.875% 5/6/30 # | 620,000 | 656,214 | |
Murphy Oil | |||
5.875% 12/1/27 | 245,000 | 256,056 | |
6.375% 7/15/28 | 175,000 | 184,748 | |
NuStar Logistics 6.375% 10/1/30 | 90,000 | 99,688 | |
PDC Energy 5.75% 5/15/26 | 310,000 | 324,238 | |
Petroleos Mexicanos 5.95% 1/28/31 | 480,000 | 466,920 | |
Southwestern Energy 7.75% 10/1/27 | 445,000 | 483,379 | |
TechnipFMC 144A 6.50% 2/1/26 # | 840,000 | 907,223 | |
Tullow Oil 144A 10.25% 5/15/26 # | 415,000 | 436,578 | |
UEP Penonome II 144A 6.50% 10/1/38 # | 423,967 | 434,308 | |
5,770,497 | |||
Finance Companies — 0.75% | |||
Aviation Capital Group 144A 5.50% 12/15/24 # | 525,000 | 593,896 | |
593,896 | |||
Insurance — 1.52% | |||
Brighthouse Financial 4.70% 6/22/47 | 250,000 | 278,141 | |
HUB International 144A 7.00% 5/1/26 # | 334,000 | 347,216 | |
MetLife 3.85% 9/15/25 μ, ψ | 130,000 | 136,988 | |
USI 144A 6.875% 5/1/25 # | 425,000 | 431,594 | |
1,193,939 | |||
Real Estate — 1.18% | |||
Aroundtown 2.00% 11/2/26 | EUR | 400,000 | 510,169 |
Iron Mountain 144A 5.25% 7/15/30 # | 395,000 | 418,667 | |
928,836 | |||
Technology — 0.26% | |||
Broadcom 144A 3.469% 4/15/34 # | 195,000 | 206,462 | |
206,462 |
NQ-QSV [6/21] 8/21 (1751139) 3
Schedule of investments
Delaware Strategic Income II Fund (Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Transportation — 5.00% | |||
Abertis Infraestructuras Finance 3.248% 11/24/25 μ, ψ | EUR | 600,000 | $737,219 |
Aerovias de Mexico 144A 7.00% 2/5/25 #, ‡ | 625,000 | 497,606 | |
ASG Finance Designated Activity 144A 7.875% 12/3/24 # | 405,000 | 397,912 | |
DAE Funding 144A 3.375% 3/20/28 # | 470,000 | 481,945 | |
Delta Air Lines 7.375% 1/15/26 | 777,000 | 912,296 | |
Mileage Plus Holdings 144A 6.50% 6/20/27 # | 450,000 | 496,012 | |
Rutas 2 and 7 Finance 144A 2.932% 9/30/36 #, ^ | 475,000 | 345,171 | |
United Airlines | |||
144A 4.375% 4/15/26 # | 30,000 | 31,093 | |
144A 4.625% 4/15/29 # | 30,000 | 31,088 | |
3,930,342 | |||
Utilities — 3.20% | |||
Calpine | |||
144A 5.00% 2/1/31 # | 105,000 | 104,685 | |
144A 5.125% 3/15/28 # | 201,000 | 204,802 | |
144A 5.25% 6/1/26 # | 299,000 | 308,408 | |
Clean Renewable Power Mauritius 144A 4.25% 3/25/27 # | 430,000 | 438,611 | |
Electricite de France 2.875% 12/15/26 μ, ψ | EUR | 400,000 | 489,826 |
Oryx Funding 144A 5.80% 2/3/31 # | 460,000 | 486,809 | |
Pacific Gas and Electric 3.30% 8/1/40 | 68,000 | 61,555 | |
PG&E 5.25% 7/1/30 | 415,000 | 420,119 | |
2,514,815 | |||
Total Corporate Bonds (cost $35,120,856) | 36,755,650 | ||
Principal amount° | Value (US $) | ||
Non-Agency Asset-Backed Securities — 2.91% | |||
Diamond Infrastructure Funding Series 2021-1A A 144A 1.76% 4/15/49 # | 250,000 | $248,763 | |
Domino's Pizza Master Issuer Series 2021-1A A2I 144A 2.662% 4/25/51 # | 450,000 | 465,611 | |
Hardee's Funding Series 2020-1A A2 144A 3.981% 12/20/50 # | 1,492,500 | 1,579,393 | |
Total Non-Agency Asset-Backed Securities (cost $2,192,500) | 2,293,767 | ||
Non-Agency Collateralized Mortgage Obligations — 8.91% | |||
Connecticut Avenue Securities Trust | |||
Series 2019-R07 1M2 144A 2.192% (LIBOR01M + 2.10%) 10/25/39 #, • | 667,228 | 669,985 | |
Series 2020-R01 1M2 144A 2.142% (LIBOR01M + 2.05%, Floor 2.05%) 1/25/40 #, • | 1,176,090 | 1,180,922 | |
Sequoia Mortgage Trust | |||
Series 2014-1 B3 144A 3.929% 4/25/44 #, • | 916,149 | 951,416 | |
Series 2017-5 B2 144A 3.838% 8/25/47 #, • | 1,359,186 | 1,403,123 | |
Series 2017-6 B2 144A 3.767% 9/25/47 #, • | 1,359,608 | 1,400,499 | |
Series 2017-7 B2 144A 3.742% 10/25/47 #, • | 1,363,853 | 1,403,286 | |
Total Non-Agency Collateralized Mortgage Obligations (cost $7,035,987) | 7,009,231 | ||
4 NQ-QSV [6/21] 8/21 (1751139)
(Unaudited)
Principal amount° | Value (US $) | ||
Non-Agency Commercial Mortgage-Backed Securities — 1.37% | |||
DB-JPM Mortgage Trust Series 2016-C1 B 4.195% 5/10/49 • | 1,000,000 | $1,076,463 | |
Total Non-Agency Commercial Mortgage-Backed Securities (cost $1,077,344) | 1,076,463 | ||
Loan Agreements — 5.77% | |||
Acrisure Tranche B 3.604% (LIBOR01M + 3.50%) 2/15/27 • | 221,782 | 219,675 | |
Applied Systems 2nd Lien 6.25% (LIBOR03M + 5.50%) 9/19/25 • | 875,442 | 890,106 | |
AssuredPartners 3.604% (LIBOR01M + 3.50%) 2/12/27 • | 333,979 | 332,548 | |
BWay Holding 3.354% (LIBOR01M + 3.25%) 4/3/24 • | 206,240 | 201,655 | |
Connect US Finco 4.50% (LIBOR01M + 3.50%) 12/11/26 • | 207,375 | 207,850 | |
Frontier Communications Tranche B 4.50% (LIBOR01M + 3.75%) 5/1/28 • | 475,000 | 476,113 | |
Gentiva Health Services Tranche B-1 2.875% (LIBOR01M + 2.75%) 7/2/25 • | 220,275 | 220,069 | |
Global Medical Response 5.75% (LIBOR03M + 4.75%) 10/2/25 • | 149,250 | 150,089 | |
Grupo Aeromexico Sociedad Anonima Bursatil de Capital Variable | |||
9.00% (LIBOR03M + 8.00%) 12/31/21 =, • | 80,000 | 80,000 | |
13.456% (LIBOR03M + 12.50%) 8/19/22 • | 180,755 | 180,086 | |
Hamilton Projects Acquiror 5.75% (LIBOR03M + 4.75%) 6/17/27 • | 554,400 | 550,242 | |
Informatica 2nd Lien 7.125% 2/25/25 • | 77,000 | 78,925 |
Principal amount° | Value (US $) | ||
Loan Agreements (continued) | |||
Stars Group Holdings 3.647% (LIBOR03M + 3.50%) 7/10/25 • | 93,392 | $93,734 | |
Tecta America 2nd Lien 9.25% (LIBOR03M + 8.50%) 4/6/29 • | 240,000 | 240,000 | |
Terrier Media Buyer Tranche B 3.604% (LIBOR01M + 3.50%) 12/17/26 • | 37,432 | 37,302 | |
Ultimate Software Group 1st Lien 3.854% (LIBOR01M + 3.75%) 5/4/26 • | 310,294 | 310,832 | |
Verscend Holding Tranche B 4.104% (LIBOR01M + 4.00%) 8/27/25 • | 270,832 | 271,961 | |
Total Loan Agreements (cost $4,483,344) | 4,541,187 | ||
Sovereign Bonds — 7.77% | |||
Brazil — 0.43% | |||
Brazilian Government International Bond 4.75% 1/14/50 | 350,000 | 340,571 | |
340,571 | |||
Egypt — 1.21% | |||
Egypt Government International Bonds | |||
144A 5.75% 5/29/24 # | 517,000 | 551,639 | |
144A 7.60% 3/1/29 # | 364,000 | 400,892 | |
952,531 | |||
El Salvador — 0.68% | |||
El Salvador Government International Bond 144A 7.65% 6/15/35 # | 584,000 | 535,878 | |
535,878 | |||
Honduras — 0.61% | |||
Honduras Government International Bond 144A 5.625% 6/24/30 # | 456,000 | 479,484 | |
479,484 | |||
Indonesia — 0.22% | |||
Indonesia Treasury Bond 6.125% 5/15/28 | IDR | 2,527,000,000 | 174,537 |
174,537 |
NQ-QSV [6/21] 8/21 (1751139) 5
Schedule of investments
Delaware Strategic Income II Fund (Unaudited)
Principal amount° | Value (US $) | ||
Sovereign Bonds (continued) | |||
Ivory Coast — 0.77% | |||
Ivory Coast Government International Bond 144A 6.125% 6/15/33 # | 574,000 | $607,275 | |
607,275 | |||
Malaysia — 0.58% | |||
Malaysia Government Bond 3.955% 9/15/25 | MYR | 1,804,000 | 458,824 |
458,824 | |||
Mexico — 0.11% | |||
Mexican Bonos 8.50% 5/31/29 | MXN | 1,500,000 | 82,878 |
82,878 | |||
Mongolia — 0.87% | |||
Mongolia Government International Bond 144A 5.625% 5/1/23 # | 647,000 | 685,011 | |
685,011 | |||
Peru — 0.53% | |||
Peruvian Government International Bond 144A 5.35% 8/12/40 # | PEN | 1,794,000 | 413,589 |
413,589 | |||
Senegal — 0.73% | |||
Senegal Government International Bond 144A 6.75% 3/13/48 # | 564,000 | 571,169 | |
571,169 | |||
Uruguay — 0.17% | |||
Uruguay Government International Bond 8.50% 3/15/28 | UYU | 5,400,000 | 128,857 |
128,857 | |||
Uzbekistan — 0.86% | |||
Republic of Uzbekistan Bond 144A 4.75% 2/20/24 # | 636,000 | 678,911 | |
678,911 | |||
Total Sovereign Bonds (cost $5,958,459) | 6,109,515 | ||
Principal amount° | Value (US $) | ||
Supranational Bank — 0.54% | |||
Banque Ouest Africaine de Developpement 144A 4.70% 10/22/31 # | 390,000 | $422,971 | |
Total Supranational Bank (cost $410,280) | 422,971 | ||
US Treasury Obligations — 1.77% | |||
US Treasury Notes | |||
1.25% 6/30/28 | 335,000 | 335,550 | |
1.625% 5/15/31 | 1,040,000 | 1,056,087 | |
Total US Treasury Obligations (cost $1,367,419) | 1,391,637 |
Number of shares | |||
Short-Term Investments — 0.81% | |||
Money Market Mutual Funds — 0.81% | |||
BlackRock FedFund – Institutional Shares (seven-day effective yield 0.03%) | 159,613 | 159,613 | |
Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 0.01%) | 159,613 | 159,613 | |
GS Financial Square Government Fund – Institutional Shares (seven-day effective yield 0.02%) | 159,613 | 159,613 |
6 NQ-QSV [6/21] 8/21 (1751139)
(Unaudited)
Number of shares | Value (US $) | ||
Short-Term Investments (continued) | |||
Money Market Mutual Funds (continued) | |||
Morgan Stanley Government Portfolio – Institutional Share Class (seven-day effective yield 0.00%) | 159,613 | $159,613 | |
Total Short-Term Investments (cost $638,452) | 638,452 | ||
Total Value of Securities—97.14% (cost $74,266,196) | 76,420,457 | ||
Receivables and Other Assets Net of Liabilities—2.86% | 2,251,406 | ||
Net Assets Applicable to 8,015,925 Shares Outstanding—100.00% | $78,671,863 |
° | Principal amount shown is stated in USD unless noted that the security is denominated in another currency. |
• | Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at June 30, 2021. 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. |
# | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. At June 30, 2021, the aggregate value of Rule 144A securities was $50,712,549, which represents 64.46% of the Fund's net assets. |
= | The value of this security was determined using significant unobservable inputs and is reported as a Level 3 security. |
μ | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at June 30, 2021. Rate will reset at a future date. |
ψ | Perpetual security. Maturity date represents next call date. |
‡ | Non-income producing security. Security is currently in default. |
^ | Zero-coupon security. The rate shown is the effective yield at the time of purchase. |
The following foreign currency exchange contracts were outstanding at June 30, 2021:
Foreign Currency Exchange Contracts | ||||||||||
Counterparty | Currency to Receive (Deliver) | In Exchange For | Settlement Date | Unrealized Appreciation | ||||||
TD | EUR | (905,000) | USD | 1,098,973 | 9/17/21 | $24,072 |
The use of foreign currency exchange contracts involves elements of market risk and risks in excess of the amounts disclosed in the financial statements. The foreign currency exchange contracts presented above represent the Fund’s total exposure in such contracts, whereas only the net unrealized appreciation (depreciation) is reflected in the Fund’s net assets.
Summary of abbreviations: |
DAC – Designated Activity Company |
DB – Deutsche Bank |
FREMF – Freddie Mac Multifamily |
NQ-QSV [6/21] 8/21 (1751139) 7
Schedule of investments
Delaware Strategic Income II Fund (Unaudited)
Summary of abbreviations: (continued) |
GS – Goldman Sachs |
ICE – Intercontinental Exchange, Inc. |
JPM – JPMorgan |
LIBOR – London interbank offered rate |
LIBOR01M – ICE LIBOR USD 1 Month |
LIBOR03M – ICE LIBOR USD 3 Month |
LIBOR06M – ICE LIBOR USD 6 Month |
REMIC – Real Estate Mortgage Investment Conduit |
S.F. – Single Family |
SOFR – Secured Overnight Financing Rate |
TD – TD Bank |
yr – Year |
Summary of currencies: |
EUR – European Monetary Unit |
IDR – Indonesia Rupiah |
MXN – Mexican Peso |
MYR – Malaysia Ringgit |
PEN – Peruvian Sol |
USD – US Dollar |
UYU – Uruguay Peso |
8 NQ-QSV [6/21] 8/21 (1751139)