Schedule of investments
Delaware Hedged U.S. Equity
Opportunities Fund
June 30, 2021 (Unaudited)
NQ-QQV [6/21] 8/21
(1751129) 1
Schedule of investments
Delaware Hedged U.S. Equity
Opportunities Fund (Unaudited)
2 NQ-QQV [6/21] 8/21 (1751129)
(Unaudited)
NQ-QQV [6/21] 8/21
(1751129) 3
Schedule of investments
Delaware Hedged U.S. Equity
Opportunities Fund (Unaudited)
4 NQ-QQV [6/21] 8/21 (1751129)
(Unaudited)
The following foreign
currency exchange contracts and futures contracts were outstanding at June 30, 2021:
Foreign Currency Exchange Contracts | ||||||||||||
Counterparty | Currency to Receive (Deliver) | In Exchange For | Settlement Date | Unrealized Appreciation | Unrealized Depreciation | |||||||
BAML | EUR | 18,042 | USD | (21,387) | 7/2/21 | $7 | $— | |||||
BNP | CAD | (648,000) | USD | 536,895 | 9/15/21 | 14,163 | — | |||||
BNP | GBP | (954,000) | USD | 1,348,433 | 9/15/21 | 28,530 | — | |||||
BNYM | CAD | (1,300) | USD | 1,048 | 7/1/21 | — | (1) | |||||
BNYM | CAD | (1,038) | USD | 837 | 7/2/21 | 1 | — | |||||
BNYM | GBP | (5,135) | USD | 7,087 | 7/1/21 | — | (16) | |||||
SSB | CAD | (647,000) | USD | 535,968 | 9/15/21 | 14,043 | — | |||||
Total Foreign Currency Exchange Contracts | $56,744 | $(17) |
NQ-QQV [6/21] 8/21
(1751129) 5
Schedule of investments
Delaware Hedged U.S. Equity
Opportunities Fund (Unaudited)
Futures Contracts Exchange-Traded | |||||||||||||
Contracts to Buy (Sell) | Notional Amount | Notional Cost (Proceeds) | Expiration Date | Value/ Unrealized Appreciation | Value/ Unrealized Depreciation | Variation Margin Due from (Due to) Brokers | |||||||
(19) | E-mini S&P 500 Index | $(4,074,170) | $(4,017,402) | 9/17/21 | $— | $(56,768) | $(6,270) | ||||||
(22) | E-mini S&P MidCap 400 Index | (5,923,280) | (5,974,878) | 9/17/21 | 51,598 | — | (5,720) | ||||||
(13) | FTSE 100 Index | (1,255,296) | (1,276,583) | 9/17/21 | 21,287 | — | 7,085 | ||||||
(5) | MSCI EAFE Index | (576,025) | (589,489) | 9/17/21 | 13,464 | — | 4,450 | ||||||
(5) | S&P/TSX 60 Index | (970,232) | (963,710) | 9/16/21 | — | (6,522) | 1,051 | ||||||
Total Futures Contracts | $(12,822,062) | $86,349 | $(63,290) | $596 |
The use of foreign currency
exchange contracts and futures contracts involves elements of market risk and risks in excess of the amounts disclosed in these financial statements. The foreign currency exchange contracts and notional amounts
presented above represent the Fund's total exposure in such contracts, whereas only the net unrealized appreciation (depreciation) and variation margin are reflected in the Fund's net assets.
6 NQ-QQV [6/21] 8/21 (1751129)