Schedule of investments
Delaware Covered Call Strategy Fund
June 30, 2021 (Unaudited)
Number of shares | Value (US $) | ||
Common Stock — 101.18%♦ | |||
Communication Services — 6.18% | |||
Activision Blizzard ~ | 15,900 | $1,517,496 | |
Alphabet Class A ~, † | 2,900 | 7,081,191 | |
8,598,687 | |||
Consumer Discretionary — 17.31% | |||
Amazon.com ~, † | 600 | 2,064,096 | |
Booking Holdings ~, † | 2,700 | 5,907,843 | |
Darden Restaurants ~ | 4,100 | 598,559 | |
Home Depot ~ | 21,400 | 6,824,246 | |
MGM Resorts International ~ | 45,800 | 1,953,370 | |
Tesla ~, † | 3,300 | 2,243,010 | |
Whirlpool ~ | 20,500 | 4,469,410 | |
24,060,534 | |||
Consumer Staples — 4.75% | |||
Costco Wholesale ~ | 16,700 | 6,607,689 | |
6,607,689 | |||
Energy — 6.14% | |||
Chevron ~ | 49,100 | 5,142,734 | |
Exxon Mobil ~ | 53,800 | 3,393,704 | |
8,536,438 | |||
Financials — 12.03% | |||
Bank of America ~ | 138,600 | 5,714,478 | |
Berkshire Hathaway Class B ~, † | 11,200 | 3,112,704 | |
BlackRock ~ | 6,100 | 5,337,317 | |
JPMorgan Chase & Co. ~ | 16,500 | 2,566,410 | |
16,730,909 | |||
Healthcare — 8.88% | |||
Bristol-Myers Squibb ~ | 37,500 | 2,505,750 | |
Medtronic ~ | 49,300 | 6,119,609 | |
UnitedHealth Group ~ | 9,300 | 3,724,092 | |
12,349,451 | |||
Industrials — 7.72% | |||
Lockheed Martin ~ | 12,300 | 4,653,705 | |
Raytheon Technologies ~ | 24,900 | 2,124,219 | |
United Rentals ~, † | 12,400 | 3,955,724 | |
10,733,648 | |||
Information Technology — 31.34% | |||
Apple ~ | 82,100 | 11,244,416 | |
Broadcom ~ | 11,700 | 5,579,028 | |
Corning ~ | 103,400 | 4,229,060 | |
Mastercard Class A ~ | 11,800 | 4,308,062 | |
Microsoft ~ | 39,400 | 10,673,460 | |
Texas Instruments ~ | 30,700 | 5,903,610 |
Number of shares | Value (US $) | ||
Common Stock♦ (continued) | |||
Information Technology (continued) | |||
Visa Class A ~ | 7,000 | $1,636,740 | |
43,574,376 | |||
Materials — 3.81% | |||
PPG Industries ~ | 31,200 | 5,296,824 | |
5,296,824 | |||
Utilities — 3.02% | |||
NextEra Energy ~ | 57,200 | 4,191,616 | |
4,191,616 | |||
Total Common Stock (cost $92,646,947) | 140,680,172 | ||
Short-Term Investments — 2.09% | |||
Money Market Mutual Funds — 2.09% | |||
BlackRock FedFund – Institutional Shares (seven-day effective yield 0.03%) | 728,918 | 728,918 | |
Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 0.01%) | 728,918 | 728,918 | |
GS Financial Square Government Fund – Institutional Shares (seven-day effective yield 0.02%) | 728,918 | 728,918 | |
Morgan Stanley Government Portfolio – Institutional Share Class (seven-day effective yield 0.00%) | 728,918 | 728,918 | |
Total Short-Term Investments (cost $2,915,672) | 2,915,672 | ||
Total Value of Securities Before Options Written—103.27% (cost $95,562,619) | 143,595,844 |
Number of contracts | |||
Options Written — (3.25%) | |||
Equity Call Options — (3.25%) | |||
Activision Blizzard strike price $95, expiration date 7/16/21, notional amount $(1,510,500) | (159) | (32,436) |
NQ-QCV [6/21] 8/21 (1751133) 1
Schedule of investments
Delaware Covered Call Strategy Fund (Unaudited)
Number of contracts | Value (US $) | ||
Options Written (continued) | |||
Equity Call Options (continued) | |||
Alphabet strike price $2,340, expiration date 7/16/21, notional amount $(6,786,000) | (29) | $(316,100) | |
Amazon.com strike price $3,600, expiration date 8/20/21, notional amount $(2,160,000) | (6) | (43,200) | |
Apple strike price $130, expiration date 7/16/21, notional amount $(10,673,000) | (821) | (595,225) | |
Bank of America strike price $42, expiration date 8/20/21, notional amount $(1,911,000) | (455) | (58,922) | |
Bank of America strike price $45, expiration date 8/20/21, notional amount $(4,189,500) | (931) | (37,240) | |
Berkshire Hathaway strike price $300, expiration date 7/16/21, notional amount $(3,360,000) | (112) | (1,904) | |
BlackRock strike price $840, expiration date 7/16/21, notional amount $(5,124,000) | (61) | (244,000) | |
Booking Holdings strike price $2,380, expiration date 9/17/21, notional amount $(6,426,000) | (27) | (141,210) | |
Bristol-Myers Squibb strike price $70, expiration date 7/16/21, notional amount $(2,625,000) | (375) | (4,313) |
Number of contracts | Value (US $) | ||
Options Written (continued) | |||
Equity Call Options (continued) | |||
Broadcom strike price $460, expiration date 7/16/21, notional amount $(5,382,000) | (117) | $(221,715) | |
Chevron strike price $115, expiration date 8/20/21, notional amount $(5,646,500) | (491) | (45,663) | |
Corning strike price $42, expiration date 8/20/21, notional amount $(4,342,800) | (1,034) | (128,733) | |
Costco Wholesale strike price $390, expiration date 7/23/21, notional amount $(6,513,000) | (167) | (157,815) | |
Darden Restaurants strike price $140, expiration date 7/16/21, notional amount $(574,000) | (41) | (27,265) | |
Exxon Mobil strike price $65, expiration date 8/20/21, notional amount $(3,497,000) | (538) | (92,536) | |
Home Depot strike price $320, expiration date 8/20/21, notional amount $(6,848,000) | (214) | (208,115) | |
JPMorgan Chase & Co. strike price $160, expiration date 8/20/21, notional amount $(2,640,000) | (165) | (51,975) | |
Lockheed Martin strike price $400, expiration date 7/16/21, notional amount $(4,920,000) | (123) | (4,613) | |
Mastercard strike price $380, expiration date 7/16/21, notional amount $(4,484,000) | (118) | (16,107) |
2 NQ-QCV [6/21] 8/21 (1751133)
(Unaudited)
Number of contracts | Value (US $) | ||
Options Written (continued) | |||
Equity Call Options (continued) | |||
Medtronic strike price $130, expiration date 8/20/21, notional amount $(6,409,000) | (493) | $(55,709) | |
MGM Resorts International strike price $40, expiration date 7/16/21, notional amount $(1,832,000) | (458) | (139,690) | |
Microsoft strike price $250, expiration date 8/20/21, notional amount $(9,850,000) | (394) | (919,990) | |
NextEra Energy strike price $77.50, expiration date 8/20/21, notional amount $(4,433,000) | (572) | (47,190) | |
PPG Industries strike price $175, expiration date 7/16/21, notional amount $(5,460,000) | (312) | (24,180) | |
Raytheon Technologies strike price $90, expiration date 8/20/21, notional amount $(2,241,000) | (249) | (28,635) | |
Tesla strike price $640, expiration date 11/19/21, notional amount $(2,112,000) | (33) | (381,397) | |
Texas Instruments strike price $200, expiration date 8/20/21, notional amount $(6,140,000) | (307) | (106,682) |
Number of contracts | Value (US $) | ||
Options Written (continued) | |||
Equity Call Options (continued) | |||
United Rentals strike price $320, expiration date 8/20/21, notional amount $(3,968,000) | (124) | $(225,060) | |
UnitedHealth Group strike price $410, expiration date 8/20/21, notional amount $(3,813,000) | (93) | (79,050) | |
Visa strike price $235, expiration date 8/20/21, notional amount $(1,645,000) | (70) | (47,075) | |
Whirlpool strike price $225, expiration date 7/16/21, notional amount $(4,612,500) | (205) | (35,875) | |
Total Options Written (premium received $3,442,514) | $(4,519,620) | ||
Liabilities Net of Receivables and Other Assets—(0.02%) | (33,586) | ||
Net Assets Applicable to 10,533,301 Shares Outstanding—100.00% | $139,042,638 |
♦ | 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 |
NQ-QCV [6/21] 8/21 (1751133) 3