Schedule of investments
Delaware Covered Call Strategy Fund
December 31, 2021 (Unaudited)
Number of shares | Value (US $) | ||
Common Stock — 100.85%♦ | |||
Communication Services — 8.30% | |||
Alphabet Class A ~, † | 2,800 | $ 8,111,712 | |
Meta Platforms Class A ~, † | 8,500 | 2,858,975 | |
10,970,687 | |||
Consumer Discretionary — 16.21% | |||
Amazon.com ~, † | 1,000 | 3,334,340 | |
Booking Holdings ~, † | 2,100 | 5,038,383 | |
Home Depot ~ | 14,900 | 6,183,649 | |
Tesla ~, † | 3,300 | 3,487,374 | |
Whirlpool ~ | 14,400 | 3,379,104 | |
21,422,850 | |||
Consumer Staples — 4.60% | |||
Costco Wholesale ~ | 10,700 | 6,074,390 | |
6,074,390 | |||
Energy — 4.93% | |||
Chevron ~ | 27,600 | 3,238,860 | |
Exxon Mobil ~ | 53,600 | 3,279,784 | |
6,518,644 | |||
Financials — 9.25% | |||
Bank of America ~ | 95,200 | 4,235,448 | |
BlackRock ~ | 6,100 | 5,584,916 | |
JPMorgan Chase & Co. ~ | 15,200 | 2,406,920 | |
12,227,284 | |||
Healthcare — 7.86% | |||
Bristol-Myers Squibb ~ | 26,300 | 1,639,805 | |
Medtronic ~ | 39,400 | 4,075,930 | |
UnitedHealth Group ~ | 9,300 | 4,669,902 | |
10,385,637 | |||
Industrials — 9.74% | |||
Honeywell International ~ | 11,900 | 2,481,269 | |
Lockheed Martin ~ | 6,300 | 2,239,083 | |
Raytheon Technologies ~ | 24,900 | 2,142,894 | |
Southwest Airlines ~, † | 62,100 | 2,660,364 | |
Union Pacific ~ | 13,300 | 3,350,669 | |
12,874,279 | |||
Information Technology — 31.85% | |||
Apple ~ | 71,100 | 12,625,227 | |
Broadcom ~ | 9,600 | 6,387,936 | |
Mastercard Class A ~ | 11,800 | 4,239,976 | |
Microsoft ~ | 34,300 | 11,535,776 | |
Texas Instruments ~ | 30,700 | 5,786,029 | |
Visa Class A ~ | 7,000 | 1,516,970 | |
42,091,914 | |||
Materials — 4.07% | |||
PPG Industries ~ | 31,200 | 5,380,128 | |
5,380,128 |
Number of shares | Value (US $) | ||
Common Stock♦ (continued) | |||
Utilities — 4.04% | |||
NextEra Energy ~ | 57,200 | $ 5,340,192 | |
5,340,192 | |||
Total Common Stock (cost $80,703,508) | 133,286,005 | ||
Short-Term Investments — 2.37% | |||
Money Market Mutual Funds — 2.37% | |||
BlackRock FedFund – Institutional Shares (seven-day effective yield 0.03%) | 782,020 | 782,020 | |
Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 0.01%) | 782,021 | 782,021 | |
GS Financial Square Government Fund – Institutional Shares (seven-day effective yield 0.02%) | 782,021 | 782,021 | |
Morgan Stanley Government Portfolio – Institutional Share Class (seven-day effective yield 0.03%) | 782,021 | 782,021 | |
Total Short-Term Investments (cost $3,128,083) | 3,128,083 | ||
Total Value of Securities Before Options Written—103.22% (cost $83,831,591) | 136,414,088 |
Number of contracts | |||
Options Written — (3.08%) | |||
Equity Call Options — (3.08%) | |||
Alphabet, strike price $3,070, expiration date 1/21/22, notional amount $(8,596,000) | (28) | (17,500) | |
Amazon.com, strike price $3,430, expiration date 2/18/22, notional amount $(3,430,000) | (10) | (102,125) | |
Apple, strike price $165, expiration date 1/21/22, notional amount $(11,731,500) | (711) | (965,182) | |
Bank of America, strike price $45, expiration date 2/18/22, notional amount $(2,236,500) | (497) | (75,295) |
NQ-QCV [12/21] 2/22 (2025798) 1
Schedule of investments
Delaware Covered Call Strategy Fund (Unaudited)
Number of contracts | Value (US $) | ||
Options Written (continued) | |||
Equity Call Options (continued) | |||
Bank of America, strike price $50, expiration date 1/21/22, notional amount $(2,275,000) | (455) | $ (2,958) | |
BlackRock, strike price $1,000, expiration date 1/21/22, notional amount $(6,100,000) | (61) | (6,100) | |
Booking Holdings, strike price $2,800, expiration date 1/21/22, notional amount $(5,880,000) | (21) | (4,830) | |
Bristol-Myers Squibb, strike price $65, expiration date 2/18/22, notional amount $(1,709,500) | (263) | (19,199) | |
Broadcom, strike price $630, expiration date 3/18/22, notional amount $(6,048,000) | (96) | (535,680) | |
Chevron, strike price $120, expiration date 2/18/22, notional amount $(3,312,000) | (276) | (72,726) | |
Costco Wholesale, strike price $560, expiration date 3/18/22, notional amount $(5,992,000) | (107) | (293,715) | |
Exxon Mobil, strike price $62.50, expiration date 2/18/22, notional amount $(3,350,000) | (536) | (80,400) | |
Home Depot, strike price $425, expiration date 2/18/22, notional amount $(6,332,500) | (149) | (122,180) | |
Honeywell International, strike price $240, expiration date 1/21/22, notional amount $(2,856,000) | (119) | (595) | |
JPMorgan Chase & Co., strike price $170, expiration date 1/21/22, notional amount $(2,584,000) | (152) | (4,028) |
Number of contracts | Value (US $) | ||
Options Written (continued) | |||
Equity Call Options (continued) | |||
Lockheed Martin, strike price $350, expiration date 1/21/22, notional amount $(2,205,000) | (63) | $ (55,125) | |
Mastercard, strike price $350, expiration date 3/18/22, notional amount $(4,130,000) | (118) | (275,235) | |
Medtronic, strike price $120, expiration date 2/18/22, notional amount $(4,728,000) | (394) | (5,122) | |
Meta Platforms, strike price $360, expiration date 1/21/22, notional amount $(3,060,000) | (85) | (15,683) | |
Microsoft, strike price $330, expiration date 3/18/22, notional amount $(6,171,000) | (187) | (353,430) | |
Microsoft, strike price $350, expiration date 1/21/22, notional amount $(5,460,000) | (156) | (26,598) | |
NextEra Energy, strike price $90, expiration date 1/21/22, notional amount $(5,148,000) | (572) | (225,940) | |
PPG Industries, strike price $170, expiration date 2/18/22, notional amount $(5,304,000) | (312) | (213,720) | |
Raytheon Technologies, strike price $95, expiration date 1/21/22, notional amount $(2,365,500) | (249) | (747) | |
Southwest Airlines, strike price $55, expiration date 1/21/22, notional amount $(3,415,500) | (621) | (932) | |
Tesla, strike price $1,020, expiration date 1/21/22, notional amount $(3,366,000) | (33) | (257,647) |
2 NQ-QCV [12/21] 2/22 (2025798)
(Unaudited)
Number of contracts | Value (US $) | ||
Options Written (continued) | |||
Equity Call Options (continued) | |||
Texas Instruments, strike price $200, expiration date 1/21/22, notional amount $(6,140,000) | (307) | $ (15,197) | |
Union Pacific, strike price $250, expiration date 1/21/22, notional amount $(3,325,000) | (133) | (84,455) | |
UnitedHealth Group, strike price $500, expiration date 3/18/22, notional amount $(4,650,000) | (93) | (209,715) | |
Visa, strike price $230, expiration date 1/21/22, notional amount $(1,610,000) | (70) | (4,235) | |
Whirlpool, strike price $250, expiration date 1/21/22, notional amount $(3,600,000) | (144) | (15,480) | |
Total Options Written (premium received $4,020,928) | $(4,061,774) | ||
Liabilities Net of Receivables and Other Assets—(0.14%) | (188,974) | ||
Net Assets Applicable to 9,465,780 Shares Outstanding—100.00% | $132,163,340 |
♦ | 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 [12/21] 2/22 (2025798) 3