Schedule of investments
Delaware Ivy VIP Pathfinder Moderately Aggressive – Managed Volatility
September 30, 2023 (Unaudited)
Number of shares | Value (US $) | ||
Affiliated Mutual Funds — 98.26% | |||
Fixed Income Funds — 25.02% | |||
Delaware Ivy VIP Corporate Bond Class II | 2,211,497 | $ 9,620,012 | |
Delaware Ivy VIP High Income Class I | 127,698 | 355,002 | |
Delaware Ivy VIP Limited-Term Bond Class II | 1,628,721 | 7,459,539 | |
17,434,553 | |||
Global / International Equity Fund — 24.58% | |||
Delaware Ivy VIP International Core Equity Class II | 1,138,193 | 17,129,804 | |
17,129,804 | |||
US Equity Funds — 48.66% | |||
Delaware Ivy VIP Core Equity Class II | 774,638 | 8,799,884 | |
Delaware Ivy VIP Growth Class II | 1,004,634 | 8,800,594 | |
Delaware Ivy VIP Mid Cap Growth Class I | 409,166 | 3,649,761 | |
Delaware Ivy VIP Small Cap Growth Class II | 138,356 | 755,423 | |
Delaware Ivy VIP Smid Cap Core Class II | 326,384 | 3,332,379 | |
Delaware Ivy VIP Value Class II | 1,870,153 | 8,565,301 | |
33,903,342 | |||
Total Affiliated Mutual Funds (cost $87,612,692) | 68,467,699 | ||
Number of shares | Value (US $) | ||
Short-Term Investments — 2.00% | |||
Money Market Mutual Funds — 2.00% | |||
BlackRock Liquidity FedFund – Institutional Shares (seven-day effective yield 5.24%) | 348,041 | $ 348,041 | |
Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 5.23%) | 348,041 | 348,041 | |
Goldman Sachs Financial Square Government Fund – Institutional Shares (seven-day effective yield 5.37%) | 348,041 | 348,041 | |
Morgan Stanley Institutional Liquidity Funds Government Portfolio – Institutional Class (seven-day effective yield 5.27%) | 348,041 | 348,041 | |
Total Short-Term Investments (cost $1,392,164) | 1,392,164 | ||
Total Value of Securities—100.26% (cost $89,004,856) | 69,859,863 | ||
Liabilities Net of Receivables and Other Assets—(0.26%)★ | (178,873) | ||
Net Assets Applicable to 17,957,327 Shares Outstanding—100.00% | $69,680,990 |
★ | Includes $33,600 cash collateral held at broker for futures contracts as of September 30,2023. |
The following futures contracts were outstanding at September 30, 2023:
Futures Contracts Exchange-Traded | |||||||||||
Contracts to Buy (Sell) | Notional Amount | Notional Cost (Proceeds) | Expiration Date | Value/ Unrealized Appreciation | Variation Margin Due from (Due to) Brokers | ||||||
(3) | E-Mini S&P 500 Index | $(648,825) | $(678,059) | 12/15/23 | $29,234 | $1,800 |
The use of futures contracts involves elements of market risk and risks in excess of the amounts disclosed in the schedule of investments. The notional amounts presented above represent the Portfolio's total exposure in such contracts, whereas only the variation margin is reflected in the Portfolio's net assets.
Summary of abbreviations: |
S&P – Standard & Poor’s Financial Services LLC |
NQ- IV043 [0923] 1123 (3217143) 1