Schedule of investments
Delaware VIP® Trust — Delaware VIP Fund for Income Series
March 31, 2022 (Unaudited)
Principal amount° | Value (US $) | ||
Convertible Bond — 0.14% | |||
Spirit Airlines 1.00% exercise price $49.07, maturity date 5/15/26 | 138,000 | $ 124,476 | |
Total Convertible Bond (cost $120,669) | 124,476 | ||
Corporate Bonds — 87.23% | |||
Banking — 1.00% | |||
Barclays 6.125% 12/15/25 μ, ψ | 465,000 | 475,462 | |
Deutsche Bank 6.00% 10/30/25 μ, ψ | 400,000 | 392,000 | |
867,462 | |||
Basic Industry — 7.41% | |||
Allegheny Technologies | |||
4.875% 10/1/29 | 105,000 | 99,629 | |
5.125% 10/1/31 | 235,000 | 220,785 | |
Artera Services 144A 9.033% 12/4/25 # | 445,000 | 445,178 | |
Cerdia Finanz 144A 10.50% 2/15/27 # | 320,000 | 280,592 | |
Chemours 144A 5.75% 11/15/28 # | 485,000 | 471,774 | |
Domtar 144A 6.75% 10/1/28 # | 216,000 | 216,744 | |
Eldorado Gold 144A 6.25% 9/1/29 # | 460,000 | 463,507 | |
First Quantum Minerals | |||
144A 6.875% 10/15/27 # | 440,000 | 461,362 | |
144A 7.25% 4/1/23 # | 200,000 | 199,906 | |
144A 7.50% 4/1/25 # | 520,000 | 528,445 | |
Hudbay Minerals 144A 6.125% 4/1/29 # | 215,000 | 221,777 | |
INEOS Quattro Finance 2 144A 3.375% 1/15/26 # | 490,000 | 456,827 | |
M/I Homes 4.95% 2/1/28 | 613,000 | 578,994 | |
New Gold 144A 7.50% 7/15/27 # | 455,000 | 472,595 | |
Novelis | |||
144A 3.875% 8/15/31 # | 95,000 | 87,048 | |
144A 4.75% 1/30/30 # | 130,000 | 126,455 | |
PMHC II 144A 9.00% 2/15/30 # | 447,000 | 393,936 | |
Roller Bearing Co. of America 144A 4.375% 10/15/29 # | 735,000 | 686,306 | |
6,411,860 | |||
Capital Goods — 4.65% | |||
ARD Finance 144A PIK 6.50% 6/30/27 #, > | 425,000 | 389,381 | |
Clydesdale Acquisition Holdings 144A 8.75% 4/15/30 # | 75,000 | 70,688 | |
Granite US Holdings 144A 11.00% 10/1/27 # | 225,000 | 237,644 | |
Intertape Polymer Group 144A 4.375% 6/15/29 # | 520,000 | 536,242 | |
JBS USA LUX 144A 5.50% 1/15/30 # | 625,000 | 640,262 |
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Capital Goods (continued) | |||
Madison IAQ 144A 5.875% 6/30/29 # | 455,000 | $ 408,993 | |
OT Merger 144A 7.875% 10/15/29 # | 170,000 | 147,394 | |
Terex 144A 5.00% 5/15/29 # | 545,000 | 523,383 | |
TK Elevator Holdco 144A 7.625% 7/15/28 # | 215,000 | 213,541 | |
TransDigm 4.625% 1/15/29 | 920,000 | 861,336 | |
4,028,864 | |||
Communications — 5.93% | |||
Altice France 144A 5.50% 10/15/29 # | 690,000 | 620,062 | |
Altice France Holding 144A 6.00% 2/15/28 # | 705,000 | 609,462 | |
Connect Finco 144A 6.75% 10/1/26 # | 590,000 | 601,030 | |
Consolidated Communications | |||
144A 5.00% 10/1/28 # | 220,000 | 189,759 | |
144A 6.50% 10/1/28 # | 220,000 | 203,258 | |
Frontier Communications Holdings | |||
144A 5.875% 10/15/27 # | 525,000 | 522,133 | |
144A 6.75% 5/1/29 # | 255,000 | 245,152 | |
LCPR Senior Secured Financing DAC 144A 6.75% 10/15/27 # | 280,000 | 288,019 | |
Sable International Finance 144A 5.75% 9/7/27 # | 320,000 | 322,632 | |
Sprint 7.625% 3/1/26 | 450,000 | 508,414 | |
T-Mobile USA | |||
3.375% 4/15/29 | 260,000 | 247,650 | |
3.50% 4/15/31 | 150,000 | 141,381 | |
Vmed O2 UK Financing I 144A 4.75% 7/15/31 # | 485,000 | 457,838 | |
Zayo Group Holdings 144A 6.125% 3/1/28 # | 195,000 | 174,910 | |
5,131,700 | |||
Consumer Cyclical — 12.34% | |||
Allison Transmission 144A 5.875% 6/1/29 # | 410,000 | 418,860 | |
Asbury Automotive Group | |||
144A 4.625% 11/15/29 # | 360,000 | 335,693 | |
4.75% 3/1/30 | 320,000 | 302,416 | |
Bath & Body Works | |||
6.875% 11/1/35 | 295,000 | 304,412 | |
6.95% 3/1/33 | 330,000 | 341,497 | |
144A 9.375% 7/1/25 # | 116,000 | 132,542 | |
Bloomin' Brands 144A 5.125% 4/15/29 # | 495,000 | 467,993 | |
Boyd Gaming 4.75% 12/1/27 | 505,000 | 503,099 |
NQ-FLA [3/22] 5/22 (2218555) 1
Schedule of investments
Delaware VIP® Trust — Delaware VIP Fund for Income Series
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Consumer Cyclical (continued) | |||
Caesars Entertainment | |||
144A 6.25% 7/1/25 # | 290,000 | $ 299,779 | |
144A 8.125% 7/1/27 # | 245,000 | 262,841 | |
Carnival | |||
144A 5.75% 3/1/27 # | 1,155,000 | 1,103,025 | |
144A 6.00% 5/1/29 # | 150,000 | 141,550 | |
144A 7.625% 3/1/26 # | 355,000 | 357,733 | |
Fertitta Entertainment 144A 6.75% 1/15/30 # | 460,000 | 423,768 | |
Ford Motor Credit | |||
3.375% 11/13/25 | 260,000 | 254,418 | |
4.542% 8/1/26 | 270,000 | 270,054 | |
5.584% 3/18/24 | 470,000 | 483,917 | |
LSF9 Atlantis Holdings 144A 7.75% 2/15/26 # | 340,000 | 327,182 | |
MGM Growth Properties Operating Partnership 144A 3.875% 2/15/29 # | 385,000 | 378,996 | |
Murphy Oil USA 144A 3.75% 2/15/31 # | 450,000 | 411,563 | |
PetSmart 144A 7.75% 2/15/29 # | 540,000 | 558,209 | |
Royal Caribbean Cruises 144A 5.50% 4/1/28 # | 1,372,000 | 1,309,800 | |
Scientific Games Holdings 144A 6.625% 3/1/30 # | 455,000 | 449,085 | |
Scientific Games International | |||
144A 7.25% 11/15/29 # | 346,000 | 363,177 | |
144A 8.25% 3/15/26 # | 460,000 | 478,975 | |
10,680,584 | |||
Consumer Non-Cyclical — 0.50% | |||
Pilgrim's Pride 144A 4.25% 4/15/31 # | 465,000 | 431,115 | |
431,115 | |||
Energy — 13.56% | |||
Ascent Resources Utica Holdings | |||
144A 5.875% 6/30/29 # | 495,000 | 490,060 | |
144A 7.00% 11/1/26 # | 230,000 | 236,254 | |
Callon Petroleum | |||
6.125% 10/1/24 | 335,000 | 333,792 | |
144A 8.00% 8/1/28 # | 220,000 | 232,295 | |
CNX Midstream Partners 144A 4.75% 4/15/30 # | 240,000 | 225,024 | |
CNX Resources | |||
144A 6.00% 1/15/29 # | 485,000 | 490,483 | |
144A 7.25% 3/14/27 # | 225,000 | 238,429 | |
Crestwood Midstream Partners 144A 6.00% 2/1/29 # | 522,000 | 521,128 |
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Energy (continued) | |||
DCP Midstream Operating 5.125% 5/15/29 | 685,000 | $ 705,889 | |
EQM Midstream Partners 144A 4.75% 1/15/31 # | 470,000 | 440,160 | |
Genesis Energy | |||
5.625% 6/15/24 | 100,000 | 99,515 | |
7.75% 2/1/28 | 375,000 | 377,550 | |
8.00% 1/15/27 | 775,000 | 798,110 | |
Murphy Oil 6.375% 7/15/28 | 815,000 | 848,998 | |
NuStar Logistics | |||
5.625% 4/28/27 | 185,000 | 181,402 | |
6.00% 6/1/26 | 267,000 | 270,340 | |
6.375% 10/1/30 | 530,000 | 537,738 | |
Occidental Petroleum | |||
6.45% 9/15/36 | 225,000 | 264,735 | |
6.60% 3/15/46 | 730,000 | 859,294 | |
6.625% 9/1/30 | 340,000 | 390,575 | |
PDC Energy 5.75% 5/15/26 | 588,000 | 596,982 | |
Southwestern Energy | |||
5.375% 3/15/30 | 275,000 | 279,856 | |
7.75% 10/1/27 | 455,000 | 482,238 | |
Targa Resources Partners | |||
4.00% 1/15/32 | 360,000 | 346,882 | |
6.50% 7/15/27 | 535,000 | 563,783 | |
TechnipFMC 144A 6.50% 2/1/26 # | 590,000 | 612,473 | |
Weatherford International 144A 8.625% 4/30/30 # | 44,000 | 44,727 | |
Western Midstream Operating 4.75% 8/15/28 | 265,000 | 274,001 | |
11,742,713 | |||
Financial Services — 3.85% | |||
AerCap Holdings 5.875% 10/10/79 μ | 600,000 | 576,876 | |
Air Lease 4.65% 6/15/26 μ, ψ | 450,000 | 405,000 | |
Ally Financial 8.00% 11/1/31 | 330,000 | 414,694 | |
Castlelake Aviation Finance DAC 144A 5.00% 4/15/27 # | 710,000 | 635,145 | |
Hightower Holding 144A 6.75% 4/15/29 # | 300,000 | 293,970 | |
Midcap Financial Issuer Trust | |||
144A 5.625% 1/15/30 # | 295,000 | 261,245 | |
144A 6.50% 5/1/28 # | 410,000 | 386,183 | |
Mozart Debt Merger Sub 144A 3.875% 4/1/29 # | 385,000 | 356,616 | |
3,329,729 | |||
Healthcare — 9.81% | |||
Avantor Funding 144A 3.875% 11/1/29 # | 1,270,000 | 1,195,489 |
2 NQ-FLA [3/22] 5/22 (2218555)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Healthcare (continued) | |||
Bausch Health 144A 6.25% 2/15/29 # | 685,000 | $ 562,800 | |
Cheplapharm Arzneimittel 144A 5.50% 1/15/28 # | 425,000 | 412,014 | |
CHS | |||
144A 4.75% 2/15/31 # | 470,000 | 444,803 | |
144A 8.00% 3/15/26 # | 240,000 | 250,220 | |
Consensus Cloud Solutions | |||
144A 6.00% 10/15/26 # | 90,000 | 89,434 | |
144A 6.50% 10/15/28 # | 240,000 | 238,940 | |
DaVita 144A 4.625% 6/1/30 # | 405,000 | 378,756 | |
Encompass Health | |||
4.625% 4/1/31 | 20,000 | 18,755 | |
4.75% 2/1/30 | 360,000 | 346,199 | |
Global Medical Response 144A 6.50% 10/1/25 # | 705,000 | 700,798 | |
Hadrian Merger Sub 144A 8.50% 5/1/26 # | 504,000 | 507,929 | |
HCA | |||
3.50% 9/1/30 | 170,000 | 164,532 | |
5.375% 2/1/25 | 155,000 | 161,471 | |
5.875% 2/15/26 | 125,000 | 133,086 | |
5.875% 2/1/29 | 255,000 | 279,179 | |
ModivCare Escrow Issuer 144A 5.00% 10/1/29 # | 185,000 | 172,809 | |
Organon & Co. 144A 5.125% 4/30/31 # | 665,000 | 642,623 | |
Ortho-Clinical Diagnostics | |||
144A 7.25% 2/1/28 # | 229,000 | 236,162 | |
144A 7.375% 6/1/25 # | 294,000 | 303,265 | |
Surgery Center Holdings 144A 10.00% 4/15/27 # | 245,000 | 257,642 | |
Tenet Healthcare | |||
144A 4.375% 1/15/30 # | 235,000 | 225,886 | |
144A 6.125% 10/1/28 # | 265,000 | 269,599 | |
6.75% 6/15/23 | 255,000 | 265,894 | |
6.875% 11/15/31 | 223,000 | 238,563 | |
8,496,848 | |||
Insurance — 2.59% | |||
AmWINS Group 144A 4.875% 6/30/29 # | 357,000 | 343,184 | |
GTCR AP Finance 144A 8.00% 5/15/27 # | 156,000 | 158,003 | |
HUB International 144A 5.625% 12/1/29 # | 460,000 | 440,172 | |
NFP 144A 6.875% 8/15/28 # | 500,000 | 478,135 | |
USI 144A 6.875% 5/1/25 # | 821,000 | 825,097 | |
2,244,591 | |||
Media — 10.90% | |||
AMC Networks 4.25% 2/15/29 | 375,000 | 350,437 |
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Media (continued) | |||
Arches Buyer 144A 6.125% 12/1/28 # | 465,000 | $ 430,764 | |
Beasley Mezzanine Holdings 144A 8.625% 2/1/26 # | 475,000 | 451,791 | |
CCO Holdings | |||
144A 4.50% 8/15/30 # | 875,000 | 822,498 | |
4.50% 5/1/32 | 120,000 | 109,932 | |
144A 5.375% 6/1/29 # | 365,000 | 365,641 | |
Clear Channel Outdoor Holdings | |||
144A 7.50% 6/1/29 # | 290,000 | 289,719 | |
144A 7.75% 4/15/28 # | 230,000 | 231,464 | |
CSC Holdings | |||
144A 4.625% 12/1/30 # | 900,000 | 753,903 | |
144A 5.00% 11/15/31 # | 440,000 | 369,468 | |
Cumulus Media New Holdings 144A 6.75% 7/1/26 # | 484,000 | 484,663 | |
Directv Financing 144A 5.875% 8/15/27 # | 670,000 | 660,000 | |
DISH DBS 144A 5.75% 12/1/28 # | 415,000 | 393,472 | |
Gray Escrow II 144A 5.375% 11/15/31 # | 610,000 | 584,075 | |
Gray Television 144A 4.75% 10/15/30 # | 275,000 | 255,777 | |
Netflix 4.875% 4/15/28 | 190,000 | 199,557 | |
Nexstar Media 144A 4.75% 11/1/28 # | 345,000 | 334,598 | |
Nielsen Finance | |||
144A 4.50% 7/15/29 # | 125,000 | 124,963 | |
144A 4.75% 7/15/31 # | 410,000 | 410,396 | |
Sirius XM Radio 144A 4.00% 7/15/28 # | 935,000 | 889,517 | |
Terrier Media Buyer 144A 8.875% 12/15/27 # | 645,000 | 657,074 | |
VZ Secured Financing 144A 5.00% 1/15/32 # | 285,000 | 266,910 | |
9,436,619 | |||
Real Estate Investment Trusts — 0.30% | |||
XHR 144A 4.875% 6/1/29 # | 270,000 | 262,613 | |
262,613 | |||
Services — 5.85% | |||
ADT Security 144A 4.125% 8/1/29 # | 470,000 | 437,123 | |
Ahern Rentals 144A 7.375% 5/15/23 # | 255,000 | 237,788 | |
Camelot Finance 144A 4.50% 11/1/26 # | 445,000 | 433,517 | |
Gartner 144A 4.50% 7/1/28 # | 395,000 | 393,973 | |
Iron Mountain | |||
144A 5.25% 3/15/28 # | 460,000 | 454,618 | |
144A 5.25% 7/15/30 # | 260,000 | 255,154 | |
NQ-FLA [3/22] 5/22 (2218555) 3
Schedule of investments
Delaware VIP® Trust — Delaware VIP Fund for Income Series
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Services (continued) | |||
NESCO Holdings II 144A 5.50% 4/15/29 # | 280,000 | $ 275,447 | |
PECF USS Intermediate Holding III 144A 8.00% 11/15/29 # | 135,000 | 130,538 | |
Prime Security Services Borrower | |||
144A 5.75% 4/15/26 # | 265,000 | 270,645 | |
144A 6.25% 1/15/28 # | 920,000 | 901,802 | |
Sotheby's 144A 5.875% 6/1/29 # | 455,000 | 441,052 | |
United Rentals North America 5.25% 1/15/30 | 430,000 | 444,224 | |
White Cap Buyer 144A 6.875% 10/15/28 # | 415,000 | 393,750 | |
5,069,631 | |||
Technology — 0.99% | |||
Minerva Merger Sub 144A 6.50% 2/15/30 # | 445,000 | 432,264 | |
NCR 144A 5.25% 10/1/30 # | 450,000 | 427,356 | |
859,620 | |||
Technology & Electronics — 2.80% | |||
Black Knight InfoServ 144A 3.625% 9/1/28 # | 410,000 | 389,037 | |
Clarivate Science Holdings 144A 4.875% 7/1/29 # | 640,000 | 603,459 | |
Go Daddy Operating 144A 3.50% 3/1/29 # | 475,000 | 437,447 | |
Sensata Technologies 144A 4.00% 4/15/29 # | 575,000 | 548,383 | |
SS&C Technologies 144A 5.50% 9/30/27 # | 440,000 | 443,850 | |
2,422,176 | |||
Transportation — 2.59% | |||
Carriage Purchaser 144A 7.875% 10/15/29 # | 175,000 | 161,869 | |
Delta Air Lines 7.375% 1/15/26 | 224,000 | 243,510 | |
Grupo Aeromexico 144A 8.50% 3/17/27 # | 255,000 | 256,795 | |
Seaspan 144A 5.50% 8/1/29 # | 730,000 | 684,050 | |
VistaJet Malta Finance 144A 6.375% 2/1/30 # | 955,000 | 899,801 | |
2,246,025 | |||
Utilities — 2.16% | |||
Calpine | |||
144A 4.625% 2/1/29 # | 155,000 | 142,877 | |
144A 5.00% 2/1/31 # | 510,000 | 464,970 | |
144A 5.125% 3/15/28 # | 95,000 | 90,669 | |
PG&E 5.25% 7/1/30 | 240,000 | 233,088 |
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Utilities (continued) | |||
Vistra | |||
144A 7.00% 12/15/26 #, μ, ψ | 580,000 | $ 565,677 | |
144A 8.00% 10/15/26 #, μ, ψ | 365,000 | 369,106 | |
1,866,387 | |||
Total Corporate Bonds (cost $78,264,859) | 75,528,537 | ||
Loan Agreements — 6.51% | |||
Applied Systems 2nd Lien 6.38% (LIBOR03M + 5.50%) 9/19/25 • | 1,454,124 | 1,450,035 | |
Calpine 2.96% (LIBOR01M + 2.50%) 12/16/27 • | 637 | 633 | |
Clydesdale Acquisition Holdings TBD 3/30/29 X | 120,000 | 118,114 | |
Covis Finco Tranche B 7.30% (SOFR01M + 5.50%) 2/18/27 • | 310,000 | 285,200 | |
Directv Financing 5.75% (LIBOR01M + 5.00%) 8/2/27 • | 7,538 | 7,538 | |
Epicor Software 2nd Lien 8.75% (LIBOR01M + 7.75%) 7/31/28 • | 368,200 | 377,037 | |
Gainwell Acquisition Tranche B 4.88% (LIBOR03M + 4.00%) 10/1/27 • | 86,750 | 86,425 | |
Hamilton Projects Acquiror 5.51% (LIBOR03M + 4.50%) 6/17/27 • | 645,465 | 635,248 | |
Hexion Holdings 1st Lien 5.00% (SOFR01M + 3.50%) 3/15/29 • | 130,000 | 127,481 | |
Hexion Holdings 2nd Lien 7.94% (SOFR01M + 7.44%) 3/15/30 • | 330,000 | 320,100 | |
PECF USS Intermediate Holding III 4.76% (LIBOR03M + 4.25%) 12/15/28 • | 369,075 | 366,175 | |
Pre Paid Legal Services 2nd Lien 7.50% (LIBOR01M + 7.00%) 12/14/29 • | 230,000 | 227,413 | |
Sovos Compliance 1st Lien 5.00% (LIBOR01M + 4.50%) 8/11/28 • | 114,832 | 114,832 | |
SPX Flow TBD 3/16/29 X | 466,000 | 454,423 | |
Surgery Center Holdings 4.50% (LIBOR01M + 3.75%) 8/31/26 • | 276 | 274 | |
UKG 2nd Lien 5.75% (LIBOR03M + 5.25%) 5/3/27 • | 574,000 | 571,608 | |
Vantage Specialty Chemicals 1st Lien 4.50% (LIBOR03M + 3.50%) 10/28/24 • | 340,554 | 328,493 | |
Vantage Specialty Chemicals 2nd Lien 9.25% (LIBOR03M + 8.25%) 10/27/25 • | 169,000 | 163,481 | |
Total Loan Agreements (cost $5,612,312) | 5,634,510 |
4 NQ-FLA [3/22] 5/22 (2218555)
Number of shares | Value (US $) | ||
Short-Term Investments — 4.33% | |||
Money Market Mutual Funds — 4.33% | |||
BlackRock FedFund – Institutional Shares (seven-day effective yield 0.23%) | 937,398 | $ 937,398 | |
Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 0.12%) | 937,400 | 937,400 | |
GS Financial Square Government Fund – Institutional Shares (seven-day effective yield 0.25%) | 937,400 | 937,400 | |
Morgan Stanley Government Portfolio – Institutional Share Class (seven-day effective yield 0.23%) | 937,399 | 937,399 | |
Total Short-Term Investments (cost $3,749,597) | 3,749,597 | ||
Total Value of Securities—98.21% (cost $87,747,437) | 85,037,120 | ||
Receivables and Other Assets Net of Liabilities—1.79% | 1,545,927 | ||
Net Assets Applicable to 14,129,399 Shares Outstanding—100.00% | $86,583,047 |
° | Principal amount shown is stated in USD unless noted that the security is denominated in another currency. |
μ | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at March 31, 2022. Rate will reset at a future date. |
ψ | Perpetual security. Maturity date represents next call date. |
# | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. At March 31, 2022, the aggregate value of Rule 144A securities was $56,746,396, which represents 65.54% of the Series' net assets. |
> | PIK. 100% of the income received was in the form of cash. |
• | Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at March 31, 2022. 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. |
X | This loan will settle after March 31, 2022, at which time the interest rate, based on the LIBOR and the agreed upon spread on trade date, will be reflected. |
Unfunded Loan Commitments
The Series may invest in floating rate loans. In connection with these investments, the Fund may also enter into unfunded corporate loan commitments (commitments). Commitments may obligate the Series to furnish temporary financing to a borrower until permanent financing can be arranged. In connection with these commitments, the Series earns a commitment fee, typically set as a percentage of the commitment amount. The following unfunded loan commitment were outstanding at March 31, 2022:
Borrower | Principal Amount | Commitment | Value | Unrealized Appreciation (Depreciation) | ||||
Sovos Compliance 1st Lien 8/11/28 | $19,880 | $19,880 | $19,880 | $— |
Summary of abbreviations: |
DAC – Designated Activity Company |
GS – Goldman Sachs |
ICE – Intercontinental Exchange, Inc. |
LIBOR – London Interbank Offered Rate |
LIBOR01M – ICE LIBOR USD 1 Month |
LIBOR03M – ICE LIBOR USD 3 Month |
LIBOR06M – ICE LIBOR USD 6 Month |
PIK – Payment-in-kind |
SOFR01M – Secured Overnight Financing Rate 1 Month |
NQ-FLA [3/22] 5/22 (2218555) 5
Schedule of investments
Delaware VIP® Trust — Delaware VIP Fund for Income Series
TBD – To be determined |
USD – US Dollar |
6 NQ-FLA [3/22] 5/22 (2218555)