NPORT-EX 2 ADD1DEL103122.htm
Schedule of investments
Delaware Strategic Income Fund  October 31, 2022 (Unaudited)
    Principal
amount° 		Value (US $)
Agency Collateralized Mortgage Obligations — 8.44%
Freddie Mac Structured Agency Credit Risk REMIC
Trust 		     
Series 2020-HQA2 M2 144A 6.686% (LIBOR01M + 3.10%) 3/25/50 #, •   1,292,410 $ 1,292,799
Series 2021-DNA1 M2 144A 3.314% (SOFR + 1.80%) 1/25/51 #, •   1,295,648   1,231,579
Series 2021-DNA3 M2 144A 3.614% (SOFR+ 2.10%) 10/25/33 #, •   1,350,000   1,287,224
Series 2021-HQA1 M2 144A 3.764% (SOFR + 2.25%) 8/25/33 #, •   2,000,000   1,828,722
Series 2021-HQA2 M2 144A 5.047% (SOFR + 2.05%) 12/25/33 #, •   2,000,000  1,761,562
Total Agency Collateralized Mortgage Obligations (cost $7,931,037)  7,401,886
Agency Commercial Mortgage-Backed Securities — 2.00%
FREMF Mortgage Trust      
Series 2017-K66 B 144A 4.037% 7/25/27 #, •     325,000     299,412
Series 2017-K71 B 144A 3.753% 11/25/50 #, •     325,000     292,227
Series 2018-K72 B 144A 3.994% 12/25/50 #, •     325,000     297,165
Series 2018-K86 C 144A 4.294% 11/25/51 #, •     970,000    864,796
Total Agency Commercial Mortgage-Backed Securities (cost $2,140,546)  1,753,600
Agency Mortgage-Backed Securities — 3.01%
Fannie Mae S.F. 30 yr      
5.00% 9/1/52      925,859     893,589
5.00% 10/1/52      421,874     407,170
5.50% 10/1/52      901,196     892,402
Fannie Mae S.F. 30 yr TBA 6.00% 11/1/52     445,000    447,134
Total Agency Mortgage-Backed Securities (cost $2,668,285)  2,640,295
Convertible Bonds — 3.11%
Blackstone Mortgage Trust 4.75% exercise price $36.23, maturity date 3/15/23      245,000     245,925
Helix Energy Solutions Group 6.75% exercise price $6.97, maturity date 2/15/26      290,000     391,152
Kaman 3.25% exercise price $65.26, maturity date 5/1/24    1,124,000   1,056,785
Liberty Broadband 144A 2.75% exercise price $857.56, maturity date 9/30/50 #      17,000      16,489
Liberty Broadband 144A 1.25% exercise price $900.01, maturity date 9/30/50 #     459,000     439,034
NQ-023 [10/22] 12/22 (2638410)    1
Schedule of investments
Delaware Strategic Income Fund   (Unaudited)
    Principal
amount° 		Value (US $)
Convertible Bonds (continued)
Paratek Pharmaceuticals 4.75% exercise price $15.90, maturity date 5/1/24      265,000 $   242,846
Spirit Airlines 1.00% exercise price $49.07, maturity date 5/15/26      404,000    335,522
Total Convertible Bonds (cost $2,641,692)  2,727,753
       
Corporate Bonds — 51.82%
Banking — 4.99%
Access Bank      
144A 6.125% 9/21/26 #     400,000    294,880
144A 9.125% 10/7/26 #, μ, ψ     400,000    279,480
Ally Financial 5.75% 11/20/25      330,000    317,706
Banco de Bogota 144A 6.25% 5/12/26 #     410,000    376,583
Banco Mercantil del Norte 144A 8.375% 10/14/30 #, μ, ψ     500,000    435,533
Bank of America 4.948% 7/22/28 μ     160,000    152,744
Bank of New York Mellon 4.70% 9/20/25 μ, ψ      47,000     45,120
Barclays 4.375% 3/15/28 μ, ψ     470,000     313,118
Citizens Bank 6.064% 10/24/25 μ     250,000    251,889
Credit Suisse 1.00% 5/5/23      250,000    242,444
Credit Suisse Group      
144A 3.091% 5/14/32 #, μ     310,000    212,962
144A 6.442% 8/11/28 #, μ     470,000    424,587
Deutsche Bank 5.625% 5/19/31 μ EUR   300,000    285,867
Fifth Third Bancorp 4.337% 4/25/33 μ      65,000     56,458
JPMorgan Chase & Co.      
4.851% 7/25/28 μ      65,000     61,840
4.912% 7/25/33 μ       5,000      4,554
SVB Financial Group      
4.00% 5/15/26 μ, ψ     385,000    269,903
4.57% 4/29/33 μ      95,000     79,950
Truist Financial 4.95% 9/1/25 μ, ψ     165,000    158,400
Wells Fargo & Co.      
4.611% 4/25/53 μ      85,000     67,924
4.808% 7/25/28 μ      45,000     42,653
   4,374,595
Basic Industry — 5.76%
AngloGold Ashanti Holdings      
3.375% 11/1/28      200,000    161,694
3.75% 10/1/30      440,000    337,671
2    NQ-023 [10/22] 12/22 (2638410)
(Unaudited)
    Principalamount° Value (US $)
Corporate Bonds (continued)
Basic Industry (continued)
Bidvest Group UK 144A 3.625% 9/23/26 #     600,000 $   509,118
Celanese US Holdings 6.05% 3/15/25       30,000      29,189
CSN Resources 144A 5.875% 4/8/32 #     535,000     387,715
Domtar 144A 6.75% 10/1/28 #     509,000     433,897
First Quantum Minerals 144A 6.875% 10/15/27 #   1,000,000     931,688
Methanex 5.25% 12/15/29      900,000     771,926
Sasol Financing USA 4.375% 9/18/26      675,000     592,694
Stillwater Mining 144A 4.00% 11/16/26 #     620,000     511,822
Westlake 1.625% 7/17/29  EUR   500,000    383,359
   5,050,773
Brokerage — 1.71%
Charles Schwab 5.375% 6/1/25 μ, ψ      35,000      34,344
Jefferies Financial Group 6.50% 1/20/43    1,400,000   1,287,076
XP 144A 3.25% 7/1/26 #     200,000    174,887
   1,496,307
Capital Goods — 2.00%
Roller Bearing Co. of America 144A 4.375% 10/15/29 #     250,000     219,683
SAN Miguel Industrias Pet 144A 3.50% 8/2/28 #     640,000     513,265
Standard Industries      
144A 3.375% 1/15/31 #     159,000     119,344
144A 4.375% 7/15/30 #     313,000     253,658
Turkiye Sise ve Cam Fabrikalari 144A 6.95% 3/14/26 #     700,000    650,643
   1,756,593
Communications — 6.32%
Altice France 144A 5.50% 10/15/29 #     865,000     661,228
Cellnex Finance 144A 3.875% 7/7/41 #     200,000     122,870
CMG Media 144A 8.875% 12/15/27 #     415,000     352,823
Cumulus Media New Holdings 144A 6.75% 7/1/26 #     500,000     423,716
Discovery Communications 4.00% 9/15/55       10,000       5,722
IHS Holding 144A 5.625% 11/29/26 #     800,000     610,280
LCPR Senior Secured Financing DAC 144A 5.125% 7/15/29 #     610,000     515,407
Sprint Capital 8.75% 3/15/32      525,000     616,899
Time Warner Cable 7.30% 7/1/38      650,000     607,941
Turkcell Iletisim Hizmetleri 144A 5.80% 4/11/28 #     755,000     606,061
Vmed O2 UK Financing I 144A 4.25% 1/31/31 #     400,000     318,832
VTR Comunicaciones 144A 4.375% 4/15/29 #     850,000     477,356
NQ-023 [10/22] 12/22 (2638410)    3
Schedule of investments
Delaware Strategic Income Fund   (Unaudited)
    Principalamount° Value (US $)
Corporate Bonds (continued)
Communications (continued)
Warnermedia Holdings      
144A 3.755% 3/15/27 #     150,000 $   133,525
144A 4.279% 3/15/32 #      25,000      20,220
144A 5.141% 3/15/52 #      95,000     66,466
   5,539,346
Consumer Cyclical — 4.19%
Alsea 144A 7.75% 12/14/26 #     600,000     571,227
Arcos Dorados 144A 6.125% 5/27/29 #     370,000     340,929
B2W Digital 144A 4.375% 12/20/30 #     630,000     433,936
Bath & Body Works 6.875% 11/1/35      460,000     387,345
BorgWarner 1.00% 5/19/31  EUR   500,000     355,445
Carnival      
144A 5.75% 3/1/27 #     355,000     246,654
144A 7.625% 3/1/26 #     653,000     492,117
General Motors Financial 5.70% 9/30/30 μ, ψ      80,000      68,300
MGM Resorts International 4.75% 10/15/28      425,000     369,464
PetSmart 144A 7.75% 2/15/29 #     250,000     235,278
Royal Caribbean Cruises 144A 5.50% 4/1/28 #     135,000     104,342
VICI Properties 4.95% 2/15/30       75,000     67,885
   3,672,922
Consumer Non-Cyclical — 3.73%
1375209 BC 144A 9.00% 1/30/28 #      97,000      94,333
Bausch Health      
144A 5.50% 11/1/25 #     120,000      96,113
144A 11.00% 9/30/28 #     173,000     134,075
144A 14.00% 10/15/30 #      34,000      19,635
Central American Bottling 144A 5.25% 4/27/29 #     585,000     515,980
CSL Finance      
144A 4.05% 4/27/29 #      30,000      27,582
144A 4.75% 4/27/52 #      50,000      42,037
InRetail Consumer 144A 3.25% 3/22/28 #     625,000     495,712
JBS USA LUX 144A 3.00% 2/2/29 #      25,000      20,309
MARB BondCo 144A 3.95% 1/29/31 #     305,000     226,568
MHP 144A 6.25% 9/19/29 #     505,000     227,250
Organon & Co. 144A 5.125% 4/30/31 #     500,000     425,475
Pilgrim's Pride 144A 5.875% 9/30/27 #     121,000     118,435
Tenet Healthcare      
144A 4.25% 6/1/29 #     255,000     215,226
144A 6.125% 10/1/28 #     145,000     125,733
6.875% 11/15/31      370,000     314,555
4    NQ-023 [10/22] 12/22 (2638410)
(Unaudited)
    Principalamount° Value (US $)
Corporate Bonds (continued)
Consumer Non-Cyclical (continued)
Teva Pharmaceutical Finance Netherlands III 5.125% 5/9/29      200,000 $   172,112
   3,271,130
Electric — 2.40%
Calpine      
144A 5.00% 2/1/31 #     145,000     122,852
144A 5.125% 3/15/28 #     279,000     247,975
Duke Energy 4.875% 9/16/24 μ, ψ      80,000      71,800
Enel Finance International 144A 6.80% 10/14/25 #     200,000     200,961
Fells Point Funding Trust 144A 3.046% 1/31/27 #     100,000      89,018
NRG Energy 144A 4.45% 6/15/29 #     335,000     296,339
Pacific Gas and Electric 3.30% 8/1/40      517,000     336,561
PG&E 5.25% 7/1/30      315,000     279,433
UEP Penonome II 144A 6.50% 10/1/38 #     609,364    457,023
   2,101,962
Energy — 8.40%
Canacol Energy 144A 5.75% 11/24/28 #     610,000     459,567
CNX Midstream Partners 144A 4.75% 4/15/30 #     500,000     411,970
CNX Resources 144A 6.00% 1/15/29 #     700,000     654,409
Crestwood Midstream Partners 144A 6.00% 2/1/29 #     442,000     414,326
Ecopetrol 4.625% 11/2/31      615,000     425,120
Energy Transfer 6.50% 11/15/26 μ, ψ     485,000     418,313
Genesis Energy 7.75% 2/1/28      505,000     482,878
Geopark 144A 5.50% 1/17/27 #     620,000     506,338
Guara Norte 144A 5.198% 6/15/34 #     580,413     456,347
Murphy Oil      
5.875% 12/1/27      296,000     287,836
6.375% 7/15/28      270,000     264,537
NuStar Logistics 6.375% 10/1/30      125,000     116,128
PDC Energy 5.75% 5/15/26      445,000     427,160
Petroleos Mexicanos 5.95% 1/28/31    1,135,000     820,009
Southwestern Energy 7.75% 10/1/27      655,000     674,624
Tullow Oil 144A 10.25% 5/15/26 #     640,000    546,170
   7,365,732
Finance Companies — 1.93%
AerCap Ireland Capital DAC      
2.45% 10/29/26      150,000     126,791
3.30% 1/30/32      150,000     112,759
3.40% 10/29/33      150,000     108,624
Agile Group Holdings 5.50% 5/17/26      300,000      58,184
NQ-023 [10/22] 12/22 (2638410)    5
Schedule of investments
Delaware Strategic Income Fund   (Unaudited)
    Principalamount° Value (US $)
Corporate Bonds (continued)
Finance Companies (continued)
Castlelake Aviation Finance DAC 144A 5.00% 4/15/27 #     620,000 $   523,093
CIFI Holdings Group 6.45% 11/7/24      200,000      17,500
Oryx Funding 144A 5.80% 2/3/31 #     685,000     601,700
Vonovia 0.625% 12/14/29  EUR   200,000    141,601
   1,690,252
Insurance — 1.95%
Brighthouse Financial      
4.70% 6/22/47      244,000     169,807
5.625% 5/15/30       25,000      23,285
Brown & Brown 4.95% 3/17/52      136,000     103,632
HUB International 144A 5.625% 12/1/29 #     545,000     468,016
MetLife 3.85% 9/15/25 μ, ψ     185,000     163,029
Sagicor Financial 144A 5.30% 5/13/28 #     400,000     366,386
USI 144A 6.875% 5/1/25 #     425,000    413,136
   1,707,291
Natural Gas — 0.48%
Medco Laurel Tree 144A 6.95% 11/12/28 #     545,000    418,830
     418,830
Real Estate Investment Trusts — 0.04%
American Homes 4 Rent 3.625% 4/15/32       50,000     40,321
      40,321
Technology — 2.21%
Broadcom 144A 3.469% 4/15/34 #   1,185,000     888,598
Entegris Escrow 144A 4.75% 4/15/29 #      90,000      79,651
ION Trading Technologies 144A 5.75% 5/15/28 #     250,000     201,510
Iron Mountain      
144A 5.25% 7/15/30 #      71,000      61,366
144A 5.625% 7/15/32 #     600,000     515,799
Iron Mountain Information Management Services 144A 5.00% 7/15/32 #     230,000    190,202
   1,937,126
Transportation — 5.15%
Abertis Infraestructuras Finance 3.248% 11/24/25 μ, ψ EUR   400,000     329,349
Azul Investments 144A 7.25% 6/15/26 #     640,000     406,217
Babcock International Group 1.375% 9/13/27  EUR   500,000     403,581
DAE Funding 144A 3.375% 3/20/28 #     695,000     587,689
Delta Air Lines 7.375% 1/15/26      661,000     675,869
Grupo Aeromexico 144A 8.50% 3/17/27 #     500,000     412,033
6    NQ-023 [10/22] 12/22 (2638410)
(Unaudited)
    Principalamount° Value (US $)
Corporate Bonds (continued)
Transportation (continued)
International Consolidated Airlines Group 3.75% 3/25/29  EUR   300,000 $   221,615
Mileage Plus Holdings 144A 6.50% 6/20/27 #     593,750     587,759
Rutas 2 and 7 Finance 144A 3.018% 9/30/36 #, ^     681,333     407,979
United Airlines      
144A 4.375% 4/15/26 #     100,000      91,452
144A 4.625% 4/15/29 #     457,000    391,660
   4,515,203
Utilities — 0.56%
Clean Renewable Power Mauritius 144A 4.25% 3/25/27 #     639,850    494,050
     494,050
Total Corporate Bonds (cost $55,733,593) 45,432,433
Municipal Bonds — 0.64%
Commonwealth of Puerto Rico (Restructured - Capital Appreciation)
Series A  2.993% 7/1/24^ 		     12,435      11,316
Commonwealth of Puerto Rico (Restructured)      
Series A-1 4.00% 7/1/33      37,375      31,705
Series A-1 4.00% 7/1/35      27,144      22,247
GDB Debt Recovery Authority of Puerto Rico (Taxable)
 7.50% 8/20/40 		    570,321    492,615
Total Municipal Bonds (cost $619,684)    557,883
Non-Agency Asset-Backed Securities — 3.28%
Citicorp Residential Mortgage Trust Series 2006-3 A5 4.561% 11/25/36 φ     103,569      98,347
Diamond Infrastructure Funding Series 2021-1A A 144A 1.76% 4/15/49 #     750,000     609,589
Domino's Pizza Master Issuer Series 2021-1A A2I 144A 2.662% 4/25/51 #     443,250     355,476
Hardee's Funding Series 2020-1A A2 144A 3.981% 12/20/50 #   2,161,500  1,812,768
Total Non-Agency Asset-Backed Securities (cost $3,448,237)  2,876,180
Non-Agency Collateralized Mortgage Obligations — 6.27%
JPMorgan Mortgage Trust Series 2021-13 B1 144A 3.143% 4/25/52 #, •     587,451     448,423
NQ-023 [10/22] 12/22 (2638410)    7
Schedule of investments
Delaware Strategic Income Fund   (Unaudited)
    Principalamount° Value (US $)
Non-Agency Collateralized Mortgage Obligations (continued)
Sequoia Mortgage Trust      
Series 2014-1 B3 144A 3.91% 4/25/44 #, •     675,449 $   668,346
Series 2017-5 B2 144A 3.804% 8/25/47 #, •   1,725,803   1,454,986
Series 2017-6 B2 144A 3.719% 9/25/47 #, •   1,735,072   1,470,062
Series 2017-7 B2 144A 3.725% 10/25/47 #, •   1,735,190  1,460,616
Total Non-Agency Collateralized Mortgage Obligations (cost $6,697,671)  5,502,433
Non-Agency Commercial Mortgage-Backed Securities — 2.82%
BANK Series 2022-BNK39 B 3.239% 2/15/55 •     600,000     456,982
Benchmark Mortgage Trust      
Series 2020-B21 C 3.346% 12/17/53 •     500,000     363,854
Series 2020-B22 A5 1.973% 1/15/54      500,000     378,797
COMM Mortgage Trust Series 2013-CR6 AM 144A 3.147% 3/10/46 #     110,000     109,057
DB-JPM Mortgage Trust Series 2020-C9 B 2.567% 8/15/53     500,000     359,894
GS Mortgage Securities Trust      
Series 2017-GS6 B 3.869% 5/10/50      500,000     435,084
Series 2018-GS9 B 4.321% 3/10/51 •     280,000     239,062
JPMorgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 B 3.499% 4/15/46     130,000    126,525
Total Non-Agency Commercial Mortgage-Backed Securities (cost $3,074,771)  2,469,255
Loan Agreements — 5.48%
Acrisure 1st Lien 8.004% (LIBOR01M + 4.25%) 2/15/27 •     198,500     189,568
Acrisure Tranche B 7.254% (LIBOR01M + 3.50%) 2/15/27 •     299,276     278,925
Applied Systems 2nd Lien 9.174% (LIBOR03M + 5.50%) 9/19/25 •   1,336,630   1,320,757
AssuredPartners 7.254% (LIBOR01M + 3.50%) 2/12/27 •     450,620     430,824
Connect US Finco 7.26% (LIBOR01M + 3.50%) 12/11/26 •     277,875     269,330
Frontier Communications Tranche B 7.438% (LIBOR03M + 3.75%) 5/1/28 •     689,500     654,409
Global Medical Response 7.378% (LIBOR01M + 4.25%) 10/2/25 •      87,671      68,640
Hamilton Projects Acquiror 8.174% (LIBOR03M + 4.50%) 6/17/27 •     684,147     674,569
8    NQ-023 [10/22] 12/22 (2638410)
(Unaudited)
    Principalamount° Value (US $)
Loan Agreements (continued)
Mauser Packaging Solutions Holding 6.378% (LIBOR01M + 3.25%) 4/3/24 •     166,738 $   158,639
Ultimate Software Group 1st Lien 7.504% (LIBOR01M + 3.75%) 5/4/26 •     422,128     411,194
Verscend Holding Tranche B 7.754% (LIBOR01M + 4.00%) 8/27/25 •     348,991    344,738
Total Loan Agreements (cost $4,910,519)  4,801,593
Sovereign Bonds — 5.34%Δ
Brazil — 0.42%
Brazilian Government International Bond 4.75% 1/14/50      550,000    369,481
     369,481
Dominican Republic — 0.38%
Dominican Republic International Bond 144A 4.50% 1/30/30 #     414,000    333,355
     333,355
Egypt — 1.25%
Egypt Government International Bonds      
  144A 5.75% 5/29/24 #     723,000     684,713
  144A 7.60% 3/1/29 #     564,000    406,554
   1,091,267
Honduras — 0.75%
Honduras Government International Bond 144A 5.625% 6/24/30 #     959,000    658,514
     658,514
Ivory Coast — 1.04%
Ivory Coast Government International Bond 144A 6.125% 6/15/33 #   1,164,000    913,677
     913,677
Senegal — 0.56%
Senegal Government International Bond 144A 6.75% 3/13/48 #     764,000    489,686
     489,686
NQ-023 [10/22] 12/22 (2638410)    9
Schedule of investments
Delaware Strategic Income Fund   (Unaudited)
    Principalamount° Value (US $)
Sovereign BondsΔ (continued)
Uzbekistan — 0.94%
Republic of Uzbekistan International Bond 144A 4.75% 2/20/24 #     862,000 $   823,102
     823,102
Total Sovereign Bonds (cost $6,079,013)  4,679,082
ZZ_DNU - Supranational Bank — 0.69%
Banque Ouest Africaine de Developpement
144A 4.70% 10/22/31 # 		    804,000    607,350
ZZ_DNU - Supranational Bank (cost $835,408)    607,350
US Treasury Obligations — 3.28%
US Treasury Bonds      
2.375% 2/15/42     135,000      98,613
2.875% 5/15/52   1,985,000   1,541,167
US Treasury Note
2.75% 8/15/32 		  1,380,000  1,235,100
Total US Treasury Obligations (cost $3,219,034)  2,874,880
    Number of
shares 		 
Common Stock — 0.52%
Transportation — 0.52%
Grupo Aeromexico  †      49,917    455,861
Total Common Stock (cost $815,893)    455,861
Short-Term Investments — 1.21%
Money Market Mutual Funds — 1.21%
BlackRock Liquidity FedFund – Institutional Shares (seven-day effective yield 2.87%)     265,100    265,100
Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 2.87%)     265,100    265,100
Goldman Sachs Financial Square Government Fund – Institutional Shares (seven-day effective yield 3.14%)     265,100    265,100
Morgan Stanley Institutional Liquidity Funds Government Portfolio – Institutional Class (seven-day effective yield 2.88%)     265,100    265,100
Total Short-Term Investments (cost $1,060,400)  1,060,400
10    NQ-023 [10/22] 12/22 (2638410)
(Unaudited)
    Number of
shares 		Value (US $)
Short-Term Investments (continued)
Money Market Mutual Funds (continued)
Total Value of Securities—97.91%
(cost $101,875,783) 		    85,840,884
Receivables and Other Assets Net of Liabilities—2.09%      1,833,754
Net Assets Applicable to 12,568,181 Shares Outstanding—100.00%     $87,674,638
° Principal amount shown is stated in USD unless noted that the security is denominated in another currency.
# Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. At October 31, 2022, the aggregate value of Rule 144A securities was $52,135,179, which represents 59.46% of the Fund's net assets.
• Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at October 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.
μ Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at October 31, 2022. Rate will reset at a future date.
ψ Perpetual security. Maturity date represents next call date.
^ Zero-coupon security. The rate shown is the effective yield at the time of purchase.
φ Step coupon bond. Stated rate in effect at
October 31, 2022 through maturity date.
Δ Securities have been classified by country of risk.
† Non-income producing security.
The following foreign currency exchange contracts and futures contracts were outstanding at October 31, 2022:
Foreign Currency Exchange Contracts        
Counterparty   Currency to
Receive (Deliver) 		  In Exchange For   Settlement
Date 		  Unrealized
Appreciation
TD   EUR (2,297,247)   USD 2,353,731   11/18/22   $80,377
NQ-023 [10/22] 12/22 (2638410)    11
Schedule of investments
Delaware Strategic Income 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
8 US Treasury 5 yr Notes   $852,750   $853,832   12/30/22   $—   $(1,082)   $(2,250)
(4) US Treasury 10 yr Notes   (442,375)   (471,459)   12/20/22   29,084   —   1,625
2 US Treasury 10 yr Ultra Notes   231,969   250,864   12/20/22   —   (18,896)   (1,281)
Total Futures Contracts   $633,237       $29,084   $(19,978)   $(1,906)
The use of foreign currency exchange contracts and futures contracts involves elements of market risk and risks in excess of the amounts disclosed inthese financial statements. The foreign currency exchange contracts and notional amounts presented above represent the Fund’s total exposure insuch contracts, whereas only the net unrealized appreciation (depreciation) and variation margin are reflected in the Fund’s net assets.
Summary of abbreviations:
DAC – Designated Activity Company
FREMF – Freddie Mac Multifamily
GS – Goldman Sachs
ICE – Intercontinental Exchange, Inc.
JPM – JPMorgan
LIBOR01M – ICE LIBOR USD 1 Month
LIBOR03M – ICE LIBOR USD 3 Month
LIBOR06M – ICE LIBOR USD 6 Month
REMIC – Real Estate Mortgage Investment Conduit
S.F. – Single Family
SOFR – Secured Overnight Financing Rate
TBA – To be announced
12    NQ-023 [10/22] 12/22 (2638410)
(Unaudited)
Summary of abbreviations: (continued)
TD – TD Bank
yr – Year
Summary of currencies:
EUR – European Monetary Unit
USD – US Dollar
NQ-023 [10/22] 12/22 (2638410)    13