US 5 YEAR TREASURY NOTE

NPORT-P false 0000883622 XXXXXXXX S000058123 C000190327 C000190332 C000190329 C000190331 IVY FUNDS 811-06569 0000883622 UJ5MWG3K37CY01MVRY13 100 Independence 610 Market Street Philadelphia 19106 215-255-1200 Delaware Ivy Government Securities Fund S000058123 54930093YWD288TNKS48 2024-09-30 2024-03-28 Y 126249239.96 781634.24 125467605.72 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 338038.23000000 USD N BBG U.S. Gov/Mortgage Index BCGOV_MBS BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 US 5 YEAR TREASURY NOTE 000000000 87.00000000 NC USD 11349.15000000 0.009045482246 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2024-06-28 9299010.66000000 USD 11349.15000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CKD2 7375000.00000000 PA USD 7385947.45000000 5.886736586400 Long DBT UST US N 2 2029-02-28 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DPCK2 987194.16000000 PA USD 987919.55000000 0.787390134952 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DXK3 1085959.79000000 PA USD 862674.40000000 0.687567436271 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133KPZK7 811417.53000000 PA USD 809666.41000000 0.645319088822 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137FCM43 849106.53000000 PA USD 837180.74000000 0.667248518209 Long ABS-MBS USGSE US N 2 2024-10-25 Fixed 3.13600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418EJ68 1491985.05000000 PA USD 1420712.48000000 1.132334096795 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBL4 2385000.00000000 PA USD 1956352.06000000 1.559248738966 Long DBT UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418EPB0 781021.31000000 PA USD 743711.06000000 0.592751456228 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137BWFV1 137215.40000000 PA USD 133219.51000000 0.106178410941 Long ABS-MBS USGSE US N 2 2026-04-25 Fixed 2.89600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140MB6X5 1150711.78000000 PA USD 953762.40000000 0.760166255287 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QQSQ9 307219.49000000 PA USD 308175.89000000 0.245621878437 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DPXE3 1709418.07000000 PA USD 1716093.52000000 1.367758243374 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CJJ1 2100000.00000000 PA USD 2147085.99000000 1.711267205330 Long DBT UST US N 2 2033-11-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DNVR1 435594.74000000 PA USD 405873.89000000 0.323488989584 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SW9 565000.00000000 PA USD 394065.41000000 0.314077412841 Long DBT UST US N 2 2041-02-15 Fixed 1.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140XK2G4 831554.52000000 PA USD 806502.03000000 0.642797019495 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810QC5 2270000.00000000 PA USD 2326483.96000000 1.854250702122 Long DBT UST US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140XPHG7 1340000.00000000 PA USD 1209634.48000000 0.964101030746 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38374FV50 780114.65000000 PA USD 774454.61000000 0.617254633620 Long ABS-MBS USGA US N 2 2034-04-20 Fixed 5.00000000 N N N N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 BlackRock Liquidity FedFund 09248U700 834022.04000000 NS USD 834022.04000000 0.664730975947 Long STIV RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140XFU74 941854.24000000 PA USD 786687.90000000 0.627004791783 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828P46 723000.00000000 PA USD 683799.88000000 0.545001138800 Long DBT UST US N 2 2026-02-15 Fixed 1.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418ED72 3706812.42000000 PA USD 3319411.60000000 2.645632377338 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137F3TU8 296717.09000000 PA USD 283471.88000000 0.225932326016 Long ABS-MBS USGSE US N 2 2045-10-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3131XW4R1 902087.97000000 PA USD 822482.04000000 0.655533382724 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CFU0 1750000.00000000 PA USD 1736464.80000000 1.383994529930 Long DBT UST US N 2 2027-10-31 Fixed 4.12500000 N N N N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 Goldman Sachs Financial Square Government Fund 38141W273 834021.89000000 NS USD 834021.89000000 0.664730856394 Long STIV RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418EM23 2139963.26000000 PA USD 2165160.04000000 1.725672557131 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418EP38 2912348.04000000 PA USD 2898946.00000000 2.310513525275 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136ASVZ6 1593371.66000000 PA USD 1515397.79000000 1.207800038347 Long ABS-MBS USGSE US N 2 2026-05-25 Fixed 2.48800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DQPF7 210183.11000000 PA USD 206276.04000000 0.164405815203 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 10 YEAR US ULTRA TREASURY BOND 000000000 15.00000000 NC USD 16611.75000000 0.013239871682 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2024-06-18 1702528.95000000 USD 16611.75000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133KPYM4 818467.10000000 PA USD 762469.05000000 0.607701920846 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128284V9 1345000.00000000 PA USD 1270289.42000000 1.012444138636 Long DBT UST US N 2 2028-08-15 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133KPYZ5 1367087.67000000 PA USD 1302294.00000000 1.037952380239 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133BMLL7 944917.92000000 PA USD 876014.03000000 0.698199367855 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810RK6 8215000.00000000 PA USD 6009946.13000000 4.790038110245 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140XKAE0 725192.96000000 PA USD 729030.32000000 0.581050635194 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CFV8 7680000.00000000 PA USD 7628849.66000000 6.080334135828 Long DBT UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418EHF0 415690.00000000 PA USD 390647.42000000 0.311353211658 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3622ACQF0 1367675.36000000 PA USD 1385140.57000000 1.103982627269 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JVPY2 1666528.35000000 PA USD 1465525.03000000 1.168050527138 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 2 YEAR US TREASURY NOTE 000000000 30.00000000 NC USD -4992.98000000 -0.00397949731 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2024-06-28 6139524.23000000 USD -4992.98000000 N N N WI TREAS. NT/BD 254900HROIFWPRGM1V77 United States Treasury Note/Bond - When Issued 912810TT5 2755000.00000000 PA USD 2648674.36000000 2.111042403973 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp 3134GXS88 980000.00000000 PA USD 970182.07000000 0.773253035660 Long DBT USGSE US N 2 2025-02-28 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CGJ4 1350000.00000000 PA USD 1299295.89000000 1.035562831173 Long DBT UST US N 2 2030-01-31 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CGB1 1700000.00000000 PA USD 1669519.51000000 1.330637896865 Long DBT UST US N 2 2029-12-31 Fixed 3.87500000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137FBBZ8 63456885.06000000 PA USD 778546.18000000 0.620515690510 Long ABS-MBS USGSE US N 2 2027-08-25 Variable 0.41706900 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810ST6 465000.00000000 PA USD 299171.19000000 0.238444966159 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 MSILF Government Portfolio 61747C707 834022.04000000 NS USD 834022.04000000 0.664730975947 Long STIV RF US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DWHE6 4278977.42000000 PA USD 4174563.52000000 3.327204258058 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DWDC4 2160886.46000000 PA USD 1711455.79000000 1.364061886874 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 Fidelity Government Portfolio 316175108 834022.04000000 NS USD 834022.04000000 0.664730975947 Long STIV RF US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133KPYY8 861748.21000000 PA USD 820937.97000000 0.654302730405 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DNCD3 1739561.02000000 PA USD 1565621.97000000 1.247829637790 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140XH5W3 2256887.92000000 PA USD 1877053.46000000 1.496046289580 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418AAW8 381175.40000000 PA USD 369554.12000000 0.294541461821 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418EHJ2 268430.43000000 PA USD 248954.51000000 0.198421344355 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CKE0 9725000.00000000 PA USD 9680934.08000000 7.715883334543 Long DBT UST US N 2 2027-03-15 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DWE66 1501557.56000000 PA USD 1429827.55000000 1.139598976002 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137BPAL3 759772.25000000 PA USD 686225.69000000 0.546934554191 Long ABS-MBS USGSE US N 2 2046-04-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QB4M7 537886.97000000 PA USD 467228.47000000 0.372389723481 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140XDRM0 848177.77000000 PA USD 705849.13000000 0.562574798450 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137FP2D6 681738.62000000 PA USD 586621.22000000 0.467547951229 Long ABS-MBS USGSE US N 2 2049-07-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DNX73 1338769.95000000 PA USD 1284158.31000000 1.023497900219 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418ELW8 292793.37000000 PA USD 278807.27000000 0.222214545659 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QQQY4 406310.68000000 PA USD 405487.25000000 0.323180830361 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QQPB5 804064.48000000 PA USD 801499.03000000 0.638809536055 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 10 YEAR US TREASURY NOTE 000000000 23.00000000 NC USD 11285.86000000 0.008995038946 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2024-06-18 2537042.38000000 USD 11285.86000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133KPZH4 348488.50000000 PA USD 349853.22000000 0.278839480511 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SP4 600000.00000000 PA USD 317039.04000000 0.252685972750 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CFT3 7780000.00000000 PA USD 7689739.55000000 6.128864503209 Long DBT UST US N 2 2029-10-31 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179WVV7 540595.53000000 PA USD 476700.54000000 0.379939138285 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179X2L9 1687238.56000000 PA USD 1686128.86000000 1.343875855703 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133BMRK3 1368756.68000000 PA USD 1398128.97000000 1.114334622053 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp 3134GXS47 980000.00000000 PA USD 969663.74000000 0.772839917073 Long DBT USGSE US N 2 2025-08-28 Fixed 4.20000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CJR3 3215000.00000000 PA USD 3146995.36000000 2.508213448356 Long DBT UST US N 2 2028-12-31 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418ED80 1371624.12000000 PA USD 1272252.70000000 1.014008909071 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418ELY4 226198.49000000 PA USD 225485.78000000 0.179716332918 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133KNSC8 3897306.03000000 PA USD 3243938.65000000 2.585479041689 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X6FL0 3187644.22000000 PA USD 2796552.79000000 2.228904245005 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QQUN3 703247.74000000 PA USD 705436.88000000 0.562246227583 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418EGF1 169500.93000000 PA USD 159566.41000000 0.127177377048 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N 2024-05-28 IVY FUNDS Dan Geatens Dan Geatens Division Director - Head of US Fund Administration