NPORT-EX 2 AIV0920DEL09302022.htm
Schedule of investments
Delaware Ivy VIP Corporate Bond 
September 30, 2022 (Unaudited)
    Principal
amount° 		Value (US $)
Agency Collateralized Mortgage Obligations — 0.00%
GNMA
Series 2005-23 IO 1.00% 6/17/45 • 		       3,761 $           0
Total Agency Collateralized Mortgage Obligations
(cost $11) 		           0
 
Convertible Bond — 0.10%
Spirit Airlines 1.00% exercise price $49.07, maturity date 5/15/26      567,000      485,636
Total Convertible Bond
(cost $503,774) 		     485,636
 
Corporate Bonds — 93.18%
Banking — 23.34%
Bank of America      
1.898% 7/23/31 μ    1,325,000       988,867
2.299% 7/21/32 μ    3,225,000     2,414,295
2.482% 9/21/36 μ    4,315,000     3,123,175
2.496% 2/13/31 μ    4,000,000     3,160,742
2.592% 4/29/31 μ    3,675,000     2,918,188
3.974% 2/7/30 μ    2,500,000     2,228,463
4.948% 7/22/28 μ      790,000       759,878
6.125% 4/27/27 μ, ψ    2,275,000     2,155,563
Bank of New York Mellon      
4.596% 7/26/30 μ    1,555,000     1,475,504
4.70% 9/20/25 μ, ψ    1,750,000     1,680,000
Barclays      
5.501% 8/9/28 μ      397,000       372,575
8.00% 3/15/29 μ    1,715,000     1,505,256
Citigroup      
2.572% 6/3/31 μ    4,872,000     3,838,953
3.50% 5/15/23     2,260,000     2,244,708
3.52% 10/27/28 μ    1,750,000     1,564,381
4.412% 3/31/31 μ    2,735,000     2,457,645
5.61% 9/29/26 μ    2,415,000     2,403,354
Credit Agricole 144A 2.811% 1/11/41 #    3,150,000     1,872,938
Credit Suisse Group 144A 6.442% 8/11/28 #, μ    1,865,000     1,736,733
Fifth Third Bancorp 4.337% 4/25/33 μ    1,160,000     1,029,913
Goldman Sachs Group      
1.542% 9/10/27 μ      920,000       778,188
2.383% 7/21/32 μ    4,380,000     3,307,534
3.50% 11/16/26     2,000,000     1,850,588
3.80% 3/15/30 *    2,550,000     2,214,571
4.25% 10/21/25     3,250,000     3,140,340
Huntington National Bank 4.552% 5/17/28 μ      875,000       843,294
    Principal
amount° 		Value (US $)
Corporate Bonds (continued)
Banking (continued)
JPMorgan Chase & Co.      
1.764% 11/19/31 μ    2,585,000 $   1,892,050
2.522% 4/22/31 μ   10,202,000     8,077,918
3.22% 3/1/25 μ    6,000,000     5,809,855
3.875% 9/10/24     1,424,000     1,393,837
4.00% 4/1/25 *, μ, ψ    1,650,000     1,361,250
4.851% 7/25/28 μ    1,900,000     1,826,304
4.912% 7/25/33 μ       75,000        69,261
5.00% 8/1/24 μ, ψ      490,000       442,164
KeyCorp 4.789% 6/1/33 μ    1,120,000     1,028,519
Morgan Stanley      
1.794% 2/13/32 μ    3,525,000     2,580,470
2.699% 1/22/31 μ    1,500,000     1,217,659
3.875% 1/27/26     3,850,000     3,674,754
4.183% 10/24/23     1,500,000     1,500,053
4.875% 11/1/22     2,931,000     2,931,691
PNC Financial Services Group      
6.00% 5/15/27 *, μ, ψ      875,000       813,750
6.20% 9/15/27 μ    1,440,000     1,364,400
State Street      
2.203% 2/7/28 *, μ    1,710,000     1,501,110
4.164% 8/4/33 μ    2,425,000     2,191,627
SVB Financial Group      
4.00% 5/15/26 μ, ψ    1,360,000     1,034,233
4.57% 4/29/33 μ    1,775,000     1,558,272
Toronto-Dominion Bank 4.108% 6/8/27     1,925,000     1,817,415
Truist Financial      
4.916% 7/28/33 μ    2,379,000     2,153,242
4.95% 9/1/25 μ, ψ    1,765,000     1,700,207
UBS Group 144A 4.703% 8/5/27 #, μ    1,220,000     1,157,818
US Bancorp      
2.491% 11/3/36 μ    2,300,000     1,732,279
2.677% 1/27/33 μ    1,060,000       853,337
4.548% 7/22/28 μ    1,000,000       964,543
Wells Fargo & Co.      
2.879% 10/30/30 μ    4,080,000     3,357,550
4.54% 8/15/26 μ      655,000       634,018
4.808% 7/25/28 μ    3,230,000    3,083,870
   111,789,102
Basic Industry — 1.49%
Celanese US Holdings      
6.05% 3/15/25     2,025,000     1,980,045
6.165% 7/15/27       580,000       549,652
Graphic Packaging International 144A 0.821% 4/15/24 #    2,480,000     2,304,830
Mosaic      
3.25% 11/15/22     1,333,000     1,331,462
NQ-IV092 [9/22] 11/22 (2605383)    1
Schedule of investments
Delaware Ivy VIP Corporate Bond   (Unaudited)
    Principal
amount° 		Value (US $)
Corporate Bonds (continued)
Basic Industry (continued)
Mosaic      
4.25% 11/15/23       400,000 $     396,972
Newmont 2.60% 7/15/32       735,000      561,334
     7,124,295
Brokerage — 2.84%
Blackstone Holdings Finance      
144A 1.60% 3/30/31 #      950,000       698,192
144A 2.00% 1/30/32 #    3,760,000     2,789,406
Charles Schwab 1.65% 3/11/31     3,150,000     2,378,949
Jefferies Group 2.625% 10/15/31     2,130,000     1,548,459
KKR Group Finance VIII 144A 3.50% 8/25/50 #    4,000,000     2,755,999
National Securities Clearing 144A 1.50% 4/23/25 #    3,745,000    3,453,362
    13,624,367
Capital Goods — 5.86%
Ashtead Capital 144A 2.45% 8/12/31 #      605,000       445,557
Boeing 3.75% 2/1/50     3,375,000     2,206,420
Eaton 4.15% 3/15/33     4,020,000     3,637,844
Lennox International 1.35% 8/1/25     2,750,000     2,456,293
Lockheed Martin 4.15% 6/15/53     1,110,000       931,755
Martin Marietta Materials 0.65% 7/15/23     1,165,000     1,125,314
Masco 1.50% 2/15/28     2,225,000     1,797,934
Parker-Hannifin 4.25% 9/15/27       250,000       238,513
Raytheon Technologies 2.25% 7/1/30     4,750,000     3,845,840
Republic Services      
2.30% 3/1/30     3,457,000     2,843,047
2.375% 3/15/33     2,520,000     1,935,995
Vontier 2.40% 4/1/28     2,973,000     2,327,487
Waste Connections      
3.50% 5/1/29     3,049,000     2,737,840
4.20% 1/15/33     1,685,000    1,527,668
    28,057,507
Communications — 9.28%
AMC Networks 4.25% 2/15/29     1,130,000       838,082
AT&T      
3.50% 6/1/41     2,000,000     1,444,739
3.50% 9/15/53     2,485,000     1,659,903
3.55% 9/15/55       942,000       620,730
3.65% 6/1/51     3,900,000     2,645,377
CCO Holdings      
144A 4.75% 2/1/32 #, *    1,070,000       835,055
144A 6.375% 9/1/29 #      470,000       432,372
    Principal
amount° 		Value (US $)
Corporate Bonds (continued)
Communications (continued)
Charter Communications
Operating 		     
3.85% 4/1/61     4,080,000 $   2,392,411
3.90% 6/1/52     1,115,000       692,957
4.50% 2/1/24     2,306,000     2,280,920
Comcast      
2.887% 11/1/51     1,446,000       907,932
3.25% 11/1/39     3,875,000     2,855,487
3.90% 3/1/38       500,000       408,816
Crown Castle 1.05% 7/15/26     2,500,000     2,114,751
Crown Castle International      
3.15% 7/15/23       175,000       172,710
3.20% 9/1/24     2,250,000     2,178,735
4.00% 3/1/27     2,000,000     1,864,468
Directv Financing 144A 5.875% 8/15/27 #    1,050,000       907,594
Discovery Communications 4.00% 9/15/55     1,710,000     1,011,951
Omnicom Group 3.65% 11/1/24     1,260,000     1,229,248
Paramount Global 4.75% 5/15/25     1,776,000     1,748,132
T-Mobile USA      
3.30% 2/15/51       425,000       277,666
3.50% 4/15/25     5,555,000     5,314,320
4.375% 4/15/40       575,000       469,659
TWDC Enterprises 18 4.125% 6/1/44     1,724,000     1,416,295
Verizon Communications      
2.65% 11/20/40     1,250,000       817,624
2.875% 11/20/50     1,540,000       945,883
4.50% 8/10/33     3,575,000     3,227,407
VZ Secured Financing 144A 5.00% 1/15/32 #      705,000       528,003
Walt Disney 3.60% 1/13/51 *    1,175,000       874,648
Warnermedia Holdings 144A 5.141% 3/15/52 #    1,835,000    1,337,216
    44,451,091
Consumer Cyclical — 7.01%
ADT Security 144A 4.875% 7/15/32 #      969,000       783,376
Amazon.com      
2.50% 6/3/50     4,610,000     2,892,415
3.875% 8/22/37     5,677,000     4,944,422
Aptiv 3.10% 12/1/51     2,058,000     1,156,542
DR Horton 2.60% 10/15/25     3,080,000     2,831,016
General Motors Financial      
1.25% 1/8/26     2,125,000     1,828,595
2.40% 10/15/28     1,420,000     1,123,558
Home Depot      
3.30% 4/15/40     4,500,000     3,452,955
 
2    NQ-IV092 [9/22] 11/22 (2605383)
(Unaudited)
    Principal
amount° 		Value (US $)
Corporate Bonds (continued)
Consumer Cyclical (continued)
Home Depot      
4.20% 4/1/43     1,670,000 $   1,405,034
Levi Strauss & Co. 144A 3.50% 3/1/31 #      225,000       175,813
Lowe's 4.40% 9/8/25     2,860,000     2,818,449
Nissan Motor 144A 3.522% 9/17/25 #      850,000       782,498
Nordstrom 2.30% 4/8/24       450,000       419,027
NVR 3.00% 5/15/30     4,022,000     3,289,544
Target 4.50% 9/15/32     3,340,000     3,187,332
Toll Brothers Finance 4.375% 4/15/23       470,000       467,647
VICI Properties 4.95% 2/15/30     2,230,000    2,020,012
    33,578,235
Consumer Non-Cyclical — 7.24%
Amgen 2.80% 8/15/41     1,750,000     1,198,782
Boston Scientific 1.90% 6/1/25     2,000,000     1,840,424
Bunge Finance 2.75% 5/14/31     1,725,000     1,359,041
Clorox 3.90% 5/15/28     4,676,000     4,402,863
Coca-Cola Europacific Partners 144A 0.80% 5/3/24 #    2,270,000     2,118,889
CVS Health      
2.70% 8/21/40     1,417,000       933,461
4.78% 3/25/38     1,105,000       970,900
JBS USA LUX 144A 3.00% 2/2/29 #    1,560,000     1,278,352
McCormick & Co.      
0.90% 2/15/26     3,572,000     3,101,319
3.50% 9/1/23       771,000       761,284
Merck & Co.      
2.35% 6/24/40     3,075,000     2,072,980
2.75% 12/10/51     2,000,000     1,308,754
Nestle Holdings      
144A 3.90% 9/24/38 #    2,480,000     2,093,563
144A 4.00% 9/24/48 #    4,020,000     3,346,841
Royalty Pharma      
1.20% 9/2/25     3,840,000     3,398,273
3.30% 9/2/40       325,000       218,753
3.35% 9/2/51       958,000       579,747
3.55% 9/2/50       236,000       147,655
Tenet Healthcare 144A 4.25% 6/1/29 #      915,000       758,942
Universal Health Services 144A 1.65% 9/1/26 #    2,535,000     2,127,388
US Foods 144A 4.75% 2/15/29 #      775,000      665,027
    34,683,238
Electric — 5.79%
Appalachian Power 4.50% 8/1/32     1,005,000       905,776
    Principal
amount° 		Value (US $)
Corporate Bonds (continued)
Electric (continued)
Baltimore Gas and Electric 4.25% 9/15/48     1,500,000 $   1,253,039
Black Hills 1.037% 8/23/24     1,650,000     1,525,245
CenterPoint Energy 4.25% 11/1/28       505,000       461,812
Commonwealth Edison 3.65% 6/15/46     3,000,000     2,259,271
Duke Energy Carolinas 3.95% 11/15/28       853,000       800,080
Entergy 3.75% 6/15/50     3,550,000     2,522,666
Fells Point Funding Trust 144A 3.046% 1/31/27 #    1,205,000     1,075,137
ITC Holdings 144A 4.95% 9/22/27 #      905,000       884,366
MidAmerican Energy 3.95% 8/1/47     2,000,000     1,590,887
National Rural Utilities
Cooperative Finance 		     
4.15% 12/15/32     2,230,000     2,044,392
4.40% 11/1/48     2,000,000     1,681,467
Oglethorpe Power 144A 4.50% 4/1/47 #    1,450,000     1,136,753
Pacific Gas and Electric 3.00% 6/15/28     1,771,000     1,462,089
Public Service Co. of Colorado 4.10% 6/1/32        15,000        13,873
Southern California Edison      
3.45% 2/1/52       800,000       540,034
4.125% 3/1/48     1,275,000       951,074
4.70% 6/1/27     1,255,000     1,219,091
Union Electric 3.90% 4/1/52 *       55,000        43,350
Virginia Electric and Power 4.60% 12/1/48     1,736,000     1,505,189
Vistra Operations 144A 5.125% 5/13/25 #    2,110,000     2,045,604
WEC Energy Group 5.15% 10/1/27       770,000       763,950
Wisconsin Electric Power 4.30% 10/15/48     1,250,000    1,033,708
    27,718,853
Energy — 4.31%
BP Capital Markets America 2.939% 6/4/51     3,295,000     2,099,441
Colorado Interstate Gas 144A 4.15% 8/15/26 #    1,000,000       946,776
ConocoPhillips 3.80% 3/15/52     1,895,000     1,454,191
Diamondback Energy 4.25% 3/15/52     1,830,000     1,340,538
Energy Transfer      
6.00% 6/15/48     1,000,000       866,874
6.25% 4/15/49       280,000       249,225
 
NQ-IV092 [9/22] 11/22 (2605383)    3
Schedule of investments
Delaware Ivy VIP Corporate Bond   (Unaudited)
    Principal
amount° 		Value (US $)
Corporate Bonds (continued)
Energy (continued)
Kinder Morgan      
5.45% 8/1/52     1,740,000 $   1,511,610
5.55% 6/1/45     1,000,000       874,054
NuStar Logistics 5.625% 4/28/27       220,000       192,130
Plains All American Pipeline 3.60% 11/1/24     1,031,000       992,266
Sabal Trail Transmission 144A 4.246% 5/1/28 #    2,500,000     2,304,690
Targa Resources Partners 5.00% 1/15/28     1,010,000       936,426
Transcontinental Gas Pipe Line      
3.25% 5/15/30     1,225,000     1,037,271
4.60% 3/15/48     1,000,000       826,637
Valero Energy 3.65% 12/1/51     3,380,000     2,310,468
Williams Cos. 4.85% 3/1/48 *    3,250,000    2,698,620
    20,641,217
Finance Companies — 2.12%
AerCap Ireland Capital DAC      
1.65% 10/29/24     1,375,000     1,257,405
1.75% 1/30/26     2,182,000     1,868,316
3.00% 10/29/28     4,075,000     3,271,631
Air Lease      
2.20% 1/15/27     1,750,000     1,483,983
4.125% 12/15/26 μ    1,532,000     1,055,115
Aviation Capital Group 144A 3.50% 11/1/27 #      255,000       212,130
Avolon Holdings Funding 144A 3.25% 2/15/27 #      540,000       452,910
Owl Rock Capital 4.00% 3/30/25       575,000      540,693
    10,142,183
Financials — 0.29%
Air Lease 2.875% 1/15/32 *    1,850,000    1,396,988
     1,396,988
Industrials — 0.08%
University of Southern California 3.028% 10/1/39       500,000      386,241
       386,241
Insurance — 3.79%
Aon      
2.80% 5/15/30     4,900,000     4,069,911
5.00% 9/12/32     1,225,000     1,175,244
Athene Global Funding 144A 1.985% 8/19/28 #    2,395,000     1,890,846
Berkshire Hathaway Finance 3.85% 3/15/52     2,135,000     1,639,023
Brighthouse Financial 3.85% 12/22/51       647,000       393,024
    Principal
amount° 		Value (US $)
Corporate Bonds (continued)
Insurance (continued)
First American Financial 2.40% 8/15/31     2,100,000 $   1,502,913
Northwestern Mutual Life Insurance 144A 3.85% 9/30/47 #    3,000,000     2,269,109
Principal Life Global Funding II 144A 3.00% 4/18/26 #    1,000,000       922,795
UnitedHealth Group      
3.05% 5/15/41     3,685,000     2,685,596
3.70% 8/15/49     1,000,000       758,934
4.00% 5/15/29       880,000      820,852
    18,128,247
Natural Gas — 1.33%
Atmos Energy 5.75% 10/15/52     1,735,000     1,735,502
Sempra Energy 4.875% 10/15/25 μ, ψ    1,505,000     1,403,412
Southern California Gas 4.30% 1/15/49     2,505,000     2,027,080
Southern Co. Gas Capital 5.15% 9/15/32     1,245,000    1,191,784
     6,357,778
Real Estate Investment Trusts — 1.84%
American Homes 4 Rent 3.625% 4/15/32       890,000       735,021
American Tower Trust #1 Series 13 2A 144A 3.07% 3/15/48 #    1,500,000     1,489,590
Digital Realty Trust 5.55% 1/15/28     1,765,000     1,752,508
Extra Space Storage      
2.35% 3/15/32     2,892,000     2,135,532
2.55% 6/1/31     3,485,000    2,684,821
     8,797,472
Technology — 13.85%
Adobe 2.30% 2/1/30     3,417,000     2,843,815
Alphabet 2.05% 8/15/50     2,756,000     1,627,683
Apple      
2.65% 5/11/50       675,000       446,475
2.65% 2/8/51     1,075,000       709,062
2.70% 8/5/51     1,125,000       744,920
Autodesk      
2.40% 12/15/31       460,000       358,570
2.85% 1/15/30     5,231,000     4,395,920
Broadcom      
144A 3.419% 4/15/33 #    2,500,000     1,912,734
144A 3.469% 4/15/34 #    1,483,000     1,115,335
CDW      
2.67% 12/1/26       815,000       708,438
3.276% 12/1/28     3,590,000     3,002,658
CoStar Group 144A 2.80% 7/15/30 #    2,431,000     1,922,427
 
4    NQ-IV092 [9/22] 11/22 (2605383)
(Unaudited)
    Principal
amount° 		Value (US $)
Corporate Bonds (continued)
Technology (continued)
Entegris Escrow      
144A 4.75% 4/15/29 #    1,690,000 $   1,492,396
144A 5.95% 6/15/30 #      955,000       873,768
Equinix 2.625% 11/18/24     4,895,000     4,637,021
Fidelity National Information Services 1.65% 3/1/28 *    2,225,000     1,829,739
Fiserv 3.85% 6/1/25     4,646,000     4,465,713
Global Payments 2.65% 2/15/25     4,000,000     3,742,570
KLA 4.95% 7/15/52     2,010,000     1,830,842
Maxim Integrated Products 3.45% 6/15/27     1,700,000     1,579,528
Microchip Technology      
0.972% 2/15/24     1,250,000     1,178,613
0.983% 9/1/24     2,685,000     2,473,682
Microsoft 2.921% 3/17/52     2,975,000     2,104,926
NXP      
3.875% 6/18/26     2,800,000     2,616,628
4.875% 3/1/24       608,000       601,270
PayPal Holdings      
2.30% 6/1/30     2,110,000     1,718,715
3.25% 6/1/50     1,100,000       746,219
3.90% 6/1/27 *      445,000       426,813
4.40% 6/1/32 *    1,360,000     1,268,852
Sensata Technologies 144A 3.75% 2/15/31 #    1,115,000       880,649
Texas Instruments      
3.875% 3/15/39     2,994,000     2,591,238
4.15% 5/15/48       400,000       342,424
Thomson Reuters 3.35% 5/15/26     2,760,000     2,589,165
Visa      
2.70% 4/15/40     4,897,000     3,552,583
4.30% 12/14/45       415,000       362,351
VMware 4.50% 5/15/25     1,650,000     1,613,378
Workday      
3.50% 4/1/27       275,000       254,775
3.70% 4/1/29       425,000       381,679
3.80% 4/1/32       445,000      386,769
    66,330,343
Transportation — 2.12%
Air Canada 2015-2 Class AA Pass Through Trust 144A 3.75% 6/15/29 #, ♦      710,672       636,048
Burlington Northern Santa Fe      
2.875% 6/15/52     1,450,000       950,824
4.55% 9/1/44     1,000,000       874,928
Delta Air Lines 2020-1 Class AA Pass Through Trust 2.00% 12/10/29 ♦    1,342,629     1,140,509
    Principal
amount° 		Value (US $)
Corporate Bonds (continued)
Transportation (continued)
Penske Truck Leasing 144A 4.40% 7/1/27 #    3,440,000 $   3,231,860
Union Pacific 3.55% 8/15/39     1,875,000     1,489,271
United Airlines 2016-1 Class AA Pass Through Trust 3.10% 1/7/30 ♦    2,171,697    1,840,683
    10,164,123
Utilities — 0.60%
American Water Capital      
4.15% 6/1/49     2,600,000     2,088,322
4.45% 6/1/32       835,000      776,219
     2,864,541
Total Corporate Bonds
(cost $535,703,074) 		 446,235,821
 
Municipal Bonds — 0.93%
Commonwealth of Puerto Rico      
(Restructured)      
Series A-1 2.986% 7/1/24 ^       16,942        15,580
Series A-1 4.00% 7/1/33       50,919        44,892
Series A-1 4.00% 7/1/35       36,981        31,703
Series A-1 4.00% 7/1/37       39,282        32,336
Series A-1 4.364% 7/1/33 ^       65,528        36,232
Series A-1 5.625% 7/1/29       42,822        43,871
GDB Debt Recovery Authority of
Puerto Rico 		     
 7.50%  8/20/40    1,618,977     1,424,699
New York City Industrial
Development Agency 		     
(Yankee Stadium Project) 144A  11.00%  3/1/29 #    2,410,000    2,832,642
Total Municipal Bonds
(cost $4,184,005) 		   4,461,955
 
Non-Agency Asset-Backed Securities — 1.23%
Enterprise Fleet Financing
Series 2022-2 A2 144A 4.65% 5/21/29 # 		   1,605,000     1,591,883
Ford Credit Floorplan Master Owner Trust
Series 2019-2 A 3.06% 4/15/26 		   1,425,000     1,384,840
Toyota Auto Loan Extended Note Trust
Series 2022-1A A 144A 3.82% 4/25/35 # 		   1,605,000     1,538,464
 
NQ-IV092 [9/22] 11/22 (2605383)    5
Schedule of investments
Delaware Ivy VIP Corporate Bond   (Unaudited)
    Principal
amount° 		Value (US $)
Non-Agency Asset-Backed Securities (continued)
Volkswagen Auto Lease Trust
Series 2022-A A3 3.44% 7/21/25 		   1,400,000 $   1,373,169
Total Non-Agency Asset-Backed Securities
(cost $6,027,726) 		   5,888,356
 
Sovereign BondsΔ — 0.48%
Colombia — 0.13%
Colombia Government International Bonds
3.25% 4/22/32  		     925,000      627,488
       627,488
Mexico — 0.15%
Mexico Government International Bond
3.75% 4/19/71 * 		   1,250,000      728,181
       728,181
United States — 0.20%
Tennessee Valley Authority
2.875% 2/1/27 * 		   1,000,000      950,537
       950,537
Total Sovereign Bonds
(cost $3,148,632) 		   2,306,206
 
US Treasury Obligations — 1.32%
US Treasury Bonds
3.00% 8/15/52 		   1,670,000     1,441,680
US Treasury Notes
2.75% 8/15/32 		   5,335,000    4,879,024
Total US Treasury Obligations
(cost $6,495,789) 		   6,320,704
    Number of
shares 		 
Short-Term Investments — 2.21%
Money Market Mutual Funds — 2.21%
BlackRock Liquidity FedFund – Institutional Shares (seven-day effective yield 2.76%)    2,648,205    2,648,205
Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 2.74%)    2,648,205    2,648,205
Goldman Sachs Financial Square Government Fund – Institutional Shares (seven-day effective yield 2.98%)    2,648,205    2,648,205
    Number of
shares 		Value (US $)
Short-Term Investments (continued)
Money Market Mutual Funds (continued)
Morgan Stanley Institutional Liquidity Funds Government Portfolio – Institutional Class (seven-day effective yield 2.80%)    2,648,205 $   2,648,205
Total Short-Term Investments
(cost $10,592,820) 		  10,592,820
Total Value of Securities Before
Securities Lending Collateral—99.45%
(cost $566,655,831) 		 476,291,498
 
Securities Lending Collateral — 0.50%
Money Market Mutual Fund — 0.50%
Dreyfus Institutional Preference Government Money Market Fund - Institutional Shares (seven-day effective yield 2.98%)    2,400,745    2,400,745
Total Securities Lending Collateral
(cost $2,400,745) 		   2,400,745
Total Value of Securities—99.95%
(cost $569,056,576) 		    478,692,243■
Obligation to Return
Securities Lending
Collateral — (0.50%) 		      (2,400,745)
Receivables and Other Assets Net of Liabilities — 0.55%        2,645,887
Net Assets Applicable to 110,043,972 Shares Outstanding—100.00%      $478,937,385
° Principal amount shown is stated in USD unless noted that the security is denominated in another currency.
• Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at September 30, 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 September 30, 2022. Rate will reset at a future date.
ψ Perpetual security. Maturity date represents next call date.
 
6    NQ-IV092 [9/22] 11/22 (2605383)
(Unaudited)
# Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. At September 30, 2022, the aggregate value of Rule 144A securities was $69,044,676, which represents 14.42% of the Portfolio's net assets.
* Fully or partially on loan.
♦ Pass Through Agreement. Security represents the contractual right to receive a proportionate amount of underlying payments due to the counterparty pursuant to various agreements related to the rescheduling of obligations and the exchange of certain notes.
^ Zero-coupon security. The rate shown is the effective yield at the time of purchase.
Δ Securities have been classified by country of risk.
■ Includes $20,811,289 of securities loaned for which the counterparty pledged additional non-cash collateral valued at $19,024,469.
Summary of abbreviations: 
DAC – Designated Activity Company
GNMA – Government National Mortgage Association
ICE – Intercontinental Exchange, Inc.
LIBOR – London Interbank Offered Rate
LIBOR03M – ICE LIBOR USD 3 Month
LIBOR06M – ICE LIBOR USD 6 Month
NQ-IV092 [9/22] 11/22 (2605383)    7