Schedule of investments
Delaware Wealth Builder Fund | February 28, 2022 (Unaudited) |
Principal amount° | Value (US $) | ||
Agency Mortgage-Backed Securities — 2.42% | |||
Fannie Mae 4.50% 2/1/44 | 49,725 | $ 53,642 | |
Fannie Mae S.F. 15 yr | |||
2.00% 2/1/36 | 146,499 | 145,614 | |
2.50% 7/1/36 | 272,670 | 276,165 | |
Fannie Mae S.F. 20 yr | |||
2.00% 3/1/41 | 43,751 | 42,631 | |
2.00% 5/1/41 | 186,600 | 181,823 | |
3.00% 3/1/33 | 270,574 | 277,063 | |
Fannie Mae S.F. 30 yr | |||
2.00% 12/1/50 | 24,089 | 23,168 | |
2.00% 1/1/51 | 69,654 | 66,998 | |
2.00% 2/1/51 | 47,965 | 46,160 | |
2.00% 3/1/51 | 47,027 | 45,216 | |
2.00% 5/1/51 | 281,848 | 270,990 | |
2.00% 6/1/51 | 1,103,493 | 1,062,129 | |
2.50% 1/1/43 | 20,248 | 20,182 | |
2.50% 1/1/51 | 50,402 | 49,828 | |
2.50% 5/1/51 | 16,719 | 16,515 | |
2.50% 6/1/51 | 33,502 | 33,183 | |
2.50% 7/1/51 | 187,191 | 184,945 | |
2.50% 8/1/51 | 479,744 | 474,948 | |
2.50% 9/1/51 | 180,832 | 178,625 | |
2.50% 2/1/52 | 931,000 | 920,519 | |
3.00% 11/1/48 | 10,930 | 11,195 | |
3.00% 12/1/49 | 5,924 | 6,021 | |
3.00% 3/1/50 | 91,319 | 92,982 | |
3.00% 7/1/50 | 169,357 | 173,032 | |
3.00% 7/1/51 | 179,651 | 182,816 | |
3.00% 8/1/51 | 77,102 | 78,208 | |
3.50% 12/1/47 | 321,947 | 334,407 | |
3.50% 1/1/48 | 103,431 | 107,243 | |
3.50% 2/1/48 | 58,567 | 60,997 | |
3.50% 11/1/48 | 16,823 | 17,437 | |
3.50% 12/1/49 | 182,947 | 190,479 | |
4.00% 4/1/47 | 9,330 | 9,905 | |
4.00% 6/1/48 | 113,119 | 119,819 | |
4.00% 9/1/48 | 4,680 | 4,928 | |
4.00% 6/1/49 | 8,402 | 8,893 | |
4.50% 4/1/48 | 400,166 | 432,506 | |
4.50% 1/1/49 | 126,424 | 136,415 | |
4.50% 1/1/50 | 33,176 | 35,800 |
NQ-129 [2/22] 4/22 (2112919) 1
Schedule of investments
Delaware Wealth Builder Fund (Unaudited)
Principal amount° | Value (US $) | ||
Agency Mortgage-Backed Securities (continued) | |||
Fannie Mae S.F. 30 yr | |||
5.00% 7/1/49 | 110,653 | $ 120,589 | |
Fannie Mae S.F. 30 yr TBA 3.00% 3/1/52 | 420,000 | 424,200 | |
Freddie Mac S.F. 15 yr | |||
2.00% 12/1/35 | 69,200 | 68,778 | |
3.00% 3/1/35 | 132,947 | 136,683 | |
Freddie Mac S.F. 20 yr | |||
2.00% 3/1/41 | 49,657 | 48,384 | |
2.00% 4/1/41 | 45,374 | 44,211 | |
2.50% 6/1/41 | 300,001 | 301,725 | |
3.00% 9/1/40 | 123,278 | 125,802 | |
3.00% 3/1/42 | 248,000 | 254,426 | |
3.50% 9/1/35 | 191,826 | 200,163 | |
Freddie Mac S.F. 30 yr | |||
2.00% 9/1/51 | 184,413 | 177,186 | |
2.50% 10/1/50 | 38,499 | 38,173 | |
2.50% 11/1/50 | 62,302 | 61,591 | |
2.50% 2/1/51 | 23,503 | 23,304 | |
3.00% 1/1/50 | 10,547 | 10,741 | |
3.00% 8/1/51 | 822,122 | 834,825 | |
3.50% 8/1/49 | 281,466 | 291,673 | |
4.00% 7/1/47 | 2,886 | 3,048 | |
4.00% 10/1/47 | 28,264 | 29,646 | |
4.50% 4/1/49 | 10,645 | 11,430 | |
4.50% 8/1/49 | 27,291 | 29,531 | |
GNMA I S.F. 30 yr 3.00% 8/15/45 | 59,367 | 61,276 | |
Total Agency Mortgage-Backed Securities (cost $10,006,093) | 9,670,812 | ||
Collateralized Debt Obligations — 0.20% | |||
Cedar Funding IX CLO Series 2018-9A A1 144A 1.234% (LIBOR03M + 0.98%, Floor 0.98%) 4/20/31 #, • | 250,000 | 248,830 | |
Octagon Investment Partners 48 Series 2020-3A AR 144A 1.404% (LIBOR03M + 1.15%, Floor 1.15%) 10/20/34 #, • | 300,000 | 299,097 | |
Sound Point Clo XXI Series 2018-3A A1A 144A 1.447% (LIBOR03M + 1.18%, Floor 1.18%) 10/26/31 #, • | 250,000 | 249,174 | |
Total Collateralized Debt Obligations (cost $793,157) | 797,101 | ||
2 NQ-129 [2/22] 4/22 (2112919)
(Unaudited)
Principal amount° | Value (US $) | ||
Convertible Bonds — 5.95% | |||
Basic Industry — 0.18% | |||
Danimer Scientific 144A 3.25% exercise price $10.79, maturity date 12/15/26 # | 154,000 | $ 114,268 | |
Ivanhoe Mines 144A 2.50% exercise price $7.43, maturity date 4/15/26 # | 393,000 | 598,539 | |
712,807 | |||
Capital Goods — 0.38% | |||
Chart Industries 144A 1.00% exercise price $58.73, maturity date 11/15/24 # | 331,000 | 828,758 | |
Kaman 3.25% exercise price $65.26, maturity date 5/1/24 | 651,000 | 681,922 | |
1,510,680 | |||
Communications — 0.84% | |||
Cable One 144A 1.125% exercise price $2,275.83, maturity date 3/15/28 # | 755,000 | 678,368 | |
DISH Network 3.375% exercise price $65.18, maturity date 8/15/26 | 773,000 | 703,043 | |
InterDigital 2.00% exercise price $81.29, maturity date 6/1/24 | 794,000 | 824,271 | |
Liberty Broadband 144A 1.25% exercise price $900.01, maturity date 9/30/50 # | 800,000 | 778,000 | |
Liberty Latin America 2.00% exercise price $20.65, maturity date 7/15/24 | 373,000 | 346,890 | |
3,330,572 | |||
Consumer Cyclical — 0.37% | |||
Cheesecake Factory 0.375% exercise price $78.40, maturity date 6/15/26 | 479,000 | 447,566 | |
Ford Motor 144A 0.00% exercise price $17.31, maturity date 3/15/26 #, ^ | 522,000 | 639,598 | |
FuboTV 144A 3.25% exercise price $57.78, maturity date 2/15/26 # | 521,000 | 395,439 | |
1,482,603 | |||
Consumer Non-Cyclical — 1.98% | |||
BioMarin Pharmaceutical 0.599% exercise price $124.67, maturity date 8/1/24 | 277,000 | 277,554 | |
Chefs' Warehouse 1.875% exercise price $44.20, maturity date 12/1/24 | 831,000 | 880,341 | |
Chegg 4.142% exercise price $107.55, maturity date 9/1/26 ^ | 859,000 | 704,380 | |
Coherus Biosciences 1.50% exercise price $19.26, maturity date 4/15/26 | 528,000 | 508,728 |
NQ-129 [2/22] 4/22 (2112919) 3
Schedule of investments
Delaware Wealth Builder Fund (Unaudited)
Principal amount° | Value (US $) | ||
Convertible Bonds (continued) | |||
Consumer Non-Cyclical (continued) | |||
Collegium Pharmaceutical 2.625% exercise price $29.19, maturity date 2/15/26 | 539,000 | $ 530,106 | |
FTI Consulting 2.00% exercise price $101.38, maturity date 8/15/23 | 480,000 | 714,000 | |
Integra LifeSciences Holdings 0.50% exercise price $73.67, maturity date 8/15/25 | 833,000 | 906,887 | |
Ionis Pharmaceuticals 0.125% exercise price $83.28, maturity date 12/15/24 | 559,000 | 499,606 | |
Jazz Investments I 2.00% exercise price $155.81, maturity date 6/15/26 | 365,000 | 423,172 | |
Neurocrine Biosciences 2.25% exercise price $75.92, maturity date 5/15/24 | 232,000 | 301,745 | |
Paratek Pharmaceuticals 4.75% exercise price $15.90, maturity date 5/1/24 | 1,065,000 | 960,204 | |
Repay Holdings 144A 0.337% exercise price $33.60, maturity date 2/1/26 #, ^ | 668,000 | 578,488 | |
Travere Therapeutics 2.50% exercise price $38.80, maturity date 9/15/25 | 602,000 | 622,167 | |
7,907,378 | |||
Energy — 0.29% | |||
Helix Energy Solutions Group 6.75% exercise price $6.97, maturity date 2/15/26 | 766,000 | 830,574 | |
NextEra Energy Partners 144A 0.357% exercise price $75.96, maturity date 11/15/25 #, ^ | 289,000 | 313,131 | |
1,143,705 | |||
Real Estate Investment Trusts — 0.31% | |||
Blackstone Mortgage Trust 4.75% exercise price $36.23, maturity date 3/15/23 | 635,000 | 656,590 | |
Summit Hotel Properties 1.50% exercise price $11.99, maturity date 2/15/26 | 565,000 | 595,228 | |
1,251,818 | |||
Technology — 0.97% | |||
Microchip Technology 1.625% exercise price $46.63, maturity date 2/15/27 | 365,000 | 735,703 | |
ON Semiconductor 1.625% exercise price $20.72, maturity date 10/15/23 | 337,000 | 1,020,268 | |
Palo Alto Networks 0.75% exercise price $266.35, maturity date 7/1/23 | 389,000 | 871,944 | |
Quotient Technology 1.75% exercise price $17.36, maturity date 12/1/22 | 918,000 | 907,718 |
4 NQ-129 [2/22] 4/22 (2112919)
(Unaudited)
Principal amount° | Value (US $) | ||
Convertible Bonds (continued) | |||
Technology (continued) | |||
Wolfspeed 144A 0.25% exercise price $127.22, maturity date 2/15/28 # | 305,000 | $ 328,828 | |
3,864,461 | |||
Technology & Electronics — 0.10% | |||
Block 0.125% exercise price $121.01, maturity date 3/1/25 | 322,000 | 412,361 | |
412,361 | |||
Transportation — 0.38% | |||
Seaspan 144A 3.75% exercise price $13.01, maturity date 12/15/25 # | 718,000 | 895,705 | |
Spirit Airlines 1.00% exercise price $49.07, maturity date 5/15/26 | 678,000 | 631,218 | |
1,526,923 | |||
Utilities — 0.15% | |||
NRG Energy 2.75% exercise price $44.89, maturity date 6/1/48 | 540,000 | 597,258 | |
597,258 | |||
Total Convertible Bonds (cost $21,500,151) | 23,740,566 | ||
Corporate Bonds — 10.96% | |||
Banking — 1.28% | |||
Banco Continental 144A 2.75% 12/10/25 # | 200,000 | 188,151 | |
Banco del Estado de Chile 144A 2.704% 1/9/25 # | 205,000 | 205,355 | |
Banco Nacional de Panama 144A 2.50% 8/11/30 # | 200,000 | 176,500 | |
Bank of America | |||
1.922% 10/24/31 μ | 70,000 | 63,447 | |
2.456% 10/22/25 μ | 15,000 | 14,969 | |
2.482% 9/21/36 μ | 140,000 | 127,214 | |
2.884% 10/22/30 μ | 20,000 | 19,630 | |
3.194% 7/23/30 μ | 55,000 | 55,026 | |
Bank of Georgia 144A 6.00% 7/26/23 # | 200,000 | 210,499 | |
BBVA Bancomer | |||
144A 1.875% 9/18/25 # | 200,000 | 194,227 | |
144A 6.75% 9/30/22 # | 274,000 | 280,819 | |
Citigroup 4.45% 9/29/27 | 300,000 | 320,752 | |
Credit Agricole 144A 2.811% 1/11/41 # | 275,000 | 236,788 | |
Credit Suisse Group 144A 2.593% 9/11/25 #, μ | 250,000 | 248,849 |
NQ-129 [2/22] 4/22 (2112919) 5
Schedule of investments
Delaware Wealth Builder Fund (Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Banking (continued) | |||
Deutsche Bank 2.222% 9/18/24 μ | 300,000 | $ 299,420 | |
Development Bank of Kazakhstan 144A 10.95% 5/6/26 # | KZT | 100,000,000 | 197,387 |
Goldman Sachs Group | |||
1.542% 9/10/27 μ | 105,000 | 98,911 | |
2.615% 4/22/32 μ | 170,000 | 160,875 | |
3.50% 4/1/25 | 80,000 | 82,270 | |
JPMorgan Chase & Co. | |||
2.58% 4/22/32 μ | 140,000 | 134,244 | |
2.739% 10/15/30 μ | 20,000 | 19,556 | |
4.023% 12/5/24 μ | 80,000 | 82,574 | |
5.00% 8/1/24 μ, ψ | 85,000 | 85,584 | |
Morgan Stanley | |||
1.794% 2/13/32 μ | 155,000 | 138,483 | |
2.484% 9/16/36 μ | 70,000 | 63,614 | |
5.00% 11/24/25 | 95,000 | 102,743 | |
NBK SPC 144A 1.625% 9/15/27 #, μ | 200,000 | 188,238 | |
PNC Financial Services Group 2.60% 7/23/26 | 180,000 | 182,617 | |
State Street | |||
3.10% 5/15/23 | 10,000 | 10,180 | |
3.30% 12/16/24 | 130,000 | 134,536 | |
SVB Financial Group 4.00% 5/15/26 μ, ψ | 305,000 | 287,081 | |
Truist Bank 2.636% 9/17/29 μ | 185,000 | 185,827 | |
Truist Financial 4.95% 9/1/25 μ, ψ | 55,000 | 56,872 | |
US Bancorp | |||
3.00% 7/30/29 | 150,000 | 151,624 | |
3.10% 4/27/26 | 25,000 | 25,698 | |
3.375% 2/5/24 | 60,000 | 61,685 | |
5,092,245 | |||
Basic Industry — 0.72% | |||
Allegheny Technologies 5.125% 10/1/31 | 75,000 | 73,020 | |
AngloGold Ashanti Holdings 3.75% 10/1/30 | 200,000 | 190,420 | |
Artera Services 144A 9.033% 12/4/25 # | 105,000 | 105,486 | |
Avient 144A 5.75% 5/15/25 # | 88,000 | 90,422 | |
Chemours 144A 5.75% 11/15/28 # | 180,000 | 177,197 | |
Corp Nacional del Cobre de Chile 144A 3.15% 1/14/30 # | 200,000 | 194,164 | |
First Quantum Minerals 144A 7.50% 4/1/25 # | 250,000 | 255,792 | |
Freeport-McMoRan 5.45% 3/15/43 | 230,000 | 264,891 | |
Hutama Karya Persero 144A 3.75% 5/11/30 # | 200,000 | 203,566 |
6 NQ-129 [2/22] 4/22 (2112919)
(Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Basic Industry (continued) | |||
International Flavors & Fragrances 144A 1.832% 10/15/27 # | 135,000 | $ 127,753 | |
LyondellBasell Industries 4.625% 2/26/55 | 250,000 | 263,002 | |
New Gold 144A 7.50% 7/15/27 # | 165,000 | 172,190 | |
Newmont 2.80% 10/1/29 | 190,000 | 184,448 | |
NOVA Chemicals 144A 4.25% 5/15/29 # | 175,000 | 164,283 | |
OCP 144A 3.75% 6/23/31 # | 200,000 | 176,658 | |
Olin 5.00% 2/1/30 | 100,000 | 100,925 | |
Univar Solutions USA 144A 5.125% 12/1/27 # | 135,000 | 137,612 | |
2,881,829 | |||
Capital Goods — 0.31% | |||
Intertape Polymer Group 144A 4.375% 6/15/29 # | 190,000 | 180,405 | |
Madison IAQ 144A 5.875% 6/30/29 # | 150,000 | 136,316 | |
Teledyne Technologies | |||
0.95% 4/1/24 | 105,000 | 102,375 | |
2.75% 4/1/31 | 250,000 | 241,542 | |
Terex 144A 5.00% 5/15/29 # | 195,000 | 193,403 | |
TK Elevator US Newco 144A 5.25% 7/15/27 # | 200,000 | 198,243 | |
TransDigm 144A 6.25% 3/15/26 # | 187,000 | 192,645 | |
1,244,929 | |||
Communications — 0.86% | |||
Altice France 144A 5.50% 10/15/29 # | 180,000 | 165,180 | |
Altice France Holding 144A 6.00% 2/15/28 # | 310,000 | 275,122 | |
AT&T | |||
1.70% 3/25/26 | 105,000 | 102,262 | |
3.10% 2/1/43 | 60,000 | 53,654 | |
4.35% 3/1/29 | 170,000 | 184,986 | |
Cellnex Finance 144A 3.875% 7/7/41 # | 200,000 | 167,350 | |
Connect Finco 144A 6.75% 10/1/26 # | 250,000 | 253,375 | |
Consolidated Communications | |||
144A 5.00% 10/1/28 # | 80,000 | 75,894 | |
144A 6.50% 10/1/28 # | 80,000 | 79,800 | |
Frontier Communications Holdings | |||
144A 5.875% 10/15/27 # | 240,000 | 243,647 | |
144A 6.75% 5/1/29 # | 75,000 | 72,938 | |
Millicom International Cellular 144A 4.50% 4/27/31 # | 200,000 | 187,420 | |
Ooredoo International Finance 144A 5.00% 10/19/25 # | 200,000 | 217,582 | |
Sprint 7.125% 6/15/24 | 242,000 | 261,965 |
NQ-129 [2/22] 4/22 (2112919) 7
Schedule of investments
Delaware Wealth Builder Fund (Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Communications (continued) | |||
T-Mobile USA | |||
2.55% 2/15/31 | 125,000 | $ 117,236 | |
2.625% 4/15/26 | 95,000 | 93,380 | |
3.00% 2/15/41 | 75,000 | 65,098 | |
3.375% 4/15/29 | 95,000 | 93,123 | |
3.50% 4/15/31 | 55,000 | 54,227 | |
3.875% 4/15/30 | 120,000 | 124,219 | |
Verizon Communications | |||
2.10% 3/22/28 | 200,000 | 193,357 | |
4.50% 8/10/33 | 95,000 | 105,703 | |
Vodafone Group | |||
4.25% 9/17/50 | 110,000 | 112,866 | |
4.875% 6/19/49 | 40,000 | 44,501 | |
Zayo Group Holdings 144A 6.125% 3/1/28 # | 85,000 | 79,083 | |
3,423,968 | |||
Consumer Cyclical — 0.96% | |||
Allison Transmission 144A 5.875% 6/1/29 # | 335,000 | 351,976 | |
B2W Digital 144A 4.375% 12/20/30 # | 200,000 | 173,321 | |
Bath & Body Works | |||
6.875% 11/1/35 | 180,000 | 199,222 | |
6.95% 3/1/33 | 122,000 | 129,159 | |
Caesars Entertainment 144A 6.25% 7/1/25 # | 370,000 | 384,054 | |
Carnival | |||
144A 5.75% 3/1/27 # | 330,000 | 321,849 | |
144A 7.625% 3/1/26 # | 235,000 | 241,814 | |
Fertitta Entertainment 144A 6.75% 1/15/30 # | 165,000 | 157,275 | |
Ford Motor Credit | |||
2.90% 2/16/28 | 260,000 | 244,867 | |
3.375% 11/13/25 | 240,000 | 236,674 | |
4.542% 8/1/26 | 260,000 | 268,151 | |
General Motors Financial | |||
0.809% (SOFR + 0.76%) 3/8/24 • | 110,000 | 110,276 | |
4.35% 4/9/25 | 130,000 | 136,054 | |
5.25% 3/1/26 | 95,000 | 103,473 | |
Levi Strauss & Co. 144A 3.50% 3/1/31 # | 160,000 | 149,358 | |
MGM Resorts International 4.75% 10/15/28 | 70,000 | 69,824 | |
Royal Caribbean Cruises 144A 5.50% 4/1/28 # | 330,000 | 323,827 | |
Scientific Games International 144A 8.25% 3/15/26 # | 119,000 | 124,418 |
8 NQ-129 [2/22] 4/22 (2112919)
(Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Consumer Cyclical (continued) | |||
Six Flags Entertainment 144A 4.875% 7/31/24 # | 110,000 | $ 110,038 | |
3,835,630 | |||
Consumer Non-Cyclical — 0.63% | |||
Anheuser-Busch InBev Worldwide | |||
3.65% 2/1/26 | 125,000 | 130,653 | |
4.70% 2/1/36 | 50,000 | 55,789 | |
BAT Capital 2.259% 3/25/28 | 55,000 | 51,387 | |
Biogen 3.15% 5/1/50 | 275,000 | 225,180 | |
Bunge Finance | |||
1.63% 8/17/25 | 150,000 | 145,695 | |
2.75% 5/14/31 | 165,000 | 157,182 | |
Central American Bottling 144A 5.25% 4/27/29 # | 200,000 | 202,750 | |
CVS Health | |||
2.70% 8/21/40 | 165,000 | 144,250 | |
3.25% 8/15/29 | 185,000 | 188,425 | |
Gilead Sciences 4.15% 3/1/47 | 165,000 | 173,310 | |
InRetail Consumer 144A 3.25% 3/22/28 # | 200,000 | 188,950 | |
JBS USA LUX 144A 6.50% 4/15/29 # | 220,000 | 234,580 | |
Kraft Heinz Foods 5.20% 7/15/45 | 135,000 | 153,000 | |
Post Holdings 144A 5.625% 1/15/28 # | 120,000 | 120,579 | |
Royalty Pharma 1.20% 9/2/25 | 370,000 | 351,550 | |
2,523,280 | |||
Electric — 0.05% | |||
Sociedad de Transmision Austral 144A 4.00% 1/27/32 # | 200,000 | 195,140 | |
195,140 | |||
Energy — 1.80% | |||
Ascent Resources Utica Holdings | |||
144A 5.875% 6/30/29 # | 160,000 | 152,400 | |
144A 7.00% 11/1/26 # | 80,000 | 79,136 | |
BP Capital Markets America | |||
2.939% 6/4/51 | 275,000 | 231,866 | |
3.06% 6/17/41 | 70,000 | 62,857 | |
Callon Petroleum 144A 8.00% 8/1/28 # | 50,000 | 52,061 | |
Chevron USA | |||
3.25% 10/15/29 | 85,000 | 89,374 | |
3.90% 11/15/24 | 20,000 | 21,049 | |
CNX Midstream Partners 144A 4.75% 4/15/30 # | 65,000 | 62,923 |
NQ-129 [2/22] 4/22 (2112919) 9
Schedule of investments
Delaware Wealth Builder Fund (Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Energy (continued) | |||
CNX Resources | |||
144A 6.00% 1/15/29 # | 135,000 | $ 138,078 | |
144A 7.25% 3/14/27 # | 90,000 | 95,184 | |
Crestwood Midstream Partners 144A 6.00% 2/1/29 # | 188,000 | 189,812 | |
DCP Midstream Operating 5.125% 5/15/29 | 260,000 | 274,096 | |
Diamondback Energy 3.125% 3/24/31 | 235,000 | 229,632 | |
Enbridge | |||
0.45% (SOFR + 0.40%) 2/17/23 • | 125,000 | 124,907 | |
2.50% 8/1/33 | 245,000 | 225,234 | |
Energy Transfer | |||
5.25% 4/15/29 | 95,000 | 104,380 | |
6.25% 4/15/49 | 60,000 | 69,431 | |
6.50% 11/15/26 μ, ψ | 120,000 | 118,939 | |
Enterprise Products Operating 3.20% 2/15/52 | 265,000 | 228,301 | |
EQM Midstream Partners 144A 4.75% 1/15/31 # | 110,000 | 103,277 | |
Genesis Energy | |||
7.75% 2/1/28 | 285,000 | 281,844 | |
8.00% 1/15/27 | 175,000 | 177,187 | |
KazTransGas 144A 4.375% 9/26/27 # | 381,000 | 382,450 | |
Lukoil Securities 144A 3.875% 5/6/30 # | 205,000 | 90,200 | |
Marathon Oil 4.40% 7/15/27 | 150,000 | 159,373 | |
MPLX | |||
4.00% 3/15/28 | 30,000 | 31,317 | |
4.125% 3/1/27 | 135,000 | 142,088 | |
5.50% 2/15/49 | 55,000 | 62,865 | |
Murphy Oil 6.375% 7/15/28 | 295,000 | 306,055 | |
Murphy Oil USA 144A 3.75% 2/15/31 # | 165,000 | 153,306 | |
NuStar Logistics 5.625% 4/28/27 | 163,000 | 163,414 | |
Occidental Petroleum | |||
6.45% 9/15/36 | 55,000 | 64,849 | |
6.60% 3/15/46 | 235,000 | 281,199 | |
6.625% 9/1/30 | 90,000 | 104,871 | |
PDC Energy 5.75% 5/15/26 | 205,000 | 208,339 | |
Pioneer Natural Resources 1.90% 8/15/30 | 95,000 | 86,377 | |
PTTEP Treasury Center 144A 2.587% 6/10/27 # | 185,000 | 183,626 | |
Qatar Energy 144A 2.25% 7/12/31 # | 200,000 | 188,752 | |
Sabine Pass Liquefaction | |||
5.625% 3/1/25 | 55,000 | 59,378 | |
5.75% 5/15/24 | 210,000 | 223,555 | |
10 NQ-129 [2/22] 4/22 (2112919)
(Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Energy (continued) | |||
Southwestern Energy 7.75% 10/1/27 | 175,000 | $ 184,826 | |
Targa Resources Partners 5.375% 2/1/27 | 172,000 | 177,154 | |
TechnipFMC 144A 6.50% 2/1/26 # | 220,000 | 227,435 | |
Tengizchevroil Finance Co. International 144A 2.625% 8/15/25 # | 200,000 | 190,420 | |
Tennessee Gas Pipeline 144A 2.90% 3/1/30 # | 130,000 | 124,805 | |
UEP Penonome II 144A 6.50% 10/1/38 # | 192,383 | 201,103 | |
Western Midstream Operating 4.75% 8/15/28 | 85,000 | 88,120 | |
7,197,845 | |||
Financials — 0.60% | |||
AerCap Ireland Capital 4.45% 4/3/26 | 150,000 | 156,726 | |
Air Lease 2.875% 1/15/26 | 150,000 | 149,503 | |
Ally Financial 8.00% 11/1/31 | 135,000 | 177,984 | |
Aviation Capital Group 144A 1.95% 1/30/26 # | 365,000 | 347,744 | |
Castlelake Aviation Finance 144A 5.00% 4/15/27 # | 170,000 | 160,925 | |
DAE Sukuk Difc 144A 3.75% 2/15/26 # | 200,000 | 199,390 | |
Hightower Holding 144A 6.75% 4/15/29 # | 110,000 | 110,256 | |
INEOS Quattro Finance 2 144A 3.375% 1/15/26 # | 200,000 | 191,225 | |
Jefferies Group | |||
4.15% 1/23/30 | 170,000 | 178,670 | |
6.45% 6/8/27 | 10,000 | 11,747 | |
6.50% 1/20/43 | 5,000 | 6,313 | |
MAF Sukuk 3.933% 2/28/30 | 200,000 | 206,402 | |
Midcap Financial Issuer Trust 144A 6.50% 5/1/28 # | 200,000 | 195,548 | |
MSCI 144A 3.625% 11/1/31 # | 155,000 | 151,354 | |
VistaJet Malta Finance 144A 6.375% 2/1/30 # | 165,000 | 157,331 | |
2,401,118 | |||
Healthcare — 0.50% | |||
Bausch Health 144A 6.25% 2/15/29 # | 325,000 | 277,656 | |
Community Health Systems 144A 4.75% 2/15/31 # | 135,000 | 127,242 | |
DaVita 144A 4.625% 6/1/30 # | 150,000 | 144,059 | |
Encompass Health 5.75% 9/15/25 | 174,000 | 176,380 | |
Hadrian Merger Sub 144A 8.50% 5/1/26 # | 200,000 | 202,321 |
NQ-129 [2/22] 4/22 (2112919) 11
Schedule of investments
Delaware Wealth Builder Fund (Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Healthcare (continued) | |||
HCA | |||
5.375% 2/1/25 | 124,000 | $ 131,456 | |
5.875% 2/15/26 | 159,000 | 172,026 | |
7.58% 9/15/25 | 159,000 | 178,974 | |
Ortho-Clinical Diagnostics | |||
144A 7.25% 2/1/28 # | 90,000 | 94,147 | |
144A 7.375% 6/1/25 # | 107,000 | 110,679 | |
Tenet Healthcare | |||
144A 4.25% 6/1/29 # | 175,000 | 169,147 | |
144A 6.125% 10/1/28 # | 200,000 | 202,809 | |
1,986,896 | |||
Insurance — 0.39% | |||
Arthur J Gallagher & Co. 3.50% 5/20/51 | 340,000 | 320,043 | |
Athene Global Funding 144A 1.00% 4/16/24 # | 90,000 | 87,705 | |
Athene Holding 3.95% 5/25/51 | 250,000 | 239,087 | |
GA Global Funding Trust 144A 1.00% 4/8/24 # | 365,000 | 352,978 | |
HUB International 144A 5.625% 12/1/29 # | 115,000 | 109,394 | |
NFP 144A 6.875% 8/15/28 # | 120,000 | 111,759 | |
USI 144A 6.875% 5/1/25 # | 343,000 | 344,825 | |
1,565,791 | |||
Media — 0.87% | |||
Altice Financing 144A 5.00% 1/15/28 # | 200,000 | 180,438 | |
AMC Networks 4.25% 2/15/29 | 395,000 | 370,437 | |
CCO Holdings | |||
144A 4.50% 8/15/30 # | 80,000 | 77,182 | |
4.50% 5/1/32 | 45,000 | 42,824 | |
144A 5.375% 6/1/29 # | 380,000 | 386,589 | |
Charter Communications Operating | |||
4.40% 12/1/61 | 40,000 | 35,719 | |
4.80% 3/1/50 | 70,000 | 68,584 | |
5.05% 3/30/29 | 100,000 | 108,812 | |
Clear Channel Outdoor Holdings 144A 7.50% 6/1/29 # | 105,000 | 109,241 | |
Comcast 3.20% 7/15/36 | 340,000 | 327,503 | |
CSC Holdings | |||
144A 3.375% 2/15/31 # | 200,000 | 170,651 | |
144A 5.00% 11/15/31 # | 215,000 | 179,241 | |
5.25% 6/1/24 | 5,000 | 5,076 | |
12 NQ-129 [2/22] 4/22 (2112919)
(Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Media (continued) | |||
Cumulus Media New Holdings 144A 6.75% 7/1/26 # | 183,000 | $ 186,387 | |
Directv Financing 144A 5.875% 8/15/27 # | 115,000 | 115,144 | |
Discovery Communications | |||
4.00% 9/15/55 | 40,000 | 36,424 | |
4.125% 5/15/29 | 135,000 | 139,967 | |
Gray Television 144A 4.75% 10/15/30 # | 175,000 | 164,334 | |
Nielsen Finance | |||
144A 4.50% 7/15/29 # | 45,000 | 40,514 | |
144A 4.75% 7/15/31 # | 150,000 | 133,757 | |
Paramount Global 4.375% 3/15/43 | 18,000 | 17,995 | |
Sirius XM Radio 144A 4.00% 7/15/28 # | 315,000 | 303,376 | |
Terrier Media Buyer 144A 8.875% 12/15/27 # | 180,000 | 184,703 | |
Time Warner Cable 7.30% 7/1/38 | 60,000 | 75,210 | |
Time Warner Entertainment 8.375% 3/15/23 | 25,000 | 26,671 | |
3,486,779 | |||
Real Estate Investment Trusts — 0.24% | |||
Crown Castle International 1.05% 7/15/26 | 375,000 | 349,565 | |
CubeSmart 3.00% 2/15/30 | 140,000 | 138,902 | |
Iron Mountain 144A 4.50% 2/15/31 # | 320,000 | 299,638 | |
MGM Growth Properties Operating Partnership | |||
144A 3.875% 2/15/29 # | 35,000 | 35,238 | |
5.75% 2/1/27 | 120,000 | 130,160 | |
953,503 | |||
Services — 0.12% | |||
Legends Hospitality Holding 144A 5.00% 2/1/26 # | 70,000 | 68,670 | |
Prime Security Services Borrower 144A 5.75% 4/15/26 # | 225,000 | 231,476 | |
United Rentals North America 3.875% 2/15/31 | 176,000 | 170,318 | |
470,464 | |||
Technology — 0.13% | |||
Marvell Technology 2.45% 4/15/28 | 260,000 | 251,097 | |
Microchip Technology 0.972% 2/15/24 | 255,000 | 248,640 | |
499,737 | |||
Technology & Electronics — 0.73% | |||
Apple 2.20% 9/11/29 | 140,000 | 137,599 | |
Broadcom 144A 3.469% 4/15/34 # | 345,000 | 333,458 | |
Fidelity National Information Services 1.65% 3/1/28 | 365,000 | 338,254 |
NQ-129 [2/22] 4/22 (2112919) 13
Schedule of investments
Delaware Wealth Builder Fund (Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Technology & Electronics (continued) | |||
Fiserv 3.20% 7/1/26 | 235,000 | $ 240,251 | |
Global Payments 2.65% 2/15/25 | 135,000 | 135,664 | |
Go Daddy Operating 144A 3.50% 3/1/29 # | 175,000 | 166,105 | |
Microchip Technology 144A 0.983% 9/1/24 # | 100,000 | 96,293 | |
NXP | |||
144A 3.25% 5/11/41 # | 60,000 | 55,050 | |
144A 4.875% 3/1/24 # | 230,000 | 241,271 | |
Oracle 2.875% 3/25/31 | 250,000 | 238,790 | |
PayPal Holdings 2.65% 10/1/26 | 340,000 | 343,942 | |
SS&C Technologies 144A 5.50% 9/30/27 # | 240,000 | 246,931 | |
VMware 1.00% 8/15/24 | 370,000 | 359,555 | |
2,933,163 | |||
Transportation — 0.16% | |||
Delta Air Lines 7.375% 1/15/26 | 97,000 | 108,978 | |
Mileage Plus Holdings 144A 6.50% 6/20/27 # | 180,000 | 190,103 | |
Rutas 2 and 7 Finance 144A 3.413% 9/30/36 #, ^ | 200,000 | 146,817 | |
Southwest Airlines 5.125% 6/15/27 | 40,000 | 44,380 | |
United Airlines | |||
144A 4.375% 4/15/26 # | 65,000 | 64,916 | |
144A 4.625% 4/15/29 # | 80,000 | 78,184 | |
633,378 | |||
Utilities — 0.61% | |||
Calpine | |||
144A 4.50% 2/15/28 # | 67,000 | 65,494 | |
144A 5.00% 2/1/31 # | 185,000 | 171,550 | |
144A 5.25% 6/1/26 # | 60,000 | 60,670 | |
CenterPoint Energy 1.45% 6/1/26 | 255,000 | 244,473 | |
Duke Energy 4.875% 9/16/24 μ, ψ | 240,000 | 242,100 | |
Entergy Louisiana 4.95% 1/15/45 | 5,000 | 5,259 | |
Entergy Mississippi 2.85% 6/1/28 | 60,000 | 60,194 | |
Entergy Texas 3.55% 9/30/49 | 115,000 | 110,627 | |
Evergy 2.90% 9/15/29 | 160,000 | 158,875 | |
Evergy Metro 3.65% 8/15/25 | 25,000 | 26,059 | |
Infraestructura Energetica Nova 144A 3.75% 1/14/28 # | 205,000 | 207,285 | |
NextEra Energy Capital Holdings 5.65% 5/1/79 μ | 55,000 | 58,201 | |
Pacific Gas and Electric 2.10% 8/1/27 | 265,000 | 246,369 | |
PacifiCorp 2.90% 6/15/52 | 290,000 | 255,476 | |
PG&E 5.25% 7/1/30 | 95,000 | 94,521 |
14 NQ-129 [2/22] 4/22 (2112919)
(Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Utilities (continued) | |||
Southern California Edison | |||
4.00% 4/1/47 | 30,000 | $ 29,688 | |
4.875% 3/1/49 | 45,000 | 49,482 | |
Southwestern Electric Power 4.10% 9/15/28 | 165,000 | 174,994 | |
Vistra | |||
144A 7.00% 12/15/26 #, μ, ψ | 130,000 | 129,228 | |
144A 8.00% 10/15/26 #, μ, ψ | 55,000 | 56,580 | |
2,447,125 | |||
Total Corporate Bonds (cost $45,548,950) | 43,772,820 | ||
Non-Agency Asset-Backed Securities — 0.16% | |||
Diamond Infrastructure Funding Series 2021-1A A 144A 1.76% 4/15/49 # | 100,000 | 93,781 | |
Domino's Pizza Master Issuer Series 2021-1A A2I 144A 2.662% 4/25/51 # | 99,250 | 95,147 | |
Taco Bell Funding Series 2021-1A A2I 144A 1.946% 8/25/51 # | 199,500 | 191,061 | |
Trafigura Securitisation Finance Series 2021-1A A2 144A 1.08% 1/15/25 # | 250,000 | 242,840 | |
Total Non-Agency Asset-Backed Securities (cost $648,717) | 622,829 | ||
Non-Agency Collateralized Mortgage Obligations — 0.03% | |||
JP Morgan Mortgage Trust Series 2021-10 A3 144A 2.50% 12/25/51 #, • | 46,987 | 44,737 | |
Morgan Stanley Residential Mortgage Loan Trust Series 2021-4 A3 144A 2.50% 7/25/51 #, • | 94,016 | 90,353 | |
Total Non-Agency Collateralized Mortgage Obligations (cost $143,581) | 135,090 | ||
Non-Agency Commercial Mortgage-Backed Securities — 1.03% | |||
BANK | |||
Series 2017-BNK5 B 3.896% 6/15/60 • | 95,000 | 96,492 | |
Series 2019-BN20 A3 3.011% 9/15/62 | 250,000 | 251,928 | |
Series 2020-BN25 A5 2.649% 1/15/63 | 350,000 | 344,125 | |
Series 2021-BN36 A5 2.47% 9/15/64 | 465,000 | 447,796 | |
Benchmark Mortgage Trust | |||
Series 2020-B17 A5 2.289% 3/15/53 | 350,000 | 334,414 | |
Series 2020-B20 A5 2.034% 10/15/53 | 300,000 | 280,624 | |
Series 2021-B24 A5 2.584% 3/15/54 | 260,000 | 252,981 | |
NQ-129 [2/22] 4/22 (2112919) 15
Schedule of investments
Delaware Wealth Builder Fund (Unaudited)
Principal amount° | Value (US $) | ||
Non-Agency Commercial Mortgage-Backed Securities (continued) | |||
CD Mortgage Trust Series 2019-CD8 A4 2.912% 8/15/57 | 250,000 | $ 248,807 | |
CFCRE Commercial Mortgage Trust Series 2016-C7 A3 3.839% 12/10/54 | 100,000 | 104,335 | |
Citigroup Commercial Mortgage Trust Series 2019-C7 A4 3.102% 12/15/72 | 350,000 | 354,413 | |
Grace Trust Series 2020-GRCE A 144A 2.347% 12/10/40 # | 100,000 | 94,474 | |
GS Mortgage Securities Trust | |||
Series 2017-GS6 A3 3.433% 5/10/50 | 165,000 | 170,391 | |
Series 2019-GC42 A4 3.001% 9/1/52 | 350,000 | 352,600 | |
Series 2020-GC47 A5 2.377% 5/12/53 | 250,000 | 240,540 | |
JPM-BB Commercial Mortgage Securities Trust Series 2015-C33 A4 3.77% 12/15/48 | 150,000 | 155,886 | |
Wells Fargo Commercial Mortgage Trust Series 2019-C54 A4 3.146% 12/15/52 | 375,000 | 381,607 | |
Total Non-Agency Commercial Mortgage-Backed Securities (cost $4,347,328) | 4,111,413 | ||
Sovereign Bonds — 1.59%Δ | |||
Angola — 0.05% | |||
Angolan Government International Bond | |||
9.375% 5/8/48 | 200,000 | 189,428 | |
189,428 | |||
Armenia — 0.04% | |||
Republic of Armenia International Bond | |||
144A 3.60% 2/2/31 # | 200,000 | 171,394 | |
171,394 | |||
Brazil — 0.09% | |||
Brazil Notas do Tesouro Nacional Serie F | |||
10.00% 1/1/27 | BRL | 2,000,000 | 371,544 |
371,544 | |||
Chile — 0.02% | |||
Bonos de la Tesoreria de la Republica en pesos | |||
144A 2.80% 10/1/33 # | CLP | 55,000,000 | 51,242 |
5.00% 3/1/35 | CLP | 25,000,000 | 28,831 |
80,073 |
16 NQ-129 [2/22] 4/22 (2112919)
(Unaudited)
Principal amount° | Value (US $) | ||
Sovereign BondsΔ (continued) | |||
Colombia — 0.15% | |||
Colombia Government International Bonds | |||
4.125% 2/22/42 | 217,000 | $ 169,683 | |
5.20% 5/15/49 | 200,000 | 169,706 | |
Colombian TES 7.00% 6/30/32 | COP | 1,270,900,000 | 271,401 |
610,790 | |||
Czech Republic — 0.01% | |||
Czech Republic Government Bond | |||
2.40% 9/17/25 | CZK | 850,000 | 36,544 |
36,544 | |||
Dominican Republic — 0.19% | |||
Dominican Republic International Bonds | |||
144A 4.50% 1/30/30 # | 396,000 | 367,294 | |
144A 4.875% 9/23/32 # | 200,000 | 182,502 | |
144A 5.50% 2/22/29 # | 200,000 | 199,382 | |
749,178 | |||
Honduras — 0.04% | |||
Honduras Government International Bond | |||
144A 5.625% 6/24/30 # | 200,000 | 176,002 | |
176,002 | |||
Hungary — 0.02% | |||
Hungary Government Bond | |||
5.50% 6/24/25 | HUF | 23,550,000 | 71,670 |
71,670 | |||
Indonesia — 0.02% | |||
Indonesia Treasury Bond | |||
6.125% 5/15/28 | IDR | 1,339,000,000 | 93,862 |
93,862 | |||
Ivory Coast — 0.12% | |||
Ivory Coast Government International Bonds | |||
144A 4.875% 1/30/32 # | EUR | 200,000 | 191,825 |
144A 6.125% 6/15/33 # | 200,000 | 192,681 | |
144A 6.875% 10/17/40 # | EUR | 100,000 | 102,411 |
486,917 | |||
Mongolia — 0.05% | |||
Mongolia Government International Bond | |||
144A 5.625% 5/1/23 # | 200,000 | 203,502 | |
203,502 |
NQ-129 [2/22] 4/22 (2112919) 17
Schedule of investments
Delaware Wealth Builder Fund (Unaudited)
Principal amount° | Value (US $) | ||
Sovereign BondsΔ (continued) | |||
Morocco — 0.07% | |||
Morocco Government International Bonds | |||
144A 1.375% 3/30/26 # | EUR | 100,000 | $ 108,238 |
144A 2.375% 12/15/27 # | 200,000 | 184,072 | |
292,310 | |||
North Macedonia — 0.03% | |||
North Macedonia Government International Bond | |||
144A 3.675% 6/3/26 # | EUR | 100,000 | 114,027 |
114,027 | |||
Paraguay — 0.10% | |||
Paraguay Government International Bond | |||
144A 4.95% 4/28/31 # | 400,000 | 416,504 | |
416,504 | |||
Peru — 0.14% | |||
Corp Financiera de Desarrollo 144A 2.40% 9/28/27 # | 200,000 | 186,106 | |
Peru Government Bond 6.95% 8/12/31 | PEN | 602,000 | 167,920 |
Peruvian Government International Bond 2.392% 1/23/26 | 200,000 | 196,316 | |
550,342 | |||
Poland — 0.01% | |||
Republic of Poland Government Bond | |||
2.50% 4/25/24 | PLN | 155,000 | 35,801 |
35,801 | |||
Romania — 0.02% | |||
Romanian Government International Bond | |||
144A 2.625% 12/2/40 # | EUR | 73,000 | 60,603 |
60,603 | |||
Senegal — 0.05% | |||
Senegal Government International Bond | |||
144A 6.25% 5/23/33 # | 200,000 | 186,482 | |
186,482 | |||
Serbia — 0.07% | |||
Serbia International Bond | |||
144A 3.125% 5/15/27 # | EUR | 250,000 | 274,639 |
274,639 |
18 NQ-129 [2/22] 4/22 (2112919)
(Unaudited)
Principal amount° | Value (US $) | ||
Sovereign BondsΔ (continued) | |||
South Africa — 0.04% | |||
Republic of South Africa Government International Bond | |||
5.65% 9/27/47 | 200,000 | $ 172,440 | |
172,440 | |||
Ukraine — 0.03% | |||
Ukraine Government International Bond | |||
144A 6.876% 5/21/29 # | 300,000 | 102,879 | |
102,879 | |||
Uruguay — 0.10% | |||
Uruguay Government International Bonds | |||
4.50% 8/14/24 | 53,000 | 55,107 | |
9.875% 6/20/22 | UYU | 14,730,000 | 349,079 |
404,186 | |||
Uzbekistan — 0.13% | |||
Republic of Uzbekistan International Bonds | |||
144A 3.90% 10/19/31 # | 300,000 | 253,674 | |
144A 4.75% 2/20/24 # | 250,000 | 254,159 | |
507,833 | |||
Total Sovereign Bonds (cost $7,128,332) | 6,358,950 | ||
Supranational Bank — 0.28% | |||
Banco Latinoamericano de Comercio Exterior 144A 2.375% 9/14/25 # | 250,000 | 246,555 | |
Banque Ouest Africaine de Developpement 144A 4.70% 10/22/31 # | 402,000 | 412,947 | |
Central American Bank For Economic Integration 144A 2.00% 5/6/25 # | 300,000 | 298,584 | |
European Investment Bank 5.50% 1/23/23 | MXN | 3,282,000 | 156,304 |
Total Supranational Bank (cost $1,118,618) | 1,114,390 | ||
US Treasury Obligations — 2.36% | |||
US Treasury Bonds | |||
1.75% 8/15/41 | 305,000 | 279,742 | |
1.875% 11/15/51 | 410,000 | 382,645 | |
2.00% 11/15/41 | 85,000 | 81,401 | |
2.00% 8/15/51 | 85,000 | 81,560 | |
2.25% 8/15/46 | 960,000 | 950,213 |
NQ-129 [2/22] 4/22 (2112919) 19
Schedule of investments
Delaware Wealth Builder Fund (Unaudited)
Principal amount° | Value (US $) | ||
US Treasury Obligations (continued) | |||
US Treasury Bonds | |||
4.375% 2/15/38 | 645,000 | $ 855,457 | |
US Treasury Notes | |||
1.375% 11/15/31 | 235,000 | 225,325 | |
1.50% 2/15/25 | 3,895,000 | 3,879,785 | |
1.50% 1/31/27 | 1,505,000 | 1,487,481 | |
1.875% 2/28/29 | 1,015,000 | 1,018,568 | |
US Treasury Strip Principal 2.245% 5/15/44 ^ | 270,000 | 160,670 | |
Total US Treasury Obligations (cost $9,481,122) | 9,402,847 |
Number of shares | |||
Common Stock — 64.16% | |||
Communication Services — 4.19% | |||
Alphabet Class A † | 430 | 1,161,490 | |
Alphabet Class C † | 494 | 1,332,723 | |
AT&T | 82,805 | 1,961,651 | |
Century Communications =, † | 1,625,000 | 0 | |
Comcast Class A | 47,803 | 2,235,268 | |
KDDI | 28,900 | 944,187 | |
Meta Platforms Class A † | 4,334 | 914,604 | |
Orange | 72,660 | 881,017 | |
Take-Two Interactive Software † | 5,382 | 871,884 | |
Verizon Communications | 75,799 | 4,068,132 | |
Walt Disney † | 15,766 | 2,340,620 | |
16,711,576 | |||
Consumer Discretionary — 8.54% | |||
adidas AG | 4,220 | 1,003,352 | |
Amazon.com † | 1,088 | 3,341,531 | |
Bath & Body Works | 19,989 | 1,066,813 | |
Best Buy | 14,362 | 1,387,944 | |
Buckle | 33,947 | 1,222,092 | |
Dollar General | 11,211 | 2,223,590 | |
Dollar Tree † | 20,800 | 2,955,264 | |
eBay | 11,586 | 632,480 | |
H & M Hennes & Mauritz Class B | 31,880 | 540,053 | |
Home Depot | 7,461 | 2,356,408 | |
Lowe's | 8,812 | 1,947,981 | |
Newell Brands | 5,701 | 135,399 | |
NIKE Class B | 10,284 | 1,404,280 |
20 NQ-129 [2/22] 4/22 (2112919)
(Unaudited)
Number of shares | Value (US $) | ||
Common Stock (continued) | |||
Consumer Discretionary (continued) | |||
Publicis Groupe | 9,840 | $ 658,014 | |
PulteGroup | 10,409 | 516,911 | |
Ross Stores | 14,158 | 1,293,899 | |
Sodexo | 15,110 | 1,272,351 | |
Sturm Ruger & Co. | 13,482 | 976,231 | |
Swatch Group | 5,190 | 1,613,422 | |
Tesla † | 1,137 | 989,679 | |
TJX | 62,015 | 4,099,191 | |
Tractor Supply | 7,834 | 1,596,491 | |
Ulta Beauty † | 2,289 | 857,230 | |
34,090,606 | |||
Consumer Staples — 5.21% | |||
Altria Group | 37,450 | 1,920,810 | |
Archer-Daniels-Midland | 37,600 | 2,949,720 | |
Asahi Group Holdings | 10,300 | 416,067 | |
Colgate-Palmolive | 7,444 | 572,816 | |
Conagra Brands | 75,100 | 2,626,247 | |
Danone | 20,580 | 1,253,221 | |
Diageo | 38,630 | 1,930,375 | |
Essity Class B | 41,440 | 1,070,545 | |
John B Sanfilippo & Son | 876 | 69,659 | |
Kao | 21,000 | 982,734 | |
Kellogg | 14,868 | 950,660 | |
Koninklijke Ahold Delhaize | 39,210 | 1,208,137 | |
Lawson | 2,500 | 104,380 | |
Nestle | 14,450 | 1,887,276 | |
Philip Morris International | 20,708 | 2,092,958 | |
Seven & i Holdings | 15,500 | 753,799 | |
20,789,404 | |||
Energy — 3.88% | |||
Chevron | 7,399 | 1,065,456 | |
ConocoPhillips | 60,442 | 5,733,528 | |
Devon Energy | 16,926 | 1,007,943 | |
EOG Resources | 4,921 | 565,522 | |
Exxon Mobil | 40,407 | 3,168,717 | |
Kinder Morgan | 90,539 | 1,575,379 | |
Marathon Petroleum | 15,983 | 1,244,596 | |
Williams | 36,515 | 1,142,189 | |
15,503,330 |
NQ-129 [2/22] 4/22 (2112919) 21
Schedule of investments
Delaware Wealth Builder Fund (Unaudited)
Number of shares | Value (US $) | ||
Common Stock (continued) | |||
Financials — 7.38% | |||
American Financial Group | 11,481 | $ 1,554,413 | |
American International Group | 44,800 | 2,743,552 | |
Ameriprise Financial | 4,349 | 1,303,787 | |
Artisan Partners Asset Management Class A | 14,867 | 566,581 | |
Banco Espirito Santo =, † | 105,000 | 0 | |
BlackRock | 2,272 | 1,690,118 | |
Blackstone | 13,171 | 1,678,908 | |
Diamond Hill Investment Group | 2,514 | 487,414 | |
Discover Financial Services | 25,469 | 3,143,893 | |
Invesco | 47,018 | 998,662 | |
MetLife | 65,878 | 4,450,059 | |
Principal Financial Group | 23,738 | 1,676,852 | |
Prudential Financial | 15,841 | 1,768,806 | |
S&P Global | 2,845 | 1,068,867 | |
Synchrony Financial | 25,478 | 1,089,949 | |
Truist Financial | 43,400 | 2,700,348 | |
US Bancorp | 45,300 | 2,561,262 | |
29,483,471 | |||
Healthcare — 9.98% | |||
AbbVie | 18,667 | 2,758,422 | |
Alexandria Real Estate Equities | 1,955 | 370,277 | |
AmerisourceBergen | 14,452 | 2,059,843 | |
Amgen | 4,112 | 931,286 | |
Baxter International | 31,200 | 2,651,064 | |
Bristol-Myers Squibb | 30,850 | 2,118,469 | |
Cigna | 11,000 | 2,615,580 | |
CVS Health | 27,600 | 2,860,740 | |
Eli Lilly & Co. | 3,507 | 876,575 | |
Fresenius Medical Care AG & Co. | 21,840 | 1,403,658 | |
Healthcare Trust of America Class A | 5,531 | 162,556 | |
Humana | 752 | 326,609 | |
Johnson & Johnson | 33,297 | 5,479,687 | |
Merck & Co. | 58,508 | 4,480,543 | |
Molina Healthcare † | 3,469 | 1,064,532 | |
Novo Nordisk Class B | 15,040 | 1,546,628 | |
Pfizer | 50,238 | 2,358,172 | |
Roche Holding | 3,770 | 1,438,158 | |
Smith & Nephew | 90,950 | 1,631,266 | |
UnitedHealth Group | 1,371 | 652,418 |
22 NQ-129 [2/22] 4/22 (2112919)
(Unaudited)
Number of shares | Value (US $) | ||
Common Stock (continued) | |||
Healthcare (continued) | |||
Viatris | 187,093 | $ 2,059,894 | |
39,846,377 | |||
Industrials — 3.68% | |||
Dover | 15,017 | 2,355,567 | |
Honeywell International | 11,633 | 2,207,362 | |
Intertek Group | 9,430 | 681,095 | |
Knorr-Bremse | 6,670 | 590,820 | |
Lockheed Martin | 3,458 | 1,500,080 | |
Makita | 5,300 | 187,862 | |
Northrop Grumman | 6,800 | 3,006,552 | |
Raytheon Technologies | 29,479 | 3,027,493 | |
Securitas Class B | 92,800 | 1,126,181 | |
14,683,012 | |||
Information Technology — 14.39% | |||
Adobe † | 4,136 | 1,934,325 | |
Advanced Micro Devices † | 14,807 | 1,826,295 | |
Amadeus IT Group † | 24,740 | 1,662,719 | |
Analog Devices | 1,160 | 185,936 | |
Apple | 55,731 | 9,202,303 | |
Broadcom | 7,939 | 4,663,686 | |
Cisco Systems | 75,431 | 4,206,787 | |
Cognizant Technology Solutions Class A | 32,632 | 2,810,594 | |
Dropbox Class A † | 28,774 | 652,882 | |
Enphase Energy † | 2,082 | 347,069 | |
Fidelity National Information Services | 21,763 | 2,072,491 | |
HP | 48,886 | 1,679,723 | |
International Business Machines | 7,274 | 891,138 | |
Lam Research | 2,748 | 1,542,590 | |
Microsoft | 28,315 | 8,460,239 | |
Monolithic Power Systems | 3,252 | 1,491,692 | |
Motorola Solutions | 11,497 | 2,534,284 | |
NetApp | 19,368 | 1,518,064 | |
NVIDIA | 4,125 | 1,005,881 | |
Oracle | 26,900 | 2,043,593 | |
Paychex | 14,052 | 1,673,031 | |
Paycom Software † | 1,663 | 564,106 | |
QUALCOMM | 11,474 | 1,973,413 | |
SAP | 10,390 | 1,180,357 | |
Western Union | 74,326 | 1,351,247 | |
57,474,445 |
NQ-129 [2/22] 4/22 (2112919) 23
Schedule of investments
Delaware Wealth Builder Fund (Unaudited)
Number of shares | Value (US $) | ||
Common Stock (continued) | |||
Materials — 1.30% | |||
Air Liquide | 9,150 | $ 1,525,578 | |
Dow | 17,036 | 1,004,443 | |
DuPont de Nemours | 34,200 | 2,646,054 | |
5,176,075 | |||
Real Estate Investment Trusts — 0.10% | |||
Kite Realty Group Trust | 5,052 | 110,791 | |
LXP Industrial Trust | 11,126 | 172,008 | |
National Storage Affiliates Trust | 2,053 | 119,628 | |
402,427 | |||
REIT Diversified — 0.46% | |||
Cousins Properties | 4,822 | 186,274 | |
Gaming and Leisure Properties | 3,321 | 150,806 | |
New Residential Investment | 48,444 | 502,849 | |
VICI Properties | 35,469 | 991,713 | |
1,831,642 | |||
REIT Healthcare — 0.38% | |||
CareTrust REIT | 6,720 | 117,600 | |
Healthpeak Properties | 4,331 | 134,521 | |
Medical Properties Trust | 9,519 | 193,616 | |
National Health Investors | 192 | 10,235 | |
Omega Healthcare Investors | 21,274 | 599,289 | |
Ventas | 828 | 44,712 | |
Welltower | 4,769 | 397,210 | |
1,497,183 | |||
REIT Hotel — 0.08% | |||
Apple Hospitality REIT | 11,940 | 211,219 | |
Chatham Lodging Trust † | 6,961 | 95,714 | |
Host Hotels & Resorts † | 976 | 17,831 | |
324,764 | |||
REIT Industrial — 0.44% | |||
Americold Realty Trust | 291 | 7,775 | |
Duke Realty | 6,010 | 318,530 | |
Plymouth Industrial REIT | 1,407 | 36,695 | |
Prologis | 8,914 | 1,300,107 | |
Terreno Realty | 1,637 | 112,609 | |
1,775,716 |
24 NQ-129 [2/22] 4/22 (2112919)
(Unaudited)
Number of shares | Value (US $) | ||
Common Stock (continued) | |||
REIT Information Technology — 0.29% | |||
Digital Realty Trust | 2,919 | $ 393,832 | |
Equinix | 1,089 | 772,896 | |
1,166,728 | |||
REIT Mall — 0.09% | |||
Simon Property Group | 2,524 | 347,201 | |
347,201 | |||
REIT Manufactured Housing — 0.11% | |||
Equity LifeStyle Properties | 1,907 | 142,300 | |
Sun Communities | 1,727 | 312,587 | |
454,887 | |||
REIT Mortgage — 0.17% | |||
AGNC Investment | 52,309 | 675,309 | |
675,309 | |||
REIT Multifamily — 1.03% | |||
American Campus Communities | 133 | 7,157 | |
American Homes 4 Rent Class A | 3,230 | 122,772 | |
Apartment Income REIT | 779 | 40,204 | |
AvalonBay Communities | 1,358 | 324,005 | |
Camden Property Trust | 1,113 | 183,767 | |
Equity Residential | 33,823 | 2,885,102 | |
Essex Property Trust | 1,141 | 361,891 | |
Mid-America Apartment Communities | 752 | 153,867 | |
UDR | 741 | 40,659 | |
4,119,424 | |||
REIT Office — 0.12% | |||
Boston Properties | 392 | 47,946 | |
Douglas Emmett | 735 | 23,299 | |
Highwoods Properties | 4,028 | 175,621 | |
Kilroy Realty | 1,773 | 126,982 | |
Piedmont Office Realty Trust Class A | 4,110 | 70,034 | |
SL Green Realty | 184 | 14,632 | |
458,514 | |||
REIT Self-Storage — 0.34% | |||
CubeSmart | 2,044 | 98,541 | |
Extra Space Storage | 1,940 | 365,011 | |
Life Storage | 1,897 | 240,141 | |
Public Storage | 1,869 | 663,533 | |
1,367,226 |
NQ-129 [2/22] 4/22 (2112919) 25
Schedule of investments
Delaware Wealth Builder Fund (Unaudited)
Number of shares | Value (US $) | ||
Common Stock (continued) | |||
REIT Shopping Center — 0.23% | |||
Brixmor Property Group | 9,471 | $ 237,911 | |
Federal Realty Investment Trust | 215 | 25,280 | |
Kimco Realty | 6,355 | 149,533 | |
Regency Centers | 2,061 | 135,799 | |
Retail Opportunity Investments | 8,919 | 161,969 | |
SITE Centers | 11,123 | 172,963 | |
Urban Edge Properties | 1,476 | 26,893 | |
910,348 | |||
REIT Single Tenant — 0.24% | |||
Agree Realty | 2,022 | 129,711 | |
Four Corners Property Trust | 4,393 | 115,887 | |
National Retail Properties | 2,179 | 92,847 | |
Orion Office REIT † | 350 | 5,961 | |
Realty Income | 4,335 | 286,500 | |
Spirit Realty Capital | 3,546 | 164,428 | |
STORE Capital | 5,397 | 165,796 | |
961,130 | |||
REIT Specialty — 0.31% | |||
EPR Properties | 125 | 6,225 | |
Essential Properties Realty Trust | 4,005 | 101,246 | |
Invitation Homes | 9,021 | 340,994 | |
Iron Mountain | 13,453 | 661,619 | |
Lamar Advertising Class A | 480 | 52,349 | |
Outfront Media | 539 | 14,391 | |
WP Carey | 948 | 73,375 | |
1,250,199 | |||
Utilities — 1.22% | |||
Edison International | 41,900 | 2,657,298 | |
NRG Energy | 30,515 | 1,154,688 | |
Vistra | 46,299 | 1,056,543 | |
4,868,529 | |||
Total Common Stock (cost $224,890,454) | 256,169,523 | ||
Convertible Preferred Stock — 1.32% | |||
2020 Mandatory Exchangeable Trust 144A 6.50% exercise price $47.09, maturity date 5/16/23 # | 484 | 536,611 | |
Algonquin Power & Utilities 7.75% exercise price $18.00, maturity date 6/15/24 | 6,623 | 305,519 |
26 NQ-129 [2/22] 4/22 (2112919)
(Unaudited)
Number of shares | Value (US $) | ||
Convertible Preferred Stock (continued) | |||
AMG Capital Trust II 5.15% exercise price $195.47, maturity date 10/15/37 | 7,700 | $ 416,416 | |
Bank of America 7.25% exercise price $50.00 ** | 245 | 322,802 | |
El Paso Energy Capital Trust I 4.75% exercise price $34.49, maturity date 3/31/28 | 17,178 | 847,734 | |
Elanco Animal Health 5.00% exercise price $38.40, maturity date 2/1/23 | 9,324 | 407,739 | |
Essential Utilities 6.00% exercise price $42.19, maturity date 4/30/22 | 13,900 | 784,099 | |
Lyondellbasell Advanced Polymers 6.00% exercise price $52.33 ** | 612 | 553,860 | |
RBC Bearings 5.00% exercise price $226.60, maturity date 10/15/24 | 3,011 | 304,051 | |
UGI 7.25% exercise price $52.57, maturity date 6/1/24 | 8,447 | 781,347 | |
Total Convertible Preferred Stock (cost $5,268,952) | 5,260,178 | ||
Preferred Stock — 0.00% | |||
Washington Prime Group 6.875% 04/04/22 =, ψ | 4,347 | 0 | |
Total Preferred Stock (cost $93,025) | 0 | ||
Exchange-Traded Funds — 4.07% | |||
iShares Core MSCI Emerging Markets ETF | 135,024 | 7,727,423 | |
iShares Global Infrastructure ETF | 168,769 | 8,127,915 | |
iShares MSCI EAFE ETF | 280 | 20,502 | |
iShares Trust iShares ESG Aware MSCI EAFE ETF | 4,660 | 343,395 | |
Vanguard FTSE Developed Markets ETF | 940 | 44,923 | |
Total Exchange-Traded Funds (cost $17,283,564) | 16,264,158 | ||
Limited Partnerships — 2.76% | |||
Merion Countryside=, †, π | 2,342,813 | 4,879,610 | |
Merion The Ledges=, †, π | 4,200,000 | 6,143,340 | |
Total Limited Partnerships (cost $3,001,385) | 11,022,950 |
NQ-129 [2/22] 4/22 (2112919) 27
Schedule of investments
Delaware Wealth Builder Fund (Unaudited)
Principal amount° | Value (US $) | ||
Leveraged Non-Recourse Security — 0.00% | |||
JPMorgan Fixed Income Pass Through Trust Auction Series 2007-B 144A 0.249% 1/15/87 #, ♦ | 1,300,000 | $ 1,300 | |
Total Leveraged Non-Recourse Security (cost $1,105,000) | 1,300 |
Number of shares | |||
Short-Term Investments — 1.46% | |||
Money Market Mutual Funds — 1.46% | |||
BlackRock FedFund – Institutional Shares (seven-day effective yield 0.03%) | 1,456,800 | 1,456,800 | |
Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 0.01%) | 1,456,800 | 1,456,800 | |
GS Financial Square Government Fund – Institutional Shares (seven-day effective yield 0.03%) | 1,456,800 | 1,456,800 | |
Morgan Stanley Government Portfolio – Institutional Share Class (seven-day effective yield 0.03%) | 1,456,800 | 1,456,800 | |
Total Short-Term Investments (cost $5,827,200) | 5,827,200 | ||
Total Value of Securities—98.75% (cost $358,185,629) | 394,272,127 | ||
Receivables and Other Assets Net of Liabilities—1.25% | 5,003,717 | ||
Net Assets Applicable to 26,662,273 Shares Outstanding—100.00% | $399,275,844 |
° | 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 February 28, 2022, the aggregate value of Rule 144A securities was $34,844,475, which represents 8.73% of the Fund's net assets. |
28 NQ-129 [2/22] 4/22 (2112919)
(Unaudited)
• | Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at February 28, 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. |
^ | Zero-coupon security. The rate shown is the effective yield at the time of purchase. |
μ | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at February 28, 2022. Rate will reset at a future date. |
ψ | Perpetual security. Maturity date represents next call date. |
Δ | Securities have been classified by country of risk. |
† | Non-income producing security. |
= | The value of this security was determined using significant unobservable inputs and is reported as a Level 3 security. |
** | Perpetual security with no stated maturity date. |
π | Restricted security. These investments are in securities not registered under the Securities Act of 1933, as amended, and have certain restrictions on resale which may limit their liquidity. At February 28, 2022, the aggregate value of restricted securities was $11,022,950, which represented 2.76% of the Fund’s net assets. See table on the next page for additional details on restricted securities. |
♦ | 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. |
Restricted Securities | ||||||
Investments | Date of Acquisition | Cost | Value | |||
Merion Countryside | 8/13/20 | $— | $4,879,610 | |||
Merion The Ledges | 9/26/18 | 2,675,434 | 5,590,439 | |||
Merion The Ledges | 9/12/19 | 112,766 | 216,824 | |||
Merion The Ledges | 2/1/21 | 108,825 | 180,687 | |||
Merion The Ledges | 1/5/22 | 104,360 | 155,390 | |||
Total | $3,001,385 | $11,022,950 |
The following foreign currency exchange contracts, futures contracts, and swap contracts were outstanding at February 28, 2022:
NQ-129 [2/22] 4/22 (2112919) 29
Schedule of investments
Delaware Wealth Builder Fund (Unaudited)
Foreign Currency Exchange Contracts | ||||||||||||
Counterparty | Currency to Receive (Deliver) | In Exchange For | Settlement Date | Unrealized Appreciation | Unrealized Depreciation | |||||||
BNYM | GBP | 21,917 | USD | (29,399) | 3/1/22 | $3 | $— | |||||
BNYM | JPY | (13,787,849) | USD | 119,201 | 3/1/22 | — | (731) | |||||
BNYM | JPY | 4,843,771 | USD | (41,876) | 3/1/22 | 257 | — | |||||
BNYM | JPY | (2,884,953) | USD | 25,015 | 3/2/22 | — | (80) | |||||
BNYM | JPY | 1,636,516 | USD | (14,177) | 3/2/22 | 58 | — | |||||
CITI | COP | (829,388,000) | USD | 203,421 | 4/8/22 | — | (6,323) | |||||
JPMCB | BRL | (1,525,973) | USD | 271,400 | 4/1/22 | — | (22,119) | |||||
JPMCB | CLP | 192,143,444 | USD | (233,000) | 4/1/22 | 7,759 | — | |||||
JPMCB | EUR | (903,926) | USD | 1,028,934 | 4/1/22 | 12,270 | — | |||||
JPMCB | EUR | 80,000 | USD | (91,416) | 4/8/22 | — | (1,567) | |||||
JPMCB | MXN | 20,507 | USD | (993) | 4/1/22 | 2 | — | |||||
Total Foreign Currency Exchange Contracts | $20,349 | $(30,820) |
30 NQ-129 [2/22] 4/22 (2112919)
(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 | |||||||
7 | US Treasury 5 yr Notes | $827,969 | $822,790 | 6/30/22 | $5,179 | $— | $5,906 | ||||||
(10) | US Treasury 10 yr Notes | (1,274,375) | (1,264,038) | 6/21/22 | — | (10,337) | (12,656) | ||||||
(3) | US Treasury 10 yr Ultra Notes | (423,984) | (419,664) | 6/21/22 | — | (4,320) | (5,625) | ||||||
Total Futures Contracts | $(860,912) | $5,179 | $(14,657) | $(12,375) |
Swap Contracts
CDS Contracts1 | ||||||||||||
Counterparty/ Reference Obligation/ Termination Date/ Payment Frequency | Notional Amount2 | Annual Protection Payments | Value | Upfront Payments Paid (Received) | Unrealized Depreciation3 | Variation Margin Due from (Due to) Brokers | ||||||
Over-The-Counter: | ||||||||||||
Protection Purchased/Moody’s Ratings: | ||||||||||||
JPMCB-Federative Republic of Brazil 4.25% 6/6/25 B2 6/22/26- Quarterly | 359,000 | 1.000% | $15,549 | $17,904 | $(2,355) | $— | ||||||
Total CDS Contracts | $15,549 | $17,904 | $(2,355) | $— |
NQ-129 [2/22] 4/22 (2112919) 31
Schedule of investments
Delaware Wealth Builder Fund (Unaudited)
The use of foreign currency exchange contracts, futures contracts, and swap contracts involves elements of market risk and risks in excess of the amounts disclosed in the schedule of investments. The notional amounts and foreign currency exchange contracts presented above represent the Fund's total exposure in such contracts, whereas only the net unrealized appreciation (depreciation) and variation margin are reflected in the Fund's net assets.
1 | A CDS contract is a risk-transfer instrument through which one party (purchaser of protection) transfers to another party (seller of protection) the financial risk of a credit event (as defined in the CDS agreement), as it relates to a particular reference security or basket of securities (such as an index). Periodic payments (receipts) on such contracts are accrued daily and recorded as unrealized losses (gains) on swap contracts. Upon payment (receipt), such amounts are recorded as realized losses (gains) on swap contracts. Upfront payments made or received in connection with CDS contracts are amortized over the expected life of the CDS contracts as unrealized losses (gains) on swap contracts. The change in value of CDS contracts is recorded daily as unrealized appreciation or depreciation. A realized gain or loss is recorded upon a credit event (as defined in the CDS agreement) or the maturity or termination of the CDS agreement. |
2 | Notional amount shown is stated in USD unless noted that the swap is denominated in another currency. |
3 | Unrealized appreciation (depreciation) does not include periodic interest payments (receipt) on swap contracts accrued daily in the amount of $(708). |
Summary of abbreviations: |
AG – Aktiengesellschaft |
BB – Barclays Bank |
BNYM – Bank of New York Mellon |
CDS – Credit Default Swap |
CITI – Citigroup |
CLO – Collateralized Loan Obligation |
EAFE – Europe, Australasia, and Far East |
ESG – Environmental, Social, and Governance |
ETF – Exchange-Traded Fund |
FTSE – Financial Times Stock Exchange |
GNMA – Government National Mortgage Association |
GS – Goldman Sachs |
ICE – Intercontinental Exchange, Inc. |
JPM – JPMorgan |
JPMCB – JPMorgan Chase Bank |
LIBOR – London interbank offered rate |
LIBOR03M – ICE LIBOR USD 3 Month |
32 NQ-129 [2/22] 4/22 (2112919)
(Unaudited)
Summary of abbreviations: (continued) |
LIBOR06M – ICE LIBOR USD 6 Month |
MSCI – Morgan Stanley Capital International |
REIT – Real Estate Investment Trust |
S&P – Standard & Poor’s Financial Services LLC |
S.F. – Single Family |
SOFR – Secured Overnight Financing Rate |
TBA – To be announced |
yr – Year |
Summary of currencies: |
BRL – Brazilian Real |
CLP – Chilean Peso |
COP – Colombian Peso |
CZK – Czech Koruna |
EUR – European Monetary Unit |
GBP – British Pound Sterling |
HUF – Hungarian Forint |
IDR – Indonesian Rupiah |
JPY – Japanese Yen |
KZT – Kazakhstani Tenge |
MXN – Mexican Peso |
PEN – Peruvian Sol |
PLN – Polish Zloty |
USD – US Dollar |
UYU – Uruguayan Peso |
NQ-129 [2/22] 4/22 (2112919) 33