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Wilmington Funds

Filed: 24 Sep 21, 12:22pm
 1

    

 

Wilmington Broad Market Bond Fund

PORTFOLIO OF INVESTMENTS

July 31, 2021 (unaudited)

 

 Description  Par Value   Value 

ASSET-BACKED SECURITY – 0.0%**

 

FINANCIAL SERVICES – 0.0%**

 

LA Arena Funding LLC, Series 1999-1,
Class A, 7.66%, 12/15/26W

  $113,365   $112,555 
    

 

 

 

TOTAL ASSET-BACKED SECURITY

(COST $113,365)

 

 

  $112,555 

COLLATERALIZED MORTGAGE OBLIGATIONS – 0.2%

 

FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) – 0.2%

 

Series 2005-29, Class WC, 4.75%, 04/25/35

   10,440    11,377 

Series 2012-114, Class VM, 3.50%, 10/25/25

   992,457    1,012,178 
    

 

 

 

TOTAL FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA)

 

  $1,023,555 

WHOLE LOAN – 0.0%**

    

Banc of America Mortgage Securities, Inc., Series 2004-A, Class 2A1, 2.46%, 02/25/34D

   34,976    33,525 

CHL Mortgage Pass-Through Trust, Series 2004-8, Class 2A1, 4.50%, 06/01/22

   4,798    5,072 

IndyMac INDA Mortgage Loan Trust, Series 2005-AR1, Class 2A1, 2.93%, 11/25/35D

   22,713    21,807 
    

 

 

 

TOTAL WHOLE LOAN

    $60,404 
    

 

 

 

TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS

(COST $1,181,223)

 

 

  $1,083,959 

CORPORATE BONDS – 49.4%

    

AEROSPACE & DEFENSE – 2.2%

 

Boeing Co. (The), Sr. Unsecured

    

1.95%, 02/01/24

   2,700,000    2,770,049 

1.43%, 02/04/24

   2,500,000    2,506,949 

2.75%, 02/01/26

   2,000,000    2,093,074 

L3Harris Technologies, Inc., Sr. Unsecured,

    

2.90%, 12/15/29

   835,000    897,979 

Northrop Grumman Corp., Sr. Unsecured

    

2.93%, 01/15/25

   1,000,000    1,067,825 

4.03%, 10/15/47

   1,765,000    2,135,086 

Raytheon Technologies Corp., Sr. Unsecured,
3.50%, 03/15/27

   1,600,000    1,780,993 
    

 

 

 

TOTAL AEROSPACE & DEFENSE

    $13,251,955 

AUTOMOTIVE – 3.4%

    

American Honda Finance Corp., Sr. Unsecured, MTN,
0.65%, 09/08/23

   1,790,000    1,800,480 

Daimler Finance North America LLC, Company Guaranteed
3.88%, 09/15/21W

   250,000    250,867 

0.75%, 03/01/24W

   3,000,000    3,005,551 

Ford Motor Co., Sr. Unsecured, 8.50%, 04/21/23

   800,000    890,382 
 Description  Par Value   Value 

Ford Motor Credit Co. LLC, Sr. Unsecured

    

4.25%, 09/20/22

  $450,000   $464,550 

3.37%, 11/17/23

   1,000,000    1,039,596 

5.58%, 03/18/24

   1,000,000    1,092,123 

5.13%, 06/16/25

   1,500,000    1,661,407 

General Motors Co., Sr. Unsecured

    

5.40%, 10/02/23

   335,000    367,645 

6.25%, 10/02/43

   1,000,000    1,398,690 

General Motors Financial Co., Inc., Sr. Unsecured

    

4.20%, 11/06/21

   1,650,000    1,666,854 

1.25%, 01/08/26

   1,000,000    1,000,203 

1.50%, 06/10/26

   3,000,000    3,017,016 

PACCAR Financial Corp., Sr. Unsecured, MTN,

    

2.65%, 05/10/22

   3,045,000    3,103,539 
    

 

 

 

TOTAL AUTOMOTIVE

    $20,758,903 

BEVERAGES – 0.8%

    

Anheuser-Busch Cos., LLC, Company Guaranteed,
4.90%, 02/01/46

   1,125,000    1,445,202 

Keurig Dr. Pepper, Inc., Company Guaranteed

    

0.75%, 03/15/24

   1,490,000    1,491,742 

3.20%, 05/01/30

   775,000    852,969 

5.09%, 05/25/48

   700,000    948,688 
    

 

 

 

TOTAL BEVERAGES

    $4,738,601 

BUILDING PRODUCTS – 0.5%

    

Carrier Global Corp., Sr. Unsecured,
2.24%, 02/15/25

   3,000,000    3,138,026 

Johnson Controls International PLC, Sr. Unsecured,
4.63%, 07/02/44

   100,000    126,805 
    

 

 

 

TOTAL BUILDING PRODUCTS

    $3,264,831 

CAPITAL MARKETS – 3.6%

    

Bank of New York Mellon Corp. (The), Subordinated, MTN,
3.00%, 10/30/28

   775,000    857,106 

Credit Suisse AG, Sr. Unsecured

2.10%, 11/12/21

   1,785,000    1,794,721 

0.50%, 02/02/24

   3,000,000    2,994,381 

Goldman Sachs Group, Inc. (The), Sr. Unsecured

    

(3 Month USD LIBOR + 1.20%), 3.27%, 09/29/25D

   800,000    858,031 

(3 Month USD LIBOR + 1.51%), 3.69%, 06/05/28D

   2,080,000    2,318,423 

Goldman Sachs Group, Inc. (The), Sr. Unsecured, MTN, (SOFR + 1.25%),
2.38%, 07/21/32D

   1,115,000    1,136,269 

Morgan Stanley, Sr. Unsecured, (SOFR + 0.62%),
0.73%, 04/05/24D

   2,250,000    2,257,409 
 

 

    

 

 

July 31, 2021 (unaudited)

2 PORTFOLIO OF INVESTMENTS

    

 

     

Wilmington Broad Market Bond Fund (continued)

 

 

    

 Description  Par Value   Value 

Morgan Stanley, Sr. Unsecured, MTN
2.63%, 11/17/21

  $4,000,000   $4,028,090 

(SOFR + 0.46%),
0.53%, 01/25/24D

   3,000,000    2,998,413 

3.13%, 07/27/26

   340,000    369,480 

(SOFR + 3.12%), 3.62%, 04/01/31D

   890,000    1,002,088 

Morgan Stanley, Subordinated, GMTN,
4.35%, 09/08/26

   505,000    576,192 

TD Ameritrade Holding Corp., Sr. Unsecured,
2.95%, 04/01/22

   847,000    858,631 
    

 

 

 

TOTAL CAPITAL MARKETS

    $    22,049,234 

CHEMICALS – 0.3%

 

Nutrien Ltd., Sr. Unsecured,
1.90%, 05/13/23

   2,000,000    2,048,912 

COMMERCIAL SERVICES & SUPPLIES – 0.6%

 

Global Payments, Inc., Sr. Unsecured
3.75%, 06/01/23

   2,570,000    2,702,300 

2.90%, 05/15/30

   1,000,000    1,060,275 

TOTAL COMMERCIAL SERVICES & SUPPLIES

    $3,762,575 
    

 

 

 

COMPUTERS – 0.5%

 

Hewlett Packard Enterprise Co., Sr. Unsecured,
2.25%, 04/01/23

   3,000,000    3,081,600 

DIVERSIFIED FINANCIAL SERVICES – 6.7%

 

Bank of America Corp., Sr. Unsecured, 5.70%, 01/24/22

   3,000,000    3,075,586 

Bank of America Corp., Sr. Unsecured, MTN
3.25%, 10/21/27

   1,095,000    1,191,845 

(SOFR + 1.88%), 2.83%, 10/24/51D

   250,000    246,727 

Bank of America Corp., Subordinated, MTN,
4.25%, 10/22/26

   1,000,000    1,132,289 

Capital One Financial Corp., Sr. Unsecured,
2.60%, 05/11/23

   1,470,000    1,525,936 

Citigroup, Inc., Sr. Unsecured (3 Month USD LIBOR + 0.95%), 2.88%, 07/24/23D

   2,060,000    2,110,146 

(SOFR + 0.77%), 1.12%, 01/28/27Ä

   2,750,000    2,722,288 

Citigroup, Inc., Subordinated,
4.13%, 07/25/28

   1,650,000    1,873,026 

Fifth Third Bancorp, Sr. Unsecured
3.50%, 03/15/22

   1,250,000    1,272,141 

2.55%, 05/05/27

   780,000    833,899 

Fifth Third Bancorp, Subordinated,
4.30%, 01/16/24

   530,000    574,396 

FMR LLC, Sr. Unsecured,
6.45%, 11/15/39W

   1,000,000    1,499,741 

Huntington Bancshares, Inc., Sr. Unsecured,
2.63%, 08/06/24

   4,325,000    4,556,115 

JPMorgan Chase & Co., Series W, Jr. Subordinated, (3 Month USD LIBOR + 1.00%),
1.16%, 05/15/47D

   1,000,000    858,469 

KeyBank NA, Sr. Unsecured, BKNT
3.30%, 02/01/22

   615,000    624,245 

1.25%, 03/10/23

   2,000,000    2,030,349 

Lloyds Banking Group PLC, Sr. Unsecured, (UST Yield Curve CMT 1 Year + 1.10%),
1.33%, 06/15/23D

   2,000,000    2,015,111 
 Description  Par Value   Value 

PNC Bank NA, Subordinated, BKNT
2.95%, 01/30/23

  $350,000   $362,945 

2.70%, 10/22/29

   1,125,000    1,205,885 

PNC Financial Services Group, Inc. (The), Subordinated,
3.90%, 04/29/24

   1,500,000    1,629,611 

Truist Bank, Subordinated, BKNT
3.80%, 10/30/26

   1,000,000    1,128,476 

2.25%, 03/11/30

   1,850,000    1,910,522 

Truist Financial Corp., Sr. Unsecured, MTN, (3 Month USD LIBOR + 0.65%),
0.80%, 04/01/22D

   2,000,000    2,005,162 

U.S. Bancorp, Subordinated, MTN,
2.95%, 07/15/22

   2,000,000    2,047,898 

Wells Fargo & Co., Sr. Unsecured, (SOFR + 2.00%),
2.19%, 04/30/26D

   1,170,000    1,221,128 

Wells Fargo & Co., Subordinated, MTN,
4.40%, 06/14/46

   1,000,000    1,235,467 
    

 

 

 

TOTAL DIVERSIFIED FINANCIAL SERVICES

 

  $40,889,403 

ELECTRIC – 3.3%

 

American Electric Power Co., Inc., Series M, Sr. Unsecured,
0.75%, 11/01/23

   1,620,000    1,621,878 

Baltimore Gas and Electric Co., Sr. Unsecured,
3.50%, 08/15/46

   1,550,000    1,766,289 

Commonwealth Edison Co., 1st Mortgage,
3.80%, 10/01/42

   1,000,000    1,178,258 

Dominion Energy, Inc., Series A, Sr. Unsecured,
1.45%, 04/15/26

   1,950,000    1,975,595 

DTE Energy Co., Series H, Sr. Unsecured,
0.55%, 11/01/22

   1,500,000    1,505,255 

Entergy Arkansas LLC, 1st Mortgage,
4.95%, 12/15/44

   1,000,000    1,109,675 

Entergy Corp., Sr. Unsecured,
0.90%, 09/15/25

   1,000,000    993,838 

Entergy Louisiana LLC, 1st Mortgage,
2.90%, 03/15/51

   1,000,000    1,032,524 

Exelon Corp., Sr. Unsecured,
4.70%, 04/15/50

   2,000,000    2,592,988 

FirstEnergy Corp., Series A, Sr. Unsecured,
1.60%, 01/15/26

   1,000,000    995,592 

FirstEnergy Corp., Series B, Sr. Unsecured,
4.65%, 07/15/27

   800,000    895,498 

NextEra Energy Capital Holdings, Inc., Company Guaranteed,
0.65%, 03/01/23

   2,305,000    2,312,683 

Sempra Energy, Sr. Unsecured,
2.90%, 02/01/23

   760,000    786,203 

System Energy Resources, Inc., 1st Mortgage,
4.10%, 04/01/23

   500,000    524,001 

WEC Energy Group, Inc., Sr. Unsecured,
1.38%, 10/15/27

   750,000    744,896 
    

 

 

 

TOTAL ELECTRIC

 

  $    20,035,173 

FOOD & STAPLES RETAILING – 2.9%

 

Campbell Soup Co., Sr. Unsecured
3.65%, 03/15/23

   3,000,000    3,145,243 
 

 

July 31, 2021 (unaudited)

PORTFOLIO OF INVESTMENTS 3

    

 

Wilmington Broad Market Bond Fund (continued)

 

 Description  Par Value   Value 

3.30%, 03/19/25

  $2,050,000   $2,216,284 

Conagra Brands, Inc., Sr. Unsecured,
5.40%, 11/01/48

   665,000    914,758 

Kroger Co. (The), Sr. Unsecured
2.95%, 11/01/21

   1,750,000    1,757,309 

2.80%, 08/01/22

   2,060,000    2,106,954 

5.40%, 01/15/49

   1,640,000    2,289,344 

3.95%, 01/15/50

   1,000,000    1,159,227 

McCormick & Co., Inc., Sr. Unsecured, 0.90%, 02/15/26

   2,900,000    2,870,719 

Mondelez International, Inc., Sr. Unsecured, 0.63%, 07/01/22

   1,250,000    1,255,134 
    

 

 

 

TOTAL FOOD & STAPLES RETAILING

 

  $    17,714,972 

GAS – 0.3%

 

Southern Co. Gas Capital Corp., Company Guaranteed,
3.95%, 10/01/46

   1,425,000    1,636,154 

HEALTHCARE-PRODUCTS – 0.4%

 

  

DH Europe Finance II Sarl, Company Guaranteed,
2.20%, 11/15/24

   2,330,000    2,439,254 

HEALTHCARE-SERVICES – 1.3%

 

  

Anthem, Inc., Sr. Unsecured,
3.65%, 12/01/27

   1,650,000    1,862,568 

CommonSpirit Health, Sr. Secured,
2.76%, 10/01/24

   3,140,000    3,312,372 

NYU Langone Hospitals, Series 2020, Secured,
3.38%, 07/01/55

   1,000,000    1,097,180 

UnitedHealth Group, Inc., Sr. Unsecured
2.95%, 10/15/27

   1,350,000    1,490,063 

3.95%, 10/15/42

   290,000    351,845 
    

 

 

 

TOTAL HEALTHCARE-SERVICES

    $8,114,028 

HOME FURNISHINGS – 0.5%

 

Whirlpool Corp., Sr. Unsecured 4.70%, 06/01/22

   1,500,000    1,552,133 

4.60%, 05/15/50

   1,405,000    1,794,201 
    

 

 

 

TOTAL HOME FURNISHINGS

    $3,346,334 

HOUSEHOLD PRODUCTS/WARES – 0.2%

 

Church & Dwight Co., Inc., Sr. Unsecured,
3.95%, 08/01/47

   870,000    1,036,307 

INSURANCE – 2.5%

    

American International Group, Inc., Sr. Unsecured,
4.20%, 04/01/28

   1,000,000    1,157,249 

Aon Corp., Company Guaranteed,
2.20%, 11/15/22

   3,500,000    3,584,243 

Aon PLC, Company Guaranteed,
4.00%, 11/27/23

   1,450,000    1,554,629 

Berkshire Hathaway Finance Corp., Company Guaranteed,
4.30%, 05/15/43

   425,000    540,782 

CNA Financial Corp., Sr. Unsecured,
3.95%, 05/15/24

   950,000    1,029,299 

Lincoln National Corp., Sr. Unsecured
4.20%, 03/15/22

   1,000,000    1,023,913 
 Description  Par Value   Value 

3.63%, 12/12/26

  $1,380,000   $1,541,394 

Principal Financial Group, Inc., Company Guaranteed,
3.30%, 09/15/22

   250,000    258,011 

W.R. Berkley Corp., Sr. Unsecured
4.63%, 03/15/22

   1,000,000    1,025,337 

4.75%, 08/01/44

   1,715,000    2,199,939 

4.00%, 05/12/50

   1,425,000    1,673,645 
    

 

 

 

TOTAL INSURANCE

    $15,588,441 

INTERNET – 1.0%

    

Amazon.com, Inc., Sr. Unsecured
2.10%, 05/12/31

   5,000,000    5,167,140 

3.25%, 05/12/61

   1,000,000    1,098,031 
    

 

 

 

TOTAL INTERNET

    $6,265,171 

MEDIA – 1.7%

    

CCO Holdings LLC, Sr. Unsecured,
4.25%, 02/01/31W

   3,000,000    3,090,000 

Comcast Corp., Company Guaranteed,
4.95%, 10/15/58

   1,500,000    2,128,669 

Discovery Communications LLC, Company Guaranteed
3.95%, 03/20/28

   1,000,000    1,122,762 

3.63%, 05/15/30

   1,000,000    1,103,196 

ViacomCBS, Inc., Sr. Unsecured
4.60%, 01/15/45

   1,100,000    1,339,854 

4.95%, 05/19/50#

   1,185,000    1,528,210 
    

 

 

 

TOTAL MEDIA

    $10,312,691 

MINING – 0.2%

    

Barrick Gold Corp., Sr. Unsecured,
5.25%, 04/01/42

   1,000,000    1,339,861 

MISCELLANEOUS MANUFACTURING – 0.5%

 

Textron, Inc., Sr. Unsecured
3.88%, 03/01/25

   750,000    821,791 

2.45%, 03/15/31

   2,000,000    2,046,129 
    

 

 

 

TOTAL MISCELLANEOUS MANUFACTURING

 

  $2,867,920 

OIL & GAS – 2.6%

    

Canadian Natural Resources Ltd., Sr. Unsecured, 2.95%, 01/15/23

   3,000,000    3,103,187 

Marathon Petroleum Corp., Sr. Unsecured, 3.63%, 09/15/24

   745,000    801,976 

Phillips 66, Company Guaranteed
4.30%, 04/01/22

   1,450,000    1,493,500 

0.90%, 02/15/24

   1,065,000    1,065,087 

3.85%, 04/09/25

   575,000    631,627 

Pioneer Natural Resources Co., Sr. Unsecured
0.55%, 05/15/23

   1,035,000    1,037,244 

1.13%, 01/15/26

   1,000,000    995,410 

1.90%, 08/15/30

   1,700,000    1,651,524 

2.15%, 01/15/31#

   1,000,000    986,768 

Valero Energy Corp., Sr. Unsecured
2.15%, 09/15/27

   1,800,000    1,835,061 

4.00%, 04/01/29

   1,580,000    1,769,696 

 

    

 

 

July 31, 2021 (unaudited)

4 PORTFOLIO OF INVESTMENTS

    

 

     

Wilmington Broad Market Bond Fund (continued)

 

 

    

 Description  Par Value   Value 

4.90%, 03/15/45#

  $563,000   $698,305 
    

 

 

 

TOTAL OIL & GAS

    $    16,069,385 

PHARMACEUTICALS – 4.0%

    

AbbVie, Inc., Sr. Unsecured
2.95%, 11/21/26

   1,875,000    2,034,843 

4.25%, 11/14/28

   1,235,000    1,443,120 

4.40%, 11/06/42

   460,000    569,357 

4.88%, 11/14/48

   1,000,000    1,319,253 

4.25%, 11/21/49

   1,000,000    1,231,314 

AstraZeneca Finance LLC, Company Guaranteed,

1.75%, 05/28/28

   500,000    508,213 

Becton Dickinson and Co., Sr. Unsecured,
2.89%, 06/06/22

   5,558,000    5,666,209 

Bristol-Myers Squibb Co., Sr. Unsecured (3 Month USD LIBOR + 0.38%), 0.54%, 05/16/22D

   665,000    667,097 

2.75%, 02/15/23

   1,305,000    1,350,063 

3.40%, 07/26/29

   1,000,000    1,132,147 

Cardinal Health, Inc., Sr. Unsecured,
4.50%, 11/15/44

   650,000    764,958 

Cigna Corp., Company Guaranteed
3.75%, 07/15/23

   272,000    288,885 

4.80%, 07/15/46

   1,000,000    1,296,561 

CVS Health Corp., Sr. Unsecured,
1.88%, 02/28/31

   2,000,000    1,982,710 

Elanco Animal Health, Inc., Sr. Unsecured,
5.90%, 08/28/28

   2,000,000    2,387,788 

Pfizer, Inc., Sr. Unsecured,
2.63%, 04/01/30

   650,000    703,264 

Zoetis, Inc., Sr. Unsecured,
3.95%, 09/12/47

   1,005,000    1,234,735 
    

 

 

 

TOTAL PHARMACEUTICALS

    $24,580,517 

PIPELINES – 2.5%

    

Enbridge, Inc., Company Guaranteed, (SOFR + 0.40%), 0.44%, 02/17/23D

   1,000,000    1,002,287 

Energy Transfer LP, Sr. Unsecured
3.60%, 02/01/23

   870,000    901,001 

3.75%, 05/15/30

   715,000    779,889 

5.30%, 04/15/47

   1,250,000    1,475,767 

Enterprise Products Operating LLC, Company Guaranteed
4.20%, 01/31/50

   1,120,000    1,313,024 

4.95%, 10/15/54

   500,000    643,899 

Kinder Morgan Energy Partners LP, Company Guaranteed,
5.40%, 09/01/44

   1,000,000    1,273,440 

Kinder Morgan, Inc., Company Guaranteed
5.20%, 03/01/48

   2,040,000    2,618,791 

3.60%, 02/15/51

   1,315,000    1,384,685 

MPLX LP, Sr. Unsecured (3 Month USD LIBOR + 1.10%), 1.22%, 09/09/22D

   470,000    470,845 

4.70%, 04/15/48

   1,000,000    1,184,730 

ONEOK Partners LP, Company Guaranteed,
6.20%, 09/15/43

   1,000,000    1,348,547 
 Description  Par Value   Value 

Plains All American Pipeline LP, Sr. Unsecured,
3.85%, 10/15/23

  $500,000   $528,749 

Spectra Energy Partners LP, Company Guaranteed,
3.50%, 03/15/25

   670,000    723,146 
    

 

 

 

TOTAL PIPELINES

    $    15,648,800 

REAL ESTATE INVESTMENT TRUSTS – 2.2%

 

American Tower Corp., Sr. Unsecured
5.00%, 02/15/24

   415,000    459,484 

3.13%, 01/15/27

   1,000,000    1,078,844 

3.10%, 06/15/50

   1,500,000    1,520,098 

AvalonBay Communities, Inc., Sr. Unsecured, MTN,
3.35%, 05/15/27

   1,420,000    1,572,880 

Healthcare Realty Trust, Inc., Sr. Unsecured
3.88%, 05/01/25

   915,000    1,002,023 

3.63%, 01/15/28#

   800,000    891,755 

Healthpeak Properties, Inc., Sr. Unsecured,
2.88%, 01/15/31

   2,350,000    2,508,055 

Welltower, Inc., Sr. Unsecured
4.00%, 06/01/25

   3,000,000    3,328,542 

4.95%, 09/01/48

   1,000,000    1,297,540 
    

 

 

 

TOTAL REAL ESTATE INVESTMENT TRUSTS

 

  $13,659,221 

RETAIL – 0.2%

    

Nordstrom, Inc., Sr. Unsecured, 5.00%, 01/15/44

   1,000,000    998,332 

SOFTWARE – 0.5%

    

Roper Technologies, Inc., Sr. Unsecured
0.45%, 08/15/22

   1,500,000    1,501,130 

2.00%, 06/30/30

   1,345,000    1,346,371 
    

 

 

 

TOTAL SOFTWARE

    $2,847,501 

TELECOMMUNICATIONS – 1.7%

 

AT&T, Inc., Sr. Unsecured
0.90%, 03/25/24

   2,000,000    2,002,970 

4.50%, 05/15/35

   845,000    1,012,465 

3.30%, 02/01/52

   2,000,000    2,001,088 

3.55%, 09/15/55W

   1,423,000    1,478,024 

Verizon Communications, Inc., Sr. Unsecured
1.75%, 01/20/31

   2,310,000    2,246,273 

3.40%, 03/22/41

   1,515,000    1,626,276 
    

 

 

 

TOTAL TELECOMMUNICATIONS

    $10,367,096 

TRANSPORTATION – 1.5%

    

FedEx Corp., Company Guaranteed,
2.40%, 05/15/31

   2,500,000    2,585,156 

Ryder System, Inc., Sr. Unsecured, MTN
2.50%, 09/01/22

   980,000    1,000,772 

3.65%, 03/18/24

   1,670,000    1,793,373 

Union Pacific Corp., Sr. Unsecured
3.15%, 03/01/24

   2,565,000    2,732,770 

4.30%, 03/01/49

   675,000    843,003 
    

 

 

 

TOTAL TRANSPORTATION

    $8,955,074 
 

 

July 31, 2021 (unaudited)

PORTFOLIO OF INVESTMENTS 5

    

 

Wilmington Broad Market Bond Fund (continued)

 

 Description  Par Value   Value 

TRUCKING & LEASING – 0.8%

    

GATX Corp., Sr. Unsecured
3.25%, 09/15/26

  $1,065,000   $1,155,739 

3.85%, 03/30/27

   1,500,000    1,668,626 

4.00%, 06/30/30

   1,000,000    1,143,282 

5.20%, 03/15/44

   640,000    838,430 
    

 

 

 

TOTAL TRUCKING & LEASING

    $4,806,077 
    

 

 

 

TOTAL CORPORATE BONDS

(COST $281,545,019)

    $302,474,323 

GOVERNMENT AGENCIES – 3.1%

 

FEDERAL HOME LOAN BANK (FHLB) – 1.3%

 

3.25%, 11/16/28#

   6,960,000    8,026,575 

FEDERAL HOME LOAN MORTGAGE CORPORATION (FHLMC) – 1.5%

 

2.38%, 01/13/22#

   125,000    126,303 

0.38%, 07/21/25#

   9,000,000    8,937,072 
    

 

 

 

TOTAL FEDERAL HOME LOAN MORTGAGE CORPORATION (FHLMC)

 

  $9,063,375 

FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) – 0.3%

 

6.25%, 05/15/29

   750,000    1,033,936 

7.25%, 05/15/30#

   400,000    602,041 
    

 

 

 

TOTAL FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA)

 

  $1,635,977 
    

 

 

 

TOTAL GOVERNMENT AGENCIES

(COST $18,212,153)

 

 

  $18,725,927 

MORTGAGE-BACKED SECURITIES – 22.0%

 

FEDERAL HOME LOAN MORTGAGE CORPORATION (FHLMC) – 6.6%

 

Pool G12709, 5.00%, 07/01/22

   3,088    3,137 

Pool C00478, 8.50%, 09/01/26

   5,303    6,049 

Pool E09010, 2.50%, 09/01/27

   350,554    367,404 

Pool G18497, 3.00%, 01/01/29

   47,811    50,418 

Pool C01272, 6.00%, 12/01/31

   11,177    13,295 

Pool A13990, 4.50%, 10/01/33

   9,011    9,919 

Pool G01625, 5.00%, 11/01/33

   15,423    17,475 

Pool QN1900, 3.00%, 04/01/35

   1,352,779    1,431,826 

Pool G08097, 6.50%, 11/01/35

   8,579    10,085 

Pool G02296, 5.00%, 06/01/36

   80,032    90,699 

Pool G02390, 6.00%, 09/01/36

   2,783    3,302 

Pool G05317, 5.00%, 04/01/37

   325,636    368,791 

Pool G03703, 5.50%, 12/01/37

   8,849    10,205 

Pool G04776, 5.50%, 07/01/38

   27,821    31,688 

Pool G05500, 5.00%, 05/01/39

   291,760    331,197 

Pool A93415, 4.00%, 08/01/40

   534,703    585,632 

Pool A93505, 4.50%, 08/01/40

   485,559    535,315 

Pool A93996, 4.50%, 09/01/40

   380,864    419,902 

Pool G06222, 4.00%, 01/01/41

   528,782    578,701 

Pool A97047, 4.50%, 02/01/41

   363,798    404,727 

Pool G06956, 4.50%, 08/01/41

   368,494    410,256 

Pool C03750, 3.50%, 02/01/42

   145,241    157,072 

Pool C03849, 3.50%, 04/01/42

   77,404    84,995 

Pool Q08305, 3.50%, 05/01/42

   567,662    628,100 

Pool C04305, 3.00%, 11/01/42

   1,543,155    1,665,530 

Pool C09020, 3.50%, 11/01/42

   1,197,055    1,294,746 

Pool G07266, 4.00%, 12/01/42

   1,031,502    1,131,735 

Pool C04444, 3.00%, 01/01/43

   52,407    55,727 
 Description  Par Value   Value 

Pool C09029, 3.00%, 03/01/43

  $218,112   $232,592 

Pool G08534, 3.00%, 06/01/43

   271,046    289,043 

Pool Q19476, 3.50%, 06/01/43

   451,693    491,884 

Pool C09044, 3.50%, 07/01/43

   557,439    608,024 

Pool G07889, 3.50%, 08/01/43

   527,889    571,029 

Pool G07624, 4.00%, 12/01/43

   477,325    520,946 

Pool G60038, 3.50%, 01/01/44

   2,544,605    2,752,365 

Pool G07680, 4.00%, 04/01/44

   815,181    892,072 

Pool G07943, 4.50%, 08/01/44

   53,237    58,536 

Pool G08607, 4.50%, 09/01/44

   328,482    366,039 

Pool Q33547, 3.50%, 05/01/45

   451,546    489,811 

Pool Q36970, 4.00%, 10/01/45

   210,862    229,500 

Pool G60384, 4.50%, 12/01/45

   33,611    37,068 

Pool Q39644, 3.50%, 03/01/46

   1,400,263    1,502,493 

Pool Q39438, 4.00%, 03/01/46

   1,380,566    1,491,311 

Pool G08705, 3.00%, 05/01/46

   118,754    125,319 

Pool G08708, 4.50%, 05/01/46

   241,616    260,692 

Pool ZS4671, 3.00%, 08/01/46

   769,396    811,713 

Pool Q44452, 3.00%, 11/01/46

   1,091,879    1,152,245 

Pool ZS4693, 3.00%, 12/01/46

   2,088,374    2,203,238 

Pool SD8037, 2.50%, 01/01/50

   4,110,172    4,281,344 

Pool RA2341, 2.50%, 04/01/50

   3,619,732    3,783,890 

Pool SD8104, 1.50%, 11/01/50

   2,842,669    2,816,448 

Pool RA4349, 2.50%, 01/01/51

   1,754,976    1,829,486 

Pool SD8141, 2.50%, 04/01/51

   1,452,943    1,514,680 
    

 

 

 

TOTAL FEDERAL HOME LOAN MORTGAGE CORPORATION (FHLMC)

 

  $40,009,696 

FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) – 15.4%

 

Pool 975207, 5.00%, 03/01/23

   7,087    7,314 

Pool AE2520, 3.00%, 01/01/26

   121,207    127,172 

Pool 329794, 7.00%, 02/01/26

   4,545    4,932 

Pool 256639, 5.00%, 02/01/27

   5,818    6,340 

Pool 256752, 6.00%, 06/01/27

   9,399    10,804 

Pool 402255, 6.50%, 12/01/27

   678    741 

Pool AB8997, 2.50%, 04/01/28

   89,710    94,093 

Pool AS4480, 2.50%, 02/01/30

   500,058    524,549 

Pool AS7462, 2.50%, 06/01/31

   213,563    224,219 

Pool 254007, 6.50%, 10/01/31

   6,333    7,433 

Pool 638023, 6.50%, 04/01/32

   41,650    46,161 

Pool 642345, 6.50%, 05/01/32

   33,778    37,435 

Pool 651292, 6.50%, 07/01/32

   52,828    58,553 

Pool 686398, 6.00%, 03/01/33

   94,287    109,315 

Pool BP6496, 2.00%, 07/01/35

   1,139,968    1,184,334 

Pool MA4095, 2.00%, 08/01/35

   1,468,634    1,525,486 

Pool 745412, 5.50%, 12/01/35

   11,232    12,967 

Pool 888789, 5.00%, 07/01/36

   118,427    134,275 

Pool 256515, 6.50%, 12/01/36

   8,334    9,601 

Pool AE0217, 4.50%, 08/01/40

   59,584    66,057 

Pool AB1796, 3.50%, 11/01/40

   336,929    364,104 

Pool AH5583, 4.50%, 02/01/41

   166,668    185,241 

Pool 890551, 4.50%, 08/01/41

   38,449    42,936 

Pool AL0658, 4.50%, 08/01/41

   223,434    249,509 

Pool AL1319, 4.50%, 10/01/41

   288,361    316,686 

Pool AL6302, 4.50%, 10/01/41

   389,424    434,883 

Pool AX5302, 4.00%, 01/01/42

   641,912    702,506 

Pool AK4523, 4.00%, 03/01/42

   769,611    839,968 

Pool AL2034, 4.50%, 04/01/42

   91,025    100,095 

 

    

 

 

July 31, 2021 (unaudited)

6 PORTFOLIO OF INVESTMENTS

    

 

     Wilmington Broad Market Bond Fund (continued)

 

    

 Description  Par Value   Value 

Pool AB7936, 3.00%, 02/01/43

  $964,010   $    1,039,457 

Pool AL3761, 4.50%, 02/01/43

   115,604    127,464 

Pool MA1458, 3.00%, 06/01/43

   221,779    236,376 

Pool AT7899, 3.50%, 07/01/43

   1,466,581    1,581,168 

Pool AS0302, 3.00%, 08/01/43

   2,293,712    2,445,156 

Pool AU4279, 3.00%, 09/01/43

   477,311    508,893 

Pool AL5537, 4.50%, 04/01/44

   178,488    198,691 

Pool AS3155, 4.00%, 08/01/44

   28,080    30,585 

Pool AX0833, 3.50%, 09/01/44

   424,684    463,750 

Pool AL6325, 3.00%, 10/01/44

   1,498,766    1,597,682 

Pool AS5136, 4.00%, 06/01/45

   158,726    174,901 

Pool AZ7362, 4.00%, 11/01/45

   435,423    473,744 

Pool AZ9565, 3.50%, 12/01/45

   669,598    719,495 

Pool BC0326, 3.50%, 12/01/45

   536,821    576,824 

Pool BC0245, 3.00%, 02/01/46

   326,894    344,863 

Pool BC0830, 3.00%, 04/01/46

   468,717    494,482 

Pool AS7568, 4.50%, 07/01/46

   79,184    85,337 

Pool BC4764, 3.00%, 10/01/46

   630,514    665,174 

Pool MA2771, 3.00%, 10/01/46

   196,784    207,602 

Pool AS8276, 3.00%, 11/01/46

   650,674    686,443 

Pool BC9003, 3.00%, 11/01/46

   664,297    700,815 

Pool BE1899, 3.00%, 11/01/46

   2,397,311    2,529,095 

Pool BE3767, 3.50%, 07/01/47

   636,168    679,241 

Pool BH2618, 3.50%, 08/01/47

   196,561    209,869 

Pool MA3088, 4.00%, 08/01/47

   617,163    662,607 

Pool BH4010, 4.50%, 09/01/47

   690,944    757,760 

Pool BH9215, 3.50%, 01/01/48

   901,775    962,835 

Pool BJ0650, 3.50%, 03/01/48

   3,712,353    3,956,417 

Pool BJ0639, 4.00%, 03/01/48

   250,652    267,934 

Pool BJ9169, 4.00%, 05/01/48

   1,122,016    1,199,377 

Pool BK4764, 4.00%, 08/01/48

   1,085,495    1,159,224 

Pool BN1628, 4.50%, 11/01/48

   603,445    650,639 

Pool BM5334, 3.50%, 01/01/49

   850,454    923,877 

Pool MA3871, 3.00%, 12/01/49

   2,429,108    2,553,466 

Pool CA5306, 3.00%, 03/01/50

   2,259,530    2,367,701 

Pool CA5353, 3.50%, 03/01/50

   1,720,093    1,823,636 

Pool MA4100, 2.00%, 08/01/50

   1,685,570    1,721,575 

Pool FM3989, 2.50%, 08/01/50

   1,154,185    1,202,653 

Pool MA4119, 2.00%, 09/01/50

   1,249,180    1,275,900 

Pool BQ2999, 2.50%, 10/01/50

   2,644,383    2,764,919 

Pool CA7383, 3.00%, 10/01/50

   2,281,716    2,472,553 

Pool CA7734, 2.50%, 11/01/50

   1,903,086    1,983,665 

Pool FM5297, 3.00%, 11/01/50

   2,700,827    2,867,064 

Pool MA4208, 2.00%, 12/01/50

   1,262,007    1,288,217 

Pool CA8021, 2.50%, 12/01/50

   5,157,659    5,374,451 

Pool FM5166, 3.00%, 12/01/50

   1,529,199    1,607,811 

Pool BQ4495, 2.00%, 02/01/51

   6,426,755    6,562,464 

Pool CA8929, 2.00%, 02/01/51

   3,120,592    3,186,558 

Pool FM6426, 2.00%, 03/01/51

   3,109,343    3,196,319 

Pool BR7857, 2.50%, 05/01/51

   4,200,018    4,379,001 

Pool FM7188, 2.50%, 05/01/51

   3,815,901    4,051,307 

Pool CB0727, 2.50%, 06/01/51

   4,700,739    4,901,092 

Pool TBA, 2.00%, 09/01/51‡

   4,000,000    4,072,812 
    

 

 

 

TOTAL FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA)

 

  $94,398,650 

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
(GNMA) – 0.0%**

 

Pool 354677, 7.50%, 10/15/23

   3,137    3,160 
 Description  Par Value   Value 

Pool 354713, 7.50%, 12/15/23

  $1,299   $1,372 

Pool 354765, 7.00%, 02/15/24

   7,975    8,791 

Pool 354827, 7.00%, 05/15/24

   5,015    5,536 

Pool 385623, 7.00%, 05/15/24

   9,221    9,966 

Pool 360869, 7.50%, 05/15/24

   7,908    8,357 

Pool 2077, 7.00%, 09/20/25

   2,282    2,482 

Pool 503405, 6.50%, 04/15/29

   9,981    10,338 
    

 

 

 

TOTAL GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (GNMA)

 

  $50,002 
    

 

 

 

TOTAL MORTGAGE-BACKED SECURITIES

(COST $132,174,137)

 

 

  $    134,458,348 

MUNICIPAL BOND – 0.5%

 

  

GENERAL – 0.5%

    

New Jersey Transportation Trust Fund Authority, Current Refunding Revenue Bonds, (Series B), 4.13%, 06/15/42

   2,500,000    2,906,803 
    

 

 

 

TOTAL MUNICIPAL BOND

(COST $2,500,000)

 

 

  $2,906,803 

U.S. TREASURY OBLIGATIONS – 23.1%

 

U.S. TREASURY BONDS – 6.3%

 

6.38%, 08/15/27#

   450,000    596,679 

5.25%, 02/15/29

   500,000    652,449 

6.25%, 05/15/30

   500,000    715,051 

5.38%, 02/15/31

   600,000    828,318 

3.00%, 05/15/42

   500,000    603,765 

3.63%, 08/15/43

   881,000    1,168,547 

3.75%, 11/15/43

   365,000    493,836 

3.63%, 02/15/44

   2,106,000    2,806,254 

3.13%, 08/15/44

   6,637,000    8,223,464 

3.00%, 11/15/44

   2,000,000    2,430,870 

2.50%, 02/15/45

   2,135,000    2,390,030 

3.00%, 05/15/45

   2,000,000    2,438,411 

2.88%, 08/15/45

   300,000    358,588 

3.00%, 11/15/45

   765,000    935,337 

2.50%, 02/15/46

   280,000    314,156 

3.00%, 02/15/47

   1,098,000    1,349,924 

3.00%, 05/15/47

   1,695,000    2,086,293 

2.75%, 11/15/47

   2,235,000    2,636,388 

1.25%, 05/15/50

   3,300,000    2,810,596 

1.38%, 08/15/50

   3,000,000    2,636,238 

1.63%, 11/15/50

   2,500,000    2,337,914 
    

 

 

 

TOTAL U.S. TREASURY BONDS

    $38,813,108 

U.S. TREASURY NOTES – 16.8%

 

2.00%, 11/15/21#

   1,000,000    1,005,483 

1.75%, 05/15/22

   380,000    385,003 

2.13%, 06/30/22

   6,615,000    6,738,303 

1.63%, 08/15/22

   6,000,000    6,095,939 

1.63%, 11/15/22

   1,928,000    1,965,480 

2.50%, 03/31/23

   7,000,000    7,274,033 

1.75%, 05/15/23

   2,000,000    2,056,744 

1.63%, 05/31/23

   12,400,000    12,730,526 

2.50%, 08/15/23

   200,000    209,365 

2.00%, 04/30/24

   10,195,000    10,667,950 

1.75%, 07/31/24

   1,900,000    1,980,149 

2.38%, 08/15/24

   5,600,000    5,942,125 
 

 

July 31, 2021 (unaudited)

PORTFOLIO OF INVESTMENTS 7

    

 

Wilmington Broad Market Bond Fund (continued)

 

 Description  Par Value   Value 

2.00%, 02/15/25

  $  4,655,000   $4,906,774 

2.13%, 05/15/25

   2,500,000    2,652,047 

2.00%, 08/15/25

   295,000    312,091 

2.25%, 11/15/25

   230,000    246,238 

1.63%, 02/15/26

   8,000,000    8,356,098 

1.63%, 05/15/26

   4,695,000    4,906,954 

2.00%, 11/15/26

   4,180,000    4,453,026 

2.75%, 02/15/28

   6,000,000    6,694,760 

2.38%, 05/15/29

   2,500,000    2,742,287 

1.63%, 08/15/29

   5,000,000    5,206,450 

1.50%, 02/15/30

   5,000,000    5,147,124 
    

 

 

 

TOTAL U.S. TREASURY NOTES

    $102,674,949 
    

 

 

 

TOTAL U.S. TREASURY OBLIGATIONS

(COST $131,714,690)

 

 

  $  141,488,057 
    
   Number of
Shares
     

INVESTMENT COMPANY – 1.0%

    

EXCHANGE-TRADED FUND – 1.0%

 

  

iShares iBoxx High Yield Corporate Bond ETF#

   68,340    6,002,985 
  

 

 

 

TOTAL INVESTMENT COMPANY

(COST $6,002,418)

 

 

  $6,002,985 

MONEY MARKET FUND – 0.8%

    

Dreyfus Government Cash Management Fund, Institutional Shares, 0.03%^

   5,201,940    5,201,940 
  

 

 

 

TOTAL MONEY MARKET FUND

(COST $5,201,940)

 

 

  $5,201,940 

CASH COLLATERAL INVESTED FOR SECURITIES ON

LOAN – 2.7%

 

 

MONEY MARKET FUNDS – 0.8%

 

Blackrock Liquidity Fed Fund, Institutional Shares, 0.03%^

   1,109,000    1,109,000 

Federated Hermes Government Obligations Fund, Premier Shares, 0.01%^

   1,109,000    1,109,000 

Goldman Sachs Financial Square Government Fund, Institutional Shares, 0.03%^

   1,109,000    1,109,000 

Invesco Government & Agency Portfolio, Institutional Class, 0.03%^

   193,000    193,000 

JPMorgan U.S. Government Money Market Fund, Capital Class, 0.03%^

   1,109,000    1,109,000 

Morgan Stanley Liquidity Fund, Government Portfolio, Institutional Class, 0.03%^

   193,000    193,000 
    

 

 

 

TOTAL MONEY MARKET FUNDS
(COST $4,822,000)

 

  $4,822,000 
 Description  Par Value   Value 

REPURCHASE AGREEMENTS – 1.9%

 

Citigroup Global Markets Ltd., 0.06%, dated 7/30/21, due 8/02/21, repurchase price $3,084,939 collateralized by U.S. Government Agency & Treasury Securities, 1.63% to 5.00%, maturing 3/31/22 to 7/20/51; total market value of $3,146,623.

  $3,084,924   $3,084,924 

Daiwa Capital Markets America, 0.05%, dated 7/30/21, due 8/02/21, repurchase price $3,084,937 collateralized by U.S. Government Agency & Treasury Securities, 0.00% to 6.50%, maturing 9/16/21 to 8/01/51; total market value of $3,146,622.

   3,084,924    3,084,924 

Deutsche Bank Securities, Inc., 0.05%, dated 7/30/21, due 8/02/21, repurchase price $2,159,661 collateralized by U.S. Government Agency Securities, 0.00% to 7.25%, maturing 8/12/21 to 6/21/41; total market value of $2,202,848.

   2,159,652    2,159,652 

RBC Dominion Securities, Inc., 0.05%, dated 7/30/21, due 8/02/21, repurchase price $3,084,937 collateralized by U.S. Government Agency & Treasury Securities, 0.25% to 7.50%, maturing 4/15/24 to 4/01/53; total market value of $3,146,623.

   3,084,924    3,084,924 
    

 

 

 

TOTAL REPURCHASE AGREEMENTS
(COST $11,414,424)

 

  $11,414,424 
  

 

 

 

TOTAL CASH COLLATERAL INVESTED FOR SECURITIES ON LOAN

(COST $16,236,424)

 

 

  $16,236,424 
  

 

 

 

TOTAL INVESTMENTS – 102.8%

(COST $594,881,369)

 

 

  $628,691,321 

COLLATERAL FOR SECURITIES ON

LOAN – (2.7%)

 

 

   (16,236,424

OTHER ASSETS LESS LIABILITIES – (0.1)%

 

   (720,047
  

 

 

 

TOTAL NET ASSETS – 100.0%

 

  $  611,734,850 
    

 

 

 
 

 

The Fund follows the authoritative guidance (U.S. generally accepted accounting principles) for fair value measurements. The guidance establishes a framework for measuring fair value and a hierarchy for inputs and techniques used in measuring fair value that maximizes the use of observable inputs and minimizes the use of unobservable inputs and techniques by requiring that the most observable inputs be used when available. The guidance establishes three tiers of inputs that may be used to measure fair value. These inputs are summarized in the three broad levels listed below.

Level 1 – quoted prices in active markets for identical securities

Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

Level 3 – significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

 

    

 

 

July 31, 2021 (unaudited)

8 PORTFOLIO OF INVESTMENTS

    

 

     Wilmington Broad Market Bond Fund (concluded)

 

    

The following is a summary of the inputs used as of July 31, 2021 in valuing the Fund’s assets carried at fair value:

 

   Level 1   Level 2   Level 3   Total 

Investments in Securities

        

Asset-Backed Security

  $   $112,555      $—     $112,555 

Collateralized Mortgage Obligations

       1,083,959    —      1,083,959 

Corporate Bonds

       302,474,323    —      302,474,323 

Government Agencies

       18,725,927    —      18,725,927 

Mortgage-Backed Securities

       134,458,348    —      134,458,348 

Municipal Bond

       2,906,803    —      2,906,803 

U.S. Treasury Obligations

       141,488,057    —      141,488,057 

Investment Company

   6,002,985        —      6,002,985 

Money Market Funds

   10,023,940        —      10,023,940 

Repurchase Agreements

       11,414,424    —      11,414,424 
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $16,026,925   $612,664,396      $—     $628,691,321 
  

 

 

   

 

 

   

 

 

   

 

 

 

The inputs or techniques used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. Additional information on the Fund’s valuation policy is included in the most recent shareholder report.

 

 

 

** 

Represents less than 0.05%.

 

W 

Denotes a restricted security that may be resold without restriction to “qualified institutional buyers” as defined in Rule 144A under the Securities Act of 1933 and that the Fund has determined to be liquid under criteria established by the Fund’s Board of Trustees. At July 31, 2021, these liquid restricted securities amounted to $9,436,738, representing 1.54% of total net assets.

 

D 

Variable rate security. The rate disclosed is the rate in effect on the report date. The information in parenthesis represents the benchmark and reference rate for each relevant security and the rate floats based upon the reference rate and spread. The security may be further subject to interest rate floor and caps. 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.

 

# 

Security, or a portion thereof, is on loan.

 

 

Delayed delivery security.

 

^ 

7-Day net yield.

 

The following acronyms are used throughout this Fund:
BKNT Bank Notes
CMT Constant Maturity Treasury
ETF Exchange-Traded Fund
GMTN Global Medium Term Note
LIBOR London Interbank Offered Rate
LLC Limited Liability Corporation
LP Limited Partnership
MTN Medium Term Note
NA National Association
PLC Public Limited Company
SOFR Secured Overnight Financing Rate
TBA To Be Announced Security
USD United States Dollar
UST United States Treasury

For additional information about significant accounting policies, refer to Fund’s most recent semi-annual or annual report.

 

 

 

 

July 31, 2021 (unaudited)