Schedule of investments
Delaware Extended Duration Bond Fund | April 30, 2021 (Unaudited) |
Principal amount° | Value (US $) | ||
Convertible Bond — 0.40% | |||
Cheniere Energy PIK 144A 4.875% exercise price $93.64, maturity date 5/28/21 #, >> | 2,166,896 | $2,184,502 | |
Total Convertible Bond (cost $2,184,964) | 2,184,502 | ||
Corporate Bonds — 93.72% | |||
Banking — 12.66% | |||
Ally Financial | |||
4.70% 5/15/26 μ, ψ | 1,750,000 | 1,778,350 | |
8.00% 11/1/31 | 595,000 | 837,581 | |
Bank of America | |||
2.676% 6/19/41 μ | 5,560,000 | 5,231,296 | |
2.831% 10/24/51 μ | 2,085,000 | 1,922,650 | |
Bank of New York Mellon 4.70% 9/20/25 μ, ψ | 2,600,000 | 2,873,000 | |
Barclays 3.811% 3/10/42 μ | 2,305,000 | 2,309,053 | |
Citigroup 4.00% 12/10/25 μ, ψ | 3,715,000 | 3,771,839 | |
Credit Agricole 144A 2.811% 1/11/41 # | 4,240,000 | 3,871,508 | |
Credit Suisse Group | |||
144A 4.50% 9/3/30 #, μ, ψ | 1,150,000 | 1,101,125 | |
144A 5.10% 1/24/30 #, μ, ψ | 1,145,000 | 1,147,863 | |
144A 5.25% 2/11/27 #, μ, ψ | 1,305,000 | 1,358,831 | |
144A 6.375% 8/21/26 #, μ, ψ | 2,310,000 | 2,513,638 | |
Deutsche Bank 3.729% 1/14/32 μ | 3,960,000 | 3,928,674 | |
Goldman Sachs Group 3.21% 4/22/42 μ | 2,750,000 | 2,780,202 | |
HSBC Holdings 4.60% 12/17/30 μ, ψ | 2,015,000 | 2,050,262 | |
JPMorgan Chase & Co. | |||
3.109% 4/22/41 μ | 1,020,000 | 1,018,993 | |
3.109% 4/22/51 μ | 3,955,000 | 3,851,291 | |
3.328% 4/22/52 μ | 1,880,000 | 1,883,907 | |
Morgan Stanley 2.802% 1/25/52 μ | 10,695,000 | 9,911,160 | |
SVB Financial Group 4.10% 2/15/31 μ, ψ | 3,895,000 | 3,926,647 | |
Truist Financial 4.95% 9/1/25 μ, ψ | 4,285,000 | 4,724,212 | |
UBS 7.625% 8/17/22 | 2,635,000 | 2,865,271 | |
UBS Group 144A 4.375% 2/10/31 #, μ, ψ | 1,640,000 | 1,637,966 | |
Wells Fargo & Co. 3.90% 3/15/26 μ, ψ | 2,825,000 | 2,890,046 | |
70,185,365 | |||
Basic Industry — 3.80% | |||
Graphic Packaging International 144A 3.50% 3/1/29 # | 1,265,000 | 1,255,354 | |
LYB International Finance III 3.375% 10/1/40 | 3,317,000 | 3,348,443 | |
LyondellBasell Industries 4.625% 2/26/55 | 2,745,000 | 3,159,044 | |
Nutrition & Biosciences 144A 3.268% 11/15/40 # | 2,555,000 | 2,531,210 | |
Packaging Corp. of America 4.05% 12/15/49 | 2,980,000 | 3,377,194 |
NQ-464 [4/21] 6/21 (1676427) 1
Schedule of investments
Delaware Extended Duration Bond
Fund (Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Basic Industry (continued) | |||
RPM International 4.25% 1/15/48 | 3,115,000 | $3,247,194 | |
Steel Dynamics 3.25% 10/15/50 | 4,335,000 | 4,156,797 | |
21,075,236 | |||
Brokerage — 1.22% | |||
Charles Schwab | |||
4.00% 6/1/26 μ, ψ | 1,210,000 | 1,246,373 | |
5.375% 6/1/25 μ, ψ | 2,525,000 | 2,813,860 | |
Jefferies Group 6.50% 1/20/43 | 1,985,000 | 2,694,016 | |
6,754,249 | |||
Capital Goods — 3.68% | |||
Ardagh Metal Packaging Finance USA 144A 4.00% 9/1/29 # | 1,285,000 | 1,281,004 | |
Ball 2.875% 8/15/30 | 2,105,000 | 2,035,661 | |
Masco 3.125% 2/15/51 | 4,305,000 | 4,112,011 | |
Republic Services 3.05% 3/1/50 | 1,940,000 | 1,904,405 | |
Reynolds Group Issuer 144A 4.00% 10/15/27 # | 1,315,000 | 1,301,890 | |
Siemens Financieringsmaatschappij 144A 2.875% 3/11/41 # | 5,040,000 | 4,993,177 | |
Stanley Black & Decker 2.75% 11/15/50 | 2,290,000 | 2,114,760 | |
Waste Connections 3.05% 4/1/50 | 2,730,000 | 2,672,250 | |
20,415,158 | |||
Communications — 14.22% | |||
Altice France | |||
144A 5.125% 1/15/29 # | 1,425,000 | 1,432,225 | |
144A 5.125% 7/15/29 # | 890,000 | 892,225 | |
AMC Networks 4.25% 2/15/29 | 2,000,000 | 1,977,530 | |
AT&T | |||
3.10% 2/1/43 | 2,798,000 | 2,592,366 | |
144A 3.50% 9/15/53 # | 2,935,000 | 2,704,871 | |
Charter Communications Operating | |||
3.70% 4/1/51 | 3,680,000 | 3,469,715 | |
5.125% 7/1/49 | 765,000 | 876,295 | |
5.375% 4/1/38 | 3,170,000 | 3,779,763 | |
Comcast | |||
2.80% 1/15/51 | 1,735,000 | 1,606,133 | |
3.20% 7/15/36 | 2,395,000 | 2,517,946 | |
Crown Castle International 2.90% 4/1/41 | 7,010,000 | 6,534,934 | |
CSC Holdings | |||
144A 4.125% 12/1/30 # | 2,135,000 | 2,126,994 | |
144A 4.50% 11/15/31 # | 1,180,000 | 1,182,950 | |
2 NQ-464 [4/21] 6/21 (1676427)
(Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Communications (continued) | |||
Deutsche Telekom 144A 3.625% 1/21/50 # | 3,135,000 | $3,237,833 | |
Discovery Communications | |||
144A 4.00% 9/15/55 # | 5,608,000 | 5,496,240 | |
5.20% 9/20/47 | 265,000 | 311,486 | |
Level 3 Financing | |||
144A 3.625% 1/15/29 # | 715,000 | 693,550 | |
144A 4.25% 7/1/28 # | 1,505,000 | 1,518,334 | |
Time Warner Cable | |||
6.75% 6/15/39 | 2,105,000 | 2,873,793 | |
7.30% 7/1/38 | 5,265,000 | 7,486,948 | |
T-Mobile USA 144A 3.00% 2/15/41 # | 7,575,000 | 7,094,518 | |
Verizon Communications | |||
3.40% 3/22/41 | 1,200,000 | 1,231,055 | |
3.55% 3/22/51 | 2,725,000 | 2,773,306 | |
4.50% 8/10/33 | 735,000 | 867,308 | |
ViacomCBS 4.375% 3/15/43 | 4,195,000 | 4,548,169 | |
Virgin Media Secured Finance 144A 5.50% 5/15/29 # | 2,460,000 | 2,633,431 | |
Vodafone Group | |||
4.25% 9/17/50 | 2,625,000 | 2,924,920 | |
4.875% 6/19/49 | 2,800,000 | 3,403,309 | |
78,788,147 | |||
Consumer Cyclical — 4.05% | |||
Alibaba Group Holding 2.70% 2/9/41 | 1,005,000 | 937,326 | |
Ford Motor 8.50% 4/21/23 | 2,475,000 | 2,775,094 | |
Ford Motor Credit 2.90% 2/16/28 | 1,405,000 | 1,378,804 | |
General Motors | |||
6.25% 10/2/43 | 5,015,000 | 6,606,478 | |
6.75% 4/1/46 | 3,820,000 | 5,269,867 | |
General Motors Financial 5.70% 9/30/30 μ, ψ | 2,355,000 | 2,637,600 | |
Lowe's 3.00% 10/15/50 | 2,105,000 | 1,990,297 | |
Prime Security Services Borrower 144A 3.375% 8/31/27 # | 895,000 | 865,912 | |
22,461,378 | |||
Consumer Non-Cyclical — 12.74% | |||
AbbVie 4.25% 11/21/49 | 3,735,000 | 4,239,248 | |
Anheuser-Busch InBev Worldwide | |||
4.50% 6/1/50 | 460,000 | 528,261 | |
4.90% 2/1/46 | 8,410,000 | 10,063,211 | |
BAT Capital 3.734% 9/25/40 | 2,280,000 | 2,131,438 | |
Biogen 3.15% 5/1/50 | 5,260,000 | 4,807,039 |
NQ-464 [4/21] 6/21 (1676427) 3
Schedule of investments
Delaware Extended Duration Bond
Fund (Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Consumer Non-Cyclical (continued) | |||
CVS Health | |||
4.25% 4/1/50 | 3,745,000 | $4,222,458 | |
4.78% 3/25/38 | 3,415,000 | 4,088,533 | |
Energizer Holdings 144A 4.375% 3/31/29 # | 1,155,000 | 1,147,851 | |
Gilead Sciences | |||
2.80% 10/1/50 | 7,355,000 | 6,627,018 | |
4.50% 2/1/45 | 1,825,000 | 2,125,563 | |
Mondelez International 2.625% 9/4/50 | 7,150,000 | 6,270,254 | |
Pilgrim's Pride 144A 4.25% 4/15/31 # | 1,270,000 | 1,284,681 | |
Regeneron Pharmaceuticals 2.80% 9/15/50 | 6,925,000 | 6,035,746 | |
Takeda Pharmaceutical 3.175% 7/9/50 | 7,400,000 | 7,052,954 | |
Teleflex 144A 4.25% 6/1/28 # | 1,345,000 | 1,391,725 | |
US Foods 144A 4.75% 2/15/29 # | 2,000,000 | 2,020,000 | |
Viatris 144A 4.00% 6/22/50 # | 6,610,000 | 6,583,259 | |
70,619,239 | |||
Electric — 14.86% | |||
AEP Texas 3.80% 10/1/47 | 3,200,000 | 3,384,342 | |
Alabama Power 4.30% 7/15/48 | 1,855,000 | 2,225,462 | |
American Transmission Systems 144A 5.00% 9/1/44 # | 5,110,000 | 6,325,569 | |
Arizona Public Service | |||
4.20% 8/15/48 | 2,720,000 | 3,154,651 | |
4.25% 3/1/49 | 2,324,000 | 2,708,180 | |
Berkshire Hathaway Energy 2.85% 5/15/51 | 2,205,000 | 2,041,805 | |
CenterPoint Energy 3.70% 9/1/49 | 3,450,000 | 3,558,226 | |
CenterPoint Energy Houston Electric 3.35% 4/1/51 | 1,800,000 | 1,870,673 | |
CMS Energy 4.75% 6/1/50 μ | 2,685,000 | 2,953,500 | |
DTE Electric Series B 3.25% 4/1/51 | 2,295,000 | 2,373,618 | |
Duke Energy 4.875% 9/16/24 μ, ψ | 2,445,000 | 2,598,546 | |
Edison International 5.375% 3/15/26 μ, ψ | 1,940,000 | 2,011,916 | |
Entergy Arkansas | |||
3.35% 6/15/52 | 2,280,000 | 2,356,284 | |
4.95% 12/15/44 | 2,765,000 | 3,048,741 | |
Entergy Louisiana 4.95% 1/15/45 | 125,000 | 137,624 | |
Evergy Kansas Central 3.25% 9/1/49 | 1,117,000 | 1,132,620 | |
Louisville Gas and Electric 4.25% 4/1/49 | 4,100,000 | 4,798,859 | |
NextEra Energy Capital Holdings 5.65% 5/1/79 μ | 1,605,000 | 1,869,951 | |
NRG Energy 144A 3.625% 2/15/31 # | 675,000 | 662,174 | |
Oglethorpe Power | |||
144A 3.75% 8/1/50 # | 3,190,000 | 3,237,885 | |
5.05% 10/1/48 | 2,580,000 | 3,130,908 | |
4 NQ-464 [4/21] 6/21 (1676427)
(Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Electric (continued) | |||
Oklahoma Gas and Electric 3.85% 8/15/47 | 1,304,000 | $1,423,583 | |
Pacific Gas and Electric | |||
3.30% 8/1/40 | 1,105,000 | 985,542 | |
4.60% 6/15/43 | 5,775,000 | 5,827,794 | |
4.95% 7/1/50 | 2,470,000 | 2,525,765 | |
San Diego Gas & Electric 3.32% 4/15/50 | 1,195,000 | 1,226,797 | |
Southern 4.00% 1/15/51 μ | 2,840,000 | 3,038,800 | |
Southern California Edison | |||
3.65% 2/1/50 | 610,000 | 612,408 | |
4.00% 4/1/47 | 1,530,000 | 1,596,694 | |
4.125% 3/1/48 | 3,245,000 | 3,468,800 | |
4.875% 3/1/49 | 650,000 | 771,872 | |
Southwestern Public Service 4.40% 11/15/48 | 875,000 | 1,051,455 | |
Tampa Electric 3.45% 3/15/51 | 4,087,000 | 4,262,715 | |
82,373,759 | |||
Energy — 10.13% | |||
BP Capital Markets America 2.939% 6/4/51 | 7,650,000 | 6,967,514 | |
Diamondback Energy 4.40% 3/24/51 | 3,570,000 | 3,754,142 | |
Enbridge 5.75% 7/15/80 μ | 1,840,000 | 2,033,770 | |
Enbridge Energy Partners 5.50% 9/15/40 | 1,392,000 | 1,708,035 | |
Energy Transfer | |||
6.25% 4/15/49 | 1,630,000 | 1,959,914 | |
7.125% 5/15/30 μ, ψ | 2,075,000 | 2,121,687 | |
Eni 144A 5.70% 10/1/40 # | 3,450,000 | 4,213,087 | |
Enterprise Products Operating | |||
3.20% 2/15/52 | 6,200,000 | 5,723,461 | |
4.20% 1/31/50 | 2,445,000 | 2,626,786 | |
EQM Midstream Partners 144A 4.75% 1/15/31 # | 1,450,000 | 1,437,233 | |
Galaxy Pipeline Assets Bidco 144A 2.94% 9/30/40 # | 1,570,000 | 1,539,351 | |
Kinder Morgan | |||
3.25% 8/1/50 | 5,775,000 | 5,279,091 | |
3.60% 2/15/51 | 2,335,000 | 2,242,532 | |
Marathon Oil 5.20% 6/1/45 | 3,685,000 | 4,123,936 | |
MPLX 5.50% 2/15/49 | 3,340,000 | 4,069,324 | |
Northern Natural Gas 144A 3.40% 10/16/51 # | 1,080,000 | 1,075,433 | |
NuStar Logistics 6.375% 10/1/30 | 2,000,000 | 2,205,000 | |
Targa Resources Partners | |||
144A 4.875% 2/1/31 # | 1,390,000 | 1,454,809 | |
5.50% 3/1/30 | 1,500,000 | 1,625,805 | |
56,160,910 |
NQ-464 [4/21] 6/21 (1676427) 5
Schedule of investments
Delaware Extended Duration Bond
Fund (Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Finance Companies — 0.44% | |||
AerCap Holdings 5.875% 10/10/79 μ | 260,000 | $271,778 | |
AerCap Ireland Capital DAC 6.50% 7/15/25 | 1,125,000 | 1,324,548 | |
DAE Sukuk DIFC 144A 3.75% 2/15/26 # | 830,000 | 864,180 | |
2,460,506 | |||
Insurance — 5.54% | |||
Berkshire Hathaway Finance | |||
4.20% 8/15/48 | 1,825,000 | 2,152,500 | |
4.25% 1/15/49 | 1,150,000 | 1,370,260 | |
Brighthouse Financial 4.70% 6/22/47 | 1,637,000 | 1,706,928 | |
Centene 3.375% 2/15/30 | 1,820,000 | 1,829,109 | |
Equitable Holdings 4.95% 9/15/25 μ, ψ | 635,000 | 685,006 | |
High Street Funding Trust II 144A 4.682% 2/15/48 # | 6,505,000 | 7,501,390 | |
Nationwide Mutual Insurance 144A 4.95% 4/22/44 # | 2,010,000 | 2,284,150 | |
New York Life Insurance 144A 3.75% 5/15/50 # | 2,705,000 | 2,910,404 | |
Pacific Life Insurance 144A 4.30% 10/24/67 #, μ | 4,985,000 | 5,502,194 | |
Prudential Financial | |||
3.70% 10/1/50 μ | 1,910,000 | 1,974,463 | |
4.35% 2/25/50 | 2,325,000 | 2,765,793 | |
30,682,197 | |||
Natural Gas — 3.20% | |||
Brooklyn Union Gas 144A 4.273% 3/15/48 # | 2,285,000 | 2,577,238 | |
Piedmont Natural Gas 3.64% 11/1/46 | 3,035,000 | 3,151,144 | |
Sempra Energy 4.875% 10/15/25 μ, ψ | 1,485,000 | 1,628,213 | |
Southern California Gas 4.30% 1/15/49 | 4,500,000 | 5,428,521 | |
Southwest Gas | |||
3.80% 9/29/46 | 2,150,000 | 2,245,940 | |
4.15% 6/1/49 | 2,430,000 | 2,674,957 | |
17,706,013 | |||
Technology — 4.10% | |||
Alphabet 2.05% 8/15/50 | 8,985,000 | 7,552,635 | |
Broadcom 144A 3.50% 2/15/41 # | 3,330,000 | 3,219,334 | |
Fidelity National Information Services 3.10% 3/1/41 | 1,090,000 | 1,082,373 | |
Iron Mountain 144A 5.25% 7/15/30 # | 1,666,000 | 1,732,723 | |
KLA 3.30% 3/1/50 | 4,960,000 | 4,953,614 | |
NCR 144A 5.125% 4/15/29 # | 1,255,000 | 1,292,650 | |
Oracle | |||
3.65% 3/25/41 | 935,000 | 956,742 | |
3.95% 3/25/51 | 1,855,000 | 1,933,407 | |
22,723,478 |
6 NQ-464 [4/21] 6/21 (1676427)
(Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Transportation — 2.08% | |||
DAE Funding 144A 3.375% 3/20/28 # | 415,000 | $415,306 | |
Delta Air Lines 144A 7.00% 5/1/25 # | 2,465,000 | 2,867,876 | |
Mileage Plus Holdings 144A 6.50% 6/20/27 # | 1,550,000 | 1,703,063 | |
Norfolk Southern 4.15% 2/28/48 | 5,785,000 | 6,554,562 | |
11,540,807 | |||
Utilities — 1.00% | |||
Essential Utilities | |||
3.351% 4/15/50 | 1,015,000 | 1,006,056 | |
4.276% 5/1/49 | 3,925,000 | 4,516,830 | |
5,522,886 | |||
Total Corporate Bonds (cost $507,648,191) | 519,469,328 | ||
Municipal Bonds — 1.68% | |||
Long Island, New York Power Authority Electric System Revenue (Federally Taxable - Issuer Subsidy - Build America Bonds) Series B 5.85% 5/1/41 | 3,600,000 | 4,855,788 | |
Metropolitan Transportation Authority, New York Revenue (Build America Bonds) Series A-2 6.089% 11/15/40 | 3,205,000 | 4,464,052 | |
Total Municipal Bonds (cost $6,825,184) | 9,319,840 | ||
Loan Agreements — 1.97% | |||
Applied Systems 1st Lien TBD 9/19/24 X | 1,380,000 | 1,398,544 | |
Applied Systems TBD 9/19/24 X | 1,350,000 | 1,346,414 | |
Ensemble RCM 3.936% (LIBOR03M + 3.75%) 8/3/26 • | 1,336,607 | 1,335,891 | |
Gates Global Tranche B-3 3.50% (LIBOR01M + 2.75%) 3/31/27 • | 1,366,575 | 1,363,942 | |
Informatica 3.363% (LIBOR01M + 3.25%) 2/25/27 • | 1,360,375 | 1,349,748 | |
Prime Security Services Borrower Tranche B-1 3.50% (LIBOR01M + 2.75%) 9/23/26 • | 1,370,000 | 1,369,315 | |
RealPage 1st Lien 3.75% (LIBOR01M + 3.25%) 4/24/28 • | 1,390,000 | 1,385,560 | |
Reynolds Group Holdings Tranche B-2 3.363% (LIBOR01M + 3.25%) 2/5/26 • | 1,366,575 | 1,356,468 | |
Total Loan Agreements (cost $10,942,161) | 10,905,882 |
NQ-464 [4/21] 6/21 (1676427) 7
Schedule of investments
Delaware Extended Duration Bond
Fund (Unaudited)
Number of shares | Value (US $) | ||
Convertible Preferred Stock — 0.79% | |||
Bank of America 7.25% exercise price $50.00 ** | 1,360 | $1,925,733 | |
El Paso Energy Capital Trust I 4.75% exercise price $34.49, maturity date 3/31/28 | 14,912 | 743,661 | |
Lyondellbasell Advanced Polymers 6.00% exercise price $52.33 ** | 1,597 | 1,693,619 | |
Total Convertible Preferred Stock (cost $4,194,316) | 4,363,013 | ||
Short-Term Investments — 1.28% | |||
Money Market Mutual Funds — 1.28% | |||
BlackRock FedFund – Institutional Shares (seven-day effective yield 0.03%) | 1,777,625 | 1,777,625 | |
Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 0.01%) | 1,777,625 | 1,777,625 | |
GS Financial Square Government Fund – Institutional Shares (seven-day effective yield 0.03%) | 1,777,625 | 1,777,625 | |
Morgan Stanley Government Portfolio – Institutional Share Class (seven-day effective yield 0.00%) | 1,777,626 | 1,777,626 | |
Total Short-Term Investments (cost $7,110,501) | 7,110,501 | ||
Total Value of Securities—99.84% (cost $538,905,317) | 553,353,066 | ||
Receivables and Other Assets Net of Liabilities—0.16% | 901,433 | ||
Net Assets Applicable to 82,739,347 Shares Outstanding—100.00% | $554,254,499 |
° | 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 April 30, 2021, the aggregate value of Rule 144A securities was $120,300,716, which represents 21.71% of the Fund's net assets. |
>> | PIK. 100% of the income received was in the form of principal. |
μ | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2021. Rate will reset at a future date. |
ψ | Perpetual security. Maturity date represents next call date. |
X | This loan will settle after April 30, 2021, at which time the interest rate, based on the LIBOR and the agreed upon spread on trade date, will be reflected. |
8 NQ-464 [4/21] 6/21 (1676427)
(Unaudited)
• | Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at April 30, 2021. 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. |
** | Perpetual security with no stated maturity date. |
The following futures contracts
were outstanding at April 30, 2021:
Futures Contracts Exchange-Traded | |||||||||||
Contracts to Buy (Sell) | Notional Amount | Notional Cost (Proceeds) | Expiration Date | Value/ Unrealized Depreciation | Variation Margin Due from (Due to) Brokers | ||||||
255 | US Treasury Long Bonds | $40,098,750 | $41,011,814 | 6/21/21 | $(913,064) | $15,938 |
The use of futures contracts
involves elements of market risk and risks in excess of the amounts disclosed in the financial statements. The notional amount presented above represents the Fund’s total exposure in such contracts, whereas only
the variation margin is reflected in the Fund’s net assets.
Summary of abbreviations: |
DAC – Designated Activity Company |
DIFC – Dubai International Financial Centre |
GS – Goldman Sachs |
ICE – Intercontinental Exchange, Inc. |
LIBOR – London interbank offered rate |
LIBOR01M – ICE LIBOR USD 1 Month |
LIBOR03M – ICE LIBOR USD 3 Month |
LIBOR06M – ICE LIBOR USD 6 Month |
PIK – Payment-in-kind |
TBD – To be determined |
USD – US Dollar |
NQ-464 [4/21] 6/21 (1676427) 9