Schedule of investments
Delaware Fund for Income
June 30, 2021 (Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds — 86.21% | |||
Banking — 2.46% | |||
Barclays 6.125% 12/15/25 μ, ψ | 2,125,000 | $2,357,411 | |
Deutsche Bank 6.00% 10/30/25 μ, ψ | 3,000,000 | 3,183,750 | |
Popular 6.125% 9/14/23 | 1,658,000 | 1,794,951 | |
SVB Financial Group 4.10% 2/15/31 μ, ψ | 2,070,000 | 2,101,040 | |
9,437,152 | |||
Basic Industry — 8.03% | |||
Allegheny Technologies 5.875% 12/1/27 | 825,000 | 867,108 | |
Avient 144A 5.75% 5/15/25 # | 1,947,000 | 2,060,296 | |
Chemours 144A 5.75% 11/15/28 # | 1,995,000 | 2,136,685 | |
First Quantum Minerals | |||
144A 6.875% 10/15/27 # | 1,270,000 | 1,385,506 | |
144A 7.25% 4/1/23 # | 1,750,000 | 1,786,102 | |
144A 7.50% 4/1/25 # | 2,005,000 | 2,085,471 | |
Freeport-McMoRan 5.45% 3/15/43 | 1,730,000 | 2,116,932 | |
Hudbay Minerals 144A 6.125% 4/1/29 # | 970,000 | 1,034,263 | |
INEOS Quattro Finance 2 144A 3.375% 1/15/26 # | 2,135,000 | 2,165,915 | |
M/I Homes 4.95% 2/1/28 | 1,781,000 | 1,862,258 | |
New Gold 144A 7.50% 7/15/27 # | 1,945,000 | 2,112,756 | |
NOVA Chemicals 144A 4.25% 5/15/29 # | 1,980,000 | 2,002,443 | |
Novelis | |||
144A 4.75% 1/30/30 # | 560,000 | 588,700 | |
144A 5.875% 9/30/26 # | 897,000 | 934,230 | |
Olin 5.00% 2/1/30 | 1,090,000 | 1,165,532 | |
PowerTeam Services 144A 9.033% 12/4/25 # | 3,820,000 | 4,206,775 | |
Vedanta Resources Finance II 144A 8.95% 3/11/25 # | 970,000 | 954,184 |
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Basic Industry (continued) | |||
Venator Finance 144A 5.75% 7/15/25 # | 1,440,000 | $1,420,106 | |
30,885,262 | |||
Capital Goods — 4.23% | |||
ARD Finance PIK 144A 6.50% 6/30/27 #, > | 1,975,000 | 2,077,858 | |
Bombardier 144A 7.50% 12/1/24 # | 1,135,000 | 1,187,499 | |
Granite US Holdings 144A 11.00% 10/1/27 # | 1,060,000 | 1,185,997 | |
Intertape Polymer Group 144A 4.375% 6/15/29 # | 2,090,000 | 2,122,040 | |
Madison IAQ 144A 5.875% 6/30/29 # | 1,805,000 | 1,838,844 | |
Spirit AeroSystems 144A 5.50% 1/15/25 # | 2,115,000 | 2,253,638 | |
Terex 144A 5.00% 5/15/29 # | 2,305,000 | 2,405,844 | |
TransDigm 144A 6.25% 3/15/26 # | 1,945,000 | 2,054,406 | |
Vertical Holdco 144A 7.625% 7/15/28 # | 1,050,000 | 1,141,549 | |
16,267,675 | |||
Communications — 7.70% | |||
Altice Financing 144A 5.00% 1/15/28 # | 1,445,000 | 1,420,413 | |
Altice France Holding 144A 6.00% 2/15/28 # | 3,030,000 | 3,021,455 | |
Cincinnati Bell 144A 7.00% 7/15/24 # | 1,450,000 | 1,492,768 | |
Connect Finco 144A 6.75% 10/1/26 # | 2,890,000 | 3,059,816 | |
Consolidated Communications | |||
144A 5.00% 10/1/28 # | 935,000 | 949,726 | |
144A 6.50% 10/1/28 # | 935,000 | 1,007,701 | |
Frontier Communications Holdings 144A 5.875% 10/15/27 # | 1,180,000 | 1,265,550 | |
LCPR Senior Secured Financing DAC 144A 6.75% 10/15/27 # | 1,375,000 | 1,485,612 |
NQ-QIV [6/21] 8/21 (1751140) 1
Schedule of investments
Delaware Fund for Income (Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Communications (continued) | |||
Level 3 Financing 144A 4.25% 7/1/28 # | 2,385,000 | $2,423,375 | |
Sable International Finance 144A 5.75% 9/7/27 # | 1,370,000 | 1,443,507 | |
Sprint | |||
7.625% 3/1/26 | 1,325,000 | 1,619,985 | |
7.875% 9/15/23 | 2,745,000 | 3,121,960 | |
T-Mobile USA | |||
3.375% 4/15/29 | 1,090,000 | 1,127,522 | |
3.50% 4/15/31 | 615,000 | 637,017 | |
Vmed O2 UK Financing I 144A 4.75% 7/15/31 # | 1,915,000 | 1,948,513 | |
Zayo Group Holdings 144A 6.125% 3/1/28 # | 3,500,000 | 3,579,240 | |
29,604,160 | |||
Consumer Cyclical — 12.26% | |||
Allison Transmission 144A 5.875% 6/1/29 # | 1,810,000 | 1,985,570 | |
Bloomin' Brands 144A 5.125% 4/15/29 # | 2,040,000 | 2,098,650 | |
Boyd Gaming 4.75% 12/1/27 | 2,260,000 | 2,341,925 | |
Caesars Entertainment | |||
144A 6.25% 7/1/25 # | 1,290,000 | 1,369,012 | |
144A 8.125% 7/1/27 # | 1,095,000 | 1,219,228 | |
Carnival | |||
144A 5.75% 3/1/27 # | 3,730,000 | 3,911,837 | |
144A 7.625% 3/1/26 # | 2,690,000 | 2,925,375 | |
Ford Motor | |||
8.50% 4/21/23 | 1,440,000 | 1,608,768 | |
9.00% 4/22/25 | 490,000 | 604,731 | |
Ford Motor Credit | |||
3.375% 11/13/25 | 945,000 | 981,099 | |
4.542% 8/1/26 | 1,205,000 | 1,313,872 | |
5.584% 3/18/24 | 1,085,000 | 1,189,648 | |
General Motors Financial 5.70% 9/30/30 μ, ψ | 775,000 | 869,938 | |
Jaguar Land Rover Automotive | |||
144A 4.50% 10/1/27 # | 645,000 | 636,712 | |
144A 5.875% 1/15/28 # | 1,485,000 | 1,567,588 |
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Consumer Cyclical (continued) | |||
L Brands | |||
6.875% 11/1/35 | 1,295,000 | $1,641,412 | |
6.95% 3/1/33 | 1,441,000 | 1,752,746 | |
144A 9.375% 7/1/25 # | 890,000 | 1,152,715 | |
Levi Strauss & Co. 144A 3.50% 3/1/31 # | 2,235,000 | 2,228,854 | |
MGM Resorts International 4.75% 10/15/28 | 1,990,000 | 2,118,355 | |
Michaels 144A 7.875% 5/1/29 # | 835,000 | 862,138 | |
Murphy Oil USA 144A 3.75% 2/15/31 # | 1,940,000 | 1,920,212 | |
PetSmart 144A 7.75% 2/15/29 # | 2,340,000 | 2,582,775 | |
Royal Caribbean Cruises 144A 5.50% 4/1/28 # | 3,775,000 | 3,958,276 | |
Scientific Games International | |||
144A 7.25% 11/15/29 # | 1,000,000 | 1,130,645 | |
144A 8.25% 3/15/26 # | 1,723,000 | 1,850,037 | |
Six Flags Entertainment 144A 4.875% 7/31/24 # | 1,310,000 | 1,324,737 | |
47,146,855 | |||
Consumer Non-Cyclical — 2.51% | |||
JBS USA LUX 144A 5.50% 1/15/30 # | 2,475,000 | 2,771,257 | |
Kraft Heinz Foods 5.20% 7/15/45 | 1,765,000 | 2,195,248 | |
Post Holdings | |||
144A 5.50% 12/15/29 # | 1,325,000 | 1,423,958 | |
144A 5.75% 3/1/27 # | 1,150,000 | 1,204,625 | |
Rent-A-Center 144A 6.375% 2/15/29 # | 1,920,000 | 2,065,440 | |
9,660,528 | |||
Energy — 13.34% | |||
Apache | |||
4.75% 4/15/43 | 1,333,000 | 1,388,859 | |
4.875% 11/15/27 | 1,015,000 | 1,100,661 |
2 NQ-QIV [6/21] 8/21 (1751140)
(Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Energy (continued) | |||
Ascent Resources Utica Holdings | |||
144A 5.875% 6/30/29 # | 1,950,000 | $1,952,437 | |
144A 7.00% 11/1/26 # | 915,000 | 960,407 | |
CNX Resources | |||
144A 6.00% 1/15/29 # | 2,165,000 | 2,343,861 | |
144A 7.25% 3/14/27 # | 1,010,000 | 1,083,700 | |
Crestwood Midstream Partners 144A 6.00% 2/1/29 # | 2,451,000 | 2,570,486 | |
DCP Midstream Operating 5.125% 5/15/29 | 2,700,000 | 2,987,388 | |
EQM Midstream Partners | |||
144A 4.75% 1/15/31 # | 1,255,000 | 1,294,771 | |
144A 6.50% 7/1/27 # | 705,000 | 788,134 | |
Genesis Energy | |||
7.75% 2/1/28 | 2,000,000 | 2,069,600 | |
8.00% 1/15/27 | 3,170,000 | 3,334,444 | |
Murphy Oil 6.375% 7/15/28 | 3,090,000 | 3,262,113 | |
NuStar Logistics | |||
6.00% 6/1/26 | 1,259,000 | 1,368,533 | |
6.375% 10/1/30 | 2,368,000 | 2,622,903 | |
Occidental Petroleum | |||
3.00% 2/15/27 | 1,030,000 | 1,023,732 | |
3.40% 4/15/26 | 1,000,000 | 1,025,305 | |
3.50% 8/15/29 | 1,030,000 | 1,035,068 | |
6.125% 1/1/31 | 1,745,000 | 2,055,226 | |
6.45% 9/15/36 | 990,000 | 1,184,941 | |
6.625% 9/1/30 | 1,375,000 | 1,651,719 | |
PDC Energy 5.75% 5/15/26 | 2,418,000 | 2,529,059 | |
Renewable Energy Group 144A 5.875% 6/1/28 # | 185,000 | 194,544 | |
Southwestern Energy 7.75% 10/1/27 | �� | 1,835,000 | 1,993,260 |
Targa Resources Partners | |||
144A 4.00% 1/15/32 # | 1,555,000 | 1,601,650 | |
6.50% 7/15/27 | 2,145,000 | 2,331,315 | |
TechnipFMC 144A 6.50% 2/1/26 # | 3,855,000 | 4,163,506 |
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Energy (continued) | |||
Western Midstream Operating 4.75% 8/15/28 | 1,250,000 | $1,354,431 | |
51,272,053 | |||
Financial Services — 4.91% | |||
AerCap Holdings 5.875% 10/10/79 μ | 2,670,000 | 2,787,333 | |
Air Lease 4.65% 6/15/26 μ, ψ | 1,900,000 | 1,973,625 | |
Ally Financial | |||
4.70% 5/15/26 μ, ψ | 1,910,000 | 1,982,962 | |
8.00% 11/1/31 | 1,420,000 | 2,042,356 | |
Credit Suisse Group 144A 4.50% 9/3/30 #, μ, ψ | 2,075,000 | 2,064,417 | |
Hightower Holding 144A 6.75% 4/15/29 # | 1,200,000 | 1,226,400 | |
Midcap Financial Issuer Trust | |||
144A 5.625% 1/15/30 # | 685,000 | 688,500 | |
144A 6.50% 5/1/28 # | 1,985,000 | 2,079,863 | |
MSCI 144A 3.625% 11/1/31 # | 1,780,000 | 1,828,096 | |
UBS Group 144A 4.375% 2/10/31 #, μ, ψ | 2,140,000 | 2,191,788 | |
18,865,340 | |||
Healthcare — 6.75% | |||
Bausch Health 144A 6.25% 2/15/29 # | 3,095,000 | 3,064,979 | |
Cheplapharm Arzneimittel 144A 5.50% 1/15/28 # | 2,135,000 | 2,191,044 | |
CHS | |||
144A 4.75% 2/15/31 # | 1,900,000 | 1,909,500 | |
144A 8.00% 3/15/26 # | 1,060,000 | 1,143,491 | |
DaVita 144A 4.625% 6/1/30 # | 1,720,000 | 1,770,688 | |
Hadrian Merger Sub 144A 8.50% 5/1/26 # | 2,326,000 | 2,432,217 | |
HCA | |||
5.375% 2/1/25 | 1,305,000 | 1,473,671 | |
5.875% 2/1/29 | 1,095,000 | 1,325,492 |
NQ-QIV [6/21] 8/21 (1751140) 3
Schedule of investments
Delaware Fund for Income (Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Healthcare (continued) | |||
Jaguar Holding II | |||
144A 4.625% 6/15/25 # | 1,075,000 | $1,130,900 | |
144A 5.00% 6/15/28 # | 1,000,000 | 1,085,920 | |
Organon & Co. 144A 5.125% 4/30/31 # | 965,000 | 995,349 | |
Ortho-Clinical Diagnostics | |||
144A 7.25% 2/1/28 # | 1,014,000 | 1,109,570 | |
144A 7.375% 6/1/25 # | 1,314,000 | 1,416,249 | |
Surgery Center Holdings 144A 10.00% 4/15/27 # | 1,065,000 | 1,172,586 | |
Tenet Healthcare | |||
144A 6.125% 10/1/28 # | 1,215,000 | 1,298,215 | |
6.75% 6/15/23 | 1,170,000 | 1,278,225 | |
6.875% 11/15/31 | 1,005,000 | 1,145,881 | |
25,943,977 | |||
Insurance — 1.02% | |||
GTCR AP Finance 144A 8.00% 5/15/27 # | 702,000 | 750,084 | |
HUB International 144A 7.00% 5/1/26 # | 1,999,000 | 2,078,100 | |
USI 144A 6.875% 5/1/25 # | 1,079,000 | 1,095,741 | |
3,923,925 | |||
Media — 8.75% | |||
AMC Networks 4.25% 2/15/29 | 1,615,000 | 1,631,150 | |
Beasley Mezzanine Holdings 144A 8.625% 2/1/26 # | 2,070,000 | 2,095,875 | |
CCO Holdings | |||
144A 4.50% 8/15/30 # | 3,950,000 | 4,117,732 | |
144A 5.375% 6/1/29 # | 1,650,000 | 1,805,677 | |
Clear Channel Outdoor Holdings | |||
144A 7.50% 6/1/29 # | 1,170,000 | 1,212,806 | |
144A 7.75% 4/15/28 # | 900,000 | 943,924 |
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Media (continued) | |||
CSC Holdings | |||
144A 4.625% 12/1/30 # | 4,085,000 | $4,012,941 | |
144A 5.00% 11/15/31 # | 1,785,000 | 1,795,978 | |
Cumulus Media New Holdings 144A 6.75% 7/1/26 # | 2,227,000 | 2,332,905 | |
Gray Television 144A 7.00% 5/15/27 # | 2,435,000 | 2,640,782 | |
News 144A 3.875% 5/15/29 # | 640,000 | 647,200 | |
Nexstar Broadcasting 144A 4.75% 11/1/28 # | 1,540,000 | 1,584,275 | |
Nielsen Finance | |||
144A 4.50% 7/15/29 # | 495,000 | 497,005 | |
144A 4.75% 7/15/31 # | 1,640,000 | 1,646,150 | |
Sirius XM Radio 144A 4.00% 7/15/28 # | 3,480,000 | 3,588,750 | |
Terrier Media Buyer 144A 8.875% 12/15/27 # | 2,850,000 | 3,088,873 | |
33,642,023 | |||
Real Estate — 1.61% | |||
Iron Mountain | |||
144A 5.25% 3/15/28 # | 2,050,000 | 2,149,527 | |
144A 5.25% 7/15/30 # | 1,115,000 | 1,181,805 | |
MGM Growth Properties Operating Partnership 144A 3.875% 2/15/29 # | 1,695,000 | 1,725,824 | |
XHR 144A 4.875% 6/1/29 # | 1,090,000 | 1,126,788 | |
6,183,944 | |||
Services — 5.20% | |||
BCPE Ulysses Intermediate PIK 144A 7.75% 4/1/27 #, « | 972,000 | 997,627 | |
Bidfair Holdings 144A 5.875% 6/1/29 # | 1,820,000 | 1,849,575 | |
Camelot Finance 144A 4.50% 11/1/26 # | 2,105,000 | 2,209,366 |
4 NQ-QIV [6/21] 8/21 (1751140)
(Unaudited)
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Services (continued) | |||
Clarivate Science Holdings 144A 4.875% 6/30/29 # | 2,510,000 | $2,579,025 | |
Gartner 144A 4.50% 7/1/28 # | 1,740,000 | 1,839,937 | |
Legends Hospitality Holding 144A 5.00% 2/1/26 # | 1,280,000 | 1,336,000 | |
Prime Security Services Borrower | |||
144A 5.75% 4/15/26 # | 1,060,000 | 1,173,738 | |
144A 6.25% 1/15/28 # | 3,675,000 | 3,913,948 | |
United Rentals North America 5.25% 1/15/30 | 1,885,000 | 2,067,317 | |
White Cap Buyer 144A 6.875% 10/15/28 # | 1,895,000 | 2,030,748 | |
19,997,281 | |||
Technology & Electronics — 3.65% | |||
Austin BidCo 144A 7.125% 12/15/28 # | 790,000 | 811,101 | |
Banff Merger Sub 144A 9.75% 9/1/26 # | 2,422,000 | 2,552,182 | |
BY Crown Parent 144A 4.25% 1/31/26 # | 1,835,000 | 1,925,833 | |
Go Daddy Operating 144A 3.50% 3/1/29 # | 2,045,000 | 2,035,797 | |
Microchip Technology 4.25% 9/1/25 | 2,120,000 | 2,226,350 | |
Qorvo 144A 3.375% 4/1/31 # | 970,000 | 1,013,844 | |
Sensata Technologies 144A 4.00% 4/15/29 # | 2,210,000 | 2,246,097 | |
SS&C Technologies 144A 5.50% 9/30/27 # | 1,165,000 | 1,237,376 | |
14,048,580 | |||
Transportation — 2.20% | |||
Delta Air Lines 7.375% 1/15/26 | 1,590,000 | 1,866,860 | |
Stena International 144A 6.125% 2/1/25 # | 770,000 | 803,688 | |
United Airlines Holdings 4.875% 1/15/25 | 3,800,000 | 3,947,782 |
Principal amount° | Value (US $) | ||
Corporate Bonds (continued) | |||
Transportation (continued) | |||
VistaJet Malta Finance 144A 10.50% 6/1/24 # | 1,680,000 | $1,833,636 | |
8,451,966 | |||
Utilities — 1.59% | |||
Calpine 144A 5.00% 2/1/31 # | 2,240,000 | 2,233,280 | |
PG&E 5.25% 7/1/30 | 1,910,000 | 1,933,560 | |
Vistra Operations 144A 4.375% 5/1/29 # | 1,950,000 | 1,962,187 | |
6,129,027 | |||
Total Corporate Bonds (cost $317,294,648) | 331,459,748 | ||
Loan Agreements — 10.44% | |||
Applied Systems 2nd Lien 6.25% (LIBOR03M + 5.50%) 9/19/25 • | 5,657,608 | 5,752,372 | |
Apro 4.50% (LIBOR03M + 3.75%) 11/14/26 • | 963,716 | 963,715 | |
Epicor Software 2nd Lien 8.75% (LIBOR01M + 7.75%) 7/31/28 • | 1,346,600 | 1,396,677 | |
Frontier Communications Tranche B 4.50% (LIBOR01M + 3.75%) 5/1/28 • | 865,000 | 867,028 | |
Gainwell Acquisition Tranche B 4.75% (LIBOR03M + 4.00%) 10/1/27 • | 2,243,363 | 2,253,178 | |
Global Medical Response 5.75% (LIBOR03M + 4.75%) 10/2/25 • | 2,935,497 | 2,952,009 | |
Green Energy Partners Tranche B-1 6.50% (LIBOR03M + 5.50%) 11/13/21 • | 788,004 | 737,440 | |
Green Energy Partners Tranche B-2 6.50% (LIBOR03M + 5.50%) 11/13/21 • | 278,891 | 260,995 | |
Hamilton Projects Acquiror 5.75% (LIBOR03M + 4.75%) 6/17/27 • | 1,779,008 | 1,765,665 | |
Informatica 2nd Lien 7.125% (LIBOR03M + 7.125%) 2/25/25 • | 2,398,000 | 2,457,950 |
NQ-QIV [6/21] 8/21 (1751140) 5
Schedule of investments
Delaware Fund for Income (Unaudited)
Principal amount° | Value (US $) | ||
Loan Agreements (continued) | |||
Peraton Tranche B 1st Lien 4.50% (LIBOR01M + 3.75%) 2/1/28 • | 2,094,750 | $2,104,734 | |
Precisely Software 2nd Lien 8.00% (LIBOR03M + 7.25%) 4/23/29 • | 1,060,000 | 1,063,313 | |
Schweitzer-Mauduit International Tranche B 4.50% (LIBOR01M + 3.75%) 1/27/28 • | 1,025,000 | 1,013,469 | |
Solenis International 2nd Lien 8.635% (LIBOR03M + 8.50%) 6/26/26 • | 3,276,001 | 3,288,286 | |
Surgery Center Holdings 4.50% (LIBOR01M + 3.75%) 8/31/26 • | 2,178,153 | 2,190,236 | |
Tecta America 2nd Lien 9.25% (LIBOR03M + 8.50%) 4/6/29 • | 1,130,000 | 1,130,000 | |
Ultimate Software Group 2nd Lien 7.50% (LIBOR03M + 6.75%) 5/3/27 • | 3,644,998 | 3,719,418 | |
Vantage Specialty Chemicals 1st Lien 4.50% (LIBOR03M + 3.50%) 10/28/24 • | 1,367,912 | 1,337,348 | |
Vantage Specialty Chemicals 2nd Lien 9.25% (LIBOR03M + 8.25%) 10/27/25 • | 737,000 | 711,942 | |
Verscend Holding Tranche B 4.104% (LIBOR01M + 4.00%) 8/27/25 • | 4,153,325 | 4,170,632 | |
Total Loan Agreements (cost $39,623,540) | 40,136,407 |
Number of shares | |||
Short-Term Investments — 1.31% | |||
Money Market Mutual Funds — 1.31% | |||
BlackRock FedFund – Institutional Shares (seven-day effective yield 0.03%) | 1,257,348 | 1,257,348 |
Number of shares | Value (US $) | ||
Short-Term Investments (continued) | |||
Money Market Mutual Funds (continued) | |||
Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 0.01%) | 1,257,349 | $1,257,349 | |
GS Financial Square Government Fund – Institutional Shares (seven-day effective yield 0.02%) | 1,257,349 | 1,257,349 | |
Morgan Stanley Government Portfolio – Institutional Share Class (seven-day effective yield 0.00%) | 1,257,348 | 1,257,348 | |
Total Short-Term Investments (cost $5,029,394) | 5,029,394 | ||
Total Value of Securities—97.96% (cost $361,947,582) | 376,625,549 | ||
Receivables and Other Assets Net of Liabilities—2.04% | 7,858,220 | ||
Net Assets Applicable to 151,867,266 Shares Outstanding—100.00% | $384,483,769 |
° | Principal amount shown is stated in USD unless noted that the security is denominated in another currency. |
μ | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at June 30, 2021. Rate will reset at a future date. |
ψ | Perpetual security. Maturity date represents next call date. |
# | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. At June 30, 2021, the aggregate value of Rule 144A securities was $230,885,419, which represents 60.05% of the Fund's net assets. |
> | PIK. 100% of the income received was in the form of cash. |
« | PIK. The first payment of cash and/or principal will be made after October 1, 2021. |
6 NQ-QIV [6/21] 8/21 (1751140)
(Unaudited)
• | Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at June 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. |
Summary of abbreviations: |
DAC – Designated Activity Company |
Summary of abbreviations: (continued) |
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 |
MSCI – Morgan Stanley Capital International |
PIK – Payment-in-kind |
USD – US Dollar |
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