Schedule of investments
Macquarie Institutional Portfolios — Macquarie Emerging Markets Portfolio
July 31, 2021 (Unaudited)
Number of shares | Value (US $) | ||
Common Stock – 95.43%Δ | |||
Austria − 2.33% | |||
Mondi | 59,689 | $ 1,654,803 | |
1,654,803 | |||
Brazil − 3.98% | |||
Hypera | 203,000 | 1,390,296 | |
Itau Unibanco Holding ADR | 113,137 | 652,800 | |
Suzano † | 75,000 | 782,653 | |
2,825,749 | |||
Canada − 1.40% | |||
Barrick Gold | 45,790 | 996,848 | |
996,848 | |||
China − 37.72% | |||
Alibaba Group Holding † | 161,780 | 3,951,113 | |
Autohome ADR | 24,686 | 1,118,276 | |
Baidu ADR † | 14,679 | 2,407,503 | |
China Medical System Holdings | 330,000 | 670,166 | |
China Merchants Bank Class H | 362,500 | 2,757,740 | |
CSPC Pharmaceutical Group | 1,564,960 | 2,112,444 | |
Haier Smart Home Class H | 705,400 | 2,419,292 | |
Hengan International Group | 167,500 | 993,554 | |
NetEase | 100,162 | 1,992,245 | |
Ping An Insurance Group Co. of China Class H | 385,000 | 3,369,075 | |
Tencent Holdings | 41,100 | 2,478,665 | |
Tingyi Cayman Islands Holding | 674,000 | 1,215,168 | |
Xinyi Solar Holdings | 579,287 | 1,166,841 | |
Yum China Holdings | 2,279 | 141,731 | |
26,793,813 | |||
Hong Kong − 1.94% | |||
WH Group 144A # | 1,665,500 | 1,379,979 | |
1,379,979 | |||
India − 10.88% | |||
HCL Technologies | 152,812 | 2,107,172 | |
Housing Development Finance | 64,349 | 2,118,345 | |
Infosys ADR | 53,673 | 1,187,247 | |
Reliance Industries | 84,488 | 2,315,992 | |
7,728,756 | |||
Indonesia − 1.48% | |||
Bank Rakyat Indonesia Persero | 4,107,200 | 1,053,688 | |
1,053,688 | |||
Mexico − 1.27% | |||
Grupo Financiero Banorte Class O | 138,854 | 898,292 | |
898,292 |
Number of shares | Value (US $) | ||
Common StockΔ (continued) | |||
Peru − 1.76% | |||
Credicorp † | 12,363 | $ 1,248,168 | |
1,248,168 | |||
Republic of Korea − 9.29% | |||
Samsung Electronics | 50,192 | 3,429,940 | |
Samsung Fire & Marine Insurance | 6,018 | 1,122,647 | |
Shinhan Financial Group | 27,178 | 921,149 | |
SK Hynix | 11,489 | 1,124,731 | |
6,598,467 | |||
Russia − 2.81% | |||
LUKOIL PJSC ADR (London International Exchange) | 13,283 | 1,138,164 | |
Polymetal International | 39,324 | 854,490 | |
1,992,654 | |||
Taiwan − 18.37% | |||
Alchip Technologies | 24,000 | 546,086 | |
ASE Technology Holding | 293,000 | 1,289,301 | |
CTBC Financial Holding | 1,037,046 | 849,240 | |
Delta Electronics | 126,000 | 1,298,298 | |
Hon Hai Precision Industry | 652,000 | 2,576,522 | |
Taiwan Semiconductor Manufacturing | 310,588 | 6,491,134 | |
13,050,581 | |||
United Kingdom − 2.20% | |||
Unilever | 27,114 | 1,562,848 | |
1,562,848 | |||
Total Common Stock (cost $56,529,672) | 67,784,646 | ||
Preferred Stock – 3.91%Δ | |||
Brazil − 1.00% | |||
Itausa 2.46% ** | 329,888 | 708,136 | |
708,136 | |||
Republic of Korea − 2.91% | |||
LG Chem 2.58% ** | 3,318 | 1,106,770 | |
Samsung Electronics 4.00% ** | 15,351 | 963,673 | |
2,070,443 | |||
Total Preferred Stock (cost $2,679,340) | 2,778,579 | ||
Short-Term Investments – 0.70% | |||
Money Market Mutual Funds – 0.70% | |||
BlackRock FedFund – Institutional Shares (seven-day effective yield 0.03%) | 125,309 | 125,309 |
NQ-DPT-151 [7/21] 9/21 (1845885) 1
Schedule of investments
Macquarie Institutional Portfolios — Macquarie Emerging Markets Portfolio (Unaudited)
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%) | 125,309 | $ 125,309 | |
GS Financial Square Government Fund – Institutional Shares (seven-day effective yield 0.03%) | 125,309 | 125,309 | |
Morgan Stanley Government Portfolio – Institutional Share Class (seven-day effective yield 0.00%) | 125,310 | 125,310 | |
Total Short-Term Investments (cost $501,237) | 501,237 | ||
Total Value of Securities−100.04% (cost $59,710,249) | 71,064,462 | ||
Liabilities Net of Receivables and Other Assets — (0.04%) | (29,760) |
Net Assets Applicable to 7,562,685 Shares Outstanding — 100.00% | $71,034,702 |
Δ | Securities have been classified by country of risk. |
† | Non-income producing security. |
# | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. At July 31, 2021, the aggregate value of Rule 144A securities was $1,379,979, which represents 1.94% of the Portfolio's net assets. |
** | Perpetual security with no stated maturity date. |
The following foreign currency exchange contracts were outstanding at July 31, 2021:
Foreign Currency Exchange Contracts | ||||||||||||
Counterparty | Currency to Receive (Deliver) | In Exchange For | Settlement Date | Unrealized Appreciation | Unrealized Depreciation | |||||||
BNYM | HKD | 754,280 | USD | (97,030) | 8/3/21 | $32 | $— | |||||
BNYM | KRW | 37,423,562 | USD | (32,594) | 8/2/21 | — | (94) | |||||
Total Foreign Currency Exchange Contracts | $32 | $(94) |
The use of foreign currency exchange contracts involves elements of market risk and risks in excess of the amounts disclosed in the financial statements. The foreign currency exchange contract presented above represents the Portfolio’s total exposure in such contracts, whereas only the net unrealized appreciation (depreciation) is reflected in the Portfolio’s net assets.
Summary of abbreviations: |
ADR – American Depositary Receipt |
BNYM – Bank of New York Mellon |
2 NQ-DPT-151 [7/21] 9/21 (1845885)
(Unaudited)
Summary of abbreviations: |
GS – Goldman Sachs |
PJSC – Private Joint Stock Company |
Summary of currencies: |
HKD – Hong Kong Dollar |
KRW – South Korean Won |
USD – US Dollar |
NQ-DPT-151 [7/21] 9/21 (1845885) 3