Schedule of investments
Macquarie Institutional Portfolios — Macquarie Labor Select International Equity Portfolio
July 31, 2022 (Unaudited)
Number of shares | Value (US $) | ||
Common Stocks – 98.72%Δ | |||
Australia − 0.98% | |||
Aurizon Holdings | 447,864 | $ 1,267,588 | |
1,267,588 | |||
China/Hong Kong − 3.89% | |||
Jardine Matheson Holdings | 37,400 | 1,975,313 | |
WH Group 144A # | 4,029,507 | 3,051,696 | |
5,027,009 | |||
Denmark − 0.50% | |||
ISS † | 36,712 | 641,599 | |
641,599 | |||
France − 7.08% | |||
Bouygues | 62,203 | 1,880,382 | |
Cie de Saint-Gobain | 32,492 | 1,515,097 | |
Dassault Aviation | 10,297 | 1,472,705 | |
Sanofi | 40,192 | 3,994,022 | |
Societe Generale | 12,560 | 281,424 | |
9,143,630 | |||
Germany − 4.05% | |||
Allianz | 14,626 | 2,656,173 | |
Evonik Industries | 105,902 | 2,258,858 | |
HeidelbergCement | 6,358 | 323,858 | |
5,238,889 | |||
Italy − 6.85% | |||
Enel | 747,286 | 3,767,269 | |
Eni | 138,502 | 1,664,876 | |
Snam | 682,209 | 3,423,010 | |
8,855,155 | |||
Japan − 30.27% | |||
Coca-Cola Bottlers Japan Holdings | 57,800 | 658,978 | |
Denso | 41,100 | 2,247,967 | |
FUJIFILM Holdings | 41,600 | 2,376,277 | |
Fujitsu | 15,800 | 2,118,185 | |
Hitachi | 37,100 | 1,878,301 | |
Honda Motor | 147,300 | 3,774,887 | |
Kao | 19,300 | 839,442 | |
Kyocera | 62,300 | 3,463,188 | |
Mitsubishi Electric | 204,800 | 2,161,506 | |
Nippon Telegraph & Telephone | 128,900 | 3,682,070 | |
Otsuka Holdings | 33,400 | 1,193,147 | |
Secom | 20,900 | 1,395,913 | |
Sekisui Chemical | 168,300 | 2,367,891 | |
Sony Group | 46,500 | 3,944,500 | |
Takeda Pharmaceutical | 134,100 | 3,934,522 | |
Tokio Marine Holdings | 41,900 | 2,452,823 | |
Toyota Industries | 10,400 | 633,251 | |
39,122,848 | |||
Netherlands − 4.96% | |||
Koninklijke Philips | 142,359 | 2,946,298 |
Number of shares | Value (US $) | ||
Common StocksΔ (continued) | |||
Netherlands (continued) | |||
Shell | 129,777 | $ 3,461,974 | |
6,408,272 | |||
Singapore − 4.72% | |||
Singapore Telecommunications | 1,010,600 | 1,911,120 | |
United Overseas Bank | 209,909 | 4,187,966 | |
6,099,086 | |||
Spain − 3.71% | |||
Banco Santander | 1,405,092 | 3,515,361 | |
Red Electrica | 65,233 | 1,282,506 | |
4,797,867 | |||
Sweden − 3.45% | |||
Essity Class B | 62,014 | 1,578,572 | |
Telia | 780,166 | 2,882,205 | |
4,460,777 | |||
Switzerland − 3.17% | |||
Novartis | 47,594 | 4,089,736 | |
4,089,736 | |||
United Kingdom − 22.78% | |||
Associated British Foods | 108,692 | 2,220,075 | |
BP | 702,374 | 3,437,604 | |
CK Hutchison Holdings | 728,500 | 4,832,344 | |
Haleon † | 177,287 | 629,997 | |
Kingfisher | 883,653 | 2,795,767 | |
Lloyds Banking Group | 6,682,424 | 3,699,779 | |
SSE | 170,572 | 3,684,082 | |
Tesco | 1,066,671 | 3,420,960 | |
Travis Perkins | 88,246 | 1,132,606 | |
WPP | 332,427 | 3,587,683 | |
29,440,897 | |||
United States − 2.31% | |||
GSK | 141,830 | 2,979,870 | |
2,979,870 | |||
Total Common Stocks (cost $130,172,955) | 127,573,223 | ||
Short-Term Investments – 0.14% | |||
Money Market Mutual Funds – 0.14% | |||
BlackRock Liquidity FedFund – Institutional Shares (seven-day effective yield 1.73%) | 45,726 | 45,726 | |
Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 1.49%) | 45,727 | 45,727 |
NQ-DTP-094 [7/22] 9/22 (2418927) 1
Schedule of investments
Macquarie Institutional Portfolios — Macquarie Labor Select International Equity Portfolio (Unaudited)
Number of shares | Value (US $) | ||
Short-Term Investments (continued) | |||
Money Market Mutual Funds (continued) | |||
GS Financial Square Government Fund – Institutional Shares (seven-day effective yield 1.73%) | 45,727 | $ 45,727 | |
Morgan Stanley Institutional Liquidity Funds Government Portfolio – Institutional Class (seven-day effective yield 1.60%) | 45,726 | 45,726 | |
Total Short-Term Investments (cost $182,906) | 182,906 | ||
Total Value of Securities−98.86% (cost $130,355,861) | 127,756,129 | ||
Receivables and Other Assets Net of Liabilities — 1.14% | 1,472,389 |
Net Assets Applicable to 10,091,920 Shares Outstanding — 100.00% | $129,228,518 |
Δ | Securities have been classified by country of risk. |
# | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. At July 31, 2022, the aggregate value of Rule 144A securities was $3,051,696, which represents 2.36% of the Portfolio's net assets. |
† | Non-income producing security. |
The following foreign currency exchange contracts were outstanding at July 31, 2022
Foreign Currency Exchange Contracts | ||||||||||||
Counterparty | Currency to Receive (Deliver) | In Exchange For | Settlement Date | Unrealized Appreciation | Unrealized Depreciation | |||||||
BNYM | CHF | (46,317) | USD | 48,576 | 8/2/22 | $— | $(98) | |||||
BNYM | GBP | (64,557) | USD | 78,471 | 8/1/22 | — | (152) | |||||
BNYM | JPY | 7,431,161 | USD | (55,669) | 8/2/22 | 72 | — | |||||
Total Foreign Currency Exchange Contracts | $72 | $(250) |
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 represent 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: |
BNYM – Bank of New York Mellon |
GS – Goldman Sachs |
Summary of currencies: |
CHF – Swiss Franc |
GBP – British Pound Sterling |
JPY – Japanese Yen |
USD – US Dollar |
2 NQ-DTP-094 [7/22] 9/22 (2418927)