1 |
2 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 2,672,786 | $ 2,672,786 | $ — | $ — | ||||
Capital Goods | 55,223,078 | 55,223,078 | — | — | ||||
Commercial & Professional Services | 56,040,966 | 56,040,966 | — | — | ||||
Consumer Discretionary Distribution & Retail | 443,539,618 | 436,204,531 | — | 7,335,087 | ||||
Consumer Durables & Apparel | 106,007,793 | 106,007,793 | — | — | ||||
Consumer Services | 97,258,121 | 97,258,121 | — | — | ||||
Energy | 36,147,988 | 36,147,988 | — | — | ||||
Financial Services | 246,447,497 | 246,447,497 | — | — | ||||
Food, Beverage & Tobacco | 43,554,932 | 43,554,932 | — | — | ||||
Health Care Equipment & Services | 195,786,761 | 195,786,761 | — | — | ||||
Household & Personal Products | 49,485,727 | 49,485,727 | — | — | ||||
Materials | 45,207,876 | 45,207,876 | — | — | ||||
Media & Entertainment | 798,447,814 | 798,447,814 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 392,113,003 | 392,113,003 | — | — | ||||
Semiconductors & Semiconductor Equipment | 742,893,556 | 742,893,556 | — | — | ||||
Software & Services | 1,088,519,735 | 1,088,254,757 | — | 264,978 | ||||
Technology Hardware & Equipment | 47,397,978 | 47,397,978 | — | — | ||||
Transportation | 70,465,949 | 70,465,949 | — | — | ||||
Convertible Preferred Stocks | 16,094,864 | — | — | 16,094,864 | ||||
Exchange-Traded Funds | 27,345,119 | 27,345,119 | — | — | ||||
Short-Term Investments | 76,562,288 | 68,577,177 | 7,985,111 | — | ||||
Total | $ 4,637,213,449 | $ 4,605,533,409 | $ 7,985,111 | $ 23,694,929 |
(1) | For the period ended January 31, 2024, there were no transfers in and out of Level 3. |
3 |
4 |
5 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 6,375,965 | $ 6,375,965 | $ — | $ — | ||||
Banks | 4,594,522 | 4,594,522 | — | — | ||||
Capital Goods | 61,605,714 | 61,605,714 | — | — | ||||
Commercial & Professional Services | 23,331,945 | 23,331,945 | — | — | ||||
Consumer Discretionary Distribution & Retail | 9,244,324 | 9,244,324 | — | — | ||||
Consumer Durables & Apparel | 16,381,831 | 16,381,831 | — | — | ||||
Consumer Services | 15,365,660 | 15,365,660 | — | — | ||||
Energy | 16,946,220 | 16,946,220 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 6,467,236 | 6,467,236 | — | — | ||||
Financial Services | 17,698,168 | 17,698,168 | — | — | ||||
Food, Beverage & Tobacco | 6,195,608 | 6,195,608 | — | — | ||||
Health Care Equipment & Services | 38,934,981 | 38,934,981 | — | — | ||||
Household & Personal Products | 6,270,167 | 6,270,167 | — | — | ||||
Insurance | 2,493,990 | 2,493,990 | — | — | ||||
Materials | 15,712,592 | 15,712,592 | — | — | ||||
Media & Entertainment | 6,207,514 | 6,207,514 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 48,741,272 | 48,741,272 | — | — | ||||
Semiconductors & Semiconductor Equipment | 19,998,401 | 19,998,401 | — | — | ||||
Software & Services | 61,264,044 | 61,264,044 | — | — | ||||
Technology Hardware & Equipment | 21,476,297 | 21,476,297 | — | — | ||||
Short-Term Investments | 2,320,453 | 1,738,747 | 581,706 | — | ||||
Total | $ 407,626,904 | $ 407,045,198 | $ 581,706 | $ — |
(1) | For the period ended January 31, 2024, there were no transfers in and out of Level 3. |
6 |
7 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 592,372 | $ 125,296 | $ 467,076 | $ — | ||||
Banks | 1,109,714 | — | 1,109,714 | — | ||||
Capital Goods | 2,873,223 | — | 2,873,223 | — | ||||
Consumer Durables & Apparel | 587,317 | — | 587,317 | — | ||||
Energy | 372,643 | — | 372,643 | — | ||||
Financial Services | 264,502 | — | 264,502 | — | ||||
Food, Beverage & Tobacco | 1,345,969 | — | 1,345,969 | — | ||||
Health Care Equipment & Services | 973,679 | 138,546 | 835,133 | — | ||||
Insurance | 1,160,378 | — | 1,160,378 | — | ||||
Materials | 2,825,874 | 306,173 | 2,519,701 | — | ||||
Media & Entertainment | 361,921 | — | 361,921 | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 985,045 | — | 985,045 | — | ||||
Real Estate Management & Development | 108,689 | — | 108,689 | — | ||||
Semiconductors & Semiconductor Equipment | 153,035 | — | 153,035 | — | ||||
Software & Services | 524,332 | 184,140 | 340,192 | — | ||||
Technology Hardware & Equipment | 2,129,922 | 76,063 | 2,053,859 | — | ||||
Transportation | 240,708 | — | 240,708 | — | ||||
Warrants | 36,468 | — | 36,468 | — | ||||
Short-Term Investments | 228,584 | 228,584 | — | — | ||||
Total | $ 16,874,375 | $ 1,058,802 | $ 15,815,573 | $ — |
(1) | For the period ended January 31, 2024, there were no transfers in and out of Level 3. |
8 |
9 |
10 |
11 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Brazil | $ 1,597,289 | $ 1,597,289 | $ — | $ — | ||||
China | 13,565,631 | 2,203,507 | 11,362,124 | — | ||||
Colombia | 210,142 | 210,142 | — | — | ||||
Greece | 898,546 | 461,699 | 436,847 | — | ||||
Hong Kong | 815,701 | — | 815,701 | — | ||||
Hungary | 592,628 | 592,628 | — | — | ||||
India | 9,030,689 | — | 9,030,689 | — | ||||
Indonesia | 1,526,758 | — | 1,526,758 | — | ||||
Malaysia | 1,094,217 | 168,868 | 925,349 | — | ||||
Mexico | 1,343,945 | 1,343,945 | — | — | ||||
Philippines | 151,565 | — | 151,565 | — | ||||
Poland | 979,455 | — | 979,455 | — | ||||
Qatar | 203,971 | — | 203,971 | — | ||||
Russia | — | — | — | — | ||||
Saudi Arabia | 1,956,330 | 44,418 | 1,911,912 | — | ||||
South Africa | 1,975,626 | 1,472,838 | 502,788 | — | ||||
South Korea | 7,627,703 | — | 7,627,703 | — | ||||
Taiwan | 9,633,748 | — | 9,633,748 | — | ||||
Thailand | 957,262 | — | 957,262 | — | ||||
United Arab Emirates | 944,280 | 660,595 | 283,685 | — | ||||
United States | 44,568 | 44,568 | — | — | ||||
Preferred Stocks | 1,725,422 | 1,725,422 | — | — | ||||
Short-Term Investments | 570,087 | 570,087 | — | — | ||||
Total | $ 57,445,563 | $ 11,096,006 | $ 46,349,557 | $ — |
(1) | For the period ended January 31, 2024, there were no transfers in and out of Level 3. |
12 |
13 |
14 |
15 |
16 |
17 |
18 |
Futures Contracts Outstanding at January 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
E-mini S&P Real Estate Select Sector Stock Index Future | 24 | 03/15/2024 | $ 1,126,200 | $ (71,245) | ||||
S&P 500 (E-Mini) Future | 17 | 03/15/2024 | 4,139,925 | 70,707 | ||||
TOPIX Future | 5 | 03/07/2024 | 867,475 | 29,066 | ||||
U.S. Treasury 10-Year Ultra Future | 79 | 03/19/2024 | 9,233,125 | 137,809 | ||||
Total | $ 166,337 | |||||||
Short position contracts: | ||||||||
Euro-Schatz Future | 14 | 03/07/2024 | $ 1,606,634 | $ (4,270) | ||||
U.S. Treasury Ultra Bond Future | 6 | 03/19/2024 | 775,312 | 25,722 | ||||
Total | $ 21,452 | |||||||
Total futures contracts | $ 187,789 |
Foreign Currency Contracts Outstanding at January 31, 2024 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
1,990,000 | BRL | 402,534 | USD | BNP | 02/02/2024 | $ (970) | ||||
995,000 | BRL | 201,444 | USD | BNP | 03/04/2024 | (1,204) | ||||
181,607,000 | CLP | 198,608 | USD | MSC | 02/21/2024 | (3,648) | ||||
477,000 | EUR | 519,803 | USD | UBS | 02/22/2024 | (3,823) | ||||
284,575 | GBP | 360,495 | USD | BCLY | 02/22/2024 | 211 | ||||
129,425 | GBP | 164,139 | USD | MSC | 02/22/2024 | (89) | ||||
3,194,015,000 | IDR | 205,051 | USD | BNP | 02/21/2024 | (2,723) | ||||
1,272,721,000 | KRW | 970,010 | USD | BCLY | 02/21/2024 | (15,201) | ||||
955,000 | MYR | 206,028 | USD | BCLY | 02/21/2024 | (3,847) | ||||
247,113 | USD | 375,000 | AUD | MSC | 02/22/2024 | 911 | ||||
402,836 | USD | 1,990,000 | BRL | BNP | 02/02/2024 | 1,272 | ||||
510,928 | USD | 689,000 | CAD | MSC | 02/22/2024 | (1,692) | ||||
475,943 | USD | 412,000 | CHF | MSC | 02/22/2024 | (2,653) | ||||
124,422 | USD | 852,000 | DKK | UBS | 02/22/2024 | 755 | ||||
1,535,434 | USD | 1,409,000 | EUR | UBS | 02/22/2024 | 11,291 | ||||
185,945 | USD | 146,619 | GBP | MSC | 02/22/2024 | 101 | ||||
408,387 | USD | 322,381 | GBP | BCLY | 02/22/2024 | (239) | ||||
602,080 | USD | 4,705,000 | HKD | UBS | 02/22/2024 | (151) | ||||
1,120,064 | USD | 165,035,000 | JPY | BCLY | 02/22/2024 | (5,222) | ||||
51,977 | USD | 544,000 | SEK | UBS | 02/22/2024 | (345) | ||||
776,667 | USD | 1,040,000 | SGD | GSC | 02/22/2024 | 621 | ||||
Total foreign currency contracts | $ (26,645) |
Foreign Cross Currency Contracts Outstanding at January 31, 2024 | ||||||||||
Contract Amount | Counterparty | Delivery Date | Contract Amount | Unrealized Appreciation/ Depreciation | ||||||
GBP | 1,016,293 | MSC | 02/22/2024 | CHF | 1,023,405 | $ (7,112) |
19 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
U.S. Government Agencies | $ 2,118,983 | $ — | $ 2,118,983 | $ — | ||||
Common Stocks | ||||||||
Australia | 335,886 | — | 335,886 | — | ||||
Belgium | 74,724 | — | 74,724 | — | ||||
Brazil | 176,579 | 156,417 | 20,162 | — | ||||
Canada | 552,714 | 552,714 | — | — | ||||
China | 477,151 | 83,229 | 393,922 | — | ||||
Denmark | 211,948 | — | 211,948 | — | ||||
Finland | 28,370 | — | 28,370 | — | ||||
France | 593,908 | — | 593,908 | — | ||||
Germany | 398,805 | — | 398,805 | — | ||||
Greece | 17,347 | 17,347 | — | — | ||||
Hong Kong | 138,741 | — | 138,741 | — | ||||
India | 299,482 | 299,482 | — | — | ||||
Indonesia | 39,766 | — | 39,766 | — | ||||
Italy | 108,201 | — | 108,201 | — | ||||
Japan | 1,253,307 | — | 1,253,307 | — | ||||
Malaysia | 43,258 | 10,105 | 33,153 | — | ||||
Mexico | 61,037 | 61,037 | — | — | ||||
Netherlands | 249,991 | — | 249,991 | — | ||||
Norway | 17,976 | — | 17,976 | — | ||||
Philippines | 19,477 | — | 19,477 | — | ||||
Singapore | 90,668 | — | 90,668 | — | ||||
South Africa | 79,154 | 24,149 | 55,005 | — | ||||
South Korea | 240,559 | 228,196 | 12,363 | — | ||||
Spain | 105,724 | — | 105,724 | — | ||||
Sweden | 116,659 | — | 116,659 | — | ||||
Switzerland | 427,283 | — | 427,283 | — | ||||
Taiwan | 337,512 | 331,121 | 6,391 | — | ||||
Thailand | 17,512 | — | 17,512 | — | ||||
United Kingdom | 496,203 | — | 496,203 | — | ||||
United States | 18,997,265 | 18,618,547 | 378,718 | — | ||||
Exchange-Traded Funds | 12,630,168 | 12,630,168 | — | — | ||||
Preferred Stocks | 58,345 | 58,345 | — | — | ||||
Short-Term Investments | 19,553,967 | 8,013,112 | 11,540,855 | — | ||||
Foreign Currency Contracts(2) | 15,162 | — | 15,162 | — | ||||
Futures Contracts(2) | 263,304 | 263,304 | — | — | ||||
Total | $ 60,647,136 | $ 41,347,273 | $ 19,299,863 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (48,919) | $ — | $ (48,919) | $ — | ||||
Futures Contracts(2) | (75,515) | (75,515) | — | — | ||||
Total | $ (124,434) | $ (75,515) | $ (48,919) | $ — |
(1) | For the period ended January 31, 2024, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
20 |
21 |
22 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Brazil | $ 492,027,122 | $ 492,027,122 | $ — | $ — | ||||
Chile | 51,796,482 | 14,120,240 | 37,676,242 | — | ||||
China | 1,270,965,964 | 147,308,314 | 1,123,657,650 | — | ||||
Greece | 71,374,652 | 25,126,660 | 46,247,992 | — | ||||
Hong Kong | 58,173,473 | — | 58,173,473 | — | ||||
Hungary | 43,148,808 | 43,148,808 | — | — | ||||
India | 710,212,246 | — | 710,212,246 | — | ||||
Indonesia | 127,938,146 | — | 127,938,146 | — | ||||
Mexico | 149,406,485 | 149,406,485 | — | — | ||||
Peru | 47,292,618 | 47,292,618 | — | — | ||||
Poland | 82,382,943 | — | 82,382,943 | — | ||||
Russia | — | — | — | — | ||||
Saudi Arabia | 78,344,442 | — | 78,344,442 | — | ||||
South Africa | 253,996,841 | 111,989,939 | 142,006,902 | — | ||||
South Korea | 647,491,702 | — | 647,491,702 | — | ||||
Taiwan | 998,796,693 | — | 998,796,693 | — | ||||
United Arab Emirates | 33,090,066 | — | 33,090,066 | — | ||||
United States | 29,585,902 | 29,585,902 | — | — | ||||
Preferred Stocks | 43,235,483 | 43,235,483 | — | — | ||||
Rights | 18,787 | 18,787 | — | — | ||||
Short-Term Investments | 88,670,978 | 88,670,978 | — | — | ||||
Total | $ 5,277,949,833 | $ 1,191,931,336 | $ 4,086,018,497 | $ — |
(1) | For the period ended January 31, 2024, there were no transfers in and out of Level 3. |
23 |
24 |
25 |
26 |
Futures Contracts Outstanding at January 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Short position contracts: | ||||||||
U.S. Treasury Ultra Bond Future | 3 | 03/19/2024 | $ (387,656) | $ (11,483) | ||||
Total futures contracts | $ (11,483) |
Foreign Currency Contracts Outstanding at January 31, 2024 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
940,000 | BRL | 190,049 | USD | CBK | 02/08/2024 | $ (497) | ||||
126,050,000 | CLP | 138,198 | USD | CBK | 02/16/2024 | (2,826) | ||||
4,020,000 | CNY | 567,156 | USD | UBS | 03/11/2024 | (4,940) | ||||
1,280,000 | CNY | 180,429 | USD | UBS | 03/14/2024 | (1,365) | ||||
2,150,000 | CZK | 94,893 | USD | UBS | 02/16/2024 | (1,365) | ||||
320,000 | EUR | 347,450 | USD | UBS | 02/13/2024 | (1,436) | ||||
90,000 | EUR | 98,845 | USD | MSC | 04/05/2024 | (1,313) | ||||
260,000 | EUR | 283,658 | USD | BOA | 04/05/2024 | (1,898) | ||||
220,000 | EUR | 240,055 | USD | BOA | 04/09/2024 | (1,602) | ||||
42,700,000 | HUF | 122,627 | USD | MSC | 03/18/2024 | (2,967) | ||||
1,510,000 | MYR | 322,957 | USD | MSC | 02/05/2024 | (3,595) | ||||
1,420,000 | MYR | 301,826 | USD | MSC | 05/10/2024 | 295 | ||||
690,000 | PLN | 169,278 | USD | MSC | 02/16/2024 | 3,011 | ||||
220,000 | RON | 48,583 | USD | JPM | 03/18/2024 | (828) |
27 |
Foreign Currency Contracts Outstanding at January 31, 2024 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
8,190,000 | THB | 230,226 | USD | UBS | 02/05/2024 | $ 713 | ||||
2,860,000 | THB | 82,599 | USD | SSG | 03/18/2024 | (1,680) | ||||
7,780,000 | THB | 221,255 | USD | JPM | 05/10/2024 | (196) | ||||
1,353,000 | TRY | 39,429 | USD | MSC | 07/05/2024 | (1,436) | ||||
811,000 | TRY | 21,508 | USD | UBS | 09/30/2024 | (607) | ||||
190,764 | USD | 942,000 | BRL | MSC | 02/08/2024 | 807 | ||||
42,502 | USD | 210,000 | BRL | UBS | 04/09/2024 | 407 | ||||
59,534 | USD | 1,340,000 | CZK | SSG | 02/16/2024 | 1,242 | ||||
342,729 | USD | 320,000 | EUR | SSG | 02/13/2024 | (3,285) | ||||
383,602 | USD | 350,000 | EUR | SSG | 04/05/2024 | 4,310 | ||||
241,215 | USD | 220,000 | EUR | CBK | 04/09/2024 | 2,762 | ||||
38,558 | USD | 13,430,000 | HUF | BOA | 03/18/2024 | 923 | ||||
202,574 | USD | 3,490,000 | MXN | SSG | 04/09/2024 | 2,110 | ||||
319,463 | USD | 1,510,000 | MYR | MSC | 02/05/2024 | 100 | ||||
19,764 | USD | 90,000 | RON | CBK | 03/18/2024 | 228 | ||||
221,507 | USD | 7,840,000 | THB | JPM | 02/05/2024 | 438 | ||||
9,981 | USD | 350,000 | THB | UBS | 02/05/2024 | 112 | ||||
Total foreign currency contracts | $ (14,378) |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Corporate Bonds | $ 9,510,841 | $ — | $ 9,510,841 | $ — | ||||
Foreign Government Obligations | 14,359,848 | — | 14,359,848 | — | ||||
Short-Term Investments | 701,418 | 433,889 | 267,529 | — | ||||
Foreign Currency Contracts(2) | 17,458 | — | 17,458 | — | ||||
Total | $ 24,589,565 | $ 433,889 | $ 24,155,676 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (31,836) | $ — | $ (31,836) | $ — | ||||
Futures Contracts(2) | (11,483) | (11,483) | — | — | ||||
Total | $ (43,319) | $ (11,483) | $ (31,836) | $ — |
(1) | For the period ended January 31, 2024, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
28 |
29 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 454,149 | $ — | $ 454,149 | $ — | ||||
Austria | 382,843 | — | 382,843 | — | ||||
Belgium | 398,952 | — | 398,952 | — | ||||
China | 823,262 | — | 823,262 | — | ||||
France | 2,994,594 | — | 2,994,594 | — | ||||
Germany | 3,276,924 | — | 3,276,924 | — | ||||
Italy | 987,086 | — | 987,086 | — | ||||
Japan | 2,301,192 | — | 2,301,192 | — | ||||
Mexico | 255,813 | 255,813 | — | — | ||||
Netherlands | 387,323 | — | 387,323 | — | ||||
South Africa | 539,947 | — | 539,947 | — | ||||
South Korea | 853,423 | — | 853,423 | — | ||||
Spain | 441,941 | — | 441,941 | — | ||||
Switzerland | 943,899 | — | 943,899 | — | ||||
Taiwan | 379,462 | — | 379,462 | — | ||||
United Kingdom | 6,255,033 | — | 6,255,033 | — | ||||
United States | 2,017,170 | — | 2,017,170 | — | ||||
Preferred Stocks | 1,169,624 | 429,410 | 740,214 | — | ||||
Short-Term Investments | 381,526 | 381,526 | — | — | ||||
Total | $ 25,244,163 | $ 1,066,749 | $ 24,177,414 | $ — |
(1) | For the period ended January 31, 2024, there were no transfers in and out of Level 3. |
30 |
31 |
32 |
33 |
34 |
35 |
Foreign Currency Contracts Outstanding at January 31, 2024 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
27,477,440 | GBP | 34,776,093 | USD | JPM | 03/13/2024 | $ 57,996 | ||||
6,869,360 | GBP | 8,692,969 | USD | UBS | 03/13/2024 | 15,553 | ||||
80,098,611 | USD | 62,891,300 | GBP | UBS | 03/13/2024 | 369,163 | ||||
Total foreign currency contracts | $ 442,712 |
36 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 103,397,305 | $ — | $ 103,397,305 | $ — | ||||
Austria | 17,740,802 | 638,188 | 17,102,614 | — | ||||
Belgium | 17,938,865 | 2,892,284 | 15,046,581 | — | ||||
Brazil | 16,348,646 | 16,348,646 | — | — | ||||
Canada | 104,030,801 | 104,030,801 | — | — | ||||
China | 127,570,316 | 20,368,542 | 107,201,774 | — | ||||
Czech Republic | 6,786,290 | 5,695,107 | 1,091,183 | — | ||||
Denmark | 19,313,601 | — | 19,313,601 | — | ||||
Egypt | 1,508,316 | — | 1,508,316 | — | ||||
Finland | 7,827,036 | 691,772 | 7,135,264 | — | ||||
France | 150,524,815 | — | 150,524,815 | — | ||||
Georgia | 2,474,867 | 2,474,867 | — | — | ||||
Germany | 65,498,287 | — | 65,498,287 | — | ||||
Greece | 31,992,887 | 18,739,223 | 13,253,664 | — | ||||
Hong Kong | 9,957,159 | — | 9,957,159 | — | ||||
Hungary | 14,957,787 | 14,957,787 | — | — | ||||
India | 59,014,256 | — | 59,014,256 | — | ||||
Indonesia | 29,872,183 | — | 29,872,183 | — | ||||
Ireland | 8,171,692 | 94,689 | 8,077,003 | — | ||||
Israel | 55 | 55 | — | — | ||||
Italy | 92,896,292 | 4,605,058 | 88,291,234 | — | ||||
Japan | 310,080,093 | 1,312,085 | 308,768,008 | — | ||||
Malaysia | 22,992,417 | 833,564 | 22,158,853 | — | ||||
Mexico | 23,032,853 | 23,032,852 | 1 | — | ||||
Netherlands | 57,514,989 | — | 57,514,989 | — | ||||
Nigeria | 3,069,079 | — | 3,069,079 | — | ||||
Norway | 30,422,160 | 1,538,952 | 28,883,208 | — | ||||
Philippines | 3,184,180 | — | 3,184,180 | — | ||||
Poland | 7,963,122 | — | 7,963,122 | — | ||||
Portugal | 11,251,198 | — | 11,251,198 | — | ||||
Romania | 1,154,084 | 1,154,084 | — | — | ||||
Russia | — | — | — | — | ||||
Singapore | 48,711,454 | 1,706,687 | 47,004,767 | — | ||||
South Africa | 7,879,660 | 7,879,660 | — | — | ||||
South Korea | 96,786,107 | — | 96,786,107 | — | ||||
Spain | 75,339,147 | — | 75,339,147 | — | ||||
Sweden | 41,647,730 | — | 41,647,730 | — | ||||
Switzerland | 23,888,223 | — | 23,888,223 | — | ||||
Taiwan | 148,007,105 | — | 148,007,105 | — | ||||
Thailand | 22,085,904 | — | 22,085,904 | — | ||||
United Kingdom | 271,202,380 | 35,116,173 | 236,086,207 | — | ||||
United States | 78,876,287 | — | 78,876,287 | — | ||||
Preferred Stocks | 10,554,659 | 8,431,598 | 2,123,061 | — | ||||
Short-Term Investments | 495,899 | 495,899 | — | — | ||||
Foreign Currency Contracts(2) | 442,712 | — | 442,712 | — | ||||
Total | $ 2,184,403,700 | $ 273,038,573 | $ 1,911,365,127 | $ — |
(1) | For the period ended January 31, 2024, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
37 |
38 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 119,959,667 | $ — | $ 119,959,667 | $ — | ||||
Austria | 105,020,660 | — | 105,020,660 | — | ||||
Brazil | 180,646,277 | 180,646,277 | — | — | ||||
China | 132,768,677 | — | 132,768,677 | — | ||||
Denmark | 309,383,958 | — | 309,383,958 | — | ||||
France | 268,044,739 | — | 268,044,739 | — | ||||
Germany | 443,519,098 | — | 443,519,098 | — | ||||
Hong Kong | 62,571,500 | — | 62,571,500 | — | ||||
India | 59,696,499 | — | 59,696,499 | — | ||||
Indonesia | 74,196,988 | — | 74,196,988 | — | ||||
Italy | 88,902,271 | — | 88,902,271 | — | ||||
Japan | 747,595,007 | — | 747,595,007 | — | ||||
Netherlands | 361,080,628 | — | 361,080,628 | — | ||||
South Korea | 174,749,797 | — | 174,749,797 | — | ||||
Spain | 102,290,517 | 1,738,814 | 100,551,703 | — | ||||
Sweden | 93,205,313 | — | 93,205,313 | — | ||||
Switzerland | 214,424,761 | — | 214,424,761 | — | ||||
Taiwan | 160,848,583 | — | 160,848,583 | — | ||||
United Kingdom | 760,393,204 | — | 760,393,204 | — | ||||
United States | 894,240,683 | 327,300,982 | 566,939,701 | — | ||||
Preferred Stocks | 86,162,387 | — | 86,162,387 | — | ||||
Short-Term Investments | 239,146,992 | 239,146,992 | — | — | ||||
Total | $ 5,678,848,206 | $ 748,833,065 | $ 4,930,015,141 | $ — |
(1) | For the period ended January 31, 2024, there were no transfers in and out of Level 3. |
39 |
40 |
41 |
42 |
Futures Contracts Outstanding at January 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 2-Year Note Future | 22 | 03/28/2024 | $ 4,524,437 | $ 38,458 | ||||
U.S. Treasury 5-Year Note Future | 11 | 03/28/2024 | 1,192,297 | 729 | ||||
U.S. Treasury 10-Year Note Future | 113 | 03/19/2024 | 12,693,078 | 252,377 | ||||
U.S. Treasury Ultra Bond Future | 6 | 03/19/2024 | 775,313 | 41,893 | ||||
Total | $ 333,457 | |||||||
Short position contracts: | ||||||||
U.S. Treasury 10-Year Ultra Future | 35 | 03/19/2024 | $ (4,090,625) | $ (134,326) | ||||
Total futures contracts | $ 199,131 |
43 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 2,884,855 | $ — | $ 2,884,855 | $ — | ||||
Corporate Bonds | 36,140,636 | — | 36,140,636 | — | ||||
Municipal Bonds | 1,844,871 | — | 1,844,871 | — | ||||
U.S. Government Agencies | 13,518,018 | — | 13,518,018 | — | ||||
U.S. Government Securities | 38,849,729 | — | 38,849,729 | — | ||||
Short-Term Investments | 1,846,563 | 618,090 | 1,228,473 | — | ||||
Futures Contracts(2) | 333,457 | 333,457 | — | — | ||||
Total | $ 95,418,129 | $ 951,547 | $ 94,466,582 | $ — | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (134,326) | $ (134,326) | $ — | $ — | ||||
Total | $ (134,326) | $ (134,326) | $ — | $ — |
(1) | For the period ended January 31, 2024, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
44 |
45 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 29,944 | $ — | $ 29,944 | $ — | ||||
Belgium | 6,795 | — | 6,795 | — | ||||
China | 67,176 | — | 67,176 | — | ||||
Denmark | 30,062 | — | 30,062 | — | ||||
Finland | 39,560 | — | 39,560 | — | ||||
Germany | 96,449 | — | 96,449 | — | ||||
Hong Kong | 9,995 | — | 9,995 | — | ||||
India | 60,265 | 20,171 | 40,094 | — | ||||
Indonesia | 13,936 | — | 13,936 | — | ||||
Ireland | 21,583 | — | 21,583 | — | ||||
Italy | 12,313 | — | 12,313 | — | ||||
Japan | 233,737 | — | 233,737 | — | ||||
Netherlands | 34,968 | — | 34,968 | — | ||||
Philippines | 14,080 | — | 14,080 | — | ||||
Portugal | 13,350 | — | 13,350 | — | ||||
Singapore | 18,652 | — | 18,652 | — | ||||
South Korea | 20,217 | — | 20,217 | — | ||||
Spain | 5,099 | — | 5,099 | — | ||||
Sweden | 74,530 | — | 74,530 | — | ||||
Switzerland | 8,356 | — | 8,356 | — | ||||
Taiwan | 54,362 | 19,768 | 34,594 | — | ||||
Thailand | 15,720 | — | 15,720 | — | ||||
United Kingdom | 128,090 | — | 128,090 | — | ||||
United States | 95,822 | — | 95,822 | — | ||||
Short-Term Investments | 18,977 | 18,977 | — | — | ||||
Total | $ 1,124,038 | $ 58,916 | $ 1,065,122 | $ — |
(1) | For the period ended January 31, 2024, there were no transfers in and out of Level 3. |
46 |
47 |
48 |
49 |
50 |
51 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Corporate Bonds | $ 31,299,097 | $ — | $ 31,299,097 | $ — | ||||
Municipal Bonds | 943,468,804 | — | 943,468,804 | — | ||||
U.S. Government Securities | 79,470,485 | — | 79,470,485 | — | ||||
Short-Term Investments | 104,555,320 | 12,533,389 | 92,021,931 | — | ||||
Total | $ 1,158,793,706 | $ 12,533,389 | $ 1,146,260,317 | $ — |
(1) | For the period ended January 31, 2024, there were no transfers in and out of Level 3. |
52 |
53 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 18,798,361 | $ 18,798,361 | $ — | $ — | ||||
Capital Goods | 124,466,644 | 124,466,644 | — | — | ||||
Commercial & Professional Services | 69,198,403 | 69,198,403 | — | — | ||||
Consumer Discretionary Distribution & Retail | 25,077,708 | 25,077,708 | — | — | ||||
Consumer Durables & Apparel | 10,290,837 | 10,290,837 | — | — | ||||
Consumer Services | 42,009,267 | 42,009,267 | — | — | ||||
Energy | 28,583,616 | 28,583,616 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 38,567,822 | 38,567,822 | — | — | ||||
Financial Services | 23,898,108 | 23,898,108 | — | — | ||||
Food, Beverage & Tobacco | 13,111,754 | 13,111,754 | — | — | ||||
Health Care Equipment & Services | 66,177,411 | 66,177,411 | — | — | ||||
Insurance | 73,131,322 | 73,131,322 | — | — | ||||
Materials | 32,522,474 | 32,522,474 | — | — | ||||
Media & Entertainment | 44,958,236 | 44,958,236 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 26,148,679 | 26,148,679 | — | — | ||||
Semiconductors & Semiconductor Equipment | 56,527,541 | 56,527,541 | — | — | ||||
Software & Services | 67,513,683 | 67,513,683 | — | — | ||||
Technology Hardware & Equipment | 77,189,634 | 77,189,634 | — | — | ||||
Utilities | 41,011,456 | 41,011,456 | — | — | ||||
Short-Term Investments | 27,888,706 | 27,888,706 | — | — | ||||
Total | $ 907,071,662 | $ 907,071,662 | $ — | $ — |
(1) | For the period ended January 31, 2024, there were no transfers in and out of Level 3. |
54 |
55 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 2,264,543 | $ 2,264,543 | $ — | $ — | ||||
Banks | 18,105,818 | 18,105,818 | — | — | ||||
Capital Goods | 38,886,660 | 38,886,660 | — | — | ||||
Commercial & Professional Services | 19,405,350 | 19,405,350 | — | — | ||||
Consumer Discretionary Distribution & Retail | 8,114,750 | 8,114,750 | — | — | ||||
Consumer Durables & Apparel | 12,500,031 | 12,500,031 | — | — | ||||
Consumer Staples Distribution & Retail | 4,256,593 | 4,256,593 | — | — | ||||
Energy | 9,153,016 | 9,153,016 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 8,643,292 | 8,643,292 | — | — | ||||
Financial Services | 12,178,150 | 12,178,150 | — | — | ||||
Food, Beverage & Tobacco | 4,965,797 | 4,965,797 | — | — | ||||
Health Care Equipment & Services | 24,991,409 | 24,991,409 | — | — | ||||
Insurance | 13,955,806 | 13,955,806 | — | — | ||||
Materials | 21,507,234 | 21,507,234 | — | — | ||||
Media & Entertainment | 6,582,790 | 6,582,790 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 9,704,923 | 9,704,923 | — | — | ||||
Semiconductors & Semiconductor Equipment | 8,311,592 | 8,311,592 | — | — | ||||
Software & Services | 21,934,131 | 21,934,131 | — | — | ||||
Technology Hardware & Equipment | 15,451,276 | 15,451,276 | — | — | ||||
Transportation | 381,504 | 381,504 | — | — | ||||
Utilities | 7,171,463 | 7,171,463 | — | — | ||||
Short-Term Investments | 6,315,012 | 6,315,012 | — | — | ||||
Total | $ 274,781,140 | $ 274,781,140 | $ — | $ — |
(1) | For the period ended January 31, 2024, there were no transfers in and out of Level 3. |
56 |
57 |