1 |
2 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Capital Goods | $ 166,262,331 | $ 166,262,331 | $ — | $ — | ||||
Consumer Discretionary Distribution & Retail | 326,814,311 | 318,756,869 | — | 8,057,442 | ||||
Consumer Durables & Apparel | 67,406,163 | 67,406,163 | — | — | ||||
Consumer Services | 161,559,719 | 161,559,719 | — | — | ||||
Energy | 39,028,956 | 39,028,956 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 27,757,029 | 27,757,029 | — | — | ||||
Financial Services | 238,198,720 | 238,198,720 | — | — | ||||
Health Care Equipment & Services | 187,417,830 | 187,417,830 | — | — | ||||
Household & Personal Products | 51,098,867 | 51,098,867 | — | — | ||||
Media & Entertainment | 863,895,981 | 863,895,981 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 409,618,711 | 409,618,711 | — | — | ||||
Semiconductors & Semiconductor Equipment | 1,096,441,642 | 1,096,441,642 | — | — | ||||
Software & Services | 364,879,262 | 364,681,500 | — | 197,762 | ||||
Technology Hardware & Equipment | 967,062,060 | 967,062,060 | — | — | ||||
Telecommunication Services | 56,152,812 | 56,152,812 | — | — | ||||
Transportation | 98,873,964 | 98,873,964 | — | — | ||||
Convertible Preferred Stocks | 6,066,715 | — | — | 6,066,715 | ||||
Exchange-Traded Funds | 85,829,846 | 85,829,846 | — | — | ||||
Preferred Stocks | 11,167,447 | — | — | 11,167,447 | ||||
Short-Term Investments | 48,717,032 | 42,104,566 | 6,612,466 | — | ||||
Total | $ 5,274,249,398 | $ 5,242,147,566 | $ 6,612,466 | $ 25,489,366 |
(1) | For the period ended July 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 | $ 10,453,050 | $ 10,453,050 | $ — | $ — | ||||
Banks | 6,074,287 | 6,074,287 | — | — | ||||
Capital Goods | 56,395,390 | 56,395,390 | — | — | ||||
Commercial & Professional Services | 21,100,787 | 21,100,787 | — | — | ||||
Consumer Discretionary Distribution & Retail | 9,459,310 | 9,459,310 | — | — | ||||
Consumer Durables & Apparel | 18,862,174 | 18,862,174 | — | — | ||||
Consumer Services | 4,440,047 | 4,440,047 | — | — | ||||
Energy | 14,636,983 | 14,636,983 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 8,537,469 | 8,537,469 | — | — | ||||
Financial Services | 19,607,014 | 19,607,014 | — | — | ||||
Food, Beverage & Tobacco | 3,683,251 | 3,683,251 | — | — | ||||
Health Care Equipment & Services | 36,643,051 | 36,643,051 | — | — | ||||
Household & Personal Products | 7,612,423 | 7,612,423 | — | — | ||||
Insurance | 2,575,412 | 2,575,412 | — | — | ||||
Materials | 19,066,003 | 19,066,003 | — | — | ||||
Media & Entertainment | 2,194,191 | 2,194,191 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 57,287,706 | 57,287,706 | — | — | ||||
Semiconductors & Semiconductor Equipment | 15,996,504 | 15,996,504 | — | — | ||||
Software & Services | 42,015,539 | 42,015,539 | — | — | ||||
Technology Hardware & Equipment | 15,111,062 | 15,111,062 | — | — | ||||
Transportation | 2,019,462 | 2,019,462 | — | — | ||||
Exchange-Traded Funds | 1,925,249 | 1,925,249 | — | — | ||||
Short-Term Investments | 3,235,547 | 2,991,417 | 244,130 | — | ||||
Total | $ 378,931,911 | $ 378,687,781 | $ 244,130 | $ — |
(1) | For the period ended July 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 | $ 815,378 | $ 131,411 | $ 683,967 | $ — | ||||
Banks | 927,259 | — | 927,259 | — | ||||
Capital Goods | 3,004,857 | 97,560 | 2,907,297 | — | ||||
Consumer Durables & Apparel | 490,196 | — | 490,196 | — | ||||
Consumer Staples Distribution & Retail | 123,739 | — | 123,739 | — | ||||
Energy | 320,743 | — | 320,743 | — | ||||
Financial Services | 282,552 | — | 282,552 | — | ||||
Food, Beverage & Tobacco | 795,953 | — | 795,953 | — | ||||
Health Care Equipment & Services | 828,142 | — | 828,142 | — | ||||
Household & Personal Products | 26,646 | — | 26,646 | — | ||||
Insurance | 840,203 | — | 840,203 | — | ||||
Materials | 2,401,114 | — | 2,401,114 | — | ||||
Media & Entertainment | 346,313 | — | 346,313 | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 417,823 | — | 417,823 | — | ||||
Real Estate Management & Development | 160,486 | — | 160,486 | — | ||||
Semiconductors & Semiconductor Equipment | 248,601 | — | 248,601 | — | ||||
Software & Services | 667,757 | — | 667,757 | — | ||||
Technology Hardware & Equipment | 1,176,181 | — | 1,176,181 | — | ||||
Warrants | 439,985 | — | 439,985 | — | ||||
Total | $ 14,313,928 | $ 228,971 | $ 14,084,957 | $ — |
(1) | For the period ended July 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 | $ 1,558,234 | $ 1,558,234 | $ — | $ — | ||||
China | 13,673,637 | 1,375,929 | 12,297,708 | — | ||||
Greece | 1,090,330 | 682,145 | 408,185 | — | ||||
Hong Kong | 505,678 | — | 505,678 | — | ||||
Hungary | 664,445 | 401,371 | 263,074 | — | ||||
India | 11,467,353 | 257,391 | 11,209,962 | — | ||||
Indonesia | 1,351,303 | 287,277 | 1,064,026 | — | ||||
Malaysia | 1,257,790 | 148,904 | 1,108,886 | — | ||||
Mexico | 1,801,330 | 1,801,330 | — | — | ||||
Philippines | 569,719 | 254,244 | 315,475 | — | ||||
Poland | 803,716 | — | 803,716 | — | ||||
Qatar | 133,844 | — | 133,844 | — | ||||
Romania | 330,874 | 238,387 | 92,487 | — | ||||
Russia | — | — | — | — | ||||
Saudi Arabia | 1,755,420 | — | 1,755,420 | — | ||||
South Africa | 1,693,107 | 260,171 | 1,432,936 | — | ||||
South Korea | 8,515,685 | — | 8,515,685 | — | ||||
Taiwan | 10,484,515 | — | 10,484,515 | — | ||||
Thailand | 929,179 | 28,442 | 900,737 | — | ||||
United Arab Emirates | 745,394 | 686,115 | 59,279 | — | ||||
Preferred Stocks | 1,410,688 | 1,410,688 | — | — | ||||
Total | $ 60,742,241 | $ 9,390,628 | $ 51,351,613 | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
12 |
13 |
14 |
15 |
16 |
17 |
18 |
Futures Contracts Outstanding at July 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
E-Mini Financial Select Sector Future | 17 | 09/20/2024 | $ 2,307,113 | $ 6,423 | ||||
MSCI Emerging Markets Index Future | 14 | 09/20/2024 | 767,550 | 6,772 | ||||
S&P 500 (E-Mini) Future | 13 | 09/20/2024 | 3,612,700 | 42,413 | ||||
U.S. Treasury 5-Year Note Future | 61 | 09/30/2024 | 6,581,328 | 55,659 | ||||
U.S. Treasury 10-Year Ultra Future | 84 | 09/19/2024 | 9,708,562 | 292,564 | ||||
Total | $ 403,831 | |||||||
Short position contracts: | ||||||||
Euro STOXX 50 Future | (14) | 09/20/2024 | $ (742,120) | $ 19,678 | ||||
Total futures contracts | $ 423,509 |
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2024 | |||||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value† | Unrealized Appreciation/ (Depreciation) | |||||||||
Credit default swaps on indices: | |||||||||||||||||
Buy protection: | |||||||||||||||||
CDX.NA.IG.S42 | USD | 2,157,454 | (1.00%) | 06/20/2029 | Quarterly | $ — | $ (46,852) | $ (48,981) | $ (2,129) | ||||||||
Total centrally cleared credit default swap contracts | $ — | $ (46,852) | $ (48,981) | $ (2,129) |
(1) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
Foreign Currency Contracts Outstanding at July 31, 2024 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
3,414,000 | AUD | 2,287,000 | USD | BCLY | 08/28/2024 | $ (52,656) | ||||
12,586,000 | BRL | 2,267,682 | USD | BCLY | 08/02/2024 | (43,005) | ||||
4,181,000 | BRL | 739,961 | USD | BCLY | 09/04/2024 | (3,423) | ||||
7,430,000 | MXN | 412,365 | USD | BCLY | 08/28/2024 | (15,405) | ||||
334,977 | USD | 500,000 | AUD | BCLY | 08/28/2024 | 7,744 | ||||
2,235,548 | USD | 12,586,000 | BRL | BCLY | 08/02/2024 | 10,871 | ||||
771,151 | USD | 1,056,000 | CAD | BCLY | 08/28/2024 | 5,635 | ||||
702,761 | USD | 622,000 | CHF | GSC | 08/28/2024 | (8,318) | ||||
124,583 | USD | 852,000 | DKK | GSC | 08/28/2024 | 814 | ||||
2,455,994 | USD | 2,254,000 | EUR | UBS | 08/28/2024 | 13,218 | ||||
1,030,279 | USD | 797,000 | GBP | BCLY | 08/28/2024 | 5,398 | ||||
833,923 | USD | 6,507,000 | HKD | BCLY | 08/28/2024 | 318 | ||||
1,494,822 | USD | 233,942,000 | JPY | MSC | 08/28/2024 | (73,743) | ||||
51,217 | USD | 544,000 | SEK | BCLY | 08/28/2024 | 342 | ||||
Total foreign currency contracts | $ (152,210) |
Foreign Cross Currency Contracts Outstanding at July 31, 2024 | ||||||||||
Contract Amount | Counterparty | Delivery Date | Contract Amount | Unrealized Appreciation/ Depreciation | ||||||
GBP | 1,931,269 | BCLY | 08/28/2024 | CHF | 1,961,757 | $ (30,489) | ||||
GBP | 1,918,954 | UBS | 08/28/2024 | EUR | 1,917,157 | 1,798 | ||||
Total foreign cross currency contracts | $ (28,691) |
19 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
U.S. Government Agencies | $ 4,870,931 | $ — | $ 4,870,931 | $ — | ||||
Common Stocks | ||||||||
Australia | 504,853 | — | 504,853 | — | ||||
Belgium | 98,967 | — | 98,967 | — | ||||
Brazil | 233,840 | 207,234 | 26,606 | — | ||||
Canada | 779,359 | 779,359 | — | — | ||||
China | 813,858 | 107,791 | 706,067 | — | ||||
Denmark | 293,131 | — | 293,131 | — | ||||
Finland | 38,401 | — | 38,401 | — | ||||
France | 788,745 | — | 788,745 | — | ||||
Germany | 580,254 | — | 580,254 | — | ||||
Greece | 27,164 | 27,164 | — | — | ||||
Hong Kong | 179,793 | — | 179,793 | — | ||||
India | 508,410 | 508,410 | — | — | ||||
Indonesia | 66,312 | 66,312 | — | — | ||||
Ireland | 105,137 | 105,137 | — | — | ||||
Italy | 177,124 | — | 177,124 | — | ||||
Japan | 1,777,504 | — | 1,777,504 | — | ||||
Malaysia | 68,838 | — | 68,838 | — | ||||
Mexico | 86,973 | 86,973 | — | — | ||||
Netherlands | 245,618 | — | 245,618 | — | ||||
Norway | 23,193 | — | 23,193 | — | ||||
Philippines | 33,665 | — | 33,665 | — | ||||
Singapore | 108,734 | — | 108,734 | — | ||||
South Africa | 125,212 | 33,275 | 91,937 | — | ||||
South Korea | 404,434 | 387,613 | 16,821 | — | ||||
Spain | 155,516 | — | 155,516 | — | ||||
Sweden | 177,933 | — | 177,933 | — | ||||
Switzerland | 573,252 | — | 573,252 | — | ||||
Taiwan | 623,891 | 556,237 | 67,654 | — | ||||
Thailand | 25,231 | — | 25,231 | — | ||||
United Kingdom | 742,287 | — | 742,287 | — | ||||
United States | 28,787,468 | 28,047,742 | 739,726 | — | ||||
Exchange-Traded Funds | 14,974,089 | 14,974,089 | — | — | ||||
Preferred Stocks | 65,799 | 65,799 | — | — | ||||
Short-Term Investments | 15,282,224 | — | 15,282,224 | — | ||||
Foreign Currency Contracts(2) | 46,138 | — | 46,138 | — | ||||
Futures Contracts(2) | 423,509 | 423,509 | — | — | ||||
Total | $ 74,817,787 | $ 46,376,644 | $ 28,441,143 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (227,039) | $ — | $ (227,039) | $ — | ||||
Swaps - Credit Default(2) | (2,129) | — | (2,129) | — | ||||
Total | $ (229,168) | $ — | $ (229,168) | $ — |
(1) | For the period ended July 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 | $ 519,927,084 | $ 519,927,084 | $ — | $ — | ||||
Chile | 53,891,762 | 28,876,693 | 25,015,069 | — | ||||
China | 1,414,603,314 | 196,756,873 | 1,217,846,441 | — | ||||
Greece | 82,617,648 | 29,616,916 | 53,000,732 | — | ||||
Hong Kong | 56,416,483 | — | 56,416,483 | — | ||||
Hungary | 33,101,380 | — | 33,101,380 | — | ||||
India | 1,028,054,693 | 24,573,084 | 1,003,481,609 | — | ||||
Indonesia | 98,993,928 | 52,893,817 | 46,100,111 | — | ||||
Malaysia | 32,820,559 | — | 32,820,559 | — | ||||
Mexico | 162,028,964 | 162,028,964 | — | — | ||||
Peru | 53,321,929 | 53,321,929 | — | — | ||||
Poland | 149,598,762 | — | 149,598,762 | — | ||||
Qatar | 23,712,425 | — | 23,712,425 | — | ||||
Russia | — | — | — | — | ||||
Saudi Arabia | 69,193,485 | — | 69,193,485 | — | ||||
South Africa | 199,765,837 | 105,499,558 | 94,266,279 | — | ||||
South Korea | 774,132,405 | — | 774,132,405 | — | ||||
Taiwan | 1,301,851,760 | — | 1,301,851,760 | — | ||||
Turkey | 13,419,480 | 13,419,480 | — | — | ||||
United Arab Emirates | 42,097,589 | 42,097,589 | — | — | ||||
United States | 30,663,126 | 30,663,126 | — | — | ||||
Short-Term Investments | 15,946,681 | 15,946,681 | — | — | ||||
Total | $ 6,156,159,294 | $ 1,275,621,794 | $ 4,880,537,500 | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
23 |
24 |
25 |
26 |
Futures Contracts Outstanding at July 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 10-Year Note Future | 7 | 09/19/2024 | $ 782,688 | $ 4,080 | ||||
U.S. Treasury Ultra Bond Future | 4 | 09/19/2024 | 511,875 | 8,679 | ||||
Total futures contracts | $ 12,759 |
Foreign Currency Contracts Outstanding at July 31, 2024 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
1,240,000 | BRL | 241,820 | USD | UBS | 08/12/2024 | $ (22,878) | ||||
610,000 | BRL | 112,383 | USD | CBK | 10/15/2024 | (5,431) | ||||
27,490,000 | CLP | 29,335 | USD | UBS | 08/07/2024 | (151) | ||||
112,380,000 | CLP | 121,361 | USD | UBS | 08/09/2024 | (2,056) | ||||
148,940,000 | CLP | 161,321 | USD | CBK | 10/15/2024 | (3,292) | ||||
2,680,000 | CNY | 377,066 | USD | CBK | 08/30/2024 | (4,864) | ||||
3,220,000 | CNY | 452,788 | USD | CBK | 11/04/2024 | (2,128) | ||||
1,130,000 | CZK | 48,624 | USD | JPM | 08/12/2024 | (496) | ||||
840,000 | CZK | 36,895 | USD | BOA | 08/12/2024 | (1,119) | ||||
3,740,000 | CZK | 161,130 | USD | UBS | 10/15/2024 | (1,500) |
27 |
Foreign Currency Contracts Outstanding at July 31, 2024 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
6,950,000 | EGP | 125,169 | USD | UBS | 03/13/2025 | $ 7,100 | ||||
320,000 | EUR | 344,933 | USD | UBS | 09/12/2024 | 2,091 | ||||
25,520,000 | HUF | 70,367 | USD | SSG | 08/12/2024 | (305) | ||||
6,290,000 | HUF | 17,642 | USD | BOA | 08/12/2024 | (373) | ||||
4,580,000 | HUF | 12,516 | USD | JPM | 10/15/2024 | 35 | ||||
23,350,000 | HUF | 64,516 | USD | MSC | 10/15/2024 | (526) | ||||
1,618,510,000 | IDR | 99,216 | USD | JPM | 11/04/2024 | (21) | ||||
681,000 | MXN | 39,957 | USD | JPM | 08/12/2024 | (3,475) | ||||
2,250,000 | MXN | 130,915 | USD | SSG | 08/12/2024 | (10,383) | ||||
1,360,000 | MXN | 75,454 | USD | MSC | 10/15/2024 | (3,333) | ||||
2,900,000 | MXN | 160,974 | USD | SSG | 10/15/2024 | (7,186) | ||||
740,000 | MYR | 158,230 | USD | MSC | 08/30/2024 | 3,191 | ||||
970,000 | MYR | 212,626 | USD | MSC | 11/04/2024 | (100) | ||||
181,690,000 | NGN | 119,063 | USD | CBK | 09/24/2024 | (10,604) | ||||
120,000 | PLN | 30,530 | USD | JPM | 08/16/2024 | (261) | ||||
830,000 | PLN | 212,283 | USD | SSG | 10/15/2024 | (3,099) | ||||
110,000 | RON | 23,977 | USD | UBS | 08/16/2024 | (55) | ||||
450,000 | RON | 98,458 | USD | UBS | 10/15/2024 | (651) | ||||
11,480,000 | THB | 324,890 | USD | CBK | 11/04/2024 | (363) | ||||
811,000 | TRY | 21,508 | USD | UBS | 09/30/2024 | 1,382 | ||||
126,028 | USD | 686,600 | BRL | CBK | 08/12/2024 | 4,798 | ||||
102,438 | USD | 553,400 | BRL | UBS | 08/12/2024 | 4,726 | ||||
106,296 | USD | 610,000 | BRL | MSC | 10/15/2024 | (656) | ||||
30,345 | USD | 27,490,000 | CLP | CBK | 08/07/2024 | 1,161 | ||||
124,047 | USD | 112,380,000 | CLP | CBK | 08/09/2024 | 4,742 | ||||
86,055 | USD | 1,970,000 | CZK | JPM | 08/12/2024 | 2,152 | ||||
134,638 | USD | 6,950,000 | EGP | UBS | 03/13/2025 | 2,369 | ||||
345,191 | USD | 320,000 | EUR | CBK | 09/12/2024 | (1,834) | ||||
12,319 | USD | 4,500,000 | HUF | JPM | 08/12/2024 | (35) | ||||
74,091 | USD | 27,310,000 | HUF | SSG | 08/12/2024 | (885) | ||||
156,911 | USD | 2,931,000 | MXN | JPM | 08/12/2024 | (103) | ||||
227,184 | USD | 4,260,000 | MXN | SSG | 10/15/2024 | 1,275 | ||||
114,270 | USD | 181,690,000 | NGN | CBK | 09/24/2024 | 5,812 | ||||
29,834 | USD | 120,000 | PLN | SSG | 08/16/2024 | (436) | ||||
23,786 | USD | 110,000 | RON | MSC | 08/16/2024 | (137) | ||||
19,956 | USD | 811,000 | TRY | UBS | 09/30/2024 | (2,934) | ||||
Total foreign currency contracts | $ (50,836) |
28 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Corporate Bonds | $ 10,263,981 | $ — | $ 10,263,981 | $ — | ||||
Foreign Government Obligations | 13,363,101 | — | 13,363,101 | — | ||||
Short-Term Investments | 689,968 | 591,071 | 98,897 | — | ||||
Foreign Currency Contracts(2) | 40,834 | — | 40,834 | — | ||||
Futures Contracts(2) | 12,759 | 12,759 | — | — | ||||
Total | $ 24,370,643 | $ 603,830 | $ 23,766,813 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (91,670) | $ — | $ (91,670) | $ — | ||||
Total | $ (91,670) | $ — | $ (91,670) | $ — |
(1) | For the period ended July 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. |
29 |
30 |
Foreign Currency Contracts Outstanding at July 31, 2024 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
569,871,000 | JPY | 3,638,977 | USD | UBS | 08/28/2024 | $ 181,971 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 489,112 | $ — | $ 489,112 | $ — | ||||
Austria | 412,460 | — | 412,460 | — | ||||
Belgium | 508,062 | — | 508,062 | — | ||||
China | 1,094,534 | — | 1,094,534 | — | ||||
France | 2,723,283 | — | 2,723,283 | — | ||||
Germany | 2,867,411 | — | 2,867,411 | — | ||||
Italy | 996,075 | — | 996,075 | — | ||||
Japan | 3,711,942 | — | 3,711,942 | — | ||||
Mexico | 263,048 | 263,048 | — | — | ||||
Netherlands | 321,555 | — | 321,555 | — | ||||
South Africa | 787,163 | — | 787,163 | — | ||||
South Korea | 1,624,179 | — | 1,624,179 | — | ||||
Spain | 489,261 | — | 489,261 | — | ||||
Switzerland | 1,258,405 | — | 1,258,405 | — | ||||
Taiwan | 423,309 | — | 423,309 | — | ||||
United Kingdom | 8,374,841 | — | 8,374,841 | — | ||||
United States | 3,267,853 | — | 3,267,853 | — | ||||
Preferred Stocks | 1,172,494 | 225,718 | 946,776 | — | ||||
Foreign Currency Contracts(2) | 181,971 | — | 181,971 | — | ||||
Total | $ 30,966,958 | $ 488,766 | $ 30,478,192 | $ — |
(1) | For the period ended July 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. |
31 |
32 |
33 |
34 |
35 |
36 |
Futures Contracts Outstanding at July 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI EAFE Index Future | 41 | 09/20/2024 | $ 4,898,885 | $ 40,861 | ||||
Total futures contracts | $ 40,861 |
Foreign Currency Contracts Outstanding at July 31, 2024 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
24,257,300 | EUR | 26,396,248 | USD | JPM | 09/11/2024 | $ (91,550) | ||||
15,198,000 | GBP | 19,636,781 | USD | CBK | 09/11/2024 | (91,378) | ||||
57,170,385 | USD | 52,211,800 | EUR | JPM | 09/11/2024 | 551,733 | ||||
18,995,364 | USD | 17,363,300 | EUR | UBS | 09/11/2024 | 166,542 | ||||
19,816,008 | USD | 15,198,000 | GBP | JPM | 09/11/2024 | 270,605 | ||||
Total foreign currency contracts | $ 805,952 |
37 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 100,932,874 | $ 315,544 | $ 100,617,330 | $ — | ||||
Austria | 13,102,829 | 669,199 | 12,433,630 | — | ||||
Belgium | 10,379,015 | — | 10,379,015 | — | ||||
Brazil | 16,082,644 | 16,082,644 | — | — | ||||
Burkina Faso | 2,374,746 | — | 2,374,746 | — | ||||
Canada | 107,548,428 | 107,548,428 | — | — | ||||
China | 122,964,526 | 11,936,974 | 111,027,552 | — | ||||
Denmark | 12,528,155 | 1,036,026 | 11,492,129 | — | ||||
Egypt | 1,994,543 | — | 1,994,543 | — | ||||
Finland | 20,182,598 | — | 20,182,598 | — | ||||
France | 130,860,670 | — | 130,860,670 | — | ||||
Germany | 98,366,989 | — | 98,366,989 | — | ||||
Greece | 28,312,909 | 17,611,205 | 10,701,704 | — | ||||
Guatemala | 355,023 | — | 355,023 | — | ||||
Hong Kong | 6,781,591 | — | 6,781,591 | — | ||||
Hungary | 14,889,062 | 8,405,716 | 6,483,346 | — | ||||
India | 40,799,345 | — | 40,799,345 | — | ||||
Indonesia | 8,345,564 | — | 8,345,564 | — | ||||
Ireland | 6,525,347 | — | 6,525,347 | — | ||||
Italy | 100,987,716 | — | 100,987,716 | — | ||||
Japan | 328,167,357 | — | 328,167,357 | — | ||||
Macau | 904,030 | — | 904,030 | — | ||||
Malaysia | 15,601,408 | 904,971 | 14,696,437 | — | ||||
Mexico | 32,850,574 | 32,850,574 | — | — | ||||
Netherlands | 39,000,380 | — | 39,000,380 | — | ||||
Norway | 31,130,636 | 980,031 | 30,150,605 | — | ||||
Philippines | 6,480,789 | 3,692,103 | 2,788,686 | — | ||||
Poland | 20,450,526 | — | 20,450,526 | — | ||||
Portugal | 1,547,922 | — | 1,547,922 | — | ||||
Romania | 2,075,521 | 2,075,521 | — | — | ||||
Russia | — | — | — | — | ||||
Singapore | 36,686,629 | 2,518,578 | 34,168,051 | — | ||||
South Africa | 22,879,219 | 7,321,503 | 15,557,716 | — | ||||
South Korea | 104,166,109 | — | 104,166,109 | — | ||||
Spain | 84,242,998 | — | 84,242,998 | — | ||||
Sweden | 32,444,606 | — | 32,444,606 | — | ||||
Switzerland | 38,610,034 | — | 38,610,034 | — | ||||
Taiwan | 93,328,210 | — | 93,328,210 | — | ||||
Thailand | 8,342,809 | — | 8,342,809 | — | ||||
United Kingdom | 243,966,096 | 17,318,161 | 226,647,935 | — | ||||
United States | 126,234,801 | 2,144,547 | 124,090,254 | — | ||||
Preferred Stocks | 19,676,126 | 8,155,128 | 11,520,998 | — | ||||
Short-Term Investments | 2,452,120 | 2,452,120 | — | — | ||||
Foreign Currency Contracts(2) | 988,880 | — | 988,880 | — | ||||
Futures Contracts(2) | 40,861 | 40,861 | — | — | ||||
Total | $ 2,136,583,215 | $ 244,059,834 | $ 1,892,523,381 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (182,928) | $ — | $ (182,928) | $ — | ||||
Total | $ (182,928) | $ — | $ (182,928) | $ — |
(1) | For the period ended July 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. |
38 |
39 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 120,287,966 | $ — | $ 120,287,966 | $ — | ||||
Austria | 121,711,699 | — | 121,711,699 | — | ||||
Brazil | 210,325,002 | 210,325,002 | — | — | ||||
China | 269,098,089 | 91,095,340 | 178,002,749 | — | ||||
Denmark | 333,944,921 | — | 333,944,921 | — | ||||
France | 232,324,206 | — | 232,324,206 | — | ||||
Germany | 526,904,684 | — | 526,904,684 | — | ||||
Indonesia | 97,569,972 | 97,569,972 | — | — | ||||
Italy | 111,717,245 | — | 111,717,245 | — | ||||
Japan | 851,612,467 | — | 851,612,467 | — | ||||
Netherlands | 189,737,329 | — | 189,737,329 | — | ||||
Norway | 25,218,241 | — | 25,218,241 | — | ||||
South Korea | 192,571,726 | — | 192,571,726 | — | ||||
Spain | 83,517,682 | — | 83,517,682 | — | ||||
Sweden | 93,142,666 | — | 93,142,666 | — | ||||
Switzerland | 289,531,191 | — | 289,531,191 | — | ||||
Taiwan | 250,114,634 | — | 250,114,634 | — | ||||
United Kingdom | 945,961,914 | — | 945,961,914 | — | ||||
United States | 1,285,728,666 | 385,801,923 | 899,926,743 | — | ||||
Preferred Stocks | 78,006,861 | — | 78,006,861 | — | ||||
Total | $ 6,309,027,161 | $ 784,792,237 | $ 5,524,234,924 | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
40 |
41 |
42 |
43 |
Futures Contracts Outstanding at July 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 | 18 | 09/30/2024 | $ 3,696,609 | $ 32,169 | ||||
U.S. Treasury 5-Year Note Future | 31 | 09/30/2024 | 3,344,609 | 58,870 | ||||
U.S. Treasury 10-Year Note Future | 169 | 09/19/2024 | 18,896,313 | 472,347 | ||||
U.S. Treasury Ultra Bond Future | 6 | 09/19/2024 | 767,813 | 24,034 | ||||
Total | $ 587,420 | |||||||
Short position contracts: | ||||||||
U.S. Treasury 10-Year Ultra Future | (34) | 09/19/2024 | $ (3,929,656) | $ (107,910) | ||||
Total futures contracts | $ 479,510 |
44 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 6,229,013 | $ — | $ 6,229,013 | $ — | ||||
Corporate Bonds | 39,560,817 | — | 39,560,817 | — | ||||
Municipal Bonds | 5,092,972 | — | 5,092,972 | — | ||||
U.S. Government Agencies | 12,152,666 | — | 12,152,666 | — | ||||
U.S. Government Securities | 21,354,884 | — | 21,354,884 | — | ||||
Short-Term Investments | 3,984,759 | — | 3,984,759 | — | ||||
Futures Contracts(2) | 587,420 | 587,420 | — | — | ||||
Total | $ 88,962,531 | $ 587,420 | $ 88,375,111 | $ — | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (107,910) | $ (107,910) | $ — | $ — | ||||
Total | $ (107,910) | $ (107,910) | $ — | $ — |
(1) | For the period ended July 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. |
45 |
46 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 26,741 | $ — | $ 26,741 | $ — | ||||
Belgium | 6,251 | — | 6,251 | — | ||||
China | 69,130 | — | 69,130 | — | ||||
Denmark | 29,281 | — | 29,281 | — | ||||
Finland | 25,595 | — | 25,595 | — | ||||
France | 39,678 | — | 39,678 | — | ||||
Germany | 104,808 | — | 104,808 | — | ||||
India | 43,339 | 23,124 | 20,215 | — | ||||
Indonesia | 13,054 | — | 13,054 | — | ||||
Ireland | 23,069 | — | 23,069 | — | ||||
Italy | 16,227 | — | 16,227 | — | ||||
Japan | 254,100 | — | 254,100 | — | ||||
Netherlands | 40,237 | — | 40,237 | — | ||||
Philippines | 11,797 | — | 11,797 | — | ||||
Portugal | 12,336 | — | 12,336 | — | ||||
Singapore | 23,313 | — | 23,313 | — | ||||
South Korea | 52,398 | — | 52,398 | — | ||||
Spain | 5,075 | — | 5,075 | — | ||||
Sweden | 60,149 | — | 60,149 | — | ||||
Switzerland | 12,202 | — | 12,202 | — | ||||
Taiwan | 76,704 | 29,015 | 47,689 | — | ||||
Thailand | 15,023 | 15,023 | — | — | ||||
United Kingdom | 100,195 | — | 100,195 | — | ||||
United States | 115,557 | — | 115,557 | — | ||||
Total | $ 1,176,259 | $ 67,162 | $ 1,109,097 | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
47 |
48 |
49 |
50 |
51 |
52 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Corporate Bonds | $ 41,334,056 | $ — | $ 41,334,056 | $ — | ||||
Municipal Bonds | 1,105,039,753 | — | 1,105,039,753 | — | ||||
U.S. Government Agencies | 5,125,165 | — | 5,125,165 | — | ||||
U.S. Government Securities | 102,899,649 | — | 102,899,649 | — | ||||
Short-Term Investments | 38,847,339 | — | 38,847,339 | — | ||||
Total | $ 1,293,245,962 | $ — | $ 1,293,245,962 | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
53 |
54 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 26,892,349 | $ 26,892,349 | $ — | $ — | ||||
Capital Goods | 118,857,743 | 118,857,743 | — | — | ||||
Commercial & Professional Services | 86,338,042 | 86,338,042 | — | — | ||||
Consumer Discretionary Distribution & Retail | 26,475,445 | 26,475,445 | — | — | ||||
Consumer Durables & Apparel | 9,886,776 | 9,886,776 | — | — | ||||
Consumer Services | 56,952,409 | 56,952,409 | — | — | ||||
Energy | 35,525,360 | 35,525,360 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 55,209,246 | 55,209,246 | — | — | ||||
Financial Services | 24,540,315 | 24,540,315 | — | — | ||||
Food, Beverage & Tobacco | 30,472,437 | 30,472,437 | — | — | ||||
Health Care Equipment & Services | 65,948,369 | 65,948,369 | — | — | ||||
Insurance | 72,690,078 | 72,690,078 | — | — | ||||
Materials | 34,759,560 | 34,759,560 | — | — | ||||
Media & Entertainment | 45,622,745 | 45,622,745 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 24,244,887 | 24,244,887 | — | — | ||||
Semiconductors & Semiconductor Equipment | 35,084,045 | 35,084,045 | — | — | ||||
Software & Services | 78,267,594 | 78,267,594 | — | — | ||||
Technology Hardware & Equipment | 78,379,067 | 78,379,067 | — | — | ||||
Utilities | 34,472,708 | 34,472,708 | — | — | ||||
Short-Term Investments | 7,235,345 | 7,235,345 | — | — | ||||
Total | $ 947,854,520 | $ 947,854,520 | $ — | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
55 |
56 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 3,149,319 | $ 3,149,319 | $ — | $ — | ||||
Banks | 21,549,006 | 21,549,006 | — | — | ||||
Capital Goods | 41,171,905 | 41,171,905 | — | — | ||||
Commercial & Professional Services | 13,897,929 | 13,897,929 | — | — | ||||
Consumer Discretionary Distribution & Retail | 8,286,374 | 8,286,374 | — | — | ||||
Consumer Durables & Apparel | 11,152,195 | 11,152,195 | — | — | ||||
Consumer Staples Distribution & Retail | 2,813,771 | 2,813,771 | — | — | ||||
Energy | 7,303,406 | 7,303,406 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 9,030,892 | 9,030,892 | — | — | ||||
Financial Services | 13,397,854 | 13,397,854 | — | — | ||||
Food, Beverage & Tobacco | 2,734,139 | 2,734,139 | — | — | ||||
Health Care Equipment & Services | 30,658,964 | 30,658,964 | — | — | ||||
Insurance | 14,625,247 | 14,625,247 | — | — | ||||
Materials | 21,630,104 | 21,630,104 | — | — | ||||
Media & Entertainment | 4,887,867 | 4,887,867 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 8,815,057 | 8,815,057 | — | — | ||||
Semiconductors & Semiconductor Equipment | 4,245,264 | 4,245,264 | — | — | ||||
Software & Services | 18,008,550 | 18,008,550 | — | — | ||||
Technology Hardware & Equipment | 15,908,961 | 15,908,961 | — | — | ||||
Telecommunication Services | 2,543,308 | 2,543,308 | — | — | ||||
Utilities | 7,258,215 | 7,258,215 | — | — | ||||
Short-Term Investments | 2,428,955 | 2,428,955 | — | — | ||||
Total | $ 265,497,282 | $ 265,497,282 | $ — | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
57 |
58 |