1 |
2 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 32,469,261 | $ 32,469,261 | $ — | $ — | ||||
Capital Goods | 87,506,612 | 43,120,699 | 44,385,913 | — | ||||
Commercial & Professional Services | 148,528,475 | 148,528,475 | — | — | ||||
Consumer Discretionary Distribution & Retail | 401,197,810 | 393,742,617 | — | 7,455,193 | ||||
Consumer Durables & Apparel | 55,568,924 | 55,568,924 | — | — | ||||
Consumer Services | 229,590,316 | 229,590,316 | — | — | ||||
Energy | 37,318,603 | 37,318,603 | — | — | ||||
Financial Services | 213,743,728 | 213,743,728 | — | — | ||||
Food, Beverage & Tobacco | 108,237,509 | 108,237,509 | — | — | ||||
Health Care Equipment & Services | 494,605,022 | 494,605,022 | — | — | ||||
Media & Entertainment | 820,475,589 | 820,475,589 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 321,005,868 | 321,005,868 | — | — | ||||
Real Estate Management & Development | 68,704,926 | 68,704,926 | — | — | ||||
Semiconductors & Semiconductor Equipment | 581,691,975 | 581,691,975 | — | — | ||||
Software & Services | 742,173,497 | 741,902,669 | — | 270,828 | ||||
Technology Hardware & Equipment | 57,136,654 | 57,136,654 | — | — | ||||
Transportation | 140,560,043 | 140,560,043 | — | — | ||||
Convertible Preferred Stocks | 15,722,210 | — | — | 15,722,210 | ||||
Short-Term Investments | 10,579,152 | 231,830 | 10,347,322 | — | ||||
Total | $ 4,566,816,174 | $ 4,488,634,708 | $ 54,733,235 | $ 23,448,231 |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
3 |
4 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 20,536,431 | $ 20,536,431 | $ — | $ — | ||||
Capital Goods | 18,308,525 | 18,308,525 | — | — | ||||
Consumer Discretionary Distribution & Retail | 8,952,568 | 8,952,568 | — | — | ||||
Consumer Services | 4,347,568 | 4,347,568 | — | — | ||||
Consumer Staples Distribution & Retail | 4,855,821 | 4,855,821 | — | — | ||||
Energy | 19,251,680 | 19,251,680 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 10,065,581 | 10,065,581 | — | — | ||||
Financial Services | 8,916,494 | 8,916,494 | — | — | ||||
Food, Beverage & Tobacco | 12,330,813 | 12,330,813 | — | — | ||||
Health Care Equipment & Services | 20,315,365 | 20,315,365 | — | — | ||||
Household & Personal Products | 4,200,504 | 4,200,504 | — | — | ||||
Insurance | 15,763,890 | 15,763,890 | — | — | ||||
Materials | 10,615,304 | 10,615,304 | — | — | ||||
Media & Entertainment | 14,754,802 | 14,754,802 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 18,232,807 | 18,232,807 | — | — | ||||
Semiconductors & Semiconductor Equipment | 12,225,764 | 12,225,764 | — | — | ||||
Software & Services | 8,163,417 | 8,163,417 | — | — | ||||
Technology Hardware & Equipment | 4,365,896 | 4,365,896 | — | — | ||||
Telecommunication Services | 1,440,698 | 1,440,698 | — | — | ||||
Transportation | 6,491,513 | 6,491,513 | — | — | ||||
Utilities | 11,879,140 | 11,879,140 | — | — | ||||
Short-Term Investments | 603,858 | — | 603,858 | — | ||||
Total | $ 236,618,439 | $ 236,014,581 | $ 603,858 | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
5 |
6 |
7 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 13,521,104 | $ 13,521,104 | $ — | $ — | ||||
Banks | 5,002,251 | 5,002,251 | — | — | ||||
Capital Goods | 68,561,380 | 68,561,380 | — | — | ||||
Commercial & Professional Services | 34,139,669 | 34,139,669 | — | — | ||||
Consumer Durables & Apparel | 11,450,674 | 11,450,674 | — | — | ||||
Consumer Services | 19,781,606 | 19,781,606 | — | — | ||||
Consumer Staples Distribution & Retail | 1,835,588 | 1,835,588 | — | — | ||||
Energy | 20,765,869 | 20,765,869 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 9,248,000 | 9,248,000 | — | — | ||||
Financial Services | 15,156,533 | 15,156,533 | — | — | ||||
Food, Beverage & Tobacco | 12,198,459 | 12,198,459 | — | — | ||||
Health Care Equipment & Services | 42,758,751 | 42,758,751 | — | — | ||||
Household & Personal Products | 4,976,325 | 4,976,325 | — | — | ||||
Insurance | 2,230,452 | 2,230,452 | — | — | ||||
Materials | 21,323,329 | 21,323,329 | — | — | ||||
Media & Entertainment | 11,211,427 | 11,211,427 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 53,854,265 | 53,854,265 | — | — | ||||
Semiconductors & Semiconductor Equipment | 23,789,897 | 23,789,897 | — | — | ||||
Software & Services | 53,972,816 | 53,972,816 | — | — | ||||
Technology Hardware & Equipment | 24,355,112 | 24,355,112 | — | — | ||||
Exchange-Traded Funds | 2,336,406 | 2,336,406 | — | — | ||||
Short-Term Investments | 519,691 | — | 519,691 | — | ||||
Total | $ 452,989,604 | $ 452,469,913 | $ 519,691 | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
8 |
9 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 431,190 | $ — | $ 431,190 | $ — | ||||
Banks | 1,852,536 | — | 1,852,536 | — | ||||
Capital Goods | 5,000,042 | — | 5,000,042 | — | ||||
Consumer Durables & Apparel | 1,234,947 | — | 1,234,947 | — | ||||
Financial Services | 325,895 | — | 325,895 | — | ||||
Food, Beverage & Tobacco | 3,348,123 | — | 3,348,123 | — | ||||
Health Care Equipment & Services | 728,210 | — | 728,210 | — | ||||
Insurance | 1,918,918 | — | 1,918,918 | — | ||||
Materials | 7,469,690 | — | 7,469,690 | — | ||||
Media & Entertainment | 865,728 | — | 865,728 | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 2,249,945 | — | 2,249,945 | — | ||||
Real Estate Management & Development | 324,944 | — | 324,944 | — | ||||
Semiconductors & Semiconductor Equipment | 349,442 | — | 349,442 | — | ||||
Technology Hardware & Equipment | 2,646,666 | — | 2,646,666 | — | ||||
Transportation | 767,709 | — | 767,709 | — | ||||
Warrants | 3,478,871 | — | 3,478,871 | — | ||||
Short-Term Investments | 787,834 | 787,834 | — | — | ||||
Total | $ 33,780,690 | $ 787,834 | $ 32,992,856 | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
10 |
11 |
12 |
13 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Brazil | $ 1,635,044 | $ 1,635,044 | $ — | $ — | ||||
Chile | 167,361 | 167,361 | — | — | ||||
China | 18,195,392 | 1,292,866 | 16,902,526 | — | ||||
Colombia | 41,825 | 41,825 | — | — | ||||
Czech Republic | 47,095 | — | 47,095 | — | ||||
Greece | 754,062 | 160,422 | 593,640 | — | ||||
Hong Kong | 1,482,632 | 96,263 | 1,386,369 | — | ||||
Hungary | 366,910 | 189,116 | 177,794 | — | ||||
India | 7,645,651 | — | 7,579,893 | 65,758 | ||||
Indonesia | 1,831,810 | 133,061 | 1,698,749 | — | ||||
Malaysia | 710,217 | 154,179 | 556,038 | — | ||||
Mexico | 2,522,210 | 2,522,210 | — | — | ||||
Poland | 1,017,323 | — | 1,017,323 | — | ||||
Qatar | 57,503 | — | 57,503 | — | ||||
Russia | — | — | — | — | ||||
Saudi Arabia | 2,224,212 | 2,224,212 | — | — | ||||
South Africa | 2,505,114 | 741,561 | 1,763,553 | — | ||||
South Korea | 8,750,016 | — | 8,750,016 | — | ||||
Taiwan | 8,452,094 | 66,530 | 8,385,564 | — | ||||
Thailand | 1,190,910 | 12,226 | 1,178,684 | — | ||||
United Arab Emirates | 1,017,774 | 54,384 | 963,390 | — | ||||
United States | 169,370 | 169,370 | — | — | ||||
Preferred Stocks | 1,328,628 | 1,328,628 | — | — | ||||
Short-Term Investments | 962,106 | 962,106 | — | — | ||||
Total | $ 63,075,259 | $ 11,951,364 | $ 51,058,137 | $ 65,758 |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
14 |
15 |
16 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Brazil | $ 488,592,346 | $ 488,592,346 | $ — | $ — | ||||
Chile | 56,780,270 | 44,647,153 | 12,133,117 | — | ||||
China | 1,687,541,624 | 128,016,242 | 1,559,525,382 | — | ||||
Greece | 70,850,423 | — | 70,850,423 | — | ||||
Hong Kong | 133,580,265 | — | 133,580,265 | — | ||||
Hungary | 42,131,134 | 17,754,339 | 24,376,795 | — | ||||
India | 533,175,514 | — | 527,397,143 | 5,778,371 | ||||
Indonesia | 100,981,753 | — | 100,981,753 | — | ||||
Mexico | 165,098,580 | 165,098,580 | — | — | ||||
Peru | 52,538,722 | 52,538,722 | — | — | ||||
Poland | 79,499,711 | — | 79,499,711 | — | ||||
Russia | — | — | — | — | ||||
Saudi Arabia | 102,175,480 | 102,175,480 | — | — | ||||
Singapore | 14,078,958 | 14,078,958 | — | — | ||||
South Africa | 444,563,962 | 163,752,516 | 280,811,446 | — | ||||
South Korea | 658,808,254 | — | 658,808,254 | — | ||||
Taiwan | 879,887,671 | — | 879,887,671 | — | ||||
United Arab Emirates | 39,377,599 | — | 39,377,599 | — | ||||
United Kingdom | 10,186,372 | — | 10,186,372 | — | ||||
United States | 18,027,942 | 18,027,942 | — | — | ||||
Preferred Stocks | 102,776,138 | 102,776,138 | — | — | ||||
Short-Term Investments | 51,968,668 | 51,968,668 | — | — | ||||
Total | $ 5,732,621,386 | $ 1,349,427,084 | $ 4,377,415,931 | $ 5,778,371 |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
17 |
18 |
19 |
20 |
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Short position contracts: | ||||||||
U.S. Treasury 10-Year Ultra Future | 7 | 09/20/2023 | $ 818,891 | $ 4,142 | ||||
U.S. Treasury Ultra Bond Future | 2 | 09/20/2023 | 264,437 | (379) | ||||
Total futures contracts | $ 3,763 |
OTC Credit Default Swap Contracts Outstanding at July 31, 2023 | |||||||||||||||||||
Reference Entity | Counter- party | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Market Value† | Unrealized Appreciation/ (Depreciation) | ||||||||||
Credit default swaps on single-name issues: | |||||||||||||||||||
Buy protection: | |||||||||||||||||||
Brazil Republic | CBK | USD | 270,000 | (1.00%) | 06/20/2028 | Quarterly | $ 9,456 | $ — | $ 7,026 | $ (2,430) | |||||||||
Chile Government International Bond | MSC | USD | 130,000 | (1.00%) | 06/20/2028 | Quarterly | — | (1,298) | (2,269) | (971) | |||||||||
Colombia Government International Bond | CBK | USD | 280,000 | (1.00%) | 06/20/2028 | Quarterly | 16,758 | — | 11,387 | (5,371) | |||||||||
Panama Government International Bond | JPM | USD | 130,000 | (1.00%) | 06/20/2028 | Quarterly | 280 | — | (617) | (897) | |||||||||
Peru Government International Bond | MSC | USD | 130,000 | (1.00%) | 06/20/2028 | Quarterly | — | (1,212) | (1,734) | (522) | |||||||||
Republic of South Africa Government International Bond | CBK | USD | 280,000 | (1.00%) | 06/20/2028 | Quarterly | 19,822 | — | 14,754 | (5,068) |
21 |
OTC Credit Default Swap Contracts Outstanding at July 31, 2023 – (continued) | |||||||||||||||||||
Reference Entity | Counter- party | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Market Value† | Unrealized Appreciation/ (Depreciation) | ||||||||||
Credit default swaps on single-name issues – (continued): | |||||||||||||||||||
Buy protection – (continued): | |||||||||||||||||||
Republic of South Africa Government International Bond | CBK | USD | 280,000 | (1.00%) | 06/20/2028 | Quarterly | $ 23,220 | $ — | $ 14,754 | $ (8,466) | |||||||||
Total OTC credit default swap contracts | $ 69,536 | $ (2,510) | $ 43,301 | $ (23,725) |
(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, 2023 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
1,290,000 | BRL | 265,596 | USD | CBK | 09/11/2023 | $ 5,164 | ||||
1,370,000 | BRL | 280,508 | USD | MSC | 10/10/2023 | 5,822 | ||||
146,210,000 | CLP | 182,295 | USD | BOA | 08/10/2023 | (8,216) | ||||
161,145,500 | CLP | 196,807 | USD | UBS | 10/16/2023 | (6,285) | ||||
2,820,000 | CNY | 410,600 | USD | UBS | 08/07/2023 | (15,730) | ||||
4,810,000 | CNY | 679,811 | USD | JPM | 09/20/2023 | (2,785) | ||||
1,550,000 | CNY | 218,341 | USD | UBS | 10/16/2023 | 383 | ||||
1,080,910,000 | COP | 258,653 | USD | UBS | 09/05/2023 | 14,009 | ||||
170,000 | EUR | 186,763 | USD | BOA | 09/05/2023 | 499 | ||||
250,000 | EUR | 274,736 | USD | BOA | 09/11/2023 | 723 | ||||
6,770,000 | MXN | 397,466 | USD | JPM | 09/11/2023 | 3,669 | ||||
5,130,000 | MXN | 299,505 | USD | JPM | 10/10/2023 | 2,862 | ||||
810,000 | THB | 23,549 | USD | SSG | 08/03/2023 | 123 | ||||
3,288,200 | THB | 97,361 | USD | CBK | 08/03/2023 | (1,268) | ||||
4,080,000 | THB | 119,894 | USD | MSC | 09/29/2023 | (15) | ||||
512,000 | TRY | 18,397 | USD | MSC | 10/06/2023 | (136) | ||||
630,000 | TRY | 21,123 | USD | MSC | 01/08/2024 | (77) | ||||
1,353,000 | TRY | 39,429 | USD | MSC | 07/05/2024 | (198) | ||||
9,870,000 | ZAR | 548,943 | USD | BOA | 08/15/2023 | 2,110 | ||||
258,932 | USD | 1,290,000 | BRL | CBK | 09/11/2023 | (11,828) | ||||
274,049 | USD | 1,370,000 | BRL | UBS | 10/10/2023 | (12,280) | ||||
178,481 | USD | 146,210,000 | CLP | BOA | 08/10/2023 | 4,402 | ||||
192,528 | USD | 161,145,500 | CLP | CBK | 10/16/2023 | 2,006 | ||||
258,276 | USD | 1,810,000 | CNY | UBS | 08/07/2023 | 4,831 | ||||
145,332 | USD | 1,010,000 | CNY | CBK | 08/07/2023 | 3,907 | ||||
238,738 | USD | 1,080,910,000 | COP | UBS | 09/05/2023 | (33,924) | ||||
182,450 | USD | 170,000 | EUR | CBK | 09/05/2023 | (4,812) | ||||
269,056 | USD | 250,000 | EUR | UBS | 09/11/2023 | (6,403) | ||||
174,586 | USD | 3,046,500 | MXN | MSC | 09/11/2023 | (5,925) | ||||
213,505 | USD | 3,723,500 | MXN | BOA | 09/11/2023 | (7,120) | ||||
59,778 | USD | 1,048,315 | MXN | UBS | 10/10/2023 | (2,011) | ||||
233,092 | USD | 4,081,685 | MXN | SSG | 10/10/2023 | (7,486) | ||||
119,673 | USD | 4,098,200 | THB | MSC | 08/03/2023 | (91) | ||||
126,551 | USD | 2,467,500 | ZAR | JPM | 08/15/2023 | (11,212) | ||||
379,709 | USD | 7,402,500 | ZAR | SSG | 08/15/2023 | (33,581) | ||||
Total foreign currency contracts | $ (120,873) |
22 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Corporate Bonds | $ 10,837,983 | $ — | $ 10,837,983 | $ — | ||||
Foreign Government Obligations | 15,409,042 | — | 15,409,042 | — | ||||
Short-Term Investments | 1,309,186 | 1,309,186 | — | — | ||||
Foreign Currency Contracts(2) | 50,510 | — | 50,510 | — | ||||
Futures Contracts(2) | 4,142 | 4,142 | — | — | ||||
Total | $ 27,610,863 | $ 1,313,328 | $ 26,297,535 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (171,383) | $ — | $ (171,383) | $ — | ||||
Futures Contracts(2) | (379) | (379) | — | — | ||||
Swaps - Credit Default(2) | (23,725) | — | (23,725) | — | ||||
Total | $ (195,487) | $ (379) | $ (195,108) | $ — |
(1) | For the period ended July 31, 2023, 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. |
23 |
24 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 366,644 | $ — | $ 366,644 | $ — | ||||
Belgium | 384,217 | — | 384,217 | — | ||||
China | 412,774 | — | 412,774 | — | ||||
France | 3,891,037 | — | 3,891,037 | — | ||||
Germany | 3,562,198 | — | 3,562,198 | — | ||||
Italy | 1,602,745 | — | 1,602,745 | — | ||||
Japan | 2,565,321 | — | 2,565,321 | — | ||||
Netherlands | 889,430 | — | 889,430 | — | ||||
South Africa | 376,555 | — | 376,555 | — | ||||
Spain | 608,422 | — | 608,422 | — | ||||
Switzerland | 946,979 | — | 946,979 | — | ||||
United Kingdom | 5,381,511 | — | 5,381,511 | — | ||||
United States | 1,966,139 | — | 1,966,139 | — | ||||
Preferred Stocks | 1,605,235 | 876,785 | 728,450 | — | ||||
Short-Term Investments | 1,499,495 | 1,499,495 | — | — | ||||
Total | $ 26,058,702 | $ 2,376,280 | $ 23,682,422 | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
25 |
26 |
27 |
28 |
29 |
30 |
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI EAFE Index Future | 132 | 09/15/2023 | $ 14,558,280 | $ 92,962 | ||||
Total futures contracts | $ 92,962 |
Foreign Currency Contracts Outstanding at July 31, 2023 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
11,352,400 | GBP | 14,584,497 | USD | JPM | 08/23/2023 | $ (13,585) | ||||
87,011,215 | USD | 66,992,100 | GBP | UBS | 08/23/2023 | 1,026,223 | ||||
Total foreign currency contracts | $ 1,012,638 |
31 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 110,147,443 | $ — | $ 110,147,443 | $ — | ||||
Austria | 18,646,707 | 576,674 | 18,070,033 | — | ||||
Belgium | 18,942,109 | — | 18,942,109 | — | ||||
Brazil | 28,166,482 | 26,844,305 | 1,322,177 | — | ||||
Canada | 155,192,372 | 155,192,372 | — | — | ||||
China | 143,700,080 | 12,482,852 | 131,217,228 | — | ||||
Cyprus | 490,076 | 490,076 | — | — | ||||
Czech Republic | 1,127,034 | — | 1,127,034 | — | ||||
Denmark | 28,790,026 | — | 28,790,026 | — | ||||
Finland | 22,612,195 | 475,103 | 22,137,092 | — | ||||
France | 149,558,092 | — | 149,558,092 | — | ||||
Georgia | 2,190,830 | 2,190,830 | — | — | ||||
Germany | 104,488,361 | — | 104,488,361 | — | ||||
Greece | 17,921,779 | 5,417,383 | 12,504,396 | — | ||||
Hong Kong | 14,018,294 | — | 14,018,294 | — | ||||
Hungary | 7,876,926 | 5,451,524 | 2,425,402 | — | ||||
India | 44,647,754 | — | 44,647,754 | — | ||||
Indonesia | 32,045,161 | 285,618 | 31,759,543 | — | ||||
Ireland | 22,136,086 | 22,136,086 | — | — | ||||
Israel | 16,303,678 | 16,303,678 | — | — | ||||
Italy | 79,481,274 | 532,527 | 78,948,747 | — | ||||
Japan | 395,055,924 | — | 395,055,924 | — | ||||
Luxembourg | 6,220,993 | — | 6,220,993 | — | ||||
Malaysia | 2,997,351 | 1,804,436 | 1,192,915 | — | ||||
Mexico | 60,494,606 | 60,494,605 | 1 | — | ||||
Netherlands | 90,414,339 | — | 90,414,339 | — | ||||
Norway | 25,887,614 | 523,953 | 25,363,661 | — | ||||
Poland | 13,575,051 | — | 13,575,051 | — | ||||
Portugal | 7,288,462 | — | 7,288,462 | — | ||||
Russia | — | — | — | — | ||||
Singapore | 67,423,035 | — | 67,423,035 | — | ||||
South Africa | 26,804,173 | 13,328,234 | 13,475,939 | — | ||||
South Korea | 119,961,241 | — | 119,961,241 | — | ||||
Spain | 62,550,116 | — | 62,550,116 | — | ||||
Sweden | 57,680,135 | — | 57,680,135 | — | ||||
Switzerland | 59,165,319 | — | 59,165,319 | — | ||||
Taiwan | 92,342,191 | — | 92,342,191 | — | ||||
Thailand | 20,444,195 | 1,002,379 | 19,441,816 | — | ||||
United Kingdom | 338,228,251 | 20,877,941 | 317,350,310 | — | ||||
United States | 92,184,512 | 16,283,469 | 75,901,043 | — | ||||
Preferred Stocks | 2,490,382 | 2,490,382 | — | — | ||||
Short-Term Investments | 48,519,409 | 48,519,409 | — | — | ||||
Foreign Currency Contracts(2) | 1,026,223 | — | 1,026,223 | — | ||||
Futures Contracts(2) | 92,962 | 92,962 | — | — | ||||
Total | $ 2,609,329,243 | $ 413,796,798 | $ 2,195,532,445 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (13,585) | $ — | $ (13,585) | $ — | ||||
Total | $ (13,585) | $ — | $ (13,585) | $ — |
(1) | For the period ended July 31, 2023, 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. |
32 |
33 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Austria | $ 97,231,920 | $ — | $ 97,231,920 | $ — | ||||
Brazil | 181,213,090 | 181,213,090 | — | — | ||||
China | 246,707,475 | — | 246,707,475 | — | ||||
Denmark | 234,179,237 | — | 234,179,237 | — | ||||
France | 256,398,433 | — | 256,398,433 | — | ||||
Germany | 390,047,367 | — | 390,047,367 | — | ||||
Hong Kong | 134,199,522 | — | 134,199,522 | — | ||||
India | 125,255,788 | — | 125,255,788 | — | ||||
Italy | 88,076,037 | — | 88,076,037 | — | ||||
Japan | 631,625,768 | — | 631,625,768 | — | ||||
Netherlands | 289,573,039 | — | 289,573,039 | — | ||||
South Korea | 172,104,702 | — | 172,104,702 | — | ||||
Spain | 96,403,186 | — | 96,403,186 | — | ||||
Sweden | 109,682,047 | — | 109,682,047 | — | ||||
Switzerland | 209,580,634 | — | 209,580,634 | — | ||||
Taiwan | 181,153,832 | — | 181,153,832 | — | ||||
United Kingdom | 726,936,377 | — | 726,936,377 | — | ||||
United States | 859,297,548 | 190,060,596 | 669,236,952 | — | ||||
Preferred Stocks | 100,367,406 | — | 100,367,406 | — | ||||
Short-Term Investments | 85,309,056 | 85,309,056 | — | — | ||||
Total | $ 5,215,342,464 | $ 456,582,742 | $ 4,758,759,722 | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
34 |
35 |
36 |
37 |
38 |
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 2-Year Note Future | 28 | 09/29/2023 | $ 5,684,875 | $ (77,772) | ||||
U.S. Treasury 10-Year Note Future | 11 | 09/20/2023 | 1,225,469 | (14,551) | ||||
U.S. Treasury Ultra Bond Future | 6 | 09/20/2023 | 793,312 | (24,605) | ||||
Total futures contracts | $ (116,928) |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 3,190,772 | $ — | $ 3,190,772 | $ — | ||||
Corporate Bonds | 77,349,908 | — | 77,349,908 | — | ||||
Municipal Bonds | 3,873,480 | — | 3,873,480 | — | ||||
U.S. Government Agencies | 52,502,312 | — | 52,502,312 | — | ||||
U.S. Government Securities | 59,065,464 | — | 59,065,464 | — | ||||
Short-Term Investments | 812,798 | 812,798 | — | — | ||||
Total | $ 196,794,734 | $ 812,798 | $ 195,981,936 | $ — | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (116,928) | $ (116,928) | $ — | $ — | ||||
Total | $ (116,928) | $ (116,928) | $ — | $ — |
(1) | For the period ended July 31, 2023, 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. |
39 |
40 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 45,056 | $ — | $ 45,056 | $ — | ||||
Belgium | 8,196 | — | 8,196 | — | ||||
China | 95,576 | — | 95,576 | — | ||||
Denmark | 27,090 | — | 27,090 | — | ||||
Finland | 32,250 | — | 32,250 | — | ||||
France | 8,536 | — | 8,536 | — | ||||
Germany | 74,802 | — | 74,802 | — | ||||
Hong Kong | 13,011 | — | 13,011 | — | ||||
India | 44,005 | 21,779 | 22,226 | — | ||||
Indonesia | 12,089 | — | 12,089 | — | ||||
Ireland | 23,803 | 23,803 | — | — | ||||
Italy | 27,918 | — | 27,918 | — | ||||
Japan | 209,459 | — | 209,459 | — | ||||
Netherlands | 21,379 | — | 21,379 | — | ||||
Norway | 5,415 | — | 5,415 | — | ||||
Portugal | 13,446 | — | 13,446 | — | ||||
Singapore | 30,163 | — | 30,163 | — | ||||
South Korea | 30,876 | — | 30,876 | — | ||||
Sweden | 58,085 | — | 58,085 | — | ||||
Switzerland | 12,764 | — | 12,764 | — | ||||
Taiwan | 44,807 | 16,657 | 28,150 | — | ||||
Thailand | 10,174 | — | 10,174 | — | ||||
United Arab Emirates | 6,209 | 6,209 | — | — | ||||
United Kingdom | 142,629 | — | 142,629 | — | ||||
United States | 60,229 | — | 60,229 | — | ||||
Short-Term Investments | 70,533 | 70,533 | — | — | ||||
Total | $ 1,128,500 | $ 138,981 | $ 989,519 | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
41 |
42 |
43 |
44 |
45 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Corporate Bonds | $ 50,398,061 | $ — | $ 50,398,061 | $ — | ||||
Municipal Bonds | 735,506,916 | — | 735,506,916 | — | ||||
U.S. Government Securities | 43,248,863 | — | 43,248,863 | — | ||||
Short-Term Investments | 145,804,736 | 74,432,834 | 71,371,902 | — | ||||
Total | $ 974,958,576 | $ 74,432,834 | $ 900,525,742 | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
46 |
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Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 13,119,557 | $ 13,119,557 | $ — | $ — | ||||
Capital Goods | 124,651,857 | 124,651,857 | — | — | ||||
Commercial & Professional Services | 63,231,607 | 63,231,607 | — | — | ||||
Consumer Discretionary Distribution & Retail | 26,310,245 | 26,310,245 | — | — | ||||
Consumer Durables & Apparel | 12,877,495 | 12,877,495 | — | — | ||||
Consumer Services | 29,670,834 | 29,670,834 | — | — | ||||
Energy | 30,768,881 | 30,768,881 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 30,597,662 | 30,597,662 | — | — | ||||
Financial Services | 26,218,912 | 26,218,912 | — | — | ||||
Food, Beverage & Tobacco | 10,630,314 | 10,630,314 | — | — | ||||
Health Care Equipment & Services | 53,878,564 | 53,878,564 | — | — | ||||
Insurance | 68,906,399 | 68,906,399 | — | — | ||||
Materials | 35,477,569 | 35,477,569 | — | — | ||||
Media & Entertainment | 50,023,705 | 50,023,705 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 32,601,542 | 32,601,542 | — | — | ||||
Semiconductors & Semiconductor Equipment | 57,059,317 | 57,059,317 | — | — | ||||
Software & Services | 65,624,370 | 65,624,370 | — | — | ||||
Technology Hardware & Equipment | 56,078,167 | 56,078,167 | — | — | ||||
Utilities | 42,063,299 | 42,063,299 | — | — | ||||
Short-Term Investments | 42,489,788 | 42,489,788 | — | — | ||||
Total | $ 872,280,084 | $ 872,280,084 | $ — | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
48 |
49 |
50 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 3,177,911 | $ 3,177,911 | $ — | $ — | ||||
Banks | 20,964,991 | 20,964,991 | — | — | ||||
Capital Goods | 49,020,713 | 49,020,713 | — | — | ||||
Commercial & Professional Services | 17,885,691 | 17,885,691 | — | — | ||||
Consumer Discretionary Distribution & Retail | 9,669,730 | 9,669,730 | — | — | ||||
Consumer Durables & Apparel | 15,063,771 | 15,063,771 | — | — | ||||
Consumer Staples Distribution & Retail | 4,233,574 | 4,233,574 | — | — | ||||
Energy | 11,321,308 | 11,321,308 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 6,754,008 | 6,754,008 | — | — | ||||
Financial Services | 14,011,344 | 14,011,344 | — | — | ||||
Food, Beverage & Tobacco | 10,211,185 | 10,211,185 | — | — | ||||
Health Care Equipment & Services | 33,205,093 | 33,205,093 | — | — | ||||
Insurance | 15,169,048 | 15,169,048 | — | — | ||||
Materials | 23,141,316 | 23,141,316 | — | — | ||||
Media & Entertainment | 11,327,744 | 11,327,744 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 11,420,315 | 11,420,315 | — | — | ||||
Real Estate Management & Development | 2,544,135 | 2,544,135 | — | — | ||||
Semiconductors & Semiconductor Equipment | 9,518,735 | 9,518,735 | — | — | ||||
Software & Services | 19,259,555 | 19,259,555 | — | — | ||||
Technology Hardware & Equipment | 14,365,077 | 14,365,077 | — | — | ||||
Utilities | 9,569,292 | 9,569,292 | — | — | ||||
Short-Term Investments | 17,770,748 | 17,770,748 | — | — | ||||
Total | $ 329,605,284 | $ 329,605,284 | $ — | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
51 |
52 |