1 |
2 |
3 |
Futures Contracts Outstanding at December 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
S&P 500 (E-Mini) Future | 11 | 03/15/2024 | $ 265,100 | $ 3,297 | ||||
Total futures contracts | $ 3,297 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 2,051,238 | $ 2,051,238 | $ — | $ — | ||||
Banks | 3,793,965 | 3,793,965 | — | — | ||||
Capital Goods | 6,076,599 | 6,076,599 | — | — | ||||
Commercial & Professional Services | 2,006,588 | 2,006,588 | — | — | ||||
Consumer Discretionary Distribution & Retail | 4,862,733 | 4,862,733 | — | — | ||||
Consumer Durables & Apparel | 1,050,161 | 1,050,161 | — | — | ||||
Consumer Services | 2,220,451 | 2,220,451 | — | — | ||||
Consumer Staples Distribution & Retail | 2,247,966 | 2,247,966 | — | — | ||||
Energy | 3,212,451 | 3,212,451 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 4,382,415 | 4,382,415 | — | — | ||||
Financial Services | 7,662,754 | 7,662,754 | — | — | ||||
Food, Beverage & Tobacco | 4,201,974 | 4,201,974 | — | — | ||||
Health Care Equipment & Services | 3,393,535 | 3,393,535 | — | — | ||||
Household & Personal Products | 1,375,787 | 1,375,787 | — | — | ||||
Insurance | 2,146,289 | 2,146,289 | — | — | ||||
Materials | 1,962,829 | 1,962,829 | — | — | ||||
Media & Entertainment | 7,103,648 | 7,103,648 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 8,850,830 | 8,850,830 | — | — | ||||
Real Estate Management & Development | 60,464 | 60,464 | — | — | ||||
Semiconductors & Semiconductor Equipment | 7,126,623 | 7,126,623 | — | — | ||||
Software & Services | 12,451,264 | 12,451,264 | — | — | ||||
Technology Hardware & Equipment | 7,526,536 | 7,526,536 | — | — | ||||
Telecommunication Services | 1,657,192 | 1,657,192 | — | — | ||||
Transportation | 1,140,992 | 1,140,992 | — | — | ||||
Utilities | 2,247,086 | 2,247,086 | — | — | ||||
Futures Contracts(2) | 3,297 | 3,297 | — | — | ||||
Total | $ 100,815,667 | $ 100,815,667 | $ — | $ — |
(1) | For the period ended December 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. |
4 |
5 |
6 |
7 |
* | Non-income producing. |
† | For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 176,222 | $ 176,222 | $ — | $ — | ||||
Banks | 340,584 | 340,584 | — | — | ||||
Capital Goods | 225,391 | 225,391 | — | — | ||||
Commercial & Professional Services | 8,261 | 8,261 | — | — | ||||
Consumer Discretionary Distribution & Retail | 715,841 | 715,841 | — | — | ||||
Consumer Durables & Apparel | 348,425 | 348,425 | — | — | ||||
Consumer Services | 283,317 | 283,317 | — | — | ||||
Consumer Staples Distribution & Retail | 298,705 | 298,705 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 98,369 | 98,369 | — | — | ||||
Financial Services | 358,204 | 358,204 | — | — | ||||
Food, Beverage & Tobacco | 164,948 | 164,948 | — | — | ||||
Health Care Equipment & Services | 1,012,003 | 1,012,003 | — | — | ||||
Household & Personal Products | 158,410 | 158,410 | — | — | ||||
Insurance | 96,223 | 96,223 | — | — | ||||
Media & Entertainment | 867,281 | 867,281 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 836,091 | 836,091 | — | — | ||||
Semiconductors & Semiconductor Equipment | 735,266 | 735,266 | — | — | ||||
Software & Services | 1,054,357 | 1,054,357 | — | — | ||||
Technology Hardware & Equipment | 881,576 | 881,576 | — | — | ||||
Telecommunication Services | 22,161 | 22,161 | — | — | ||||
Transportation | 38,481 | 38,481 | — | — | ||||
Utilities | 109,061 | 109,061 | — | — | ||||
Total | $ 8,829,177 | $ 8,829,177 | $ — | $ — |
(1) | For the period ended December 31, 2023, there were no transfers in and out of Level 3. |
8 |
9 |
10 |
11 |
12 |
Futures Contracts Outstanding at December 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI EAFE Index Future | 53 | 03/15/2024 | $ 5,968,860 | $ 179,158 | ||||
Total futures contracts | $ 179,158 |
13 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 159,956,460 | $ 159,956,460 | $ — | $ — | ||||
Austria | 4,585,838 | 4,585,838 | — | — | ||||
Belgium | 15,305,009 | 15,305,009 | — | — | ||||
Brazil | 6,763,026 | 6,763,026 | — | — | ||||
Canada | 201,905,585 | 201,905,585 | — | — | ||||
China | 16,211,917 | 16,211,917 | — | — | ||||
Denmark | 28,087,281 | 28,087,281 | — | — | ||||
Finland | 19,724,581 | 19,724,581 | — | — | ||||
France | 77,044,380 | 77,044,380 | — | — | ||||
Germany | 64,658,645 | 64,658,645 | — | — | ||||
Hong Kong | 46,377,495 | 46,377,495 | — | — | ||||
Ireland | 5,321,353 | 5,321,353 | — | — | ||||
Israel | 39,284,740 | 39,284,740 | — | — | ||||
Italy | 32,491,539 | 32,491,539 | — | — | ||||
Japan | 281,257,205 | 281,257,205 | — | — | ||||
Jordan | 2,891,115 | 2,891,115 | — | — | ||||
Luxembourg | 2,840,639 | 2,840,639 | — | — | ||||
Netherlands | 51,021,103 | 51,021,103 | — | — | ||||
New Zealand | 6,660,832 | 6,660,832 | — | — | ||||
Norway | 14,880,079 | 14,880,079 | — | — | ||||
Portugal | 7,406,625 | 7,406,625 | — | — | ||||
Singapore | 41,348,914 | 41,348,914 | — | — | ||||
Spain | 20,166,954 | 20,166,954 | — | — | ||||
Sweden | 61,309,526 | 61,309,526 | — | — | ||||
Switzerland | 96,445,559 | 96,445,559 | — | — | ||||
United Kingdom | 162,172,617 | 162,172,617 | — | — | ||||
United States | 56,322,176 | 56,322,176 | — | — | ||||
Preferred Stocks | 3,868,474 | 3,868,474 | — | — | ||||
Warrants | — | — | — | — | ||||
Short-Term Investments | 11,211,127 | 11,211,127 | — | — | ||||
Futures Contracts(2) | 179,158 | 179,158 | — | — | ||||
Total | $ 1,537,699,952 | $ 1,537,699,952 | $ — | $ — |
(1) | For the period ended December 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. |
14 |
15 |
16 |
17 |
18 |
Futures Contracts Outstanding at December 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI EAFE Index Future | 1 | 03/15/2024 | $ 112,620 | $ 4,513 | ||||
Total futures contracts | $ 4,513 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 1,543,377 | $ 1,543,377 | $ — | $ — | ||||
Austria | 40,452 | 40,452 | — | — | ||||
Belgium | 18,348 | 18,348 | — | — | ||||
Brazil | 153,156 | 153,156 | — | — | ||||
Canada | 862,958 | 862,958 | — | — | ||||
China | 1,928,046 | 1,928,046 | — | — | ||||
Denmark | 201,787 | 201,787 | — | — | ||||
Finland | 44,951 | 44,951 | — | — | ||||
France | 583,162 | 583,162 | — | — | ||||
Germany | 398,326 | 398,326 | — | — | ||||
Hong Kong | 308,734 | 308,734 | — | — | ||||
India | 128,986 | 128,986 | — | — | ||||
Indonesia | 370,194 | 370,194 | — | — | ||||
Israel | 427,384 | 427,384 | — | — | ||||
Italy | 163,640 | 163,640 | — | — | ||||
Japan | 2,559,279 | 2,559,279 | — | — | ||||
Malaysia | 391,109 | 391,109 | — | — | ||||
Mexico | 191,838 | 191,838 | — | — | ||||
Netherlands | 152,451 | 152,451 | — | — | ||||
New Zealand | 269,006 | 269,006 | — | — | ||||
Norway | 200,702 | 200,702 | — | — | ||||
Philippines | 126,636 | 126,636 | — | — | ||||
Poland | 103,574 | 103,574 | — | — | ||||
Portugal | 11,835 | 11,835 | — | — | ||||
Russia | — | — | — | — | ||||
Singapore | 329,728 | 329,728 | — | — | ||||
South Africa | 32,272 | 32,272 | — | — | ||||
South Korea | 1,032,243 | 1,032,243 | — | — | ||||
Spain | 184,217 | 184,217 | — | — | ||||
Sweden | 404,435 | 404,435 | — | — | ||||
Switzerland | 379,617 | 379,617 | — | — | ||||
Taiwan | 1,304,192 | 1,304,192 | — | — | ||||
Thailand | 416,475 | 416,475 | — | — | ||||
Turkey | 339,697 | 339,697 | — | — | ||||
United Kingdom | 808,336 | 808,336 | — | — | ||||
United States | 701,615 | 701,615 | — | — | ||||
Preferred Stocks | 128,542 | 128,542 | — | — | ||||
Short-Term Investments | 28,766 | 28,766 | — | — | ||||
Futures Contracts(2) | 4,513 | 4,513 | — | — | ||||
Total | $ 17,274,579 | $ 17,274,579 | $ — | $ — |
(1) | For the period ended December 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. |
19 |
20 |
21 |
22 |
Futures Contracts Outstanding at December 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI Emerging Markets Index Future | 2 | 03/15/2024 | $ 103,370 | $ 3,717 | ||||
Total futures contracts | $ 3,717 |
23 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Brazil | $ 373,586 | $ 373,586 | $ — | $ — | ||||
Chile | 169,626 | 169,626 | — | — | ||||
China | 3,854,857 | 3,854,857 | — | — | ||||
Hong Kong | 51,549 | 51,549 | — | — | ||||
India | 3,422,037 | 3,422,037 | — | — | ||||
Indonesia | 638,500 | 638,500 | — | — | ||||
Malaysia | 635,671 | 635,671 | — | — | ||||
Mexico | 614,834 | 614,834 | — | — | ||||
Philippines | 423,547 | 423,547 | — | — | ||||
Poland | 508,412 | 508,412 | — | — | ||||
Russia | — | — | — | — | ||||
South Africa | 647,428 | 647,428 | — | — | ||||
South Korea | 2,487,183 | 2,487,183 | — | — | ||||
Taiwan | 3,334,661 | 3,334,661 | — | — | ||||
Thailand | 734,915 | 734,915 | — | — | ||||
Turkey | 455,528 | 455,528 | — | — | ||||
United Kingdom | 48,190 | 48,190 | — | — | ||||
United States | 70,526 | 70,526 | — | — | ||||
Preferred Stocks | 632,482 | 632,482 | — | — | ||||
Short-Term Investments | 40,338 | 40,338 | — | — | ||||
Futures Contracts(2) | 3,717 | 3,717 | — | — | ||||
Total | $ 19,147,587 | $ 19,147,587 | $ — | $ — |
(1) | For the period ended December 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. |
24 |
25 |
26 |
27 |
Futures Contracts Outstanding at December 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
E-Mini Russell 2000 | 2 | 03/15/2024 | $ 204,770 | $ 14,566 | ||||
Total futures contracts | $ 14,566 |
28 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 581,008 | $ 581,008 | $ — | $ — | ||||
Banks | 3,164,506 | 3,164,506 | — | — | ||||
Capital Goods | 2,484,396 | 2,484,396 | — | — | ||||
Commercial & Professional Services | 1,599,654 | 1,599,654 | — | — | ||||
Consumer Discretionary Distribution & Retail | 2,009,171 | 2,009,171 | — | — | ||||
Consumer Durables & Apparel | 2,550,479 | 2,550,479 | — | — | ||||
Consumer Services | 371,792 | 371,792 | — | — | ||||
Consumer Staples Distribution & Retail | 814,069 | 814,069 | — | — | ||||
Energy | 748,691 | 748,691 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 1,169,474 | 1,169,474 | — | — | ||||
Financial Services | 1,491,903 | 1,491,903 | — | — | ||||
Food, Beverage & Tobacco | 1,206,681 | 1,206,681 | — | — | ||||
Health Care Equipment & Services | 3,400,504 | 3,400,504 | — | — | ||||
Household & Personal Products | 272,201 | 272,201 | — | — | ||||
Insurance | 1,544,574 | 1,544,574 | — | — | ||||
Materials | 2,592,335 | 2,592,335 | — | — | ||||
Media & Entertainment | 578,859 | 578,859 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 3,202,639 | 3,202,639 | — | — | ||||
Real Estate Management & Development | 600,661 | 600,661 | — | — | ||||
Semiconductors & Semiconductor Equipment | 998,119 | 998,119 | — | — | ||||
Software & Services | 716,868 | 716,868 | — | — | ||||
Technology Hardware & Equipment | 2,226,244 | 2,226,244 | — | — | ||||
Telecommunication Services | 408,249 | 408,249 | — | — | ||||
Transportation | 1,952,228 | 1,952,228 | — | — | ||||
Utilities | 415,368 | 415,368 | — | — | ||||
Short-Term Investments | 100,776 | 100,776 | — | — | ||||
Futures Contracts(2) | 14,566 | 14,566 | — | — | ||||
Total | $ 37,216,015 | $ 37,216,015 | $ — | $ — |
(1) | For the period ended December 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. |
29 |
30 |
31 |
32 |
Futures Contracts Outstanding at December 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
S&P 500 (E-Mini) Future | 3 | 03/15/2024 | $ 723,000 | $ 23,941 | ||||
Total futures contracts | $ 23,941 |
33 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 1,748,188 | $ 1,748,188 | $ — | $ — | ||||
Banks | 8,790,648 | 8,790,648 | — | — | ||||
Capital Goods | 31,525,289 | 31,525,289 | — | — | ||||
Commercial & Professional Services | 9,613,058 | 9,613,058 | — | — | ||||
Consumer Discretionary Distribution & Retail | 16,914,829 | 16,914,829 | — | — | ||||
Consumer Durables & Apparel | 12,250,845 | 12,250,845 | — | — | ||||
Consumer Services | 9,237,504 | 9,237,504 | — | — | ||||
Consumer Staples Distribution & Retail | 11,829,333 | 11,829,333 | — | — | ||||
Energy | 10,894,036 | 10,894,036 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 11,622,418 | 11,622,418 | — | — | ||||
Financial Services | 16,902,994 | 16,902,994 | — | — | ||||
Food, Beverage & Tobacco | 12,439,567 | 12,439,567 | — | — | ||||
Health Care Equipment & Services | 25,991,993 | 25,991,993 | — | — | ||||
Household & Personal Products | 7,562,898 | 7,562,898 | — | — | ||||
Insurance | 18,151,875 | 18,151,875 | — | — | ||||
Materials | 10,984,389 | 10,984,389 | — | — | ||||
Media & Entertainment | 20,426,856 | 20,426,856 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 31,635,156 | 31,635,156 | — | — | ||||
Semiconductors & Semiconductor Equipment | 22,291,393 | 22,291,393 | — | — | ||||
Software & Services | 41,823,652 | 41,823,652 | — | — | ||||
Technology Hardware & Equipment | 37,896,880 | 37,896,880 | — | — | ||||
Telecommunication Services | 2,960,032 | 2,960,032 | — | — | ||||
Transportation | 5,894,173 | 5,894,173 | — | — | ||||
Utilities | 17,515,617 | 17,515,617 | — | — | ||||
Short-Term Investments | 971,310 | 971,310 | — | — | ||||
Futures Contracts(2) | 23,941 | 23,941 | — | — | ||||
Total | $ 397,898,874 | $ 397,898,874 | $ — | $ — |
(1) | For the period ended December 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. |
34 |
35 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Capital Goods | $ 270,025 | $ 270,025 | $ — | $ — | ||||
Commercial & Professional Services | 69,017 | 69,017 | — | — | ||||
Consumer Discretionary Distribution & Retail | 557,960 | 557,960 | — | — | ||||
Consumer Durables & Apparel | 66,108 | 66,108 | — | — | ||||
Consumer Services | 72,735 | 72,735 | — | — | ||||
Consumer Staples Distribution & Retail | 209,316 | 209,316 | — | — | ||||
Energy | 201,342 | 201,342 | — | — | ||||
Financial Services | 242,538 | 242,538 | — | — | ||||
Food, Beverage & Tobacco | 92,563 | 92,563 | — | — | ||||
Health Care Equipment & Services | 295,554 | 295,554 | — | — | ||||
Household & Personal Products | 33,704 | 33,704 | — | — | ||||
Materials | 112,727 | 112,727 | — | — | ||||
Media & Entertainment | 534,742 | 534,742 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 486,867 | 486,867 | — | — | ||||
Semiconductors & Semiconductor Equipment | 651,182 | 651,182 | — | — | ||||
Software & Services | 1,058,851 | 1,058,851 | — | — | ||||
Technology Hardware & Equipment | 274,702 | 274,702 | — | — | ||||
Transportation | 37,463 | 37,463 | — | — | ||||
Total | $ 5,267,396 | $ 5,267,396 | $ — | $ — |
(1) | For the period ended December 31, 2023, there were no transfers in and out of Level 3. |
36 |
37 |
38 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 1,183 | $ 1,183 | $ — | $ — | ||||
Banks | 682,616 | 682,616 | — | — | ||||
Capital Goods | 360,508 | 360,508 | — | — | ||||
Commercial & Professional Services | 4,768 | 4,768 | — | — | ||||
Consumer Discretionary Distribution & Retail | 96,592 | 96,592 | — | — | ||||
Consumer Durables & Apparel | 209,274 | 209,274 | — | — | ||||
Consumer Staples Distribution & Retail | 128,254 | 128,254 | — | — | ||||
Energy | 562,409 | 562,409 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 257,913 | 257,913 | — | — | ||||
Financial Services | 659,662 | 659,662 | — | — | ||||
Food, Beverage & Tobacco | 26,803 | 26,803 | — | — | ||||
Health Care Equipment & Services | 312,420 | 312,420 | — | — | ||||
Insurance | 247,593 | 247,593 | — | — | ||||
Materials | 231,663 | 231,663 | — | — | ||||
Media & Entertainment | 253,640 | 253,640 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 244,369 | 244,369 | — | — | ||||
Real Estate Management & Development | 20,101 | 20,101 | — | — | ||||
Semiconductors & Semiconductor Equipment | 226,001 | 226,001 | — | — | ||||
Technology Hardware & Equipment | 219,760 | 219,760 | — | — | ||||
Telecommunication Services | 52,403 | 52,403 | — | — | ||||
Transportation | 81,353 | 81,353 | — | — | ||||
Utilities | 388,950 | 388,950 | — | — | ||||
Total | $ 5,268,235 | $ 5,268,235 | $ — | $ — |
(1) | For the period ended December 31, 2023, there were no transfers in and out of Level 3. |
39 |
Index Abbreviations: | |
EAFE | Europe, Australasia and Far East |
S&P | Standard & Poor's |
Other Abbreviations: | |
ADR | American Depositary Receipt |
Bhd | Berhad |
GDR | Global Depositary Receipt |
KGaA | Kommanditgesellschaft Auf Aktien |
MSCI | Morgan Stanley Capital International |
NVDR | Non-Voting Depositary Receipt |
PJSC | Private Joint Stock Company |
PT | Perseroan Terbatas |
REIT | Real Estate Investment Trust |
Tbk | Terbuka |
40 |