Shares | Market Value ($000) | ||
Common Stocks (99.4%) | |||
Australia (4.0%) | |||
CSL Ltd. | 754,914 | 148,248 | |
Sonic Healthcare Ltd. | 741,122 | 15,453 | |
Northern Star Resources Ltd. | 1,794,638 | 15,394 | |
Computershare Ltd. (XASX) | 896,128 | 14,843 | |
CAR Group Ltd. | 589,160 | 12,650 | |
Washington H Soul Pattinson & Co. Ltd. | 382,565 | 8,551 | |
Steadfast Group Ltd. | 1,711,238 | 6,621 | |
Altium Ltd. | 191,928 | 6,166 | |
Cleanaway Waste Management Ltd. | 3,483,785 | 5,898 | |
Pro Medicus Ltd. | 81,582 | 5,375 | |
Technology One Ltd. | 465,272 | 4,754 | |
AUB Group Ltd. | 156,343 | 3,111 | |
Brickworks Ltd. | 135,765 | 2,591 | |
Bapcor Ltd. | 526,054 | 1,926 | |
Collins Foods Ltd. | 172,754 | 1,354 | |
252,935 | |||
Belgium (0.4%) | |||
UCB SA | 189,131 | 17,791 | |
Sofina SA | 24,650 | 5,895 | |
23,686 | |||
Canada (15.5%) | |||
Toronto-Dominion Bank | 2,855,730 | 173,474 | |
Canadian National Railway Co. | 911,734 | 113,101 | |
Canadian Natural Resources Ltd. | 1,692,896 | 108,339 | |
Brookfield Corp. | 2,234,366 | 88,680 | |
Alimentation Couche-Tard Inc. | 1,144,574 | 67,068 | |
Intact Financial Corp. | 278,820 | 43,603 | |
Agnico Eagle Mines Ltd. | 775,058 | 38,094 | |
Franco-Nevada Corp. | 299,965 | 32,454 | |
Dollarama Inc. | 439,509 | 32,256 | |
Fortis Inc. (XTSE) | 762,790 | 30,603 | |
Magna International Inc. | 415,764 | 23,629 | |
Loblaw Cos. Ltd. | 230,620 | 23,046 | |
Brookfield Asset Management Ltd. Class A | 542,526 | 21,815 | |
Metro Inc. | 357,298 | 18,760 | |
Open Text Corp. | 423,858 | 18,484 | |
TFI International Inc. | 125,532 | 16,498 | |
Imperial Oil Ltd. | 250,973 | 14,477 | |
Stantec Inc. | 173,243 | 13,921 | |
George Weston Ltd. | 94,570 | 12,049 | |
Toromont Industries Ltd. | 128,419 | 11,248 | |
TMX Group Ltd. | 433,282 | 10,716 |
Shares | Market Value ($000) | ||
CCL Industries Inc. Class B | 225,429 | 9,648 | |
1 | Canadian Tire Corp. Ltd. Class A | 81,565 | 8,669 |
Saputo Inc. | 382,364 | 7,884 | |
Parkland Corp. | 217,413 | 7,419 | |
Boyd Group Services Inc. | 33,593 | 7,221 | |
Finning International Inc. | 229,092 | 6,630 | |
Empire Co. Ltd. Class A | 240,340 | 6,228 | |
Quebecor Inc. Class B | 240,649 | 5,851 | |
Stella-Jones Inc. | 77,825 | 4,604 | |
Premium Brands Holdings Corp. | 57,652 | 3,945 | |
goeasy Ltd. | 20,235 | 2,305 | |
Maple Leaf Foods Inc. | 111,965 | 2,135 | |
Enghouse Systems Ltd. | 67,459 | 1,877 | |
Badger Infrastructure Solutions Ltd. | 53,439 | 1,857 | |
Cogeco Communications Inc. | 35,768 | 1,651 | |
Savaria Corp. | 86,560 | 1,040 | |
Adentra Inc. | 27,648 | 651 | |
991,930 | |||
China (0.3%) | |||
CSPC Pharmaceutical Group Ltd. | 13,024,000 | 9,582 | |
Wuliangye Yibin Co. Ltd. Class A | 484,300 | 8,549 | |
Jiangsu King's Luck Brewery JSC Ltd. Class A | 155,800 | 961 | |
Inner Mongolia Dian Tou Energy Corp. Ltd. Class A | 271,000 | 558 | |
Angel Yeast Co. Ltd. Class A | 104,500 | 450 | |
Suofeiya Home Collection Co. Ltd. Class A | 113,000 | 244 | |
Valiant Co. Ltd. Class A | 109,100 | 195 | |
Shandong WIT Dyne Health Co. Ltd. Class A | 30,300 | 113 | |
20,652 | |||
Denmark (7.1%) | |||
Novo Nordisk A/S Class B | 3,288,719 | 375,915 | |
DSV A/S | 280,502 | 50,185 | |
Coloplast A/S Class B | 193,845 | 22,345 | |
Royal Unibrew A/S | 66,649 | 4,366 | |
452,811 | |||
Finland (0.1%) | |||
Huhtamaki OYJ | 149,477 | 5,866 | |
Revenio Group OYJ | 41,583 | 1,142 | |
7,008 | |||
France (5.3%) | |||
Sanofi SA | 1,739,183 | 174,171 | |
Schneider Electric SE | 841,162 | 165,247 | |
339,418 | |||
Germany (6.2%) | |||
SAP SE | 1,593,263 | 276,027 | |
Deutsche Boerse AG | 296,858 | 59,116 | |
Symrise AG | 207,213 | 21,379 | |
Brenntag SE | 231,637 | 20,479 | |
Nemetschek SE | 88,329 | 8,150 | |
Bechtle AG | 127,485 | 6,611 | |
FUCHS SE | 66,455 | 2,356 | |
Atoss Software AG | 6,120 | 1,677 | |
Cewe Stiftung & Co. KGaA | 8,172 | 891 | |
STRATEC SE | 11,293 | 516 | |
MBB SE | 3,149 | 305 | |
397,507 |
Shares | Market Value ($000) | ||
Hong Kong (2.5%) | |||
AIA Group Ltd. | 17,878,560 | 140,211 | |
Techtronic Industries Co. Ltd. | 2,063,564 | 21,917 | |
162,128 | |||
India (7.3%) | |||
Reliance Industries Ltd. | 5,382,603 | 184,928 | |
Infosys Ltd. | 4,096,455 | 81,668 | |
Hindustan Unilever Ltd. | 1,393,084 | 41,656 | |
Infosys Ltd. ADR | 1,470,295 | 29,200 | |
Asian Paints Ltd. | 703,077 | 24,974 | |
ITC Ltd. | 4,670,539 | 24,829 | |
UltraTech Cement Ltd. | 180,105 | 22,022 | |
Nestle India Ltd. | 556,544 | 16,788 | |
Persistent Systems Ltd. | 79,063 | 7,935 | |
Pidilite Industries Ltd. | 237,829 | 7,249 | |
Tata Elxsi Ltd. | 54,440 | 4,983 | |
Sundaram Finance Ltd. | 106,100 | 4,552 | |
Astral Ltd. (XNSE) | 184,042 | 4,055 | |
KEI Industries Ltd. | 86,858 | 3,347 | |
Berger Paints India Ltd. | 453,646 | 3,087 | |
CRISIL Ltd. | 37,771 | 1,863 | |
Caplin Point Laboratories Ltd. | 34,284 | 598 | |
Balaji Amines Ltd. | 16,199 | 476 | |
464,210 | |||
Indonesia (0.8%) | |||
Bank Central Asia Tbk PT | 86,680,900 | 52,444 | |
Ireland (0.3%) | |||
Kerry Group plc Class A | 242,788 | 21,641 | |
Israel (0.0%) | |||
Elco Ltd. | 14,886 | 459 | |
Italy (0.4%) | |||
Recordati Industria Chimica e Farmaceutica SpA | 156,530 | 8,640 | |
Interpump Group SpA | 127,193 | 6,287 | |
Buzzi SpA | 146,708 | 4,987 | |
Reply SpA | 35,070 | 4,808 | |
DiaSorin SpA | 41,021 | 3,772 | |
28,494 | |||
Japan (17.6%) | |||
Sony Group Corp. | 1,970,200 | 193,214 | |
Shin-Etsu Chemical Co. Ltd. | 3,162,320 | 124,476 | |
Tokio Marine Holdings Inc. | 3,128,000 | 82,477 | |
Murata Manufacturing Co. Ltd. | 2,942,200 | 59,409 | |
Nippon Telegraph & Telephone Corp. | 46,659,343 | 58,593 | |
Seven & i Holdings Co. Ltd. | 1,245,700 | 49,199 | |
Terumo Corp. | 1,167,076 | 39,508 | |
Astellas Pharma Inc. | 2,821,700 | 32,852 | |
Asahi Group Holdings Ltd. | 791,043 | 29,401 | |
Kao Corp. | 727,200 | 28,774 | |
Unicharm Corp. | 687,480 | 23,655 | |
Sekisui House Ltd. | 1,031,700 | 23,290 | |
Nomura Research Institute Ltd. | 722,500 | 22,097 | |
Shionogi & Co. Ltd. | 435,900 | 20,922 | |
Nitto Denko Corp. | 228,800 | 18,981 | |
Pan Pacific International Holdings Corp. | 831,664 | 17,978 | |
Nitori Holdings Co. Ltd. | 136,001 | 17,800 | |
Obic Co. Ltd. | 105,200 | 16,160 |
Shares | Market Value ($000) | ||
NTT Data Group Corp. | 932,667 | 13,434 | |
M3 Inc. | 666,460 | 10,517 | |
Yakult Honsha Co. Ltd. | 480,400 | 10,493 | |
Hulic Co. Ltd. | 931,075 | 10,281 | |
Nissan Chemical Corp. | 216,732 | 8,644 | |
Chiba Bank Ltd. | 1,129,100 | 8,367 | |
Nippon Sanso Holdings Corp. | 330,100 | 8,364 | |
TIS Inc. | 339,660 | 7,555 | |
Hikari Tsushin Inc. | 36,200 | 6,308 | |
Azbil Corp. | 190,340 | 6,151 | |
Kurita Water Industries Ltd. | 165,800 | 6,055 | |
Nisshin Seifun Group Inc. | 406,100 | 5,665 | |
Alfresa Holdings Corp. | 314,100 | 5,151 | |
Tokyo Tatemono Co. Ltd. | 328,400 | 5,061 | |
Nomura Real Estate Holdings Inc. | 175,980 | 4,816 | |
SCSK Corp. | 235,300 | 4,620 | |
GMO Payment Gateway Inc. | 70,200 | 4,236 | |
Kobayashi Pharmaceutical Co. Ltd. | 93,600 | 4,224 | |
Rinnai Corp. | 182,052 | 4,125 | |
Oracle Corp. Japan | 51,600 | 4,067 | |
Lion Corp. | 453,734 | 4,045 | |
Goldwin Inc. | 60,100 | 4,043 | |
COMSYS Holdings Corp. | 179,400 | 3,928 | |
EXEO Group Inc. | 171,200 | 3,824 | |
Fuji Soft Inc. | 84,940 | 3,723 | |
SHO-BOND Holdings Co. Ltd. | 83,284 | 3,709 | |
MonotaRO Co. Ltd. | 380,667 | 3,585 | |
Open House Group Co. Ltd. | 112,800 | 3,527 | |
Yamaguchi Financial Group Inc. | 364,967 | 3,469 | |
Zenkoku Hosho Co. Ltd. | 90,600 | 3,372 | |
Sundrug Co. Ltd. | 110,324 | 3,327 | |
Tokyo Century Corp. | 295,400 | 3,282 | |
Fuyo General Lease Co. Ltd. | 36,000 | 3,219 | |
Nippon Gas Co. Ltd. | 178,267 | 2,761 | |
Morinaga & Co. Ltd. | 144,400 | 2,756 | |
1 | Welcia Holdings Co. Ltd. | 157,400 | 2,655 |
Maruwa Co. Ltd. | 12,900 | 2,581 | |
Nichias Corp. | 95,800 | 2,239 | |
NSD Co. Ltd. | 113,000 | 2,121 | |
Mizuho Leasing Co. Ltd. | 56,667 | 2,054 | |
TS Tech Co. Ltd. | 156,100 | 1,977 | |
Ship Healthcare Holdings Inc. | 127,367 | 1,933 | |
Takeuchi Manufacturing Co. Ltd. | 55,700 | 1,904 | |
Aeon Mall Co. Ltd. | 150,734 | 1,866 | |
Japan Material Co. Ltd. | 109,900 | 1,857 | |
Mani Inc. | 128,200 | 1,781 | |
Benefit One Inc. | 121,600 | 1,735 | |
Kandenko Co. Ltd. | 166,334 | 1,711 | |
Riken Keiki Co. Ltd. | 34,400 | 1,700 | |
Kissei Pharmaceutical Co. Ltd. | 78,600 | 1,678 | |
Fujitsu General Ltd. | 99,300 | 1,455 | |
Nojima Corp. | 115,000 | 1,449 | |
PALTAC Corp. | 46,954 | 1,430 | |
Tokyo Steel Manufacturing Co. Ltd. | 116,900 | 1,412 | |
Dentsu Soken Inc. | 37,700 | 1,408 | |
DTS Corp. | 56,700 | 1,395 | |
Valor Holdings Co. Ltd. | 80,512 | 1,375 | |
Funai Soken Holdings Inc. | 73,200 | 1,275 |
Shares | Market Value ($000) | ||
TKC Corp. | 47,600 | 1,233 | |
Shoei Co. Ltd. | 89,300 | 1,193 | |
Raito Kogyo Co. Ltd. | 79,200 | 1,107 | |
Takara Standard Co. Ltd. | 88,267 | 1,055 | |
Komeri Co. Ltd. | 46,467 | 1,041 | |
1 | Workman Co. Ltd. | 36,026 | 1,030 |
Tri Chemical Laboratories Inc. | 41,700 | 1,028 | |
Elecom Co. Ltd. | 87,832 | 1,021 | |
Kohnan Shoji Co. Ltd. | 37,400 | 993 | |
Ai Holdings Corp. | 57,770 | 970 | |
JCU Corp. | 38,200 | 964 | |
AZ-COM Maruwa Holdings Inc. | 89,934 | 926 | |
MCJ Co. Ltd. | 102,400 | 859 | |
Hogy Medical Co. Ltd. | 35,500 | 856 | |
Create SD Holdings Co. Ltd. | 39,100 | 851 | |
Future Corp. | 70,847 | 841 | |
Noevir Holdings Co. Ltd. | 23,000 | 818 | |
Okinawa Cellular Telephone Co. | 33,567 | 818 | |
Sekisui Jushi Corp. | 47,200 | 813 | |
Tsurumi Manufacturing Co. Ltd. | 31,867 | 786 | |
Yellow Hat Ltd. | 61,900 | 768 | |
eGuarantee Inc. | 52,367 | 683 | |
Kameda Seika Co. Ltd. | 23,400 | 665 | |
Mitsubishi Research Institute Inc. | 19,800 | 664 | |
Shin-Etsu Polymer Co. Ltd. | 58,734 | 646 | |
Ricoh Leasing Co. Ltd. | 18,800 | 645 | |
Takara Bio Inc. | 73,800 | 627 | |
Keihanshin Building Co. Ltd. | 61,900 | 625 | |
Osaka Organic Chemical Industry Ltd. | 30,400 | 605 | |
Retail Partners Co. Ltd. | 50,700 | 600 | |
Fujicco Co. Ltd. | 43,534 | 597 | |
Sanyo Chemical Industries Ltd. | 20,400 | 596 | |
S Foods Inc. | 25,900 | 582 | |
Siix Corp. | 54,200 | 573 | |
Mimasu Semiconductor Industry Co. Ltd. | 25,800 | 556 | |
G-Tekt Corp. | 40,900 | 508 | |
Altech Corp. | 25,300 | 493 | |
Shizuoka Gas Co. Ltd. | 68,200 | 466 | |
Matsuda Sangyo Co. Ltd. | 22,300 | 415 | |
Transaction Co. Ltd. | 23,534 | 393 | |
Nippon Parking Development Co. Ltd. | 312,100 | 389 | |
Elan Corp. | 48,800 | 350 | |
FULLCAST Holdings Co. Ltd. | 27,200 | 328 | |
Avant Group Corp. | 33,534 | 327 | |
MarkLines Co. Ltd. | 15,800 | 323 | |
Intage Holdings Inc. | 24,700 | 292 | |
WDB Holdings Co. Ltd. | 17,600 | 277 | |
YAKUODO Holdings Co. Ltd. | 14,767 | 259 | |
Fukui Computer Holdings Inc. | 13,700 | 242 | |
G-7 Holdings Inc. | 28,200 | 240 | |
Densan System Holdings Co. Ltd. | 11,667 | 234 | |
Value HR Co. Ltd. | 23,600 | 229 | |
Aoyama Zaisan Networks Co. Ltd. | 30,300 | 212 | |
Creek & River Co. Ltd. | 14,800 | 201 | |
Celsys Inc. | 43,534 | 200 | |
Digital Information Technologies Corp. | 14,900 | 176 | |
E-Guardian Inc. | 12,300 | 131 | |
Digital Hearts Holdings Co. Ltd. | 16,000 | 111 |
Shares | Market Value ($000) | ||
Japan Medical Dynamic Marketing Inc. | 20,800 | 105 | |
Members Co. Ltd. | 12,600 | 85 | |
1,126,102 | |||
Mexico (0.6%) | |||
America Movil SAB de CV Series B | 31,086,356 | 28,086 | |
Grupo Elektra SAB de CV | 86,700 | 5,810 | |
Grupo Comercial Chedraui SA de CV | 356,000 | 2,406 | |
36,302 | |||
Netherlands (1.1%) | |||
Wolters Kluwer NV | 388,188 | 57,226 | |
IMCD NV | 88,837 | 13,560 | |
70,786 | |||
New Zealand (0.3%) | |||
Fisher & Paykel Healthcare Corp. Ltd. | 909,742 | 13,139 | |
EBOS Group Ltd. | 246,094 | 5,636 | |
Summerset Group Holdings Ltd. | 363,866 | 2,440 | |
21,215 | |||
Norway (0.1%) | |||
TOMRA Systems ASA | 363,826 | 3,654 | |
Borregaard ASA | 151,697 | 2,580 | |
6,234 | |||
Philippines (0.1%) | |||
International Container Terminal Services Inc. | 1,259,790 | 5,447 | |
South Korea (0.6%) | |||
NAVER Corp. | 235,275 | 35,085 | |
LEENO Industrial Inc. | 15,415 | 2,294 | |
DI Dong Il Corp. | 23,607 | 482 | |
JW Pharmaceutical Corp. | 18,555 | 425 | |
Kyung Dong Navien Co. Ltd. | 9,261 | 325 | |
Interojo Co. Ltd. | 14,165 | 312 | |
Hanyang Eng Co. Ltd. | 16,670 | 204 | |
39,127 | |||
Sweden (1.8%) | |||
Assa Abloy AB Class B | 1,548,984 | 42,482 | |
Hexagon AB Class B | 3,283,803 | 35,838 | |
Nibe Industrier AB Class B | 2,394,816 | 14,310 | |
Lifco AB Class B | 330,893 | 7,983 | |
AAK AB | 283,022 | 6,379 | |
Fortnox AB | 751,903 | 4,145 | |
Wihlborgs Fastigheter AB | 416,846 | 3,726 | |
Atrium Ljungberg AB Class B | 83,078 | 1,660 | |
NP3 Fastigheter AB | 47,566 | 937 | |
Svolder AB Class B | 151,643 | 839 | |
118,299 | |||
Switzerland (16.2%) | |||
Novartis AG (Registered) | 2,426,518 | 250,935 | |
Nestle SA (Registered) | 2,038,887 | 232,332 | |
Roche Holding AG | 799,295 | 227,572 | |
Sika AG (Registered) | 250,638 | 69,191 | |
Givaudan SA (Registered) | 12,404 | 51,583 | |
Partners Group Holding AG | 34,189 | 46,127 | |
Geberit AG (Registered) | 52,265 | 30,085 | |
Chocoladefabriken Lindt & Spruengli AG | 1,804 | 22,927 | |
Logitech International SA (Registered) | 248,047 | 20,795 | |
Chocoladefabriken Lindt & Spruengli AG (Registered) | 146 | 18,507 |
Shares | Market Value ($000) | ||
* | Sandoz Group AG | 504,319 | 17,296 |
Temenos AG (Registered) | 100,327 | 10,210 | |
PSP Swiss Property AG (Registered) | 71,334 | 9,494 | |
Roche Holding AG (Bearer) | 31,067 | 9,411 | |
Siegfried Holding AG (Registered) | 6,290 | 6,266 | |
Emmi AG (Registered) | 3,884 | 4,069 | |
DKSH Holding AG | 55,045 | 3,852 | |
Interroll Holding AG (Registered) | 1,127 | 3,292 | |
ALSO Holding AG (Registered) | 9,654 | 2,826 | |
Orior AG | 9,717 | 750 | |
1,037,520 | |||
Taiwan (0.5%) | |||
1 | Chailease Holding Co. Ltd. | 2,516,573 | 13,931 |
Advantech Co. Ltd. | 757,727 | 8,168 | |
ASPEED Technology Inc. | 46,104 | 4,528 | |
Sinbon Electronics Co. Ltd. | 335,000 | 2,758 | |
29,385 | |||
United Kingdom (10.3%) | |||
Diageo plc | 3,485,823 | 125,900 | |
RELX plc | 3,028,015 | 124,979 | |
CRH plc (SGMX) | 1,188,150 | 84,289 | |
BAE Systems plc | 4,765,039 | 70,982 | |
London Stock Exchange Group plc | 610,706 | 69,079 | |
Ashtead Group plc | 705,125 | 46,109 | |
Sage Group plc | 1,605,584 | 23,904 | |
Bunzl plc | 530,166 | 21,546 | |
Halma plc | 592,504 | 16,400 | |
Smurfit Kappa Group plc (XDUB) | 406,389 | 15,144 | |
Spirax-Sarco Engineering plc | 115,139 | 14,492 | |
Croda International plc | 222,395 | 13,461 | |
DCC plc | 158,117 | 11,495 | |
Diploma plc | 209,156 | 8,622 | |
Spectris plc | 167,086 | 7,778 | |
Cranswick plc | 83,568 | 4,260 | |
Clarkson plc | 47,371 | 2,133 | |
Hilton Food Group plc | 120,030 | 1,191 | |
Treatt plc | 95,675 | 566 | |
662,330 | |||
Total Common Stocks (Cost $5,695,929) | 6,368,070 | ||
Preferred Stock (0.1%) | |||
FUCHS SE Preference Shares (Cost $4,089) | 98,219 | 4,305 |
Shares | Market Value ($000) | ||
Temporary Cash Investments (0.4%) | |||
Money Market Fund (0.4%) | |||
2,3 | Vanguard Market Liquidity Fund, 5.410% (Cost $21,097) | 211,007 | 21,098 |
Total Investments (99.9%) (Cost $5,721,115) | 6,393,473 | ||
Other Assets and Liabilities—Net (0.1%) | 9,122 | ||
Net Assets (100%) | 6,402,595 | ||
Cost is in $000. |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $10,867,000. |
2 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
3 | Collateral of $11,652,000 was received for securities on loan, of which $11,645,000 is held in Vanguard Market Liquidity Fund and $7,000 is held in cash. |
ADR—American Depositary Receipt. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini S&P 500 Index | March 2024 | 15 | 3,653 | 74 |
MSCI EAFE Index | March 2024 | 161 | 17,976 | (132) |
MSCI Emerging Markets Index | March 2024 | 113 | 5,541 | (128) |
Topix Index | March 2024 | 11 | 1,908 | 150 |
(36) |
Forward Currency Contracts | |||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | ||||
Counterparty | Receive | Deliver | |||||
UBS AG | 3/20/24 | INR | 388,381 | USD | 4,651 | 18 | — |
State Street Bank & Trust Co. | 3/20/24 | INR | 169,446 | USD | 2,035 | 2 | — |
Bank of America, N.A. | 3/20/24 | INR | 103,854 | USD | 1,247 | 1 | — |
Deutsche Bank AG | 3/20/24 | INR | 96,316 | USD | 1,152 | 6 | — |
UBS AG | 3/21/24 | JPY | 70,419 | USD | 491 | — | (9) |
Bank of Montreal | 3/20/24 | USD | 11,637 | CHF | 10,093 | — | (123) |
Bank of Montreal | 3/20/24 | USD | 2,780 | EUR | 2,556 | 12 | — |
Forward Currency Contracts (continued) | |||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | ||||
Counterparty | Receive | Deliver | |||||
State Street Bank & Trust Co. | 3/20/24 | USD | 9,352 | GBP | 7,403 | — | (33) |
Barclays Bank plc | 3/20/24 | USD | 1,554 | HKD | 12,121 | 2 | — |
41 | (165) |
CHF—Swiss franc. |
EUR—euro. |
GBP—British pound. |
HKD—Hong Kong dollar. |
INR—Indian rupee. |
JPY—Japanese yen. |
USD—U.S. dollar. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks—North and South America | 1,028,232 | — | — | 1,028,232 |
Common Stocks—Other | 29,200 | 5,310,638 | — | 5,339,838 |
Preferred Stock | — | 4,305 | — | 4,305 |
Temporary Cash Investments | 21,098 | — | — | 21,098 |
Total | 1,078,530 | 5,314,943 | — | 6,393,473 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 224 | — | — | 224 |
Forward Currency Contracts | — | 41 | — | 41 |
Total | 224 | 41 | — | 265 |
Liabilities | ||||
Futures Contracts1 | 260 | — | — | 260 |
Forward Currency Contracts | — | 165 | — | 165 |
Total | 260 | 165 | — | 425 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. |