|
Shares
|
|
Value
|
Common Stocks – 96.5%
|
|
|
|
Air Freight & Logistics – 1.5%
|
|
|
|
Deutsche Post AG
|
2,034,190
|
|
$82,294,767
|
Auto Components – 0.8%
|
|
|
|
Compagnie Generale des Etablissements Michelin SCA
|
1,133,946
|
|
43,747,139
|
Automobiles – 1.2%
|
|
|
|
Daimler AG
|
709,200
|
|
49,001,666
|
Stellantis NV
|
1,042,897
|
|
20,508,640
|
|
|
|
69,510,306
|
Banks – 10.2%
|
|
|
|
BNP Paribas SA
|
408,837
|
|
26,194,617
|
China Construction Bank Corp
|
80,896,000
|
|
59,748,439
|
Credit Agricole SA
|
3,426,701
|
|
46,587,821
|
DBS Group Holdings Ltd
|
2,408,340
|
|
63,475,435
|
Erste Group Bank AG
|
1,145,047
|
|
54,223,115
|
HSBC Holdings PLC
|
17,740,901
|
|
153,505,787
|
ING Groep NV
|
5,416,990
|
|
92,805,488
|
Natwest Group PLC
|
18,281,061
|
|
71,696,813
|
|
|
|
568,237,515
|
Beverages – 3.8%
|
|
|
|
Coca-Cola Co
|
974,729
|
|
62,041,501
|
Heineken NV
|
619,600
|
|
59,797,977
|
Pernod Ricard SA
|
647,177
|
|
88,060,288
|
|
|
|
209,899,766
|
Building Products – 1.8%
|
|
|
|
Cie de Saint-Gobain
|
996,784
|
|
77,181,239
|
Xinyi Glass Holdings Ltd
|
22,869,000
|
|
25,050,402
|
|
|
|
102,231,641
|
Capital Markets – 0.9%
|
|
|
|
IG Group Holdings PLC
|
4,671,338
|
|
48,383,689
|
Chemicals – 2.5%
|
|
|
|
Arkema SA
|
12,084
|
|
1,044,630
|
BASF SE
|
772,157
|
|
37,305,921
|
Evonik Industries AG
|
2,965,467
|
|
60,484,065
|
Shin-Etsu Chemical Co Ltd
|
1,096,200
|
|
42,643,286
|
|
|
|
141,477,902
|
Communications Equipment – 1.0%
|
|
|
|
Cisco Systems Inc
|
1,119,102
|
|
53,168,536
|
Diversified Financial Services – 1.7%
|
|
|
|
Kinnevik AB*
|
2,046,854
|
|
4,443,551
|
Kinnevik AB - Class B*
|
2,046,854
|
|
16,714,796
|
M&G PLC
|
27,764,763
|
|
71,638,651
|
|
|
|
92,796,998
|
Diversified Telecommunication Services – 5.5%
|
|
|
|
BT Group PLC
|
16,051,409
|
|
28,490,596
|
Elisa Oyj
|
1,237,556
|
|
56,734,349
|
Telenor ASA
|
5,251,118
|
|
59,808,763
|
TELUS Corp
|
4,980,732
|
|
75,408,261
|
Verizon Communications Inc
|
2,134,096
|
|
88,010,119
|
|
|
|
308,452,088
|
Electric Utilities – 3.2%
|
|
|
|
Enel SpA
|
12,540,197
|
|
87,462,122
|
Iberdrola SA
|
7,035,070
|
|
91,249,755
|
|
|
|
178,711,877
|
Electronic Equipment, Instruments & Components – 2.5%
|
|
|
|
Hon Hai Precision Industry Co Ltd
|
21,080,000
|
|
138,210,925
|
Food & Staples Retailing – 2.3%
|
|
|
|
Carrefour SA
|
2,418,261
|
|
34,165,752
|
Tesco PLC
|
24,235,935
|
|
93,814,319
|
|
|
|
127,980,071
|
Food Products – 1.0%
|
|
|
|
Danone SA
|
896,755
|
|
54,721,419
|
Household Durables – 1.2%
|
|
|
|
Persimmon PLC
|
2,058,193
|
|
34,978,376
|
Taylor Wimpey PLC
|
16,793,802
|
|
30,004,896
|
|
|
|
64,983,272
|
|
Shares
|
|
Value
|
Common Stocks – (continued)
|
|
|
|
Insurance – 10.4%
|
|
|
|
Allianz SE (REG)
|
393,772
|
|
$109,392,112
|
ASR Nederland NV
|
1,202,855
|
|
57,301,568
|
Aviva PLC
|
3,136,088
|
|
18,909,805
|
AXA SA
|
3,120,216
|
|
102,726,098
|
Dai-ichi Life Holdings Inc
|
2,369,200
|
|
63,616,651
|
Hannover Rueck SE
|
228,784
|
|
57,967,403
|
Legal & General Group PLC
|
29,085,273
|
|
83,089,811
|
Phoenix Group Holdings PLC
|
9,186,403
|
|
60,268,841
|
Ping An Insurance Group Co of China Ltd
|
5,729,500
|
|
26,053,317
|
|
|
|
579,325,606
|
Machinery – 2.1%
|
|
|
|
Daimler Truck Holding AG
|
2,919,705
|
|
116,143,179
|
Media – 1.4%
|
|
|
|
Publicis Groupe SA
|
527,067
|
|
55,857,854
|
Schibsted ASA
|
783,668
|
|
23,123,420
|
|
|
|
78,981,274
|
Metals & Mining – 2.1%
|
|
|
|
Anglo American PLC
|
1,708,681
|
|
53,737,262
|
Rio Tinto PLC
|
970,742
|
|
63,889,832
|
|
|
|
117,627,094
|
Multi-Utilities – 4.5%
|
|
|
|
E.ON SE
|
6,290,598
|
|
82,428,761
|
Engie SA
|
1,687,126
|
|
24,026,332
|
National Grid PLC
|
9,275,974
|
|
103,424,917
|
Veolia Environnement SA
|
1,308,974
|
|
39,295,724
|
|
|
|
249,175,734
|
Office Real Estate Investment Trusts (REITs) – 1.0%
|
|
|
|
Dexus
|
13,355,096
|
|
57,723,372
|
Oil, Gas & Consumable Fuels – 9.5%
|
|
|
|
BP PLC
|
19,308,239
|
|
116,323,401
|
Eni SpA
|
6,967,866
|
|
107,291,385
|
Equinor ASA
|
1,784,661
|
|
51,011,685
|
Keyera Corp
|
2,120,721
|
|
58,742,685
|
PetroChina Co Ltd
|
56,798,000
|
|
57,450,319
|
Williams Cos Inc
|
3,324,194
|
|
141,278,245
|
|
|
|
532,097,720
|
Paper & Forest Products – 0.8%
|
|
|
|
UPM-Kymmene Oyj
|
1,273,649
|
|
44,402,247
|
Personal Products – 3.5%
|
|
|
|
Unilever PLC
|
3,569,092
|
|
195,963,880
|
Pharmaceuticals – 2.9%
|
|
|
|
Merck & Co Inc
|
655,140
|
|
81,106,332
|
Sanofi
|
830,871
|
|
79,853,302
|
|
|
|
160,959,634
|
Real Estate Management & Development – 1.6%
|
|
|
|
China Resources Land Ltd
|
17,550,500
|
|
59,613,640
|
Swire Pacific Ltd
|
3,396,000
|
|
30,017,886
|
|
|
|
89,631,526
|
Semiconductor & Semiconductor Equipment – 9.4%
|
|
|
|
ASE Technology Holding Co Ltd*
|
15,903,000
|
|
82,077,100
|
MediaTek Inc
|
3,089,000
|
|
132,082,097
|
Qualcomm Inc
|
123,821
|
|
24,662,667
|
Taiwan Semiconductor Manufacturing Co Ltd (ADR)
|
1,650,013
|
|
286,788,760
|
|
|
|
525,610,624
|
Specialty Retail – 0.5%
|
|
|
|
Home Depot Inc
|
85,743
|
|
29,516,170
|
Textiles, Apparel & Luxury Goods – 0.6%
|
|
|
|
Cie Financiere Richemont SA (REG)
|
202,113
|
|
31,548,794
|
Tobacco – 4.8%
|
|
|
|
British American Tobacco PLC
|
5,650,868
|
|
173,681,427
|
Imperial Brands PLC
|
3,669,079
|
|
93,927,834
|
|
|
|
267,609,261
|
Wireless Telecommunication Services – 0.3%
|
|
|
|
Tele2 AB
|
1,865,677
|
|
18,771,058
|
Total Common Stocks (cost $5,257,291,049)
|
|
|
5,379,895,084
|
Preferred Stocks – 2.1%
|
|
|
|
Technology Hardware, Storage & Peripherals – 2.1%
|
|
|
|
Samsung Electronics Co Ltd (cost $112,338,286)
|
2,577,026
|
|
118,368,629
|
|
Shares
|
|
Value
|
Investment Companies – 0.7%
|
|
|
|
Money Markets – 0.7%
|
|
|
|
Janus Henderson Cash Liquidity Fund LLC, 5.3419%ºº,£ (cost $34,799,316)
|
34,792,357
|
|
$34,799,316
|
Total Investments (total cost $5,404,428,651) – 99.3%
|
|
|
5,533,063,029
|
Cash, Receivables and Other Assets, net of Liabilities – 0.7%
|
|
|
40,602,575
|
Net Assets – 100%
|
|
|
$5,573,665,604
|
Summary of Investments by Country - (Long Positions) (unaudited)
|
|
|
Country
|
Value
|
% of
Investment
Securities
|
United Kingdom
|
$1,299,766,257
|
23.5
%
|
France
|
673,462,215
|
12.2
|
Taiwan
|
639,158,882
|
11.6
|
Germany
|
595,017,874
|
10.8
|
United States
|
514,582,886
|
9.3
|
Netherlands
|
405,868,913
|
7.3
|
China
|
227,916,117
|
4.1
|
Italy
|
215,262,147
|
3.9
|
Canada
|
134,150,946
|
2.4
|
Norway
|
133,943,868
|
2.4
|
South Korea
|
118,368,629
|
2.1
|
Japan
|
106,259,937
|
1.9
|
Finland
|
101,136,596
|
1.8
|
Spain
|
91,249,755
|
1.7
|
Singapore
|
63,475,435
|
1.2
|
Australia
|
57,723,372
|
1.0
|
Austria
|
54,223,115
|
1.0
|
Sweden
|
39,929,405
|
0.7
|
Switzerland
|
31,548,794
|
0.6
|
Hong Kong
|
30,017,886
|
0.5
|
Total
|
$5,533,063,029
|
100.0
%
|
Schedule of Affiliated Investments - (% of Net Assets)
|
||||||||
Affiliate
|
Affiliated
Investments,
at Value at
9/30/23
|
Purchases
|
Sales
Proceeds
|
Realized
Gain/(Loss)
|
Change in
Unrealized
Appreciation/
Depreciation
|
Affiliated
Investments,
at Value at
6/30/24
|
Ending
Shares
|
Dividend
Income
|
Investment Companies - 0.7%
|
||||||||
Money Markets - 0.7%
|
||||||||
Janus Henderson Cash Liquidity Fund LLC, 5.3419%ºº
|
||||||||
|
$302,308,674
|
$1,906,418,523
|
$(2,173,897,660)
|
$(3,841)
|
$(26,380)
|
$34,799,316
|
34,792,357
|
$4,220,002
|
Schedule of Forward Foreign Currency Exchange Contracts
|
||||
Counterparty/
Foreign Currency
|
Settlement
Date
|
Foreign Currency
Amount (Sold)/
Purchased
|
USD Currency
Amount (Sold)/
Purchased
|
Market Value and
Unrealized
Appreciation/
(Depreciation)
|
BNP Paribas:
|
||||
British Pound
|
7/24/24
|
(402,062,606)
|
$514,767,296
|
$6,531,148
|
Euro
|
7/24/24
|
(623,066,387)
|
679,939,704
|
11,972,567
|
Total
|
|
|
|
$18,503,715
|
Average Ending Monthly Value of Derivative Instruments During the Period Ended June
30, 2024
|
|
Forward foreign currency exchange contracts:
|
|
Average amounts sold - in USD
|
$879,919,453
|
ADR
|
American Depositary Receipt
|
LLC
|
Limited Liability Company
|
PLC
|
Public Limited Company
|
REG
|
Registered
|
*
|
Non-income producing security.
|
ºº
|
Rate shown is the 7-day yield as of June 30, 2024.
|
£
|
The Fund may invest in certain securities that are considered affiliated companies.
As defined by the Investment Company Act of 1940, as
amended, an affiliated company is one in which the Fund owns 5% or more of the outstanding
voting securities, or a company which is
under common ownership or control.
|
Valuation Inputs Summary
|
|||
|
Level 1 -
Quoted Prices
|
Level 2 -
Other Significant
Observable Inputs
|
Level 3 -
Significant
Unobservable Inputs
|
Assets
|
|
|
|
Investments In Securities:
|
|
|
|
Common Stocks
|
|
|
|
Beverages
|
$62,041,501
|
$147,858,265
|
$-
|
Communications Equipment
|
53,168,536
|
-
|
-
|
Diversified Telecommunication Services
|
163,418,380
|
145,033,708
|
-
|
Oil, Gas & Consumable Fuels
|
200,020,930
|
332,076,790
|
-
|
Pharmaceuticals
|
81,106,332
|
79,853,302
|
-
|
Semiconductor & Semiconductor Equipment
|
311,451,427
|
214,159,197
|
-
|
Specialty Retail
|
29,516,170
|
-
|
-
|
All Other
|
-
|
3,560,190,546
|
-
|
Preferred Stocks
|
-
|
118,368,629
|
-
|
Investment Companies
|
-
|
34,799,316
|
-
|
Total Investments in Securities
|
$900,723,276
|
$4,632,339,753
|
$-
|
Other Financial Instruments(a):
|
|
|
|
Forward Foreign Currency Exchange Contracts
|
-
|
18,503,715
|
-
|
Total Assets
|
$900,723,276
|
$4,650,843,468
|
$-
|
(a)
|
Other financial instruments may include forward foreign currency exchange contracts,
futures, written options, written swaptions, and swap
contracts. Forward foreign currency exchange contracts, futures contracts, and swap
contracts are reported at their unrealized
appreciation/(depreciation) at measurement date, which represents the change in the
contract's value from trade date. Written options and
written swaptions are reported at their market value at measurement date.
|