|
|
|
Shares
|
Value ($)
|
|
|
|||
|
Common Stocks 78.2%
|
|
|
|
|
Communication Services 1.9%
|
|
||
|
Diversified Telecommunication Services
|
|
||
|
Cellnex Telecom SA 144A
|
|
1,708,276
|
67,353,837
|
|
China Tower Corp. Ltd. “H” 144A
|
|
157,832,000
|
16,591,693
|
|
|
|
|
83,945,530
|
|
Consumer Staples 0.9%
|
|
||
|
Food Products
|
|
||
|
Archer-Daniels-Midland Co.
|
|
209,950
|
15,162,589
|
|
Bunge Global SA
|
|
125,426
|
12,661,755
|
|
Darling Ingredients, Inc.*
|
|
258,200
|
12,868,688
|
|
|
|
|
40,693,032
|
|
Energy 12.7%
|
|
||
|
Energy Equipment & Services 0.2%
|
|
||
|
Halliburton Co.
|
|
256,500
|
9,272,475
|
|
Oil, Gas & Consumable Fuels 12.5%
|
|
||
|
BP PLC
|
|
6,001,300
|
35,723,734
|
|
Cenovus Energy, Inc.
|
|
939,000
|
15,647,047
|
|
Cheniere Energy, Inc.
|
|
130,022
|
22,196,056
|
|
Chevron Corp.
|
|
137,360
|
20,488,617
|
|
Diamondback Energy, Inc.
|
|
138,390
|
21,461,521
|
|
DT Midstream, Inc.
|
|
161,200
|
8,833,760
|
|
Enbridge, Inc.
|
|
1,904,390
|
68,555,453
|
|
Gazprom PJSC (ADR)* (a)
|
|
1,013,306
|
0
|
|
Keyera Corp.
|
|
1,162,111
|
28,091,329
|
|
LUKOIL PJSC ** (a)
|
|
91,202
|
0
|
|
Marathon Petroleum Corp.
|
|
113,738
|
16,874,170
|
|
ONEOK, Inc.
|
|
1,525,900
|
107,148,698
|
|
Pembina Pipeline Corp.
|
|
1,284,100
|
44,210,137
|
|
Phillips 66
|
|
70,600
|
9,399,684
|
|
Targa Resources Corp.
|
|
846,099
|
73,500,620
|
|
TotalEnergies SE
|
|
867,076
|
59,083,457
|
|
Williams Companies, Inc.
|
|
843,583
|
29,381,996
|
|
|
|
|
560,596,279
|
|
Industrials 6.9%
|
|
||
|
Commercial Services & Supplies 1.6%
|
|
||
|
GFL Environmental, Inc.
|
|
1,164,460
|
40,185,515
|
|
Waste Connections, Inc.
|
|
215,562
|
32,176,940
|
|
|
|
|
72,362,455
|
|
Construction & Engineering 2.7%
|
|
||
|
Ferrovial SE
|
|
870,505
|
31,747,098
|
|
Vinci SA
|
|
725,602
|
91,127,208
|
|
|
|
|
122,874,306
|
|
Ground Transportation 1.3%
|
|
||
|
Canadian Pacific Kansas City Ltd.
|
|
220,410
|
17,439,179
|
|
Union Pacific Corp.
|
|
169,890
|
41,728,382
|
|
|
|
|
59,167,561
|
|
Transportation Infrastructure 1.3%
|
|
||
|
Aena SME SA 144A
|
|
149,480
|
27,090,335
|
|
Grupo Aeroportuario del Pacifico SAB de CV (ADR) (b)
|
|
88,283
|
15,468,947
|
|
Grupo Aeroportuario del Sureste SAB de CV (ADR)
|
|
9,193
|
2,705,224
|
|
Japan Airport Terminal Co., Ltd.
|
|
249,542
|
10,975,342
|
|
|
|
|
56,239,848
|
|
Materials 8.1%
|
|
||
|
Chemicals 1.8%
|
|
||
|
Corteva, Inc.
|
|
600,188
|
28,761,009
|
|
Nutrien Ltd.
|
|
778,057
|
43,833,783
|
|
The Mosaic Co.
|
|
312,000
|
11,147,760
|
|
|
|
|
83,742,552
|
|
Containers & Packaging 0.7%
|
|
||
|
SIG Group AG
|
|
684,200
|
15,759,650
|
|
Westrock Co.
|
|
365,089
|
15,158,495
|
|
|
|
|
30,918,145
|
|
Metals & Mining 4.9%
|
|
||
|
Agnico Eagle Mines Ltd.
|
|
388,698
|
21,311,581
|
|
First Quantum Minerals Ltd.
|
|
679,000
|
5,559,903
|
|
Franco-Nevada Corp.
|
|
85,640
|
9,485,969
|
|
Freeport-McMoRan, Inc.
|
|
564,020
|
24,010,331
|
|
Glencore PLC
|
|
4,641,292
|
27,938,255
|
|
Newmont Corp.
|
|
443,940
|
18,374,677
|
|
Nippon Steel Corp.
|
|
576,300
|
13,161,342
|
|
Nucor Corp.
|
|
157,200
|
27,359,088
|
|
Rio Tinto Ltd.
|
|
547,840
|
50,540,514
|
|
Teck Resources Ltd. “B”
|
|
526,666
|
22,262,226
|
|
|
|
|
220,003,886
|
|
Paper & Forest Products 0.7%
|
|
||
|
Mondi PLC
|
|
579,100
|
11,363,695
|
|
Svenska Cellulosa AB SCA “B”
|
|
1,331,900
|
19,960,753
|
|
|
|
|
31,324,448
|
|
Real Estate 33.1%
|
|
||
|
Diversified REITs 1.8%
|
|
||
|
Activia Properties, Inc.
|
|
3,520
|
9,692,604
|
|
British Land Co. PLC
|
|
3,472,253
|
17,661,271
|
|
Daiwa House REIT Investment Corp.
|
|
4,047
|
7,225,987
|
|
Essential Properties Realty Trust, Inc.
|
|
1,039,500
|
26,569,620
|
|
KDX Realty Investment Corp.
|
|
8,421
|
9,599,355
|
|
Mori Trust Reit, Inc.
|
|
24,800
|
12,739,366
|
|
|
|
|
83,488,203
|
|
Health Care REITs 1.9%
|
|
||
|
Omega Healthcare Investors, Inc.
|
|
142,900
|
4,381,314
|
|
Ventas, Inc.
|
|
452,200
|
22,537,648
|
|
Welltower, Inc.
|
|
630,700
|
56,870,219
|
|
|
|
|
83,789,181
|
|
Hotel & Resort REITs 0.8%
|
|
||
|
Ryman Hospitality Properties, Inc.
|
|
326,564
|
35,941,634
|
|
Industrial REITs 4.7%
|
|
||
|
Americold Realty Trust, Inc.
|
|
230,900
|
6,989,343
|
|
CapitaLand Ascendas REIT
|
|
8,216,900
|
18,859,901
|
|
EastGroup Properties, Inc.
|
|
182,403
|
33,478,247
|
|
Frasers Logistics & Commercial Trust REG S
|
|
14,900,400
|
13,001,650
|
|
Industrial & Infrastructure Fund Investment Corp.
|
|
11,543
|
11,423,589
|
|
Mapletree Industrial Trust
|
|
4,771,400
|
9,073,581
|
|
Prologis, Inc.
|
|
586,208
|
78,141,526
|
|
Segro PLC
|
|
1,597,998
|
18,074,531
|
|
STAG Industrial, Inc.
|
|
526,900
|
20,686,094
|
|
|
|
|
209,728,462
|
|
Office REITs 0.7%
|
|
||
|
SL Green Realty Corp. (b)
|
|
356,000
|
16,080,520
|
|
Vornado Realty Trust
|
|
567,000
|
16,017,750
|
|
|
|
|
32,098,270
|
|
Real Estate Management & Development 4.5%
|
|
||
|
CapitaLand Investment Ltd.
|
|
3,853,400
|
9,239,736
|
|
Castellum AB*
|
|
1,506,989
|
21,402,197
|
|
CK Asset Holdings Ltd.
|
|
2,941,763
|
14,772,788
|
|
CTP NV 144A
|
|
933,120
|
15,761,735
|
|
Fastighets AB Balder “B”*
|
|
3,156,340
|
22,415,996
|
|
Mitsubishi Estate Co., Ltd.
|
|
1,885,700
|
25,933,659
|
|
Mitsui Fudosan Co., Ltd.
|
|
1,339,600
|
32,746,777
|
|
PSP Swiss Property AG (Registered)
|
|
140,760
|
19,692,938
|
|
Sun Hung Kai Properties Ltd.
|
|
557,800
|
6,028,232
|
|
Vonovia SE
|
|
1,029,784
|
32,485,787
|
|
|
|
|
200,479,845
|
|
Residential REITs 3.2%
|
|
||
|
American Homes 4 Rent “A”
|
|
641,079
|
23,053,201
|
|
AvalonBay Communities, Inc.
|
|
294,820
|
55,196,200
|
|
Essex Property Trust, Inc.
|
|
79,100
|
19,612,054
|
|
Sun Communities, Inc.
|
|
216,300
|
28,908,495
|
|
UNITE Group PLC
|
|
1,342,691
|
17,919,506
|
|
|
|
|
144,689,456
|
|
Retail REITs 4.3%
|
|
||
|
Agree Realty Corp.
|
|
366,412
|
23,065,635
|
|
Brixmor Property Group, Inc.
|
|
494,000
|
11,495,380
|
|
Kite Realty Group Trust
|
|
810,578
|
18,529,813
|
|
Klepierre SA
|
|
517,610
|
14,119,574
|
|
Link REIT
|
|
3,875,741
|
21,765,664
|
|
Realty Income Corp.
|
|
199,900
|
11,478,258
|
|
Regency Centers Corp.
|
|
123,522
|
8,275,974
|
|
Region RE Ltd.
|
|
6,155,500
|
9,466,660
|
|
RioCan Real Estate Investment Trust
|
|
984,300
|
13,831,679
|
|
Simon Property Group, Inc.
|
|
323,370
|
46,125,497
|
|
Spirit Realty Capital, Inc.
|
|
392,057
|
17,128,970
|
|
|
|
|
195,283,104
|
|
Specialized REITs 11.2%
|
|
||
|
American Tower Corp.
|
|
541,802
|
116,964,216
|
|
Big Yellow Group PLC
|
|
464,766
|
7,248,363
|
|
CubeSmart
|
|
463,000
|
21,460,050
|
|
Digital Realty Trust, Inc.
|
|
398,700
|
53,657,046
|
|
Equinix, Inc.
|
|
106,982
|
86,162,233
|
|
Iron Mountain, Inc.
|
|
538,011
|
37,650,010
|
|
Keppel DC REIT
|
|
3,061,700
|
4,524,757
|
|
Public Storage
|
|
162,800
|
49,654,000
|
|
SBA Communications Corp.
|
|
363,494
|
92,214,793
|
|
VICI Properties, Inc.
|
|
716,784
|
22,851,074
|
|
Weyerhaeuser Co.
|
|
282,042
|
9,806,600
|
|
|
|
|
502,193,142
|
|
Utilities 14.6%
|
|
||
|
Electric Utilities 4.4%
|
|
||
|
Exelon Corp.
|
|
1,489,674
|
53,479,297
|
|
Hydro One Ltd. 144A
|
|
317,200
|
9,503,671
|
|
PG&E Corp.
|
|
3,332,307
|
60,081,495
|
|
SSE PLC
|
|
1,037,540
|
24,556,605
|
|
Terna - Rete Elettrica Nazionale
|
|
5,881,849
|
49,055,095
|
|
|
|
|
196,676,163
|
|
Gas Utilities 2.8%
|
|
||
|
APA Group (Units)
|
|
3,911,110
|
22,718,238
|
|
Atmos Energy Corp.
|
|
297,040
|
34,426,936
|
|
China Resources Gas Group Ltd.
|
|
2,843,400
|
9,325,223
|
|
ENN Energy Holdings Ltd.
|
|
1,108,100
|
8,167,774
|
|
Kunlun Energy Co., Ltd.
|
|
18,173,000
|
16,411,132
|
|
Snam SpA
|
|
1,752,400
|
9,011,781
|
|
Tokyo Gas Co., Ltd.
|
|
1,166,300
|
26,745,697
|
|
|
|
|
126,806,781
|
|
Multi-Utilities 7.0%
|
|
||
|
Ameren Corp.
|
|
142,523
|
10,310,114
|
|
CenterPoint Energy, Inc.
|
|
1,860,714
|
53,160,599
|
|
National Grid PLC
|
|
8,245,438
|
111,232,449
|
|
NiSource, Inc.
|
|
2,565,670
|
68,118,539
|
|
Sempra
|
|
963,740
|
72,020,290
|
|
|
|
|
314,841,991
|
|
Water Utilities 0.4%
|
|
||
|
Severn Trent PLC
|
|
249,700
|
8,213,222
|
|
United Utilities Group PLC
|
|
618,800
|
8,356,951
|
|
|
|
|
16,570,173
|
|
Total Common Stocks (Cost $3,215,960,401)
|
|
|
3,513,726,922
|
|
|
|
Principal
Amount ($)
|
Value ($)
|
|
|
|||
|
Government & Agency Obligations 18.2%
|
|
||
|
U.S. Treasury Obligations
|
|
||
|
U.S. Treasury Inflation-Indexed Bonds:
|
|
|
|
|
0.875% , 2/15/2047
|
|
26,503,999
|
20,869,568
|
|
1.375% , 2/15/2044
|
|
27,877,819
|
24,901,224
|
|
U.S. Treasury Inflation-Indexed Notes:
|
|
|
|
|
0.125% , 7/15/2031
|
|
33,960,264
|
30,186,908
|
|
0.25% , 1/15/2025
|
|
70,370,229
|
68,303,616
|
|
0.25% , 7/15/2029
|
|
50,093,604
|
46,290,199
|
|
0.375% , 1/15/2027
|
|
81,708,492
|
77,642,699
|
|
0.375% , 7/15/2027
|
|
64,775,658
|
61,546,423
|
|
0.625% , 1/15/2026
|
|
82,225,928
|
79,332,608
|
|
0.625% , 7/15/2032
|
|
20,750,867
|
18,954,297
|
|
0.875% , 1/15/2029
|
|
25,843,166
|
24,729,575
|
|
U.S. Treasury Notes:
|
|
|
|
|
2.0% , 5/31/2024
|
|
45,000,000
|
44,400,586
|
|
2.25% , 3/31/2024
|
|
40,000,000
|
39,701,562
|
|
2.375% , 2/29/2024
|
|
47,500,000
|
47,276,271
|
|
2.5% , 1/31/2024
|
|
40,000,000
|
39,908,136
|
|
2.5% , 4/30/2024
|
|
52,500,000
|
52,020,117
|
|
3.0% , 6/30/2024
|
|
42,500,000
|
42,055,078
|
|
3.0% , 7/31/2024
|
|
50,000,000
|
49,410,156
|
|
3.25% , 8/31/2024
|
|
20,000,000
|
19,763,281
|
|
4.25% , 9/30/2024
|
|
30,000,000
|
29,846,484
|
|
Total Government & Agency Obligations (Cost $838,346,395)
|
817,138,788
|
||
|
|
|
Shares
|
Value ($)
|
|
|
|||
|
Securities Lending Collateral 0.6%
|
|
||
|
DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional
Shares", 5.27% (c) (d)
(Cost $24,637,575)
|
|
24,637,575
|
24,637,575
|
|
|
|||
|
Cash Equivalents 1.1%
|
|
||
|
DWS Central Cash Management Government Fund,
5.38% (c) (Cost $51,065,521)
|
|
51,065,521
|
51,065,521
|
|
|
|||
|
|
|
% of
Net Assets
|
Value ($)
|
|
Total Consolidated Investment Portfolio (Cost $4,130,009,892)
|
|
98.1
|
4,406,568,806
|
|
Other Assets and Liabilities, Net
|
|
1.9
|
87,543,437
|
|
Net Assets
|
|
100.0
|
4,494,112,243
|
|
Value ($) at
3/31/2023
|
Purchases
Cost ($)
|
Sales
Proceeds ($)
|
Net Realized
Gain/
(Loss) ($)
|
Net Change in
Unrealized
Appreciation
(Depreciation) ($)
|
Income ($)
|
Capital Gain
Distributions ($)
|
Number
of Shares
at
12/31/2023
|
Value ($) at
12/31/2023
|
|
Securities Lending Collateral 0.6%
|
||||||||
|
DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares",
5.27% (c) (d)
|
||||||||
|
23,744,750
|
892,825 (e)
|
—
|
—
|
—
|
696,706
|
—
|
24,637,575
|
24,637,575
|
|
Cash Equivalents 1.1%
|
||||||||
|
DWS Central Cash Management Government Fund, 5.38% (c)
|
||||||||
|
100,676,680
|
1,873,308,882
|
1,922,920,041
|
—
|
—
|
2,430,024
|
—
|
51,065,521
|
51,065,521
|
|
124,421,430
|
1,874,201,707
|
1,922,920,041
|
—
|
—
|
3,126,730
|
—
|
75,703,096
|
75,703,096
|
|
*
|
Non-income producing security.
|
|
**
|
Non-income producing security; due to applicable sanctions, dividend income was not recorded.
|
|
(a)
|
Investment was valued using significant unobservable inputs.
|
|
(b)
|
All or a portion of these securities were on loan. In addition, "Other Assets and Liabilities, Net" may include pending sales
that
are also on loan. The value of securities loaned at December 31, 2023 amounted to $23,522,853, which is 0.5% of net assets.
|
|
(c)
|
Affiliated fund managed by DWS Investment Management Americas, Inc. The rate shown is the annualized seven-day yield at
period end.
|
|
(d)
|
Represents cash collateral held in connection with securities lending. Income earned by the Fund is net of borrower rebates.
|
|
(e)
|
Represents the net increase (purchase cost) or decrease (sales proceeds) in the amount invested in cash collateral for the
period
ended December 31, 2023.
|
|
144A: Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions
exempt from registration, normally to qualified institutional buyers.
|
|
ADR: American Depositary Receipt
|
|
HRW: Hard Red Winter
|
|
LME: London Metal Exchange
|
|
PJSC: Public Joint Stock Company
|
|
RBOB: Reformulated Blendstock for Oxygenate Blending
|
|
REG S: Securities sold under Regulation S may not be offered, sold or delivered within the United States or to, or for the
account or
benefit of, U.S. persons, except pursuant to an exemption from, or in a transaction not subject to, the registration requirements
of the
Securities Act of 1933.
|
|
REIT: Real Estate Investment Trust
|
|
ULSD: Ultra-Low Sulfur Diesel
|
|
WTI: West Texas Intermediate
|
|
Futures
|
Currency
|
Expiration
Date
|
Contracts
|
Notional
Amount ($)
|
Notional
Value ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
Brent Crude Oil
Futures
|
USD
|
1/31/2024
|
498
|
41,998,609
|
38,365,920
|
(3,632,689
)
|
|
Coffee Futures
|
USD
|
3/18/2024
|
122
|
8,055,337
|
8,614,725
|
559,388
|
|
Copper Futures
|
USD
|
3/26/2024
|
384
|
35,572,400
|
37,348,800
|
1,776,400
|
|
Corn Futures
|
USD
|
3/14/2024
|
718
|
17,457,738
|
16,917,875
|
(539,863
)
|
|
Cotton No. 2
Futures
|
USD
|
3/6/2024
|
226
|
9,287,201
|
9,153,000
|
(134,201
)
|
|
Gasoline RBOB
Futures
|
USD
|
2/29/2024
|
110
|
10,061,465
|
9,821,196
|
(240,269
)
|
|
Gold 100 oz.
Futures
|
USD
|
2/27/2024
|
524
|
105,796,187
|
108,562,320
|
2,766,133
|
|
Kansas City HRW
Wheat Futures
|
USD
|
3/14/2024
|
134
|
4,422,063
|
4,301,400
|
(120,663
)
|
|
Lean Hogs
Futures
|
USD
|
2/14/2024
|
281
|
8,431,459
|
7,640,390
|
(791,069
)
|
|
Live Cattle
Futures
|
USD
|
2/29/2024
|
286
|
21,122,794
|
19,276,400
|
(1,846,394
)
|
|
LME Nickel
Futures
|
USD
|
1/15/2024
|
113
|
12,860,025
|
11,142,930
|
(1,717,095
)
|
|
LME Nickel
Futures
|
USD
|
3/18/2024
|
88
|
8,716,084
|
8,761,104
|
45,020
|
|
LME Primary
Aluminium
Futures
|
USD
|
1/15/2024
|
673
|
37,458,647
|
39,563,988
|
2,105,341
|
|
LME Primary
Aluminium
Futures
|
USD
|
3/18/2024
|
624
|
34,161,377
|
37,143,600
|
2,982,223
|
|
LME Zinc Futures
|
USD
|
1/15/2024
|
237
|
14,877,195
|
15,659,775
|
782,580
|
|
LME Zinc Futures
|
USD
|
3/18/2024
|
141
|
8,802,460
|
9,388,838
|
586,378
|
|
Low Sulfur Gas
Oil Futures
|
USD
|
5/10/2024
|
104
|
8,176,706
|
7,516,600
|
(660,106
)
|
|
Natural Gas
Futures
|
USD
|
2/27/2024
|
679
|
16,413,162
|
15,800,330
|
(612,832
)
|
|
Natural Gas
Futures
|
USD
|
4/26/2024
|
143
|
3,992,686
|
3,386,240
|
(606,446
)
|
|
NY Harbor ULSD
Futures
|
USD
|
2/29/2024
|
71
|
7,868,300
|
7,440,686
|
(427,614
)
|
|
Futures
|
Currency
|
Expiration
Date
|
Contracts
|
Notional
Amount ($)
|
Notional
Value ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
NY Harbor ULSD
Futures
|
USD
|
4/30/2024
|
72
|
8,041,325
|
7,322,011
|
(719,314
)
|
|
Palladium Futures
|
USD
|
3/26/2024
|
40
|
4,219,227
|
4,437,200
|
217,973
|
|
Silver Futures
|
USD
|
3/26/2024
|
222
|
25,999,723
|
26,735,460
|
735,737
|
|
Soybean Futures
|
USD
|
3/14/2024
|
309
|
20,775,173
|
20,054,100
|
(721,073
)
|
|
Soybean Meal
Futures
|
USD
|
3/14/2024
|
116
|
4,632,512
|
4,477,600
|
(154,912
)
|
|
Soybean Oil
Futures
|
USD
|
3/14/2024
|
398
|
12,333,691
|
11,505,384
|
(828,307
)
|
|
Sugar No. 11
Futures
|
USD
|
2/29/2024
|
237
|
7,041,724
|
5,462,755
|
(1,578,969
)
|
|
Wheat Futures
|
USD
|
3/14/2024
|
651
|
19,368,575
|
20,441,400
|
1,072,825
|
|
WTI Crude
Futures
|
USD
|
4/22/2024
|
242
|
18,619,121
|
17,455,460
|
(1,163,661
)
|
|
WTI Crude
Futures
|
USD
|
2/20/2024
|
167
|
12,684,687
|
11,997,280
|
(687,407
)
|
|
Total
|
|
545,694,767
|
(3,552,886
)
|
|||
|
Futures
|
Currency
|
Expiration
Date
|
Contracts
|
Notional
Amount ($)
|
Notional
Value ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
LME Nickel
Futures
|
USD
|
1/15/2024
|
113
|
11,106,096
|
11,142,930
|
(36,834
)
|
|
LME Nickel
Futures
|
USD
|
3/18/2024
|
9
|
901,776
|
896,022
|
5,754
|
|
LME Primary
Aluminium
Futures
|
USD
|
1/15/2024
|
673
|
36,498,598
|
39,563,987
|
(3,065,389
)
|
|
LME Primary
Aluminium
Futures
|
USD
|
3/18/2024
|
18
|
1,017,195
|
1,071,450
|
(54,255
)
|
|
LME Zinc Futures
|
USD
|
1/15/2024
|
237
|
14,680,934
|
15,659,775
|
(978,841
)
|
|
LME Zinc Futures
|
USD
|
3/18/2024
|
21
|
1,297,414
|
1,398,338
|
(100,924
)
|
|
Total
|
69,732,502
|
(4,230,489
)
|
||||
|
USD
|
United States Dollar
|
|
Assets
|
Level 1
|
Level 2
|
Level 3
|
Total
|
|
Common Stocks
|
|
|
|
|
|
Communication Services
|
$—
|
$83,945,530
|
$—
|
$83,945,530
|
|
Consumer Staples
|
40,693,032
|
—
|
—
|
40,693,032
|
|
Energy
|
475,061,563
|
94,807,191
|
0
|
569,868,754
|
|
Industrials
|
149,704,187
|
160,939,983
|
—
|
310,644,170
|
|
Materials
|
227,264,822
|
138,724,209
|
—
|
365,989,031
|
|
Real Estate
|
1,084,815,093
|
402,876,204
|
—
|
1,487,691,297
|
|
Utilities
|
361,100,941
|
293,794,167
|
—
|
654,895,108
|
|
Government & Agency Obligations
|
—
|
817,138,788
|
—
|
817,138,788
|
|
Short-Term Investments (a)
|
75,703,096
|
—
|
—
|
75,703,096
|
|
Derivatives (b)
|
|
|
|
|
|
Futures Contracts
|
13,635,752
|
—
|
—
|
13,635,752
|
|
Total
|
$2,427,978,486
|
$1,992,226,072
|
$0
|
$4,420,204,558
|
|
Liabilities
|
Level 1
|
Level 2
|
Level 3
|
Total
|
|
Derivatives (b)
|
|
|
|
|
|
Futures Contracts
|
$(21,419,127
)
|
$—
|
$—
|
$(21,419,127
)
|
|
Total
|
$(21,419,127
)
|
$—
|
$—
|
$(21,419,127
)
|
|
(a)
|
See Consolidated Investment Portfolio for additional detailed categorizations.
|
|
(b)
|
Derivatives include unrealized appreciation (depreciation) on open futures contracts.
|
|
Primary Underlying Risk Disclosure
|
Futures
Contracts
|
|
Commodity Contracts
|
$(7,783,375
)
|