WILSHIRE MUTUAL FUNDS, INC. | |||
WILSHIRE INTERNATIONAL EQUITY FUND | September 30, 2022 (Unaudited) | ||
SCHEDULE OF INVESTMENTS |
Shares | Value | ||||
COMMON STOCKS - 80.0% | |||||
Australia - 3.0% | |||||
Allkem Ltd. (a) | 4,467 | $ | 39,714 | ||
ALS Ltd. | 11,187 | 72,024 | |||
APM Human Services International Ltd. | 19,708 | 42,672 | |||
Atlassian Corp. PLC - Class A (a) | 6,420 | 1,351,988 | |||
Aurizon Holdings Ltd. | 71,097 | 156,210 | |||
Austal Ltd. | 65,192 | 95,123 | |||
Australia & New Zealand Banking Group Ltd. | 1,701 | 24,698 | |||
Australian Clinical Labs Ltd. | 9,519 | 21,525 | |||
BGP Holdings Ltd. (b)(c) | 4,007 | – | |||
BlueScope Steel Ltd. | 9,931 | 96,077 | |||
Charter Hall Group | 19,508 | 141,218 | |||
Cochlear Ltd. | 58 | 7,167 | |||
Coles Group Ltd. | 15,206 | 159,978 | |||
Cromwell Property Group | 223,896 | 96,050 | |||
CSL Ltd. | 8,680 | 1,573,888 | |||
Eclipx Group Ltd. (a) | 26,379 | 37,772 | |||
Elders Ltd. | 11,718 | 88,895 | |||
Emeco Holdings Ltd. | 60,858 | 32,347 | |||
Grange Resources Ltd. | 157,434 | 69,613 | |||
Ingenia Communities Group | 17,186 | 40,990 | |||
JB Hi-Fi Ltd. | 5,806 | 139,948 | |||
Lendlease Corp. Ltd. | 62 | 351 | |||
Lovisa Holdings Ltd. | 3,553 | 47,886 | |||
MediBank Private Ltd. | 12,634 | 28,078 | |||
Metcash Ltd. | 22,002 | 54,534 | |||
National Australia Bank Ltd. | 4,914 | 90,104 | |||
Nine Entertainment Co. Holdings Ltd. | 24,815 | 29,273 | |||
Northern Star Resources Ltd. | 13,146 | 66,275 | |||
NRW Holdings Ltd. | 23,085 | 34,838 | |||
Orora Ltd. | 42,134 | 80,412 | |||
Perenti Global Ltd | 90,762 | 53,568 | |||
Perseus Mining Ltd. | 55,760 | 54,924 | |||
Pilbara Minerals Ltd. (a) | 34,639 | 101,458 | |||
QBE Insurance Group Ltd. | 22,038 | 162,799 | |||
Ridley Corp. Ltd. | 136,090 | 177,767 | |||
Sandfire Resources Ltd. | 10,772 | 25,566 | |||
Seven West Media Ltd. (a) | 71,252 | 18,698 | |||
Sonic Healthcare Ltd. | 1,270 | 24,712 | |||
South32 Ltd. | 11,443 | 26,449 | |||
Telstra Corp. Ltd. | 14,358 | 35,191 | |||
Treasury Wine Estates Ltd | 2,149 | 17,303 | |||
Vicinity Centres | 56,401 | 62,977 | |||
Viva Energy Group Ltd. (d) | 13,132 | 21,812 | |||
Washington H Soul Pattinson & Co. Ltd. | 803 | 13,666 | |||
West African Resources Ltd. (a) | 109,565 | 72,719 | |||
WiseTech Global Ltd. | 5,215 | 171,290 | |||
Woodside Energy Group Ltd. | 2,345 | 47,706 | |||
Woolworths Group Ltd. | 2,858 | 61,838 | |||
5,870,091 | |||||
Austria - 0.1% | |||||
AT&S Austria Technologie & Systemtechnik AG | 1,089 | 35,526 | |||
Palfinger AG | 1,266 | 24,113 | |||
Porr Ag | 1,738 | 15,320 | |||
Strabag SE | 1,702 | 64,347 | |||
Telekom Austria AG | 17,967 | 103,697 | |||
Wienerberger AG | 1,198 | 24,018 | |||
267,021 | |||||
Belgium - 0.1% | |||||
Aedifica SA | 337 | 25,861 | |||
Bekaert SA | 2,642 | 66,009 | |||
Intervest Offices & Warehouses NV | 950 | 21,690 | |||
Telenet Group Holding NV | 3,023 | 41,231 | |||
Tessenderlo Group SA (a) | 711 | 20,928 | |||
175,719 | |||||
Brazil - 1.1% | |||||
Ambev SA | 500,000 | 1,441,323 | |||
Atacadao SA | 19,700 | 70,446 | |||
Banco do Brasil SA | 4,700 | 33,501 | |||
Cia de Saneamento de Minas Gerais-COPASA | 15,800 | 38,575 | |||
Cia de Saneamento do Parana | 33,300 | 106,116 | |||
Cury Construtora e Incorporadora SA | 32,800 | 71,932 | |||
Jalles Machado SA | 42,300 | 56,145 | |||
JBS SA | 300 | 1,404 | |||
Marfrig Global Foods SA | 8,800 | 16,167 | |||
Mills Estruturas e Servicos de Engenharia SA | 52,600 | 107,260 | |||
Petro Rio SA (a) | 27,500 | 140,499 | |||
Petroleo Brasileiro SA | 7,700 | 47,505 | |||
Petroreconcavo SA | 9,400 | 43,773 | |||
Portobello SA | 29,600 | 56,573 | |||
TIM SA | 8,200 | 18,378 | |||
2,249,597 | |||||
Britain - 7.8% | |||||
4imprint Group PLC | 749 | 28,216 | |||
Abrdn Property Income Trust Ltd. | 26,106 | 18,668 | |||
Airtel Africa PLC (d) | 60,733 | 87,655 | |||
Ashtead Group PLC | 1,822 | 81,344 | |||
Assura PLC | 212,986 | 127,379 | |||
AstraZeneca PLC | 15,943 | 1,753,245 | |||
Aviva PLC - Class B (a) | 97,066 | 416,916 | |||
Barclays PLC | 282,905 | 451,038 | |||
Big Yellow Group PLC | 8,029 | 94,547 | |||
BP PLC | 46,745 | 222,288 | |||
Bytes Technology Group PLC | 13,451 | 62,727 | |||
Centrica PLC (a) | 66,200 | 52,109 | |||
Compass Group PLC | 5,666 | 113,258 | |||
Computacenter PLC | 3,053 | 65,671 | |||
Cranswick PLC | 816 | 24,375 | |||
Diageo PLC | 6,617 | 277,355 | |||
Drax Group PLC | 3,703 | 24,697 | |||
EMIS Group PLC | 3,542 | 74,589 | |||
EnQuest PLC (a) | 83,659 | 24,712 | |||
Ferguson PLC | 8,580 | 893,412 | |||
Ferroglobe PLC (a) | 2,958 | 15,618 | |||
Forterra PLC (d) | 8,852 | 23,179 | |||
Frasers Group PLC (a) | 4,901 | 36,581 | |||
Future PLC | 2,174 | 32,027 | |||
Global Ship Lease, Inc. - Class A (f) | 2,226 | 35,126 | |||
Greggs PLC | 3,082 | 58,416 | |||
GSK PLC | 24,834 | 362,227 | |||
Haleon PLC (a) | 12,424 | 38,441 | |||
Harbour Energy PLC | 8,800 | 43,830 | |||
Howden Joinery Group PLC | 21,407 | 119,108 | |||
HSBC Holdings PLC | 230,365 | 1,193,725 | |||
IMI PLC | 10,108 | 125,406 | |||
Imperial Brands PLC | 2,146 | 44,284 | |||
Indivior PLC (a) | 10,244 | 32,409 | |||
InterContinental Hotels Group PLC | 2,511 | 120,466 | |||
J Sainsbury PLC | 367,224 | 709,264 | |||
John Wood Group PLC (a) | 500,581 | 699,632 | |||
Keller Group PLC | 2,436 | 17,007 | |||
Legal & General Group PLC | 112,789 | 269,904 | |||
Lloyds Banking Group PLC | 313,303 | 143,137 | |||
LXI REIT PLC | 12,239 | 16,902 | |||
Man Group PLC | 51,163 | 127,442 | |||
Morgan Advanced Materials PLC | 17,993 | 45,492 | |||
NatWest Group PLC | 198,435 | 495,220 | |||
Next Fifteen Communications Group PLC | 11,430 | 98,636 | |||
OSB Group PLC | 4,058 | 18,974 | |||
Pagegroup PLC | 7,223 | 29,737 | |||
Pets at Home Group PLC | 9,110 | 26,528 | |||
Reckitt Benckiser Group PLC | 7,175 | 474,204 | |||
Redde Northgate PLC | 9,752 | 31,518 | |||
Renewi PLC (a) | 5,727 | 35,777 | |||
Rightmove PLC | 7,524 | 39,908 | |||
Royal Mail PLC | 34,443 | 70,240 | |||
RS Group PLC | 5,559 | 59,322 | |||
Safestore Holdings PLC | 16,516 | 154,448 | |||
Serco Group PLC | 70,493 | 122,158 | |||
Shell PLC | 10,689 | 265,944 | |||
Shell PLC | 48,787 | 1,217,038 | |||
Speedy Hire PLC | 62,132 | 25,651 | |||
Spirent Communications PLC | 56,463 | 165,459 | |||
Standard Chartered PLC | 89,654 | 563,906 | |||
Stolt-Nielsen Ltd. | 1,022 | 20,337 | |||
TechnipFMC PLC (a) | 94,689 | 801,069 | |||
Tesco PLC | 321,620 | 736,416 | |||
The Restaurant Group PLC (a) | 34,101 | 11,145 | |||
Travis Perkins (a) | 70,583 | 607,265 | |||
Tullow Oil PLC (a) | 98,695 | 46,410 | |||
Unilever PLC | 891 | 39,204 | |||
Vertu Motors PLC | 64,674 | 30,295 | |||
Virgin Money UK PLC | 10,087 | 13,896 | |||
Watches of Switzerland Group PLC (a)(d) | 1,971 | 14,604 | |||
Wise PLC - Class A (a) | 9,793 | 71,350 | |||
15,490,483 | |||||
Canada - 4.8% | |||||
Algoma Steel Group, Inc. | 4,339 | 27,956 | |||
Alimentation Couche-Tard, Inc. | 1,800 | 72,464 | |||
Arc Resources Ltd. | 8,900 | 106,889 | |||
Aritzia, Inc. (a) | 2,081 | 68,380 | |||
Artis Real Estate Investment Trust | 13,568 | 93,213 | |||
Atco Ltd. - Class I | 1,578 | 48,493 | |||
AutoCanada, Inc. (a) | 1,002 | 16,423 | |||
Bank of Montreal | 2,800 | 245,409 | |||
Barrick Gold Corp. | 5,600 | 86,796 | |||
Birchcliff Energy Ltd. | 7,509 | 53,327 | |||
Boardwalk Real Estate Investment Trust | 1,575 | 52,745 | |||
Boston Pizza Royalties Income Fund | 1,763 | 19,514 | |||
BRP, Inc. | 1,847 | 113,774 | |||
Calibre Mining Corp. (a) | 31,882 | 21,926 | |||
Canadian Imperial Bank of Commerce | 1,400 | 61,276 | |||
Canadian Natural Resources Ltd. | 3,000 | 139,646 | |||
Canadian Pacific Railway Ltd. | 35,580 | 2,373,898 | |||
Canadian Utilities Ltd. - Class A | 2,000 | 52,021 | |||
Canfor Corp. (a) | 5,295 | 77,086 | |||
Cenovus Energy, Inc. | 6,100 | 93,707 | |||
CGI, Inc. (a) | 200 | 15,056 | |||
Cogeco Communications, Inc. | 1,814 | 94,695 | |||
Crescent Point Energy Corp. | 15,998 | 98,442 | |||
Dollarama, Inc. | 100 | 5,741 | |||
Element Fleet Management Corp. | 10,559 | 124,597 | |||
Empire Co. Ltd. - Class A | 3,500 | 87,060 | |||
Enbridge, Inc. | 2,300 | 85,283 | |||
Enerplus Corp. | 2,747 | 38,898 | |||
Fairfax Financial Holdings Ltd. | 800 | 365,376 | |||
Finning International, Inc. | 5,055 | 88,852 | |||
Frontera Energy Corp. (a) | 2,676 | 19,392 | |||
George Weston Ltd. | 1,850 | 193,699 | |||
Gildan Activewear, Inc. | 3,822 | 108,046 | |||
goeasy Ltd. | 201 | 15,645 | |||
iA Financial Corp., Inc. | 2,546 | 129,369 | |||
Imperial Oil Ltd. | 4,900 | 212,161 | |||
Interfor Corp. (a) | 3,454 | 60,461 | |||
Jamieson Wellness, Inc. (d) | 689 | 16,714 | |||
Killam Apartment Real Estate Investment Trust | 5,240 | 57,849 | |||
Kinross Gold Corp. | 23,800 | 89,593 | |||
Linamar Corp. | 554 | 21,581 | |||
Lululemon Athletica, Inc. (a) | 5,330 | 1,490,055 | |||
Major Drilling Group International, Inc. (a) | 7,849 | 47,218 | |||
Methanex Corp. | 486 | 15,480 | |||
MTY Food Group, Inc. | 1,757 | 72,514 | |||
National Bank of Canada | 1,400 | 87,749 | |||
Northland Power, Inc. | 6,100 | 178,626 | |||
Onex Corp. | 900 | 41,281 | |||
Parex Resources, Inc. | 13,707 | 200,145 | |||
Parkland Corp. (a) | 3,100 | 66,428 | |||
Pet Valu Holdings Ltd. | 1,466 | 36,879 | |||
Resolute Forest Products, Inc. (a) | 1,483 | 29,652 | |||
Royal Bank of Canada | 2,200 | 198,077 | |||
Spin Master Corp. (d) | 733 | 22,059 | |||
Stelco Holdings, Inc. | 2,302 | 57,344 | |||
Summit Industrial Income REIT | 1,621 | 20,078 | |||
Suncor Energy, Inc. | 2,300 | 64,770 | |||
TFI International, Inc. | 400 | 36,199 | |||
The Bank of Nova Scotia | 5,181 | 246,420 | |||
The Descartes Systems Group, Inc. (a) | 1,492 | 94,736 | |||
The Toronto-Dominion Bank | 2,400 | 147,195 | |||
Thomson Reuters Corp. | 1,400 | 143,714 | |||
TMX Group Ltd. | 100 | 9,198 | |||
Toromont Industries Ltd. | 200 | 13,923 | |||
Tourmaline Oil Corp. | 1,300 | 67,562 | |||
Tricon Residential, Inc. | 12,006 | 103,863 | |||
Vermilion Energy, Inc. | 2,411 | 51,611 | |||
Wajax Corp. | 1,421 | 19,134 | |||
Western Forest Products, Inc. | 45,972 | 43,930 | |||
Whitecap Resources, Inc. | 6,227 | 39,399 | |||
WSP Global, Inc. | 600 | 66,074 | |||
9,464,766 | |||||
Chile - 0.1% | |||||
Cia Cervecerias Unidas SA | 1,421 | 7,723 | |||
Empresa Nacional de Telecomunicaciones SA | 10,803 | 30,609 | |||
Enel Americas SA | 544,593 | 57,384 | |||
Enel Chile SA | 1,099,059 | 31,779 | |||
Falabella SA | 1,904 | 3,796 | |||
131,291 | |||||
China - 4.1% | |||||
360 DigiTech, Inc. - ADR | 3,416 | 43,793 | |||
Alibaba Group Holding Ltd. (a) | 120,548 | 1,209,204 | |||
Anhui Conch Cement Co. Ltd. - Class H | 19,300 | 60,830 | |||
ANTA Sports Products Ltd. | 12,700 | 133,770 | |||
AviChina Industry & Technology Co. Ltd. - Class H | 98,000 | 37,734 | |||
BAIC Motor Corp. Ltd. - Class H (d) | 67,500 | 14,741 | |||
Baidu, Inc. - Class A (a) | 2,400 | 35,415 | |||
Baidu, Inc. - ADR (a) | 4,295 | 504,620 | |||
Bairong, Inc. (a)(d) | 55,500 | 57,552 | |||
Bank of Jiangsu Co. Ltd. - Class A | 29,300 | 30,720 | |||
Beijing-Shanghai High Speed Railway Co. Ltd. - Class A | 8,000 | 5,096 | |||
Bloomage Biotechnology Corp. Ltd. - Class A | 652 | 12,037 | |||
BOE Technology Group Co. Ltd. - Class A | 87,400 | 40,270 | |||
BYD Co. Ltd. - Class A | 1,400 | 49,670 | |||
BYD Co. Ltd. - Class H | 14,500 | 356,585 | |||
BYD Electronic International Co. Ltd. | 1,500 | 3,560 | |||
China BlueChemical Ltd. - Class H | 150,000 | 31,086 | |||
China Construction Bank Corp. - Class H | 609,000 | 350,458 | |||
China Galaxy Securities Co. Ltd. - Class A | 6,900 | 8,750 | |||
China Galaxy Securities Co. Ltd. - Class H | 113,300 | 52,156 | |||
China Modern Dairy Holdings Ltd. | 505,000 | 57,527 | |||
China National Building Material Co. Ltd. - Class H | 14,000 | 10,626 | |||
China Northern Rare Earth Group High-Tech Co. Ltd. - Class A | 4,600 | 17,177 | |||
China Petroleum & Chemical Corp. - Class A | 74,300 | 44,928 | |||
China Petroleum & Chemical Corp. - Class H | 410,000 | 174,733 | |||
China Reinsurance Group Corp. - Class H | 588,000 | 36,158 | |||
China Shineway Pharmaceutical Group Ltd. | 26,000 | 16,049 | |||
China XLX Fertiliser Ltd | 33,000 | 16,547 | |||
China Yongda Automobiles Services Holdings Ltd. | 30,500 | 16,305 | |||
Chongqing Brewery Co. Ltd. - Class A | 1,200 | 18,964 | |||
COSCO SHIPPING Holdings Co. Ltd. - Class A | 30,200 | 46,852 | |||
COSCO SHIPPING Holdings Co. Ltd. - Class H | 43,500 | 50,835 | |||
Country Garden Services Holdings Co. Ltd. | 2,500 | 3,653 | |||
Daqo New Energy Corp. - ADR (a) | 573 | 30,415 | |||
Dong-E-E-Jiao Co. Ltd. - Class A | 1,500 | 6,846 | |||
Ecovacs Robotics Co. Ltd. - Class A | 900 | 8,457 | |||
Excellence Commercial Property & Facilities Management Group Ltd. | 64,000 | 22,383 | |||
Fufeng Group Ltd. | 126,000 | 64,259 | |||
G-bits Network Technology Xiamen Co. Ltd. - Class A | 200 | 7,004 | |||
GF Securities Co. Ltd. - Class H | 198,800 | 216,097 | |||
Gotion High-tech Co. Ltd. - Class A | 100 | 428 | |||
Great Wall Motor Co. Ltd. - Class A | 5,300 | 20,637 | |||
Hangzhou Tigermed Consulting Co. Ltd. - Class A | 300 | 3,852 | |||
Hangzhou Tigermed Consulting Co. Ltd. - Class A | 600 | 7,704 | |||
Industrial & Commercial Bank of China Ltd. - Class H | 395,100 | 184,314 | |||
JCET Group Co. Ltd. - Class A | 3,000 | 9,055 | |||
JD.com, Inc. - Class A | 3,491 | 88,152 | |||
Jiangsu Yanghe Brewery Joint-Stock Co. Ltd. - Class A | 3,500 | 77,994 | |||
JiuGui Liquor Co. Ltd. - Class A | 524 | 9,274 | |||
KE Holdings, Inc. - ADR (a) | 1,677 | 29,381 | |||
Kweichow Moutai Co. Ltd. - Class A | 600 | 157,822 | |||
Li Auto, Inc. - ADR (a) | 7,167 | 164,913 | |||
Li Ning Co. Ltd. | 149,000 | 1,132,283 | |||
LONGi Green Energy Technology Co. Ltd. - Class A | 11,988 | 80,517 | |||
Luzhou Laojiao Co. Ltd. - Class A | 300 | 9,713 | |||
Maanshan Iron & Steel Co. Ltd. - Class H | 124,000 | 25,686 | |||
Midea Real Estate Holding Ltd. (d) | 12,600 | 11,754 | |||
Morimatsu International Holdings Co. Ltd. (a) | 14,000 | 14,134 | |||
NetDragon Websoft Holdings Ltd. | 19,000 | 34,511 | |||
NetEase, Inc. | 1,900 | 28,853 | |||
Newborn Town, Inc. (a) | 92,000 | 18,537 | |||
NIO, Inc. - ADR (a) | 3,321 | 52,372 | |||
PetroChina Co. Ltd. - Class A | 50,500 | 36,446 | |||
PetroChina Co. Ltd. - Class H | 454,000 | 186,693 | |||
PICC Property & Casualty Co. Ltd. - Class H | 92,000 | 95,160 | |||
Pinduoduo, Inc. - ADR (a) | 66 | 4,130 | |||
SAIC Motor Corp. Ltd. - Class A | 18,168 | 36,476 | |||
Seazen Holdings Co. Ltd. - Class A (a) | 2,600 | 6,383 | |||
Shaanxi Coal Industry Co. Ltd. - Class A | 3,000 | 9,608 | |||
Shanxi Xinghuacun Fen Wine Factory Co. Ltd. - Class A | 878 | 37,607 | |||
Shenzhou International Group Holdings Ltd. | 64,900 | 497,798 | |||
Sinopec Engineering Group Co. Ltd. | 212,000 | 84,646 | |||
Suzhou Maxwell Technologies Co. Ltd. - Class A | 400 | 27,331 | |||
Tencent Holdings Ltd. | 2,180 | 73,623 | |||
The People's Insurance Co. Group of China Ltd. | 4,000 | 1,158 | |||
Tongcheng Travel Holdings Ltd. (a) | 800 | 1,563 | |||
Trip.com Group Ltd. - ADR (a) | 25,945 | 708,558 | |||
West China Cement Ltd. | 144,000 | 14,653 | |||
Wuliangye Yibin Co. Ltd. - Class A | 700 | 16,624 | |||
Xinte Energy Co. Ltd. - Class H | 12,000 | 25,365 | |||
XPeng, Inc. - ADR (a) | 4,973 | 59,427 | |||
Yonghe Medical Group Co. Ltd. | 15,500 | 16,575 | |||
Zhejiang HangKe Technology, Inc. Co. - Class A | 943 | 6,643 | |||
Zhejiang Huayou Cobalt Co. Ltd. - Class A | 650 | 5,879 | |||
Zoomlion Heavy Industry Science and Technology Co. Ltd. - Class H | 46,800 | 16,188 | |||
8,034,282 | |||||
Colombia - 0.0% (e) | |||||
Bancolombia SA | 17 | 115 | |||
Czech Republic - 0.2% | |||||
CEZ AS | 12,741 | 436,773 | |||
Komercni Banka AS | 177 | 4,428 | |||
441,201 | |||||
Denmark - 2.4% | |||||
ALK-Abello A/S (a) | 1,140 | 17,933 | |||
AP Moller - Maersk A/S - Class A | 47 | 82,827 | |||
AP Moller - Maersk A/S - Class B | 199 | 360,477 | |||
Bavarian Nordic A/S (a) | 837 | 24,418 | |||
Chemometec A/S | 294 | 22,195 | |||
D/S Norden A/S | 3,656 | 152,692 | |||
Danske Bank A/S | 28,150 | 348,372 | |||
DSV A/S | 4,980 | 577,213 | |||
Genmab A/S (a) | 1,410 | 454,498 | |||
ISS A/S (a) | 2,351 | 36,001 | |||
Jyske Bank A/S (a) | 1,496 | 77,181 | |||
NKT A/S (a) | 452 | 21,220 | |||
Novo Nordisk A/S - Class B | 25,439 | 2,535,607 | |||
Per Aarsleff Holding A/S | 651 | 15,985 | |||
Ringkjoebing Landbobank A/S | 467 | 49,481 | |||
Solar A/S - Class B | 287 | 18,740 | |||
4,794,840 | |||||
Egypt - 0.1% | |||||
Abou Kir Fertilizers & Chemical Industries | 28,664 | 36,381 | |||
Sidi Kerir Petrochemicals Co. (a) | 142,681 | 53,670 | |||
90,051 | |||||
Finland - 1.2% | |||||
Kesko Oyj - Class B | 10,638 | 197,679 | |||
Nokia Oyj | 334,575 | 1,428,677 | |||
Nordea Bank Abp | 50,739 | 434,146 | |||
Sampo Oyj - Class A | 4,557 | 194,481 | |||
Terveystalo Oyj (d) | 2,069 | 16,736 | |||
Uponor Oyj | 3,748 | 49,211 | |||
Valmet Oyj | 2,496 | 50,339 | |||
2,371,269 | |||||
France - 6.7% | |||||
Accor SA (a) | 27,705 | 578,442 | |||
Airbus SE | 1,539 | 132,957 | |||
Amundi SA (d) | 24,471 | 1,014,699 | |||
AXA SA | 797 | 17,450 | |||
Biosynex | 3,555 | 45,693 | |||
Bouygues SA | 9,135 | 237,977 | |||
Bureau Veritas SA | 3,911 | 87,341 | |||
Capgemini SE | 758 | 121,136 | |||
Cie de Saint-Gobain | 2,931 | 104,530 | |||
Cie des Alpes (a) | 4,919 | 59,235 | |||
Cie Generale des Etablissements Michelin SCA | 40,468 | 901,579 | |||
Coface SA (a) | 4,969 | 47,483 | |||
Dassault Systemes SE | 8,885 | 305,409 | |||
Derichebourg SA | 5,185 | 20,568 | |||
Elis SA | 4,320 | 43,529 | |||
Engie SA | 13,885 | 159,314 | |||
Equasens | 277 | 16,489 | |||
Eurobio Scientific SA (a) | 1,857 | 29,157 | |||
Hermes International | 173 | 203,336 | |||
Jacquet Metals SACA | 1,525 | 18,967 | |||
Kering SA | 931 | 411,704 | |||
Legrand SA | 54 | 3,489 | |||
L'Oreal SA | 123 | 39,165 | |||
LVMH Moet Hennessy Louis Vuitton SE | 3,365 | 1,978,057 | |||
Mersen SA | 747 | 20,642 | |||
Pernod Ricard SA | 7,913 | 1,446,356 | |||
Publicis Groupe SA | 9,826 | 464,943 | |||
Rexel SA | 97,134 | 1,444,724 | |||
Rothschild & Co. | 745 | 24,379 | |||
Rubis SCA | 793 | 16,411 | |||
Sanofi | 15,455 | 1,179,525 | |||
Schneider Electric SE | 8,100 | 908,743 | |||
SCOR SE | 17,625 | 255,367 | |||
Societe BIC SA | 2,935 | 186,452 | |||
Societe Generale SA | 637 | 12,639 | |||
Technip Energies NV | 4,118 | 46,598 | |||
Television Francaise 1 | 5,013 | 28,706 | |||
Thales SA | 255 | 28,126 | |||
TotalEnergies SE | 7,804 | 367,332 | |||
Verallia SA (d) | 2,082 | 46,677 | |||
Virbac SA | 332 | 86,258 | |||
13,141,584 | |||||
Georgia - 0.0% (e) | |||||
TBC Bank Group PLC | 1,968 | 36,610 | |||
Germany - 2.3% | |||||
Adesso SE | 296 | 29,995 | |||
Allianz SE | 353 | 55,862 | |||
Atoss Software AG | 301 | 33,578 | |||
Aurubis AG | 1,097 | 57,950 | |||
BASF SE | 32,807 | 1,271,390 | |||
Cliq Digital AG | 2,736 | 49,320 | |||
Covestro AG (d) | 35,838 | 1,036,139 | |||
Daimler Truck Holding AG (a) | 28,672 | 656,182 | |||
Fresenius Medical Care AG & Co. KGaA | 25,717 | 730,951 | |||
Gerresheimer AG | 402 | 19,741 | |||
Hornbach Holding AG & Co. KGaA | 282 | 17,782 | |||
HUGO BOSS AG | 1,697 | 79,850 | |||
Infineon Technologies AG | 2,274 | 50,393 | |||
K+S AG | 917 | 17,448 | |||
Mensch und Maschine Software SE | 423 | 17,733 | |||
Mercedes-Benz Group AG | 3,173 | 162,259 | |||
Merck KGaA | 362 | 59,079 | |||
MLP SE | 5,098 | 25,947 | |||
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 211 | 51,038 | |||
ProSiebenSat.1 Media SE | 2,137 | 15,329 | |||
Sirius Real Estate Ltd. | 42,096 | 33,202 | |||
Suedzucker AG | 1,830 | 22,209 | |||
Synlab AG | 4,832 | 59,872 | |||
TUI AG (a) | 15,344 | 18,492 | |||
Wacker Neuson SE | 2,774 | 36,561 | |||
Wuestenrot & Wuerttembergische AG | 1,202 | 16,027 | |||
4,624,329 | |||||
Gibraltar - 0.0% (e) | |||||
888 Holdings PLC | 20,636 | 21,267 | |||
Greece - 0.0% (e) | |||||
Danaos Corp. | 525 | 29,232 | |||
FF Group (a)(b) | 2,880 | – | |||
Hellenic Telecommunications Organization SA | 3,090 | 44,883 | |||
74,115 | |||||
Hong Kong - 2.4% | |||||
AIA Group Ltd. | 192,265 | 1,596,291 | |||
Beijing Enterprises Holdings Ltd. | 41,500 | 116,105 | |||
Bosideng International Holdings Ltd. | 36,000 | 17,788 | |||
Brilliance China Automotive Holdings Ltd. (a)(b) | 658,000 | – | |||
China Overseas Land & Investment Ltd. | 262,000 | 675,721 | |||
China Taiping Insurance Holdings Co. Ltd. | 40,200 | 33,635 | |||
China Traditional Chinese Medicine Holdings Co. Ltd. | 112,000 | 38,691 | |||
China Water Affairs Group Ltd. | 34,000 | 26,800 | |||
First Pacific Co. Ltd. | 368,000 | 111,883 | |||
Futu Holdings Ltd. - ADR (a) | 1,118 | 41,690 | |||
Galaxy Entertainment Group Ltd. | 260,000 | 1,518,095 | |||
Geely Automobile Holdings Ltd. | 25,000 | 33,894 | |||
Gemdale Properties & Investment Corp. Ltd. | 844,000 | 56,900 | |||
Hang Lung Properties Ltd. | 10,000 | 16,324 | |||
Jardine Matheson Holdings Ltd. | 3,000 | 151,879 | |||
Johnson Electric Holdings Ltd. | 18,000 | 17,903 | |||
Kerry Logistics Network Ltd. | 24,000 | 38,341 | |||
New World Development Co. Ltd. | 4,000 | 11,302 | |||
Singamas Container Holdings Ltd. | 306,000 | 23,312 | |||
Swire Pacific Ltd. - Class A | 19,500 | 145,521 | |||
Tam Jai International Co. Ltd. | 125,000 | 33,371 | |||
Texhong Textile Group Ltd. | 47,500 | 32,421 | |||
The United Laboratories International Holdings Ltd. | 170,000 | 70,682 | |||
United Energy Group Ltd. | 166,000 | 18,953 | |||
4,827,502 | |||||
India - 1.9% | |||||
APL Apollo Tubes Ltd. | 1,369 | 17,449 | |||
Asian Paints Ltd. | 7,465 | 306,191 | |||
Axis Bank Ltd. | 125 | 1,115 | |||
Bharat Petroleum Corp. Ltd. | 10,124 | 37,711 | |||
Bharti Airtel Ltd. | 17,922 | 175,042 | |||
Computer Age Management Services Ltd. | 1,080 | 33,254 | |||
Coromandel International Ltd. | 2,254 | 27,333 | |||
Cosmo First Ltd. | 2,859 | 30,514 | |||
Dwarikesh Sugar Industries Ltd. | 16,727 | 19,706 | |||
EID Parry India Ltd. | 3,709 | 27,186 | |||
Equitas Holdings Ltd. (a) | 55,378 | 67,353 | |||
GAIL India Ltd. | 12,399 | 13,192 | |||
GHCL Ltd. | 8,310 | 66,224 | |||
Godawari Power and Ispat Ltd. | 13,579 | 46,273 | |||
Gujarat Narmada Valley Fertilizers & Chemicals Ltd. | 9,256 | 72,291 | |||
Gujarat State Fertilizers & Chemicals Ltd. | 19,973 | 31,868 | |||
Hero MotoCorp Ltd. | 4,288 | 133,330 | |||
Indian Energy Exchange Ltd. (d) | 9,111 | 15,750 | |||
Indraprastha Gas Ltd. | 12,214 | 59,299 | |||
Info Edge India Ltd. | 2,489 | 116,671 | |||
IRCON International Ltd. (d) | 71,311 | 34,404 | |||
ITC Ltd. | 26,189 | 106,368 | |||
J Kumar Infraprojects Ltd. | 10,380 | 38,320 | |||
KPIT Technologies Ltd. | 8,554 | 68,447 | |||
Mahindra & Mahindra Ltd. | 10,566 | 163,201 | |||
NTPC Ltd. | 149,751 | 292,089 | |||
Oil India Ltd. | 7,170 | 15,325 | |||
Page Industries Ltd. | 199 | ��123,664 | |||
Persistent Systems Ltd. | 595 | 23,352 | |||
PI Industries Ltd. | 378 | 13,816 | |||
Polyplex Corp. Ltd. | 2,886 | 69,513 | |||
Power Grid Corp. of India Ltd. | 60,406 | 156,313 | |||
PTC India Ltd. | 47,442 | 44,508 | |||
Rail Vikas Nigam Ltd. | 59,709 | 24,679 | |||
Rashtriya Chemicals & Fertilizers Ltd. | 34,529 | 39,828 | |||
Redington Ltd. | 24,101 | 40,919 | |||
Route Mobile Ltd. | 1,024 | 16,988 | |||
Sansera Engineering Ltd. (d) | 5,937 | 51,263 | |||
Sapphire Foods India Ltd. (a) | 1,275 | 23,264 | |||
Shyam Metalics & Energy Ltd. | 10,274 | 35,873 | |||
Siemens Ltd. | 2,628 | 89,267 | |||
Sonata Software Ltd. | 5,414 | 34,022 | |||
SRF Ltd. | 14 | 426 | |||
State Bank of India | 22,244 | 143,835 | |||
Suven Pharmaceuticals Ltd. | 3,857 | 21,260 | |||
Tamilnadu Petroproducts Ltd | 28,862 | 34,852 | |||
Tata Motors Ltd. (a) | 8,321 | 40,958 | |||
The Great Eastern Shipping Co. Ltd. | 17,501 | 115,688 | |||
The Karnataka Bank Ltd. | 45,853 | 43,955 | |||
The Karur Vysya Bank Ltd. | 137,895 | 137,431 | |||
Timken India Ltd. | 1,497 | 56,370 | |||
Torrent Pharmaceuticals Ltd. | 550 | 10,475 | |||
United Spirits Ltd. (a) | 11,339 | 116,584 | |||
WNS Holdings Ltd. - ADR (a) | 1,919 | 157,051 | |||
3,682,060 | |||||
Indonesia - 0.2% | |||||
Astra International Tbk PT | 22,000 | 9,491 | |||
Bank Central Asia Tbk PT | 2,200 | 1,228 | |||
Bank Jago Tbk PT (a) | 17,300 | 7,442 | |||
Bank Mandiri Persero Tbk Pt | 139,200 | 85,350 | |||
Bank Negara Indonesia Persero Tbk Pt | 23,100 | 13,505 | |||
Bank Tabungan Negara Persero Tbk PT | 336,700 | 32,787 | |||
Ciputra Development Tbk PT | 467,100 | 29,099 | |||
Delta Dunia Makmur Tbk PT (a) | 843,200 | 20,742 | |||
Erajaya Swasembada Tbk Pt | 822,000 | 22,235 | |||
Indofood Sukses Makmur Tbk PT | 53,100 | 20,933 | |||
Industri Jamu Dan Farmasi Sido Muncul Tbk PT | 1,008,700 | 47,162 | |||
Kalbe Farma Tbk PT | 1,095,900 | 131,229 | |||
Triputra Agro Persada PT | 954,200 | 40,983 | |||
462,186 | |||||
Ireland - 2.8% | |||||
Accenture PLC - Class A | 6,800 | 1,749,640 | |||
AIB Group PLC | 27,271 | 65,683 | |||
Bank of Ireland Group PLC | 78,216 | 499,994 | |||
Experian PLC | 58,931 | 1,727,685 | |||
Glenveagh Properties PLC (a)(d) | 19,719 | 17,182 | |||
ICON PLC (a) | 7,920 | 1,455,538 | |||
Keywords Studios PLC | 1,109 | 28,282 | |||
Origin Enterprises PLC | 13,604 | 47,929 | |||
5,591,933 | |||||
Isle Of Man - 0.0% (e) | |||||
Playtech PLC (a) | 10,097 | 48,985 | |||
Israel - 0.2% | |||||
Africa Israel Residences Ltd. | 1,361 | 59,005 | |||
Ashtrom Group Ltd. | 2,043 | 42,834 | |||
Aura Investments Ltd. | 10,715 | 18,340 | |||
Danel Adir Yeoshua Ltd. | 454 | 47,577 | |||
Ilex Medical Ltd. | 557 | 12,796 | |||
Inmode Ltd. (a) | 956 | 27,829 | |||
Palram Industries 1990 Ltd. | 1,812 | 19,683 | |||
Perion Network Ltd. (a) | 1,191 | 22,974 | |||
Plus500 Ltd. | 4,497 | 82,158 | |||
333,196 | |||||
Italy - 2.1% | |||||
Anima Holding SpA (d) | 11,228 | 31,834 | |||
Assicurazioni Generali SpA | 21,821 | 297,011 | |||
Azimut Holding SpA | 1,400 | 19,925 | |||
Banco BPM SpA | 38,722 | 100,686 | |||
Buzzi Unicem SpA | 2,643 | 37,472 | |||
Carel Industries SpA (d) | 1,558 | �� 29,114 | |||
Digital Bros SpA | 1,029 | 22,659 | |||
El.En. SpA | 8,974 | 100,891 | |||
Enel SpA | 183,323 | 751,259 | |||
Eni SpA | 41,455 | 440,404 | |||
Exprivia SpA | 14,272 | 17,439 | |||
Ferrari NV | 9,212 | 1,718,194 | |||
Fila SpA | 2,822 | 19,276 | |||
Hera SpA | 37,831 | 80,041 | |||
Iren SpA | 11,747 | 15,447 | |||
Leonardo SpA | 20,061 | 141,965 | |||
Moncler SpA | 2,486 | 102,074 | |||
Recordati Industria Chimica e Farmaceutica SpA | 347 | 12,747 | |||
Reply SpA | 413 | 43,084 | |||
Sanlorenzo SpA | 1,093 | 35,145 | |||
Sesa SpA | 150 | 16,214 | |||
Stevanato Group SpA | 2,492 | 42,214 | |||
Technoprobe SpA (a) | 13,342 | 92,841 | |||
Terna - Rete Elettrica Nazionale | 574 | 3,497 | |||
4,171,433 | |||||
Japan - 10.7% | |||||
ADEKA Corp. | 3,100 | 46,410 | |||
Advantest Corp. | 4,300 | 199,836 | |||
Aichi Financial GR (a) | 6,993 | 41,407 | |||
Aisan Industry Co. Ltd. | 4,200 | 19,859 | |||
ANA Holdings, Inc. (a) | 4,700 | 88,404 | |||
Arclands Corp. | 11,100 | 110,794 | |||
Asahi Kasei Corp | 11,700 | 77,380 | |||
Asteria Corp. | 3,400 | 18,476 | |||
Bell System24 Holdings, Inc. | 6,400 | 61,141 | |||
Benesse Holdings, Inc. | 1,400 | 20,738 | |||
BML, Inc. | 1,000 | 22,559 | |||
Canon, Inc. | 700 | 15,267 | |||
Careerlink Co. Ltd. | 2,300 | 35,346 | |||
Central Japan Railway Co. | 100 | 11,715 | |||
CMIC Holdings Co. Ltd. | 5,900 | 61,989 | |||
Cosmo Energy Holdings Co. Ltd. | 2,600 | 66,698 | |||
Daihatsu Diesel Manufacturing Co. Ltd. | 25,800 | 87,446 | |||
Daihen Corp. | 900 | 22,943 | |||
Dai-ichi Life Holdings, Inc. | 1,100 | 17,485 | |||
Daiichi Sankyo Co. Ltd. | 100 | 2,782 | |||
Daiken Corp. | 3,400 | 42,912 | |||
Daishinku Corp. | 4,300 | 25,832 | |||
Daiwa Securities Group, Inc. | 19,900 | 77,975 | |||
Dear Life Co. Ltd. | 9,900 | 37,935 | |||
Disco Corp. | 1,000 | 217,916 | |||
East Japan Railway Co. | 1,900 | 97,541 | |||
Eiken Chemical Co. Ltd. | 1,500 | 18,632 | |||
Eisai Co. Ltd. | 2,100 | 112,642 | |||
EJ Holdings, Inc. | 3,500 | 31,428 | |||
Electric Power Development Co. Ltd. | 4,300 | 60,713 | |||
ENEOS Holdings, Inc. | 28,600 | 92,351 | |||
Exedy Corp. | 8,700 | 98,862 | |||
Fast Retailing Co. Ltd. | 400 | 212,572 | |||
FIDEA Holdings Co. Ltd. | 2,600 | 22,672 | |||
Fuji Electric Co. Ltd. | 1,800 | 65,981 | |||
Fukuoka Financial Group, Inc. | 30,100 | 534,132 | |||
GMO Payment Gateway, Inc. | 1,100 | 74,330 | |||
Goldcrest Co. Ltd. | 4,100 | 46,920 | |||
H.U. Group Holdings, Inc. | 5,000 | 90,651 | |||
Hakuhodo DY Holdings, Inc. | 2,700 | 19,043 | |||
Hamamatsu Photonics KK | 4,300 | 184,624 | |||
Hirose Electric Co. Ltd. | 100 | 12,997 | |||
Hokkaido Electric Power Co., Inc. | 11,900 | 37,275 | |||
Hokko Chemical Industry Co. Ltd. | 2,900 | 18,157 | |||
Honda Motor Co. Ltd. | 33,700 | 734,124 | |||
Honeys Holdings Co. Ltd. | 4,500 | 37,827 | |||
Horiba Ltd. | 700 | 27,201 | |||
Hoshizaki Corp | 700 | 19,373 | |||
Hulic Reit, Inc. | 30 | 34,326 | |||
Idemitsu Kosan Co. Ltd. | 1,600 | 34,620 | |||
IDOM, Inc. | 8,000 | 47,806 | |||
Inui Global Logistics Co. Ltd. | 6,100 | 68,950 | |||
I-PEX, Inc. | 2,200 | 18,870 | |||
ISB Corp | 4,700 | 39,594 | |||
Iseki & Co. Ltd. | 3,200 | 25,883 | |||
Ishihara Sangyo Kaisha Ltd. | 4,000 | 28,235 | |||
Isuzu Motors Ltd. | 89,000 | 983,866 | |||
Itfor, Inc. | 5,400 | 28,465 | |||
Itoham Yonekyu Holdings, Inc. | 16,100 | 74,157 | |||
J Trust Co. Ltd. | 11,100 | 43,871 | |||
Jaccs Co. Ltd. | 2,300 | 57,131 | |||
Japan Communications, Inc. (a) | 14,400 | 21,818 | |||
Japan Post Bank Co. Ltd. | 9,900 | 69,024 | |||
Japan Post Holdings Co. Ltd. | 35,700 | 236,391 | |||
Japan System Techniques Co. Ltd. | 2,800 | 23,255 | |||
Japan Tobacco, Inc. | 5,000 | 82,068 | |||
JINUSHI Co. Ltd. | 1,700 | 23,374 | |||
J-Lease Co. Ltd. | 900 | 14,049 | |||
JSB Co. Ltd. | 900 | 23,341 | |||
Juroku Financial Group, Inc. | 3,200 | 53,994 | |||
JVCKenwood Corp. | 75,100 | 102,424 | |||
Kajima Corp. | 2,200 | 20,898 | |||
Kakaku.com, Inc. | 900 | 15,132 | |||
Kaneka Corp. | 5,200 | 130,024 | |||
Kanto Denka Kogyo Co. Ltd. | 3,100 | 19,798 | |||
Kawasaki Kisen Kaisha Ltd. (f) | 1,200 | 16,694 | |||
KDDI Corp. | 500 | 14,665 | |||
Keyence Corp. | 3,680 | 1,221,771 | |||
KFC Holdings Japan Ltd. | 1,800 | 33,680 | |||
Kirin Holdings Co. Ltd. | 1,700 | 26,182 | |||
Kobe Steel Ltd. | 24,100 | 96,761 | |||
Kokusai Pulp & Paper Co. Ltd. | 11,500 | 57,222 | |||
Komatsu Ltd. | 75,200 | 1,359,910 | |||
Komeri Co. Ltd. | 1,800 | 34,411 | |||
Komori Corp. | 20,700 | 101,075 | |||
Konoike Transport Co. Ltd. | 5,900 | 57,637 | |||
Kosaido Holdings Co. Ltd. | 5,000 | 48,690 | |||
Kurabo Industries Ltd. | 2,200 | 30,028 | |||
Kuraray Co. Ltd. | 2,700 | 18,932 | |||
KYB Corp. | 1,200 | 25,719 | |||
Kyocera Corp | 100 | 5,055 | |||
Lasertec Corp. | 9,200 | 925,136 | |||
Lawson, Inc. | 1,700 | 55,528 | |||
Leopalace21 Corp. (a) | 8,200 | 18,845 | |||
Look Holdings, Inc. | 2,300 | 33,950 | |||
Macnica Holdings, Inc. | 4,400 | 82,710 | |||
Maruha Nichiro Corp. | 1,600 | 27,220 | |||
Maruzen Showa Unyu Co. Ltd. | 1,700 | 35,982 | |||
Matsuda Sangyo Co. Ltd. | 2,900 | 43,347 | |||
MatsukiyoCocokara & Co. | 1,100 | 47,047 | |||
Maxell Ltd. | 3,000 | 28,460 | |||
Mazda Motor Corp. | 22,500 | 148,935 | |||
Meiko Network Japan Co. Ltd. | 4,800 | 20,048 | |||
Mirai Corp. | 340 | 115,544 | |||
Mitsubishi UFJ Financial Group, Inc. | 800 | 3,608 | |||
Mitsui & Co. Ltd. | 18,500 | 396,898 | |||
Mitsui-Soko Holdings Co. Ltd. | 4,500 | 95,778 | |||
Mizuho Financial Group, Inc. | 22,400 | 242,009 | |||
Mizuho Medy Co. Ltd. | 1,400 | 26,411 | |||
Mochida Pharmaceutical Co. Ltd. | 900 | 21,026 | |||
MS&AD Insurance Group Holdings, Inc. | 2,500 | 66,159 | |||
MTG Co. Ltd. | 2,500 | 21,036 | |||
Nachi-Fujikoshi Corp. | 2,600 | 63,442 | |||
Nexon Co. Ltd. | 4,200 | 73,452 | |||
NGK Insulators Ltd. | 12,400 | 154,576 | |||
Nihon M&A Center Holdings, Inc. | 5,200 | 58,822 | |||
Nintendo Co. Ltd. | 13,000 | 526,405 | |||
Nippon Electric Glass Co. Ltd. | 4,200 | 72,483 | |||
Nippon Express Holdings, Inc. | 900 | 45,508 | |||
NIPPON REIT Investment Corp. | 11 | 28,077 | |||
Nippon Sheet Glass Co. Ltd. (a) | 24,400 | 86,021 | |||
Nippon Steel Corp. | 9,600 | 133,622 | |||
Nippon Suisan Kaisha Ltd. | 23,900 | 90,107 | |||
Nippon Telegraph & Telephone Corp. | 3,800 | 102,516 | |||
Nippon Thompson Co. Ltd. | 18,200 | 67,190 | |||
Nipro Corp. | 16,000 | 119,910 | |||
Nishi-Nippon Financial Holdings, Inc. | 13,600 | 70,578 | |||
Nissan Motor Co. Ltd. | 8,400 | 26,852 | |||
Nisshinbo Holdings, Inc. | 30,300 | 220,240 | |||
Nitto Denko Corp. | 2,100 | 113,865 | |||
Okamoto Machine Tool Works Ltd. | 1,300 | 36,303 | |||
Ono Pharmaceutical Co. Ltd. | 3,500 | 81,417 | |||
Osaka Soda Co. Ltd. | 1,900 | 49,909 | |||
Panasonic Corp. | 63,901 | 448,746 | |||
Pressance Corp. | 2,400 | 24,294 | |||
Qol Holdings Co. Ltd. | 10,800 | 89,597 | |||
Recruit Holdings Co. Ltd. | 6,800 | 196,270 | |||
Resona Holdings, Inc. | 154,000 | 562,298 | |||
Restar Holdings Corp. | 2,300 | 30,735 | |||
Ricoh Co. Ltd. | 2,100 | 15,325 | |||
Riken Corp. | 1,200 | 18,962 | |||
Riken Vitamin Co. Ltd. | 2,300 | 27,825 | |||
Rock Field Co. Ltd. | 2,300 | 23,061 | |||
S Foods, Inc. | 1,200 | 25,192 | |||
Sakai Chemical Industry Co. Ltd. | 1,500 | 19,456 | |||
Sanei Architecture Planning Co. Ltd. | 2,700 | 30,067 | |||
SCREEN Holdings Co. Ltd. | 900 | 49,192 | |||
Seikagaku Corp. | 10,600 | 60,956 | |||
Seino Holdings Co. Ltd. | 7,200 | 57,806 | |||
Sekisui Chemical Co. Ltd. | 200 | 2,448 | |||
Senshu Electric Co Ltd | 600 | 21,595 | |||
Shibaura Machine Co Ltd | 3,600 | 71,845 | |||
Shidax Corp. | 14,700 | 59,802 | |||
Shimadzu Corp. | 2,500 | 65,075 | |||
Shimano, Inc. | 1,100 | 173,362 | |||
Shin-Etsu Chemical Co. Ltd. | 400 | 39,721 | |||
Shionogi & Co. Ltd. | 2,300 | 111,267 | |||
Showa Denko KK | 1,300 | 18,504 | |||
SKY Perfect JSAT Holdings, Inc. | 20,700 | 74,033 | |||
SoftBank Corp. | 7,600 | 76,005 | |||
SoftBank Group Corp. | 100 | 3,397 | |||
Sohgo Security Services Co. Ltd. | 800 | 20,145 | |||
SOSiLA Logistics REIT, Inc. | 32 | 33,357 | |||
Sparx Group Co. Ltd. | 7,080 | 64,920 | |||
Square Enix Holdings Co. Ltd. | 2,400 | 102,925 | |||
Star Asia Investment Corp. | 127 | 49,108 | |||
Stella Chemifa Corp. | 2,400 | 41,667 | |||
Subaru Corp. | 46,000 | 689,963 | |||
SUMCO Corp. | 100 | 1,162 | |||
Sumitomo Corp. | 12,300 | 153,491 | |||
Sumitomo Electric Industries Ltd. | 100 | 1,015 | |||
Sumitomo Forestry Co. Ltd. | 1,700 | 25,726 | |||
Sumitomo Mitsui Financial Group, Inc. | 14,200 | 395,152 | |||
Sun Frontier Fudousan Co. Ltd. | 6,400 | 49,598 | |||
T&D Holdings, Inc. | 24,600 | 232,631 | |||
Taisei Corp. | 100 | 2,782 | |||
Takaoka Toko Co. Ltd. | 3,300 | 40,279 | |||
Takara Leben Co. Ltd. | 13,700 | 36,491 | |||
Takara Leben Real Estate Investment Corp. | 158 | 112,203 | |||
Takasho Co. Ltd. | 3,900 | 18,182 | |||
Takeda Pharmaceutical Co. Ltd. | 35,200 | 914,220 | |||
The 77 Bank Ltd. | 3,800 | 46,837 | |||
The Ogaki Kyoritsu Bank Ltd. | 1,400 | 16,588 | |||
The Oita Bank Ltd. | 2,200 | 27,616 | |||
Toho Gas Co. Ltd. | 2,500 | 49,437 | |||
Tokyo Gas Co. Ltd. | 6,600 | 111,467 | |||
Tokyo Seimitsu Co. Ltd. | 1,100 | 32,249 | |||
Tokyotokeiba Co. Ltd. | 1,600 | 45,731 | |||
Tokyu Fudosan Holdings Corp. | 6,900 | 35,983 | |||
Topre Corp. | 2,300 | 17,671 | |||
Toray Industries, Inc. | 92,700 | 454,979 | |||
Tosoh Corp. | 4,700 | 52,482 | |||
Toyo Seikan Group Holdings Ltd. | 7,200 | 86,897 | |||
Toyo Tire Corp. | 5,200 | 56,522 | |||
Toyobo Co. Ltd. | 6,500 | 46,564 | |||
Toyota Motor Corp. | 6,400 | 83,308 | |||
Toyota Tsusho Corp. | 1,300 | 40,354 | |||
Transcosmos, Inc. | 1,000 | 25,856 | |||
TV Asahi Holdings Corp. | 2,000 | 19,390 | |||
Uchida Yoko Co. Ltd. | 1,700 | 51,580 | |||
Unitika Ltd. (a) | 19,000 | 39,173 | |||
Xebio Holdings Co. Ltd. | 18,300 | 122,052 | |||
Yakult Honsha Co. Ltd. | 800 | 46,520 | |||
Yamazaki Baking Co. Ltd. | 2,800 | 32,182 | |||
Yokorei Co. Ltd. | 5,400 | 32,904 | |||
21,184,256 | |||||
Jersey - 0.0% (e) | |||||
Centamin PLC | 33,893 | 33,778 | |||
Luxembourg - 0.2% | |||||
ArcelorMittal SA | 17,751 | 354,986 | |||
Reinet Investments SCA | 3,446 | 50,538 | |||
405,524 | |||||
Malaysia - 0.2% | |||||
Bumi Armada Bhd (a) | 746,700 | 61,274 | |||
Heineken Malaysia Bhd | 5,700 | 29,349 | |||
Hong Leong Financial Group Bhd | 1,100 | 4,374 | |||
Lynas Rare Earths Ltd. (a) | 8,487 | 40,846 | |||
Malaysia Airports Holdings Bhd (a) | 25,600 | 30,777 | |||
Public Bank Bhd | 69,600 | 63,283 | |||
RHB Bank Bhd | 4,800 | 5,734 | |||
Telekom Malaysia Bhd | 21,600 | 25,396 | |||
TIME dotCom Bhd | 39,500 | 39,301 | |||
300,334 | |||||
Mauritius - 0.0% (e) | |||||
Capital Ltd. | 80,609 | 74,651 | |||
Mexico - 0.4% | |||||
Alfa SAB de CV - Class A | 109,000 | 69,277 | |||
Arca Continental SAB de CV | 17,400 | 125,285 | |||
Bolsa Mexicana de Valores SAB de CV | 38,600 | 64,782 | |||
Coca-Cola Femsa SAB de CV | 805 | 4,691 | |||
FIBRA Macquarie Mexico (d) | 27,000 | 32,645 | |||
Fomento Economico Mexicano SAB de CV | 16,300 | 102,238 | |||
GCC SAB de CV | 5,800 | 34,377 | |||
Genomma Lab Internacional SAB de CV - Class B | 38,600 | 26,641 | |||
Grupo Aeroportuario del Sureste SAB de CV - Class B | 6,345 | 124,761 | |||
Nemak SAB de CV (a)(d) | 173,900 | 37,993 | |||
Orbia Advance Corp. SAB de CV | 41,700 | 70,192 | |||
Promotora y Operadora de Infraestructura SAB de CV | 9,060 | 61,636 | |||
754,518 | |||||
Netherlands - 3.8% | |||||
Adyen NV (a)(d) | 1,030 | 1,281,365 | |||
ASM International NV | 4,107 | 918,897 | |||
ASML Holding NV | 1,549 | 642,509 | |||
ASML Holding NV - ADR | 3,650 | 1,516,028 | |||
ASR Nederland NV | 4,412 | 169,615 | |||
Eurocommercial Properties NV | 1,731 | 34,164 | |||
Heijmans NV - CVA | 3,681 | 34,224 | |||
Heineken NV | 1,010 | 88,543 | |||
ING Groep NV | 122,181 | 1,047,614 | |||
Koninklijke Ahold Delhaize NV | 9,966 | 253,773 | |||
Ordina NV | 19,641 | 72,780 | |||
Randstad NV | 28,276 | 1,222,732 | |||
Signify NV (d) | 1,954 | 50,571 | |||
Stellantis NV | 302 | 3,566 | |||
Van Lanschot Kempen NV - CVA | 4,356 | 84,232 | |||
7,420,613 | |||||
New Zealand - 0.0% (e) | |||||
Air New Zealand Ltd. (a) | 43,339 | 17,365 | |||
Spark New Zealand Ltd. | 405 | 1,135 | |||
Summerset Group Holdings Ltd. | 8,948 | 54,041 | |||
72,541 | |||||
Norway - 0.3% | |||||
2020 Bulkers Ltd. | 1,884 | 14,754 | |||
Belships ASA | 28,510 | 35,697 | |||
BW Offshore Ltd. | 7,035 | 14,734 | |||
DNB Bank ASA | 17,512 | 277,249 | |||
DNO ASA | 39,943 | 45,250 | |||
Equinor ASA | 3,220 | 106,207 | |||
Europris ASA (d) | 8,843 | 44,050 | |||
Petronor E&P ASA (a) | 10,856 | 777 | |||
Rana Gruber ASA | 13,112 | 47,302 | |||
Veidekke ASA | 2,030 | 15,133 | |||
601,153 | |||||
Philippines - 0.1% | |||||
BDO Unibank, Inc. | 58,760 | 111,937 | |||
DMCI Holdings, Inc. | 210,800 | 35,450 | |||
GT Capital Holdings, Inc. | 1,340 | 9,484 | |||
International Container Terminal Services, Inc. | 560 | 1,497 | |||
Metro Pacific Investments Corp. | 936,000 | 53,169 | |||
Metropolitan Bank & Trust Co. | 47,720 | 39,537 | |||
Robinsons Land Corp. | 65,600 | 18,453 | |||
269,527 | |||||
Poland - 0.1% | |||||
Enea SA (a) | 50,781 | 63,128 | |||
Grupa Azoty SA (a) | 3,989 | 26,972 | |||
PGE Polska Grupa Energetyczna SA (a) | 58,567 | 73,531 | |||
Santander Bank Polska SA | 958 | 37,664 | |||
Tauron Polska Energia SA (a) | 115,292 | 46,928 | |||
248,223 | |||||
Portugal - 0.1% | |||||
Banco Comercial Portugues SA - Class R | 267,417 | 31,659 | |||
EDP - Energias de Portugal SA | 1,949 | 8,437 | |||
Galp Energia SGPS SA | 118 | 1,131 | |||
Jeronimo Martins SGPS SA | 5,184 | 96,584 | |||
Sonae SGPS SA | 108,448 | 87,184 | |||
224,995 | |||||
Qatar - 0.0% (e) | |||||
Qatar Fuel QSC | 5,914 | 30,357 | |||
Russia - 0.0% (e) | |||||
Novolipetsk Steel PJSC (b) | 46,050 | – | |||
PhosAgro PJSC - GDR (a)(b) | 5,089 | – | |||
Sberbank of Russia PJSC (a)(b)(c) | 29,200 | – | |||
Severstal PAO (b)(c) | 608 | – | |||
Surgutneftegas PJSC (b)(c) | 168,940 | – | |||
Tatneft PJSC (b)(c) | 19,624 | – | |||
– | |||||
Saudi Arabia - 0.3% | |||||
Arab National Bank | 7,973 | 65,176 | |||
Bank Al-Jazira | 11 | 66 | |||
Bupa Arabia for Cooperative Insurance Co. | 26 | 1,160 | |||
Etihad Etisalat Co. | 3,280 | 30,907 | |||
Saudi Basic Industries Corp. | 4,945 | 116,635 | |||
Saudi Electricity Co. | 6,648 | 43,033 | |||
Saudi Telecom Co. | 12,720 | 132,855 | |||
The Co. for Cooperative Insurance (a) | 1,017 | 21,750 | |||
The Saudi National Bank | 7,708 | 128,682 | |||
540,264 | |||||
Singapore - 0.9% | |||||
BW Energy Ltd. (a) | 13,575 | 26,685 | |||
CapitaLand Ascott Trust | 159,100 | 108,642 | |||
Capitaland India Trust | 69,000 | 50,167 | |||
Cromwell EU REIT (a) | 17,400 | 30,476 | |||
DBS Group Holdings Ltd. | 42,150 | 974,507 | |||
First Resources Ltd. | 32,800 | 31,750 | |||
Genting Singapore Ltd. | 95,100 | 51,730 | |||
Golden Agri-Resources Ltd. | 159,200 | 29,312 | |||
Japfa Ltd. | 92,200 | 35,518 | |||
Jiutian Chemical Group Ltd. | 778,500 | 41,428 | |||
Oversea-Chinese Banking Corp. Ltd. | 24,300 | 199,052 | |||
Raffles Medical Group Ltd. | 122,200 | 113,334 | |||
Sasseur Real Estate Investment Trust | 176,100 | 86,507 | |||
SIA Engineering Co. Ltd. (a) | 12,300 | 19,075 | |||
United Overseas Bank Ltd. | 2,000 | 36,313 | |||
1,834,496 | |||||
South Africa - 0.4% | |||||
African Rainbow Minerals Ltd. | 1,603 | 21,547 | |||
Anglo American Platinum Ltd. | 427 | 29,983 | |||
Fortress REIT Ltd. - Class B (a) | 176,764 | 39,845 | |||
Gold Fields Ltd. | 10,718 | 86,605 | |||
Harmony Gold Mining Co. Ltd. | 5,564 | 13,016 | |||
Investec Ltd. | 8,478 | 33,383 | |||
Investec PLC | 23,411 | 94,251 | |||
Mediclinic International PLC | 5,571 | 30,179 | |||
Mr Price Group Ltd. | 2,731 | 25,912 | |||
MTN Group Ltd. | 3,355 | 22,027 | |||
MultiChoice Group | 11,259 | 71,654 | |||
Old Mutual Ltd. | 109,330 | 58,855 | |||
Resilient REIT Ltd. | 13,010 | 34,394 | |||
Royal Bafokeng Platinum Ltd. | 6,440 | 50,920 | |||
Sappi Ltd. (a) | 9,664 | 23,404 | |||
Shoprite Holdings Ltd. | 11,243 | 134,257 | |||
Sibanye Stillwater Ltd. | 2,760 | 6,388 | |||
The Bidvest Group Ltd. | 701 | 7,607 | |||
Vodacom Group Ltd. | 6,085 | 40,799 | |||
825,026 | |||||
South Korea - 1.8% | |||||
ABLBio, Inc. (a) | 1,179 | 16,779 | |||
AfreecaTV Co. Ltd. | 514 | 22,518 | |||
Asia Paper Manufacturing Co. Ltd. | 728 | 16,625 | |||
BNK Financial Group, Inc. | 18,756 | 78,494 | |||
CJ Corp. | 106 | 5,116 | |||
Daewon Pharmaceutical Co. Ltd. | 1,866 | 19,805 | |||
Daewoo Engineering & Construction Co. Ltd. (a) | 10,484 | 29,900 | |||
DB HiTek Co. Ltd. | 982 | 25,282 | |||
DB Insurance Co. Ltd. | 631 | 24,168 | |||
DGB Financial Group, Inc. | 9,009 | 43,854 | |||
Global Standard Technology Co. Ltd. | 1,055 | 13,499 | |||
GOLFZON Co. Ltd. | 391 | 29,262 | |||
GS Holdings Corp | 1,845 | 53,561 | |||
Hana Financial Group, Inc. | 20,026 | 491,848 | |||
Hanmi Semiconductor Co. Ltd. | 6,953 | 51,547 | |||
Hanwha Aerospace Co. Ltd. | 707 | 30,360 | |||
Hanwha General Insurance Co. Ltd. (a) | 10,240 | 28,165 | |||
Hanwha Life Insurance Co. Ltd. (a) | 12,884 | 18,644 | |||
Humasis Co. Ltd. | 2,099 | 17,512 | |||
Hyundai Glovis Co. Ltd. | 732 | 82,409 | |||
Hyundai Rotem Co. Ltd. (a) | 1,351 | 23,662 | |||
HyVision System, Inc. | 2,733 | 26,988 | |||
InBody Co Ltd. | 1,828 | 24,409 | |||
JB Financial Group Co. Ltd. | 18,050 | 87,287 | |||
JVM Co. Ltd. | 2,865 | 36,559 | |||
Kia Corp. | 5,977 | 298,296 | |||
Kumho Petrochemical Co. Ltd. | 681 | 54,771 | |||
LabGenomics Co. Ltd. | 4,620 | 20,445 | |||
LF Corp. | 2,996 | 30,407 | |||
LG Corp. | 212 | 10,951 | |||
LG Energy Solution Ltd. (a) | 263 | 77,751 | |||
LX Semicon Co. Ltd. | 843 | 44,684 | |||
MegaStudyEdu Co. Ltd. | 775 | 38,461 | |||
Mgame Corp. (a) | 4,089 | 16,545 | |||
Orion Corp. | 1,214 | 86,994 | |||
Pan Ocean Co. Ltd. | 10,310 | 32,134 | |||
POSCO Holdings, Inc. | 2,723 | 400,944 | |||
Samchully Co. Ltd. | 614 | 114,900 | |||
Samsung Card Co. Ltd. | 875 | 18,417 | |||
Samsung Electronics Co. Ltd. | 5,166 | 189,816 | |||
Samsung Securities Co. Ltd. | 1,213 | 25,852 | |||
SD Biosensor, Inc. | 910 | 16,743 | |||
Shinhan Financial Group Co. Ltd. | 26,259 | 610,812 | |||
Shinsegae, Inc. | 256 | 40,967 | |||
SIMMTECH Co. Ltd. | 704 | 14,290 | |||
SL Corp. | 2,042 | 45,587 | |||
Woori Financial Group, Inc. | 4,266 | 31,695 | |||
Youngone Corp. | 807 | 24,888 | |||
3,544,603 | |||||
Spain - 1.4% | |||||
Amadeus IT Group SA (a) | 22,340 | 1,034,091 | |||
Banco Bilbao Vizcaya Argentaria SA | 3,296 | 14,804 | |||
Banco de Sabadell SA | 56,244 | 37,510 | |||
CaixaBank SA | 178,942 | 576,620 | |||
Endesa SA | 10,372 | 155,478 | |||
Energia Innovacion y Desarrollo Fotovoltaico SA (a) | 245 | 18,438 | |||
Faes Farma SA | 16,883 | 61,055 | |||
Gestamp Automocion SA (d) | 13,853 | 41,301 | |||
Grupo Catalana Occidente SA | 1,132 | 28,315 | |||
Iberdrola SA | 47,200 | 438,787 | |||
Industria de Diseno Textil SA | 10,738 | 221,797 | |||
Laboratorios Farmaceuticos Rovi SA | 1,791 | 76,799 | |||
Red Electrica Corp SA | 238 | 3,645 | |||
Repsol SA | 3,456 | 39,770 | |||
Unicaja Banco SA (d) | 30,880 | 27,880 | |||
2,776,290 | |||||
Sweden - 2.1% | |||||
AcadeMedia AB (d) | 6,941 | 30,064 | |||
Assa Abloy AB - Class B | 5,208 | 97,324 | |||
Atlas Copco AB - Class A | 81,435 | 754,104 | |||
Atlas Copco AB - Class B | 17,964 | 148,634 | |||
Betsson AB - Class B | 14,450 | 84,193 | |||
Bilia AB - Class A | 4,897 | 55,751 | |||
BioGaia AB - Class B | 8,387 | 57,986 | |||
Bravida Holding AB (d) | 3,208 | 26,283 | |||
Evolution AB (d) | 15,510 | 1,221,450 | |||
Hemnet Group AB | 4,542 | 57,829 | |||
HMS Networks AB | 983 | 26,562 | |||
Humana AB (a) | 3,322 | 14,517 | |||
Intrum AB | 2,794 | 35,086 | |||
Inwido AB | 2,281 | 17,929 | |||
New Wave Group AB - Class B | 7,712 | 100,658 | |||
Nordic Waterproofing Holding AB | 1,403 | 18,849 | |||
Peab AB - Class B | 12,859 | 61,360 | |||
Samhallsbyggnadsbolaget i Norden AB | 13,295 | 14,188 | |||
Securitas AB - Class B | 2,161 | 15,045 | |||
Skandinaviska Enskilda Banken AB - Class A | 30,208 | 286,742 | |||
SkiStar AB | 6,775 | 67,341 | |||
SSAB AB - Class B | 35,687 | 151,500 | |||
Swedbank AB - Class A | 14,133 | 184,785 | |||
Swedish Orphan Biovitrum AB (a) | 5,343 | 103,430 | |||
Trelleborg AB - Class B | 17,283 | 322,332 | |||
Truecaller AB - Class B (a) | 8,379 | 27,899 | |||
Volvo AB - Class A | 5,663 | 83,871 | |||
Wihlborgs Fastigheter AB | 2,548 | 15,418 | |||
4,081,130 | |||||
Switzerland - 5.1% | |||||
Alcon, Inc. | 24,670 | 1,428,640 | |||
Belimo Holding AG (a) | 67 | 24,537 | |||
Bobst Group SA | 1,549 | 123,215 | |||
Burkhalter Holding AG | 591 | 44,518 | |||
Coca-Cola HBC AG | 5,650 | 118,902 | |||
Comet Holding AG | 575 | 83,452 | |||
Credit Suisse Group AG | 77,506 | 305,459 | |||
dormakaba Holding AG | 77 | 25,934 | |||
Ferrexpo PLC | 7,905 | 10,520 | |||
Kuehne + Nagel International AG | 389 | 78,821 | |||
Lonza Group AG | 1,651 | 802,896 | |||
Nestle SA | 19,722 | 2,135,491 | |||
Novartis AG | 4,673 | 356,238 | |||
Roche Holding AG | 4,628 | 1,509,001 | |||
Sensirion Holding AG (a)(d) | 201 | 16,295 | |||
SFS Group AG | 332 | 28,411 | |||
Sika AG | 6,846 | 1,370,899 | |||
STMicroelectronics NV | 12,586 | 388,334 | |||
Swiss Re AG | 1,206 | 88,587 | |||
Swissquote Group Holding SA | 362 | 37,581 | |||
UBS Group AG | 67,223 | 971,101 | |||
Zehnder Group AG | 1,079 | 55,280 | |||
Zurich Insurance Group AG | 99 | 39,355 | |||
10,043,467 | |||||
Taiwan - 2.8% | |||||
Advanced International Multitech Co. Ltd. | �� 19,000 | 54,699 | |||
Anpec Electronics Corp. | 9,000 | 30,888 | |||
Asia Vital Components Co. Ltd. | 9,000 | 31,586 | |||
Chicony Power Technology Co. Ltd. | 14,000 | 29,395 | |||
Compeq Manufacturing Co. Ltd. | 46,000 | 65,453 | |||
Continental Holdings Corp. | 59,000 | 55,836 | |||
CTBC Financial Holding Co. Ltd. | 176,000 | 109,481 | |||
Delta Electronics, Inc. | 2,000 | 15,894 | |||
Depo Auto Parts Ind Co. Ltd. | 43,000 | 95,240 | |||
E Ink Holdings, Inc. | 14,000 | 92,498 | |||
Evergreen International Storage & Transport Corp. | 35,000 | 34,865 | |||
Far EasTone Telecommunications Co. Ltd. | 21,000 | 47,790 | |||
Faraday Technology Corp. | 4,000 | 16,617 | |||
Farglory Land Development Co. Ltd. | 46,000 | 83,259 | |||
Fusheng Precision Co. Ltd. | 9,000 | 51,483 | |||
Global Unichip Corp. | 6,000 | 109,674 | |||
Globalwafers Co. Ltd. | 3,000 | 34,141 | |||
Gold Circuit Electronics Ltd. | 8,100 | 23,727 | |||
Grape King Bio Ltd. | 5,000 | 21,020 | |||
Hiwin Technologies Corp. | 9,000 | 49,752 | |||
Hon Hai Precision Industry Co. Ltd. | 482,961 | 1,541,838 | |||
Kindom Development Co. Ltd. | 56,000 | 44,588 | |||
King Yuan Electronics Co. Ltd. | 37,000 | 35,579 | |||
Kinsus Interconnect Technology Corp. | 10,000 | 28,869 | |||
Lotes Co. Ltd. | 4,000 | 96,169 | |||
Macronix International Co. Ltd. | 113,000 | 111,104 | |||
MediaTek, Inc. | 1,600 | 27,847 | |||
PharmaEngine, Inc. | 10,000 | 37,247 | |||
Realtek Semiconductor Corp. | 19,400 | 163,368 | |||
Ruentex Development Co. Ltd. | 18,000 | 29,191 | |||
Sanyang Motor Co. Ltd. | 33,000 | 39,860 | |||
Scientech Corp. | 21,000 | 45,269 | |||
Shih Wei Navigation Co. Ltd. | 26,000 | 19,866 | |||
Shiny Chemical Industrial Co. Ltd. | 23,888 | 85,938 | |||
Silicon Motion Technology Corp. - ADR | 458 | 29,857 | |||
Sitronix Technology Corp. | 10,000 | 51,226 | |||
Standard Chemical & Pharmaceutical Co. Ltd. | 57,000 | 81,691 | |||
TaiDoc Technology Corp. | 8,000 | 41,183 | |||
Taigen Biopharmaceuticals Holdings Ltd. (a) | 33,000 | 15,856 | |||
Taiwan Semiconductor Manufacturing Co. Ltd. | 122,600 | 1,611,489 | |||
Taiwan Surface Mounting Technology Corp. | 11,000 | 28,823 | |||
Tong Hsing Electronic Industries Ltd. | 7,000 | 36,135 | |||
Unimicron Technology Corp. | 6,000 | 22,280 | |||
Vanguard International Semiconductor Corp. | 36,000 | 72,777 | |||
Voltronic Power Technology Corp. | 1,000 | 43,782 | |||
Wisdom Marine Lines Co. Ltd. | 59,000 | 95,992 | |||
Zhen Ding Technology Holding Ltd. | 28,000 | 92,602 | |||
5,583,724 | |||||
Thailand - 0.6% | |||||
Amata Corp. PCL | 67,400 | 33,171 | |||
AP Thailand PCL - NVDR | 726,900 | 182,267 | |||
Bangkok Commercial Asset Management PCL - NVDR | 8,100 | 3,466 | |||
BANPU PUBLIC Co. - NVDR | 49,800 | 16,217 | |||
Chularat Hospital PCL - NVDR | 203,000 | 19,753 | |||
Forth Corp. PCL | 12,800 | 17,191 | |||
Ichitan Group PCL | 297,100 | 68,281 | |||
Indorama Ventures PCL - NVDR | 4,600 | 4,716 | |||
Krung Thai Bank PCL - NVDR | 62,700 | 27,598 | |||
Mega Lifesciences PCL - NVDR | 22,800 | 27,923 | |||
Minor International PCL - NVDR (a) | 2,500 | 1,748 | |||
Polyplex Thailand PCL - NVDR | 31,000 | 20,037 | |||
PTT Exploration & Production PCL - NVDR | 30,100 | 127,692 | |||
SCB X PCL | 193,500 | 545,052 | |||
1,095,112 | |||||
Turkey - 0.4% | |||||
Akbank TAS | 531,659 | 323,599 | |||
Aksa Enerji Uretim AS | 18,579 | 37,107 | |||
Haci Omer Sabanci Holding AS | 86,816 | 120,742 | |||
Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS - Class D | 32,536 | 20,958 | |||
Koza Altin Isletmeleri AS | 2,717 | 26,729 | |||
Koza Anadolu Metal Madencilik Isletmeleri AS (a) | 22,049 | 31,456 | |||
Logo Yazilim Sanayi Ve Ticaret AS | 11,264 | 27,552 | |||
Migros Ticaret AS (a) | 15,093 | 82,167 | |||
Sinpas Gayrimenkul Yatirim Ortakligi AS (a) | 212,157 | 49,689 | |||
Sok Marketler Ticaret AS (a) | 27,886 | 31,113 | |||
Turk Telekomunikasyon AS | 44,027 | 25,704 | |||
776,816 | |||||
United Arab Emirates - 0.4% | |||||
Abu Dhabi Commercial Bank PJSC | 171,141 | 419,795 | |||
Abu Dhabi Islamic Bank PJSC | 42,906 | 105,314 | |||
Dubai Islamic Bank PJSC | 115,056 | 186,668 | |||
Emaar Development PJSC (a) | 41,164 | 51,053 | |||
762,830 | |||||
United States - 4.3% | |||||
Aon PLC - Class A | 6,970 | 1,867,054 | |||
EPAM Systems, Inc. (a) | 4,600 | 1,666,074 | |||
GXO Logistics, Inc. (a) | 159 | 5,575 | |||
Mettler-Toledo International, Inc. (a) | 890 | 964,867 | |||
ResMed, Inc. | 7,670 | 1,674,361 | |||
STERIS PLC | 7,480 | 1,243,774 | |||
Waste Connections, Inc. | 7,900 | 1,067,527 | |||
8,489,232 | |||||
Total Common Stocks (Cost $173,668,761) | 158,369,386 | ||||
PREFERRED STOCKS - 1.0% | |||||
Brazil - 0.5% | |||||
Cia Energetica de Minas Gerais | 106,801 | 213,628 | |||
Cia Paranaense de Energia - Class B | 60,700 | 74,041 | |||
Itau Unibanco Holding SA | 74,721 | 387,848 | |||
Itausa SA | 1,200 | 2,169 | |||
Metalurgica Gerdau SA | 20,100 | 39,534 | |||
Petroleo Brasileiro SA | 24,200 | 134,406 | |||
Unipar Carbocloro SA - Class B | 2,550 | 45,216 | |||
896,842 | |||||
Colombia - 0.0% (e) | |||||
Bancolombia SA | 5,140 | 31,241 | |||
Germany - 0.5% | |||||
Bayerische Motoren Werke AG | 1,812 | 118,482 | |||
Einhell Germany AG | 110 | 12,882 | |||
Schaeffler AG | 13,106 | 59,292 | |||
Volkswagen AG | 6,965 | 860,305 | |||
1,050,961 | |||||
Russia - 0.0% (e) | |||||
Surgutneftegas PJSC (b)(c) | 270,800 | – | |||
South Korea - 0.0% (e) | |||||
Hyundai Motor Co. | 7 | 408 | |||
Total Preferred Stocks (Cost $3,138,859) | 1,979,452 | ||||
U.S. TREASURY OBLIGATIONS - 0.9% | Par Value | ||||
U.S. Treasury Notes - 0.9% | |||||
0.250%, due 09/30/23 | $ 33,000 | 31,690 | |||
0.250%, due 06/15/24 | 250,000 | 233,438 | |||
0.750%, due 11/15/24 | 60,000 | 55,734 | |||
3.500%, due 09/15/25 | 47,000 | 46,045 | |||
0.250%, due 10/31/25 | 59,000 | 52,234 | |||
0.875%, due 09/30/26 | 236,000 | 207,643 | |||
1.250%, due 11/30/26 | 361,000 | 321,234 | |||
1.500%, due 01/31/27 | 18,900 | 16,945 | |||
2.750%, due 04/30/27 | 1,000 | 944 | |||
3.250%, due 06/30/27 | 2,600 | 2,506 | |||
3.125%, due 08/31/27 | 311,400 | 298,749 | |||
1.125%, due 02/15/31 (f) | 27,000 | 21,870 | |||
1.625%, due 05/15/31 | 288,000 | 241,740 | |||
2.750%, due 08/15/32 | 196,000 | 179,279 | |||
Total U.S. Treasury Obligations (Cost $1,872,861) | 1,710,051 | ||||
AGENCY MORTGAGE-BACKED OBLIGATIONS INTEREST-ONLY STRIPS - 0.1% | |||||
Federal Home Loan Mortgage Corp. - 0.1% | |||||
Freddie Mac Multifamily Structured Pass Through Certificates | |||||
Series K-108, 1.691%, due 03/25/30 (g) | 499,729 | 48,730 | |||
Series K-1501, 0.382%, due 04/25/30 (g) | 2,708,484 | 57,440 | |||
Series K-110, 1.697%, due 04/25/30 (g) | 498,333 | 48,248 | |||
Series K-118, 0.959%, due 09/25/30 (g) | 996,174 | 57,215 | |||
Total Agency Mortgage-Backed Obligations Interest-Only Strips (Cost $184,833) | 211,633 | ||||
NON-AGENCY MORTGAGE-BACKED OBLIGATIONS - 2.3% | |||||
Alen 2021-ACEN Mortgage Trust | |||||
Series 2021-ACEN, 6.125%, due 04/17/34 (1 Month U.S. LIBOR + 2.250%) (d)(h) | 200,000 | 186,500 | |||
BBCMS 2021-AGW Mortgage Trust | |||||
Series 2021-AGW, 5.125%, due 06/16/36 (1 Month U.S. LIBOR + 1.250%) (d)(h) | 100,000 | 94,260 | |||
BBCMS 2018-TALL Mortgage Trust | |||||
Series 2018-TALL, 4.597%, due 03/15/37 (1 Month U.S. LIBOR + 0.722%) (d)(h) | 200,000 | 189,008 | |||
BX Commercial Mortgage Trust 2020-VKNG | |||||
Series 2020-VKNG, 5.275%, due 10/15/37 (1 Month U.S. LIBOR + 1.400%) (d)(h) | 74,504 | 70,854 | |||
CIM Trust 2021-J3 | |||||
Series 2021-J3, 2.500%, due 06/25/51 (d)(g) | 545,232 | 421,959 | |||
Deephaven Residential Mortgage Trust 2022-2 | |||||
Series 2022-2, 4.300%, due 03/25/67 (d)(g) | 370,511 | 351,756 | |||
GS Mortgage Securities Trust 2018-HART | |||||
Series 2018-HART, 4.970%, due 10/15/31 (1 Month U.S. LIBOR + 1.090%) (d)(h) | 190,000 | 187,993 | |||
GSCG Trust 2019-600C | |||||
Series 2019-600C, 2.936%, due 09/12/34 (d) | 200,000 | 186,252 | |||
JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON | |||||
Series A, 3.884%, due 01/06/34 (d) | 150,000 | 144,763 | |||
JP Morgan Mortgage Trust 2017-2 | |||||
Series 2017-2, 3.500%, due 05/25/47 (d)(g) | 58,758 | 52,572 | |||
JP Morgan Mortgage Trust 2018-5 | |||||
Series 2018-5, 3.500%, due 10/25/48 (d)(g) | 114,858 | 102,800 | |||
JP Morgan Mortgage Trust 2019-1 | |||||
Series 2019-1, 4.000%, due 05/25/49 (d)(g) | 13,318 | 12,739 | |||
JP Morgan Mortgage Trust 2019-INV3 | |||||
Series 2019-INV3, 3.500%, due 05/25/50 (d)(g) | 126,760 | 116,727 | |||
JP Morgan Mortgage Trust 2020-2 | |||||
Series 2020-2, 3.500%, due 07/25/50 (d)(g) | 77,265 | 68,318 | |||
JP Morgan Mortgage Trust 2021-7 | |||||
Series TR, 2.500%, due 11/25/51 (d)(g) | 258,622 | 200,392 | |||
JP Morgan Trust 2015-3 | |||||
Series 2015-3, 3.500%, due 05/25/45 (d)(g) | 63,885 | 58,508 | |||
JPMBB Commercial Mortgage Securities Trust 2013-C12 | |||||
Series B, 4.087%, due 07/17/45 (g) | 182,000 | 178,476 | |||
Morgan Stanley Capital I Trust 2016-BNK2 | |||||
Series C, 3.889%, due 11/18/49 (g) | 200,000 | 173,149 | |||
PFP 2021-8 Ltd. | |||||
Series 2021-8, 5.212%, due 08/09/37 (1 Month U.S. LIBOR + 1.800%) (c)(d)(h) | 100,000 | 96,007 | |||
Provident Funding Mortgage Trust 2021-J1 | |||||
Series FLT, 2.000%, due 10/25/51 (d)(g) | 200,000 | 119,048 | |||
PSMC 2020-3 Trust | |||||
Series 2020-3, 3.000%, due 11/25/50 (d)(g) | 71,033 | 62,322 | |||
Ready Capital Mortgage Financing 2021-FL5 LLC | |||||
Series 2021-FL5, 5.336%, due 04/25/38 (1 Month U.S. LIBOR + 1.750%) (d)(h) | 400,000 | 384,964 | |||
Sequoia Mortgage Trust 2013-3 | |||||
Series 2013-3, 2.500%, due 03/25/43 (g) | 84,539 | 73,497 | |||
Sequoia Mortgage Trust 2019-CH2 | |||||
Series 2019-CH2, 4.500%, due 08/25/49 (d)(g) | 2,383 | 2,351 | |||
Sequoia Mortgage Trust 2019-CH3 | |||||
Series 2019-CH3, 4.000%, due 10/25/49 (d)(g) | 7,047 | 6,823 | |||
Sequoia Mortgage Trust 2020-4 | |||||
Series 2020-4, 2.500%, due 11/25/50 (d)(g) | 200,000 | 140,366 | |||
Sequoia Mortgage Trust 2021-1 | |||||
Series A-7, 2.500%, due 03/25/51 (d)(g) | 400,000 | 266,252 | |||
SLG Office Trust 2021-OVA | |||||
Series 2021-OVA, 2.585%, due 07/17/41 (d) | 220,000 | 175,534 | |||
Wells Fargo Commercial Mortgage Trust 2021-FCMT | |||||
Series A, 5.075%, due 05/15/31 (1 Month U.S. LIBOR + 1.200%) (d)(h) | 100,000 | 95,757 | |||
Wells Fargo Mortgage Backed Securities 2020-RR1 Trust | |||||
Series A-1, 3.000%, due 05/25/50 (d)(g) | 110,499 | 94,085 | |||
WFRBS Commercial Mortgage Trust 2014-C21 | |||||
Series 2014-C21, 4.213%, due 08/16/47 (g) | 207,000 | 194,964 | |||
Total Non-Agency Mortgage-Backed Obligations (Cost $5,276,888) | 4,508,996 | ||||
NON-AGENCY MORTGAGE-BACKED OBLIGATIONS INTEREST-ONLY STRIPS - 0.1% | |||||
BANK 2020-BNK30 | |||||
Series 2020-BNK30, 1.319%, due 12/17/53 (g) | 980,535 | 70,102 | |||
Benchmark 2020-B19 Mortgage Trust | |||||
Series 2020-B19, 1.772%, due 09/17/53 (g) | 994,618 | 78,903 | |||
DBJPM 20-C9 Mortgage Trust | |||||
Series 2020-C9, 1.709%, due 08/15/53 (g) | 787,109 | 57,008 | |||
Total Non-Agency Mortgage-Backed Obligations Interest-Only Strips (Cost $281,519) | 206,013 | ||||
ASSET-BACKED SECURITIES - 1.8% | |||||
American Airlines 2015-2 Class AA Pass Through Trust | |||||
Series 2015-2, 3.600%, due 03/22/29 | 81,667 | 72,405 | |||
American Airlines 2016-2 Class AA Pass Through Trust | |||||
Series 2016-2, 3.200%, due 12/15/29 | 47,488 | 41,310 | |||
AmeriCredit Automobile Receivables Trust 2021-2 | |||||
Series TR, 1.010%, due 01/19/27 | 100,000 | 91,836 | |||
Beacon Container Finance II LLC | |||||
Series NT, 2.250%, due 10/22/46 (d) | 90,833 | 80,768 | |||
CLI Funding VIII LLC | |||||
Series LLC, 2.720%, due 01/18/47 (d) | 70,360 | 60,214 | |||
Commonbond Student Loan Trust 2018-C-GS | |||||
Series A-1, 3.870%, due 02/25/46 (d) | 100,299 | 98,595 | |||
Exeter Automobile Receivables Trust 2020-3 | |||||
Series 2020-3, 1.320%, due 07/15/25 | 153,116 | 151,244 | |||
FedEx Corp 2020-1 Class AA Pass Through Trust | |||||
Series 2020-1AA, 1.875%, due 08/20/35 | 239,339 | 197,112 | |||
Laurel Road Prime Student Loan Trust 2020-A | |||||
Series 1.40000, 1.400%, due 11/25/50 (d) | 173,079 | 162,070 | |||
Loanpal Solar Loan 2020-2 Ltd. | |||||
Series A, 2.750%, due 07/20/47 (d) | 209,766 | 174,143 | |||
Marlette Funding Trust 2021-1 | |||||
Series C, 1.410%, due 06/16/31 (d) | 200,000 | 188,553 | |||
Mosaic Solar Loan Trust 2020-2 | |||||
Series 2020-2, 1.440%, due 08/20/46 (d) | 89,880 | 75,960 | |||
Navient Private Education Refi Loan Trust 2020-G | |||||
Series A, 1.170%, due 09/15/69 (d) | 120,749 | 110,318 | |||
Navient Private Education Refi Loan Trust 2021-A | |||||
Series A, 0.840%, due 05/15/69 (d) | 73,058 | 64,629 | |||
Oscar US Funding XII LLC | |||||
Series A-4, 1.000%, due 04/10/28 (d) | 200,000 | 184,208 | |||
PFS Financing Corp. | |||||
Series 2021-A, 0.710%, due 04/15/26 (d) | 100,000 | 93,609 | |||
Santander Consumer Auto Receivables Trust 2021-A | |||||
Series 2021-A, 1.030%, due 11/16/26 (d) | 150,000 | 136,895 | |||
Santander Drive Auto Receivables Trust 2020-3 | |||||
Series C, 1.120%, due 01/15/26 | 142,690 | 140,956 | |||
Santander Drive Auto Receivables Trust 2021-2 | |||||
Series C, 0.900%, due 06/15/26 | 100,000 | 97,524 | |||
SMB Private Education Loan Trust 2020-PTB | |||||
Series 1.60000, 1.600%, due 09/15/54 (d) | 239,100 | 212,169 | |||
SoFi Consumer Loan Program 2020-1 Trust | |||||
Series B, 2.250%, due 01/25/29 (d) | 11,541 | 11,522 | |||
Sofi Professional Loan Program 2017-C LLC | |||||
Series A-1, 4.186%, due 07/25/40 (1 Month U.S. LIBOR + 0.600%) (d)(h) | 44,609 | 44,340 | |||
Sofi Professional Loan Program 2018-B Trust | |||||
Series 3.34000, 3.340%, due 08/25/47 (d) | 70,141 | 68,441 | |||
Sunnova Helios IV Issuer LLC | |||||
Series A, 2.980%, due 06/20/47 (d) | 229,948 | 198,924 | |||
Tesla Auto Lease Trust 2019-A | |||||
Series 2019-A, 2.680%, due 01/20/23 (d) | 250,000 | 249,477 | |||
Vivint Solar Financing VII LLC | |||||
Series LLC, 2.210%, due 07/31/51 (d) | 183,770 | 149,574 | |||
Volvo Financial Equipment LLC Series 2020-1 | |||||
Series A-4, 0.600%, due 03/15/28 (d) | 150,000 | 140,758 | |||
Westlake Automobile Receivables Trust 2020-3 | |||||
Series B, 0.780%, due 11/17/25 (d) | 200,000 | 198,457 | |||
Total Asset-Backed Securities (Cost $3,834,555) | 3,496,011 | ||||
COLLATERALIZED LOAN OBLIGATIONS - 1.8% | |||||
Aimco CLO 11 Ltd. | |||||
Series 2020-11R, 5.209%, due 10/17/34 (3 Month U.S. LIBOR + 1.130%) (d)(h) | 250,000 | 238,433 | |||
Apidos CLO XXIII | |||||
Series XXIII, 5.299%, due 04/15/33 (3 Month U.S. LIBOR + 1.220%) (d)(h) | 400,000 | 388,442 | |||
Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd. | |||||
Series B, 5.475%, due 05/15/36 (1 Month U.S. LIBOR + 1.600%) (d)(h) | 450,000 | 423,980 | |||
Betony CLO 2 Ltd. | |||||
Series 2018, 5.495%, due 04/30/31 (3 Month U.S. LIBOR + 1.080%) (d)(h) | 250,000 | 245,022 | |||
CARLYLE US CLO 2021-1 Ltd. | |||||
Series LTD, 5.219%, due 04/15/34 (3 Month U.S. LIBOR + 1.140%) (d)(h) | 250,000 | 242,365 | |||
Madison Park Funding XXI Ltd. | |||||
Series FLT, 5.479%, due 10/15/32 (3 Month U.S. LIBOR + 1.400%) (d)(h) | 250,000 | 237,413 | |||
Marble Point CLO XIV Ltd. | |||||
Series FLT, 5.523%, due 01/20/32 (3 Month U.S. LIBOR + 1.280%) (d)(h) | 490,000 | 471,095 | |||
MF1 2021-FL7 Ltd. | |||||
Series 2021-FL7, 5.493%, due 10/16/36 (1 Month U.S. LIBOR + 2.050%) (c)(d)(h) | 200,000 | 187,671 | |||
Octagon Investment Partners 48 Ltd. | |||||
Series A-R, 5.393%, due 10/20/34 (3 Month U.S. LIBOR + 1.150%) (d)(h) | 400,000 | 381690 | |||
Palmer Square CLO 2019-1 Ltd. | |||||
Series 2019-1R, 5.800%, due 11/14/34 (3 Month U.S. LIBOR + 1.150%) (d)(h) | 250,000 | 239,558 | |||
TCI-Symphony CLO 2016-1 Ltd. | |||||
Series FLT, 4.961%, due 10/13/32 (3 Month U.S. LIBOR + 1.020%) (d)(h) | 500,000 | 488,965 | |||
Total Collateralized Loan Obligations (Cost $3,684,090) | 3,544,634 | ||||
CORPORATE BONDS - 4.1% | |||||
Britain - 0.1% | |||||
BAT International Finance PLC | |||||
1.668%, due 03/25/26 | 151,000 | 130,265 | |||
Royalty Pharma PLC | |||||
0.750%, due 09/02/23 | 60,000 | 57,447 | |||
1.750%, due 09/02/27 | 61,000 | 50,630 | |||
2.200%, due 09/02/30 | 96,000 | 73,048 | |||
311,390 | |||||
Canada - 0.1% | |||||
Royal Bank of Canada | |||||
1.200%, due 04/27/26 | 91,000 | 79,210 | |||
The Bank of Nova Scotia | |||||
2.700%, due 08/03/26 | 111,000 | 101,183 | |||
180,393 | |||||
Japan - 0.1% | |||||
Mitsubishi UFJ Financial Group, Inc. | |||||
3.761%, due 07/26/23 | 70,000 | 69,274 | |||
Sumitomo Mitsui Trust Bank Ltd. | |||||
2.800%, due 03/10/27 (d) | 71,000 | 63,906 | |||
133,180 | |||||
United States - 3.8% | |||||
3M Co. | |||||
2.000%, due 02/14/25 | 93,000 | 86,973 | |||
AbbVie, Inc. | |||||
3.800%, due 03/15/25 | 128,000 | 123,639 | |||
Aflac, Inc. | |||||
3.250%, due 03/17/25 | 91,000 | 90,936 | |||
Altria Group, Inc. | |||||
3.400%, due 05/06/30 | 93,000 | 75,290 | |||
Amazon.com, Inc. | |||||
1.500%, due 06/03/30 | 108,000 | 85,244 | |||
Ameren Illinois Co. | |||||
3.800%, due 05/15/28 | 80,000 | 75,006 | |||
American Express Co. | |||||
2.250%, due 03/04/25 | 69,000 | 64,742 | |||
American Honda Finance Corp. | |||||
1.200%, due 07/08/25 | 74,000 | 66,986 | |||
American International Group, Inc. | |||||
3.900%, due 04/01/26 | 60,000 | 57,318 | |||
Amgen, Inc. | |||||
3.200%, due 11/02/27 | 84,000 | 77,039 | |||
Amphenol Corp. | |||||
2.800%, due 02/15/30 | 98,000 | 82,075 | |||
Apple, Inc. | |||||
1.200%, due 02/08/28 | 91,000 | 76,127 | |||
Assurant, Inc. | |||||
4.200%, due 09/27/23 | 52,000 | 51,845 | |||
AT&T, Inc. | |||||
2.250%, due 02/01/32 | 146,000 | 110,432 | |||
Bank of America Corp. | |||||
4.125%, due 01/22/24 | 196,000 | 194,411 | |||
4.000%, due 01/22/25 | 75,000 | 72,502 | |||
1.734%, due 07/22/27 (SOFR Rate + 0.960%) (h) | 140,000 | 120,166 | |||
3.593%, due 07/21/28 (3 Month U.S. LIBOR + 1.370%) (h) | 67,000 | 60,511 | |||
2.592%, due 04/29/31 (SOFR Rate + 2.150%) (h) | 177,000 | 140,729 | |||
Broadcom, Inc. | |||||
2.450%, due 02/15/31 (d) | 62,000 | 46,585 | |||
Carrier Global Corp. | |||||
2.722%, due 02/15/30 | 145,000 | 119,819 | |||
Caterpillar Financial Services Corp. | |||||
3.250%, due 12/01/24 | 95,000 | 92,224 | |||
Citigroup, Inc. | |||||
0.981%, due 05/01/25 (SOFR Rate + 0.669%) (h) | 137,000 | 126,803 | |||
CVS Health Corp. | |||||
3.875%, due 07/20/25 | 247,000 | 238,973 | |||
1.750%, due 08/21/30 | 146,000 | 111,306 | |||
Duke Energy Corp. | |||||
3.150%, due 08/15/27 | 143,000 | 129,373 | |||
4.300%, due 03/15/28 | 69,000 | 64,979 | |||
Ecolab, Inc. | |||||
4.800%, due 03/24/30 | 64,000 | 62,525 | |||
Entergy Corp. | |||||
0.900%, due 09/15/25 | 101,000 | 88,795 | |||
Enterprise Products Operating LLC | |||||
2.800%, due 01/31/30 | 73,000 | 60,779 | |||
Equinix, Inc. | |||||
1.250%, due 07/15/25 | 133,000 | 118,958 | |||
Exxon Mobil Corp. | |||||
2.275%, due 08/16/26 | 100,000 | 91,260 | |||
Fox Corp. | |||||
3.050%, due 04/07/25 | 153,000 | 145,952 | |||
Global Payments, Inc. | |||||
2.650%, due 02/15/25 | 82,000 | 76,486 | |||
HCA, Inc. | |||||
4.125%, due 06/15/29 | 103,000 | 91,155 | |||
Johnson & Johnson | |||||
0.950%, due 09/01/27 | 91,000 | 76,746 | |||
1.300%, due 09/01/30 | 91,000 | 72,310 | |||
JPMorgan Chase & Co. | |||||
3.875%, due 09/10/24 | 193,000 | 188,955 | |||
1.470%, due 09/22/27 (SOFR Rate + 0.765%) (h) | 112,000 | 94,656 | |||
1.953%, due 02/04/32 (SOFR Rate + 1.065%) (h) | 73,000 | 54,243 | |||
2.580%, due 04/22/32 (SOFR Rate + 1.250%) (h) | 190,000 | 147,210 | |||
Keurig Dr Pepper, Inc. | |||||
4.417%, due 05/25/25 | 17,000 | 16,738 | |||
Kinder Morgan Energy Partners LP | |||||
3.450%, due 02/15/23 | 70,000 | 69,646 | |||
Kite Realty Group LP | |||||
4.000%, due 10/01/26 | 78,000 | 72,295 | |||
Meta Platforms, Inc. | |||||
3.500%, due 08/15/27 (d) | 20,000 | 18,683 | |||
3.850%, due 08/15/32 (d) | 35,000 | 30,784 | |||
Microsoft Corp. | |||||
2.400%, due 08/08/26 | 92,000 | 85,134 | |||
Morgan Stanley | |||||
4.274%, due 11/10/23 (SOFR Rate + 0.466%) (h) | 147,000 | 145,840 | |||
1.164%, due 10/21/25 (SOFR Rate + 0.560%) (h) | 101,000 | 92,112 | |||
2.188%, due 04/28/26 (SOFR Rate + 1.990%) (h) | 235,000 | 215,210 | |||
4.679%, due 07/17/26 (SOFR Rate + 1.669%) (h) | 65,000 | 63,259 | |||
1.593%, due 05/04/27 (SOFR Rate + 0.879%) (h) | 183,000 | 158,237 | |||
2.239%, due 07/21/32 (SOFR Rate + 1.178%) (h) | 93,000 | 69,861 | |||
MPLX LP | |||||
4.875%, due 12/01/24 | 74,000 | 73,226 | |||
2.650%, due 08/15/30 | 32,000 | 25,133 | |||
4.950%, due 09/01/32 | 22,000 | 19,994 | |||
NextEra Energy Capital Holdings, Inc. | |||||
4.625%, due 07/15/27 | 103,000 | 99,657 | |||
Oracle Corp. | |||||
2.950%, due 04/01/30 | 211,000 | 169,007 | |||
O'Reilly Automotive, Inc. | |||||
3.600%, due 09/01/27 | 146,000 | 135,353 | |||
PepsiCo, Inc. | |||||
2.625%, due 07/29/29 | 84,000 | 72,873 | |||
Phillips 66 | |||||
0.900%, due 02/15/24 | 71,000 | 67,211 | |||
Raytheon Technologies Corp. | |||||
3.200%, due 03/15/24 | 92,000 | 90,105 | |||
Realty Income Corp. | |||||
3.250%, due 01/15/31 | 120,000 | 102,750 | |||
Ross Stores, Inc. | |||||
4.600%, due 04/15/25 | 120,000 | 118,854 | |||
Sabine Pass Liquefaction LLC | |||||
5.000%, due 03/15/27 | 57,000 | 54,791 | |||
Sierra Pacific Power Co. | |||||
2.600%, due 05/01/26 | 128,000 | 118,126 | |||
Southwestern Electric Power Co. | |||||
1.650%, due 03/15/26 | 91,000 | 80,364 | |||
Steel Dynamics, Inc. | |||||
1.650%, due 10/15/27 | 73,000 | 59,855 | |||
The AES Corp. | |||||
1.375%, due 01/15/26 | 71,000 | 61,156 | |||
The Boeing Co. | |||||
4.875%, due 05/01/25 | 75,000 | 73,308 | |||
The Charles Schwab Corp. | |||||
3.300%, due 04/01/27 | 54,000 | 50,518 | |||
The Goldman Sachs Group, Inc. | |||||
0.855%, due 02/12/26 (SOFR Rate + 0.609%) (h) | 91,000 | 81,231 | |||
The Home Depot, Inc. | |||||
1.500%, due 09/15/28 | 103,000 | 85,354 | |||
The Walt Disney Co. | |||||
2.200%, due 01/13/28 | 72,000 | 62,551 | |||
T-Mobile USA, Inc. | |||||
2.250%, due 02/15/26 | 16,000 | 14,267 | |||
3.750%, due 04/15/27 | 57,000 | 52,692 | |||
Trans-Allegheny Interstate Line Co. | |||||
3.850%, due 06/01/25 (d) | 108,000 | 103,142 | |||
United Airlines 2014-2 Class A Pass Through Trust | |||||
Series A, 3.750%, due 03/03/28 | - | - | |||
US Bancorp | |||||
4.548%, due 07/22/28 (SOFR Rate + 1.660%) (h) | 42,000 | 40,553 | |||
Verizon Communications, Inc. | |||||
4.329%, due 09/21/28 | 73,000 | 68,561 | |||
2.355%, due 03/15/32 | 160,000 | 121,846 | |||
VMware, Inc. | |||||
1.000%, due 08/15/24 | 95,000 | 87,693 | |||
Walmart, Inc. | |||||
1.050%, due 09/17/26 | 105,000 | 91,701 | |||
Wells Fargo & Co. | |||||
2.406%, due 10/30/25 (SOFR Rate + 1.087%) (h) | 182,000 | 169,730 | |||
2.164%, due 02/11/26 (3 Month U.S. LIBOR + 0.750%) (h) | 40,000 | 36,860 | |||
7,538,324 | |||||
Total Corporate Bonds (Cost $9,402,185) | 8,163,287 | ||||
AFFILIATED REGISTERED INVESTMENT COMPANIES - 4.3% | Shares | ||||
Voya Emerging Markets Hard Currency Debt Fund - Class P | 232,904 | 1,611,698 | |||
Voya High Yield Bond Fund - Class P | 123,288 | 801,371 | |||
Voya Investment Grade Credit Fund - Class P | 58,225 | 508,889 | |||
Voya Securitized Credit Fund - Class P | 623,560 | 5,630,749 | |||
Total Affiliated Registered Investment Companies (Cost $9,696,116) | 8,552,707 | ||||
Total Investments at Value - 96.4% (Cost $211,040,667) | 190,742,170 | ||||
Other Assets in Excess of Liabilities - 3.6% | 7,114,993 | ||||
Net Assets - 100.0% | | $ | 197,857,163 |
Percentages are stated as a percent of net assets. | ||||
ADR | American Depository Receipt | |||
CVA | Certificaten Van Aandelen | |||
GDR | Global Depository Receipt | |||
LIBOR | London Interbank Offered Rate | |||
NVDR | Non-Voting Depository Receipt | |||
REIT | Real Estate Investment Trust | |||
SOFR | Secured Overnight Financing Rate | |||
(a) | Non-income producing security. | |||
(b) | Level 3 security. Security has been valued at fair value in accordance with procedures adopted by and under the general supervision of the Board of Directors. The total value of such securities is $0 as of September 30, 2022, representing 0.0% of net assets. | |||
(c) | Illiquid security. The total value of such securities is $283,678 as of September 30, 2022, representing 0.1% of net assets. | |||
(d) | Securities purchased pursuant to Rule 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other ‘‘qualified institutional buyers.’’ As of September 30, 2022, the value of these investments was $15,774,033 or 8.0% of total net assets. | |||
(e) | Represents less than 0.1%. | |||
(f) | This security or a partial position of this security is on loan at September 30, 2022. The total market value of securities on loan at September 30, 2022, was $61,887. | |||
(g) | Variable rate security. The coupon is based on an underlying pool of loans. The rate listed is as of September 30, 2022. | |||
(h) | Variable rate security based on a reference index and spread. The rate listed is as of September 30, 2022. |
The Accompanying Footnotes are an Integral Part of this Schedule of Investments. |
WILSHIRE INTERNATIONAL EQUITY FUND | |||||||||||||
SCHEDULE OF FUTURES CONTRACTS | |||||||||||||
September 30, 2022 (Unaudited) | |||||||||||||
Value/ | |||||||||||||
Notional | Unrealized | ||||||||||||
FUTURES CONTRACTS SOLD SHORT | Contracts | Expiration Date | Amount | Appreciation | |||||||||
2-Year U.S. Treasury Note Future | 5 | 12/30/2022 | $ | 951,273 | $ | 13,202 | |||||||
5-Year U.S. Treasury Note Future | 20 | 12/30/2022 | 1,827,421 | 74,426 | |||||||||
10-Year U.S. Treasury Note Future | 20 | 12/20/2022 | 1,913,579 | 111,494 | |||||||||
U.S. Treasury Long Bond Future | 9 | 12/20/2022 | 956,431 | 96,714 | |||||||||
Ultra 10-Year U.S. Treasury Bond Future | 15 | 12/20/2022 | 1,387,337 | 115,631 | |||||||||
Ultra Long-Term U.S. Treasury Bond Future | 7 | 12/20/2022 | 588,922 | 73,037 | |||||||||
Total Futures Contracts Sold Short | $ | 7,624,963 | $ | 484,504 | |||||||||
The average monthly notional amount of futures contracts sold short for Wilshire International Equity Fund during the nine months | |||||||||||||
ended September 30, 2022 was $8,624,043. |
WILSHIRE INTERNATIONAL EQUITY FUND | ||||||||||
SCHEDULE OF TOTAL RETURN SWAPS | ||||||||||
September 30, 2022 (Unaudited) | ||||||||||
Counterparty | Reference Entity | Pay/Receive Total Return on Reference Entity | Financing Rate | Maturity Date | Payment Frequency | Shares | Notional Amount | Value/ Unrealized Depreciation | ||
Morgan Stanley Capital | MSCI EAFE Total Return Index | Receive | (U.S. Federal Funds Rate + 0.070%) | 11/02/2022 | Monthly | 4,336 | $ 24,326,907 | $ (8,234,116) | ||
Morgan Stanley Capital | MSCI Emerging Markets Total Return Index | Receive | (U.S. Federal Funds Rate + 0.120%) | 11/02/2022 | Monthly | 25,124 | 11,131,640 | (4,386,766) | ||
Total Return Swaps | $ (12,620,882) | |||||||||
The average monthly notional amount of total return swaps for Wilshire International Equity Fund during the nine months ended September 30, 2022 was $44,276,519. |
WILSHIRE INTERNATIONAL EQUITY FUND | ||||||||||||
SCHEDULE OF CENTRALLY CLEARED CREDIT DEFAULT SWAPS | ||||||||||||
September 30, 2022 (Unaudited) | ||||||||||||
Pay | ||||||||||||
Reference | Fixed | Termination | Payment | Notional | Premium | Unrealized | ||||||
Counterparty | Entity | Protection | Rate | Date | Frequency | Amount | Value | Paid | Appreciation | |||
Morgan Stanley Capital | CDX North American High Yield Index | Buy | 5.000% | 06/20/2027 | Quarterly | 396,446 | 8,975 | 398 | 8,577 | |||
Total Credit Default Swap Contracts | $ 8,975 | $ 398 | $ 8,577 | |||||||||
The average monthly notional amount of credit default swaps for Wilshire International Equity Fund during the nine months ended September 30, 2022 was $287,704. | ||||||||||||
WILSHIRE INTERNATIONAL EQUITY FUND | |||||||||
NOTES TO SCHEDULE OF INVESTMENTS | |||||||||
September 30, 2022 (Unaudited) | |||||||||
1. Securities Valuation | |||||||||
Securities listed or traded on U.S. exchanges, including options, futures, swaptions and swap contracts, are valued at the last sales price on the exchange where they are principally traded. In the absence of a current quotation, a security is valued at the mean between the last bid and asked prices on that exchange. Securities quoted on the National Association of Securities Dealers Automatic Quotation (NASDAQ) System, for which there have been sales, are valued at the NASDAQ official closing price. If there are no such sales, a security is valued at the mean between the last bid and ask prices. Securities traded over-the-counter (other than on NASDAQ) are valued at the last current sale price; and if there are no such sales, a security is valued at the mean between the last bid and ask prices. Debt securities are typically valued at an evaluated bid price by a third-party pricing agent employing methodologies that utilize actual market transactions, broker-supplied valuations, or other inputs designed to identify the market value for such securities. Third-party pricing agents often utilize proprietary models that are subjective and require the use of judgment and the application of various assumptions including, but not limited to, interest rates, prepayment speeds, and default rate assumptions. Debt securities that have a remaining maturity of 60 days or less are valued at prices supplied by the Portfolios’ pricing agent for such securities, if available. Otherwise such securities are valued at amortized cost if the Adviser’s Pricing Committee concludes it approximates fair value. Equity securities primarily traded on a foreign exchange are typically valued daily at a price as provided by an independent pricing service, which is an estimate of the fair value price. | |||||||||
Foreign currency contracts, including forward contracts, are valued at the applicable translation rates as supplied by the third-party pricing vendor. In the event market quotations are not readily available, such securities are valued at fair value according to procedures adopted by the Board of Directors (the “Board”) or as determined in good faith by the Adviser’s Pricing Committee, whose members include at least two representatives of Wilshire Advisors LLC (the “Adviser”), one of whom is an officer of the Company, or by the Company’s Valuation Committee which is composed of Directors of the Company. Fair value is defined as the amount the owner of a security might reasonably expect to receive upon a current sale. Securities whose value does not reflect fair value because a significant valuation event has occurred may be valued at fair value by the Pricing Committee or the Valuation Committee in accordance with the Company’s valuation procedures. Significant events may include, but are not limited to, the following: significant fluctuations in domestic markets, foreign markets or foreign currencies; occurrences not directly tied to the securities markets such as natural disasters, armed conflicts or significant governmental actions; and major announcements affecting a single issuer or an entire market or market sector. The value of fair valued securities may be different from the last sale price (or the mean between the last bid and asked prices), and there is no guarantee that a fair valued security will be sold at the price at which a Portfolio is carrying the security. | |||||||||
Wilshire International Equity Fund uses a third-party pricing agent who provides a daily fair value for foreign securities. In the event that the Adviser believes that the fair values provided are not reliable, the Adviser may request that a meeting of the Pricing Committee be held. | |||||||||
In accordance with the authoritative guidance on fair value measurements and disclosures under U.S. GAAP, the Portfolios disclose the fair value of their investments in a hierarchy that prioritizes the inputs to valuation techniques used to measure the fair value. The objective of a fair value measurement is to determine the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (an exit price). Accordingly, the fair value hierarchy gives the highest priority to quoted prices (unadjusted) in active markets for identical assets or liabilities (Level 1) and the lowest priority to unobservable inputs (Level 3). The guidance establishes three levels of the fair value hierarchy as follows: ● Level 1 – Unadjusted quoted prices in active markets for identical, unrestricted assets or liabilities that the Portfolios have the ability to access at the measurement date; ● Level 2 – Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, referenced indices, quoted prices in inactive markets, adjusted quoted prices in active markets, etc.); and ● Level 3 – Prices, inputs or exotic modeling techniques which are both significant to the fair value measurement and unobservable (supported by little or no market activity). | |||||||||
The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. During the period ended September 30, 2022, there have been no significant changes to the Portfolio's fair value methodologies. | |||||||||
The following is a summary of the inputs used to value the Portfolio's investments as of September 30, 2022: |
Wilshire International Equity Fund | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Common Stocks . . . . . . . . . . . . . . . . . . . . . . . | ||||||||||||||||
Australia . . . . . . . . . . . . . . . . . . . . . . . | $ | 1,351,988 | $ | 4,518,103 | $ | - | * | $ | 5,870,091 | |||||||
Austria . . . . . . . . . . . . . . . . . . . . . . . | - | 267,021 | - | 267,021 | ||||||||||||
Belgium . . . . . . . . . . . . . . . . . . . . . . . | - | 175,719 | - | 175,719 | ||||||||||||
Brazil . . . . . . . . . . . . . . . . . . . . . . . | 2,249,597 | - | - | 2,249,597 | ||||||||||||
Britain . . . . . . . . . . . . . . . . . . . . . . . | 851,813 | 14,638,670 | - | 15,490,483 | ||||||||||||
Canada . . . . . . . . . . . . . . . . . . . . . . . | 9,464,766 | - | - | 9,464,766 | ||||||||||||
Chile . . . . . . . . . . . . . . . . . . . . . . . | 131,291 | - | - | 131,291 | ||||||||||||
China . . . . . . . . . . . . . . . . . . . . . . . | 1,597,609 | 6,436,673 | - | 8,034,282 | ||||||||||||
Colombia . . . . . . . . . . . . . . . . . . . . . . . | 115 | - | - | 115 | ||||||||||||
Czech Republic . . . . . . . . . . . . . . . . . . . . . . . | - | 441,201 | - | 441,201 | ||||||||||||
Denmark . . . . . . . . . . . . . . . . . . . . . . . | - | 4,794,840 | - | 4,794,840 | ||||||||||||
Egypt . . . . . . . . . . . . . . . . . . . . . . . | 53,670 | 36,381 | - | 90,051 | ||||||||||||
Finland . . . . . . . . . . . . . . . . . . . . . . . | - | 2,371,269 | - | 2,371,269 | ||||||||||||
France . . . . . . . . . . . . . . . . . . . . . . . | - | 13,141,584 | - | 13,141,584 | ||||||||||||
Georgia . . . . . . . . . . . . . . . . . . . . . . . | - | 36,610 | - | 36,610 | ||||||||||||
Germany . . . . . . . . . . . . . . . . . . . . . . . | - | 4,624,329 | - | 4,624,329 | ||||||||||||
Gibraltar . . . . . . . . . . . . . . . . . . . . . . . | - | 21,267 | - | 21,267 | ||||||||||||
Greece . . . . . . . . . . . . . . . . . . . . . . . | 29,232 | 44,883 | - | * | 74,115 | |||||||||||
Hong Kong . . . . . . . . . . . . . . . . . . . . . . . | 41,690 | 4,785,812 | - | * | 4,827,502 | |||||||||||
India . . . . . . . . . . . . . . . . . . . . . . . | 157,051 | 3,525,009 | - | 3,682,060 | ||||||||||||
Indonesia . . . . . . . . . . . . . . . . . . . . . . . | - | 462,186 | - | 462,186 | ||||||||||||
Ireland . . . . . . . . . . . . . . . . . . . . . . . | 3,205,178 | 2,386,755 | - | 5,591,933 | ||||||||||||
Isle Of Man . . . . . . . . . . . . . . . . . . . . . . . | - | 48,985 | - | 48,985 | ||||||||||||
Israel . . . . . . . . . . . . . . . . . . . . . . . | 50,803 | 282,393 | - | 333,196 | ||||||||||||
Italy . . . . . . . . . . . . . . . . . . . . . . . | 42,214 | 4,129,219 | - | 4,171,433 | ||||||||||||
Japan . . . . . . . . . . . . . . . . . . . . . . . | - | 21,184,256 | - | 21,184,256 | ||||||||||||
Jersey . . . . . . . . . . . . . . . . . . . . . . . | - | 33,778 | - | 33,778 | ||||||||||||
Luxembourg . . . . . . . . . . . . . . . . . . . . . . . | - | 405,524 | - | 405,524 | ||||||||||||
Malaysia . . . . . . . . . . . . . . . . . . . . . . . | - | 300,334 | - | 300,334 | ||||||||||||
Mauritius . . . . . . . . . . . . . . . . . . . . . . . | - | 74,651 | - | 74,651 | ||||||||||||
Mexico . . . . . . . . . . . . . . . . . . . . . . . | 754,518 | - | - | 754,518 | ||||||||||||
Netherlands . . . . . . . . . . . . . . . . . . . . . . . | 1,516,028 | 5,904,585 | - | 7,420,613 | ||||||||||||
New Zealand . . . . . . . . . . . . . . . . . . . . . . . | - | 72,541 | - | 72,541 | ||||||||||||
Norway . . . . . . . . . . . . . . . . . . . . . . . | - | 601,153 | - | 601,153 | ||||||||||||
Philippines . . . . . . . . . . . . . . . . . . . . . . . | - | 269,527 | - | 269,527 | ||||||||||||
Poland . . . . . . . . . . . . . . . . . . . . . . . | - | 248,223 | - | 248,223 | ||||||||||||
Portugal . . . . . . . . . . . . . . . . . . . . . . . | - | 224,995 | - | 224,995 | ||||||||||||
Qatar . . . . . . . . . . . . . . . . . . . . . . . | - | 30,357 | - | 30,357 | ||||||||||||
Russia . . . . . . . . . . . . . . . . . . . . . . . | - | - | - | * | - | |||||||||||
Saudi Arabia . . . . . . . . . . . . . . . . . . . . . . . | - | 540,264 | - | 540,264 | ||||||||||||
Singapore . . . . . . . . . . . . . . . . . . . . . . . | - | 1,834,496 | - | 1,834,496 | ||||||||||||
South Africa . . . . . . . . . . . . . . . . . . . . . . . | - | 825,026 | - | 825,026 | ||||||||||||
South Korea . . . . . . . . . . . . . . . . . . . . . . . | - | 3,544,603 | - | 3,544,603 | ||||||||||||
Spain . . . . . . . . . . . . . . . . . . . . . . . | - | 2,776,290 | - | 2,776,290 | ||||||||||||
Sweden . . . . . . . . . . . . . . . . . . . . . . . | - | 4,081,130 | - | 4,081,130 | ||||||||||||
Switzerland . . . . . . . . . . . . . . . . . . . . . . . | - | 10,043,467 | - | 10,043,467 | ||||||||||||
Taiwan . . . . . . . . . . . . . . . . . . . . . . . | 29,857 | 5,553,867 | - | 5,583,724 | ||||||||||||
Thailand . . . . . . . . . . . . . . . . . . . . . . . | 101,452 | 993,660 | - | 1,095,112 | ||||||||||||
Turkey . . . . . . . . . . . . . . . . . . . . . . . | - | 776,816 | - | 776,816 | ||||||||||||
United Arab Emirates . . . . . . . . . . . . . . . . . . . . . . . | - | 762,830 | - | 762,830 | ||||||||||||
United States . . . . . . . . . . . . . . . . . . . . . . . | 8,489,232 | - | - | 8,489,232 | ||||||||||||
Total Common Stocks . . . . . . . . . . . . . . . . . . . . . . . | 30,118,104 | 128,251,282 | - | 158,369,386 | ||||||||||||
Preferred Stocks . . . . . . . . . . . . . . . . . . . . . . . | ||||||||||||||||
Brazil . . . . . . . . . . . . . . . . . . . . . . . | $ | 896,842 | $ | - | $ | - | $ | 896,842 | ||||||||
Colombia . . . . . . . . . . . . . . . . . . . . . . . | 31,241 | - | - | 31,241 | ||||||||||||
Germany . . . . . . . . . . . . . . . . . . . . . . . | - | 1,050,961 | - | 1,050,961 | ||||||||||||
Russia . . . . . . . . . . . . . . . . . . . . . . . | - | - | - | * | - | |||||||||||
South Korea . . . . . . . . . . . . . . . . . . . . . . . | - | 408 | - | 408 | ||||||||||||
Total Preferred Stocks . . . . . . . . . . . . . . . . . . . . . . . | 928,083 | 1,051,369 | - | 1,979,452 | ||||||||||||
U.S. Treasury Obligations . . . . . . . . . . . . . . . . | $ | - | $ | 1,710,051 | $ | - | $ | 1,710,051 | ||||||||
Agency Mortgage-Backed Obligations | ||||||||||||||||
Interest-Only Strips . . . . . . . . . . . . . . . . . . | - | 211,633 | - | 211,633 | ||||||||||||
Non-Agency Mortgage-Backed Obligations . . | - | 4,508,996 | - | 4,508,996 | ||||||||||||
Non-Agency Mortgage-Backed Obligations | ||||||||||||||||
Interest-Only Strips . . . . . . . . . . . . . . . . . . | - | 206,013 | - | 206,013 | ||||||||||||
Asset-Backed Securities . . . . . . . . . . . . . . . . . | - | 3,496,011 | - | 3,496,011 | ||||||||||||
Collateralized Loan Obligations . . . . . . . . . . . . | - | 3,544,634 | - | 3,544,634 | ||||||||||||
Corporate Bonds . . . . . . . . . . . . . . . . . . . . . . | - | 8,163,287 | - | 8,163,287 | ||||||||||||
Affiliated Registered Investment Companies . . | 8,552,707 | - | - | 8,552,707 | ||||||||||||
Total . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . | $ | 39,598,894 | $ | 151,143,276 | $ | - | $ | 190,742,170 | ||||||||
Other Financial Instruments** | ||||||||||||||||
Asset | ||||||||||||||||
Unrealized appreciation on futures contracts | $ | 484,504 | $ | - | $ | - | $ | 484,504 | ||||||||
Unrealized appreciation on swap contracts | - | 8,577 | - | 8,577 | ||||||||||||
Total Assets . . . . . . . | $ | 484,504 | $ | 8,577 | $ | - | $ | 493,081 | ||||||||
Liabilities | ||||||||||||||||
Unrealized depreciation on swap contracts | $ | - | $ | (12,620,882 | ) | $ | - | $ | (12,620,882 | ) | ||||||
Total Liabilities. . . . . . . . . | $ | - | $ | (12,620,882 | ) | $ | - | $ | (12,620,882 | ) | ||||||
* Includes securities that have been fair valued at $0. | ||||||||||||||||
** Other financial instruments are derivative financial instruments not reflected in the Schedules of Investments, | ||||||||||||||||
such as futures contracts, swap contracts and forward foreign currency contracts. These contracts are valued | ||||||||||||||||
at the unrealized appreciation (depreciation) on the instrument. | ||||||||||||||||
Refer to the Fund's Schedule of Investments for a listing of the securities by industry or sector type. Wilshire International Equity Fund held common stocks and preferred stocks that were measured at fair value on a recurring basis using significant unobservable inputs (Level 3) totaling $0 and $0, respectively. A reconciliation of Level 3 investments, including certain disclosures related to significant inputs used in valuing Level 3 investments, is only presented when a Portfolio has over 1% of Level 3 investments. |
2. Affiliated Investments | |||||||||||||||||
Due to Voya managing a portion of Wilshire International Equity Fund during the nine months ended September 30, 2022, certain securities held by the Portfolio are considered | |||||||||||||||||
affiliated investments. Purchases and sales of shares of affiliated registered investment companies by Wilshire International Equity Fund during the nine months ended | |||||||||||||||||
September 30, 2022 and the value of such investments as of September 30, 2022 were as follows: | |||||||||||||||||
Fund | Value as of December 31, 2021 | Purchases | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Depreciation | Value as of September 30, 2022 | Income Distribution | Long-Term Capital Gain Distribution | |||||||||
Voya Emerging Markets Hard | |||||||||||||||||
Hard Currency Debt - Class P . . . | $ 2,298,725 | $ 77,128 | $ (150,000) | $ (60,870) | $ (553,285) | $ 1,611,698 | $ 76,383 | $ - | |||||||||
Voya High Yield Bond Fund - Class P . . | 2,479,447 | 79,177 | (1,400,000) | (130,845) | (226,408) | 801,371 | 74,160 | - | |||||||||
Voya Investment Grade Credit Fund - Class P . . | 709,584 | 919,246 | (900,000) | (174,215) | (45,726) | 508,889 | 19,625 | - | |||||||||
Voya Securitized Credit Fund - Class P . . | 9,085,479 | 190,599 | (3,100,000) | 16,476 | (561,805) | 5,630,749 | 185,852 | - | |||||||||
$ 14,573,235 | $ 1,266,150 | $ (5,550,000) | $ (349,454) | $ (1,387,224) | $ 8,552,707 | $ 356,020 | $ - |