WILSHIRE MUTUAL FUNDS, INC. | |||
WILSHIRE INTERNATIONAL EQUITY FUND | September 30, 2023 (Unaudited) | ||
SCHEDULE OF INVESTMENTS |
Shares | Value | ||||||
COMMON STOCKS - 77.6% | |||||||
Australia - 2.5% | |||||||
Accent Group Ltd. | 82,209 | $ | 103,607 | ||||
Allkem Ltd. (a) | 7,913 | 59,623 | |||||
Aristocrat Leisure Ltd. | 169 | 4,435 | |||||
Atlassian Corp. - Class A (a) | 8,110 | 1,634,246 | |||||
Beach Energy Ltd. | 75,714 | 80,017 | |||||
BHP Group Ltd. | 9,330 | 264,558 | |||||
BlueScope Steel Ltd. | 1,240 | 15,486 | |||||
Cochlear Ltd. | 1,454 | �� | 238,344 | ||||
Computershare Ltd. | 8,333 | 139,392 | |||||
Emeco Holdings Ltd. | 57,028 | 23,100 | |||||
EVT Ltd. | 3,703 | 26,131 | |||||
FleetPartners Group Ltd. (a) | 24,816 | 43,713 | |||||
Grange Resources Ltd. | 108,811 | 32,734 | |||||
Growthpoint Properties Australia Ltd. | 35,276 | 50,197 | |||||
IDP Education Ltd. | 7,376 | 101,149 | |||||
Insurance Australia Group Ltd. | 25,229 | 92,171 | |||||
JB Hi-Fi Ltd. | 2,436 | 70,519 | |||||
Lendlease Corp. Ltd. | 23,092 | 106,886 | |||||
Medibank Pvt Ltd. | 103,784 | 229,412 | |||||
Neuren Pharmaceuticals Ltd. (a) | 4,660 | 32,917 | |||||
New Hope Corp. Ltd. | 5,864 | 23,900 | |||||
Nick Scali Ltd. | 2,593 | 18,448 | |||||
Nine Entertainment Co. Holdings Ltd. | 28,252 | 37,165 | |||||
Northern Star Resources Ltd. | 20,450 | 136,897 | |||||
OceanaGold Corp. | 9,311 | 18,235 | |||||
Orica Ltd. | 1,253 | 12,582 | |||||
Perenti Ltd. (a) | 187,542 | 130,056 | |||||
Perseus Mining Ltd. | 130,475 | 136,932 | |||||
Pro Medicus Ltd. | 1,066 | 57,007 | |||||
QBE Insurance Group Ltd. | 22,038 | 222,868 | |||||
Ramelius Resources Ltd. | 68,055 | 62,276 | |||||
Ridley Corp. Ltd. | 124,712 | 183,986 | |||||
Sandfire Resources Ltd. (a) | 10,159 | 40,068 | |||||
Seven Group Holdings Ltd. | 7,566 | 151,861 | |||||
Seven West Media Ltd. (a) | 71,252 | 14,431 | |||||
Sigma Healthcare Ltd. | 300,241 | 133,030 | |||||
Super Retail Group Ltd. | 6,143 | 47,306 | |||||
Technology One Ltd. | 17,464 | 173,710 | |||||
The Lottery Corp. Ltd. | 1,241 | 3,759 | |||||
Ventia Services Group Pty Ltd. | 109,104 | 197,386 | |||||
Wesfarmers Ltd. | 560 | 19,025 | |||||
Woolworths Group Ltd. | 1,641 | 39,537 | |||||
Yancoal Australia Ltd. | 7,717 | 25,640 | |||||
5,234,742 | |||||||
Austria - 0.2% | |||||||
ANDRITZ AG | 1,666 | 83,846 | |||||
Eurotelesites AG (a) | 5,419 | 23,719 | |||||
Porr Ag | 7,196 | 89,229 | |||||
Telekom Austria AG | 21,676 | 151,038 | |||||
Wienerberger AG | 1,124 | 28,479 | |||||
376,311 | |||||||
Belgium - 0.1% | |||||||
Bekaert SA | 2,509 | 112,130 | |||||
Melexis NV | 1,442 | 124,091 | |||||
Tessenderlo Group SA | 660 | 19,046 | |||||
X-Fab Silicon Foundries SE (a)(b) | 1,736 | 17,914 | |||||
273,181 | |||||||
Bermuda - 0.6% | |||||||
Arch Capital Group Ltd. (a) | 17,280 | 1,377,389 | |||||
Brazil - 0.9% | |||||||
Aliansce Sonae Shopping Centers SA | 14,200 | 63,873 | |||||
Ambev SA | 381,300 | 995,246 | |||||
Banco do Brasil SA | 33,800 | 317,723 | |||||
BB Seguridade Participacoes SA | 1,200 | 7,468 | |||||
Cia de Saneamento Basico do Estado de Sao Paulo SABESP | 1,600 | 19,509 | |||||
Cia de Saneamento do Parana | 14,900 | 67,704 | |||||
Engie Brasil Energia SA | 1,700 | 14,022 | |||||
Raia Drogasil SA | 9,800 | �� 53,830 | |||||
Rumo SA | 27,600 | 125,685 | |||||
Ultrapar Participacoes SA | 26,100 | 97,514 | |||||
Vale SA | 300 | 4,028 | |||||
WEG SA | 15,600 | 112,782 | |||||
1,879,384 | |||||||
Britain - 8.6% | |||||||
4imprint Group PLC | 2,191 | 139,186 | |||||
Ashtead Group PLC | 358 | 21,760 | |||||
AstraZeneca PLC | 12,763 | 1,717,614 | |||||
Aviva PLC - Class B (a) | 77,570 | 366,775 | |||||
BAE Systems PLC | 116,653 | 1,416,044 | |||||
Barclays PLC | 257,194 | 498,133 | |||||
Big Yellow Group PLC | 7,633 | 87,060 | |||||
Bloomsbury Publishing PLC | 3,510 | 17,104 | |||||
Bodycote PLC | 6,725 | 53,489 | |||||
British American Tobacco PLC | 4,537 | 142,427 | |||||
CentralNic Group PLC | 21,207 | 34,276 | |||||
Centrica PLC | 23,531 | 44,177 | |||||
Coca-Cola Europacific Partners PLC | 69 | 4,311 | |||||
Compass Group PLC | 40,366 | 983,392 | |||||
Domino's Pizza Group PLC | 20,420 | 93,649 | |||||
Dowlais Group PLC | 13,411 | 17,529 | |||||
Drax Group PLC | 7,577 | 40,535 | |||||
Dunelm Group PLC | 1,619 | 20,677 | |||||
Ferguson PLC | 8,250 | 1,356,520 | |||||
Frasers Group PLC (a) | 4,620 | 45,397 | |||||
Future PLC | 2,042 | 21,966 | |||||
Games Workshop Group PLC | 789 | 101,675 | |||||
Global Ship Lease, Inc. - Class A | 3,639 | 66,739 | |||||
Halfords Group PLC | 8,053 | 19,468 | |||||
Harbour Energy PLC | 5,443 | 17,043 | |||||
Howden Joinery Group PLC | 19,606 | 175,191 | |||||
HSBC Holdings PLC | 202,544 | 1,586,746 | |||||
hVIVO PLC | 127,701 | 31,421 | |||||
IMI PLC | 9,256 | 176,043 | |||||
Imperial Brands PLC | 5,896 | 119,730 | |||||
Indivior PLC (a) | 1,497 | 32,381 | |||||
InterContinental Hotels Group PLC | 2,511 | 185,118 | |||||
J D Wetherspoon PLC (a) | 4,751 | 40,037 | |||||
J Sainsbury PLC | 317,399 | 976,529 | |||||
Johnson Service Group PLC | 47,396 | 77,785 | |||||
Lancashire Holdings Ltd. | 9,652 | 69,511 | |||||
LondonMetric Property PLC | 8,779 | 18,368 | |||||
Man Group PLC | 61,064 | 165,913 | |||||
Marks & Spencer Group PLC (a) | 33,022 | 95,005 | |||||
Mitchells & Butlers PLC (a) | 26,000 | 71,730 | |||||
NatWest Group PLC | 153,590 | 439,477 | |||||
OSB Group PLC | 19,208 | 76,625 | |||||
Oxford Instruments PLC | 1,481 | 39,353 | |||||
Pagegroup PLC | 6,798 | 34,743 | |||||
Paragon Banking Group PLC | 10,686 | 64,027 | |||||
Persimmon PLC | 760 | 9,950 | |||||
Pets at Home Group PLC | 8,577 | 34,908 | |||||
Reckitt Benckiser Group PLC | 7,175 | 507,063 | |||||
Rightmove PLC | 7,105 | 48,426 | |||||
Rolls-Royce Holdings PLC (a) | 66,456 | 178,147 | |||||
Serco Group PLC | 67,048 | 121,574 | |||||
Shaftesbury Capital PLC | 64,018 | 89,180 | |||||
Shell PLC | 18,426 | 585,030 | |||||
Shell PLC | 50,460 | 1,626,511 | |||||
Smith & Nephew PLC | 290 | 3,605 | |||||
Spirent Communications PLC | 17,144 | 28,750 | |||||
Standard Chartered PLC | 82,285 | 760,478 | |||||
Stolt-Nielsen Ltd. | 954 | 27,638 | |||||
Target Healthcare REIT PLC | 158,085 | 146,070 | |||||
Tesco PLC | 322,832 | 1,038,028 | |||||
Travis Perkins (a) | 70,583 | 722,985 | |||||
Unilever PLC | 891 | 43,969 | |||||
Virgin Money UK PLC | 43,361 | 89,030 | |||||
Vodafone Group PLC | 160,196 | 149,590 | |||||
Volution Group PLC | 8,993 | 39,523 | |||||
Watches of Switzerland Group PLC (a)(b) | 4,302 | 27,912 | |||||
Wise PLC - Class A (a) | 5,699 | 47,345 | |||||
YouGov PLC | 3,106 | 28,388 | |||||
18,156,779 | |||||||
Canada - 4.8% | |||||||
ADENTRA, Inc. | 949 | 21,436 | |||||
AGF Mangement Ltd. - Class B | 5,091 | 26,800 | |||||
Air Canada (a) | 1,800 | 25,683 | |||||
Alimentation Couche-Tard, Inc. | 1,800 | 91,415 | |||||
Barrick Gold Corp. | 9,900 | 143,808 | |||||
Boardwalk Real Estate Investment Trust | 4,623 | 227,397 | |||||
Bombardier, Inc. - Class B (a) | 1,621 | 56,522 | |||||
Boston Pizza Royalties Income Fund | 1,101 | 12,289 | |||||
Brookfield Asset Management Ltd. - Class A | 12,700 | 423,193 | |||||
Brookfield Corp. | 400 | 12,507 | |||||
BRP, Inc. | 800 | 60,554 | |||||
Cameco Corp. | 900 | 35,709 | |||||
Canadian Natural Resources Ltd. | 200 | 12,934 | |||||
Canadian Pacific Kansas City Ltd. (c) | 33,590 | 2,499,432 | |||||
CCL Industries, Inc. - Class B | 1,100 | 46,170 | |||||
Cenovus Energy, Inc. | 5,400 | 112,433 | |||||
CES Energy Solutions Corp. | 7,502 | 21,265 | |||||
CGI, Inc. (a) | 2,500 | 246,420 | |||||
CI Financial Corp. | 16,010 | 182,230 | |||||
Dollarama, Inc. | 600 | 41,339 | |||||
Doman Building Materials Group Ltd. | 11,166 | 60,670 | |||||
Enerplus Corp. | 2,586 | 45,504 | |||||
EQB, Inc. | 776 | 43,078 | |||||
Fairfax Financial Holdings Ltd. | 174 | 142,040 | |||||
Finning International, Inc. | 3,834 | 113,079 | |||||
First Quantum Minerals Ltd. | 100 | 2,363 | |||||
George Weston Ltd. | 350 | 38,815 | |||||
Gibson Energy, Inc. (c) | 3,222 | 46,091 | |||||
Hudbay Minerals, Inc. | 4,114 | 20,021 | |||||
iA Financial Corp., Inc. | 2,749 | 172,439 | |||||
IAMGOLD Corp. (a) | 13,464 | 29,044 | |||||
Imperial Oil Ltd. | 2,500 | 153,985 | |||||
International Petroleum Corp. (a) | 17,781 | 169,268 | |||||
Killam Apartment Real Estate Investment Trust | 4,276 | 54,841 | |||||
Kinross Gold Corp. | 31,900 | 145,379 | |||||
Magna International, Inc. | 12,832 | 687,680 | |||||
MDA Ltd. (a) | 7,153 | 60,721 | |||||
North American Construction Group Ltd. | 6,136 | 132,952 | |||||
Obsidian Energy Ltd. (a) | 7,633 | 62,829 | |||||
Onex Corp. | 600 | 35,264 | |||||
Pan American Silver Corp. | 4,800 | 69,478 | |||||
Parex Resources, Inc. | 10,797 | 202,625 | |||||
Parkland Corp. (a) | 3,800 | 111,153 | |||||
Resolute Forest Products (a)(d)(e) | 1,388 | – | |||||
Russel Metals, Inc. | 784 | 21,946 | |||||
Shopify, Inc. - Class A (a) | 500 | 27,292 | |||||
Silvercorp Metals, Inc. | 11,339 | 26,380 | |||||
Stantec, Inc. | 1,751 | 113,614 | |||||
Stella-Jones, Inc. | 4,995 | 240,216 | |||||
Sun Life Financial, Inc. | 2,600 | 126,856 | |||||
Suncor Energy, Inc. | 1,800 | 61,902 | |||||
TFI International, Inc. | 300 | 38,529 | |||||
Thomson Reuters Corp. | 8,999 | 1,100,883 | |||||
TMX Group Ltd. | 900 | 19,342 | |||||
Torex Gold Resources, Inc. (a) | 2,784 | 28,962 | |||||
Trican Well Service Ltd. | 39,751 | 136,089 | |||||
Vermilion Energy, Inc. | 1,431 | 20,934 | |||||
Wajax Corp. | 1,421 | 29,440 | |||||
Waste Connections, Inc. | 7,790 | 1,046,197 | |||||
WSP Global, Inc. | 1,600 | 225,820 | |||||
10,163,257 | |||||||
Chile - 0.1% | |||||||
Cia Sud Americana de Vapores SA | 100,425 | 6,023 | |||||
Enel Americas SA (a) | 491,859 | 56,456 | |||||
Enel Chile SA | 827,884 | 50,307 | |||||
112,786 | |||||||
China - 3.3% | |||||||
Agile Group Holdings Ltd. (a) | 142,000 | 16,803 | |||||
Alibaba Group Holding Ltd. (a) | 121,848 | 1,321,002 | |||||
ANTA Sports Products Ltd. | 12,300 | 137,281 | |||||
AustAsia Group Ltd. (a) | 18,440 | 4,139 | |||||
Autohome, Inc. - ADR | 143 | 4,340 | |||||
Baidu, Inc. - ADR (a) | 3,345 | 449,401 | |||||
Baidu, Inc. - Class A (a) | 18,000 | 303,420 | |||||
Bairong, Inc. (a)(b) | 10,000 | 12,996 | |||||
Bank of Jiangsu Co. Ltd. - Class A | 19,400 | 19,050 | |||||
Beijing Jingneng Clean Energy Co. Ltd. - Class H | 80,000 | 16,596 | |||||
Binjiang Service Group Co. Ltd. | 7,500 | 16,611 | |||||
BYD Co. Ltd. - Class A | 1,800 | 58,402 | |||||
BYD Co. Ltd. - Class H | 4,500 | 138,516 | |||||
Central China Management Co. Ltd. | 194,000 | 8,721 | |||||
Chaoju Eye Care Holdings Ltd. | 31,000 | 16,297 | |||||
China BlueChemical Ltd. - Class H | 132,000 | 32,591 | |||||
China Construction Bank Corp. - Class H | 267,000 | 150,445 | |||||
China Datang Corp. Renewable Power Co. Ltd. - Class H | 126,000 | 29,901 | |||||
China Galaxy Securities Co. Ltd. - Class H | 138,800 | 71,257 | |||||
China Merchants Bank Co. Ltd. - Class H | 50,500 | 209,523 | |||||
China Pacific Insurance Group Co. Ltd. - Class H | 12,200 | 30,306 | |||||
China Petroleum & Chemical Corp. - Class H | 204,000 | 111,057 | |||||
China XLX Fertiliser Ltd. | 33,000 | 16,518 | |||||
COSCO SHIPPING Holdings Co. Ltd. - Class A | 5,900 | 7,931 | |||||
E-Commodities Holdings Ltd. | 132,000 | 24,304 | |||||
Excellence Commercial Property & Facilities Management Group Ltd. | 56,000 | 14,417 | |||||
FinVolution Group - ADR | 8,182 | 40,746 | |||||
First Tractor Co. Ltd. - Class H | 70,000 | 35,636 | |||||
Fu Shou Yuan International Group Ltd. | 42,000 | 29,279 | |||||
Fufeng Group Ltd. | 127,000 | 71,667 | |||||
GF Securities Co. Ltd. - Class H | 289,400 | 386,708 | |||||
Haier Smart Home Co. Ltd. - Class H | 77,000 | 240,860 | |||||
Hello Group, Inc. - ADR | 4,340 | 30,293 | |||||
Hubei Jumpcan Pharmaceutical Co. Ltd. - Class A | 2,000 | 7,489 | |||||
Industrial & Commercial Bank of China Ltd. - Class H | �� 12,100 | 5,829 | |||||
JD.com, Inc. - Class A | 4,141 | 60,189 | |||||
Jiangsu Yanghe Brewery Joint-Stock Co. Ltd. - Class A | 3,700 | 66,178 | |||||
KE Holdings, Inc. - ADR | 4,675 | 72,556 | |||||
Kingsoft Corp. Ltd. | 9,200 | 33,116 | |||||
Kweichow Moutai Co. Ltd. - Class A | 600 | 148,861 | |||||
LexinFintech Holdings Ltd. - ADR | 21,932 | 48,470 | |||||
Li Auto, Inc. - Class A (a) | 14,334 | 256,356 | |||||
LONGi Green Energy Technology Co. Ltd. - Class A | 4,888 | 18,276 | |||||
Meituan - Class B (a)(b) | 408 | 5,923 | |||||
NetDragon Websoft Holdings Ltd. | 9,500 | 17,560 | |||||
NetEase, Inc. | 1,900 | 38,144 | |||||
PetroChina Co. Ltd. - Class H | 252,000 | 189,175 | |||||
PICC Property & Casualty Co. Ltd. - Class H | 180,000 | 230,184 | |||||
Seazen Group Ltd. (a) | 180,000 | 32,758 | |||||
Shanxi Xinghuacun Fen Wine Factory Co. Ltd. - Class A | 2,178 | 72,182 | |||||
Shenzhen SC New Energy Technology Corp. - Class A | 600 | 6,239 | |||||
Sinopec Engineering Group Co. Ltd. - Class H | 200,500 | 90,206 | |||||
TBEA Co. Ltd. - Class A | 650 | 1,319 | |||||
Tencent Holdings Ltd. | 10,880 | 421,655 | |||||
Tencent Music Entertainment Group - ADR (a) | 15,884 | 101,340 | |||||
The People's Insurance Co. Group of China Ltd. - Class H | 17,000 | 6,072 | |||||
Tianqi Lithium Corp. - Class A | 2,300 | 17,298 | |||||
Tongcheng Travel Holdings Ltd. (a) | 25,200 | 55,140 | |||||
Tongwei Co. Ltd. - Class A | 11,300 | 49,905 | |||||
Trip.com Group Ltd. (a) | 1,920 | 67,740 | |||||
Unisplendour Corp. Ltd. - Class A (a) | 6,300 | 20,327 | |||||
Vipshop Holdings Ltd. - ADR (a) | 8,165 | 130,722 | |||||
Weichai Power Co. Ltd. - Class H | 364,000 | 493,892 | |||||
Wuliangye Yibin Co. Ltd. - Class A | 500 | 10,798 | |||||
XPeng, Inc. - Class A (a) | 9,946 | 91,849 | |||||
YongXing Special Materials Technology Co. Ltd. - Class A | 900 | 5,588 | |||||
Yuexiu Services Group Ltd. | 124,500 | 46,469 | |||||
6,976,819 | |||||||
Colombia - 0.0% (f) | |||||||
Interconexion Electrica SA ESP | 108 | 395 | |||||
Czech Republic - 0.0% (f) | |||||||
CEZ AS | 924 | 39,259 | |||||
Denmark - 3.0% | |||||||
ALK-Abello A/S (a) | 9,349 | 104,761 | |||||
AP Moller - Maersk A/S - Class A | 87 | 154,354 | |||||
AP Moller - Maersk A/S - Class B | 138 | 248,691 | |||||
Bavarian Nordic A/S (a) | 780 | 17,504 | |||||
Carlsberg AS - Class B | 64 | 8,065 | |||||
D/S Norden A/S | 3,264 | 181,724 | |||||
Danske Bank A/S | 18,049 | 420,412 | |||||
Dfds A/S | 582 | 19,202 | |||||
DSV A/S | 6,380 | 1,189,432 | |||||
H Lundbeck A/S | 14,822 | 79,932 | |||||
H Lundbeck A/S - Class A | 4,773 | 22,550 | |||||
ISS A/S | 2,218 | 34,038 | |||||
Jyske Bank A/S (a) | 470 | 34,345 | |||||
NKT A/S (a) | 420 | 21,968 | |||||
Novo Nordisk A/S - Class B | 41,448 | 3,770,352 | |||||
Per Aarsleff Holding A/S | 605 | 27,698 | |||||
6,335,028 | |||||||
Egypt - 0.1% | |||||||
Abou Kir Fertilizers & Chemical Industries | 26,954 | 58,444 | |||||
Egypt Kuwait Holding Co. SAE | 43,770 | 56,517 | |||||
114,961 | |||||||
Finland - 1.0% | |||||||
Incap Oyj (a) | 2,110 | 18,893 | |||||
Kemira Oyj | 3,618 | 56,312 | |||||
Nokia Oyj | 337,064 | 1,267,672 | |||||
Nordea Bank Abp | 50,739 | 557,562 | |||||
Valmet Oyj | 1,398 | 31,893 | |||||
Wartsila OYJ Abp | 11,685 | 132,453 | |||||
2,064,785 | |||||||
France - 5.8% | |||||||
Accor SA | 24,574 | 827,410 | |||||
Amundi SA (b) | 22,727 | 1,274,645 | |||||
AXA SA | 797 | 23,607 | |||||
Bureau Veritas SA | 3,911 | 96,882 | |||||
Capgemini SE | 691 | 119,984 | |||||
Catana Group | 7,520 | 47,525 | |||||
Cie de Saint-Gobain | 1,882 | 112,748 | |||||
Cie Generale des Etablissements Michelin SCA | 46,215 | 1,416,481 | |||||
Dassault Aviation SA | 502 | 94,424 | |||||
Dassault Systemes SE | 5,304 | 197,196 | |||||
Edenred SE | 811 | 50,672 | |||||
Elis SA | 4,094 | 72,047 | |||||
Engie SA | 14,218 | 218,010 | |||||
Equasens | 255 | 19,633 | |||||
Eurazeo SE | 1,535 | 91,441 | |||||
Hammerson (a) | 121,066 | 37,013 | |||||
Hermes International SCA | 138 | 250,869 | |||||
Jacquet Metals SACA | 893 | 15,168 | |||||
Kering SA | 321 | 145,946 | |||||
La Francaise des Jeux SAEM (b) | 3,556 | 115,482 | |||||
L'Oreal SA | 123 | 50,939 | |||||
LVMH Moet Hennessy Louis Vuitton SE | 2,055 | 1,550,347 | |||||
Mersen SA | 1,384 | 55,325 | |||||
Publicis Groupe SA | 3,915 | 295,648 | |||||
Rexel SA | 69,047 | 1,545,339 | |||||
Rubis SCA | 793 | 17,766 | |||||
Safran SA | 3 | 469 | |||||
Sanofi | 12,898 | 1,383,984 | |||||
Schneider Electric SE | 9,420 | 1,553,007 | |||||
SCOR SE | 526 | 16,386 | |||||
SEB SA | 592 | 55,240 | |||||
Societe BIC SA | 2,685 | 177,143 | |||||
Sopra Steria Group SACA | 280 | 57,789 | |||||
Thales SA | 287 | 40,270 | |||||
TotalEnergies SE | 1,089 | 71,664 | |||||
Verallia SA (b) | 3,952 | 155,394 | |||||
12,253,893 | |||||||
Georgia - 0.0% (f) | |||||||
TBC Bank Group PLC | 1,222 | 44,327 | |||||
Germany - 3.3% | |||||||
Allianz SE | 27 | 6,438 | |||||
Amadeus Fire AG | 453 | 53,541 | |||||
Atoss Software AG | 938 | 194,171 | |||||
BASF SE | 28,858 | 1,309,935 | |||||
Bayer AG | 14,071 | 675,829 | |||||
Bayerische Motoren Werke AG | 885 | 90,146 | |||||
Cliq Digital AG | 2,490 | 49,387 | |||||
Covestro AG (a)(b) | 18,864 | 1,018,205 | |||||
CTS Eventim AG & Co. KGaA | 1,583 | 90,091 | |||||
Daimler Truck Holding AG | 32,780 | 1,136,826 | |||||
Deutsche Lufthansa AG (a) | 7,052 | 56,026 | |||||
Evotec SE (a) | 2,963 | 59,218 | |||||
Fresenius Medical Care AG & Co. KGaA | 19,413 | 838,467 | |||||
Gerresheimer AG | 374 | 39,293 | |||||
Hornbach Holding AG & Co. KGaA | 260 | 16,613 | |||||
HUGO BOSS AG | 1,610 | 101,926 | |||||
Infineon Technologies AG | 1,021 | 33,861 | |||||
K+S AG | 1,865 | 33,895 | |||||
Krones AG | 1,547 | 159,480 | |||||
MBB SE | 234 | 18,809 | |||||
Mensch und Maschine Software SE | 391 | 18,972 | |||||
Mercedes-Benz Group AG | 1,499 | 104,409 | |||||
MTU Aero Engines AG | 445 | 80,851 | |||||
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 211 | 82,317 | |||||
PVA TePla AG (a) | 3,720 | 60,504 | |||||
Rational AG | 159 | 100,664 | |||||
Siemens AG | 2,050 | 293,895 | |||||
Suedzucker AG | 1,711 | 25,467 | |||||
SUESS MicroTec SE | 6,121 | 141,649 | |||||
Wacker Neuson SE | 2,520 | 51,397 | |||||
6,942,282 | |||||||
Greece - 0.1% | |||||||
Aegean Airlines SA (a) | 2,638 | 29,206 | |||||
Alpha Services and Holdings SA (a) | 21,828 | 28,972 | |||||
Danaos Corp. | 496 | 32,845 | |||||
FF Group (a)(e) | 2,880 | – | |||||
Hellenic Telecommunications Organization SA | 2,608 | 38,105 | |||||
JUMBO SA | 258 | 7,097 | |||||
OPAP SA | 274 | 4,593 | |||||
Piraeus Financial Holdings SA (a) | 10,718 | 31,773 | |||||
Public Power Corp. SA (a) | 785 | 7,878 | |||||
180,469 | |||||||
Hong Kong - 1.4% | |||||||
AIA Group Ltd. | 4,000 | 32,356 | |||||
Beijing Enterprises Holdings Ltd. | 22,500 | 77,519 | |||||
Brilliance China Automotive Holdings Ltd. | 648,000 | 319,285 | |||||
China Overseas Land & Investment Ltd. | 441,500 | 907,132 | |||||
China Taiping Insurance Holdings Co. Ltd. | 37,400 | 37,020 | |||||
China Traditional Chinese Medicine Holdings Co. Ltd. | 26,000 | 12,107 | |||||
Cowell e Holdings, Inc. (a) | 10,000 | 19,905 | |||||
First Pacific Co. Ltd. | 330,000 | 130,351 | |||||
Futu Holdings Ltd. - ADR (a) | 1,125 | 65,036 | |||||
Galaxy Entertainment Group Ltd. | 126,000 | 753,684 | |||||
Geely Automobile Holdings Ltd. | 40,000 | 47,075 | |||||
Gemdale Properties & Investment Corp. Ltd. | 1,008,000 | 41,500 | |||||
Hong Kong Exchanges & Clearing Ltd. | 1,000 | 37,282 | |||||
JS Global Lifestyle Co. Ltd. (b) | 235,500 | 38,972 | |||||
Man Wah Holdings Ltd. | 50,800 | 35,397 | |||||
New World Development Co. Ltd. | 2,000 | 3,881 | |||||
Sinofert Holdings Ltd. | 476,000 | 55,650 | |||||
Skyworth Group Ltd. | 76,000 | 28,446 | |||||
Tam Jai International Co. Ltd. | 115,000 | 19,803 | |||||
The Bank of East Asia Ltd. | 29,400 | 36,375 | |||||
The United Laboratories International Holdings Ltd. | 148,000 | 149,720 | |||||
Theme International Holdings Ltd. (a) | 300,000 | 24,764 | |||||
United Energy Group Ltd. | 140,000 | 20,555 | |||||
Yue Yuen Industrial Holdings Ltd. | 26,000 | 29,795 | |||||
2,923,610 | |||||||
Hungary - 0.2% | |||||||
OTP Bank Nyrt | �� 11,994 | 432,769 | |||||
India - 2.5% | |||||||
Aarti Drugs Ltd. | 6,286 | 40,919 | |||||
Ajanta Pharma Ltd. | 4,568 | 99,066 | |||||
Alembic Pharmaceuticals Ltd. | 2,195 | 20,747 | |||||
Ashok Leyland Ltd. | 26,427 | 56,235 | |||||
Bank of Baroda | 12,009 | 30,939 | |||||
BEML Ltd. | 2,031 | 56,565 | |||||
Bharat Petroleum Corp. Ltd. | 18,012 | 75,148 | |||||
Birlasoft Ltd. | 3,405 | 19,812 | |||||
Britannia Industries Ltd. | 283 | 15,463 | |||||
Can Fin Homes Ltd. | 2,761 | 25,358 | |||||
Caplin Point Laboratories Ltd. | 7,681 | 95,200 | |||||
Chennai Petroleum Corp. Ltd. | 4,302 | 26,523 | |||||
CMS Info Systems Ltd. | 9,571 | 40,232 | |||||
Coal India Ltd. | 31,290 | 111,153 | |||||
Coforge Ltd. | 858 | 52,633 | |||||
Finolex Cables Ltd. | 2,836 | 37,899 | |||||
GHCL Ltd. | 7,847 | 58,130 | |||||
Godawari Power and Ispat Ltd. | 18,279 | 138,797 | |||||
Gujarat Pipavav Port Ltd. | 20,780 | 31,072 | |||||
HCL Technologies Ltd. | 12,811 | 190,042 | |||||
ICICI Bank Ltd. - ADR | 55,090 | 1,273,681 | |||||
IDFC First Bank Ltd. (a) | 18,319 | 21,064 | |||||
Indian Oil Corp. Ltd. | 41,391 | 45,368 | |||||
Indo Count Industries Ltd. | 6,848 | 18,422 | |||||
Indoco Remedies Ltd. | 8,529 | 34,791 | |||||
Indraprastha Gas Ltd. | 8,642 | 47,277 | |||||
ITC Ltd. | 14,278 | 76,441 | |||||
JSW Steel Ltd. | 5,586 | 52,338 | |||||
Kaveri Seed Co. Ltd. | 2,956 | 21,415 | |||||
Kirloskar Ferrous Industries Ltd. | 5,485 | 31,675 | |||||
Kotak Mahindra Bank Ltd. | 9,564 | 199,934 | |||||
KPIT Technologies Ltd. | 5,135 | 71,147 | |||||
LIC Housing Finance Ltd. | 3,983 | 22,294 | |||||
Mahindra & Mahindra Ltd. | 9,586 | 179,354 | |||||
Motilal Oswal Financial Services Ltd. | 3,711 | 39,294 | |||||
Narayana Hrudayalaya Ltd. | 3,551 | 46,442 | |||||
NMDC Steel Ltd. (a) | 32,328 | 20,041 | |||||
NTPC Ltd. | 11,567 | 34,167 | |||||
Oil & Natural Gas Corp. Ltd. | 57,052 | 131,570 | |||||
Oil India Ltd. | 7,170 | 25,747 | |||||
Petronet LNG Ltd. | 25,721 | 74,226 | |||||
PTC India Ltd. | 123,062 | 196,539 | |||||
Rainbow Children's Medicare Ltd. | 2,395 | 29,656 | |||||
Route Mobile Ltd. | 4,923 | 94,214 | |||||
Sarda Energy & Minerals Ltd. | 18,540 | 49,110 | |||||
Shivalik Bimetal Controls Ltd. | 2,999 | 19,225 | |||||
Shriram Finance Ltd. | 808 | 18,589 | |||||
Shyam Metalics & Energy Ltd. | 9,650 | 51,170 | |||||
Siemens Ltd. | 912 | 40,367 | |||||
Sonata Software Ltd. | 8,423 | 107,224 | |||||
State Bank of India | 9,529 | 68,623 | |||||
Syngene International Ltd. (b) | 2,202 | 21,285 | |||||
Tata Communications Ltd. | 5,422 | 126,037 | |||||
Tata Consultancy Services Ltd. | 7,645 | 324,294 | |||||
Tata Motors Ltd. | 20,671 | 156,710 | |||||
The Great Eastern Shipping Co. Ltd. | 10,282 | 104,929 | |||||
The Karur Vysya Bank Ltd. | 84,183 | 135,549 | |||||
UltraTech Cement Ltd. | 1,088 | 107,964 | |||||
WNS Holdings Ltd. - ADR (a) | 904 | 61,888 | |||||
5,401,994 | |||||||
Indonesia - 0.3% | |||||||
Adaro Energy Indonesia Tbk PT | 148,800 | 27,402 | |||||
Astra International Tbk PT | 332,000 | 133,579 | |||||
Bank Central Asia Tbk PT | 2,200 | 1,255 | |||||
Bank Mandiri Persero Tbk PT | 120,500 | 46,977 | |||||
Bank Negara Indonesia Persero Tbk PT | 136,600 | 91,221 | |||||
Ciputra Development Tbk PT | 689,500 | 45,497 | |||||
Dharma Satya Nusantara Tbk PT | 1,626,400 | 64,197 | |||||
Indofood Sukses Makmur Tbk PT | 53,100 | 22,745 | |||||
Industri Jamu Dan Farmasi Sido Muncul Tbk PT | 953,500 | 36,401 | |||||
Semen Indonesia Persero Tbk PT | 113,600 | 47,287 | |||||
Summarecon Agung Tbk PT | 460,700 | 17,118 | |||||
Triputra Agro Persada PT | 898,100 | 33,414 | |||||
United Tractors Tbk PT | 57,900 | 105,714 | |||||
Vale Indonesia Tbk PT | 10,500 | 3,834 | |||||
676,641 | |||||||
Ireland - 2.4% | |||||||
Accenture PLC - Class A | 3,520 | 1,081,027 | |||||
Bank of Ireland Group PLC | 49,804 | 489,056 | |||||
Experian PLC | 33,844 | 1,105,662 | |||||
Glenveagh Properties PLC (a)(b) | 101,278 | 106,622 | |||||
ICON PLC (a) | 8,150 | 2,006,938 | |||||
James Hardie Industries PLC - CDI (a) | 6,651 | 173,547 | |||||
Keywords Studios PLC | 1,040 | 19,606 | |||||
PDD Holdings, Inc. - ADR (a) | 534 | 52,369 | |||||
5,034,827 | |||||||
Israel - 0.3% | |||||||
Africa Israel Residences Ltd. | 1,909 | 99,213 | |||||
Electra Real Estate Ltd. | 1,383 | 13,285 | |||||
Inmode Ltd. (a) | 1,904 | 57,996 | |||||
Isras Investment Co. Ltd. | 878 | 163,840 | |||||
Ituran Location and Control Ltd. | 2,682 | 80,192 | |||||
Nova Ltd. (a) | 710 | 79,832 | |||||
Perion Network Ltd. (a) | 1,120 | 34,306 | |||||
Plus500 Ltd. | 3,485 | 58,406 | |||||
587,070 | |||||||
Italy - 2.3% | |||||||
Anima Holding SpA (b) | 10,594 | 44,377 | |||||
Assicurazioni Generali SpA | 9,654 | 197,287 | |||||
Azimut Holding SpA | 1,311 | 28,589 | |||||
Banca Monte dei Paschi di Siena SpA (a) | 12,252 | 31,143 | |||||
Banco BPM SpA | 36,870 | 175,887 | |||||
Buzzi SpA | 2,400 | 65,732 | |||||
Carel Industries SpA (b) | 1,465 | 35,116 | |||||
Danieli & C Officine Meccaniche SpA | 1,380 | 28,795 | |||||
Enel SpA | 119,693 | 734,464 | |||||
Ferrari NV | 7,422 | 2,187,382 | |||||
Intesa Sanpaolo SpA | 171,166 | 439,862 | |||||
Iren SpA | 11,747 | 22,649 | |||||
Iveco Group NV (a) | 7,463 | 69,667 | |||||
Leonardo SpA | 11,408 | 164,408 | |||||
Lottomatica Group Spa (a) | 2,046 | 19,049 | |||||
Moncler SpA | 77 | 4,470 | |||||
OVS SpA (b) | 19,825 | 41,261 | |||||
Reply SpA | 388 | 36,424 | |||||
Sanlorenzo SpA | 1,028 | 38,567 | |||||
Sesa SpA | 150 | 15,723 | |||||
SOL SpA | 2,487 | 70,411 | |||||
UniCredit SpA | 9,615 | 230,080 | |||||
Webuild SpA | 74,991 | 133,223 | |||||
4,814,566 | |||||||
Japan - 9.8% | |||||||
Advantest Corp. | 31,200 | 867,331 | |||||
Air Water, Inc. | 1,400 | 17,441 | |||||
ANA Holdings, Inc. (a)(c) | 3,100 | 64,962 | |||||
AOKI Holdings, Inc. | 16,500 | 111,561 | |||||
Aoyama Trading Co. Ltd. | 9,700 | 108,377 | |||||
Argo Graphics, Inc. | 2,000 | 44,389 | |||||
Astellas Pharma, Inc. | 2,400 | 33,150 | |||||
Avex, Inc. | 4,400 | 42,469 | |||||
BayCurrent Consulting, Inc. | 2,400 | 80,192 | |||||
Bell System24 Holdings, Inc. | 5,700 | 60,199 | |||||
Bushiroad, Inc. | 5,300 | 19,929 | |||||
Canon, Inc. | 18,700 | 451,857 | |||||
Chiyoda Corp. (a) | 28,600 | 72,445 | |||||
Chubu Electric Power Co., Inc. | 14,900 | 190,602 | |||||
CMIC Holdings Co. Ltd. | 6,500 | 74,869 | |||||
Credit Saison Co. Ltd. | 1,600 | 25,363 | |||||
Daihatsu Diesel Manufacturing Co. Ltd. | 24,300 | 142,084 | |||||
Dai-ichi Life Holdings, Inc. | 1,100 | 22,886 | |||||
Daishinku Corp. | 10,500 | 54,066 | |||||
Disco Corp. | 500 | 91,819 | |||||
DMG Mori Co. Ltd. | 3,900 | 66,304 | |||||
Doutor Nichires Holdings Co. Ltd. | 6,200 | 96,632 | |||||
Eiken Chemical Co. Ltd. | 11,600 | 105,985 | |||||
Electric Power Development Co. Ltd. | 7,400 | 119,741 | |||||
ENEOS Holdings, Inc. | 14,700 | 57,990 | |||||
Ferrotec Holdings Corp. | 3,800 | 73,106 | |||||
FreakOut Holdings, Inc. (a) | 5,100 | 32,114 | |||||
Fukuoka Financial Group, Inc. | 16,300 | 388,678 | |||||
Fukuyama Transporting Co. Ltd. | 1,800 | 47,293 | |||||
H.U. Group Holdings, Inc. | 3,100 | 52,660 | |||||
Hanwa Co. Ltd. | 1,200 | 38,067 | |||||
Heiwa Corp. | 7,800 | 111,896 | |||||
Hisamitsu Pharmaceutical Co., Inc. | 1,000 | 36,409 | |||||
Hitachi Zosen Corp. | 5,800 | 32,537 | |||||
Hokko Chemical Industry Co. Ltd. | 2,900 | 18,460 | |||||
Honda Motor Co. Ltd. | 60,600 | 681,401 | |||||
Horiba Ltd. | 1,900 | 102,815 | |||||
HS Holdings Co. Ltd. | 9,000 | 59,449 | |||||
Idemitsu Kosan Co. Ltd. | 1,000 | 22,997 | |||||
IDOM, Inc. | 12,100 | 58,812 | |||||
Inpex Corp. | 5,500 | 82,541 | |||||
ISB Corp. | 4,100 | 39,557 | |||||
Isuzu Motors Ltd. | 16,900 | 212,412 | |||||
J Trust Co. Ltd. | 14,600 | 46,547 | |||||
Jaccs Co. Ltd. | 2,100 | 72,468 | |||||
Japan Airlines Co. Ltd. | 1,000 | 19,450 | |||||
Japan Post Bank Co. Ltd. | 14,300 | 124,240 | |||||
Japan Post Holdings Co. Ltd. | 10,000 | 79,945 | |||||
Japan Tobacco, Inc. | 5,000 | 115,066 | |||||
JFE Holdings, Inc. | 6,300 | 92,573 | |||||
Juroku Financial Group, Inc. | 2,900 | 72,381 | |||||
Kawasaki Heavy Industries Ltd. | 5,900 | 142,788 | |||||
KDDI Corp. | 500 | 15,306 | |||||
Keyence Corp. | 2,880 | 1,070,413 | |||||
Komatsu Ltd. | 39,300 | 1,062,068 | |||||
Konoike Transport Co. Ltd. | 3,100 | 40,092 | |||||
Kumiai Chemical Industry Co. Ltd. | 6,700 | 49,348 | |||||
Kurabo Industries Ltd. | 2,200 | 35,894 | |||||
Kuraray Co. Ltd. | 2,700 | 31,988 | |||||
Kureha Corp. | 2,400 | 133,538 | |||||
Look Holdings, Inc. | 2,100 | 28,223 | |||||
Macnica Holdings, Inc. | 2,600 | 122,113 | |||||
Mandom Corp. | 4,100 | 37,845 | |||||
Marubeni Corp. | 10,400 | 162,080 | |||||
Maruzen Showa Unyu Co. Ltd. | 2,600 | 65,808 | |||||
Matsuda Sangyo Co. Ltd. | 8,800 | 139,468 | |||||
Mazda Motor Corp. | 22,500 | 255,099 | |||||
MCJ Co. Ltd. | 4,500 | 33,772 | |||||
Megmilk Snow Brand Co. Ltd. | 12,700 | 194,796 | |||||
MINEBEA MITSUMI, Inc. | 31,800 | 518,695 | |||||
Miroku Jyoho Service Co. Ltd. | 7,200 | 79,299 | |||||
Mitsubishi Corp. | 5,700 | 271,552 | |||||
Mitsubishi Heavy Industries Ltd. | 3,200 | 179,284 | |||||
Mitsubishi Motors Corp. | 62,800 | 273,340 | |||||
Mitsubishi Shokuhin Co. Ltd. | 6,700 | 174,732 | |||||
Mitsubishi UFJ Financial Group, Inc. | 20,100 | 170,487 | |||||
Mitsui & Co. Ltd. | 1,400 | 50,742 | |||||
Mitsui Matsushima Holdings Co. Ltd. | 3,000 | 55,233 | |||||
Mizuho Financial Group, Inc. | 22,400 | 379,421 | |||||
MS&AD Insurance Group Holdings, Inc. | 2,500 | 91,438 | |||||
MTG Co. Ltd. | 4,300 | 44,228 | |||||
Namura Shipbuilding Co. Ltd. | 5,200 | 29,964 | |||||
NEC Corp. | 6,200 | 342,449 | |||||
NET One Systems Co. Ltd. | 4,900 | 92,987 | |||||
Nexon Co. Ltd. | 6,700 | 118,943 | |||||
Nikkiso Co. Ltd. | 4,900 | 33,219 | |||||
NIPPON EXPRESS HOLDINGS, Inc. | 1,100 | 57,395 | |||||
Nippon Paper Industries Co. Ltd. (a) | 2,300 | 20,736 | |||||
NIPPON REIT Investment Corp. | 11 | 26,272 | |||||
Nippon Sanso Holdings Corp. | 2,600 | 61,622 | |||||
Nippon Telegraph & Telephone Corp. | 30,000 | 35,433 | |||||
Nippon Thompson Co. Ltd. | 5,400 | 20,002 | |||||
Nipro Corp. | 5,100 | 41,242 | |||||
Nishi-Nippon Financial Holdings, Inc. | 1,300 | 14,779 | |||||
Nissan Motor Co. Ltd. | 21,700 | 95,719 | |||||
Nissui Corp. | 22,400 | 109,640 | |||||
Nitto Denko Corp. | 600 | 39,334 | |||||
NS United Kaiun Kaisha Ltd. | 1,800 | 47,279 | |||||
NTT UD REIT Investment Corp. | 22 | 20,325 | |||||
OKUMA Corp. | 1,100 | 48,351 | |||||
Ono Pharmaceutical Co. Ltd. | 5,600 | 107,407 | |||||
Oriental Shiraishi Corp. | 53,200 | 117,035 | |||||
Otsuka Corp. | 400 | 16,937 | |||||
Outsourcing, Inc. | 2,500 | 19,296 | |||||
Pacific Industrial Co. Ltd. | 2,200 | 21,074 | |||||
Persol Holdings Co. Ltd. | 26,000 | 42,298 | |||||
Pressance Corp. | 12,500 | 153,160 | |||||
Prestige International, Inc. | 10,800 | 44,509 | |||||
Recruit Holdings Co. Ltd. | 6,700 | 206,323 | |||||
Renesas Electronics Corp. (a) | 11,400 | 174,905 | |||||
Resona Holdings, Inc. | 148,300 | 819,617 | |||||
Round One Corp. | 10,200 | 38,198 | |||||
Sakata INX Corp. | 3,800 | 32,726 | |||||
San ju San Financial Group, Inc. | 3,900 | 48,260 | |||||
San-Ai Obbli Co. Ltd. | 1,900 | 20,161 | |||||
Sanko Gosei Ltd. | 18,700 | 88,745 | |||||
Sanyo Shokai Ltd. | 3,700 | 49,393 | |||||
SCREEN Holdings Co. Ltd. | 1,200 | 58,262 | |||||
SCSK Corp. | 5,500 | 95,936 | |||||
Senshu Electric Co. Ltd. | 700 | 16,501 | |||||
Shibaura Machine Co. Ltd. | 3,100 | 85,288 | |||||
Shimizu Corp. | 11,300 | 78,561 | |||||
Shionogi & Co. Ltd. | 3,500 | 156,504 | |||||
SoftBank Corp. | 7,600 | 85,949 | |||||
SOSiLA Logistics REIT, Inc. | 30 | 24,786 | |||||
Subaru Corp. | 37,500 | 728,461 | |||||
SUMCO Corp. | 1,300 | 16,907 | |||||
Sumitomo Corp. | 20,000 | 398,971 | |||||
Sumitomo Mitsui Financial Group, Inc. | 8,900 | 436,306 | |||||
Sun Frontier Fudousan Co. Ltd. | 10,400 | 104,734 | |||||
T&D Holdings, Inc. | 3,600 | 59,101 | |||||
Takara Holdings, Inc. | 8,800 | 70,674 | |||||
Takara Leben Real Estate Investment Corp. | 144 | 93,553 | |||||
Takasago International Corp. | 2,500 | 50,322 | |||||
Takeda Pharmaceutical Co. Ltd. | 15,500 | 481,367 | |||||
The 77 Bank Ltd. | 3,300 | 69,703 | |||||
The Bank of Iwate Ltd. | 1,200 | 20,947 | |||||
The Hyakugo Bank Ltd. | 5,600 | 20,069 | |||||
The Oita Bank Ltd. | 2,200 | 39,989 | |||||
The Shiga Bank Ltd. | 2,100 | 48,997 | |||||
Tokai Carbon Co. Ltd. | 14,400 | 112,745 | |||||
Tokyo Gas Co. Ltd. | 14,000 | 318,145 | |||||
Tokyo Steel Manufacturing Co. Ltd. | 9,200 | 104,776 | |||||
Tokyotokeiba Co. Ltd. | 1,000 | 26,885 | |||||
Tokyu Fudosan Holdings Corp. | 22,400 | 137,652 | |||||
Tokyu REIT, Inc. | 295 | 360,370 | |||||
Topre Corp. | 2,000 | 22,688 | |||||
Toray Industries, Inc. | 114,900 | 597,655 | |||||
Tosoh Corp. | 2,800 | 35,912 | |||||
Toyo Engineering Corp. (a) | 10,800 | 49,473 | |||||
Toyota Motor Corp. | 9,800 | 176,099 | |||||
Toyota Tsusho Corp. | 1,300 | 76,405 | |||||
Traders Holdings Co. Ltd. | 5,800 | 26,291 | |||||
United Arrows Ltd. | 1,600 | 20,962 | |||||
Universal Entertainment Corp. | 6,900 | 101,683 | |||||
Valor Holdings Co. Ltd. | 2,300 | 33,643 | |||||
WingArc1st, Inc. | 1,300 | 22,337 | |||||
Xebio Holdings Co. Ltd. | 7,200 | 48,158 | |||||
Yokogawa Electric Corp. | 8,400 | 162,206 | |||||
Yorozu Corp. | 3,100 | 19,627 | |||||
Z Holdings Corp. | 30,000 | 83,756 | |||||
ZERIA Pharmaceutical Co. Ltd. | 5,000 | 74,195 | |||||
20,754,893 | |||||||
Jersey - 0.0% (f) | |||||||
Centamin PLC | 31,921 | 32,509 | |||||
Luxembourg - 0.5% | |||||||
ArcelorMittal SA | 40,748 | 1,019,103 | |||||
Tenaris SA | 6,166 | 97,429 | |||||
1,116,532 | |||||||
Malaysia - 0.2% | |||||||
Bumi Armada Bhd (a) | 708,900 | 84,486 | |||||
Frencken Group Ltd. | 61,700 | 50,202 | |||||
Genting Bhd | 2,700 | 2,396 | |||||
Heineken Malaysia Bhd | 28,800 | 149,137 | |||||
Hong Leong Financial Group Bhd | 1,100 | 4,147 | |||||
MISC Bhd | 48,900 | 73,716 | |||||
My EG Services Bhd | 121,900 | 20,612 | |||||
Sime Darby Property Bhd | 239,400 | 35,368 | |||||
SP Setia Bhd Group | 222,200 | 48,543 | |||||
UMW Holdings Bhd | 43,600 | 44,289 | |||||
512,896 | |||||||
Mauritius - 0.0% (f) | |||||||
Capital Ltd. | 76,573 | 79,680 | |||||
Mexico - 0.3% | |||||||
Alfa SAB de CV - Class A | 38,300 | 24,966 | |||||
Arca Continental SAB de CV | 17,400 | 158,520 | |||||
Cemex SAB de CV (a) | 74,100 | 48,259 | |||||
Coca-Cola Femsa SAB de CV | 3,810 | 29,759 | |||||
Controladora Vuela Cia de Aviacion SAB de CV - Class A (a) | 88,700 | 59,854 | |||||
FIBRA Macquarie Mexico (b) | 25,200 | 42,310 | |||||
Fomento Economico Mexicano SAB de CV | 2,200 | 23,983 | |||||
GCC SAB de CV | 5,500 | 51,779 | |||||
Grupo Aeroportuario del Sureste SAB de CV - Class B | 5,765 | 141,268 | |||||
Grupo Mexico SAB de CV - Class B | 700 | 3,308 | |||||
Nemak SAB de CV (a)(b) | 217,500 | 42,059 | |||||
Orbia Advance Corp SAB de CV | 4,600 | 9,550 | |||||
Promotora y Operadora de Infraestructura SAB de CV | 8,555 | 76,221 | |||||
711,836 | |||||||
Netherlands - 4.0% | |||||||
Adyen NV (a)(b) | 1,392 | 1,031,844 | |||||
ASM International NV | 3,320 | 1,386,429 | |||||
ASML Holding NV | 1,348 | 791,598 | |||||
ASML Holding NV - ADR | 1,980 | 1,165,547 | |||||
Eurocommercial Properties NV | 2,013 | 44,591 | |||||
ING Groep NV | 95,053 | 1,255,672 | |||||
Koninklijke Heijmans NV - CVA | 3,472 | 39,200 | |||||
Koninklijke Philips NV (a) | 52,513 | 1,046,557 | |||||
NN Group NV | 3,993 | 127,963 | |||||
Prosus NV | 795 | 23,428 | |||||
Randstad NV | 25,240 | 1,391,274 | |||||
Signify NV (b) | 1,849 | 49,476 | |||||
Wolters Kluwer NV | 916 | 110,933 | |||||
8,464,512 | |||||||
New Zealand - 0.1% | |||||||
Air New Zealand Ltd. | 312,671 | 136,694 | |||||
Summerset Group Holdings Ltd. | 8,448 | 51,627 | |||||
Xero Ltd. (a) | 791 | 57,341 | |||||
245,662 | |||||||
Norway - 0.4% | |||||||
Aker Solutions ASA | 6,365 | 25,687 | |||||
Austevoll Seafood ASA | 4,927 | 34,596 | |||||
BW Offshore Ltd. | 14,183 | 32,627 | |||||
DNB Bank ASA | 18,767 | 377,993 | |||||
Equinor ASA | 224 | 7,344 | |||||
Europris ASA (b) | 5,428 | 30,279 | |||||
Grieg Seafood ASA | 2,532 | 18,508 | |||||
Hoegh Autoliners ASA | 13,580 | 97,600 | |||||
Norske Skog ASA (a)(b) | 13,916 | 60,145 | |||||
Protector Forsikring ASA | 1,260 | 20,478 | |||||
Rana Gruber ASA | 12,433 | 68,620 | |||||
Wallenius Wilhelmsen ASA | 2,409 | 19,044 | |||||
792,921 | |||||||
Peru - 0.0% (f) | |||||||
Cia de Minas Buenaventura SAA - ADR | 1,388 | 11,826 | |||||
Credicorp Ltd. | 30 | 3,839 | |||||
15,665 | |||||||
Philippines - 0.2% | |||||||
BDO Unibank, Inc. | 60,092 | 150,750 | |||||
Bloomberry Resorts Corp. (a) | 492,900 | 87,959 | |||||
Megaworld Corp. | 526,000 | 18,760 | |||||
Robinsons Land Corp. | 260,500 | 69,910 | |||||
327,379 | |||||||
Poland - 0.1% | |||||||
Ciech SA | 2,020 | 24,955 | |||||
mBank SA (a) | 376 | 33,863 | |||||
PGE Polska Grupa Energetyczna SA (a) | 34,845 | 59,598 | |||||
Powszechna Kasa Oszczednosci Bank Polski SA | 2,229 | 17,616 | |||||
Powszechny Zaklad Ubezpieczen SA | 6,900 | 65,287 | |||||
Tauron Polska Energia SA (a) | 104,819 | 85,991 | |||||
287,310 | |||||||
Portugal - 0.1% | |||||||
Banco Comercial Portugues SA - Class R (a) | 252,997 | 69,415 | |||||
Jeronimo Martins SGPS SA | 1,474 | 33,081 | |||||
Sonae SGPS SA | 108,213 | 105,034 | |||||
207,530 | |||||||
Russia - 0.0% (f) | |||||||
Novolipetsk Steel PJSC (a)(d)(e) | 46,050 | – | |||||
PhosAgro PJSC - GDR (a)(d)(e) | 5,089 | – | |||||
Sberbank of Russia PJSC (d)(e) | 29,200 | – | |||||
Severstal PAO (a)(d)(e) | 608 | – | |||||
Surgutneftegas PJSC (d)(e) | 168,940 | – | |||||
Tatneft PJSC (d)(e) | 19,624 | – | |||||
– | |||||||
Saudi Arabia - 0.1% | |||||||
Arab National Bank | 3,396 | 21,719 | |||||
Bawan Co. | 9,620 | 84,392 | |||||
Etihad Etisalat Co. | 3,280 | 38,993 | |||||
National Medical Care Co. | 938 | 30,703 | |||||
Saudi Awwal Bank | 1,936 | 17,809 | |||||
Saudi Telecom Co. | 2,993 | 30,012 | |||||
223,628 | |||||||
Singapore - 0.5% | |||||||
Best World International Ltd. (a) | 14,200 | 17,427 | |||||
BW Energy Ltd. (a) | 13,061 | 33,380 | |||||
DBS Group Holdings Ltd. | 15,000 | 368,317 | |||||
First Resources Ltd. | 30,500 | 34,056 | |||||
Jardine Cycle & Carriage Ltd. | 700 | 16,300 | |||||
Jiutian Chemical Group Ltd. | 733,900 | 17,171 | |||||
Lendlease Global Commercial REIT | 547,800 | 218,159 | |||||
Oversea-Chinese Banking Corp. Ltd. | 14,400 | 134,488 | |||||
Raffles Medical Group Ltd. | 45,300 | 41,384 | |||||
Singapore Airlines Ltd. | 46,100 | 217,704 | |||||
United Overseas Bank Ltd. | 1,600 | 33,308 | |||||
1,131,694 | |||||||
South Africa - 0.4% | |||||||
DRDGOLD Ltd. - ADR (c) | 2,513 | 20,858 | |||||
Fortress Real Estate Investments Ltd. (a) | 193,200 | 131,205 | |||||
Fortress Real Estate Investments Ltd. - Class B (a) | 166,666 | 53,470 | |||||
Gold Fields Ltd. | 6,750 | 73,366 | |||||
Harmony Gold Mining Co. Ltd. | 10,230 | 38,492 | |||||
Impala Platinum Holdings Ltd. | 752 | 3,911 | |||||
Investec PLC | 27,052 | 157,740 | |||||
JSE Ltd. | 4,150 | 20,145 | |||||
Momentum Metropolitan Holdings | 128,403 | 133,692 | |||||
MTN Group Ltd. | 2,449 | 14,558 | |||||
Old Mutual Ltd. | 101,562 | 64,747 | |||||
Reunert Ltd. | 6,086 | 19,327 | |||||
Sappi Ltd. | 9,664 | 22,519 | |||||
Vukile Property Fund Ltd. | 117,487 | 81,040 | |||||
835,070 | |||||||
South Korea - 2.1% | |||||||
AfreecaTV Co. Ltd. | 477 | 29,500 | |||||
Asia Paper Manufacturing Co. Ltd. | 728 | 20,738 | |||||
BNK Financial Group, Inc. | 8,451 | 42,837 | |||||
DB HiTek Co. Ltd. | 2,458 | 88,827 | |||||
DB Insurance Co. Ltd. | 2,234 | 147,955 | |||||
DGB Financial Group, Inc. | 4,019 | 23,398 | |||||
Dongjin Semichem Co. Ltd. | 1,841 | 45,803 | |||||
Dongwon Systems Corp. | 1,212 | 26,936 | |||||
Doosan Bobcat, Inc. | 2,004 | 75,302 | |||||
Eo Technics Co. Ltd. | 544 | 56,960 | |||||
F&F Holdings Co. Ltd. | 995 | 12,014 | |||||
GOLFZON Co. Ltd. | 366 | 25,525 | |||||
Hanmi Pharm Co. Ltd. | 231 | 51,012 | |||||
Hanon Systems | 4,010 | 27,983 | |||||
Hanwha Life Insurance Co. Ltd. (a) | 33,298 | 70,422 | |||||
HD Hyundai Co. Ltd. | 137 | 6,719 | |||||
HD Hyundai Infracore Co. Ltd. | 5,084 | 40,006 | |||||
HMM Co. Ltd. | 8,918 | 107,443 | |||||
Humedix Co. Ltd. | 1,909 | 51,520 | |||||
Hwa Shin Co. Ltd. | 3,070 | 29,129 | |||||
Hyundai Marine & Fire Insurance Co. Ltd. | 2,394 | 57,558 | |||||
Hyundai Motor Co. | 1,031 | 145,954 | |||||
JB Financial Group Co. Ltd. | 20,466 | 150,997 | |||||
Jeisys Medical, Inc. (a) | 12,419 | 110,129 | |||||
Jin Air Co. Ltd. (a) | 3,641 | 32,523 | |||||
KB Financial Group, Inc. | 6,530 | 268,582 | |||||
KCC Corp. | 355 | 64,711 | |||||
KG Chemical Corp. | 2,830 | 14,996 | |||||
Kia Corp. | 6,068 | 364,204 | |||||
KIWOOM Securities Co. Ltd. | 1,905 | 133,206 | |||||
KoMiCo Ltd. | 1,190 | 43,068 | |||||
Korea Investment Holdings Co. Ltd. | 1,417 | 55,734 | |||||
Korean Air Lines Co. Ltd. | 6,436 | 103,695 | |||||
Kyung Dong Navien Co. Ltd. | 1,955 | 62,576 | |||||
LF Corp. | 2,819 | 29,773 | |||||
LG Uplus Corp. | 2,552 | 19,588 | |||||
LIG Nex1 Co. Ltd. | 351 | 22,857 | |||||
Mgame Corp. (a) | 6,202 | 29,774 | |||||
NH Investment & Securities Co. Ltd. | 5,400 | 40,887 | |||||
OCI Co. Ltd. (a) | 72 | 6,501 | |||||
OCI Holdings Co. Ltd. | 877 | 63,147 | |||||
Orion Corp. | 966 | 91,825 | |||||
Paik Kwang Industrial Co. Ltd. (d)(e) | 5,691 | 33,212 | |||||
Samsung C&T Corp. | 290 | 23,075 | |||||
Samsung Card Co. Ltd. | 875 | 19,740 | |||||
Samsung Electronics Co. Ltd. | 16,733 | 847,777 | |||||
Samsung Securities Co. Ltd. | 2,280 | 62,067 | |||||
Sangsin Energy Display Precision Co. Ltd. | 4,032 | 45,540 | |||||
Shinhan Financial Group Co. Ltd. | 19,280 | 509,100 | |||||
SL Corp. | 1,921 | 46,392 | |||||
Vitzrocell Co. Ltd. | 2,648 | 38,028 | |||||
Youngone Corp. | 753 | 26,947 | |||||
4,544,192 | |||||||
Spain - 0.9% | |||||||
Acciona SA | 399 | 50,733 | |||||
Amadeus IT Group SA | 1,779 | 107,209 | |||||
Banco Bilbao Vizcaya Argentaria SA | 3,296 | 26,838 | |||||
Banco de Sabadell SA | 53,294 | 61,731 | |||||
CaixaBank SA | 178,942 | 715,744 | |||||
Endesa SA | 855 | 17,378 | |||||
Gestamp Automocion SA (b) | 13,099 | 54,626 | |||||
Grifols SA (a) | 2,059 | 26,659 | |||||
Iberdrola SA | 41,664 | 465,196 | |||||
Industria de Diseno Textil SA | 8,363 | 311,265 | |||||
Laboratorios Farmaceuticos Rovi SA | 1,695 | 91,847 | |||||
Prosegur Cia de Seguridad SA | 9,848 | 15,891 | |||||
1,945,117 | |||||||
Sweden - 1.9% | |||||||
Assa Abloy AB - Class B | 12,829 | 279,490 | |||||
Atlas Copco AB - Class A | 58,979 | 790,193 | |||||
Atlas Copco AB - Class B | 32,051 | 374,429 | |||||
Betsson AB - Class B | 13,745 | 151,221 | |||||
BioGaia AB - Class B | 1,709 | 15,753 | |||||
Camurus AB (a) | 776 | 22,062 | |||||
Castellum AB | 12,555 | 127,950 | |||||
Evolution AB (b) | 11,990 | 1,208,207 | |||||
Fortnox AB | 14,069 | 74,850 | |||||
G5 Entertainment AB | 1,113 | 16,091 | |||||
H & M Hennes & Mauritz AB - Class B | 449 | 6,384 | |||||
Hemnet Group AB | 5,512 | 97,271 | |||||
HMS Networks AB | 922 | 33,560 | |||||
Hoist Finance AB (a)(b) | 7,368 | 18,410 | |||||
Inwido AB | 2,126 | 21,352 | |||||
Modern Times Group MTG AB - Class B (a) | 4,711 | 31,759 | |||||
NCAB Group AB | 6,877 | 33,800 | |||||
Nordic Waterproofing Holding AB | 2,182 | 32,463 | |||||
Nyfosa AB | 5,550 | 29,733 | |||||
Sectra AB - Class B | 7,633 | 90,080 | |||||
Skandinaviska Enskilda Banken AB - Class A | 15,577 | 185,539 | |||||
SkiStar AB | 1,675 | 17,115 | |||||
Sweco AB (a) | 3,272 | 30,447 | |||||
Thule Group AB (b) | 711 | 18,565 | |||||
Transtema Group AB (a) | 10,415 | 14,480 | |||||
Trelleborg AB - Class B | 4,493 | 111,494 | |||||
Volvo AB - Class A | 7,279 | 151,387 | |||||
Volvo AB - Class B | 1,513 | 31,145 | |||||
Volvo Car AB - Class B (a) | 8,676 | 35,061 | |||||
4,050,291 | |||||||
Switzerland - 4.7% | |||||||
ABB Ltd. | 13 | 465 | |||||
Alcon, Inc. | 4,059 | 313,658 | |||||
Basilea Pharmaceutica AG (a) | 686 | 30,695 | |||||
Belimo Holding AG (a) | 59 | 27,965 | |||||
Cie Financiere Richemont SA | 196 | 23,881 | |||||
Coca-Cola HBC AG | 8,059 | 220,573 | |||||
Comet Holding AG | 241 | 53,611 | |||||
dormakaba Holding AG | 69 | 33,915 | |||||
DSM-Firmenich AG | 108 | 9,123 | |||||
Ferrexpo PLC (a) | 7,905 | 7,320 | |||||
Georg Fischer AG | 659 | 36,967 | |||||
Glencore PLC | 4,334 | 24,785 | |||||
Inficon Holding AG | 69 | 84,160 | |||||
Julius Baer Group Ltd. | 16,807 | 1,077,091 | |||||
LEM Holding SA | 42 | 93,785 | |||||
Lonza Group AG | 1,260 | 582,935 | |||||
Mobilezone Holding AG | 2,003 | 29,848 | |||||
Nestle SA | 16,077 | 1,815,437 | |||||
Novartis AG | 7,933 | 809,514 | |||||
Partners Group Holding AG | 78 | 87,769 | |||||
Roche Holding AG | 5,862 | 1,598,949 | |||||
SFS Group AG | 310 | 33,894 | |||||
Sika AG | 5,440 | 1,378,807 | |||||
Swiss Prime Site AG | 47 | 4,301 | |||||
Swiss Re AG | 4,966 | 509,752 | |||||
Swissquote Group Holding SA | 137 | 25,009 | |||||
Temenos AG | 1,660 | 116,432 | |||||
UBS Group AG | 34,498 | 852,713 | |||||
9,883,354 | |||||||
Taiwan - 3.1% | |||||||
Accton Technology Corp. | 20,000 | 305,484 | |||||
Adlink Technology, Inc. | 16,000 | 30,523 | |||||
Advanced International Multitech Co. Ltd. | 15,000 | 32,736 | |||||
Advantech Co. Ltd. | 6,599 | 70,842 | |||||
Ardentec Corp. | 60,000 | 116,869 | |||||
Asia Vital Components Co. Ltd. | 3,000 | 31,787 | |||||
Asustek Computer, Inc. | 12,000 | 136,623 | |||||
Chicony Power Technology Co. Ltd. | 49,000 | 173,685 | |||||
China Man-Made Fiber Corp. (a) | 281,000 | 68,197 | |||||
Chroma ATE, Inc. | 5,000 | 42,856 | |||||
Compal Electronics, Inc. | 108,000 | 103,157 | |||||
CTBC Financial Holding Co. Ltd. | 109,000 | 82,876 | |||||
Delta Electronics, Inc. | 2,000 | 20,107 | |||||
Depo Auto Parts Ind Co. Ltd. | 40,000 | 166,203 | |||||
Elitegroup Computer Systems Co. Ltd. | 26,000 | 23,902 | |||||
Eva Airways Corp. | 64,000 | 58,985 | |||||
Far Eastern Department Stores Ltd. | 279,000 | 204,055 | |||||
Far EasTone Telecommunications Co. Ltd. | 23,000 | 51,783 | |||||
Fitipower Integrated Technology, Inc. | 5,200 | 44,794 | |||||
Formosa Advanced Technologies Co. Ltd. | 39,000 | 46,585 | |||||
Formosa International Hotels Corp. | 5,000 | 33,147 | |||||
Getac Holdings Corp. | 87,000 | 209,331 | |||||
Global Brands Manufacture Ltd. | 60,000 | 115,448 | |||||
Globalwafers Co. Ltd. | 3,000 | 42,194 | |||||
Hon Hai Precision Industry Co. Ltd. | 373,961 | 1,205,528 | |||||
Innodisk Corp. | 2,040 | 18,858 | |||||
International Games System Co. Ltd. | 4,000 | 80,853 | |||||
ITE Technology, Inc. | 21,000 | 102,601 | |||||
King Yuan Electronics Co. Ltd. | 35,000 | 82,574 | |||||
L&K Engineering Co. Ltd. | 16,000 | 58,312 | |||||
Liton Technology Corp. | 32,366 | 36,070 | |||||
Lotes Co. Ltd. | 4,000 | 102,078 | |||||
Micro-Star International Co. Ltd. | 24,000 | 122,085 | |||||
Nan Pao Resins Chemical Co. Ltd. | 19,000 | 122,139 | |||||
Nan Ya Printed Circuit Board Corp. | 3,000 | 24,802 | |||||
Novatek Microelectronics Corp. | 5,000 | 65,601 | |||||
Pan German Universal Motors Ltd. | 2,000 | 19,052 | |||||
Quanta Computer, Inc. | 17,000 | 126,652 | |||||
Sanyang Motor Co. Ltd. | 33,000 | 79,542 | |||||
Sitronix Technology Corp. | 3,000 | 25,976 | |||||
Standard Chemical & Pharmaceutical Co. Ltd. | 38,000 | 77,824 | |||||
TaiDoc Technology Corp. | 8,000 | 36,838 | |||||
Taiwan Semiconductor Manufacturing Co. Ltd. | 94,600 | 1,535,177 | |||||
Ton Yi Industrial Corp. | 81,000 | 41,413 | |||||
Topkey Corp. | 3,000 | 15,482 | |||||
United Integrated Services Co. Ltd. | 11,000 | 77,478 | |||||
Voltronic Power Technology Corp. | 1,000 | 49,101 | |||||
Wan Hai Lines Ltd. | 25,000 | 37,442 | |||||
Wiwynn Corp. | 3,000 | 139,412 | |||||
6,495,059 | |||||||
Thailand - 0.4% | |||||||
Amata Corp. PCL | 51,100 | 34,146 | |||||
Electricity Generating PCL - NVDR | 1,100 | 3,659 | |||||
Ichitan Group PCL | 282,000 | 129,828 | |||||
Krung Thai Bank PCL - NVDR | 62,700 | 32,688 | |||||
Ngern Tid Lor PCL (a) | 53,900 | 30,699 | |||||
PTT Exploration & Production PCL - NVDR | 40,000 | 186,920 | |||||
Sappe PCL | 24,500 | 54,723 | |||||
SCB X PCL | 135,300 | 398,515 | |||||
871,178 | |||||||
Turkey - 0.3% | |||||||
Akbank TAS | 291,697 | 354,249 | |||||
BIM Birlesik Magazalar AS | 644 | 6,420 | |||||
Haci Omer Sabanci Holding AS | 12,015 | 26,000 | |||||
Migros Ticaret AS | 8,495 | 113,192 | |||||
MLP Saglik Hizmetleri AS (a)(b) | 6,525 | 33,863 | |||||
Sok Marketler Ticaret AS | 26,189 | 55,475 | |||||
Turkcell Iletisim Hizmetleri AS (a) | 47,020 | 91,331 | |||||
Turkiye Is Bankasi AS - Class C | 6,921 | 6,468 | |||||
Turkiye Petrol Rafinerileri AS | 8,127 | 46,814 | |||||
733,812 | |||||||
United Arab Emirates - 0.4% | |||||||
Abu Dhabi Commercial Bank PJSC | 181,484 | 427,486 | |||||
Abu Dhabi Islamic Bank PJSC | 51,461 | 157,719 | |||||
Emirates NBD Bank PJSC | 28,106 | 136,238 | |||||
Orascom Construction PLC | 6,316 | 28,823 | |||||
750,266 | |||||||
United States - 2.7% | |||||||
Aon PLC - Class A | 5,390 | 1,747,546 | |||||
EPAM Systems, Inc. (a) | 2,840 | 726,160 | |||||
International Game Technology PLC | 1,275 | 38,658 | |||||
Linde PLC | 2,640 | 983,004 | |||||
Mettler-Toledo International, Inc. (a) | 690 | 764,568 | |||||
Primo Water Corp. | 3,532 | 48,784 | |||||
Southern Copper Corp. | 640 | 48,186 | |||||
STERIS PLC | 5,780 | 1,268,248 | |||||
5,625,154 | |||||||
Uraguay - 0.4% | |||||||
MercadoLibre, Inc. (a) | 730 | 925,552 | |||||
Vietnam - 0.2% | |||||||
Vietnam Dairy Products JSC | 149,900 | 457,599 | |||||
Total Common Stocks (Cost $146,583,593) | 164,418,815 | ||||||
PREFERRED STOCKS - 1.0% | |||||||
Brazil - 0.5% | |||||||
Cia de Ferro Ligas da Bahia FERBASA | 10,400 | 104,195 | |||||
Cia de Saneamento do Parana | 211,600 | 192,381 | |||||
Cia Energetica de Minas Gerais | 104,900 | 258,360 | |||||
Gol Linhas Aereas Inteligentes SA | 35,300 | 46,350 | |||||
Itau Unibanco Holding SA | 51,921 | 280,649 | |||||
Metalurgica Gerdau SA | 19,400 | 42,995 | |||||
Petroleo Brasileiro SA | 5,300 | 36,356 | |||||
961,286 | |||||||
Chile - 0.0% (f) | |||||||
Sociedad Quimica y Minera de Chile SA - Class B | 57 | 3,390 | |||||
Columbia - 0.0% (f) | |||||||
Bancolombia SA | 2,997 | 19,943 | |||||
Germany - 0.4% | |||||||
Bayerische Motoren Werke AG | 1,812 | 169,181 | |||||
Schaeffler AG | 12,440 | 71,731 | |||||
Volkswagen AG | 5,940 | 683,910 | |||||
924,822 | |||||||
Russia - 0.0% (f) | |||||||
Surgutneftegas PJSC (d)(e) | 270,800 | – | |||||
South Korea - 0.1% | |||||||
Hyundai Motor Co. | 1,280 | 100,436 | |||||
Hyundai Motor Co. | 792 | 61,674 | |||||
162,110 | |||||||
Total Preferred Stocks (Cost $2,942,433) | 2,071,551 | ||||||
Par Value | |||||||
U.S. TREASURY OBLIGATIONS - 1.1% | |||||||
U.S. Treasury Notes - 1.1% | |||||||
0.250%, due 06/15/24 | $ | 250,000 | 240,976 | ||||
0.750%, due 11/15/24 | 60,000 | 56,972 | |||||
5.000%, due 08/31/25 | 123,000 | 122,750 | |||||
5.000%, due 09/30/25 | 141,000 | 140,868 | |||||
0.250%, due 10/31/25 | 59,000 | 53,478 | |||||
4.125%, due 06/15/26 | 122,000 | 119,732 | |||||
4.625%, due 09/15/26 | 251,000 | 249,745 | |||||
0.875%, due 09/30/26 | 236,000 | 210,593 | |||||
1.250%, due 11/30/26 | 361,000 | 323,885 | |||||
1.500%, due 01/31/27 | 18,900 | 17,016 | |||||
2.750%, due 04/30/27 | 1,000 | 935 | |||||
3.250%, due 06/30/27 | 2,600 | 2,470 | |||||
4.375%, due 08/31/28 | 124,000 | 122,760 | |||||
4.625%, due 09/30/28 | 180,000 | 180,084 | |||||
1.625%, due 05/15/31 | 288,000 | 233,775 | |||||
2.750%, due 08/15/32 | 18,500 | 16,020 | |||||
4.125%, due 11/15/32 | 141,400 | 136,385 | |||||
3.875%, due 08/15/33 | 185,000 | 174,825 | |||||
Total U.S. Treasury Obligations (Cost $2,556,495) | 2,403,269 | ||||||
AGENCY MORTGAGE-BACKED OBLIGATIONS INTEREST-ONLY STRIPS - 0.1% | |||||||
Freddie Mac Multifamily Structured Pass Through Certificates | |||||||
Series K-1501, 0.365%, due 04/25/30, Callable: 02/25/30 (g) | 2,647,942 | 50,273 | |||||
Series K-110, 1.696%, due 04/25/30, Callable: 02/25/30 (g) | 497,122 | 40,734 | |||||
Series K-118, 0.958%, due 09/25/30, Callable: 06/25/30 (g) | 993,670 | 50,031 | |||||
Total Agency Mortgage-Backed Obligations Interest-Only Strips (Cost $107,759) | 141,038 | ||||||
NON-AGENCY MORTGAGE-BACKED OBLIGATIONS - 2.6% | |||||||
Alen 2021-ACEN Mortgage Trust | |||||||
Series 2021-ACEN, 7.699%, due 04/15/34 (1 Month SOFR Rate + 2.364%) (b)(h) | 200,000 | 149,700 | |||||
BBCMS 2018-TALL Mortgage Trust | |||||||
Series 2018-TALL, 6.254%, due 03/15/37 (1 Month SOFR Rate + 0.919%) (b)(h) | 200,000 | 185,000 | |||||
BBCMS 2021-AGW Mortgage Trust | |||||||
Series 2021-AGW, 6.698%, due 06/15/36, Callable: 06/15/24 (1 Month SOFR Rate + 1.364%) (b)(h) | 100,000 | 92,204 | |||||
BX Commercial Mortgage Trust 2020-VKNG | |||||||
Series 2020-VKNG, 6.849%, due 10/15/37 (1 Month SOFR Rate + 1.514%) (b)(h) | 70,000 | 68,828 | |||||
BX Trust 2022-LBA6 | |||||||
Series 2022-LBA6, 6.335%, due 01/15/39 (1 Month SOFR Rate + 1.000%) (b)(h) | 200,000 | 195,499 | |||||
BX Trust 2022-PSB | |||||||
Series 2022-PSB, 7.786%, due 08/15/39 (1 Month SOFR Rate + 2.451%) (b)(h) | 178,524 | 178,412 | |||||
CIM Trust 2021-J3 | |||||||
Series 2021-J3, 2.500%, due 06/25/51, Callable: 04/25/45 (b)(g) | 515,690 | 378,851 | |||||
COLT 2021-2 Mortgage Loan Trust | |||||||
Series 2021-2, 0.924%, due 08/25/66, Callable: 10/25/23 (b)(g) | 223,940 | 160,695 | |||||
Deephaven Residential Mortgage Trust 2022-2 | |||||||
Series 2022-2, 4.300%, due 03/25/67, Callable: 04/25/25 (b)(g) | 334,496 | 304,707 | |||||
Great Wolf Trust 2019-WOLF | |||||||
Series 2019-WOLF, 6.482%, due 12/15/36 (1 Month SOFR Rate + 1.148%) (b)(h) | 106,000 | 105,470 | |||||
GS Mortgage Securities Corp II | |||||||
Series C, 5.505%, due 09/10/38 (b)(g) | 150,000 | 143,329 | |||||
GS Mortgage Securities Corp Trust 2018-HART | |||||||
Series 2018-HART, 6.483%, due 10/15/31 (1 Month SOFR Rate + 1.143%) (b) | 131,604 | 130,524 | |||||
GS Mortgage-Backed Securities Trust 2021-PJ10 | |||||||
Series 2021-PJ10, 2.500%, due 03/25/52, Callable: 10/25/47 (b)(g) | 411,381 | 345,272 | |||||
GS Mortgage-Backed Securities Trust 2023-PJ4 | |||||||
Series 2023-PJ4, 6.000%, due 01/25/54, Callable: 04/25/36 (b)(g) | 295,060 | 286,969 | |||||
GSCG Trust 2019-600C | |||||||
Series 2019-600C, 2.936%, due 09/06/34 (b)(g) | 200,000 | 151,275 | |||||
JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON | |||||||
Series A, 3.884%, due 01/05/34 (b) | 150,000 | 148,593 | |||||
JP Morgan Mortgage Trust 2017-2 | |||||||
Series 2017-2, 3.500%, due 05/25/47, Callable: 06/25/28 (b)(g) | 54,475 | 46,073 | |||||
JP Morgan Mortgage Trust 2018-5 | |||||||
Series 2018-5, 3.500%, due 10/25/48, Callable: 03/25/28 (b)(g) | 106,035 | 89,636 | |||||
JP Morgan Mortgage Trust 2019-1 | |||||||
Series 2019-1, 4.000%, due 05/25/49, Callable: 10/25/23 (b)(g) | 9,996 | 8,907 | |||||
JP Morgan Mortgage Trust 2019-INV3 | |||||||
Series 2019-INV3, 3.500%, due 05/25/50, Callable: 03/25/31 (b)(g) | 108,938 | 93,286 | |||||
JP Morgan Mortgage Trust 2020-2 | |||||||
Series 2020-2, 3.500%, due 07/25/50, Callable: 02/25/29 (b)(g) | 67,582 | 56,441 | |||||
JP Morgan Mortgage Trust 2021-7 | |||||||
Series TR, 2.500%, due 11/25/51, Callable: 01/25/47 (b)(g) | 246,136 | 181,131 | |||||
JP Morgan Mortgage Trust 2021-14 | |||||||
Series 2021-14, 2.500%, due 05/25/52, Callable: 10/25/45 (b)(g) | 213,878 | 161,269 | |||||
JP Morgan Mortgage Trust 2022-5 | |||||||
Series 2022-5, 2.500%, due 09/25/52, Callable: 10/25/43 (b)(g) | 369,203 | 271,465 | |||||
JP Morgan Mortgage Trust 2022-6 | |||||||
Series 2022-6, 3.000%, due 11/25/52, Callable: 04/25/46 (b)(g) | 183,601 | 144,693 | |||||
JP Morgan Mortgage Trust 2023-2 | |||||||
Series 2023-2, 5.000%, due 07/25/53, Callable: 07/25/42 (b)(g) | 90,218 | 83,719 | |||||
JP Morgan Trust 2015-3 | |||||||
Series 2015-3, 3.500%, due 05/25/45, Callable: 10/25/23 (b)(g) | 55,891 | 48,456 | |||||
Morgan Stanley Capital I Trust 2016-BNK2 | |||||||
Series C, 3.884%, due 11/15/49, Callable: 11/15/26 (g) | 200,000 | 150,489 | |||||
Provident Funding Mortgage Trust 2021-J1 | |||||||
Series FLT, 2.000%, due 10/25/51, Callable: 02/25/43 (b)(g) | 200,000 | 104,568 | |||||
PSMC 2020-3 Trust | |||||||
Series 2020-3, 3.000%, due 11/25/50, Callable: 07/25/45 (b)(g) | 64,872 | 53,319 | |||||
Sequoia Mortgage Trust 2013-3 | |||||||
Series 2013-3, 2.500%, due 03/25/43, Callable: 03/25/25 (g) | 77,206 | 62,864 | |||||
Sequoia Mortgage Trust 2019-CH2 | |||||||
Series 2019-CH2, 4.500%, due 08/25/49, Callable: 11/25/23 (b)(g) | 1,337 | 1,293 | |||||
Sequoia Mortgage Trust 2019-CH3 | |||||||
Series 2019-CH3, 4.000%, due 09/25/49, Callable: 02/25/35 (b)(g) | 5,743 | 5,157 | |||||
Sequoia Mortgage Trust 2020-4 | |||||||
Series 2020-4, 2.500%, due 11/25/50, Callable: 01/25/47 (b)(g) | 200,000 | 128,857 | |||||
Sequoia Mortgage Trust 2021-1 | |||||||
Series A-7, 2.500%, due 03/25/51, Callable: 08/25/46 (b)(g) | 400,000 | 244,675 | |||||
SLG Office Trust 2021-OVA | |||||||
Series 2021-OVA, 2.585%, due 07/15/41 (b) | 220,000 | 170,982 | |||||
Wells Fargo Commercial Mortgage Trust 2021-FCMT | |||||||
Series A, 6.649%, due 05/15/31 (1 Month SOFR Rate + 1.314%) (b)(h) | 100,000 | 95,728 | |||||
Wells Fargo Mortgage Backed Securities 2020-RR1 Trust | |||||||
Series A-1, 3.000%, due 05/25/50, Callable: 12/25/27 (b)(g) | 92,746 | 75,643 | |||||
WFRBS Commercial Mortgage Trust 2014-C21 | |||||||
Series 2014-C21, 4.213%, due 08/15/47, Callable: 08/15/24 (g) | 207,000 | 191,189 | |||||
Total Non-Agency Mortgage-Backed Obligations (Cost $6,555,283) | 5,495,168 | ||||||
NON-AGENCY MORTGAGE-BACKED OBLIGATION INTEREST-ONLY STRIPS - 0.1% | |||||||
BANK 2020-BNK30 | |||||||
Series 2020-BNK30, 1.302%, due 12/15/53 (g) | 968,256 | 62,158 | |||||
Benchmark 2020-B19 Mortgage Trust | |||||||
Series 2020-B19, 1.766%, due 09/15/53, Callable: 10/15/30 (g) | 990,741 | 67,844 | |||||
DBJPM 20-C9 Mortgage Trust | |||||||
Series 2020-C9, 1.706%, due 09/15/53, Callable: 06/15/30 (g) | 785,022 | 46,208 | |||||
Total Non-Agency Mortgage-Backed Obligations Interest-Only Strips (Cost $273,488) | 176,210 | ||||||
ASSET-BACKED SECURITIES - 1.8% | |||||||
ACHV ABS TRUST 2023-1PL | |||||||
Series 2023-1PL, 6.420%, due 03/18/30, Callable: Currently (b) | 15,525 | 15,530 | |||||
American Airlines 2015-2 Class AA Pass Through Trust | |||||||
Series 2015-2, 3.600%, due 03/22/29 | 83,812 | 77,023 | |||||
American Airlines 2016-1 Class AA Pass Through Trust | |||||||
Series 2016-1, 3.575%, due 01/15/28 | 7,336 | 6,729 | |||||
American Airlines 2016-2 Class AA Pass Through Trust | |||||||
Series 2016-2, 3.200%, due 06/15/28 | 32,759 | 29,455 | |||||
AmeriCredit Automobile Receivables Trust 2021-2 | |||||||
Series TR, 1.010%, due 01/19/27, Callable: 10/18/25 | 100,000 | 92,082 | |||||
Beacon Container Finance II LLC | |||||||
Series NT, 2.250%, due 10/22/46, Callable: 11/20/23 (b) | 80,833 | 68,938 | |||||
Carmax Auto Owner Trust 2023-3 | |||||||
Series B, 5.470%, due 02/15/29, Callable: 10/15/26 | 150,000 | 148,052 | |||||
CLI Funding VIII LLC | |||||||
Series LLC, 2.720%, due 01/18/47, Callable: 01/18/24 (b) | 64,360 | 54,491 | |||||
CNH Equipment Trust 2023-A | |||||||
Series 2023-A, 4.770%, due 10/15/30, Callable: 08/15/27 | 300,000 | 291,451 | |||||
Commonbond Student Loan Trust 2018-C-GS | |||||||
Series A-1, 3.870%, due 02/25/46, Callable: Currently (b) | 79,864 | 76,138 | |||||
FedEx Corp 2020-1 Class AA Pass Through Trust | |||||||
Series 2020-1AA, 1.875%, due 02/20/34 | 225,008 | 178,298 | |||||
GM Financial Consumer Automobile Receivables Trust 2023-1 | |||||||
Series B, 5.030%, due 09/18/28, Callable: 10/16/26 | 200,000 | 194,334 | |||||
Harley-Davidson Motorcycle Trust 2023-B | |||||||
Series A-4, 5.780%, due 04/15/31, Callable: 05/15/27 | 150,000 | 149,552 | |||||
Kubota Credit Owner Trust 2023-1 | |||||||
Series A-3, 5.020%, due 06/15/27, Callable: 11/15/26 (b) | 100,000 | 98,489 | |||||
Laurel Road Prime Student Loan Trust 2020-A | |||||||
Series 1.40000, 1.400%, due 11/25/50, Callable: 10/25/28 (b) | 135,418 | 119,238 | |||||
Loanpal Solar Loan 2020-2 Ltd. | |||||||
Series A, 2.750%, due 07/20/47, Callable: 05/20/36 (b) | 190,948 | 145,290 | |||||
Marlette Funding Trust 2021-1 | |||||||
Series C, 1.410%, due 06/16/31, Callable: 03/15/25 (b) | 131,656 | 129,987 | |||||
Mosaic Solar Loan Trust 2020-2 | |||||||
Series 2020-2, 1.440%, due 08/20/46, Callable: 09/20/30 (b) | 77,618 | 63,256 | |||||
Mosaic Solar Loans 2017-2 LLC | |||||||
Series 2017-2, 3.820%, due 06/22/43, Callable: 06/20/29 (b) | 266,000 | 239,863 | |||||
Navient Private Education Refi Loan Trust 2020-G | |||||||
Series A, 1.170%, due 09/16/69, Callable: 07/15/27 (b) | 96,334 | 84,774 | |||||
Navient Private Education Refi Loan Trust 2021-A | |||||||
Series A, 0.840%, due 05/15/69, Callable: 04/15/28 (b) | 59,346 | 51,209 | |||||
Navient Private Education Refi Loan Trust 2023-A | |||||||
Series A, 5.510%, due 10/15/71, Callable: 10/15/32 (b) | 191,549 | 188,902 | |||||
OneMain Financial Issuance Trust 2023-1 | |||||||
Series A, 5.500%, due 06/14/38, Callable: 06/14/28 (b) | 150,000 | 146,093 | |||||
Oscar US Funding XII LLC | |||||||
Series 2021-12, 1.000%, due 04/10/28, Callable: 02/10/25 (b) | 200,000 | 188,962 | |||||
PFS Financing Corp. | |||||||
Series 2021-A, 0.710%, due 04/15/26, Callable: Currently (b) | 100,000 | 97,230 | |||||
Santander Consumer Auto Receivables Trust 2021-A | |||||||
Series 2021-A, 1.030%, due 11/16/26, Callable: 09/15/25 (b) | 150,000 | 139,170 | |||||
Santander Drive Auto Receivables Trust 2021-2 | |||||||
Series C, 0.900%, due 06/15/26, Callable: 03/15/25 | 35,297 | 34,974 | |||||
SMB Private Education Loan Trust 2020-PTB | |||||||
Series 1.60000, 1.600%, due 09/15/54, Callable: Currently (b) | 185,901 | 161,885 | |||||
SoFi Consumer Loan Program 2023-1S Trust | |||||||
Series 2023-1S, 5.810%, due 05/15/31, Callable: 10/15/25 (b) | 54,288 | 54,209 | |||||
Sofi Professional Loan Program 2018-B Trust | |||||||
Series 3.34000, 3.340%, due 08/25/47, Callable: 09/25/25 (b) | 43,574 | 42,170 | |||||
Sunnova Helios IV Issuer LLC | |||||||
Series A, 2.980%, due 06/20/47, Callable: 06/20/27 (b) | 213,808 | 188,226 | |||||
Vivint Solar Financing VII LLC | |||||||
Series LLC, 2.210%, due 07/31/51 (b) | 174,101 | 136,772 | |||||
Volvo Financial Equipment LLC Series 2020-1 | |||||||
Series A-4, 0.600%, due 03/15/28, Callable: 06/15/24 (b) | 150,000 | 146,118 | |||||
Total Asset-Backed Securities (Cost $4,183,230) | 3,838,890 | ||||||
COLLATERALIZED LOAN OBLIGATIONS - 2.1% | |||||||
AB BSL CLO 4 Ltd. | |||||||
Series 2023-4, 7.416%, due 04/20/36, Callable: 04/20/25 (3 Month SOFR Rate + 2.000%) (b)(h) | 250,000 | 250,451 | |||||
Apidos CLO XXIII | |||||||
Series XXIII, 6.875%, due 04/15/33, Callable: 10/15/23 (3 Month SOFR Rate + 1.482%) (b)(h) | 400,000 | 398,008 | |||||
Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd. | |||||||
Series B, 7.049%, due 05/15/36, Callable: 12/15/23 (1 Month SOFR Rate + 1.714%) (b)(h) | 450,000 | 436,017 | |||||
Betony CLO 2 Ltd. | |||||||
Series 2018, 6.732%, due 04/30/31, Callable: 10/30/23 (3 Month SOFR Rate + 1.342%) (b)(h) | 245,781 | 245,349 | |||||
CARLYLE US CLO 2021-1 Ltd. | |||||||
Series LTD, 6.795%, due 04/15/34, Callable: 10/15/23 (3 Month SOFR Rate + 1.402%) (b)(h) | 250,000 | 248,504 | |||||
Madison Park Funding XXI Ltd. | |||||||
Series FLT, 7.055%, due 10/15/32, Callable: 10/15/23 (3 Month SOFR Rate + 1.662%) (b)(h) | 250,000 | 246,901 | |||||
Marble Point CLO XIV Ltd. | |||||||
Series FLT, 6.957%, due 01/20/32, Callable: 10/20/23 (3 Month SOFR Rate + 1.542%) (b)(h) | 490,000 | 487,189 | |||||
MF1 2021-FL7 Ltd. | |||||||
Series 2021-FL7, 7.499%, due 10/16/36, Callable: 10/16/23 (1 Month SOFR Rate + 2.164%) (b)(d)(h) | 200,000 | 190,000 | |||||
Neuberger Berman Loan Advisers CLO 34 Ltd. | |||||||
Series FLT, 6.656%, due 01/20/35, Callable: 10/20/23 (3 Month SOFR Rate + 1.240%) (b)(h) | 250,000 | 248,378 | |||||
Oaktree CLO 2019-1 Ltd. | |||||||
Series 2019-1R, 6.784%, due 04/22/30, Callable: 10/22/23 (3 Month SOFR Rate + 1.372%) (b)(h) | 250,000 | 247,783 | |||||
Octagon Investment Partners 48 Ltd. | |||||||
Series A-R, 6.827%, due 10/20/34, Callable: 10/20/23 (3 Month SOFR Rate + 1.412%) (b)(h) | 400,000 | 396,126 | |||||
Palmer Square CLO 2019-1 Ltd. | |||||||
Series 2019-1R, 6.781%, due 11/14/34, Callable: 11/14/23 (3 Month SOFR Rate + 1.412%) (b)(h) | 250,000 | 249,222 | |||||
Ready Capital Mortgage Financing 2021-FL5 LLC | |||||||
Series 2021-FL5, 7.189%, due 04/25/38, Callable: 03/25/24 (1 Month SOFR Rate + 1.864%) (b)(h) | 400,000 | 391,173 | |||||
TCI-Symphony CLO 2016-1 Ltd. | |||||||
Series FLT, 6.675%, due 10/13/32, Callable: 10/13/23 (3 Month SOFR Rate + 1.282%) (b)(h) | 500,000 | 497,019 | |||||
Total Collateralized Loan Obligations (Cost $4,574,083) | 4,532,120 | ||||||
CORPORATE BONDS - 4.3% | |||||||
Bermuda - 0.0% (f) | |||||||
Triton Container International Ltd. | |||||||
2.050%, due 04/15/26, Callable: 03/15/26 (b) | 114,000 | 101,824 | |||||
Britain - 0.2% | |||||||
HSBC Holdings PLC | |||||||
2.206%, due 08/17/29, Callable: 08/17/28 (SOFR Rate + 1.285%) (h) | 200,000 | 164,949 | |||||
Royalty Pharma PLC | |||||||
1.200%, due 09/02/25, Callable: 08/02/25 | 64,000 | 58,075 | |||||
1.750%, due 09/02/27, Callable: 07/02/27 | 178,000 | 151,864 | |||||
2.200%, due 09/02/30, Callable: 06/02/30 | 70,000 | 54,390 | |||||
429,278 | |||||||
Canada - 0.2% | |||||||
Enbridge, Inc. | |||||||
1.600%, due 10/04/26, Callable: 09/04/26 | 114,000 | 101,287 | |||||
Nutrien Ltd. | |||||||
5.950%, due 11/07/25 | 98,000 | 97,946 | |||||
Royal Bank of Canada | |||||||
1.200%, due 04/27/26 | 91,000 | 81,158 | |||||
The Bank of Nova Scotia | |||||||
2.700%, due 08/03/26 | 111,000 | 102,019 | |||||
382,410 | |||||||
France - 0.1% | |||||||
BNP Paribas SA | |||||||
2.819%, due 11/19/25, Callable: 11/19/24 (3 Month SOFR Rate + 1.373%) (b)(h) | 200,000 | 191,927 | |||||
Japan - 0.0% (f) | |||||||
Sumitomo Mitsui Trust Bank Ltd. | |||||||
2.800%, due 03/10/27 (b) | 71,000 | 64,300 | |||||
United States - 3.8% | |||||||
AbbVie, Inc. | |||||||
3.800%, due 03/15/25, Callable: 12/15/24 | 128,000 | 124,320 | |||||
Amazon.com, Inc. | |||||||
1.500%, due 06/03/30, Callable: 03/03/30 | 108,000 | 85,286 | |||||
Ameren Illinois Co. | |||||||
3.800%, due 05/15/28, Callable: 02/15/28 | 80,000 | 75,188 | |||||
American Express Co. | |||||||
2.250%, due 03/04/25, Callable: 02/01/25 | 69,000 | 65,559 | |||||
American Honda Finance Corp. | |||||||
1.200%, due 07/08/25 | 74,000 | 68,508 | |||||
American International Group, Inc. | |||||||
3.900%, due 04/01/26, Callable: 01/01/26 | 30,000 | 28,651 | |||||
Amgen, Inc. | |||||||
3.200%, due 11/02/27, Callable: 08/02/27 | 117,000 | 107,347 | |||||
Apple, Inc. | |||||||
1.200%, due 02/08/28, Callable: 12/08/27 | 91,000 | 77,553 | |||||
AT&T, Inc. | |||||||
2.250%, due 02/01/32, Callable: 11/01/31 | 146,000 | 109,582 | |||||
Bank of America Corp. | |||||||
4.000%, due 01/22/25 | 75,000 | 73,048 | |||||
0.976%, due 04/22/25, Callable: 04/22/24 (SOFR Rate + 0.690%) (h) | 196,000 | 189,930 | |||||
1.734%, due 07/22/27, Callable: 07/22/26 (SOFR Rate + 0.960%) (h) | 325,000 | 287,548 | |||||
3.593%, due 07/21/28, Callable: 07/21/27 (3 Month SOFR Rate + 1.632%) (h) | 49,000 | 44,736 | |||||
3.419%, due 12/20/28, Callable: 12/20/27 (3 Month SOFR Rate + 1.302%) (h) | 18,000 | 16,064 | |||||
2.592%, due 04/29/31, Callable: 04/29/30 (SOFR Rate + 2.150%) (h) | 177,000 | 142,379 | |||||
Blackstone Holdings Finance Co. LLC | |||||||
1.625%, due 08/05/28, Callable: 06/05/28 (b) | 104,000 | 85,212 | |||||
2.500%, due 01/10/30, Callable: 10/10/29 (b) | 44,000 | 35,554 | |||||
Broadcom, Inc. | |||||||
3.459%, due 09/15/26, Callable: 07/15/26 | 71,000 | 66,584 | |||||
2.450%, due 02/15/31, Callable: 11/15/30 (b) | 62,000 | 48,272 | |||||
Capital One Financial Corp. | |||||||
1.878%, due 11/02/27, Callable: 11/02/26 (SOFR + 0.855%) (h) | 97,000 | 84,531 | |||||
Carrier Global Corp. | |||||||
2.722%, due 02/15/30, Callable: 11/15/29 | 145,000 | 121,013 | |||||
Caterpillar Financial Services Corp. | |||||||
3.250%, due 12/01/24 | 95,000 | 92,566 | |||||
Citigroup, Inc. | |||||||
0.981%, due 05/01/25, Callable: 05/01/24 (SOFR Rate + 0.669%) (h) | 137,000 | 132,310 | |||||
CVS Health Corp. | |||||||
3.875%, due 07/20/25, Callable: 04/20/25 | 247,000 | 238,649 | |||||
1.750%, due 08/21/30, Callable: 05/21/30 | 146,000 | 112,110 | |||||
Duke Energy Corp. | |||||||
3.150%, due 08/15/27, Callable: 05/15/27 | 143,000 | 130,586 | |||||
Ecolab, Inc. | |||||||
4.800%, due 03/24/30, Callable: 12/24/29 | 64,000 | 62,239 | |||||
Entergy Corp. | |||||||
0.900%, due 09/15/25, Callable: 08/15/25 | 101,000 | 91,721 | |||||
Enterprise Products Operating LLC | |||||||
2.800%, due 01/31/30, Callable: 10/31/29 | 73,000 | 61,907 | |||||
Equinix, Inc. | |||||||
1.250%, due 07/15/25, Callable: 06/15/25 | 133,000 | 122,324 | |||||
2.900%, due 11/18/26, Callable: 09/18/26 | 73,000 | 67,008 | |||||
Fidelity National Information Services, Inc. | |||||||
4.700%, due 07/15/27, Callable: 06/15/27 | 104,000 | 100,942 | |||||
Fiserv, Inc. | |||||||
3.850%, due 06/01/25, Callable: 03/01/25 | 55,000 | 53,225 | |||||
5.450%, due 03/02/28, Callable: 02/02/28 | 101,000 | 100,177 | |||||
Global Payments, Inc. | |||||||
1.200%, due 03/01/26, Callable: 02/01/26 | 61,000 | 54,416 | |||||
HCA, Inc. | |||||||
4.125%, due 06/15/29, Callable: 03/15/29 | 103,000 | 93,086 | |||||
Intel Corp. | |||||||
3.700%, due 07/29/25, Callable: 04/29/25 | 34,000 | 32,907 | |||||
JPMorgan Chase & Co. | |||||||
1.470%, due 09/22/27, Callable: 09/22/26 (SOFR Rate + 0.765%) (h) | 165,000 | 144,360 | |||||
2.947%, due 02/24/28, Callable: 02/24/27 (SOFR Rate + 1.170%) (h) | 81,000 | 73,426 | |||||
2.069%, due 06/01/29, Callable: 06/01/28 (SOFR Rate + 1.015%) (h) | 54,000 | 45,503 | |||||
1.953%, due 02/04/32, Callable: 02/04/31 (SOFR Rate + 1.065%) (h) | 20,000 | 15,229 | |||||
2.580%, due 04/22/32, Callable: 04/22/31 (3 Month SOFR Rate + 1.250%) (h) | 73,000 | 57,881 | |||||
Keurig Dr Pepper, Inc. | |||||||
4.417%, due 05/25/25, Callable: 03/25/25 | 17,000 | 16,640 | |||||
Kinder Morgan, Inc. | |||||||
1.750%, due 11/15/26, Callable: 10/15/26 | 76,000 | 67,640 | |||||
Kite Realty Group LP | |||||||
4.000%, due 10/01/26, Callable: 07/01/26 | 78,000 | 70,926 | |||||
Lowe's Cos., Inc. | |||||||
3.350%, due 04/01/27, Callable: 03/01/27 | 71,000 | 66,092 | |||||
Meta Platforms, Inc. | |||||||
3.500%, due 08/15/27, Callable: 07/15/27 | 20,000 | 18,861 | |||||
3.850%, due 08/15/32, Callable: 05/15/32 | 29,000 | 25,642 | |||||
Morgan Stanley | |||||||
1.164%, due 10/21/25, Callable: 10/21/24 (SOFR Rate + 0.560%) (h) | 101,000 | 95,099 | |||||
2.188%, due 04/28/26, Callable: 04/28/25 (SOFR Rate + 1.990%) (h) | 235,000 | 220,776 | |||||
1.593%, due 05/04/27, Callable: 05/04/26 (SOFR Rate + 0.879%) (h) | 183,000 | 161,888 | |||||
1.512%, due 07/20/27, Callable: 07/20/26 (SOFR Rate + 0.858%) (h) | 122,000 | 107,419 | |||||
2.239%, due 07/21/32, Callable: 07/21/31 (SOFR Rate + 1.178%) (h) | 37,000 | 27,903 | |||||
6.342%, due 10/18/33, Callable: 10/18/32 (SOFR Rate + 2.560%) (h) | 105,000 | 105,616 | |||||
5.297%, due 04/20/37, Callable: 04/20/32 (SOFR Rate + 2.620%) (h) | 9,000 | 8,043 | |||||
5.948%, due 01/19/38, Callable: 01/19/33 (5 Year CMT Rate + 2.430%) (h) | 2,000 | 1,877 | |||||
MPLX LP | |||||||
4.875%, due 12/01/24, Callable: 09/01/24 | 74,000 | 73,005 | |||||
2.650%, due 08/15/30, Callable: 05/15/30 | 32,000 | 25,869 | |||||
Nestle Holdings, Inc. | |||||||
5.250%, due 03/13/26 (b) | 150,000 | 149,651 | |||||
NextEra Energy Capital Holdings, Inc. | |||||||
4.625%, due 07/15/27, Callable: 06/15/27 | 103,000 | 99,324 | |||||
Nucor Corp. | |||||||
4.300%, due 05/23/27, Callable: 04/23/27 | 69,000 | 66,190 | |||||
Oracle Corp. | |||||||
3.250%, due 11/15/27, Callable: 08/15/27 | 109,000 | 99,170 | |||||
2.950%, due 04/01/30, Callable: 01/01/30 | 211,000 | 178,028 | |||||
O'Reilly Automotive, Inc. | |||||||
3.600%, due 09/01/27, Callable: 06/01/27 | 146,000 | 136,218 | |||||
Ovintiv, Inc. | |||||||
5.375%, due 01/01/26, Callable: 10/01/25 | 101,000 | 99,485 | |||||
Parker-Hannifin Corp. | |||||||
4.250%, due 09/15/27, Callable: 08/15/27 | 102,000 | 97,360 | |||||
PepsiCo, Inc. | |||||||
2.625%, due 07/29/29, Callable: 04/29/29 | 84,000 | 73,655 | |||||
Phillips 66 | |||||||
0.900%, due 02/15/24, Callable: 10/16/23 | 71,000 | 69,683 | |||||
Plains All American Pipeline LP | |||||||
4.650%, due 10/15/25, Callable: 07/15/25 | 101,000 | 98,122 | |||||
PPG Industries, Inc. | |||||||
1.200%, due 03/15/26, Callable: 02/15/26 | 113,000 | 101,509 | |||||
Realty Income Corp. | |||||||
3.250%, due 01/15/31, Callable: 10/15/30 | 120,000 | 100,977 | |||||
Ross Stores, Inc. | |||||||
4.600%, due 04/15/25, Callable: 03/15/25 | 120,000 | 117,649 | |||||
RTX Corp. | |||||||
3.200%, due 03/15/24, Callable: 01/15/24 | 92,000 | 90,810 | |||||
Sabine Pass Liquefaction LLC | |||||||
5.000%, due 03/15/27, Callable: 09/15/26 | 57,000 | 55,279 | |||||
Sierra Pacific Power Co. | |||||||
2.600%, due 05/01/26, Callable: 02/01/26 | 128,000 | 118,904 | |||||
Southwestern Electric Power Co. | |||||||
1.650%, due 03/15/26, Callable: 02/15/26 | 91,000 | 82,531 | |||||
Steel Dynamics, Inc. | |||||||
1.650%, due 10/15/27, Callable: 08/15/27 | 73,000 | 62,300 | |||||
The AES Corp. | |||||||
1.375%, due 01/15/26, Callable: 12/15/25 | 71,000 | 63,714 | |||||
The Boeing Co. | |||||||
4.875%, due 05/01/25, Callable: 04/01/25 | 75,000 | 73,746 | |||||
The Goldman Sachs Group, Inc. | |||||||
0.855%, due 02/12/26, Callable: 02/12/25 (SOFR Rate + 0.609%) (h) | 91,000 | 84,172 | |||||
The Home Depot, Inc. | |||||||
1.500%, due 09/15/28, Callable: 07/15/28 | 103,000 | 86,529 | |||||
The Walt Disney Co. | |||||||
2.000%, due 09/01/29, Callable: 06/01/29 | 72,000 | 59,525 | |||||
T-Mobile USA, Inc. | |||||||
2.250%, due 02/15/26, Callable: 10/10/23 | 126,000 | 115,986 | |||||
3.750%, due 04/15/27, Callable: 02/15/27 | 57,000 | 53,219 | |||||
Trans-Allegheny Interstate Line Co. | |||||||
3.850%, due 06/01/25, Callable: 03/01/25 (b) | 108,000 | 104,341 | |||||
United Airlines 2014-2 Class A Pass Through Trust | |||||||
Series A, 3.750%, due 09/03/26 | - | - | |||||
US Bancorp | |||||||
4.548%, due 07/22/28, Callable: 07/22/27 (SOFR Rate + 1.660%) (h) | 42,000 | 39,409 | |||||
Verizon Communications, Inc. | |||||||
2.100%, due 03/22/28, Callable: 01/22/28 | 73,000 | 62,564 | |||||
2.355%, due 03/15/32, Callable: 12/15/31 | 160,000 | 121,736 | |||||
Vmware, Inc. | |||||||
1.000%, due 08/15/24, Callable: 10/10/23 | 95,000 | 91,005 | |||||
Walmart, Inc. | |||||||
1.050%, due 09/17/26, Callable: 08/17/26 | 105,000 | 93,647 | |||||
WEC Energy Group, Inc. | |||||||
5.150%, due 10/01/27, Callable: 09/01/27 | 66,000 | 65,021 | |||||
Wells Fargo & Co. | |||||||
2.164%, due 02/11/26, Callable: 02/11/25 (3 Month SOFR Rate + 1.012%) (h) | 40,000 | 37,783 | |||||
4.540%, due 08/15/26, Callable: 08/15/25 (SOFR Rate + 1.560%) (h) | 48,000 | 46,591 | |||||
3.526%, due 03/24/28, Callable: 03/24/27 (SOFR Rate + 1.510%) (h) | 44,000 | 40,252 | |||||
8,048,818 | |||||||
Total Corporate Bonds (Cost $10,059,020) | 9,218,557 | ||||||
AFFILIATED REGISTERED INVESTMENT COMPANIES - 3.2% | |||||||
Voya VACS Series EMHCD Fund | 128 | 1,252 | |||||
Voya VACS Series HYB Fund | 89,535 | 884,611 | |||||
Voya VACS Series SC Fund | 586,359 | 5,928,085 | |||||
Total Affiliated Registered Investment Companies (Cost $7,185,336) | 6,813,948 | ||||||
Total Investments at Value - 93.9% (Cost $185,020,720) | 199,109,566 | ||||||
Other Assets in Excess of Liabilities - 6.1% | 12,830,041 | ||||||
Net Assets - 100.0% | $ | 211,939,607 |
Percentages are stated as a percent of net assets. | ||||
(a) | Non-income producing security. | |||
(b) | 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, 2023, the value of these investments was $18,546,655, or 8.8% of total net assets. | |||
(c) | This security or a partial position of this security is on loan at September 30, 2023. The total fair value of securities on loan at September 30, 2023 was $2,598,658. | |||
(d) | Illiquid security. The total value of such securities is $223,212 as of September 30, 2023, representing 0.1% of net assets. | |||
(e) | Level 3 security. Security has been valued at fair value by the valuation designee. The total value of such securities is $33,212 as of September 30, 2023, representing 0.0% of net assets. | |||
(f) | Represents less than 0.1% | |||
(g) | Variable rate security. The coupon is based on an underlying pool of loans. The rate listed is as of September 30,2023. | |||
(h) | Variable rate security based on a reference index and spread. The rate listed is as of September 30, 2023. | |||
The Accompanying Footnotes are an Integral Part of this Schedule of Investments. |
WILSHIRE INTERNATIONAL EQUITY FUND | |||||
SCHEDULE OF FUTURES CONTRACTS | |||||
September 30, 2023 (Unaudited) |
Value/ | |||||||||||||
Notional | Unrealized | ||||||||||||
FUTURES CONTRACTS SOLD SHORT | Contracts | Expiration Date | Amount | Appreciation | |||||||||
2-Year U.S. Treasury Note Future | 6 | 12/29/2023 | $ | 1,196,192 | $ | 2,942 | |||||||
5-Year U.S. Treasury Note Future | 29 | 12/29/2023 | 2,832,985 | 26,226 | |||||||||
10-Year U.S. Treasury Note Future | 13 | 12/19/2023 | 1,264,750 | 26,684 | |||||||||
U.S. Treasury Long Bond Future | 11 | 12/19/2023 | 1,022,048 | 68,984 | |||||||||
Ultra 10-Year U.S. Treasury Bond Future | 8 | 12/19/2023 | 728,012 | 26,921 | |||||||||
Ultra Long-Term U.S. Treasury Bond Future | 6 | 12/19/2023 | 437,319 | 52,314 | |||||||||
Total Futures Contracts Sold Short | $ | 7,481,306 | $ | 204,071 | |||||||||
The average monthly notional amount of futures contracts sold short for Wilshire International Equity Fund during the nine months | |||||||||||||
ended September 30, 2023 was $7,971,664. |
WILSHIRE INTERNATIONAL EQUITY FUND | ||||||||||
SCHEDULE OF TOTAL RETURN SWAPS | ||||||||||
September 30, 2023 (Unaudited) | ||||||||||
Pay/Receive | ||||||||||
Total Return | Value/ | |||||||||
Reference | on Reference | Financing | Maturity | Payment | Notional | Unrealized | ||||
Counterparty | Entity | Entity | Rate | Date | Frequency | Shares | Amount | Appreciation | ||
Goldman Sachs Bank, USA | MSCI Emerging Markets Total Return Index | Receive | (U.S. Federal Funds Rate + 0.200%) | 12/04/2023 | At Maturity | 25,623 | $ | 12,680,925 | $ 1,179,779 | |
Morgan Stanley Capital | MSCI EAFE Total Return Index | Receive | (U.S. Federal Funds Rate + 0.070%) | 12/04/2023 | Monthly | 4,336 | 30,565,956 | 4,830,901 | ||
Total Return Swaps | $ 6,010,680 | |||||||||
The average monthly notional amount of total return swaps for Wilshire International Equity Fund during the nine months ended September 30, 2023 was $44,259,063. |
WILSHIRE INTERNATIONAL EQUITY FUND | |||||||||
NOTES TO SCHEDULE OF INVESTMENTS | |||||||||
September 30, 2023 (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 Pricing Committee of Wilshire Advisors LLC (the “Adviser”) 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 the Adviser, one of whom is an officer of the Company. The Adviser has been named the valuation designee to implement the daily pricing and fair valuation procedures of the Portfolios. 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 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, 2023, 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, 2023: |
Wilshire International Equity Fund | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Common Stocks . . . . . . . . . . . . . . . . . . . . . . . | ||||||||||||||||
Australia . . . . . . . . . . . . . . . . . . . . . . . | $ | 1,652,481 | $ | 3,582,261 | $ | - | $ | 5,234,742 | ||||||||
Austria . . . . . . . . . . . . . . . . . . . . . . . | 23,719 | 352,592 | - | 376,311 | ||||||||||||
Belgium . . . . . . . . . . . . . . . . . . . . . . . | - | 273,181 | - | 273,181 | ||||||||||||
Bermuda . . . . . . . . . . . . . . . . . . . . . . . | 1,377,389 | - | - | 1,377,389 | ||||||||||||
Brazil . . . . . . . . . . . . . . . . . . . . . . . | 1,879,384 | - | - | 1,879,384 | ||||||||||||
Britain . . . . . . . . . . . . . . . . . . . . . . . | 71,050 | 18,085,729 | - | 18,156,779 | ||||||||||||
Canada . . . . . . . . . . . . . . . . . . . . . . . | 10,163,257 | - | - | * | 10,163,257 | |||||||||||
Chile . . . . . . . . . . . . . . . . . . . . . . . | 112,786 | - | - | 112,786 | ||||||||||||
China . . . . . . . . . . . . . . . . . . . . . . . | 877,868 | 6,098,951 | - | 6,976,819 | ||||||||||||
Colombia . . . . . . . . . . . . . . . . . . . . . . . | 395 | - | - | 395 | ||||||||||||
Czech Republic . . . . . . . . . . . . . . . . . . . . . . . | - | 39,259 | - | 39,259 | ||||||||||||
Denmark . . . . . . . . . . . . . . . . . . . . . . . | - | 6,335,028 | - | 6,335,028 | ||||||||||||
Egypt . . . . . . . . . . . . . . . . . . . . . . . | 58,444 | 56,517 | - | 114,961 | ||||||||||||
Finland . . . . . . . . . . . . . . . . . . . . . . . | - | 2,064,785 | - | 2,064,785 | ||||||||||||
France . . . . . . . . . . . . . . . . . . . . . . . | - | 12,253,893 | - | 12,253,893 | ||||||||||||
Georgia . . . . . . . . . . . . . . . . . . . . . . . | - | 44,327 | - | 44,327 | ||||||||||||
Germany . . . . . . . . . . . . . . . . . . . . . . . | 49,387 | 6,892,895 | - | 6,942,282 | ||||||||||||
Greece . . . . . . . . . . . . . . . . . . . . . . . | 32,845 | 147,624 | - | * | 180,469 | |||||||||||
Hong Kong . . . . . . . . . . . . . . . . . . . . . . . | 65,036 | 2,858,574 | - | 2,923,610 | ||||||||||||
Hungary . . . . . . . . . . . . . . . . . . . . . . . | - | 432,769 | - | 432,769 | ||||||||||||
India . . . . . . . . . . . . . . . . . . . . . . . | 1,335,569 | 4,066,425 | - | 5,401,994 | ||||||||||||
Indonesia . . . . . . . . . . . . . . . . . . . . . . . | - | 676,641 | - | 676,641 | ||||||||||||
Ireland . . . . . . . . . . . . . . . . . . . . . . . | 3,140,334 | 1,894,493 | - | 5,034,827 | ||||||||||||
Israel . . . . . . . . . . . . . . . . . . . . . . . | 252,326 | 334,744 | - | 587,070 | ||||||||||||
Italy . . . . . . . . . . . . . . . . . . . . . . . | - | 4,814,566 | - | 4,814,566 | ||||||||||||
Japan . . . . . . . . . . . . . . . . . . . . . . . | 481,367 | 20,273,526 | - | 20,754,893 | ||||||||||||
Jersey . . . . . . . . . . . . . . . . . . . . . . . | - | 32,509 | - | 32,509 | ||||||||||||
Luxembourg . . . . . . . . . . . . . . . . . . . . . . . | - | 1,116,532 | - | 1,116,532 | ||||||||||||
Malaysia . . . . . . . . . . . . . . . . . . . . . . . | - | 512,896 | - | 512,896 | ||||||||||||
Mauritius . . . . . . . . . . . . . . . . . . . . . . . | - | 79,680 | - | 79,680 | ||||||||||||
Mexico . . . . . . . . . . . . . . . . . . . . . . . | 711,836 | - | - | 711,836 | ||||||||||||
Netherlands . . . . . . . . . . . . . . . . . . . . . . . | 1,165,547 | 7,298,965 | - | 8,464,512 | ||||||||||||
New Zealand . . . . . . . . . . . . . . . . . . . . . . . | - | 245,662 | - | 245,662 | ||||||||||||
Norway . . . . . . . . . . . . . . . . . . . . . . . | - | 792,921 | - | 792,921 | ||||||||||||
Peru . . . . . . . . . . . . . . . . . . . . . . . | 15,665 | - | - | 15,665 | ||||||||||||
Philippines . . . . . . . . . . . . . . . . . . . . . . . | - | 327,379 | - | 327,379 | ||||||||||||
Poland . . . . . . . . . . . . . . . . . . . . . . . | - | 287,310 | - | 287,310 | ||||||||||||
Portugal . . . . . . . . . . . . . . . . . . . . . . . | - | 207,530 | - | 207,530 | ||||||||||||
Russia . . . . . . . . . . . . . . . . . . . . . . . | - | - | - | * | - | |||||||||||
Saudi Arabia . . . . . . . . . . . . . . . . . . . . . . . | - | 223,628 | - | 223,628 | ||||||||||||
Singapore . . . . . . . . . . . . . . . . . . . . . . . | - | 1,131,694 | - | 1,131,694 | ||||||||||||
South Africa . . . . . . . . . . . . . . . . . . . . . . . | 20,858 | 814,212 | - | 835,070 | ||||||||||||
South Korea . . . . . . . . . . . . . . . . . . . . . . . | - | 4,510,980 | 33,212 | 4,544,192 | ||||||||||||
Spain . . . . . . . . . . . . . . . . . . . . . . . | - | 1,945,117 | - | 1,945,117 | ||||||||||||
Sweden . . . . . . . . . . . . . . . . . . . . . . . | - | 4,050,291 | - | 4,050,291 | ||||||||||||
Switzerland . . . . . . . . . . . . . . . . . . . . . . . | - | 9,883,354 | - | 9,883,354 | ||||||||||||
Taiwan . . . . . . . . . . . . . . . . . . . . . . . | - | 6,495,059 | - | 6,495,059 | ||||||||||||
Thailand . . . . . . . . . . . . . . . . . . . . . . . | - | 871,178 | - | 871,178 | ||||||||||||
Turkey . . . . . . . . . . . . . . . . . . . . . . . | - | 733,812 | - | 733,812 | ||||||||||||
United Arab Emirates . . . . . . . . . . . . . . . . . . . . . . . | 28,823 | 721,443 | - | 750,266 | ||||||||||||
United States . . . . . . . . . . . . . . . . . . . . . . . | 5,625,154 | - | - | 5,625,154 | ||||||||||||
Uraguay . . . . . . . . . . . . . . . . . . . . . . . | 925,552 | - | - | 925,552 | ||||||||||||
Vietnam . . . . . . . . . . . . . . . . . . . . . . . | - | 457,599 | - | 457,599 | ||||||||||||
Total Common Stocks . . . . . . . . . . . . . . . . . . . . . . . | 30,067,072 | 134,318,531 | 33,212 | 164,418,815 | ||||||||||||
Preferred Stocks . . . . . . . . . . . . . . . . . . . . . . . | ||||||||||||||||
Brazil . . . . . . . . . . . . . . . . . . . . . . . | $ | 961,286 | $ | - | $ | - | $ | 961,286 | ||||||||
Chile . . . . . . . . . . . . . . . . . . . . . . . | 3,390 | - | - | 3,390 | ||||||||||||
Colombia . . . . . . . . . . . . . . . . . . . . . . . | 19,943 | - | - | 19,943 | ||||||||||||
Germany . . . . . . . . . . . . . . . . . . . . . . . | - | 924,822 | - | 924,822 | ||||||||||||
Russia . . . . . . . . . . . . . . . . . . . . . . . | - | - | - | * | - | |||||||||||
South Korea . . . . . . . . . . . . . . . . . . . . . . . | - | 162,110 | - | 162,110 | ||||||||||||
Total Preferred Stocks . . . . . . . . . . . . . . . . . . . . . . . | 984,619 | 1,086,932 | - | 2,071,551 | ||||||||||||
U.S. Treasury Obligations . . . . . . . . . . . . . . . . | $ | - | $ | 2,403,269 | $ | - | $ | 2,403,269 | ||||||||
Agency Mortgage-Backed Obligations | ||||||||||||||||
Interest-Only Strips . . . . . . . . . . . . . . . . . . | - | 141,038 | - | 141,038 | ||||||||||||
Non-Agency Mortgage-Backed Obligations . . | - | 5,495,168 | - | 5,495,168 | ||||||||||||
Non-Agency Mortgage-Backed Obligations | ||||||||||||||||
Interest-Only Strips . . . . . . . . . . . . . . . . . . | - | 176,210 | - | 176,210 | ||||||||||||
Asset-Backed Securities . . . . . . . . . . . . . . . . . | - | 3,838,890 | - | 3,838,890 | ||||||||||||
Collateralized Loan Obligations . . . . . . . . . . . . | - | 4,532,120 | - | 4,532,120 | ||||||||||||
Corporate Bonds . . . . . . . . . . . . . . . . . . . . . . | - | 9,218,557 | - | 9,218,557 | ||||||||||||
Affiliated Registered Investment Companies . . | 6,813,948 | - | - | 6,813,948 | ||||||||||||
Total . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . | $ | 37,865,639 | $ | 161,210,715 | $ | 33,212 | $ | 199,109,566 | ||||||||
Other Financial Instruments** | ||||||||||||||||
Asset | ||||||||||||||||
Unrealized appreciation on futures contracts | $ | 204,071 | $ | - | $ | - | $ | 204,071 | ||||||||
Unrealized appreciation on swap contracts | - | 6,010,680 | - | 6,010,680 | ||||||||||||
Total Assets . . . . . . . | $ | 204,071 | $ | 6,010,680 | $ | - | $ | 6,214,751 | ||||||||
* 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 $33,212 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, 2023, 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, 2023 and the value of such investments as of September 30, 2023 were as follows: |
Fund | Value as of December 31, 2022 | Purchases | Proceeds from Sales | Realized Loss | Change in Unrealized Appreciation (Depreciation) | Value as of September 30, 2023 | Income Distribution | Long-Term Capital Gain Distribution | ||||||||||||||||||||||||
Voya Investment Grade Credit Fund - Class P . . | $ | 526,708 | $ | 6,354 | $ | (547,268 | ) | $ | (64,918 | ) | $ | 79,124 | $ | - | $ | 5,371 | $ | - | ||||||||||||||
Voya VACS Series EMHCD Fund | 680,559 | 10,817 | (698,441 | ) | (192,511 | ) | 200,828 | 1,252 | 4,612 | - | ||||||||||||||||||||||
Voya VACS Series HYB Fund | 836,093 | 50,703 | - | - | (2,185 | ) | 884,611 | 51,930 | - | |||||||||||||||||||||||
Voya VACS Series SC Fund | 5,536,981 | 214,342 | - | - | 176,762 | 5,928,085 | 212,382 | - | ||||||||||||||||||||||||
$ | 7,580,341 | $ | 282,216 | $ | (1,245,709 | ) | $ | (257,429 | ) | $ | 454,529 | $ | 6,813,948 | $ | 274,295 | $ | - |