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Form NPORT-P WILSHIRE VARIABLE INSURA For: Mar 31

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May 25, 2022 3:34 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0001026708
          XXXXXXXX
        
      
      
      
      
        S000001038
        C000002798
      
      
      
    
  
  
    
      Wilshire Variable Insurance Trust
      811-07917
      0001026708
      549300J6DGJY7A7OPM39
      1299 Ocean Avenue
      Suite 700
      Santa Monica
      
      90401-1085
      310-451-3051
      Wilshire Global Allocation Fund
      S000001038
      549300VJM18ZTV67DV77
      2022-12-31
      2022-03-31
      N
    
    
      519164560.680000000000
      481143.620000000000
      518683417.060000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      100108.140000000000
      N
      
        
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Fidelity Emerging Markets Inde
        9VI7T88ORCJIKH9IIM98
        Fidelity Emerging Markets Index Fund
        316146331
        
          
          
        
        685576.953000000000
        NS
        USD
        7657894.570000000000
        1.4764101412
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fidelity US Bond Index
        5VUJ0DJSDOFYE2WQN531
        Fidelity US Bond Index
        316146356
        
          
          
        
        1329283.144000000000
        NS
        USD
        14914556.880000000000
        2.8754643757
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BGP HOLDING ORDS SHS
        N/A
        BGP HOLDING ORDS SHS
        N/A
        
          
        
        3758.000000000000
        NS
        
        .000000000000
        0.0000000000
        Long
        EC
        RF
        AU
        N
        
        3
        
          N
          N
          N
        
      
      
        Vanguard Total International B
        549300BXRBFWS9SORH32
        Vanguard Total International Bond Index Fund
        92203J209
        
          
          
        
        1611724.951000000000
        NS
        USD
        50575928.960000000000
        9.7508282117
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wilshire Large Company Growth
        5493008FBDJM8LYZ8S38
        Wilshire Large Company Growth Portfolio
        971897509
        
          
          
        
        1868416.734000000000
        NS
        USD
        85442697.250000000000
        16.4729957503
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wilshire Mutual Funds Inc - La
        549300R5VB4N123U8M16
        Wilshire Mutual Funds Inc - Large Company Value Portfolio
        971897608
        
          
          
        
        4484652.354000000000
        NS
        USD
        96285486.040000000000
        18.5634402167
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wilshire Mutual Funds Inc - Sm
        549300NUJF1F83U7EL24
        Wilshire Mutual Funds Inc - Small Company Growth Portfolio
        971897707
        
          
          
        
        319488.263000000000
        NS
        USD
        7859411.270000000000
        1.5152617206
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wilshire Income Opportunities
        549300UBZCC7LD138K71
        Wilshire Income Opportunities Fund
        971897764
        
          
          
        
        12029293.967000000000
        NS
        USD
        114398585.630000000000
        22.0555702896
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wilshire Mutual Funds Inc - Sm
        549300JKYPHEBZ3HT292
        Wilshire Mutual Funds Inc - Small Company Value Portfolio
        971897806
        
          
          
        
        329882.810000000000
        NS
        USD
        9223523.370000000000
        1.7782568454
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wilshire International Equity
        5493002FNXJ6S87GDQ54
        Wilshire International Equity Fund
        971897814
        
          
          
        
        12564301.681000000000
        NS
        USD
        131925167.650000000000
        25.4346222206
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
    
    
      2022-05-20
      Wilshire Variable Insurance Trust
      /s/Bendukai Bouey
      Wilshire Variable Insurance Trust
      Chief Compliance Officer
    
  
  XXXX
WILSHIRE MUTUAL FUNDS, INC.
            
WILSHIRE GLOBAL ALLOCATION FUND
  
March 31, 2022 (Unaudited)
  
SCHEDULE OF INVESTMENTS
            
             
   
Shares
    
Value
  
AFFILIATED REGISTERED INVESTMENT COMPANIES - 85.8%
            
Wilshire Income Opportunities Fund - Institutional Class
    
12,029,294
    
$
114,398,586
  
Wilshire International Equity Fund - Institutional Class
    
12,564,302
      
131,925,168
  
Wilshire Large Company Growth Portfolio - Institutional Class
    
1,868,417
      
85,442,697
  
Wilshire Large Company Value Portfolio - Institutional Class
    
4,471,309
      
95,999,009
  
Wilshire Small Company Growth Portfolio - Institutional Class
    
319,488
      
7,859,411
  
Wilshire Small Company Value Portfolio - Institutional Class
    
329,883
      
9,223,523
  
Total Affiliated Registered Investment Companies (Cost $436,817,936)
            
444,848,394
  
                 
OTHER OPEN-END FUNDS  14.1%
                
Fidelity Emerging Markets Index Fund - Institutional Premium Class
    
685,577
      
7,657,895
  
Fidelity US Bond Index - Institutional Premium Class
    
1,329,283
      
14,914,557
  
Vanguard Total International Bond Index Fund - Institiutional Shares
    
1,612,896
      
50,612,676
  
Total Other Open-End Funds (Cost $80,701,829)
            
73,185,128
  
                 
COMMON STOCK - 0.0% (a)
                
BGP Holdings Ltd. (b)(c)(d)
    
3,758
      
–
  
Total Common Stock (Cost $0)
            
-
  
                 
                 
Total Investments at Value - 99.9% (Cost $517,519,765)
            
518,033,522
  
Other Assets in Excess of Liabilities - 0.1%
            
531,714
  
Net Assets - 100.0%
          
$
518,565,236
  

Percentages are stated as a percent of net assets.
      
         
(a)
Percentage rounds to less than 0.1%.
      
(b)
Non-income producing security.
      
(c)
Illiquid security. The total value of such securities is $0 as of March 31, 2022, representing 0.0% of net assets.
(d)
Level 3 security. Security has been valued at fair value in accordance with procedures adopted by and under the general supervision of the Board of Trustees. The total value of such securities is $0 as of March 31, 2022, representing 0.0% of net assets.
         
The Accompanying Footnotes are an Integral Part of this Schedule of Investments.
      
WILSHIRE GLOBAL ALLOCATION FUND
 
 
 
 
 
 
 
 
NOTES TO SCHEDULE OF INVESTMENTS
 
 
 
 
 
 
 
 
March 31, 2022 (Unaudited)
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1. Securities Valuation
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
A security listed or traded on a domestic exchange is valued at its last sales price on the exchange where it is principally traded. In the absence of a current quotation, the security is valued at the mean between the last bid and asked prices on the exchange. Securities traded on National Association of Securities Dealers Automatic Quotation (“NASDAQ”) System are valued at the NASDAQ official closing price. If there is no NASDAQ official closing price available, the most recent bid quotation is used. Securities traded over-the-counter (other than on NASDAQ) are valued at the last current sale price, and if there are no such sales, the most recent bid quotation is used. Investments representing shares of other open-end investment companies, are valued at their net asset value (“NAV”) as reported by such companies. Values of debt securities are generally reported at the last sales price if the security is actively traded. If a debt security is not actively traded, it is typically valued by an independent pricing agent which employs methodologies that utilize actual market transactions, broker-supplied valuations, or other methodologies designed to identify the market value for such securities. The independent pricing agent often utilizes proprietary models that are subjective and require the use of judgment and the application of various assumptions including, but not limited to, interest rates, repayment speeds, and default rate assumptions. Debt securities that have a remaining maturity of 60 days or less are valued at prices supplied by the Fund’s pricing agent for such securities, if available, and otherwise are valued at amortized cost if the Adviser’s Pricing Committee concludes it approximates fair value. When market quotations are not readily available, securities are valued according to procedures adopted by the Board of Trustees (the “Board”) or are valued at fair value 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 Trust, or the Trust’s Valuation Committee which is composed of Trustees of the Trust. Securities whose market value using the procedures outlined above do not reflect fair value because a significant valuation event has occurred may be valued at fair value by the Adviser’s Pricing Committee or the Valuation Committee in accordance with the Trust’s valuation procedures. 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 the Fund is carrying the security. Investments in open-end registered investment companies are valued at the end of day NAV per share as reported by the underlying funds.
 
 
 
 
 
 
 
 
 
In accordance with the authoritative guidance on fair value measurements and disclosures under U.S. GAAP, the Fund discloses the fair value of its 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 Fund has 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, 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 March 31, 2022, there have been no significant changes to the Fund’s fair value methodologies.
 
 
 
 
 
 
 
 
 
The following is a summary of the inputs used to value the Fund’s investments as of March 31, 2022:
 
 
 
 
 
 
 
 

Wilshire Global Allocation Fund
  
Level 1
    
Level 2
    
Level 3
    
Total
  
Affiliated Registered Investment Companies
  
$
444,848,394
    
$
-
    
$
-
    
$
444,848,394
  
Other Open-End Funds
    
73,185,128
      
-
      
-
      
73,185,128
  
Common Stock
    
-
      
-
      
-
*
    
-
  
Total
  
$
518,033,522
    
$
-
    
$
-
    
$
518,033,522
  
 
                                

* Includes securities that have been fair valued at $0.
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
The Fund held a common stock that was measured at fair value on a recurring basis using significant unobservable inputs (Level 3) totaling $0. A reconciliation of Level 3 investments, including certain disclosures related to significant inputs used in valuing Level 3 investments, is only presented when the Fund has over 1% of Level 3 investments.
2. Affiliated Investments
                                    
Information regarding the Fund’s investments in the Affiliated Funds during the period ended March 31, 2022 is provided in the table below:
                

                                                 
Fund
  
Value as of
December 31, 2021
    
Cost of
Purchases
    
Proceeds from
Sales
    
Realized Gain
(Loss)
    
Change in Unrealized Appreciation (Depreciation)
    
Value as of
March 31, 2022
    
Income Distribution
    
Capital Gain Distributions
  
                                                 
Wilshire Income Opportunities Fund -
                                                
Institutional Class
  
$
124,066,017
    
$
-
    
$
(3,774,884
)
  
$
(169,480
)
  
$
(5,723,067
)
  
$
114,398,586
    
$
494,707
    
$
-
  
Wilshire International Equity Fund -
                                                                
Institutional Class
    
140,504,827
      
3,463,989
      
-
      
-
      
(12,043,648
)
    
131,925,168
      
-
      
-
  
Wilshire Large Company Growth Portfolio -
                                                                
Institutional Class
    
96,793,559
      
-
      
(143,086
)
    
29,337
      
(11,237,113
)
    
85,442,697
      
-
      
-
  
Wilshire Large Company Value Portfolio -
                                                                
Institutional Class
    
105,741,844
      
-
      
(5,953,222
)
    
374,705
      
(4,164,318
)
    
95,999,009
      
-
      
-
  
Wilshire Small Company Growth Portfolio -
                                                                
Institutional Class
    
9,303,498
      
-
      
-
      
-
      
(1,444,087
)
    
7,859,411
      
-
      
-
  
Wilshire Small Company Value Portfolio -
                                                                
Institutional Class
    
10,306,453
      
-
      
(785,743
)
    
144,102
      
(441,289
)
    
9,223,523
      
-
      
-
  
   
$
486,716,198
    
$
3,463,989
    
$
(10,656,935
)
  
$
378,664
    
$
(35,053,522
)
  
$
444,848,394
    
$
494,707
    
$
-
  

                                     
The Fund currently seeks to achieve its investment objective by investing a portion of its assets in Wilshire International Equity Fund, Wilshire Income Opportunities Fund, Wilshire Large Company Growth Portfolio, Wilshire Large Company Value Portfolio, Wilshire Small Company Growth Portfolio, and Wilshire Small Company Value Portfolio (the “Wilshire Funds”), registered open-end management investment companies and Affiliated Funds. The Fund may redeem its investments from the Wilshire Funds at any time if the Adviser determines that it is in the best interest of the Fund and its shareholders to do so. The performance of the Fund may be directly affected by the performance of the Wilshire Funds. As of March 31, 2022, the percentage of net assets invested in the Wilshire Funds was 84.7%. The Wilshire International Equity Fund’s percentage of its net assets was 24.1% as of March 31, 2022. The latest shareholder report for the Wilshire Funds can be found at www.sec.gov.


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